Expose quote snapshots in LongBridge dry-run reports

Author: Pigbibi

application/execution_service.py

@@ -248,6 +248,7 @@ class ExecutionCycleResult:
     note_logs: tuple[str, ...]
     action_done: bool
     dry_run_orders: tuple[dict, ...] = ()
+    quote_snapshots: tuple[dict, ...] = ()
 
 
 DEFAULT_SAFE_HAVEN_CASH_SUBSTITUTE_THRESHOLD_USD = 1000.0
@@ -265,6 +266,17 @@ def _coerce_order_quantity(value):
         return value
 
 
+def _serialize_quote_snapshot(snapshot) -> dict:
+    return {
+        "symbol": str(getattr(snapshot, "symbol", "") or "").strip().upper(),
+        "as_of": str(getattr(snapshot, "as_of", "") or ""),
+        "last_price": float(getattr(snapshot, "last_price", 0.0) or 0.0),
+        "bid_price": getattr(snapshot, "bid_price", None),
+        "ask_price": getattr(snapshot, "ask_price", None),
+        "currency": str(getattr(snapshot, "currency", "") or "").strip(),
+    }
+
+
 def _safe_haven_cash_symbols(*, portfolio: dict, allocation: dict) -> tuple[str, ...]:
     symbols: list[str] = []
     for symbol in allocation.get("safe_haven_symbols", ()):
@@ -422,9 +434,12 @@ def _sell_order_quantity(
     )
 
 
-def safe_quote_last_price(symbol, *, market_data_port, notify_issue):
+def safe_quote_last_price(symbol, *, market_data_port, notify_issue, quote_recorder=None):
     try:
-        return float(market_data_port.get_quote(symbol).last_price)
+        snapshot = market_data_port.get_quote(symbol)
+        if quote_recorder is not None:
+            quote_recorder(snapshot)
+        return float(snapshot.last_price)
     except Exception as exc:
         notify_issue("Quote failed", f"Symbol: {symbol}\n{exc}")
         return None
@@ -574,6 +589,7 @@ def execute_rebalance_cycle(
     skip_logs: list[str] = []
     note_logs: list[str] = []
     dry_run_orders: list[dict] = []
+    quote_snapshots_by_symbol: dict[str, dict] = {}
     small_account_cash_note_keys: set[str] = set()
     action_done = False
     sell_submitted = False
@@ -585,6 +601,12 @@ def execute_rebalance_cycle(
     def market_symbol(symbol):
         return _market_symbol(symbol, symbol_suffix=symbol_suffix)
 
+    def record_quote_snapshot(snapshot) -> None:
+        payload = _serialize_quote_snapshot(snapshot)
+        symbol = payload.get("symbol")
+        if symbol:
+            quote_snapshots_by_symbol[symbol] = payload
+
     strategy_assets = tuple(allocation["strategy_symbols"])
     market_values = dict(portfolio["market_values"])
     quantities = dict(portfolio["quantities"])
@@ -718,6 +740,7 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                 market_symbol(symbol),
                 market_data_port=market_data_port,
                 notify_issue=notify_issue,
+                quote_recorder=record_quote_snapshot,
             )
             if price is None:
                 continue
@@ -807,6 +830,7 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
             market_symbol(cash_sweep_symbol),
             market_data_port=market_data_port,
             notify_issue=notify_issue,
+            quote_recorder=record_quote_snapshot,
         )
         if sweep_price is not None and sweep_price > 0.0:
             funding_needs = []
@@ -815,6 +839,7 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                     market_symbol(buy_symbol),
                     market_data_port=market_data_port,
                     notify_issue=notify_issue,
+                    quote_recorder=record_quote_snapshot,
                 )
                 if buy_price is None:
                     continue
@@ -958,6 +983,7 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
             market_symbol(symbol),
             market_data_port=market_data_port,
             notify_issue=notify_issue,
+            quote_recorder=record_quote_snapshot,
         )
         if price is None:
             continue
@@ -1078,6 +1104,7 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
             market_symbol(cash_sweep_symbol),
             market_data_port=market_data_port,
             notify_issue=notify_issue,
+            quote_recorder=record_quote_snapshot,
         )
         if cash_sweep_price is not None and cash_sweep_price > 0.0 and investable_cash > cash_sweep_price * 2:
             substitution_threshold = max(
@@ -1132,4 +1159,5 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
         note_logs=tuple(note_logs),
         action_done=action_done,
         dry_run_orders=tuple(dry_run_orders),
+        quote_snapshots=tuple(quote_snapshots_by_symbol.values()),
     )

main.py

@@ -133,6 +133,7 @@ def _summarize_cycle_result_for_report(cycle_result, *, dry_run: bool) -> dict:
     skip_logs = tuple(getattr(cycle_result, "skip_logs", ()) or ())
     note_logs = tuple(getattr(cycle_result, "note_logs", ()) or ())
     dry_run_orders = tuple(getattr(cycle_result, "dry_run_orders", ()) or ())
+    quote_snapshots = tuple(getattr(cycle_result, "quote_snapshots", ()) or ())
     order_events_count = len(logs)
     orders_previewed_count = len(dry_run_orders) if dry_run_orders else (order_events_count if dry_run else 0)
     summary = {
@@ -145,6 +146,10 @@ def _summarize_cycle_result_for_report(cycle_result, *, dry_run: bool) -> dict:
     }
     if dry_run_orders:
         summary["orders_previewed"] = [dict(order) for order in dry_run_orders]
+    if quote_snapshots:
+        summary["quote_snapshot"] = {
+            "quotes": [dict(snapshot) for snapshot in quote_snapshots],
+        }
     return summary
 
 

tests/test_rebalance_service.py

@@ -383,6 +383,8 @@ def estimate_max_purchase_quantity(_trade_context, symbol, **_kwargs):
         self.assertGreaterEqual(len(result.dry_run_orders), 1)
         self.assertTrue(all(order["status"] == "dry_run" for order in result.dry_run_orders))
         self.assertTrue(all(order["symbol"].endswith(".HK") for order in result.dry_run_orders))
+        self.assertTrue(result.quote_snapshots)
+        self.assertTrue(all(snapshot["symbol"].endswith(".HK") for snapshot in result.quote_snapshots))
 
     def test_run_strategy_prefers_portfolio_port_runtime_path(self):
         sent_messages = []

tests/test_request_handling.py

@@ -586,6 +586,10 @@ def test_cycle_result_summary_counts_dry_run_order_previews(self):
                 {"symbol": "02800.HK", "side": "buy", "quantity": 100, "status": "dry_run"},
                 {"symbol": "03033.HK", "side": "buy", "quantity": 200, "status": "dry_run"},
             ),
+            quote_snapshots=(
+                {"symbol": "02800.HK", "last_price": 30.0, "currency": "HKD"},
+                {"symbol": "03033.HK", "last_price": 20.0, "currency": "HKD"},
+            ),
         )
 
         summary = module._summarize_cycle_result_for_report(cycle_result, dry_run=True)
@@ -597,6 +601,7 @@ def test_cycle_result_summary_counts_dry_run_order_previews(self):
         self.assertEqual(summary["notes_count"], 1)
         self.assertTrue(summary["dry_run_order_preview_available"])
         self.assertEqual(summary["orders_previewed"][0]["symbol"], "02800.HK")
+        self.assertEqual(summary["quote_snapshot"]["quotes"][0]["symbol"], "02800.HK")
 
 
 if __name__ == "__main__":