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Deliver BAT-004: broker execution + KIS adapter + durable handoff

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Implement REQ-011~015 (dcy-003): the order-execution layer on top of the
BAT-002 slot-core daemon, connecting intents to real orders.
- application: BrokerPort (submit/poll_fill/cancel) + ExecutionService
  (claim -> submit -> poll -> transition -> rollback -> reconcile)
- adapters/broker: PaperBroker (deterministic async double) and KISBroker
  (KIS Open API: token, order-cash, inquire-daily-ccld, cancel; VTS sandbox
  tr_ids; live account gated behind allow_live)
- persistence: option-A execution queue (find_pending_for_dispatch FOR
  UPDATE SKIP LOCKED, mark_dispatched idempotency guard, clear_dispatch)
- runtime: background execution loop in the daemon lifespan + startup
  reconcile; config selects paper|kis

Verification (real KIS VTS 모의투자 + PostgreSQL): 92 passed, ruff clean,
domain import sweep shows zero broker/web/db deps, buy->holding /
sell->closed / reject->idle, idempotent dispatch (exactly one order),
reconcile after crash creates no duplicate order, KIS sandbox token+submit
round-trip, and a daemon E2E through the background loop. Align the four
baseline docs. BAT-004 -> release-candidate; REQ-011~015 -> Implemented.

KIS live-account go-live, partial-fill accrual, option-B outbox, connection
pooling, and the safety floor remain deferred to follow-up Discoveries.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
This commit is contained in:
genichin
2026-06-04 17:46:17 +09:00
co-authored by Claude Opus 4.8
parent d60d720bc7
commit 97d58318db
29 changed files with 1456 additions and 35 deletions
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docs/srs/Documentation/req-015_broker-execution-baseline-alignment.md
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# req-015: 브로커/집행 baseline 문서 정합
- Status: Proposed
- Status: Implemented
- Type: Documentation
- Priority: Medium
- Owner: project maintainers
@@ -67,3 +67,83 @@
#### Validation Plan
- baseline 문서와 실제 구현(레이어/흐름/계약) 대조로 검증.
### CHG-20260604-02
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Proposed → Approved (confirm-req).
#### Intent
- 승인 게이트(필수 필드·구체 AC·blocker 없음) 충족, source dcy-003(confirmed, handoff 승인)와 모순 없음 확인.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register 상태 Approved)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- none (batch 편성 전)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: suggest-batch-reqs / draft-batch 로 delivery batch 편성
#### Validation Plan
- 승인 후 batch planning 에서 본 REQ 의 Acceptance Criteria 를 검증 기준으로 사용.
### CHG-20260604-03
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Approved → Implemented (confirm-req-implemented, 근거 batch BAT-004 release-candidate).
#### Intent
- BAT-004 verification.md 의 acceptance mapping + evidence(pytest 92 pass / 도메인 순수성 / 데몬 E2E / KIS VTS 모의투자 round-trip)로 AC 충족 → 구현 완료 동기화.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register Implemented)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- BAT-004 (release-candidate)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: draft-release 로 release 편성(BAT-001~004)
#### Validation Plan
- BAT-004 verification evidence 재참조로 충분.
docs/srs/Exception/req-014_order-handoff-durability-reconciliation.md
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@@ -1,6 +1,6 @@
# req-014: 주문 핸드오프 durability + reconciliation
- Status: Proposed
- Status: Implemented
- Type: Exception
- Priority: High
- Owner: project maintainers
@@ -68,3 +68,83 @@
#### Validation Plan
- 크래시 주입(송신 전/후) reconciliation + 중복 주문 0 테스트로 검증.
### CHG-20260604-02
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Proposed → Approved (confirm-req).
#### Intent
- 승인 게이트(필수 필드·구체 AC·blocker 없음) 충족, source dcy-003(confirmed, handoff 승인)와 모순 없음 확인.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register 상태 Approved)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- none (batch 편성 전)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: suggest-batch-reqs / draft-batch 로 delivery batch 편성
#### Validation Plan
- 승인 후 batch planning 에서 본 REQ 의 Acceptance Criteria 를 검증 기준으로 사용.
### CHG-20260604-03
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Approved → Implemented (confirm-req-implemented, 근거 batch BAT-004 release-candidate).
