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:
Viktor Barzin 2026-06-10 20:44:35 +00:00
parent c6ad39310c
commit 6fec9963fb
6 changed files with 516 additions and 25 deletions

View file

@ -25,6 +25,13 @@ class ApiGatewayConfig(BaseConfig):
paper_trading: bool = True paper_trading: bool = True
snapshot_interval_seconds: int = 60 snapshot_interval_seconds: int = 60
# Slack — close notifications from the trade-reconcile loop. The channel
# defaults here (rather than "") because the deployment env carries only
# the bot token; chat:write.public lets the bot post without an invite.
slack_webhook_url: str = ""
slack_bot_token: str = ""
slack_channel: str = "trading-bot"
# CORS settings # CORS settings
cors_origins: list[str] = ["http://localhost:5173"] cors_origins: list[str] = ["http://localhost:5173"]

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@ -32,6 +32,7 @@ from shared.broker.base import BaseBroker
from shared.constants.kevin import KEVIN_STRATEGY_UUID from shared.constants.kevin import KEVIN_STRATEGY_UUID
from shared.models.trading import Trade, TradeSide, TradeStatus from shared.models.trading import Trade, TradeSide, TradeStatus
from shared.schemas.trading import BrokerOrder, OrderResult, OrderStatus from shared.schemas.trading import BrokerOrder, OrderResult, OrderStatus
from shared.slack_notifier import SlackNotifier
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -63,32 +64,31 @@ async def _already_booked(session: AsyncSession, leg_order_id: str) -> bool:
async def _reconcile_trade( async def _reconcile_trade(
session: AsyncSession, entry: Trade, order: BrokerOrder session: AsyncSession, entry: Trade, order: BrokerOrder
) -> bool: ) -> Trade | None:
"""Apply one trade's reconciliation. """Apply one trade's reconciliation.
Returns ``True`` if a closing trade was booked. Books an auto-close when a Returns the booked closing ``Trade`` when a stop-loss / take-profit leg
stop-loss / take-profit leg has filled (idempotent on the leg order id); has filled (idempotent on the leg order id); otherwise syncs a
otherwise syncs a non-terminal local status from the parent order. non-terminal local status from the parent order and returns ``None``.
""" """
leg = _filled_leg(order) leg = _filled_leg(order)
if leg is not None and leg.filled_price is not None: if leg is not None and leg.filled_price is not None:
if await _already_booked(session, leg.order_id): if await _already_booked(session, leg.order_id):
return False return None
fill_price = leg.filled_price fill_price = leg.filled_price
pnl = (fill_price - entry.price) * leg.qty pnl = (fill_price - entry.price) * leg.qty
session.add( close = Trade(
Trade( ticker=entry.ticker,
ticker=entry.ticker, side=TradeSide.SELL,
side=TradeSide.SELL, qty=leg.qty,
qty=leg.qty, price=fill_price,
price=fill_price, status=TradeStatus.FILLED,
status=TradeStatus.FILLED, strategy_id=KEVIN_STRATEGY_UUID,
strategy_id=KEVIN_STRATEGY_UUID, signal_id=entry.signal_id,
signal_id=entry.signal_id, broker_order_id=leg.order_id,
broker_order_id=leg.order_id, pnl=pnl,
pnl=pnl,
)
) )
session.add(close)
logger.info( logger.info(
"Reconciled auto-close for %s: leg %s filled @ %.2f, pnl=%.2f", "Reconciled auto-close for %s: leg %s filled @ %.2f, pnl=%.2f",
entry.ticker, entry.ticker,
@ -96,7 +96,7 @@ async def _reconcile_trade(
leg.filled_price, leg.filled_price,
pnl, pnl,
) )
return True return close
# No filled exit leg — sync a non-terminal local status from the parent. # No filled exit leg — sync a non-terminal local status from the parent.
if entry.status == TradeStatus.PENDING: if entry.status == TradeStatus.PENDING:
@ -111,12 +111,13 @@ async def _reconcile_trade(
entry.broker_order_id, entry.broker_order_id,
mapped.value, mapped.value,
) )
return False return None
async def reconcile_once( async def reconcile_once(
broker: BaseBroker, broker: BaseBroker,
session_factory: async_sessionmaker, session_factory: async_sessionmaker,
notifier: SlackNotifier | None = None,
) -> None: ) -> None:
"""Perform a single reconciliation cycle over open Kevin entries.""" """Perform a single reconciliation cycle over open Kevin entries."""
async with session_factory() as session: async with session_factory() as session:
@ -162,14 +163,30 @@ async def reconcile_once(
) )
continue continue
try: try:
if await _reconcile_trade(session, entry, order): close = await _reconcile_trade(session, entry, order)
booked += 1
except Exception: except Exception:
logger.exception( logger.exception(
"reconcile: booking failed for %s (%s) — skipping row", "reconcile: booking failed for %s (%s) — skipping row",
entry.ticker, entry.ticker,
entry.broker_order_id, entry.broker_order_id,
) )
continue
if close is None:
continue
booked += 1
if notifier is not None:
# Slack is an observer — its failure must not lose the row.
try:
await notifier.notify_close(
ticker=close.ticker,
qty=close.qty,
price=close.price,
pnl=close.pnl or 0.0,
strategy_id=close.strategy_id,
reason="bracket leg filled at broker",
)
except Exception:
logger.warning("reconcile: close notification failed", exc_info=True)
await session.commit() await session.commit()
@ -197,17 +214,23 @@ async def trade_reconcile_loop(
secret_key=config.alpaca_secret_key, secret_key=config.alpaca_secret_key,
paper=config.paper_trading, paper=config.paper_trading,
) )
notifier = SlackNotifier(
webhook_url=config.slack_webhook_url,
bot_token=config.slack_bot_token,
channel=config.slack_channel,
)
logger.info( logger.info(
"Trade reconcile started (interval=%ds, paper=%s)", "Trade reconcile started (interval=%ds, paper=%s, slack=%s)",
config.snapshot_interval_seconds, config.snapshot_interval_seconds,
config.paper_trading, config.paper_trading,
"on" if notifier.enabled else "off",
) )
while True: while True:
try: try:
if is_market_open(): if is_market_open():
await reconcile_once(broker, session_factory) await reconcile_once(broker, session_factory, notifier=notifier)
else: else:
logger.debug("Market closed — skipping trade reconcile") logger.debug("Market closed — skipping trade reconcile")
except asyncio.CancelledError: except asyncio.CancelledError:

