feat(notify): Slack message for reconcile-booked closes (realized P&L)
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Entries, deferrals and rejections posted to #trading-bot, but exits booked by the reconcile loop (bracket stop/take-profit legs that fill at Alpaca) were silent — the two Jun 9 stop-outs produced no message. Viktor asked for a Slack message on each position execution. - move SlackNotifier to shared/ (now used by trade-executor AND api-gateway) - add notify_close (ticker/qty/price/realized P&L/reason, win-loss emoji) - reconcile loop notifies on each booked close, fail-soft; api-gateway config gains slack fields (channel defaults to trading-bot since the env carries only the bot token; chat:write.public covers posting) Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
parent
c6ad39310c
commit
6fec9963fb
6 changed files with 516 additions and 25 deletions
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@ -25,6 +25,13 @@ class ApiGatewayConfig(BaseConfig):
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paper_trading: bool = True
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paper_trading: bool = True
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snapshot_interval_seconds: int = 60
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snapshot_interval_seconds: int = 60
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# Slack — close notifications from the trade-reconcile loop. The channel
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# defaults here (rather than "") because the deployment env carries only
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# the bot token; chat:write.public lets the bot post without an invite.
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slack_webhook_url: str = ""
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slack_bot_token: str = ""
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slack_channel: str = "trading-bot"
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# CORS settings
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# CORS settings
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cors_origins: list[str] = ["http://localhost:5173"]
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cors_origins: list[str] = ["http://localhost:5173"]
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@ -32,6 +32,7 @@ from shared.broker.base import BaseBroker
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from shared.constants.kevin import KEVIN_STRATEGY_UUID
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from shared.constants.kevin import KEVIN_STRATEGY_UUID
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from shared.models.trading import Trade, TradeSide, TradeStatus
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from shared.models.trading import Trade, TradeSide, TradeStatus
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from shared.schemas.trading import BrokerOrder, OrderResult, OrderStatus
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from shared.schemas.trading import BrokerOrder, OrderResult, OrderStatus
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from shared.slack_notifier import SlackNotifier
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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@ -63,32 +64,31 @@ async def _already_booked(session: AsyncSession, leg_order_id: str) -> bool:
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async def _reconcile_trade(
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async def _reconcile_trade(
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session: AsyncSession, entry: Trade, order: BrokerOrder
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session: AsyncSession, entry: Trade, order: BrokerOrder
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) -> bool:
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) -> Trade | None:
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"""Apply one trade's reconciliation.
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"""Apply one trade's reconciliation.
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Returns ``True`` if a closing trade was booked. Books an auto-close when a
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Returns the booked closing ``Trade`` when a stop-loss / take-profit leg
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stop-loss / take-profit leg has filled (idempotent on the leg order id);
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has filled (idempotent on the leg order id); otherwise syncs a
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otherwise syncs a non-terminal local status from the parent order.
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non-terminal local status from the parent order and returns ``None``.
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"""
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"""
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leg = _filled_leg(order)
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leg = _filled_leg(order)
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if leg is not None and leg.filled_price is not None:
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if leg is not None and leg.filled_price is not None:
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if await _already_booked(session, leg.order_id):
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if await _already_booked(session, leg.order_id):
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return False
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return None
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fill_price = leg.filled_price
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fill_price = leg.filled_price
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pnl = (fill_price - entry.price) * leg.qty
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pnl = (fill_price - entry.price) * leg.qty
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session.add(
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close = Trade(
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Trade(
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ticker=entry.ticker,
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ticker=entry.ticker,
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side=TradeSide.SELL,
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side=TradeSide.SELL,
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qty=leg.qty,
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qty=leg.qty,
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price=fill_price,
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price=fill_price,
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status=TradeStatus.FILLED,
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status=TradeStatus.FILLED,
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strategy_id=KEVIN_STRATEGY_UUID,
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strategy_id=KEVIN_STRATEGY_UUID,
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signal_id=entry.signal_id,
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signal_id=entry.signal_id,
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broker_order_id=leg.order_id,
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broker_order_id=leg.order_id,
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pnl=pnl,
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pnl=pnl,
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)
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)
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)
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session.add(close)
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logger.info(
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logger.info(
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"Reconciled auto-close for %s: leg %s filled @ %.2f, pnl=%.2f",
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"Reconciled auto-close for %s: leg %s filled @ %.2f, pnl=%.2f",
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entry.ticker,
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entry.ticker,
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@ -96,7 +96,7 @@ async def _reconcile_trade(
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leg.filled_price,
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leg.filled_price,
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pnl,
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pnl,
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)
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)
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return True
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return close
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# No filled exit leg — sync a non-terminal local status from the parent.
