AC-0023: filter C-case quantity mismatch slots from strategy RPC, fail-closed on warn_store failure, symbol-aggregate verify clear

Co-authored-by: genichin <4282227+genichin@users.noreply.github.com>

.proofline/criteria/ac-0022.md

@@ -7,7 +7,11 @@ status: active
 
 ## Criterion
 
-`trex.slots.req.<instance>`의 `holding` 슬롯 `qty`는 요청한 instance에 결합된 KIS account broker holdings(`hldg_qty`)를 authoritative source로 사용해야 한다. `daily_slot.qty`와 portfolio-hub 집계값은 각각 `slot_quantity`, `asset_quantity` 진단 필드로 분리 유지한다. broker 수량을 확보하지 못했거나 freshness 허용시간을 초과하면 core/hub mirror fallback 없이 `qty=null`, `qty_source="unavailable"`, `broker_quantity_available=false`, `broker_quantity_captured_at=null`을 반환해 전략이 fail-closed하도록 해야 한다. confirmed broker zero는 `qty=0`, `qty_source="broker"`로 unavailable과 구분되어야 한다. 이 read path는 주문 submit/cancel, ledger write, slot lifecycle mutation을 유발하지 않아야 한다.
+`trex.slots.req.<instance>`의 **전략용 slots 응답에 포함되는** `holding` 슬롯(AC-0023에 따라 C-case 수량 불일치로 제외된 slot 제외)의 `qty`는 요청한 instance에 결합된 KIS account broker holdings(`hldg_qty`)를 authoritative source로 사용해야 한다. `daily_slot.qty`와 portfolio-hub 집계값은 각각 `slot_quantity`, `asset_quantity` 진단 필드로 분리 유지한다. broker 수량을 확보하지 못했거나 freshness 허용시간을 초과하면 core/hub mirror fallback 없이 `qty=null`, `qty_source="unavailable"`, `broker_quantity_available=false`, `broker_quantity_captured_at=null`을 반환해 전략이 fail-closed하도록 해야 한다. confirmed broker zero는 `qty=0`, `qty_source="broker"`로 unavailable과 구분되어야 한다. 이 read path는 주문 submit/cancel, ledger write, slot lifecycle mutation을 유발하지 않아야 한다.
+
+## Scope note
+
+AC-0023에 따라 C-case(`case_code=C`) 수량 불일치로 전략용 slots RPC에서 제외된 slot에는 이 AC의 broker-authoritative `qty` 응답 형식을 적용하지 않는다. AC-0023 제외가 AC-0022 broker-qty 형식보다 우선한다.
 
 ## Verification
 

.proofline/criteria/ac-0023.md

@@ -0,0 +1,21 @@
+---
+id: "ac-0023"
+status: active
+---
+
+# C-case quantity mismatch — strategy RPC exclusion and intent blocking
+
+## Criterion
+
+KIS 계좌 잔고(`hldg_qty`)와 같은 instance가 관리하는 동일 symbol의 portfolio-hub `asset_quantity` 합계가 일치하지 않으면(`case_code=C` reconcile-warning 활성), 해당 symbol의 모든 `holding` slot을 `trex.slots.req.<instance>` 응답에서 제외해야 한다. 수량 대조는 **instance_key + symbol 단위 합계**로 수행하며, 개별 portfolio 수량을 KIS 종목 합계와 직접 비교해서는 안 된다. 응답에는 `excluded_slots.reconcile_quantity_mismatch` 필드로 제외된 slot 수를 포함한다. warn-store를 읽지 못하면 경고 유무를 모르는 상태로 slot 목록을 반환하지 않고 `degraded=true` / `reason="warn_store_unavailable"`으로 응답해야 한다(fail-closed). 신규 buy/sell intent는 durable warning을 재확인하여 `reconcile_warned` 사유로 거부한다. C-case 경고 해제는 symbol 단위 합계가 다시 일치한 경우에만 수행하며, 해당 symbol에 걸린 모든 C-case 경고를 함께 해제한다. 이 경로는 주문 submit/cancel, ledger write, slot lifecycle mutation을 유발하지 않아야 한다.
+
+## Verification
+
+- 성공 조건: KIS 440주, hub portfolio A 200주 + B 240주(합계 440) → A·B 모두 반환되고 `excluded_slots.reconcile_quantity_mismatch=0`.
+- 불일치 조건: KIS 440주, hub A 200주 + B 235주(합계 435) → A·B 모두 제외되고 `excluded_slots.reconcile_quantity_mismatch=2`. 다른 symbol 정상 slot은 같은 응답에 포함된다.
+- 단일 portfolio 불일치: hub 단일 portfolio qty != KIS → 해당 symbol 전체 slot 제외.
+- fail-closed: warn-store가 `list_c_case_warned()` 중 예외를 throw하면 `slots=[], degraded=true, reason="warn_store_unavailable"` 반환.
+- intent race: 마지막 slots RPC 이후 경고가 설정된 경우에도 intent 처리 시점의 durable warning을 재확인해 `reconcile_warned`로 거부.
+- 해제: symbol 합계가 다시 일치하면 해당 symbol의 모든 C-case 경고를 함께 해제. 시간이 지났다는 이유만으로 자동 해제하지 않음.
+- 비침습 조건: slots RPC 호출 전후로 slot 상태 전이, broker mutation, ledger write side effect가 없어야 한다.
+- AC-0022 우선순위: C-case로 제외된 slot에는 broker-authoritative `qty` 응답 형식(AC-0022)을 적용하지 않는다.

.proofline/identities.json

@@ -1,5 +1,5 @@
 {
   "schema_version": 1,
   "next_line_number": 7,
-  "next_ac_number": 23
+  "next_ac_number": 24
 }

tests/application/test_slots_handler_quantity_mismatch.py

@@ -0,0 +1,560 @@
+"""AC-0023: C-case quantity mismatch — strategy RPC exclusion, fail-closed, and clearing.
+
+Coverage:
+  AC-1:  single portfolio mismatch → slot excluded
+  AC-2:  multi-portfolio same symbol: aggregate matches → both slots included
+  AC-3:  multi-portfolio same symbol: aggregate mismatches → both slots excluded
+  AC-4:  different symbol slots unaffected by C-case warning on another symbol
+  AC-5:  excluded_slots.reconcile_quantity_mismatch count in response
+  AC-6:  warn_store=None → no filtering (backward compat), no excluded_slots key
+  AC-7:  warn_store raises → fail-closed: slots=[], degraded=true, warn_store_unavailable
+  AC-8:  intent admitted before warning is set → rejected at intent time (race)
+  AC-9:  in-flight (terminal) slot transitions not blocked
+  AC-10: verify_slot_reconcile uses symbol aggregate for multi-portfolio clear
+  AC-11: verify_slot_reconcile clears all C-case warnings for symbol when resolved
+  AC-12: C-case warning not auto-cleared by time; only cleared on quantity match
+"""
+from __future__ import annotations
+
+from trex_core.application.broker_port import BalanceItem
+from trex_core.application.intents import BuyIntent, IntentService, SellIntent
+from trex_core.application.messaging import RpcRequest
+from trex_core.application.messaging_handlers import make_slots_rpc_handler
+from trex_core.application.portfolio import (
+    InMemoryPauseStore,
+    InMemoryReconcileWarningStore,
+    PortfolioItem,
+    SnapshotStore,
+)
+from trex_core.application.reconciliation import (
+    reconcile_positions,
+    verify_slot_reconcile,
+)
+from trex_core.application.watchdog import WatchdogStore
+from trex_core.domain.slot import SlotService, SlotState
+from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository
+
+
+# ---------------------------------------------------------------------------
+# Helpers
+# ---------------------------------------------------------------------------
+
+INSTANCE = "default"
+SYM_A = "104620"
+SYM_B = "005930"
+
+
+def _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10, instance_key=INSTANCE):
+    repo.reconcile_universe(instance_key, {portfolio_id: symbol})
+    slot = repo.find_slot_by_portfolio(instance_key, portfolio_id)
+    pending = svc.transit_slot(
+        slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+        reason="buy", actor="test", symbol=symbol,
+    )
+    holding = svc.transit_slot(
+        pending.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+        reason="filled", actor="test", avg_price=100.0, qty=float(qty),
+    )
+    return holding
+
+
+def _make_handler(repo, warn_store, snapshot_items=None):
+    store = SnapshotStore()
+    if snapshot_items:
+        store.swap(snapshot_items)
+    return make_slots_rpc_handler(
+        repo,
+        instance_key=INSTANCE,
+        snapshot_store=store,
+        pause_store=InMemoryPauseStore(),
+        warn_store=warn_store,
+        watchdog_store=WatchdogStore(),
+    )
+
+
+def _req(filter=None):
+    payload = {}
+    if filter:
+        payload["filter"] = filter
+    return RpcRequest(payload=payload, correlation_id="test")
+
+
+class FakeBroker:
+    def __init__(self, balances):
+        self._b = balances
+    def name(self): return "fake"
+    def submit_order(self, req): ...
+    def poll_fill(self, *args, **kw): ...
+    def cancel_order(self, *args, **kw): ...
+    def get_balance(self): return list(self._b)
+
+
+class InMemoryIntentStore:
+    def __init__(self):
+        self._db = {}
+    def try_insert(self, intent_id, intent_type, payload):
+        if intent_id in self._db:
+            return False
+        self._db[intent_id] = {"status": None, "slot_id": None, "reason": None}
+        return True
+    def get(self, intent_id):
+        rec = self._db.get(intent_id)
+        if rec is None:
+            return None
+        class R:
+            def __init__(self, d): self.__dict__.update(d)
+        r = R(rec)
+        r.intent_id = intent_id
+        return r
+    def finalize(self, intent_id, status, slot_id, reason):
+        self._db[intent_id] = {"status": status, "slot_id": slot_id, "reason": reason}
+
+
+# ---------------------------------------------------------------------------
+# AC-1: single portfolio C-case → slot excluded from strategy RPC
+# ---------------------------------------------------------------------------
+
