feat(execution): reconcile timed-out orders safely

trex_core/adapters/broker/kis.py

@@ -307,6 +307,7 @@ class KISBroker:
                 reason=f"submit_outcome_unknown:{type(exc).__name__}",
                 venue=actual_venue,
                 raw={"error_class": type(exc).__name__},
+                submitted_at=submitted_at,
             )
         if getattr(resp, "status_code", 200) >= 500:
             return OrderAck(
@@ -315,6 +316,7 @@ class KISBroker:
                 reason=f"submit_outcome_unknown:http_{resp.status_code}",
                 venue=actual_venue,
                 raw={"http_status": resp.status_code},
+                submitted_at=submitted_at,
             )
         if str(payload.get("rt_cd")) == "0":
             out = payload.get("output") or {}
@@ -326,6 +328,7 @@ class KISBroker:
                 broker_order_id=bid,
                 venue=actual_venue,
                 raw=payload,
+                submitted_at=submitted_at,
             )
         return OrderAck(
             accepted=False,
@@ -362,7 +365,15 @@ class KISBroker:
             "EXCG_ID_DVSN_CD": "ALL",
         }
 
-    def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus:
+    def poll_fill(
+        self,
+        broker_order_id: str,
+        *,
+        side: str,
+        symbol: str,
+        order_date: Optional[str] = None,
+        submitted_at: Optional[datetime] = None,
+    ) -> FillStatus:
         if broker_order_id.startswith(_SUBMISSION_UNKNOWN_PREFIX):
             return self._poll_unknown_submission(broker_order_id, side=side, symbol=symbol)
         now = monotonic()
@@ -375,8 +386,8 @@ class KISBroker:
         # open duplicate KIS inquiries for the same order.
         self._fill_poll_not_before[broker_order_id] = now + _FILL_POLL_MIN_INTERVAL_SECONDS
         odno = broker_order_id.split(":")[-1]
-        today = datetime.now(tz=_KST).strftime("%Y%m%d")
-        tr_id, params = self._daily_fill_request(today, order_number=odno)
+        inquiry_date = order_date or self._clock().astimezone(_KST).strftime("%Y%m%d")
+        tr_id, params = self._daily_fill_request(inquiry_date, order_number=odno)
         try:
             resp = httpx.get(
                 f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-daily-ccld",
@@ -410,11 +421,36 @@ class KISBroker:
             None,
         )
         if row is None:
-            return FillStatus(
-                state="accepted",
-                raw={"reason": "order_not_visible_in_fill_inquiry"},
+            visible_grace = (
+                submitted_at is None
+                or (self._clock().astimezone(timezone.utc) - submitted_at.astimezone(timezone.utc))
+                .total_seconds()
+                < _SUBMISSION_LOOKUP_GRACE_SECONDS
             )
-        return self._fill_status_from_row(row, side=side, today=today, fallback_odno=odno)
+            return FillStatus(
+                state="accepted" if visible_grace else "unknown",
+                raw={
+                    "reason": (
+                        "order_visibility_grace"
+                        if visible_grace
+                        else "order_not_visible_unresolved"
+                    ),
+                    "order_visible": False,
+                    "inquiry_date": inquiry_date,
+                },
+            )
+        status = self._fill_status_from_row(
+            row, side=side, today=inquiry_date, fallback_odno=odno
+        )
+        return replace(
+            status,
+            raw={
+                **(status.raw if isinstance(status.raw, dict) else {}),
+                "order_visible": True,
+                "order_open_confirmed": status.state in {"accepted", "partially_filled"},
+                "inquiry_date": inquiry_date,
+            },
+        )
 
     def _poll_unknown_submission(
         self,

trex_core/adapters/broker/ownership.py

@@ -10,8 +10,10 @@ from __future__ import annotations
 
 import json
 import os
+from datetime import datetime
 from pathlib import Path
 from threading import Lock
+from typing import Optional
 
 from trex_core.application.broker_port import (
     BalanceItem,
@@ -126,8 +128,22 @@ class OwnershipAwareBroker:
     def submit_order(self, req: OrderRequest) -> OrderAck:
         return self._delegate.submit_order(req)
 
-    def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus:
-        result = self._delegate.poll_fill(broker_order_id, side=side, symbol=symbol)
+    def poll_fill(
+        self,
+        broker_order_id: str,
+        *,
+        side: str,
+        symbol: str,
+        order_date: Optional[str] = None,
+        submitted_at: Optional[datetime] = None,
+    ) -> FillStatus:
+        result = self._delegate.poll_fill(
+            broker_order_id,
+            side=side,
+            symbol=symbol,
+            order_date=order_date,
+            submitted_at=submitted_at,
+        )
         if result.execution_id and result.filled_qty > 0 and (
             result.is_filled or result.is_partial_cancel
         ):

trex_core/adapters/broker/paper.py

@@ -9,6 +9,7 @@ from __future__ import annotations
 
 import threading
 from decimal import Decimal
+from datetime import datetime
 from typing import Optional
 
 from trex_core.adapters.broker.seq_store import SeqStore
@@ -80,7 +81,15 @@ class PaperBroker:
             self._orders[oid] = _Order(oid, req)
         return OrderAck(accepted=True, broker_order_id=oid, venue=req.venue)
 
-    def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus:
+    def poll_fill(
+        self,
+        broker_order_id: str,
+        *,
+        side: str,
+        symbol: str,
+        order_date: Optional[str] = None,
+        submitted_at: Optional[datetime] = None,
+    ) -> FillStatus:
         with self._lock:
             o = self._orders.get(broker_order_id)
             if o is None:
@@ -91,7 +100,12 @@ class PaperBroker:
             if symbol in self._reject:
                 return FillStatus(state="rejected", raw={"reason": "paper_reject"})
             if o.polls <= self._fill_after:
-                return FillStatus(state="accepted", filled_qty=o.filled, avg_price=o.price)
+                return FillStatus(
+                    state="accepted",
+                    filled_qty=o.filled,
+                    avg_price=o.price,
+                    raw={"order_open_confirmed": True},
+                )
             step = self._qty_per_poll if self._qty_per_poll is not None else (o.qty - o.filled)
             o.filled = min(o.qty, o.filled + step)
             if o.filled >= o.qty:
@@ -105,7 +119,12 @@ class PaperBroker:
                     state="filled", filled_qty=o.filled, avg_price=o.price,
                     execution_id=execution_id, fee=fee, tax=tax,
                 )
-            return FillStatus(state="partially_filled", filled_qty=o.filled, avg_price=o.price)
+            return FillStatus(
+                state="partially_filled",
+                filled_qty=o.filled,
+                avg_price=o.price,
+                raw={"order_open_confirmed": True},
+            )
 
     def cancel_order(
         self,