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# No filled exit leg — sync a non-terminal local status from the parent.
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if entry.status == TradeStatus.PENDING:
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if entry.status == TradeStatus.PENDING:
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@ -111,12 +111,13 @@ async def _reconcile_trade(
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entry.broker_order_id,
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entry.broker_order_id,
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mapped.value,
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mapped.value,
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)
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)
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return False
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return None
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async def reconcile_once(
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async def reconcile_once(
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broker: BaseBroker,
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broker: BaseBroker,
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session_factory: async_sessionmaker,
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session_factory: async_sessionmaker,
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notifier: SlackNotifier | None = None,
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) -> None:
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) -> None:
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"""Perform a single reconciliation cycle over open Kevin entries."""
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"""Perform a single reconciliation cycle over open Kevin entries."""
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async with session_factory() as session:
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async with session_factory() as session:
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@ -162,14 +163,30 @@ async def reconcile_once(
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)
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)
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continue
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continue
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try:
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try:
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if await _reconcile_trade(session, entry, order):
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close = await _reconcile_trade(session, entry, order)
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booked += 1
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except Exception:
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except Exception:
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logger.exception(
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logger.exception(
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"reconcile: booking failed for %s (%s) — skipping row",
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"reconcile: booking failed for %s (%s) — skipping row",
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entry.ticker,
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entry.ticker,
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entry.broker_order_id,
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entry.broker_order_id,
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)
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)
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continue
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if close is None:
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continue
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booked += 1
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if notifier is not None:
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# Slack is an observer — its failure must not lose the row.
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try:
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await notifier.notify_close(
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ticker=close.ticker,
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qty=close.qty,
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price=close.price,
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pnl=close.pnl or 0.0,
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strategy_id=close.strategy_id,
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reason="bracket leg filled at broker",
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)
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except Exception:
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logger.warning("reconcile: close notification failed", exc_info=True)
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await session.commit()
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await session.commit()
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@ -197,17 +214,23 @@ async def trade_reconcile_loop(
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secret_key=config.alpaca_secret_key,
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secret_key=config.alpaca_secret_key,
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paper=config.paper_trading,
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paper=config.paper_trading,
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)
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)
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notifier = SlackNotifier(
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webhook_url=config.slack_webhook_url,
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bot_token=config.slack_bot_token,
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channel=config.slack_channel,
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)
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logger.info(
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logger.info(
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"Trade reconcile started (interval=%ds, paper=%s)",
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"Trade reconcile started (interval=%ds, paper=%s, slack=%s)",
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config.snapshot_interval_seconds,
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config.snapshot_interval_seconds,
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config.paper_trading,
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config.paper_trading,
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"on" if notifier.enabled else "off",
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)
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)
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while True:
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while True:
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try:
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try:
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if is_market_open():
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if is_market_open():
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await reconcile_once(broker, session_factory)
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await reconcile_once(broker, session_factory, notifier=notifier)
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else:
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else:
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logger.debug("Market closed — skipping trade reconcile")
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logger.debug("Market closed — skipping trade reconcile")
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except asyncio.CancelledError:
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except asyncio.CancelledError:
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@ -21,7 +21,7 @@ from sqlalchemy.ext.asyncio import async_sessionmaker
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from services.trade_executor.config import TradeExecutorConfig
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from services.trade_executor.config import TradeExecutorConfig
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from services.trade_executor.deferred_queue import DeferredSignalQueue
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from services.trade_executor.deferred_queue import DeferredSignalQueue
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from services.trade_executor.risk_manager import RiskManager
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from services.trade_executor.risk_manager import RiskManager
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from services.trade_executor.slack_notifier import SlackNotifier
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from shared.slack_notifier import SlackNotifier
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from shared.broker.alpaca_broker import AlpacaBroker
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from shared.broker.alpaca_broker import AlpacaBroker
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from shared.db import create_db
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from shared.db import create_db
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from shared.models.trading import Trade as TradeModel
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from shared.models.trading import Trade as TradeModel
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164
shared/slack_notifier.py
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164
shared/slack_notifier.py
Normal file
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@ -0,0 +1,164 @@
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"""Slack notifier for trade-executor.
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Supports two transports, picked by what's configured:
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1. **Bot token + channel** (preferred) — uses chat.postMessage. Channel
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can be changed via env var without redeploying the Slack app or
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rotating webhook URLs.
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2. **Webhook URL** (legacy) — single-channel, pinned at webhook
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creation time.
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If both are set, the bot-token path wins. If neither, the notifier
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is a no-op.
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Designed to fail-soft: a Slack outage MUST NOT bubble up and crash
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the consumer loop. The trade has already happened on Alpaca — Slack
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is a downstream observer, not a transactional dependency.
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"""
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from __future__ import annotations
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import logging
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from typing import Iterable
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from uuid import UUID
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import httpx
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from shared.constants.kevin import KEVIN_STRATEGY_UUID
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from shared.schemas.trading import OrderResult, TradeSignal
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logger = logging.getLogger(__name__)
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# Reasons we DON'T want to spam Slack about. outside_market_hours fires
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# every poll when a fresh signal lands after-hours — silencing it keeps
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# Slack signal-to-noise high.
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_DEFAULT_QUIET = frozenset({"outside_market_hours"})
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class SlackNotifier:
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def __init__(
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self,
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webhook_url: str = "",
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bot_token: str = "",
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channel: str = "",
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quiet_rejections: Iterable[str] | None = None,
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) -> None:
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self.webhook_url = webhook_url or ""
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self.bot_token = bot_token or ""
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self.channel = channel or ""
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self.quiet_rejections = frozenset(
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quiet_rejections if quiet_rejections is not None else _DEFAULT_QUIET
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)
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@property
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def enabled(self) -> bool:
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# Either transport must be fully configured.
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if self.bot_token and self.channel:
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return True
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if self.webhook_url:
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return True
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return False
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@property
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def uses_bot_token(self) -> bool:
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return bool(self.bot_token and self.channel)
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async def notify_trade(self, signal: TradeSignal, result: OrderResult) -> None:
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if not self.enabled:
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return
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text = self._format_trade(signal, result)
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await self._post(text)
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async def notify_rejection(self, signal: TradeSignal, reason: str) -> None:
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if not self.enabled:
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return
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if reason in self.quiet_rejections:
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return
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text = self._format_rejection(signal, reason)
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await self._post(text)
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async def notify_deferred(self, signal: TradeSignal, target_ts) -> None:
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if not self.enabled:
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return
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tag = self._strategy_tag(signal)
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when = target_ts.strftime("%a %H:%M UTC") if target_ts else "?"
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text = (
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f":clock3: *{tag}*: DEFERRED {signal.ticker} until {when} "
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f"(market closed; conviction {signal.strength:.2f})"
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)
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await self._post(text)
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async def notify_close(
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self,
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*,
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ticker: str,
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qty: float,
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price: float,
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pnl: float,
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strategy_id: UUID | None,
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reason: str,
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) -> None:
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"""Position close booked outside the executor (e.g. a bracket
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stop-loss / take-profit leg that filled at the broker)."""