+def test_ac1_single_portfolio_c_case_excluded():
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    slot = _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10)
+    warn_store.set_warned(str(slot.slot_id), portfolio_id="pf-A", case_code="C")
+
+    handler = _make_handler(repo, warn_store)
+    resp = handler(_req(filter="holding"))
+
+    assert resp.payload["slots"] == []
+    assert resp.payload["excluded_slots"]["reconcile_quantity_mismatch"] == 1
+
+
+# ---------------------------------------------------------------------------
+# AC-2: multi-portfolio same symbol: KIS 440, A=200, B=240 → aggregate 440 → both included
+# ---------------------------------------------------------------------------
+
+def test_ac2_multi_portfolio_aggregate_matches_both_included():
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    # Build two holding slots for same symbol
+    repo.reconcile_universe(INSTANCE, {"pf-A": SYM_A, "pf-B": SYM_A})
+    slot_a_base = repo.find_slot_by_portfolio(INSTANCE, "pf-A")
+    slot_b_base = repo.find_slot_by_portfolio(INSTANCE, "pf-B")
+
+    p = svc.transit_slot(slot_a_base.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+                         reason="buy", actor="test", symbol=SYM_A)
+    slot_a = svc.transit_slot(p.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+                               reason="filled", actor="test", avg_price=100.0, qty=200.0)
+
+    p = svc.transit_slot(slot_b_base.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+                         reason="buy", actor="test", symbol=SYM_A)
+    slot_b = svc.transit_slot(p.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+                               reason="filled", actor="test", avg_price=100.0, qty=240.0)
+
+    # No C-case warnings set (aggregate matches KIS 440)
+    handler = _make_handler(repo, warn_store)
+    resp = handler(_req(filter="holding"))
+
+    portfolio_ids = {r["portfolio_id"] for r in resp.payload["slots"]}
+    assert "pf-A" in portfolio_ids
+    assert "pf-B" in portfolio_ids
+    assert resp.payload["excluded_slots"]["reconcile_quantity_mismatch"] == 0
+
+
+def test_ac2_multi_portfolio_individual_qty_vs_kis_total_not_compared():
+    """AC-2: each portfolio qty (200, 240) != KIS 440, but aggregate 440 == KIS 440 → no block."""
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    repo.reconcile_universe(INSTANCE, {"pf-A": SYM_A, "pf-B": SYM_A})
+    for pid, qty in [("pf-A", 200.0), ("pf-B", 240.0)]:
+        base = repo.find_slot_by_portfolio(INSTANCE, pid)
+        p = svc.transit_slot(base.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+                             reason="buy", actor="test", symbol=SYM_A)
+        svc.transit_slot(p.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+                         reason="filled", actor="test", avg_price=100.0, qty=qty)
+
+    # simulate reconcile_positions with broker=440 → aggregate 440 == 440 → no warning set
+    snapshot_items = [
+        PortfolioItem(portfolio_id="pf-A", symbol=SYM_A, cash_balance=0, asset_quantity=200.0),
+        PortfolioItem(portfolio_id="pf-B", symbol=SYM_A, cash_balance=0, asset_quantity=240.0),
+    ]
+    broker = FakeBroker([BalanceItem(symbol=SYM_A, hldg_qty=440)])
+    store = SnapshotStore()
+    store.swap(snapshot_items)
+    reconcile_positions(store=store, broker=broker, slot_repo=repo,
+                        instance_key=INSTANCE, warn_store=warn_store)
+
+    # No warnings should be set
+    assert warn_store.list_c_case_warned() == set()
+
+    handler = _make_handler(repo, warn_store, snapshot_items)
+    resp = handler(_req(filter="holding"))
+    assert len(resp.payload["slots"]) == 2
+    assert resp.payload["excluded_slots"]["reconcile_quantity_mismatch"] == 0
+
+
+# ---------------------------------------------------------------------------
+# AC-3: multi-portfolio same symbol: aggregate mismatches → all excluded
+# ---------------------------------------------------------------------------
+
+def test_ac3_multi_portfolio_aggregate_mismatch_all_excluded():
+    """KIS 440, hub A=200 + B=235 → aggregate 435 ≠ 440 → both slots excluded."""
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    repo.reconcile_universe(INSTANCE, {"pf-A": SYM_A, "pf-B": SYM_A})
+    for pid, qty in [("pf-A", 200.0), ("pf-B", 235.0)]:
+        base = repo.find_slot_by_portfolio(INSTANCE, pid)
+        p = svc.transit_slot(base.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+                             reason="buy", actor="test", symbol=SYM_A)
+        svc.transit_slot(p.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+                         reason="filled", actor="test", avg_price=100.0, qty=qty)
+
+    # Set C-case warning for both
+    snapshot_items = [
+        PortfolioItem(portfolio_id="pf-A", symbol=SYM_A, cash_balance=0, asset_quantity=200.0),
+        PortfolioItem(portfolio_id="pf-B", symbol=SYM_A, cash_balance=0, asset_quantity=235.0),
+    ]
+    broker = FakeBroker([BalanceItem(symbol=SYM_A, hldg_qty=440)])
+    store = SnapshotStore()
+    store.swap(snapshot_items)
+    reconcile_positions(store=store, broker=broker, slot_repo=repo,
+                        instance_key=INSTANCE, warn_store=warn_store)
+
+    # Both should be C-case warned
+    assert len(warn_store.list_c_case_warned()) == 2
+
+    handler = _make_handler(repo, warn_store, snapshot_items)
+    resp = handler(_req(filter="holding"))
+    assert resp.payload["slots"] == []
+    assert resp.payload["excluded_slots"]["reconcile_quantity_mismatch"] == 2
+
+
+# ---------------------------------------------------------------------------
+# AC-4: other-symbol slots not affected by C-case warning on a different symbol
+# ---------------------------------------------------------------------------
+
+def test_ac4_other_symbol_slots_unaffected():
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    repo.reconcile_universe(INSTANCE, {"pf-A": SYM_A, "pf-B": SYM_B})
+
+    # pf-A: SYM_A, holding, C-case warned
+    base_a = repo.find_slot_by_portfolio(INSTANCE, "pf-A")
+    p = svc.transit_slot(base_a.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+                         reason="buy", actor="test", symbol=SYM_A)
+    slot_a = svc.transit_slot(p.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+                               reason="filled", actor="test", avg_price=100.0, qty=10.0)
+    warn_store.set_warned(str(slot_a.slot_id), portfolio_id="pf-A", case_code="C")
+
+    # pf-B: SYM_B, holding, no warning
+    base_b = repo.find_slot_by_portfolio(INSTANCE, "pf-B")
+    p = svc.transit_slot(base_b.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY,
+                         reason="buy", actor="test", symbol=SYM_B)
+    svc.transit_slot(p.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING,
+                     reason="filled", actor="test", avg_price=200.0, qty=5.0)
+
+    handler = _make_handler(repo, warn_store)
+    resp = handler(_req(filter="holding"))
+
+    portfolio_ids = {r["portfolio_id"] for r in resp.payload["slots"]}
+    assert "pf-A" not in portfolio_ids, "C-case warned slot should be excluded"
+    assert "pf-B" in portfolio_ids, "unwarned symbol slot should be included"
+    assert resp.payload["excluded_slots"]["reconcile_quantity_mismatch"] == 1
+
+
+# ---------------------------------------------------------------------------
+# AC-5: excluded_slots present and count is correct
+# ---------------------------------------------------------------------------
+
+def test_ac5_excluded_slots_count_zero_when_no_warnings():
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10)
+
+    handler = _make_handler(repo, warn_store)
+    resp = handler(_req(filter="holding"))
+
+    assert "excluded_slots" in resp.payload
+    assert resp.payload["excluded_slots"] == {"reconcile_quantity_mismatch": 0}
+
+
+# ---------------------------------------------------------------------------
+# AC-6: warn_store=None → no filtering, no excluded_slots key (backward compat)
+# ---------------------------------------------------------------------------
+
+def test_ac6_no_warn_store_no_filtering_no_excluded_slots_key():
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+
+    _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10)
+
+    handler = make_slots_rpc_handler(repo, instance_key=INSTANCE)  # no warn_store
+    resp = handler(_req(filter="holding"))
+
+    # No warn_store → no filtering (slot included), no excluded_slots key
+    assert len(resp.payload["slots"]) == 1
+    assert "excluded_slots" not in resp.payload
+
+
+# ---------------------------------------------------------------------------
+# AC-7: warn_store raises → fail-closed
+# ---------------------------------------------------------------------------
+
+class BrokenWarnStore(InMemoryReconcileWarningStore):
+    """Simulates a warn_store that fails on list_c_case_warned."""
+    def list_c_case_warned(self):
+        raise RuntimeError("db connection lost")
+
+
+def test_ac7_warn_store_failure_fail_closed():
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10)
+
+    broken_warn_store = BrokenWarnStore()
+    handler = _make_handler(repo, broken_warn_store)
+    resp = handler(_req())
+
+    assert resp.payload["slots"] == []
