feat: paginate KIS balance inquiries

tests/adapters/broker/test_kis.py

@@ -209,6 +209,8 @@ def test_get_balance_rejects_failure_instead_of_false_empty(monkeypatch):
     monkeypatch.setattr(b, "_headers", lambda _tr: {})
 
     class Response:
+        headers = {"tr_cont": "E"}
+
         def raise_for_status(self):
             pass
 
@@ -225,6 +227,8 @@ def test_get_balance_accepts_validated_empty_balance(monkeypatch):
     monkeypatch.setattr(b, "_headers", lambda _tr: {})
 
     class Response:
+        headers = {"tr_cont": "E"}
+
         def raise_for_status(self):
             pass
 
@@ -235,6 +239,141 @@ def test_get_balance_accepts_validated_empty_balance(monkeypatch):
     assert b.get_balance() == []
 
 
+class _BalanceResponse:
+    def __init__(self, payload, tr_cont="E"):
+        self.payload = payload
+        self.headers = {} if tr_cont is None else {"tr_cont": tr_cont}
+
+    def raise_for_status(self):
+        pass
+
+    def json(self):
+        return self.payload
+
+
+def _balance_broker(monkeypatch, responses):
+    broker = KISBroker("12345678-01", app_key="app-key", app_secret="app-secret", base_url=_MOCK_URL)
+    monkeypatch.setattr(broker, "_headers", lambda _tr: {"authorization": "Bearer token"})
+    calls = []
+
+    def fake_get(*args, **kwargs):
+        calls.append({**kwargs, "headers": dict(kwargs["headers"]), "params": dict(kwargs["params"])})
+        response = responses.pop(0)
+        if isinstance(response, BaseException):
+            raise response
+        return response
+
+    monkeypatch.setattr("trex_core.adapters.broker.kis.httpx.get", fake_get)
+    return broker, calls
+
+
+def _balance_payload(rows, *, fk="", nk="", rt_cd="0"):
+    return {"rt_cd": rt_cd, "output1": rows, "ctx_area_fk100": fk, "ctx_area_nk100": nk}
+
+
+def test_get_balance_reads_all_pages_and_aggregates_by_symbol(monkeypatch):
+    broker, calls = _balance_broker(monkeypatch, [
+        _BalanceResponse(_balance_payload([{"pdno": "005930", "hldg_qty": "2"}], fk="A", nk="1"), "F"),
+        _BalanceResponse(_balance_payload([{"pdno": "000660", "hldg_qty": "4"}], fk="B", nk="2"), "M"),
+        _BalanceResponse(_balance_payload([
+            {"pdno": "005930", "hldg_qty": "3"},
+            {"pdno": "035420", "hldg_qty": "1"},
+        ]), "E"),
+    ])
+
+    assert [(item.symbol, item.hldg_qty) for item in broker.get_balance()] == [
+        ("005930", 5), ("000660", 4), ("035420", 1),
+    ]
+    assert len(calls) == 3
+    assert "tr_cont" not in calls[0]["headers"]
+    assert calls[0]["params"]["CTX_AREA_FK100"] == ""
+    assert calls[0]["params"]["CTX_AREA_NK100"] == ""
+    assert calls[1]["headers"]["tr_cont"] == "N"
+    assert calls[1]["params"]["CTX_AREA_FK100"] == "A"
+    assert calls[1]["params"]["CTX_AREA_NK100"] == "1"
+    assert calls[2]["headers"]["tr_cont"] == "N"
+    assert calls[2]["params"]["CTX_AREA_FK100"] == "B"
+    assert calls[2]["params"]["CTX_AREA_NK100"] == "2"
+
+
+@pytest.mark.parametrize("terminal", ["D", "E"])
+def test_get_balance_stops_at_terminal_header_without_page_size_assumptions(monkeypatch, terminal):
+    broker, calls = _balance_broker(monkeypatch, [
+        _BalanceResponse(_balance_payload([
+            {"pdno": "005930", "hldg_qty": "1"},
+            {"pdno": "000660", "hldg_qty": "0"},
+            {"pdno": "035420", "hldg_qty": "-1"},
+        ]), terminal),
+    ])
+
+    assert [(item.symbol, item.hldg_qty) for item in broker.get_balance()] == [("005930", 1)]
+    assert len(calls) == 1
+
+
+@pytest.mark.parametrize(
+    ("responses", "expected_code", "calls_expected"),
+    [
+        ([_BalanceResponse(_balance_payload([]), None)], "malformed_response", 1),
+        ([_BalanceResponse(_balance_payload([]), "X")], "malformed_response", 1),
+        ([_BalanceResponse(_balance_payload([], fk="", nk=""), "F")], "malformed_response", 1),
+        ([_BalanceResponse(_balance_payload([], fk="A", nk="1"), "F"),
+         _BalanceResponse(_balance_payload([], fk="A", nk="1"), "M")], "malformed_response", 2),
+        ([_BalanceResponse(_balance_payload([], fk="A", nk="1"), "F"),
+         _BalanceResponse(_balance_payload([], fk="B", nk="2"), "M"),
+         _BalanceResponse(_balance_payload([], fk="A", nk="1"), "F")], "malformed_response", 3),
+        ([_BalanceResponse(_balance_payload(["not-an-object"]))], "malformed_response", 1),
+        ([_BalanceResponse(_balance_payload([{"pdno": "005930"}]))], "malformed_response", 1),
+        ([_BalanceResponse(_balance_payload([{"pdno": "005930", "hldg_qty": "bad"}]))], "malformed_response", 1),
+        ([_BalanceResponse(_balance_payload([{"pdno": "", "hldg_qty": "1"}]))], "malformed_response", 1),
+        ([_BalanceResponse(_balance_payload({}, rt_cd="0"))], "malformed_response", 1),
+        ([_BalanceResponse([], "E")], "malformed_response", 1),
+        ([_BalanceResponse(_balance_payload([], rt_cd="1"))], "broker_rejected", 1),
+    ],
+)
+def test_get_balance_fails_closed_for_malformed_or_nonprogressing_pages(
+    monkeypatch, responses, expected_code, calls_expected
+):
+    broker, calls = _balance_broker(monkeypatch, responses)
+
+    with pytest.raises(BrokerBalanceError) as raised:
+        broker.get_balance()
+    assert raised.value.code == expected_code
+    assert len(calls) == calls_expected
+    assert "app-secret" not in str(raised.value)
+    assert "token" not in str(raised.value)
+
+
+def test_get_balance_fails_closed_on_later_transport_and_http_errors(monkeypatch):
+    request = httpx.Request("GET", "https://example.test/balance")
+    response = httpx.Response(503, request=request)
+    for failure, expected_code in [
+        (httpx.ConnectTimeout("unavailable"), "transport_failed"),
+        (httpx.HTTPStatusError("bad gateway", request=request, response=response), "transport_failed"),
+    ]:
+        broker, calls = _balance_broker(monkeypatch, [
+            _BalanceResponse(_balance_payload([{"pdno": "005930", "hldg_qty": "2"}], fk="A", nk="1"), "F"),
+            failure,
+        ])
+        with pytest.raises(BrokerBalanceError) as raised:
+            broker.get_balance()
+        assert raised.value.code == expected_code
+        assert len(calls) == 2
+
+
+def test_get_balance_fails_closed_on_json_decode_error(monkeypatch):
+    class InvalidJsonResponse(_BalanceResponse):
+        def json(self):
+            raise ValueError("invalid JSON with app-secret")
+
+    broker, calls = _balance_broker(monkeypatch, [InvalidJsonResponse(None)])
+
+    with pytest.raises(BrokerBalanceError) as raised:
+        broker.get_balance()
+    assert raised.value.code == "malformed_response"
+    assert len(calls) == 1
+    assert "app-secret" not in str(raised.value)
+
+
 def test_get_balance_sanitizes_token_issuance_failure(monkeypatch):
     b = KISBroker("12345678-01", app_key="k", app_secret="s", base_url=_MOCK_URL)
     monkeypatch.setattr(