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if not self.enabled:
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return
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tag = "Meet Kevin" if strategy_id == KEVIN_STRATEGY_UUID else "trading-bot"
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emoji = ":moneybag:" if pnl >= 0 else ":small_red_triangle_down:"
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text = (
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f"{emoji} *{tag}*: CLOSED {qty:g} {ticker} @ ${price:.2f} — "
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f"P&L {'+' if pnl >= 0 else '-'}${abs(pnl):.2f} ({reason})"
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)
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await self._post(text)
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# ------------------------------------------------------------------
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# Internal
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# ------------------------------------------------------------------
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def _strategy_tag(self, signal: TradeSignal) -> str:
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if signal.strategy_id == KEVIN_STRATEGY_UUID:
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return "Meet Kevin"
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return "trading-bot"
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def _format_trade(self, signal: TradeSignal, result: OrderResult) -> str:
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tag = self._strategy_tag(signal)
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price = (
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f"${result.filled_price:.2f}"
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if result.filled_price is not None
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else "—"
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)
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return (
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f":chart_with_upwards_trend: *{tag}*: "
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f"{result.side.value} {result.qty:g} {result.ticker} @ {price} "
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f"(conviction {signal.strength:.2f}, status {result.status.value})"
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)
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def _format_rejection(self, signal: TradeSignal, reason: str) -> str:
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tag = self._strategy_tag(signal)
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return (
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f":no_entry: *{tag}*: REJECTED {signal.ticker} — {reason} "
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f"(conviction {signal.strength:.2f})"
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)
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async def _post(self, text: str) -> None:
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try:
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async with httpx.AsyncClient(timeout=5.0) as client:
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if self.uses_bot_token:
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resp = await client.post(
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"https://slack.com/api/chat.postMessage",
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headers={
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"Authorization": f"Bearer {self.bot_token}",
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"Content-Type": "application/json; charset=utf-8",
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},
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json={"channel": self.channel, "text": text},
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)
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body = resp.json()
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if not body.get("ok"):
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logger.warning(
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"Slack chat.postMessage refused: %s (channel=%s)",
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body.get("error"),
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self.channel,
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)
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else:
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await client.post(self.webhook_url, json={"text": text})
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except Exception as exc:
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logger.warning("Slack post failed (swallowed): %s", exc)
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@ -257,6 +257,60 @@ class TestReconcileBooksClose:
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assert session.added == []
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assert session.added == []
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async def test_booked_close_notifies_slack(self) -> None:
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"""A reconcile-booked close must post to Slack with realized P&L."""
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entry = _entry_trade(broker_order_id="parent-1", price=100.0, qty=10.0)
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tp = _leg(order_id="tp-1", status=OrderStatus.PENDING, filled_price=None)
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sl = _leg(order_id="sl-1", status=OrderStatus.FILLED, filled_price=92.0)
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broker = AsyncMock()
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broker.get_order = AsyncMock(
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return_value=_bracket(parent_id="parent-1", legs=[tp, sl])
|
||||||
|
)
|
||||||
|
session = _FakeSession([entry])
|
||||||
|
notifier = AsyncMock()
|
||||||
|
|
||||||
|
await reconcile_once(broker, _factory(session), notifier=notifier)
|
||||||
|
|
||||||
|
notifier.notify_close.assert_awaited_once()
|
||||||
|
kwargs = notifier.notify_close.await_args.kwargs
|
||||||
|
assert kwargs["ticker"] == "NVDA"
|
||||||
|
assert kwargs["qty"] == 10.0
|
||||||
|
assert kwargs["price"] == 92.0
|
||||||
|
assert kwargs["pnl"] == pytest.approx(-80.0)
|
||||||
|
assert kwargs["strategy_id"] == KEVIN_STRATEGY_UUID
|
||||||
|
|
||||||
|
async def test_no_notification_when_nothing_booked(self) -> None:
|
||||||
|
entry = _entry_trade(broker_order_id="parent-1")
|
||||||
|
tp = _leg(order_id="tp-1", status=OrderStatus.PENDING, filled_price=None)
|
||||||
|
sl = _leg(order_id="sl-1", status=OrderStatus.PENDING, filled_price=None)
|
||||||
|
broker = AsyncMock()
|
||||||
|
broker.get_order = AsyncMock(
|
||||||
|
return_value=_bracket(parent_id="parent-1", legs=[tp, sl])
|
||||||
|
)
|
||||||
|
session = _FakeSession([entry])
|
||||||
|
notifier = AsyncMock()
|
||||||
|
|
||||||
|
await reconcile_once(broker, _factory(session), notifier=notifier)
|
||||||
|
|
||||||
|
notifier.notify_close.assert_not_awaited()
|
||||||
|
|
||||||
|
async def test_notifier_failure_does_not_block_booking(self) -> None:
|
||||||
|
"""Slack is an observer — its failure must not lose the Trade row."""
|
||||||
|
entry = _entry_trade(broker_order_id="parent-1", price=100.0, qty=10.0)
|
||||||
|
sl = _leg(order_id="sl-1", status=OrderStatus.FILLED, filled_price=92.0)
|
||||||
|
broker = AsyncMock()
|
||||||
|
broker.get_order = AsyncMock(
|
||||||
|
return_value=_bracket(parent_id="parent-1", legs=[sl])
|
||||||
|
)
|
||||||
|
session = _FakeSession([entry])
|
||||||
|
notifier = AsyncMock()
|
||||||
|
notifier.notify_close = AsyncMock(side_effect=RuntimeError("slack down"))
|
||||||
|
|
||||||
|
await reconcile_once(broker, _factory(session), notifier=notifier)
|
||||||
|
|
||||||
|
assert len(session.added) == 1
|
||||||
|
assert session.committed
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------
|
||||||
# Idempotency
|
# Idempotency
|
||||||
|
|
@ -405,7 +459,7 @@ class TestReconcileLoop:
|
||||||
cfg = _config()
|
cfg = _config()
|
||||||
calls = 0
|
calls = 0
|
||||||
|
|
||||||
async def boom(broker, sf): # noqa: ANN001
|
async def boom(broker, sf, notifier=None): # noqa: ANN001
|
||||||
nonlocal calls
|
nonlocal calls
|
||||||
calls += 1
|
calls += 1
|
||||||
if calls == 1:
|
if calls == 1:
|
||||||
|
|
|
||||||
243
tests/shared/test_slack_notifier.py
Normal file
243
tests/shared/test_slack_notifier.py
Normal file
|
|
@ -0,0 +1,243 @@
|
||||||
|
"""Tests for the shared SlackNotifier (trade-executor + reconcile loop)."""
|
||||||
|
|
||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from datetime import datetime, timezone
|
||||||
|
from unittest.mock import AsyncMock, patch
|
||||||
|
from uuid import uuid4
|
||||||
|
|
||||||
|
import pytest
|
||||||
|
|
||||||
|
from shared.slack_notifier import SlackNotifier
|
||||||
|
from shared.constants.kevin import KEVIN_STRATEGY_UUID
|
||||||
|
from shared.schemas.trading import (
|
||||||
|
OrderResult,
|
||||||
|
OrderSide,
|
||||||
|
OrderStatus,
|
||||||
|
SignalDirection,
|
||||||
|
TradeSignal,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def _signal(strategy_id=None, target_dollars=None) -> TradeSignal:
|
||||||
|
return TradeSignal(
|
||||||
|
ticker="NVDA",
|
||||||
|
direction=SignalDirection.LONG,
|
||||||
|
strength=0.85,
|
||||||
|
strategy_sources=["meet_kevin:buy:0.85"],
|
||||||
|
timestamp=datetime.now(timezone.utc),
|
||||||
|
strategy_id=strategy_id,
|
||||||
|
target_dollars=target_dollars,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def _filled_order(ticker="NVDA", qty=10, price=217.50) -> OrderResult:
|
||||||
|
return OrderResult(
|
||||||
|
order_id=str(uuid4()),
|
||||||
|
ticker=ticker,
|
||||||
|
side=OrderSide.BUY,
|
||||||
|
qty=qty,
|
||||||
|
filled_price=price,
|
||||||
|
status=OrderStatus.FILLED,
|
||||||
|
timestamp=datetime.now(timezone.utc),
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
class TestSlackNotifierNoWebhook:
|
||||||
|
"""Empty webhook_url -> notifier is a no-op (returns without raising)."""