+    assert resp.payload["degraded"] is True
+    assert resp.payload["reason"] == "warn_store_unavailable"
+    assert "excluded_slots" in resp.payload
+
+
+# ---------------------------------------------------------------------------
+# AC-8: intent rejected if C-case warning set after last slots RPC (race)
+# ---------------------------------------------------------------------------
+
+def test_ac8_intent_rejected_when_c_case_warning_set_after_slots_rpc():
+    """Even if strategy saw the slot in a previous RPC, intent is rejected at processing time."""
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    slot = _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10)
+
+    intent_store = InMemoryIntentStore()
+    intent_svc = IntentService(
+        svc, repo, intent_store,
+        instance_key=INSTANCE,
+        warn_store=warn_store,
+    )
+
+    # Warning set after strategy "saw" the slot
+    warn_store.set_warned(str(slot.slot_id), portfolio_id="pf-A", case_code="C")
+
+    sell = SellIntent(intent_id="sell-001", slot_id=slot.slot_id, reason="test")
+    d = intent_svc.submit_sell(sell)
+    assert d.status == "rejected"
+    assert d.reason == "reconcile_warned"
+
+
+# ---------------------------------------------------------------------------
+# AC-9: in-flight (holding→pending_sell) transition not blocked
+# ---------------------------------------------------------------------------
+
+def test_ac9_in_flight_order_terminal_transition_not_blocked():
+    """C-case warning does not block slot state convergence for in-flight orders."""
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    slot = _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10)
+    warn_store.set_warned(str(slot.slot_id), portfolio_id="pf-A", case_code="C")
+
+    # Transition to PENDING_SELL (simulating in-flight cancel) — should not raise
+    pending_sell = svc.transit_slot(
+        slot.slot_id, SlotState.HOLDING, SlotState.PENDING_SELL,
+        reason="sell", actor="test",
+    )
+    assert pending_sell.status == SlotState.PENDING_SELL
+
+    # Further transition to INACTIVE (fill/cancel reconciliation) — should not raise
+    terminal = svc.transit_slot(
+        pending_sell.slot_id, SlotState.PENDING_SELL, SlotState.INACTIVE,
+        reason="filled_sell", actor="test",
+    )
+    assert terminal.status == SlotState.INACTIVE
+
+
+# ---------------------------------------------------------------------------
+# AC-10: verify_slot_reconcile uses symbol aggregate for multi-portfolio clear
+# ---------------------------------------------------------------------------
+
+def test_ac10_verify_uses_symbol_aggregate_for_match():
+    """verify uses symbol-level hub aggregate (not single portfolio qty) for comparison."""
+    from uuid import uuid4
+    from trex_core.domain.slot.models import Slot
+
+    repo = InMemorySlotRepository()
+    ws = InMemoryReconcileWarningStore()
+
+    # Two portfolios for same symbol
+    slot_a = Slot(slot_id=uuid4(), status=SlotState.HOLDING, symbol=SYM_A,
+                  qty=200.0, portfolio_id="pf-A", instance_key=INSTANCE)
+    slot_b = Slot(slot_id=uuid4(), status=SlotState.HOLDING, symbol=SYM_A,
+                  qty=240.0, portfolio_id="pf-B", instance_key=INSTANCE)
+    repo.add_slot(slot_a)
+    repo.add_slot(slot_b)
+
+    # Both warned
+    ws.set_warned(str(slot_a.slot_id), portfolio_id="pf-A", case_code="C")
+    ws.set_warned(str(slot_b.slot_id), portfolio_id="pf-B", case_code="C")
+
+    store = SnapshotStore()
+    store.swap([
+        PortfolioItem(portfolio_id="pf-A", symbol=SYM_A, cash_balance=0, asset_quantity=200.0),
+        PortfolioItem(portfolio_id="pf-B", symbol=SYM_A, cash_balance=0, asset_quantity=240.0),
+    ])
+    broker = FakeBroker([BalanceItem(symbol=SYM_A, hldg_qty=440)])  # 200+240=440 == 440 ✓
+
+    result = verify_slot_reconcile(
+        portfolio_id="pf-A",
+        store=store,
+        broker=broker,
+        slot_repo=repo,
+        instance_key=INSTANCE,
+        warn_store=ws,
+    )
+    assert result["result"] == "cleared"
+    assert result["hub_qty"] == 440  # aggregate, not just pf-A's 200
+
+
+# ---------------------------------------------------------------------------
+# AC-11: verify clears ALL C-case warnings for the symbol
+# ---------------------------------------------------------------------------
+
+def test_ac11_verify_clears_all_symbol_c_case_warnings():
+    from uuid import uuid4
+    from trex_core.domain.slot.models import Slot
+
+    repo = InMemorySlotRepository()
+    ws = InMemoryReconcileWarningStore()
+
+    slot_a = Slot(slot_id=uuid4(), status=SlotState.HOLDING, symbol=SYM_A,