tests/adapters/broker/test_ownership.py

@@ -92,6 +92,22 @@ def test_strategy_quantity_above_raw_broker_total_fails_closed(tmp_path):
     assert exc.value.code == "ownership_mismatch"
 
 
+def test_projection_includes_strategy_symbol_alongside_first_page_manual_holding(tmp_path):
+    store = StrategyOwnershipStore(tmp_path / "ownership.json")
+    store.apply_fill(
+        execution_id="buy-1",
+        symbol="000660",
+        side="buy",
+        quantity=4,
+    )
+    broker = OwnershipAwareBroker(
+        FakeBroker([BalanceItem("005930", 19), BalanceItem("000660", 4)]),
+        store,
+    )
+
+    assert broker.get_balance() == [BalanceItem("000660", 4)]
+
+
 def test_sell_cannot_reduce_below_strategy_owned_zero(tmp_path):
     store = StrategyOwnershipStore(tmp_path / "ownership.json")
     with pytest.raises(BrokerBalanceError):

tests/application/test_holding_divergence.py

@@ -3,7 +3,9 @@ from __future__ import annotations
 
 from dataclasses import replace
 
-from trex_core.application.broker_port import BalanceItem
+import pytest
+
+from trex_core.application.broker_port import BalanceItem, BrokerBalanceError
 from trex_core.application.portfolio import InMemoryReconcileWarningStore
 from trex_core.application.reconciliation import reconcile_core_holdings
 from trex_core.domain.slot import SlotService, SlotState
@@ -24,6 +26,11 @@ class FakeBroker:
         return list(self._b)
 