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@ -21,7 +21,7 @@ from sqlalchemy.ext.asyncio import async_sessionmaker
from services.trade_executor.config import TradeExecutorConfig from services.trade_executor.config import TradeExecutorConfig
from services.trade_executor.deferred_queue import DeferredSignalQueue from services.trade_executor.deferred_queue import DeferredSignalQueue
from services.trade_executor.risk_manager import RiskManager from services.trade_executor.risk_manager import RiskManager
from services.trade_executor.slack_notifier import SlackNotifier from shared.slack_notifier import SlackNotifier
from shared.broker.alpaca_broker import AlpacaBroker from shared.broker.alpaca_broker import AlpacaBroker
from shared.db import create_db from shared.db import create_db
from shared.models.trading import Trade as TradeModel from shared.models.trading import Trade as TradeModel

164
shared/slack_notifier.py Normal file
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@ -0,0 +1,164 @@
"""Slack notifier for trade-executor.
Supports two transports, picked by what's configured:
1. **Bot token + channel** (preferred) uses chat.postMessage. Channel
can be changed via env var without redeploying the Slack app or
rotating webhook URLs.
2. **Webhook URL** (legacy) single-channel, pinned at webhook
creation time.
If both are set, the bot-token path wins. If neither, the notifier
is a no-op.
Designed to fail-soft: a Slack outage MUST NOT bubble up and crash
the consumer loop. The trade has already happened on Alpaca Slack
is a downstream observer, not a transactional dependency.
"""
from __future__ import annotations
import logging
from typing import Iterable
from uuid import UUID
import httpx
from shared.constants.kevin import KEVIN_STRATEGY_UUID
from shared.schemas.trading import OrderResult, TradeSignal
logger = logging.getLogger(__name__)
# Reasons we DON'T want to spam Slack about. outside_market_hours fires
# every poll when a fresh signal lands after-hours — silencing it keeps
# Slack signal-to-noise high.
_DEFAULT_QUIET = frozenset({"outside_market_hours"})
class SlackNotifier:
def __init__(
self,
webhook_url: str = "",
bot_token: str = "",
channel: str = "",
quiet_rejections: Iterable[str] | None = None,
) -> None:
self.webhook_url = webhook_url or ""
self.bot_token = bot_token or ""
self.channel = channel or ""
self.quiet_rejections = frozenset(
quiet_rejections if quiet_rejections is not None else _DEFAULT_QUIET
)
@property
def enabled(self) -> bool:
# Either transport must be fully configured.
if self.bot_token and self.channel:
return True
if self.webhook_url:
return True
return False
@property
def uses_bot_token(self) -> bool:
return bool(self.bot_token and self.channel)
async def notify_trade(self, signal: TradeSignal, result: OrderResult) -> None:
if not self.enabled:
return
text = self._format_trade(signal, result)
await self._post(text)
async def notify_rejection(self, signal: TradeSignal, reason: str) -> None:
if not self.enabled:
return
if reason in self.quiet_rejections:
return
text = self._format_rejection(signal, reason)
await self._post(text)
async def notify_deferred(self, signal: TradeSignal, target_ts) -> None:
if not self.enabled:
return
tag = self._strategy_tag(signal)
when = target_ts.strftime("%a %H:%M UTC") if target_ts else "?"
text = (
f":clock3: *{tag}*: DEFERRED {signal.ticker} until {when} "
f"(market closed; conviction {signal.strength:.2f})"
)
await self._post(text)
async def notify_close(
self,
*,
ticker: str,
qty: float,
price: float,
pnl: float,
strategy_id: UUID | None,
reason: str,
) -> None:
"""Position close booked outside the executor (e.g. a bracket
stop-loss / take-profit leg that filled at the broker)."""
if not self.enabled:
return
tag = "Meet Kevin" if strategy_id == KEVIN_STRATEGY_UUID else "trading-bot"
emoji = ":moneybag:" if pnl >= 0 else ":small_red_triangle_down:"
text = (
f"{emoji} *{tag}*: CLOSED {qty:g} {ticker} @ ${price:.2f}"
f"P&L {'+' if pnl >= 0 else '-'}${abs(pnl):.2f} ({reason})"
)
await self._post(text)
# ------------------------------------------------------------------
# Internal
# ------------------------------------------------------------------
def _strategy_tag(self, signal: TradeSignal) -> str:
if signal.strategy_id == KEVIN_STRATEGY_UUID:
return "Meet Kevin"
return "trading-bot"
def _format_trade(self, signal: TradeSignal, result: OrderResult) -> str:
tag = self._strategy_tag(signal)
price = (
f"${result.filled_price:.2f}"
if result.filled_price is not None
else ""
)
return (
f":chart_with_upwards_trend: *{tag}*: "
f"{result.side.value} {result.qty:g} {result.ticker} @ {price} "
f"(conviction {signal.strength:.2f}, status {result.status.value})"
)
def _format_rejection(self, signal: TradeSignal, reason: str) -> str:
tag = self._strategy_tag(signal)
return (
f":no_entry: *{tag}*: REJECTED {signal.ticker}{reason} "
f"(conviction {signal.strength:.2f})"
)
async def _post(self, text: str) -> None:
try:
async with httpx.AsyncClient(timeout=5.0) as client:
if self.uses_bot_token:
resp = await client.post(
"https://slack.com/api/chat.postMessage",
headers={
"Authorization": f"Bearer {self.bot_token}",
"Content-Type": "application/json; charset=utf-8",
},
json={"channel": self.channel, "text": text},
)
body = resp.json()
if not body.get("ok"):
logger.warning(
"Slack chat.postMessage refused: %s (channel=%s)",
body.get("error"),
self.channel,
)
else:
await client.post(self.webhook_url, json={"text": text})
except Exception as exc:
logger.warning("Slack post failed (swallowed): %s", exc)

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@ -257,6 +257,60 @@ class TestReconcileBooksClose:
assert session.added == [] assert session.added == []
async def test_booked_close_notifies_slack(self) -> None:
"""A reconcile-booked close must post to Slack with realized P&L."""
entry = _entry_trade(broker_order_id="parent-1", price=100.0, qty=10.0)
tp = _leg(order_id="tp-1", status=OrderStatus.PENDING, filled_price=None)
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=[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:

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@ -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()