+                  qty=200.0, portfolio_id="pf-A", instance_key=INSTANCE)
+    slot_b = Slot(slot_id=uuid4(), status=SlotState.HOLDING, symbol=SYM_A,
+                  qty=240.0, portfolio_id="pf-B", instance_key=INSTANCE)
+    repo.add_slot(slot_a)
+    repo.add_slot(slot_b)
+
+    ws.set_warned(str(slot_a.slot_id), portfolio_id="pf-A", case_code="C")
+    ws.set_warned(str(slot_b.slot_id), portfolio_id="pf-B", case_code="C")
+
+    store = SnapshotStore()
+    store.swap([
+        PortfolioItem(portfolio_id="pf-A", symbol=SYM_A, cash_balance=0, asset_quantity=200.0),
+        PortfolioItem(portfolio_id="pf-B", symbol=SYM_A, cash_balance=0, asset_quantity=240.0),
+    ])
+    broker = FakeBroker([BalanceItem(symbol=SYM_A, hldg_qty=440)])
+
+    verify_slot_reconcile(
+        portfolio_id="pf-A",
+        store=store,
+        broker=broker,
+        slot_repo=repo,
+        instance_key=INSTANCE,
+        warn_store=ws,
+    )
+
+    # Both pf-A and pf-B warnings cleared
+    assert not ws.is_warned(str(slot_a.slot_id))
+    assert not ws.is_warned(str(slot_b.slot_id))
+
+
+def test_ac11_verify_mismatch_keeps_all_warnings():
+    """When verify still mismatches, all warnings are kept."""
+    from uuid import uuid4
+    from trex_core.domain.slot.models import Slot
+
+    repo = InMemorySlotRepository()
+    ws = InMemoryReconcileWarningStore()
+
+    slot_a = Slot(slot_id=uuid4(), status=SlotState.HOLDING, symbol=SYM_A,
+                  qty=200.0, portfolio_id="pf-A", instance_key=INSTANCE)
+    slot_b = Slot(slot_id=uuid4(), status=SlotState.HOLDING, symbol=SYM_A,
+                  qty=235.0, portfolio_id="pf-B", instance_key=INSTANCE)
+    repo.add_slot(slot_a)
+    repo.add_slot(slot_b)
+
+    ws.set_warned(str(slot_a.slot_id), portfolio_id="pf-A", case_code="C")
+    ws.set_warned(str(slot_b.slot_id), portfolio_id="pf-B", case_code="C")
+
+    store = SnapshotStore()
+    store.swap([
+        PortfolioItem(portfolio_id="pf-A", symbol=SYM_A, cash_balance=0, asset_quantity=200.0),
+        PortfolioItem(portfolio_id="pf-B", symbol=SYM_A, cash_balance=0, asset_quantity=235.0),
+    ])
+    broker = FakeBroker([BalanceItem(symbol=SYM_A, hldg_qty=440)])  # 435 != 440
+
+    result = verify_slot_reconcile(
+        portfolio_id="pf-A",
+        store=store,
+        broker=broker,
+        slot_repo=repo,
+        instance_key=INSTANCE,
+        warn_store=ws,
+    )
+    assert result["result"] == "rejected"
+    # Both warnings still present
+    assert ws.is_warned(str(slot_a.slot_id))
+    assert ws.is_warned(str(slot_b.slot_id))
+
+
+# ---------------------------------------------------------------------------
+# AC-12: C-case warning NOT auto-cleared by time; only cleared on quantity match
+# ---------------------------------------------------------------------------
+
+def test_ac12_c_case_warning_not_auto_cleared():
+    """C-case warning persists across multiple slots RPC calls without manual verify."""
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    slot = _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10)
+    warn_store.set_warned(str(slot.slot_id), portfolio_id="pf-A", case_code="C")
+
+    handler = _make_handler(repo, warn_store)
+
+    # Call slots RPC multiple times — slot stays excluded (no auto-clear)
+    for _ in range(3):
+        resp = handler(_req(filter="holding"))
+        assert resp.payload["slots"] == []
+        assert resp.payload["excluded_slots"]["reconcile_quantity_mismatch"] == 1
+
+    # Warning still present
+    assert warn_store.is_warned(str(slot.slot_id))
+
+
+# ---------------------------------------------------------------------------
+# Non-invasive: slots RPC does not mutate broker, ledger, or slot state
+# ---------------------------------------------------------------------------
+
+def test_non_invasive_slots_rpc_no_side_effects():
+    """Slots RPC with C-case exclusion must not change slot status or broker state."""
+    repo = InMemorySlotRepository()
+    svc = SlotService(repo)
+    warn_store = InMemoryReconcileWarningStore()
+
+    slot = _make_holding_slot(repo, svc, portfolio_id="pf-A", symbol=SYM_A, qty=10)
+    warn_store.set_warned(str(slot.slot_id), portfolio_id="pf-A", case_code="C")
+
+    handler = _make_handler(repo, warn_store)
+    handler(_req())
+
+    # Slot still in HOLDING state (no transition)
+    refreshed = repo.fetch_slot(slot.slot_id)
+    assert refreshed.status == SlotState.HOLDING
+    assert float(refreshed.qty) == 10.0
+    # Warning still present (not cleared by RPC)
+    assert warn_store.is_warned(str(slot.slot_id))