 
+class FailingBroker(FakeBroker):
+    def get_balance(self):
+        raise BrokerBalanceError("malformed_response")
+
+
 def _hold(repo, svc, pid, symbol, qty):
     repo.reconcile_universe(INST, {pid: "SYM"})
     slot = repo.find_slot_by_portfolio(INST, pid)
@@ -77,6 +84,21 @@ def test_ok_when_qty_matches():
     assert d[str(slot.slot_id)] == "ok"
 
 
+def test_later_page_snapshot_symbol_keeps_holding_slot_ok():
+    repo, svc = _wire()
+    slot = _hold(repo, svc, "pf-later", "000660", 4)
+
+    decisions = reconcile_core_holdings(
+        slot_repo=repo,
+        slot_service=svc,
+        broker=FakeBroker([BalanceItem(symbol="000660", hldg_qty=4)]),
+        instance_key=INST,
+    )
+
+    assert decisions == {str(slot.slot_id): "ok"}
+    assert repo.fetch_slot(slot.slot_id).status is SlotState.HOLDING
+
+
 def test_B_broker_holds_unmanaged_warns():
     repo, svc = _wire()
     broker = FakeBroker([BalanceItem(symbol="000660", hldg_qty=5)])  # core has none
@@ -149,3 +171,18 @@ def test_other_instance_only_managed_slot_remains_unmanaged_position_without_wri
     assert repo.update_calls == writes_before
     assert warn_store.list_warned() == set()
     assert repo.list_slots(INST) == []
+
+
+def test_reconcile_core_holdings_propagates_balance_failure_without_slot_write():
+    repo, svc = _wire()
+    slot = _hold(repo, svc, "pf-a", "005930", 10)
+
+    with pytest.raises(BrokerBalanceError, match="malformed_response"):
+        reconcile_core_holdings(
+            slot_repo=repo,
+            slot_service=svc,
+            broker=FailingBroker([]),
+            instance_key=INST,
+        )
+
+    assert repo.fetch_slot(slot.slot_id).status is SlotState.HOLDING

tests/application/test_reconciliation.py

@@ -1,7 +1,9 @@
 """Position reconciliation tests (REQ-031)."""
 from __future__ import annotations
 
-from trex_core.application.broker_port import BalanceItem
+import pytest
+
+from trex_core.application.broker_port import BalanceItem, BrokerBalanceError
 from trex_core.application.portfolio import PortfolioItem, SnapshotStore
 from trex_core.application.reconciliation import reconcile_positions
 
@@ -16,6 +18,11 @@ class FakeBroker:
     def get_balance(self): return list(self._b)
 
 
+class FailingBroker(FakeBroker):
+    def get_balance(self):
+        raise BrokerBalanceError("malformed_response")
+
+
 def _store_with(*items):
     store = SnapshotStore()
     store.swap(list(items))
@@ -47,6 +54,20 @@ def test_subsequent_match_auto_clears_warning():
     assert store.warnings() == set()
 
 
+def test_reconcile_positions_accepts_symbol_from_complete_later_page_snapshot():
+    store = _store_with(
+        PortfolioItem(portfolio_id="pf-later", symbol="000660", cash_balance=0, asset_quantity=4),
+    )
+
+    decisions = reconcile_positions(
+        store=store,
+        broker=FakeBroker([BalanceItem("000660", 4)]),
+    )
+
+    assert decisions == {"pf-later": "ok"}
+    assert store.warnings() == set()
+
+
 def test_multiple_portfolios_same_symbol_aggregate():
     store = _store_with(
         PortfolioItem(portfolio_id="pf-A", symbol="005930",
@@ -86,3 +107,14 @@ def test_paper_broker_returns_deterministic_balance():
     syms = {b.symbol for b in broker.get_balance()}
     assert "000660" not in syms        # net 0 → dropped
     assert "005930" in syms
+
+
+def test_reconcile_positions_propagates_balance_failure_without_warning_write():
+    store = _store_with(
+        PortfolioItem(portfolio_id="pf-A", symbol="005930", cash_balance=0, asset_quantity=10),
+    )
+
+    with pytest.raises(BrokerBalanceError, match="malformed_response"):
+        reconcile_positions(store=store, broker=FailingBroker([]))
+
+    assert store.warnings() == set()

