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:
@@ -1,8 +1,9 @@
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"""Daemon configuration resolution (REQ-005, REQ-010)."""
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"""Daemon configuration resolution (REQ-005, REQ-010, REQ-012/013)."""
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from __future__ import annotations
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import os
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from dataclasses import dataclass
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from typing import Optional
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def _load_dotenv() -> None:
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@@ -19,12 +20,25 @@ def _load_dotenv() -> None:
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load_dotenv(find_dotenv(usecwd=True), override=False)
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@dataclass(frozen=True)
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class KISConfig:
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base_url: str
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app_key: str
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app_secret: str
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account_ref: str
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timeout: float
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allow_live: bool
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@dataclass(frozen=True)
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class DaemonConfig:
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dsn: str
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total_slots: int
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host: str
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port: int
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broker: str # 'paper' | 'kis'
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execution_interval_sec: float
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kis: Optional[KISConfig] = None
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@staticmethod
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def from_env() -> "DaemonConfig":
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@@ -34,9 +48,23 @@ class DaemonConfig:
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raise RuntimeError(
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"TREX_POSTGRESQL_DSN is required to start the slot-core daemon."
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)
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broker = os.environ.get("TREX_BROKER", "paper").strip().lower()
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kis: Optional[KISConfig] = None
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if broker == "kis":
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kis = KISConfig(
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base_url=os.environ["TREX_KIS_BROKER_BASE_URL"],
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app_key=os.environ["TREX_KIS_BROKER_APP_KEY"],
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app_secret=os.environ["TREX_KIS_BROKER_APP_SECRET"],
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account_ref=os.environ["TREX_KIS_BROKER_ACCOUNT_REF"],
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timeout=float(os.environ.get("TREX_KIS_BROKER_TIMEOUT", "5")),
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allow_live=os.environ.get("TREX_KIS_ALLOW_LIVE", "").lower() in ("1", "true", "yes"),
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)
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return DaemonConfig(
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dsn=dsn,
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total_slots=int(os.environ.get("TREX_TOTAL_SLOTS", "10")),
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host=os.environ.get("TREX_API_HOST", "127.0.0.1"),
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port=int(os.environ.get("TREX_API_PORT", "8080")),
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broker=broker,
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execution_interval_sec=float(os.environ.get("TREX_EXECUTION_INTERVAL_SEC", "1.0")),
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kis=kis,
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)
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+44
-11
@@ -1,34 +1,52 @@
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"""Slot-core daemon entrypoint (REQ-005).
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"""Slot-core daemon entrypoint (REQ-005, REQ-012/013/014).
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Builds the FastAPI app wired to PostgreSQL adapters, applies migrations and
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preallocates the trading day's slots on startup (lifecycle, not a public
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endpoint), then serves via uvicorn. Console script: `trex-core-daemon`.
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Builds the FastAPI app wired to PostgreSQL adapters + a broker (paper|KIS),
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applies migrations and preallocates slots on startup, runs a background
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execution loop (claim -> submit -> poll -> transition, with restart
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reconciliation), and serves the /v1 API via uvicorn.
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Console script: `trex-core-daemon`.
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"""
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from __future__ import annotations
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import threading
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from contextlib import asynccontextmanager
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from datetime import datetime, timezone
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from fastapi import FastAPI
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from trex_core.adapters.api.app import create_app
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from trex_core.adapters.broker.paper import PaperBroker
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from trex_core.adapters.persistence.migrate import apply_migrations
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from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore # noqa: F401
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from trex_core.adapters.persistence.postgresql import (
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PostgreSQLIntentStore,
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PostgreSQLSlotRepository,
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)
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from trex_core.application.broker_port import BrokerPort
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from trex_core.application.execution import ExecutionService
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from trex_core.application.intents import IntentService
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from trex_core.domain.slot import SlotService
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from trex_core.runtime.config import DaemonConfig
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def _build_broker(config: DaemonConfig) -> BrokerPort:
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if config.broker == "kis":
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from trex_core.adapters.broker.kis import KISBroker
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k = config.kis
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return KISBroker(
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k.account_ref, app_key=k.app_key, app_secret=k.app_secret,
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base_url=k.base_url, timeout=k.timeout, allow_live=k.allow_live,
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)
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return PaperBroker()
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def build_app(config: DaemonConfig) -> FastAPI:
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"""Construct the daemon app with PostgreSQL adapters + startup lifecycle."""
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slot_repo = PostgreSQLSlotRepository(config.dsn)
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intent_store = PostgreSQLIntentStore(config.dsn)
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slot_service = SlotService(slot_repo)
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intent_service = IntentService(slot_service, slot_repo, intent_store)
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broker = _build_broker(config)
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execution = ExecutionService(slot_service, slot_repo, broker)
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base = create_app(
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slot_service=slot_service,
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@@ -37,14 +55,29 @@ def build_app(config: DaemonConfig) -> FastAPI:
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default_total_slots=config.total_slots,
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)
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stop = threading.Event()
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def _loop() -> None:
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while not stop.wait(config.execution_interval_sec):
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try:
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execution.run_once()
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except Exception: # noqa: BLE001 - loop must survive transient errors
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continue
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@asynccontextmanager
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async def lifespan(_: FastAPI):
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# Startup: migrate schema, preallocate today's slots (idempotent).
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apply_migrations(config.dsn)
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today = datetime.now(tz=timezone.utc).date()
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slot_service.preallocate_daily_slots(today, config.total_slots)
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yield
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# Shutdown: connection-per-call adapters hold no pooled state to close.
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slot_service.preallocate_daily_slots(
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datetime.now(tz=timezone.utc).date(), config.total_slots
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)
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execution.reconcile() # restart recovery before serving (REQ-014)
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worker = threading.Thread(target=_loop, name="trex-execution", daemon=True)
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worker.start()
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try:
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yield
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finally:
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stop.set()
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worker.join(timeout=config.execution_interval_sec * 3)
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base.router.lifespan_context = lifespan
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return base
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