feat(execution): reconcile timed-out orders safely

trex_core/domain/slot/in_memory_repository.py

@@ -9,7 +9,7 @@ from __future__ import annotations
 import threading
 from contextlib import contextmanager
 from dataclasses import replace
-from datetime import datetime, timezone
+from datetime import datetime, timedelta, timezone
 from typing import Iterator, Optional
 from uuid import UUID, uuid4
 
@@ -163,6 +163,7 @@ class InMemorySlotRepository:
 
     # --- order execution queue (BAT-004 / REQ-013, option A) ---
     _PENDING = (SlotState.PENDING_BUY, SlotState.PENDING_SELL)
+    _KST = timezone(timedelta(hours=9))
 
     def list_undispatched_pending(
         self,
@@ -191,15 +192,20 @@ class InMemorySlotRepository:
         broker_order_id: str,
         *,
         venue: Optional[str] = None,
+        submitted_at: Optional[datetime] = None,
     ) -> bool:
-        """Atomically persist dispatch identity and the actual broker venue."""
+        """Atomically persist dispatch identity and its immutable clock."""
         s = self._slots.get(slot_id)
         if s is None or s.broker_order_id is not None:
             return False
+        submitted_at = submitted_at or datetime.now(tz=timezone.utc)
         self._slots[slot_id] = replace(
             s,
             broker_order_id=broker_order_id,
             venue=venue if venue is not None else s.venue,
+            order_submitted_at=submitted_at,
+            order_date=submitted_at.astimezone(self._KST).strftime("%Y%m%d"),
+            cancel_attempts=0,
             updated_at=datetime.now(tz=timezone.utc),
         )
         return True
@@ -245,6 +251,39 @@ class InMemorySlotRepository:
         )
         return True
 
+    def reserve_cancel_attempt(
+        self,
+        slot_id: UUID,
+        broker_order_id: str,
+        *,
+        retry_before: Optional[datetime] = None,
+    ) -> bool:
+        s = self._slots.get(slot_id)
+        retry_allowed = (
+            retry_before is not None
+            and s is not None
+            and s.cancel_state in {"rejected", "unknown"}
+            and s.cancel_attempts < 4
+            and s.cancel_requested_at is not None
+            and s.cancel_requested_at <= retry_before
+        )
+        if (
+            s is None
+            or s.broker_order_id != broker_order_id
+            or s.status not in self._PENDING
+            or (s.cancel_state is not None and not retry_allowed)
+        ):
+            return False
+        now = datetime.now(tz=timezone.utc)
+        self._slots[slot_id] = replace(
+            s,
+            cancel_state="unknown",
+            cancel_requested_at=now,
+            cancel_attempts=s.cancel_attempts + 1,
+            updated_at=now,
+        )
+        return True
+
     def list_dispatched_pending(self, instance_key: str = "default") -> list[Slot]:
         """Pending slots already dispatched (broker_order_id NOT NULL) — poll targets."""
         return [
@@ -266,6 +305,9 @@ class InMemorySlotRepository:
                 broker_order_id=None,
                 cancel_state=None,
                 cancel_requested_at=None,
+                order_submitted_at=None,
+                order_date=None,
+                cancel_attempts=0,
                 updated_at=datetime.now(tz=timezone.utc),
             )
 

trex_core/domain/slot/models.py

@@ -64,6 +64,11 @@ class Slot:
     # across ticks and restarts.
     cancel_state: Optional[str] = None
     cancel_requested_at: Optional[datetime] = None
+    # Immutable dispatch clock and original KST order date. Unlike updated_at,
+    # these survive polling/cancel bookkeeping and anchor deadline/recovery.
+    order_submitted_at: Optional[datetime] = None
+    order_date: Optional[str] = None
+    cancel_attempts: int = 0
 
 
 # Canonical column contract for `Slot` (dcy-001 OQ-2 / FR-5).
@@ -95,6 +100,9 @@ EXPECTED_SLOT_FIELDS: frozenset[str] = frozenset({
     "venue",
     "cancel_state",
     "cancel_requested_at",
+    "order_submitted_at",
+    "order_date",
+    "cancel_attempts",
 })
 
 

trex_core/domain/slot/service.py

@@ -213,6 +213,9 @@ class SlotService:
                 venue="KRX",
                 cancel_state=None,
                 cancel_requested_at=None,
+                order_submitted_at=None,
+                order_date=None,
+                cancel_attempts=0,
                 updated_at=datetime.now(tz=timezone.utc),
             )
 
@@ -287,6 +290,21 @@ class SlotService:
             venue=new_venue,
             cancel_state=None,
             cancel_requested_at=None,
+            order_submitted_at=(
+                slot.order_submitted_at
+                if to_state in {SlotState.PENDING_BUY, SlotState.PENDING_SELL}
+                else None
+            ),
+            order_date=(
+                slot.order_date
+                if to_state in {SlotState.PENDING_BUY, SlotState.PENDING_SELL}
+                else None
+            ),
+            cancel_attempts=(
+                slot.cancel_attempts
+                if to_state in {SlotState.PENDING_BUY, SlotState.PENDING_SELL}
+                else 0
+            ),
             updated_at=datetime.now(tz=timezone.utc),
         )