fix: three Tradier sandbox incident fixes (2026-07-28 reject loop)
Incident: entry-timeout cancels raced lazy sandbox fills -> untracked
positions; naked-stop guard then force-sold but every sell rejected
('more shares than your current long position') for hours.
1. translate_order: Tradier OTOCO/OTO parents carry no top-level
symbol/side/qty (legs only) — inherit from the entry leg so
symbol-scoped lookups can see brackets; get_orders symbols filter
also matches by leg symbols. Without this the stop-leg search read
a fully-protected position as naked.
2. close_position: cancel the symbol's resting sell orders/legs first —
Tradier reserves held shares against open sells, so selling without
releasing them always rejects.
3. cancel_entry (broker-agnostic): after cancelling, re-check the
broker's final word by client_order_id; journal a fill for any
executed shares instead of orphaning a real position (2026-07-06
class, same race exists on Alpaca).
49 tests pass incl. new coverage for all three.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -251,16 +251,57 @@ class AlpacaPaperExecutor:
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def cancel_entry(
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self, order_id: str, broker_order_id: str | None, symbol: str, reason: str
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) -> ExecutionResult:
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"""Cancel a resting (unfilled) entry order at the broker and record it."""
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"""Cancel a resting (unfilled) entry order at the broker and record it.
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CANCEL-vs-FILL RACE: the entry can fill at the broker before (or as)
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the cancel lands — the cancel then no-ops but journaling only a cancel
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orphans a REAL position (untracked shares, the 2026-07-06 class;
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happened live on Tradier sandbox 2026-07-28: lazy fills + entry
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timeouts). After cancelling, re-check the broker's final word and emit
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the fill for any executed shares so the position is tracked."""
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try:
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if broker_order_id:
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self.client.cancel_order(broker_order_id)
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except AlpacaApiError as exc:
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# already filled/cancelled at the broker, or transient — log and
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# still emit the cancel so our state stops tracking it
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# continue to the fill-race check below
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logger.warning("cancel of %s returned: %s", order_id, exc)
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except Exception as exc: # noqa: BLE001
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logger.warning("cancel of %s errored: %s", order_id, exc)
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filled_qty, fill_price, side = 0, None, "buy"
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getter = getattr(self.client, "get_order_by_client_order_id", None)
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if getter is not None:
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try:
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found = getter(order_id[:48]) or {}
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filled_qty = int(float(found.get("filled_qty") or 0))
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fill_price = float(found.get("filled_avg_price") or 0) or None
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side = found.get("side") or "buy"
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except Exception: # noqa: BLE001 — lookup failure: keep cancel-only path
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pass
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if filled_qty > 0:
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logger.warning("cancel of %s raced a fill: %d %s executed @ %s — "
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"journaling the fill", order_id, filled_qty, symbol, fill_price)
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self.store.emit(
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OrderFilledEvent(
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timestamp=datetime.now(),
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mode=self.mode,
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correlation_id=self.session_id,
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message=f"Filled {symbol} {filled_qty} @ {fill_price} "
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f"(cancel raced fill)",
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symbol=symbol,
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order_id=order_id,
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fill_price=fill_price or 0.0,
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fill_quantity=filled_qty,
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side=side,
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payload={"symbol": symbol, "order_id": order_id,
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"fill_price": fill_price, "fill_quantity": filled_qty,
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"side": side, "cancel_raced_fill": True},
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)
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)
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return ExecutionResult(ok=True, order_id=order_id, status="filled")
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self._emit_cancelled(
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ExecutionRequest(symbol=symbol, side="buy", quantity=0, order_id=order_id),
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reason,
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@@ -63,6 +63,31 @@ class TranslateOrderTests(unittest.TestCase):
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self.assertEqual(o["legs"][0]["limit_price"], "9.0")
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self.assertEqual(o["legs"][0]["status"], "new")
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def test_otoco_parent_inherits_symbol_from_entry_leg(self):
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# Tradier bracket parents carry no top-level symbol/side/qty — the
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# 2026-07-28 naked-stop false-positive
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o = translate_order({
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"id": 1, "class": "otoco", "status": "open",
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"leg": [
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{"id": 2, "symbol": "DAMD", "side": "buy", "quantity": 8000,
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"type": "limit", "status": "filled", "exec_quantity": 8000,
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"avg_fill_price": 1.96},
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{"id": 3, "symbol": "DAMD", "side": "sell", "quantity": 8000,
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"type": "limit", "status": "open", "price": 2.5},
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{"id": 4, "symbol": "DAMD", "side": "sell", "quantity": 8000,
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"type": "stop", "status": "open", "stop_price": 1.8},
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],
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})
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self.assertEqual(o["symbol"], "DAMD")
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self.assertEqual(o["side"], "buy")
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self.assertEqual(o["qty"], "8000")
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self.assertEqual(o["filled_qty"], "8000")
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# the stop leg is findable the way exit_manager._stop_leg looks
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stops = [leg for leg in o["legs"] if leg["type"] == "stop"
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and leg["side"] == "sell" and leg["symbol"] == "DAMD"]
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self.assertEqual(len(stops), 1)
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self.assertEqual(stops[0]["stop_price"], "1.8")
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def test_single_leg_dict_normalized(self):
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o = translate_order({"class": "oto", "status": "open",
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"leg": {"id": 9, "type": "stop", "stop": 4.5,
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@@ -175,6 +200,17 @@ class ClientPathTests(unittest.TestCase):
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open_pn = client.get_orders(status="open", symbols=["PN"])
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self.assertEqual([o["id"] for o in open_pn], ["1"])
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def test_symbols_filter_matches_bracket_by_legs(self):
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client = self._client_with_orders({"order": [
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{"id": 1, "class": "otoco", "status": "open",
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"leg": [{"id": 2, "symbol": "DAMD", "side": "buy", "status": "filled"},
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{"id": 3, "symbol": "DAMD", "side": "sell", "type": "stop",
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"status": "open", "stop_price": 1.8}]},
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{"id": 9, "symbol": "MUZ", "status": "open"},
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]})
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got = client.get_orders(status="all", symbols=["DAMD"])
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self.assertEqual([o["id"] for o in got], ["1"])
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def test_lookup_by_tag(self):
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client = self._client_with_orders({"order": [
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{"id": 1, "symbol": "PN", "status": "open", "tag": "want"},
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@@ -205,3 +241,33 @@ class ClientPathTests(unittest.TestCase):
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if __name__ == "__main__":
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unittest.main()
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class CancelRacedFillTests(unittest.TestCase):
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"""cancel_entry must journal a fill the cancel raced (2026-07-28 incident)."""