trex_core/adapters/portfolio/reconcile_warning_store.py

@@ -68,6 +68,16 @@ class PostgreSQLReconcileWarningStore:
                 cur.execute("SELECT slot_id FROM slot_reconcile_warning")
                 return {row[0] for row in cur.fetchall()}
 
+    def list_c_case_warned(self) -> set[str]:
+        """Return slot_id strings with an active case_code='C' warning (AC-0023)."""
+        with self._psycopg.connect(self._dsn) as conn:
+            with conn.cursor() as cur:
+                cur.execute(
+                    "SELECT slot_id FROM slot_reconcile_warning WHERE case_code = %s",
+                    ("C",),
+                )
+                return {row[0] for row in cur.fetchall()}
+
     def get_warning_info(self, slot_id: str) -> dict | None:
         """Return {"portfolio_id", "case_code", "actor", "reason"} or None (REQ-105/106)."""
         with self._psycopg.connect(self._dsn) as conn:

trex_core/application/messaging_handlers.py

@@ -347,13 +347,53 @@ def make_slots_rpc_handler(
         if strategy_filter is not None:
             slot_rows = [r for r in slot_rows if r.get("strategy_name") == strategy_filter]
 
+        # AC-0023: exclude holding slots with active case_code='C' reconcile warning.
+        # Fail-closed: if warn_store exists but throws, return degraded=True / no slots.
+        excluded_count = 0
+        if warn_store is not None:
+            try:
+                c_warned_ids = warn_store.list_c_case_warned()
+            except Exception:  # noqa: BLE001
+                _log.exception("warn_store.list_c_case_warned() failed — fail-closed")
                 return RpcResponse(payload={
+                    "slots": [],
+                    "available_slots": available_slots,
+                    "degraded": True,
+                    "reason": "warn_store_unavailable",
+                    "message": (
+                        "reconcile warning store unavailable; "
+                        "returning no slots (fail-closed)"
+                    ),
+                    "excluded_slots": {"reconcile_quantity_mismatch": 0},
+                })
+            if c_warned_ids:
+                # Rebuild slot lookup from the original `slots` list (before strategy
+                # filter reduced slot_rows). slot_rows[i] corresponds to slots[i]
+                # only before filtering; use slot_id stored in each row.
+                slot_by_id = {str(s.slot_id): s for s in slots}
+                filtered_rows: list[dict] = []
+                for row in slot_rows:
+                    slot_obj = slot_by_id.get(str(row.get("slot_id", "")))
+                    if (
+                        slot_obj is not None
+                        and str(slot_obj.slot_id) in c_warned_ids
+                        and slot_obj.status.value == "holding"
+                    ):
+                        excluded_count += 1
+                    else:
+                        filtered_rows.append(row)
+                slot_rows = filtered_rows
+
+        base_payload: dict = {
             "slots": slot_rows,
             "available_slots": available_slots,
             "degraded": degraded,
             "reason": reason,
             "message": message,
-        })
+        }
