trading/services/api_gateway/tasks/portfolio_sync.py

"""Background task that periodically snapshots Alpaca account state into the DB.

Runs on a configurable interval (default 60s) during US market hours,
creating ``PortfolioSnapshot`` rows and upserting ``Position`` rows so
the dashboard portfolio page reflects real brokerage data.
"""

from __future__ import annotations

import asyncio
import logging
from datetime import datetime, time, timezone
from zoneinfo import ZoneInfo

from sqlalchemy import delete, select
from sqlalchemy.ext.asyncio import async_sessionmaker

from services.api_gateway.config import ApiGatewayConfig
from shared.broker.alpaca_broker import AlpacaBroker
from shared.models.timeseries import PortfolioSnapshot
from shared.models.trading import Position

logger = logging.getLogger(__name__)

# US Eastern timezone for market hours check
_ET = ZoneInfo("America/New_York")
_MARKET_OPEN = time(9, 30)
_MARKET_CLOSE = time(16, 0)


def is_market_open(now_utc: datetime | None = None) -> bool:
    """Return ``True`` if the US stock market is currently open.

    Checks for weekday (Mon-Fri) and time between 9:30 AM and 4:00 PM ET.
    """
    if now_utc is None:
        now_utc = datetime.now(timezone.utc)
    now_et = now_utc.astimezone(_ET)
    # Weekday check: Monday=0 ... Friday=4
    if now_et.weekday() >= 5:
        return False
    return _MARKET_OPEN <= now_et.time() < _MARKET_CLOSE


async def _sync_once(
    broker: AlpacaBroker,
    session_factory: async_sessionmaker,
) -> None:
    """Perform a single portfolio snapshot and position upsert cycle."""
    now = datetime.now(timezone.utc)

    # 1. Snapshot account state
    account = await broker.get_account()

    # 2. Compute daily P&L: difference from the first snapshot today
    today_start = now.replace(hour=0, minute=0, second=0, microsecond=0)
    daily_pnl = 0.0
    async with session_factory() as read_session:
        day_start_snapshot = (
            await read_session.execute(
                select(PortfolioSnapshot)
                .where(PortfolioSnapshot.timestamp >= today_start)
                .order_by(PortfolioSnapshot.timestamp)
                .limit(1)
            )
        ).scalar_one_or_none()
        if day_start_snapshot is not None:
            daily_pnl = account.portfolio_value - day_start_snapshot.total_value

    snapshot = PortfolioSnapshot(
        timestamp=now,
        total_value=account.portfolio_value,
        cash=account.cash,
        positions_value=account.portfolio_value - account.cash,
        daily_pnl=daily_pnl,
    )

    # 3. Fetch broker positions
    broker_positions = await broker.get_positions()
    broker_tickers = {p.ticker for p in broker_positions}

    async with session_factory() as session:
        async with session.begin():
            # Insert portfolio snapshot
            session.add(snapshot)

            # Upsert positions
            for pos_info in broker_positions:
                result = await session.execute(
                    select(Position).where(Position.ticker == pos_info.ticker)
                )
                existing = result.scalar_one_or_none()

                if existing is not None:
                    existing.qty = pos_info.qty
                    existing.avg_entry = pos_info.avg_entry
                    existing.unrealized_pnl = pos_info.unrealized_pnl
                else:
                    new_pos = Position(
                        ticker=pos_info.ticker,
                        qty=pos_info.qty,
                        avg_entry=pos_info.avg_entry,
                        unrealized_pnl=pos_info.unrealized_pnl,
                        stop_loss=None,
                        take_profit=None,
                    )
                    session.add(new_pos)

            # 4. Remove positions that are no longer held at the broker
            if broker_tickers:
                await session.execute(
                    delete(Position).where(Position.ticker.notin_(broker_tickers))
                )
            else:
                # No positions at broker — delete all local positions
                await session.execute(delete(Position))

    logger.info(
        "Portfolio sync complete: value=%.2f, cash=%.2f, positions=%d",
        account.portfolio_value,
        account.cash,
        len(broker_positions),
    )


async def portfolio_sync_loop(
    config: ApiGatewayConfig,
    session_factory: async_sessionmaker,
) -> None:
    """Run the portfolio sync loop until cancelled.

    Parameters
    ----------
    config:
        API Gateway configuration containing Alpaca credentials and
        the snapshot interval.
    session_factory:
        SQLAlchemy async session factory for DB access.
    """
    if not config.alpaca_api_key or not config.alpaca_secret_key:
        logger.warning(
            "Alpaca API credentials not configured — portfolio sync disabled"
        )
        return

    broker = AlpacaBroker(
        api_key=config.alpaca_api_key,
        secret_key=config.alpaca_secret_key,
        paper=config.paper_trading,
    )

    logger.info(
        "Portfolio sync started (interval=%ds, paper=%s)",
        config.snapshot_interval_seconds,
        config.paper_trading,
    )

    while True:
        try:
            if is_market_open():
                await _sync_once(broker, session_factory)
            else:
                logger.debug("Market closed — skipping portfolio snapshot")
        except asyncio.CancelledError:
            logger.info("Portfolio sync task cancelled — shutting down")
            raise
        except Exception:
            logger.exception("Portfolio sync error — will retry next interval")

        await asyncio.sleep(config.snapshot_interval_seconds)