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def _executor(self, found_order):
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from unittest.mock import MagicMock
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from alpaca_paper.execution import AlpacaPaperExecutor
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client = TradierClient(SETTINGS)
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client.cancel_order = lambda oid: None
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client.get_order_by_client_order_id = lambda cid: found_order
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store = MagicMock()
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return AlpacaPaperExecutor(store, client=client), store
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def test_raced_fill_emits_fill_not_cancel(self):
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ex, store = self._executor(
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{"filled_qty": "8000", "filled_avg_price": "1.96", "side": "buy"})
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res = ex.cancel_entry("cid-1", "36082713", "DAMD", "entry timed out")
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self.assertEqual(res.status, "filled")
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emitted = [c.args[0].__class__.__name__ for c in store.emit.call_args_list]
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self.assertIn("OrderFilledEvent", emitted)
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self.assertNotIn("OrderCancelledEvent", emitted)
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def test_clean_cancel_still_emits_cancel(self):
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ex, store = self._executor({"filled_qty": "0", "status": "canceled"})
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res = ex.cancel_entry("cid-1", "36082713", "DAMD", "entry timed out")
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self.assertEqual(res.status, "cancelled")
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emitted = [c.args[0].__class__.__name__ for c in store.emit.call_args_list]
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self.assertIn("OrderCancelledEvent", emitted)
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self.assertNotIn("OrderFilledEvent", emitted)
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@@ -92,6 +92,20 @@ def translate_order(o: dict) -> dict:
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legs = [translate_order(leg) for leg in _one_or_many(o, "leg")] \
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if isinstance(o.get("leg"), (list, dict)) else None
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filled_at = o.get("transaction_date") if status == "filled" else None
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if legs and not o.get("symbol"):
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# Tradier OTOCO/OTO PARENT orders carry no top-level symbol/side/qty —
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# only the legs do. Inherit from the entry leg (leg[0]) so symbol-scoped
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# lookups (stop-leg search, naked-stop guard) can see bracket orders;
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# without this the guard reads a protected position as naked and
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# force-exits it (2026-07-28 sandbox incident).
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entry_leg = legs[0]
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o = {**o, "symbol": entry_leg.get("symbol"),
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"side": o.get("side") or entry_leg.get("side"),
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"quantity": o.get("quantity") or entry_leg.get("qty"),
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"exec_quantity": o.get("exec_quantity") or entry_leg.get("filled_qty"),
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"avg_fill_price": o.get("avg_fill_price") or entry_leg.get("filled_avg_price"),
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"create_date": o.get("create_date") or entry_leg.get("submitted_at"),
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"transaction_date": o.get("transaction_date") or entry_leg.get("updated_at")}
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return {
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"id": _s(o.get("id")),
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"client_order_id": o.get("tag") or "",
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@@ -401,7 +415,14 @@ class TradierClient:
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orders = [translate_order(o) for o in self._orders_raw()]
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if symbols:
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want = {s.upper() for s in symbols}
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orders = [o for o in orders if (o.get("symbol") or "").upper() in want]
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def _matches(o: dict) -> bool:
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if (o.get("symbol") or "").upper() in want:
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return True
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# bracket parents/legs: match if ANY leg is on a wanted symbol
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return any((leg.get("symbol") or "").upper() in want
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for leg in (o.get("legs") or []))
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orders = [o for o in orders if _matches(o)]
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if status == "open":
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orders = [o for o in orders if o.get("status") in _OPEN_STATUSES]
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elif status == "closed":
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@@ -488,7 +509,12 @@ class TradierClient:
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def close_position(self, symbol: str, qty: int | None = None,
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percentage: float | None = None) -> dict:
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"""Market-sell held shares (Tradier has no close-position endpoint)."""
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"""Market-sell held shares (Tradier has no close-position endpoint).
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Cancels the symbol's resting SELL orders (bracket stop/target legs)
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first — Tradier reserves held shares against open sells, so selling
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without releasing them rejects with 'more shares than your current
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long position' (2026-07-28 sandbox incident)."""
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self._invalidate_cache()
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held = 0
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for p in self.get_positions(fresh=True):
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@@ -497,6 +523,15 @@ class TradierClient:
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break
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if held <= 0:
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raise TradierApiError(404, f"no long position in {symbol}")
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for o in self.get_orders(status="open", symbols=[symbol]):
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for node in [o, *(o.get("legs") or [])]:
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if (node.get("side") == "sell" and node.get("id")
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and node.get("status") in _OPEN_STATUSES
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and (node.get("symbol") or "").upper() == symbol.upper()):
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try:
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self.cancel_order(node["id"])
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except TradierApiError as exc: # already finalized etc.
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logger.warning("leg cancel before close %s: %s", symbol, exc)
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sell = held
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if qty is not None:
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sell = min(int(qty), held)
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