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_notify_trade_noop(self):
|
||||||
|
notifier = SlackNotifier(webhook_url="")
|
||||||
|
# should not raise even with no mock
|
||||||
|
await notifier.notify_trade(_signal(), _filled_order())
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_notify_rejection_noop(self):
|
||||||
|
notifier = SlackNotifier(webhook_url="")
|
||||||
|
await notifier.notify_rejection(_signal(), "outside_market_hours")
|
||||||
|
|
||||||
|
|
||||||
|
class TestSlackNotifierTradePost:
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_trade_post_calls_webhook(self):
|
||||||
|
notifier = SlackNotifier(webhook_url="https://hooks.slack.test/abc")
|
||||||
|
with patch("httpx.AsyncClient") as mock_client_cls:
|
||||||
|
mock_client = AsyncMock()
|
||||||
|
mock_post = AsyncMock(return_value=AsyncMock(status_code=200))
|
||||||
|
mock_client.post = mock_post
|
||||||
|
mock_client_cls.return_value.__aenter__.return_value = mock_client
|
||||||
|
await notifier.notify_trade(
|
||||||
|
_signal(strategy_id=KEVIN_STRATEGY_UUID),
|
||||||
|
_filled_order(qty=10, price=217.50),
|
||||||
|
)
|
||||||
|
mock_post.assert_called_once()
|
||||||
|
url, kwargs = mock_post.call_args.args[0], mock_post.call_args.kwargs
|
||||||
|
assert url == "https://hooks.slack.test/abc"
|
||||||
|
payload = kwargs["json"]
|
||||||
|
assert "NVDA" in payload["text"]
|
||||||
|
assert "10" in payload["text"]
|
||||||
|
assert "217.50" in payload["text"]
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_trade_post_strategy_tag_when_kevin(self):
|
||||||
|
notifier = SlackNotifier(webhook_url="https://hooks.slack.test/abc")
|
||||||
|
with patch("httpx.AsyncClient") as mock_client_cls:
|
||||||
|
mock_client = AsyncMock()
|
||||||
|
mock_client.post = AsyncMock(return_value=AsyncMock(status_code=200))
|
||||||
|
mock_client_cls.return_value.__aenter__.return_value = mock_client
|
||||||
|
await notifier.notify_trade(
|
||||||
|
_signal(strategy_id=KEVIN_STRATEGY_UUID),
|
||||||
|
_filled_order(),
|
||||||
|
)
|
||||||
|
payload = mock_client.post.call_args.kwargs["json"]
|
||||||
|
assert "Meet Kevin" in payload["text"]
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_trade_post_swallows_http_errors(self):
|
||||||
|
"""A failed Slack post must NOT bubble up — the trade already
|
||||||
|
happened; we shouldn't crash the consumer loop because Slack is
|
||||||
|
having a bad day."""
