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
+44 -11
View File
@@ -1,34 +1,52 @@
"""Slot-core daemon entrypoint (REQ-005).
"""Slot-core daemon entrypoint (REQ-005, REQ-012/013/014).
Builds the FastAPI app wired to PostgreSQL adapters, applies migrations and
preallocates the trading day's slots on startup (lifecycle, not a public
endpoint), then serves via uvicorn. Console script: `trex-core-daemon`.
Builds the FastAPI app wired to PostgreSQL adapters + a broker (paper|KIS),
applies migrations and preallocates slots on startup, runs a background
execution loop (claim -> submit -> poll -> transition, with restart
reconciliation), and serves the /v1 API via uvicorn.
Console script: `trex-core-daemon`.
"""
from __future__ import annotations
import threading
from contextlib import asynccontextmanager
from datetime import datetime, timezone
from fastapi import FastAPI
from trex_core.adapters.api.app import create_app
from trex_core.adapters.broker.paper import PaperBroker
from trex_core.adapters.persistence.migrate import apply_migrations
from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore # noqa: F401
from trex_core.adapters.persistence.postgresql import (
PostgreSQLIntentStore,
PostgreSQLSlotRepository,
)
from trex_core.application.broker_port import BrokerPort
from trex_core.application.execution import ExecutionService
from trex_core.application.intents import IntentService
from trex_core.domain.slot import SlotService
from trex_core.runtime.config import DaemonConfig
def _build_broker(config: DaemonConfig) -> BrokerPort:
if config.broker == "kis":
from trex_core.adapters.broker.kis import KISBroker
k = config.kis
return KISBroker(
k.account_ref, app_key=k.app_key, app_secret=k.app_secret,
base_url=k.base_url, timeout=k.timeout, allow_live=k.allow_live,
)
return PaperBroker()
def build_app(config: DaemonConfig) -> FastAPI:
"""Construct the daemon app with PostgreSQL adapters + startup lifecycle."""
slot_repo = PostgreSQLSlotRepository(config.dsn)
intent_store = PostgreSQLIntentStore(config.dsn)
slot_service = SlotService(slot_repo)
intent_service = IntentService(slot_service, slot_repo, intent_store)
broker = _build_broker(config)
execution = ExecutionService(slot_service, slot_repo, broker)
base = create_app(
slot_service=slot_service,
@@ -37,14 +55,29 @@ def build_app(config: DaemonConfig) -> FastAPI:
default_total_slots=config.total_slots,
)
stop = threading.Event()
def _loop() -> None:
while not stop.wait(config.execution_interval_sec):
try:
execution.run_once()
except Exception: # noqa: BLE001 - loop must survive transient errors
continue
@asynccontextmanager
async def lifespan(_: FastAPI):
# Startup: migrate schema, preallocate today's slots (idempotent).
apply_migrations(config.dsn)
today = datetime.now(tz=timezone.utc).date()
slot_service.preallocate_daily_slots(today, config.total_slots)
yield
# Shutdown: connection-per-call adapters hold no pooled state to close.
slot_service.preallocate_daily_slots(
datetime.now(tz=timezone.utc).date(), config.total_slots
)
execution.reconcile() # restart recovery before serving (REQ-014)
worker = threading.Thread(target=_loop, name="trex-execution", daemon=True)
worker.start()
try:
yield
finally:
stop.set()
worker.join(timeout=config.execution_interval_sec * 3)
base.router.lifespan_context = lifespan
return base