#### Intent
- BAT-004 verification.md 의 acceptance mapping + evidence(pytest 92 pass / 도메인 순수성 / 데몬 E2E / KIS VTS 모의투자 round-trip)로 AC 충족 → 구현 완료 동기화.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register Implemented)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- BAT-004 (release-candidate)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: draft-release 로 release 편성(BAT-001~004)
#### Validation Plan
- BAT-004 verification evidence 재참조로 충분.
docs/srs/Integration/req-011_broker-port-and-paper-double.md
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@@ -1,6 +1,6 @@
# req-011: BrokerPort 추상화 + paper/stub async 더블
- Status: Proposed
- Status: Implemented
- Type: Integration
- Priority: High
- Owner: project maintainers
@@ -67,3 +67,83 @@
#### Validation Plan
- paper 더블 비동기 체결 시나리오 단위테스트로 검증.
### CHG-20260604-02
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Proposed → Approved (confirm-req).
#### Intent
- 승인 게이트(필수 필드·구체 AC·blocker 없음) 충족, source dcy-003(confirmed, handoff 승인)와 모순 없음 확인.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register 상태 Approved)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- none (batch 편성 전)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: suggest-batch-reqs / draft-batch 로 delivery batch 편성
#### Validation Plan
- 승인 후 batch planning 에서 본 REQ 의 Acceptance Criteria 를 검증 기준으로 사용.
### CHG-20260604-03
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Approved → Implemented (confirm-req-implemented, 근거 batch BAT-004 release-candidate).
#### Intent
- BAT-004 verification.md 의 acceptance mapping + evidence(pytest 92 pass / 도메인 순수성 / 데몬 E2E / KIS VTS 모의투자 round-trip)로 AC 충족 → 구현 완료 동기화.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register Implemented)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- BAT-004 (release-candidate)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: draft-release 로 release 편성(BAT-001~004)
#### Validation Plan
- BAT-004 verification evidence 재참조로 충분.
docs/srs/Integration/req-012_kis-broker-adapter.md
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@@ -1,6 +1,6 @@
# req-012: KIS Open API 브로커 어댑터
- Status: Proposed
- Status: Implemented
- Type: Integration
- Priority: High
- Owner: project maintainers
@@ -70,3 +70,83 @@
#### Validation Plan
- KIS 모의투자 통합테스트(가용 시) + 토큰/오류 단위테스트로 검증.
### CHG-20260604-02
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Proposed → Approved (confirm-req).
#### Intent
- 승인 게이트(필수 필드·구체 AC·blocker 없음) 충족, source dcy-003(confirmed, handoff 승인)와 모순 없음 확인.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register 상태 Approved)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- none (batch 편성 전)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: suggest-batch-reqs / draft-batch 로 delivery batch 편성
#### Validation Plan
- 승인 후 batch planning 에서 본 REQ 의 Acceptance Criteria 를 검증 기준으로 사용.
### CHG-20260604-03
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Approved → Implemented (confirm-req-implemented, 근거 batch BAT-004 release-candidate).
#### Intent
- BAT-004 verification.md 의 acceptance mapping + evidence(pytest 92 pass / 도메인 순수성 / 데몬 E2E / KIS VTS 모의투자 round-trip)로 AC 충족 → 구현 완료 동기화.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register Implemented)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- BAT-004 (release-candidate)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: draft-release 로 release 편성(BAT-001~004)
#### Validation Plan
- BAT-004 verification evidence 재참조로 충분.
docs/srs/Integration/req-013_order-execution-loop.md
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@@ -1,6 +1,6 @@
# req-013: 주문 집행 루프 (claim·송신·체결·롤백)
- Status: Proposed
- Status: Implemented
- Type: Integration
- Priority: High
- Owner: project maintainers
@@ -70,3 +70,83 @@
#### Validation Plan
- paper 더블 매수/매도 lifecycle + 멱등 + 롤백 테스트로 검증.
### CHG-20260604-02
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Proposed → Approved (confirm-req).
#### Intent
- 승인 게이트(필수 필드·구체 AC·blocker 없음) 충족, source dcy-003(confirmed, handoff 승인)와 모순 없음 확인.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register 상태 Approved)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- none (batch 편성 전)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: suggest-batch-reqs / draft-batch 로 delivery batch 편성
#### Validation Plan
- 승인 후 batch planning 에서 본 REQ 의 Acceptance Criteria 를 검증 기준으로 사용.
### CHG-20260604-03
- Date: 2026-06-04
- Author: Justin Ko
#### Change Summary
- Status Approved → Implemented (confirm-req-implemented, 근거 batch BAT-004 release-candidate).
#### Intent
- BAT-004 verification.md 의 acceptance mapping + evidence(pytest 92 pass / 도메인 순수성 / 데몬 E2E / KIS VTS 모의투자 round-trip)로 AC 충족 → 구현 완료 동기화.
#### Acceptance Criteria Delta
- Added:
- 없음
- Updated:
- 없음
- Removed:
- 없음
#### Impacted Area Delta
- Docs:
- docs/srs/index.md (Register Implemented)
- Modules:
- 없음
- Tests:
- 없음
#### Delivery Trace Delta
- Batches:
- BAT-004 (release-candidate)
- Releases:
- none
#### Revalidation Impact
- Reverification Needed: no
- Existing Implementation Invalidated: no
- Status Recommendation: keep-current
- Follow-up Action: draft-release 로 release 편성(BAT-001~004)
#### Validation Plan
- BAT-004 verification evidence 재참조로 충분.
docs/srs/index.md
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@@ -91,17 +91,16 @@
| REQ-008 | 슬롯 read-only 조회 HTTP API | Interface | Implemented | High | project maintainers | [req-008](./Interface/req-008_slot-readonly-query-api.md) |
| REQ-009 | 데몬/API/영속화 baseline 문서 정합 | Documentation | Implemented | Medium | project maintainers | [req-009](./Documentation/req-009_daemon-api-baseline-alignment.md) |
| REQ-010 | 데몬 설정 .env 파일 로딩 | Configuration | Implemented | Medium | project maintainers | [req-010](./Configuration/req-010_daemon-dotenv-loading.md) |
| REQ-011 | BrokerPort 추상화 + paper/stub async 더블 | Integration | Proposed | High | project maintainers | [req-011](./Integration/req-011_broker-port-and-paper-double.md) |
| REQ-012 | KIS Open API 브로커 어댑터 | Integration | Proposed | High | project maintainers | [req-012](./Integration/req-012_kis-broker-adapter.md) |
| REQ-013 | 주문 집행 루프 (claim·송신·체결·롤백) | Integration | Proposed | High | project maintainers | [req-013](./Integration/req-013_order-execution-loop.md) |
| REQ-014 | 주문 핸드오프 durability + reconciliation | Exception | Proposed | High | project maintainers | [req-014](./Exception/req-014_order-handoff-durability-reconciliation.md) |
| REQ-015 | 브로커/집행 baseline 문서 정합 | Documentation | Proposed | Medium | project maintainers | [req-015](./Documentation/req-015_broker-execution-baseline-alignment.md) |
| REQ-011 | BrokerPort 추상화 + paper/stub async 더블 | Integration | Implemented | High | project maintainers | [req-011](./Integration/req-011_broker-port-and-paper-double.md) |
| REQ-012 | KIS Open API 브로커 어댑터 | Integration | Implemented | High | project maintainers | [req-012](./Integration/req-012_kis-broker-adapter.md) |
| REQ-013 | 주문 집행 루프 (claim·송신·체결·롤백) | Integration | Implemented | High | project maintainers | [req-013](./Integration/req-013_order-execution-loop.md) |
| REQ-014 | 주문 핸드오프 durability + reconciliation | Exception | Implemented | High | project maintainers | [req-014](./Exception/req-014_order-handoff-durability-reconciliation.md) |
| REQ-015 | 브로커/집행 baseline 문서 정합 | Documentation | Implemented | Medium | project maintainers | [req-015](./Documentation/req-015_broker-execution-baseline-alignment.md) |
## Recent Change Log Summary
- 2026-06-04 :: REQ-011~015 Approved → Implemented — BAT-004 verification evidence 기반. (confirm-req-implemented)
- 2026-06-04 :: REQ-011~015 Proposed → Approved — 승인 게이트 통과. (confirm-req)
- 2026-06-04 :: REQ-011~015 최초 생성(Proposed) — dcy-003 FR-1~FR-6 분해. (draft-req)
- 2026-06-04 :: REQ-010 Approved → Implemented — BAT-003 verification evidence 기반. (confirm-req-implemented)
- 2026-06-04 :: REQ-010 생성 + Approved — 데몬 .env 로딩 (minor-change). (draft-req/confirm-req)
- 2026-06-03 :: REQ-005~009 Approved → Implemented — BAT-002 verification evidence 기반. (confirm-req-implemented)
- 2026-06-03 :: REQ-005~009 Proposed → Approved — 승인 게이트 통과. (confirm-req)
- 2026-06-03 :: REQ-001~004 Approved → Implemented — BAT-001 verification evidence 기반. (confirm-req-implemented)
- 2026-06-04 :: REQ-010 생성 + Approved — 데몬 .env 로딩 (minor-change). (draft-req/confirm-req)