|
||||||
|
notifier = SlackNotifier(webhook_url="https://hooks.slack.test/abc")
|
||||||
|
with patch("httpx.AsyncClient") as mock_client_cls:
|
||||||
|
mock_client = AsyncMock()
|
||||||
|
mock_client.post = AsyncMock(side_effect=Exception("network down"))
|
||||||
|
mock_client_cls.return_value.__aenter__.return_value = mock_client
|
||||||
|
# should NOT raise
|
||||||
|
await notifier.notify_trade(_signal(), _filled_order())
|
||||||
|
|
||||||
|
|
||||||
|
class TestSlackNotifierBotToken:
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_bot_token_calls_chat_postmessage(self):
|
||||||
|
notifier = SlackNotifier(bot_token="xoxb-test", channel="trading-bot")
|
||||||
|
assert notifier.uses_bot_token
|
||||||
|
with patch("httpx.AsyncClient") as mock_client_cls:
|
||||||
|
mock_client = AsyncMock()
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.json = lambda: {"ok": True, "ts": "1.2"}
|
||||||
|
mock_client.post = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_client_cls.return_value.__aenter__.return_value = mock_client
|
||||||
|
await notifier.notify_trade(_signal(), _filled_order())
|
||||||
|
url = mock_client.post.call_args.args[0]
|
||||||
|
assert url == "https://slack.com/api/chat.postMessage"
|
||||||
|
kwargs = mock_client.post.call_args.kwargs
|
||||||
|
assert kwargs["headers"]["Authorization"] == "Bearer xoxb-test"
|
||||||
|
body = kwargs["json"]
|
||||||
|
assert body["channel"] == "trading-bot"
|
||||||
|
assert "NVDA" in body["text"]
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_bot_token_swallows_channel_not_found(self):
|
||||||
|
"""When the user hasn't created #trading-bot yet, the API returns
|
||||||
|
ok=false / error=channel_not_found. We log and continue."""
|
||||||
|
notifier = SlackNotifier(bot_token="xoxb-test", channel="nonexistent")
|
||||||
|
with patch("httpx.AsyncClient") as mock_client_cls:
|
||||||
|
mock_client = AsyncMock()
|
||||||
|
mock_resp = AsyncMock()
|
||||||
|
mock_resp.json = lambda: {"ok": False, "error": "channel_not_found"}
|
||||||
|
mock_client.post = AsyncMock(return_value=mock_resp)
|
||||||
|
mock_client_cls.return_value.__aenter__.return_value = mock_client
|
||||||
|
# should not raise
|
||||||
|
await notifier.notify_trade(_signal(), _filled_order())
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_bot_token_wins_when_both_set(self):
|
||||||
|
notifier = SlackNotifier(
|
||||||
|
webhook_url="https://hooks.slack.test/abc",
|
||||||
|
bot_token="xoxb-test",
|
||||||
|
channel="trading-bot",
|
||||||
|
)
|
||||||
|
with patch("httpx.AsyncClient") as mock_client_cls:
|
||||||
|
mock_client = AsyncMock()
|
||||||
|
mock_client.post = AsyncMock(return_value=AsyncMock(json=lambda: {"ok": True}))
|
||||||
|
mock_client_cls.return_value.__aenter__.return_value = mock_client
|
||||||
|
await notifier.notify_trade(_signal(), _filled_order())
|
||||||
|
assert mock_client.post.call_args.args[0] == "https://slack.com/api/chat.postMessage"
|
||||||
|
|
||||||
|
|
||||||
|
class TestSlackNotifierRejectionPost:
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_rejection_post_calls_webhook(self):
|
||||||
|
notifier = SlackNotifier(webhook_url="https://hooks.slack.test/abc")
|
||||||
|
with patch("httpx.AsyncClient") as mock_client_cls:
|
||||||
|
mock_client = AsyncMock()
|
||||||
|
mock_client.post = AsyncMock(return_value=AsyncMock(status_code=200))
|
||||||
|
mock_client_cls.return_value.__aenter__.return_value = mock_client
|
||||||
|
await notifier.notify_rejection(
|
||||||
|
_signal(strategy_id=KEVIN_STRATEGY_UUID),
|
||||||
|
reason="kevin_daily_trade_cap",
|
||||||
|
)
|
||||||
|
payload = mock_client.post.call_args.kwargs["json"]
|
||||||
|
assert "REJECTED" in payload["text"]
|
||||||
|
assert "kevin_daily_trade_cap" in payload["text"]
|
||||||
|
assert "NVDA" in payload["text"]
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_rejection_post_skips_noise(self):
|
||||||
|
"""outside_market_hours fires every minute when the bot tries to
|
||||||
|
trade after-hours — we don't want a Slack barrage. The notifier
|
||||||
|
skips it."""
