refactor(live): isolate final fill classification

Author: tianhe

backend_api_python/app/services/pending_order_worker.py

@@ -75,7 +75,7 @@
 )
 from app.services.pending_order_position_sync import PendingOrderPositionSyncMixin
 from app.services.pending_orders.sent_order_recovery import (
-    normalize_live_order_status,
+    is_final_fill, normalize_live_order_status,
     tracked_fill_baseline,
 )
 from app.services.live_trading.binance import BinanceFuturesClient
@@ -110,22 +110,6 @@
 ALPACA_FILL_DELTA_EPSILON = 1e-8
 
 
-def _is_final_fill(
-    *,
-    requested: float,
-    filled: float,
-    avg_price: float,
-    status: Any = "",
-) -> bool:
-    requested_qty = max(0.0, float(requested or 0.0))
-    filled_qty = max(0.0, float(filled or 0.0))
-    if requested_qty <= 0 or filled_qty <= 0 or float(avg_price or 0.0) <= 0:
-        return False
-    if normalize_live_order_status(status) == "filled":
-        return True
-    return filled_qty >= requested_qty * 0.999999
-
-
 def _broker_order_type(payload: Dict[str, Any], ref_price: float) -> Tuple[str, float]:
     order_type = str(payload.get("order_type") or "market").strip().lower()
     if order_type == "maker_then_market":
@@ -2190,12 +2174,7 @@ def _execute_live_order(self, *, order_id: int, order_row: Dict[str, Any], paylo
                 filled=filled,
                 avg_price=avg_price,
                 executed_at=executed_at if filled > 0 else None,
-                final_filled=_is_final_fill(
-                    requested=amount,
-                    filled=filled,
-                    avg_price=avg_price,
-                    status=execution_result.status,
-                ),
+                final_filled=is_final_fill(amount, filled, avg_price, execution_result.status),
             )
             _console_print(f"[worker] order sent: strategy_id={strategy_id} pending_id={order_id} exchange={res.exchange_id} order_id={res.exchange_order_id} filled={filled} avg={avg_price}")
         except Exception as e:
@@ -2392,12 +2371,7 @@ def _execute_ibkr_order(
                 filled=filled,
                 avg_price=avg_price,
                 executed_at=executed_at if filled > 0 else None,
-                final_filled=_is_final_fill(
-                    requested=amount,
-                    filled=filled,
-                    avg_price=avg_price,
-                    status=result.status,
-                ),
+                final_filled=is_final_fill(amount, filled, avg_price, result.status),
             )
             _console_print(f"[worker] IBKR order sent: strategy_id={strategy_id} pending_id={order_id} order_id={exchange_order_id} filled={filled} avg={avg_price}")
 
@@ -2575,12 +2549,7 @@ def _execute_alpaca_order(
                 filled=filled,
                 avg_price=avg_price,
                 executed_at=executed_at if filled > 0 else None,
-                final_filled=_is_final_fill(
-                    requested=amount,
-                    filled=filled,
-                    avg_price=avg_price,
-                    status=result.status,
-                ),
+                final_filled=is_final_fill(amount, filled, avg_price, result.status),
             )
             _console_print(
                 f"[worker] Alpaca order sent: strategy_id={strategy_id} pending_id={order_id} "

backend_api_python/app/services/pending_orders/sent_order_recovery.py

@@ -19,6 +19,16 @@ def normalize_live_order_status(status: str) -> str:
     return "unknown"
 
 
+def is_final_fill(requested: float, filled: float, avg_price: float, status: Any = "") -> bool:
+    requested_qty = max(0.0, float(requested or 0.0))
+    filled_qty = max(0.0, float(filled or 0.0))
+    if requested_qty <= 0 or filled_qty <= 0 or float(avg_price or 0.0) <= 0:
+        return False
+    if normalize_live_order_status(status) == "filled":
+        return True
+    return filled_qty >= requested_qty * 0.999999
+
+
 def tracked_fill_baseline(
     row: Dict[str, Any],
     *,

backend_api_python/tests/test_pending_order_worker_live_sync.py

@@ -3,7 +3,7 @@
 import pytest
 
 from app.services import pending_order_worker as worker_module
-from app.services.pending_orders.sent_order_recovery import normalize_live_order_status
+from app.services.pending_orders.sent_order_recovery import is_final_fill, normalize_live_order_status
 
 
 def _row(*, filled: float, avg_price: float):
@@ -142,30 +142,15 @@ def test_live_sent_sync_keeps_terminal_fill_open_when_average_price_is_missing(m
 
 
 def test_exchange_filled_status_accepts_quantity_precision_remainder():
-    assert worker_module._is_final_fill(
-        requested=0.1617456789,
-        filled=0.161745,
-        avg_price=58_705.0,
-        status="FILLED",
-    ) is True
+    assert is_final_fill(0.1617456789, 0.161745, 58_705.0, "FILLED") is True
 
 
 def test_non_terminal_partial_fill_remains_open():
-    assert worker_module._is_final_fill(
-        requested=1.0,
-        filled=0.75,
-        avg_price=58_705.0,
-        status="PARTIALLY_FILLED",
-    ) is False
+    assert is_final_fill(1.0, 0.75, 58_705.0, "PARTIALLY_FILLED") is False
 
 
 def test_terminal_fill_without_average_price_remains_open():
-    assert worker_module._is_final_fill(
-        requested=1.0,
-        filled=1.0,
-        avg_price=0.0,
-        status="FILLED",
-    ) is False
+    assert is_final_fill(1.0, 1.0, 0.0, "FILLED") is False
 
 
 def test_ibkr_submission_never_fabricates_a_fill_from_requested_amount(monkeypatch):