trading-agent/execution/broker.py

"""Alpaca paper-trading wrapper — one Broker per persona account.

Each persona trades its own paper account (see settings.alpaca_creds). Bracket design
(resolves the market-entry TIF trap): the entry is a *marketable limit* (limit set a hair
above current price so it fills like a market order at the open) with time_in_force=GTC, so
the take-profit and stop-loss legs are GTC too and survive multi-day holds instead of being
cancelled at session close. Stop/take are derived from the FRESH price at execution time.
"""

from __future__ import annotations

from dataclasses import dataclass

from loguru import logger

from config.settings import get_settings

_ENTRY_BUFFER = 0.02  # 2% above ref so a limit buy fills promptly at the open


@dataclass
class BracketResult:
    ticker: str
    qty: int
    alpaca_order_id: str
    status: str
    entry_limit: float
    stop_price: float
    take_price: float


@dataclass
class OptionResult:
    contract_symbol: str
    qty: int
    alpaca_order_id: str
    status: str


def bracket_levels(ref_price: float, stop_pct: float, take_pct: float, direction: str = "long"):
    """Pure level math for a marketable-limit bracket. Returns (side, entry, stop, take).

    long:  buy entry just ABOVE ref; stop below, take above  (stop < entry < take)
    short: sell entry just BELOW ref; stop above, take below  (take < entry < stop)
    Adaptive buffer keeps entry strictly inside the stop/take band.
    """
    buffer = min(_ENTRY_BUFFER, take_pct * 0.4, stop_pct * 0.4)
    if direction == "short":
        entry = round(ref_price * (1 - buffer), 2)
        take = round(ref_price * (1 - take_pct), 2)
        stop = round(ref_price * (1 + stop_pct), 2)
        if not (take < entry < stop):
            raise ValueError(f"invalid short bracket: take={take} entry={entry} stop={stop}")
        return "sell", entry, stop, take
    entry = round(ref_price * (1 + buffer), 2)
    take = round(ref_price * (1 + take_pct), 2)
    stop = round(ref_price * (1 - stop_pct), 2)
    if not (stop < entry < take):
        raise ValueError(f"invalid long bracket: stop={stop} entry={entry} take={take}")
    return "buy", entry, stop, take


class Broker:
    def __init__(self, key: str, secret: str, paper: bool = True):
        from alpaca.trading.client import TradingClient

        self.client = TradingClient(key, secret, paper=paper)

    def get_clock(self):
        return self.client.get_clock()

    def get_account(self):
        return self.client.get_account()

    def get_positions(self) -> list:
        return self.client.get_all_positions()

    def held_symbols(self) -> set[str]:
        try:
            return {p.symbol for p in self.get_positions()}
        except Exception:
            return set()

    def is_tradable(self, symbol: str) -> bool:
        try:
            return bool(self.client.get_asset(symbol).tradable)
        except Exception:
            return False

    def submit_bracket(
        self, ticker: str, qty: int, ref_price: float, stop_pct: float, take_pct: float,
        direction: str = "long",
    ) -> BracketResult:
        """Submit a marketable-limit GTC bracket around ref_price (long or short)."""
        from alpaca.trading.enums import OrderClass, OrderSide, TimeInForce
        from alpaca.trading.requests import (
            LimitOrderRequest,
            StopLossRequest,
            TakeProfitRequest,
        )

        side_str, entry, stop, take = bracket_levels(ref_price, stop_pct, take_pct, direction)
        side = OrderSide.SELL if side_str == "sell" else OrderSide.BUY

        req = LimitOrderRequest(
            symbol=ticker,
            qty=qty,
            side=side,
            time_in_force=TimeInForce.GTC,  # exits persist across sessions
            order_class=OrderClass.BRACKET,
            limit_price=entry,
            take_profit=TakeProfitRequest(limit_price=take),
            stop_loss=StopLossRequest(stop_price=stop),
        )
        order = self.client.submit_order(req)
        logger.info("submitted {} {} x{} bracket entry={} stop={} take={} id={}",
                    direction, ticker, qty, entry, stop, take, order.id)
        return BracketResult(
            ticker=ticker, qty=qty, alpaca_order_id=str(order.id),
            status=str(order.status), entry_limit=entry, stop_price=stop, take_price=take,
        )

    def submit_option(self, contract_symbol: str, qty: int, limit_price: float) -> OptionResult:
        """Buy-to-open a single-leg long option (call/put) with a marketable LIMIT (Alpaca
        rejects options market orders). Max loss = premium paid, so no stop leg; Alpaca has no
        bracket class for options, so this is entry-only (Phase 6a MVP)."""
        from alpaca.trading.enums import OrderSide, TimeInForce
        from alpaca.trading.requests import LimitOrderRequest

        req = LimitOrderRequest(
            symbol=contract_symbol, qty=qty, side=OrderSide.BUY,
            time_in_force=TimeInForce.DAY, limit_price=round(limit_price, 2),
        )
        order = self.client.submit_order(req)
        logger.info("submitted option BUY {} x{} limit={} id={}",
                    contract_symbol, qty, round(limit_price, 2), order.id)
        return OptionResult(
            contract_symbol=contract_symbol, qty=qty,
            alpaca_order_id=str(order.id), status=str(order.status),
        )


def for_persona(persona_id: str) -> Broker:
    s = get_settings()
    key, secret = s.alpaca_creds(persona_id)
    return Broker(key, secret, paper=s.alpaca_paper)


def any_broker() -> Broker:
    """Broker for account-agnostic calls (e.g. the market clock). Uses any configured account."""
    s = get_settings()
    key, secret = s.alpaca_data_creds()
    return Broker(key, secret, paper=s.alpaca_paper)