|
||||||
|
notifier = SlackNotifier(
|
||||||
|
webhook_url="https://hooks.slack.test/abc",
|
||||||
|
quiet_rejections={"outside_market_hours"},
|
||||||
|
)
|
||||||
|
with patch("httpx.AsyncClient") as mock_client_cls:
|
||||||
|
mock_client = AsyncMock()
|
||||||
|
mock_client.post = AsyncMock()
|
||||||
|
mock_client_cls.return_value.__aenter__.return_value = mock_client
|
||||||
|
await notifier.notify_rejection(_signal(), "outside_market_hours")
|
||||||
|
mock_client.post.assert_not_called()
|
||||||
|
|
||||||
|
|
||||||
|
class TestSlackNotifierClosePost:
|
||||||
|
"""notify_close — reconcile-booked exits (bracket legs that fill at
|
||||||
|
Alpaca without passing through the executor) must reach Slack."""
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_close_posts_loss_with_pnl(self):
|
||||||
|
notifier = SlackNotifier(bot_token="xoxb-test", channel="trading-bot")
|
||||||
|
with patch.object(notifier, "_post", new=AsyncMock()) as post:
|
||||||
|
await notifier.notify_close(
|
||||||
|
ticker="MRVL",
|
||||||
|
qty=9,
|
||||||
|
price=263.61,
|
||||||
|
pnl=-243.87,
|
||||||
|
strategy_id=KEVIN_STRATEGY_UUID,
|
||||||
|
reason="bracket leg filled",
|
||||||
|
)
|
||||||
|
text = post.call_args[0][0]
|
||||||
|
assert "Meet Kevin" in text
|
||||||
|
assert "MRVL" in text
|
||||||
|
assert "263.61" in text
|
||||||
|
assert "-$243.87" in text
|
||||||
|
assert "bracket leg filled" in text
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_close_posts_win_with_positive_pnl(self):
|
||||||
|
notifier = SlackNotifier(bot_token="xoxb-test", channel="trading-bot")
|
||||||
|
with patch.object(notifier, "_post", new=AsyncMock()) as post:
|
||||||
|
await notifier.notify_close(
|
||||||
|
ticker="TSM",
|
||||||
|
qty=6,
|
||||||
|
price=440.0,
|
||||||
|
pnl=83.06,
|
||||||
|
strategy_id=KEVIN_STRATEGY_UUID,
|
||||||
|
reason="take-profit filled",
|
||||||
|
)
|
||||||
|
text = post.call_args[0][0]
|
||||||
|
assert "+$83.06" in text
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_close_noop_when_disabled(self):
|
||||||
|
notifier = SlackNotifier()
|
||||||
|
with patch.object(notifier, "_post", new=AsyncMock()) as post:
|
||||||
|
await notifier.notify_close(
|
||||||
|
ticker="TSM",
|
||||||
|
qty=6,
|
||||||
|
price=440.0,
|
||||||
|
pnl=1.0,
|
||||||
|
strategy_id=None,
|
||||||
|
reason="x",
|
||||||
|
)
|
||||||
|
post.assert_not_called()
|
||||||
Loading…
Add table
Add a link
Reference in a new issue