fix(live): honor terminal exchange fill status

Author: tianhe

backend_api_python/app/services/pending_order_worker.py

@@ -110,6 +110,22 @@
 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":
@@ -2174,7 +2190,12 @@ 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=bool(amount > 0 and filled >= amount * 0.999999),
+                final_filled=_is_final_fill(
+                    requested=amount,
+                    filled=filled,
+                    avg_price=avg_price,
+                    status=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:
@@ -2371,7 +2392,12 @@ def _execute_ibkr_order(
                 filled=filled,
                 avg_price=avg_price,
                 executed_at=executed_at if filled > 0 else None,
-                final_filled=bool(amount > 0 and filled >= amount * 0.999999 and avg_price > 0),
+                final_filled=_is_final_fill(
+                    requested=amount,
+                    filled=filled,
+                    avg_price=avg_price,
+                    status=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}")
 
@@ -2549,7 +2575,12 @@ def _execute_alpaca_order(
                 filled=filled,
                 avg_price=avg_price,
                 executed_at=executed_at if filled > 0 else None,
-                final_filled=bool(amount > 0 and filled >= amount * 0.999999 and avg_price > 0),
+                final_filled=_is_final_fill(
+                    requested=amount,
+                    filled=filled,
+                    avg_price=avg_price,
+                    status=result.status,
+                ),
             )
             _console_print(
                 f"[worker] Alpaca order sent: strategy_id={strategy_id} pending_id={order_id} "

backend_api_python/tests/test_pending_order_worker_live_sync.py

@@ -141,6 +141,33 @@ def test_live_sent_sync_keeps_terminal_fill_open_when_average_price_is_missing(m
     assert snapshots[0]["exchange_status"] == "fill_price_missing"
 
 
+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
+
+
+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
+
+
+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
+
+
 def test_ibkr_submission_never_fabricates_a_fill_from_requested_amount(monkeypatch):
     class Result:
         success = True