tests/integration/test_kis_submission_recovery_virtual.py

@@ -96,15 +96,17 @@ def _serve(state: _ExchangeState):
 
         def do_GET(self):
             if self.path.startswith("/uapi/domestic-stock/v1/trading/inquire-balance"):
-                self._reply(state.balance())
+                self._reply(state.balance(), tr_cont="E")
             else:
                 self._reply(state.daily_orders())
 
-        def _reply(self, payload):
+        def _reply(self, payload, *, tr_cont=None):
             raw = json.dumps(payload).encode()
             try:
                 self.send_response(200)
                 self.send_header("content-type", "application/json")
+                if tr_cont is not None:
+                    self.send_header("tr_cont", tr_cont)
                 self.send_header("content-length", str(len(raw)))
                 self.end_headers()
                 self.wfile.write(raw)

trex_core/adapters/broker/kis.py

@@ -652,10 +652,19 @@ class KISBroker:
             # Token issuance/header construction is distinct from a rejected
             # balance endpoint response and must never look like an empty book.
             raise BrokerBalanceError("token_issuance_failed") from None
+
+        quantities: dict[str, int] = {}
+        seen_continuations: set[tuple[str, str]] = set()
+        continuation: Optional[tuple[str, str]] = None
+        while True:
+            request_headers = headers
+            if continuation is not None:
+                params["CTX_AREA_FK100"], params["CTX_AREA_NK100"] = continuation
+                request_headers = {**headers, "tr_cont": "N"}
             try:
                 resp = httpx.get(
                     f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-balance",
-                headers=headers,
+                    headers=request_headers,
                     params=params,
                     timeout=self._timeout,
                 )
@@ -668,6 +677,7 @@ class KISBroker:
                 raise BrokerBalanceError("transport_failed") from None
             except (ValueError, TypeError):
                 raise BrokerBalanceError("malformed_response") from None
+
             if not isinstance(payload, dict):
                 raise BrokerBalanceError("malformed_response")
             if str(payload.get("rt_cd")) != "0":
@@ -675,18 +685,42 @@ class KISBroker:
             rows = payload.get("output1")
             if not isinstance(rows, list):
                 raise BrokerBalanceError("malformed_response")
-        out: list[BalanceItem] = []
             for row in rows:
                 if not isinstance(row, dict):
                     raise BrokerBalanceError("malformed_response")
-            symbol = str(row.get("pdno") or "").strip()
                 qty = _safe_int(row.get("hldg_qty"))
                 if qty is None:
                     raise BrokerBalanceError("malformed_response")
-            if not symbol or qty <= 0:
+                if qty <= 0:
                     continue
-            out.append(BalanceItem(symbol=symbol, hldg_qty=qty))
+                symbol = str(row.get("pdno") or "").strip()
-        return out
+                if not symbol:
+                    raise BrokerBalanceError("malformed_response")
+                quantities[symbol] = quantities.get(symbol, 0) + qty
+
+            response_headers = getattr(resp, "headers", None)
+            if response_headers is None:
+                raise BrokerBalanceError("malformed_response")
+            tr_cont = response_headers.get("tr_cont")
+            if not isinstance(tr_cont, str):
+                raise BrokerBalanceError("malformed_response")
+            tr_cont = tr_cont.strip().upper()
+            if tr_cont in {"D", "E"}:
+                return [
+                    BalanceItem(symbol=symbol, hldg_qty=qty)
+                    for symbol, qty in quantities.items()
+                ]
+            if tr_cont not in {"F", "M"}:
+                raise BrokerBalanceError("malformed_response")
+
+            next_continuation = (
+                str(payload.get("ctx_area_fk100") or "").strip(),
+                str(payload.get("ctx_area_nk100") or "").strip(),
+            )
+            if not all(next_continuation) or next_continuation in seen_continuations:
+                raise BrokerBalanceError("malformed_response")
+            seen_continuations.add(next_continuation)
+            continuation = next_continuation
 
     def get_available_cash(self, *, price_check_code: str = "005930") -> int:
         """Return KIS cash-only buy capacity (`nrcvb_buy_amt`).