+        if warn_store is not None:
+            base_payload["excluded_slots"] = {"reconcile_quantity_mismatch": excluded_count}
+        return RpcResponse(payload=base_payload)
 
     return handler
 

trex_core/application/portfolio.py

@@ -391,6 +391,13 @@ class ReconcileWarningStore(Protocol):
         """
         ...
 
+    def list_c_case_warned(self) -> "set[str]":
+        """Return set of slot_id strings that have an active case_code='C' warning.
+
+        AC-0023: used by strategy slots RPC to exclude C-case mismatched holding slots.
+        """
+        ...
+
 
 class InMemoryReconcileWarningStore:
     """Process-local reconcile-warning store for tests + CI (REQ-102)."""
@@ -434,6 +441,10 @@ class InMemoryReconcileWarningStore:
             info = self._warned.get(slot_id)
             return dict(info) if info is not None else None
 
+    def list_c_case_warned(self) -> "set[str]":
+        with self._lock:
+            return {sid for sid, info in self._warned.items() if info.get("case_code") == "C"}
+
 
 def slot_to_dict(
     s,

trex_core/application/reconciliation.py

@@ -648,31 +648,38 @@ def verify_slot_reconcile(
         }
 
     # Re-run the C-case check: hub qty vs broker qty for this symbol.
+    # AC-0023: use symbol-level aggregate across all portfolios (not single portfolio).
     sym = slot.symbol or ""
     broker_qty_map: dict[str, int] = {
         item.symbol: int(item.hldg_qty) for item in broker.get_balance()
     }
     broker_qty = broker_qty_map.get(sym, 0)
 
-    # Hub qty: sum asset_quantity for this portfolio_id from snapshot.
+    # Hub qty: sum asset_quantity for ALL portfolios with this symbol in the snapshot.
     hub_qty: int = 0
-    snap = store.get(portfolio_id)
-    if snap is not None:
-        hub_qty = int(snap.item.asset_quantity)
+    for a in store.list_assets():
+        if a.item.symbol == sym:
+            hub_qty += int(a.item.asset_quantity)
 
     match = hub_qty == broker_qty
 
     if match:
+        # AC-0023: clear C-case warnings for ALL holding slots with this symbol.
+        cleared_slots: list[str] = []
         try:
-            warn_store.clear_warned(slot_id_str)
-            store.set_warning(portfolio_id, False)
+            for s in slot_repo.list_holding_slots(instance_key):
+                if s.symbol == sym:
+                    sid_str = str(s.slot_id)
+                    warn_store.clear_warned(sid_str)
+                    store.set_warning(s.portfolio_id, False)
+                    cleared_slots.append(sid_str)
             _log.info(
                 "verify: reconcile-warning cleared (C-case resolved) "
-                "slot=%s portfolio_id=%s symbol=%s hub_qty=%d broker_qty=%d",
-                slot_id_str, portfolio_id, sym, hub_qty, broker_qty,
+                "symbol=%s hub_qty=%d broker_qty=%d cleared_slots=%s",
+                sym, hub_qty, broker_qty, cleared_slots,
             )
         except Exception:  # noqa: BLE001
-            _log.exception("verify: failed to clear_warned for slot=%s", slot_id_str)
+            _log.exception("verify: failed to clear_warned for symbol=%s", sym)
         return {
             "portfolio_id": portfolio_id,
             "slot_id": slot_id_str,