Fix slow loop passes: cache account/positions + fewer broker calls

The single-threaded passes (and the trigger thread) ballooned to 60-120s.
Cause: flaky WSL DNS makes ~1 in 5 Alpaca calls take ~5s to resolve, and each
pass fired ~20 calls (breaker, sync, guard, exit manager all re-reading
account/positions/orders). Fixes:
- client: 2.5s TTL cache for get_account/get_positions (invalidated on any
  order mutation) — collapses the redundant per-pass reads to one.
- exit manager: fetch the (heavy) status=all orders snapshot ONCE per pass and
  reuse it for every position's stop-leg + entry-time lookup (was 2 calls/pos).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

alpaca_paper/client.py

@@ -8,6 +8,8 @@ from __future__ import annotations
 
 import json
 import logging
+import threading
+import time
 import urllib.error
 import urllib.parse
 import urllib.request
@@ -32,6 +34,29 @@ class AlpacaPaperClient:
         # retry transient network/DNS errors (not HTTP 4xx/5xx) a couple times;
         # DNS failures fail fast, so this smooths brief blips without much latency
         self.max_retries = max_retries
+        # tiny TTL cache for hot read-only endpoints (account/positions). The
+        # breaker, sync, guard and exit manager each read these every pass; on a
+        # flaky-DNS host every call risks a multi-second resolve, so collapsing
+        # the redundant reads within a pass is the difference between ~2s and
+        # ~60s loop passes. Short TTL keeps risk checks effectively current.
+        self._cache: dict = {}
+        self._cache_lock = threading.Lock()
+        self.cache_ttl = 2.5
+
+    def _cached(self, key: str, fn):
+        now = time.monotonic()
+        with self._cache_lock:
+            hit = self._cache.get(key)
+            if hit and (now - hit[1]) < self.cache_ttl:
+                return hit[0]
+        val = fn()  # network call OUTSIDE the lock
+        with self._cache_lock:
+            self._cache[key] = (val, time.monotonic())
+        return val
+
+    def _invalidate_cache(self):
+        with self._cache_lock:
+            self._cache.clear()
 
     # -- low level -------------------------------------------------------
 
@@ -87,10 +112,10 @@ class AlpacaPaperClient:
     # -- trading API -------------------------------------------------------
 
     def get_account(self) -> dict:
-        return self._trading("GET", "/account")
+        return self._cached("account", lambda: self._trading("GET", "/account"))
 
     def get_positions(self) -> list[dict]:
-        return self._trading("GET", "/positions")
+        return self._cached("positions", lambda: self._trading("GET", "/positions"))
 
     def get_orders(
         self, status: str = "all", limit: int = 100, nested: bool = True
@@ -114,6 +139,7 @@ class AlpacaPaperClient:
         take_profit_price: float | None = None,
         client_order_id: str | None = None,
     ) -> dict:
+        self._invalidate_cache()
         body: dict = {
             "symbol": symbol,
             "qty": str(qty),
@@ -136,6 +162,7 @@ class AlpacaPaperClient:
         return self._trading("POST", "/orders", body=body)
 
     def cancel_order(self, order_id: str) -> None:
+        self._invalidate_cache()
         self._trading("DELETE", f"/orders/{order_id}")
 
     def replace_order(
@@ -146,6 +173,7 @@ class AlpacaPaperClient:
         trail it — WITHOUT cancelling it. Cancelling a bracket leg tears down the
         OCO and leaves the position naked (the bug we already fixed once); a
         replace keeps the protection intact and just changes the price."""
+        self._invalidate_cache()
         body: dict = {}
         if stop_price is not None:
             body["stop_price"] = str(round(stop_price, 2))
@@ -159,6 +187,7 @@ class AlpacaPaperClient:
 
     def close_position(self, symbol: str, qty: int | None = None,
                        percentage: float | None = None) -> dict:
+        self._invalidate_cache()
         params = {}
         if qty is not None:
             params["qty"] = str(int(qty))

runtime/exit_manager.py

@@ -56,16 +56,19 @@ class LiveExitManager:
     _ACTIVE = {"held", "new", "accepted", "pending_new",
                "accepted_for_bidding", "partially_filled"}
 
-    def _stop_leg(self, symbol: str):
+    def _all_orders(self):
+        try:
+            return self.client.get_orders(status="all", limit=100, nested=True)
+        except Exception:  # noqa: BLE001
+            return None
+
+    def _stop_leg(self, symbol: str, orders):
         """(order_id, stop_price) of the live sell-stop protecting symbol.
 
-        Queries status="all" because the protective leg is a 'held' child of the
-        filled entry order — status="open" wouldn't return the filled parent and
-        so wouldn't surface the leg.
+        Uses pre-fetched ``orders`` (status="all" — the protective leg is a
+        'held' child of the FILLED entry, which status="open" wouldn't surface).
         """
-        try:
-            orders = self.client.get_orders(status="all", limit=100, nested=True)
-        except Exception:  # noqa: BLE001
+        if orders is None:
             return (None, None)
         for o in orders:
             for c in [o, *(o.get("legs") or [])]:
@@ -77,11 +80,9 @@ class LiveExitManager:
                     return (c.get("id"), float(sp) if sp else None)
         return (None, None)
 
-    def _entry_time(self, symbol: str):
+    def _entry_time(self, symbol: str, orders):
         """UTC-naive fill time of the most recent FILLED buy entry for symbol."""
-        try:
-            orders = self.client.get_orders(status="all", limit=100, nested=True)
-        except Exception:  # noqa: BLE001
+        if orders is None:
             return None
         best = None
         for o in orders:
@@ -121,6 +122,11 @@ class LiveExitManager:
         for sym in list(self._tracked):  # stop tracking closed names
             if sym not in held:
                 self._tracked.pop(sym, None)
+        if not held:
+            return []
+        # fetch the orders snapshot ONCE per pass (status="all" is the heavy call;
+        # reuse it for every position's stop-leg + entry-time lookups)
+        orders = self._all_orders()
 
         actions: list[str] = []
         for sym, p in held.items():
@@ -134,12 +140,12 @@ class LiveExitManager:
             if entry <= 0:
                 continue
             if sym not in self._tracked:
-                _leg, cur_stop = self._stop_leg(sym)
+                _leg, cur_stop = self._stop_leg(sym, orders)
                 if cur_stop is None or cur_stop >= entry:
                     continue  # no usable protective stop yet (or above entry)
                 # trail from the ACTUAL entry fill time (so high-water/R reflect
                 # the move since entry, not since we first noticed the position)
-                entry_ts = self._entry_time(sym) or _last_ts(bars)
+                entry_ts = self._entry_time(sym, orders) or _last_ts(bars)
                 self._tracked[sym] = _Tracked(entry, cur_stop, entry_ts, cur_stop)
             tr = self._tracked[sym]
 
@@ -175,7 +181,7 @@ class LiveExitManager:
                         logger.warning("scale-out failed %s: %s", sym, exc)
 
             # (3) ratchet the protective stop UP (breakeven / trail) via replace
-            leg_id, cur_stop = self._stop_leg(sym)
+            leg_id, cur_stop = self._stop_leg(sym, orders)
             if cur_stop is not None and d.desired_stop > cur_stop + 0.01:
                 last_px = float(p.get("current_price") or 0.0)
                 if last_px > 0 and d.desired_stop >= last_px: