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

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:
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
@@ -170,6 +170,48 @@ class PostgreSQLSlotRepository:
row = cur.fetchone()
return int(row[0]) if row else 0
# --- order execution queue (BAT-004 / REQ-013, option A) ---
def find_pending_for_dispatch(self) -> Optional[Slot]:
with self._psycopg.connect(self._dsn) as conn:
with conn.cursor() as cur:
cur.execute(
f"SELECT {_SLOT_COLUMNS} FROM daily_slot "
"WHERE status IN ('pending_buy','pending_sell') AND broker_order_id IS NULL "
"ORDER BY updated_at LIMIT 1 FOR UPDATE SKIP LOCKED"
)
row = cur.fetchone()
return self._row_to_slot(row) if row else None
def mark_dispatched(self, slot_id: UUID, broker_order_id: str) -> bool:
with self._psycopg.connect(self._dsn, autocommit=False) as conn:
with conn.cursor() as cur:
cur.execute(
"UPDATE daily_slot SET broker_order_id=%s, updated_at=%s "
"WHERE slot_id=%s AND broker_order_id IS NULL",
(broker_order_id, datetime.now(tz=timezone.utc), slot_id),
)
ok = cur.rowcount == 1
conn.commit()
return ok
def list_dispatched_pending(self) -> list[Slot]:
with self._psycopg.connect(self._dsn) as conn:
with conn.cursor() as cur:
cur.execute(
f"SELECT {_SLOT_COLUMNS} FROM daily_slot "
"WHERE status IN ('pending_buy','pending_sell') AND broker_order_id IS NOT NULL"
)
return [self._row_to_slot(r) for r in cur.fetchall()]
def clear_dispatch(self, slot_id: UUID) -> None:
with self._psycopg.connect(self._dsn, autocommit=False) as conn:
with conn.cursor() as cur:
cur.execute(
"UPDATE daily_slot SET broker_order_id=NULL, updated_at=%s WHERE slot_id=%s",
(datetime.now(tz=timezone.utc), slot_id),
)
conn.commit()
def count_slots_by_status(self, trading_date: date) -> dict[SlotState, int]:
with self._psycopg.connect(self._dsn) as conn:
with conn.cursor() as cur: