mark old orders stale

r0fls · Nov 26, 2024 · d0d1a59 · d0d1a59
1 parent d8fb223
commit d0d1a59
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Showing 2 changed files with 39 additions and 2 deletions.
diff --git a/database/db_manager.py b/database/db_manager.py
@@ -29,6 +29,19 @@ async def add_account_info(self, account_info):
                 await session.rollback()
                 logger.error('Failed to add account info', extra={'error': str(e)})
 
+    async def update_trade_status(self, trade_id, status):
+        async with self.Session() as session:
+            try:
+                logger.debug('Updating trade status', extra={'trade_id': trade_id, 'status': status})
+                result = await session.execute(select(Trade).filter_by(id=trade_id))
+                trade = result.scalar()
+                trade.status = status
+                await session.commit()
+                logger.debug('Trade status updated', extra={'trade': trade})
+            except Exception as e:
+                await session.rollback()
+                logger.error('Failed to update trade status', extra={'error': str(e)})
+
     async def get_trade(self, trade_id):
         async with self.Session() as session:
             try:

diff --git a/order_manager/manager.py b/order_manager/manager.py
@@ -1,6 +1,8 @@
 from database.db_manager import DBManager
 from utils.logger import logger
 
+MARK_ORDER_STALE_AFTER = 60 * 60 * 24 * 2 # 2 days
+
 class OrderManager:
     def __init__(self, engine, brokers):
         logger.info('Initializing OrderManager')
@@ -15,9 +17,31 @@ async def reconcile_orders(self, orders):
         # Commit the transaction
 
     async def reconcile_order(self, order):
-        logger.info(f'Reconciling order {order.id}', extra={'order_id': order.id, 'broker': order.broker, 'symbol': order.symbol, 'quantity': order.quantity, 'price': order.price, 'side': order.side, 'status': order.status})
+        logger.info(f'Reconciling order {order.id}', extra={
+            'order_id': order.id,
+            'broker': order.broker,
+            'symbol': order.symbol,
+            'quantity': order.quantity,
+            'price': order.price,
+            'side': order.side,
+            'status': order.status
+        })
+
+        # Calculate the stale threshold
+        stale_threshold = datetime.utcnow() - timedelta(seconds=MARK_ORDER_STALE_AFTER)
+
+        # Check if the order is stale
+        if order.timestamp < stale_threshold and order.status not in ['filled', 'canceled']:
+            try:
+                logger.info(f'Marking order {order.id} as stale', extra={'order_id': order.id})
+                await self.db_manager.update_trade_status(order.id, 'stale')
+                return  # Exit early if the order is stale
+            except Exception as e:
+                logger.error(f'Error marking order {order.id} as stale', extra={'error': str(e)})
+                return
+
+        # If the order is not stale, reconcile it
         broker = self.brokers[order.broker]
-        # TODO: handle partial fill
         filled = await broker.is_order_filled(order.id)
         if filled:
             try: