feat(execution): reconcile timed-out orders safely

This commit is contained in:
Hermes Agent
2026-08-14 15:15:52 +09:00
parent 482b00e54d
commit 147873cb5d
21 changed files with 801 additions and 87 deletions
+43 -7
View File
@@ -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,