fix: reconcile KIS exchange rejections

docs/interface-contract.md

@@ -461,7 +461,7 @@ get_current_price(symbol: str, market: str = "J") -> Optional[Decimal]
   - `filled` :: 전량 체결 → `pending_buy→holding` / `pending_sell→inactive` + 원장 1건.
   - `cancelled`(체결 0 외부 취소) :: `is_terminal_reject` → 롤백(`pending_sell→holding` / `pending_buy→inactive`), `clear_dispatch` → 자동 재매도 가능.
   - `partially_filled` + `cancelled=True`(부분 체결 후 외부 취소) :: `is_partial_cancel` → 체결분 원장 1회 기록 + 슬롯 qty 차감(매도: 잔여 held / 매수: 체결분만) + `holding` 복귀. 매도는 cost basis(`avg_price`) 유지.
-- KIS 매핑: `inquire-daily-ccld` 응답 row 의 `cncl_yn="Y"` 를 취소로 해석한다(미지/부재 값은 보수적으로 비취소 처리, stale 워치독이 backstop).
+- KIS 매핑: `inquire-daily-ccld` 응답 row 의 `cncl_yn="Y"` 를 취소로 해석한다(미지/부재 값은 보수적으로 비취소 처리, stale 워치독이 backstop). 체결수량이 0이고 `rjct_qty >= ord_qty > 0`이면 브로커 접수 뒤 거래소 전량거부로 해석해 `rejected`로 종료한다. `rjct_qty` 일부만으로는 미체결 잔여 상태를 추정하지 않는다.
 
 ## Interface: `MessagingTransport` (Protocol, BAT-007)
 

docs/operations.md

@@ -219,6 +219,7 @@ Loki LogQL:
 | 매도 미발생 + WARN `sell dispatch skipped` | 브로커 잔고 0(divergence) | reconcile(운영자) — 미러 fallback 없음(설계) |
 | `RpcTimeoutError` | 데몬 미기동/소비 스레드 크래시 | `/tmp/trex-core.log` traceback 확인 |
 | 미체결 `pending_*` 고착 | 취소 감지 누락/timeout 미설정/fill_price_unresolvable | `trex-core cancel <slot_id>` 백스톱; pending stale WARN + `fill_price_unresolvable` WARN 확인(§5) |
+| KIS 접수 뒤 전량 거부인데 `pending_buy` 유지 | 일별 주문조회에서 `tot_ccld_qty=0`, `rjct_qty=ord_qty` 확인 | Core가 `rejected`로 롤백하는지 `event=order_reject`와 슬롯 `inactive`를 확인. 재주문 전 브로커 잔고·미체결을 먼저 대조 |
 | `avg_price_backfill` WARN | KIS avg_price 순간 레이스(None/0 반환) | 슬롯 평단·원장 price는 지정가로 보정됨 — §5 점검 절차 참고 |
 
 ### DB 직접 조회

tests/adapters/broker/test_kis_cancel.py

@@ -1,8 +1,8 @@
-"""KIS poll_fill external-cancel detection (dcy-013 / REQ-012, issue #9).
+"""KIS poll_fill terminal-order detection (dcy-013 / REQ-012, issue #9).
 
-inquire-daily-ccld marks a cancelled order with cncl_yn="Y". These tests stub
+inquire-daily-ccld marks a cancelled order with cncl_yn="Y" and an
-the HTTP layer (token pre-seeded, httpx.get faked) and assert the FillStatus
+exchange-rejected order with rjct_qty. These tests stub the HTTP layer (token
-mapping for full cancel / partial-fill-then-cancel / not-cancelled.
+pre-seeded, httpx.get faked) and assert the FillStatus mapping.
 """
 
 from __future__ import annotations
@@ -49,6 +49,7 @@ def _row(**kw):
         "tot_ccld_qty": "0",
         "avg_prvs": "0",
         "cncl_yn": "N",
+        "rjct_qty": "0",
         "ord_dt": "20260608",
         "ord_gno_brno": "06010",
     }
@@ -68,6 +69,34 @@ def test_zero_fill_not_cancelled_stays_accepted(monkeypatch):
     assert fs.state == "accepted" and not fs.is_terminal_reject
 
 
+def test_zero_fill_full_rejection_maps_to_rejected(monkeypatch):
+    monkeypatch.setattr(
+        kis_mod.httpx,
+        "get",
+        _fake_get(
+            _row(
+                ord_qty="4",
+                tot_ccld_qty="0",
+                rmn_qty="0",
+                rjct_qty="4",
+                cncl_yn="",
+            )
+        ),
+    )
+    fs = _broker().poll_fill(f"06010:{ODNO}", side="buy", symbol="005930")
+    assert fs.state == "rejected" and fs.is_terminal_reject
+
+
+def test_zero_fill_partial_rejection_does_not_infer_terminal(monkeypatch):
+    monkeypatch.setattr(
+        kis_mod.httpx,
+        "get",
+        _fake_get(_row(ord_qty="10", tot_ccld_qty="0", rjct_qty="4", cncl_yn="")),
+    )
+    fs = _broker().poll_fill(f"06010:{ODNO}", side="buy", symbol="005930")
+    assert fs.state == "accepted" and not fs.is_terminal_reject
+
+
 def test_partial_fill_then_cancel_flags_partial_cancel(monkeypatch):
     monkeypatch.setattr(
         kis_mod.httpx,

tests/integration/test_kis_submission_recovery_virtual.py

@@ -28,6 +28,7 @@ class _ExchangeState:
         self.submit_attempts = 0
         self.orders: list[dict[str, str]] = []
         self.fill_orders = False
+        self.reject_orders = False
 
     def submit(self, body: dict[str, str]) -> tuple[bool, dict[str, object]]:
         self.submit_attempts += 1
@@ -41,6 +42,7 @@ class _ExchangeState:
             "ord_gno_brno": "91258",
             "odno": f"{self.submit_attempts:010d}",
             "tot_ccld_qty": "0",
+            "rjct_qty": "0",
             "avg_prvs": "0",
             "cncl_yn": "N",
         }
@@ -58,15 +60,22 @@ class _ExchangeState:
     def daily_orders(self) -> dict[str, object]:
         rows = []
         for order in self.orders:
+            if self.reject_orders and order["rjct_qty"] == "0":
+                order["rjct_qty"] = order["ord_qty"]
+                order["rmn_qty"] = "0"
             row = dict(order)
-            if self.fill_orders:
+            if self.fill_orders and order["rjct_qty"] == "0":
                 row["tot_ccld_qty"] = row["ord_qty"]
                 row["avg_prvs"] = row["ord_unpr"]
             rows.append(row)
         return {"rt_cd": "0", "output1": rows}
 
     def balance(self) -> dict[str, object]:
-        quantity = sum(int(order["ord_qty"]) for order in self.orders) if self.fill_orders else 0
+        quantity = (
+            sum(int(order["ord_qty"]) for order in self.orders if order["rjct_qty"] == "0")
+            if self.fill_orders
+            else 0
+        )
         rows = [{"pdno": SYMBOL, "hldg_qty": str(quantity)}] if quantity else []
         return {"rt_cd": "0", "output1": rows}
 
@@ -204,3 +213,39 @@ def test_timeout_before_exchange_accept_retries_only_after_confirmed_absence(mon
     finally:
         server.shutdown()
         server.server_close()
+
+
+def test_exchange_reject_after_broker_ack_rolls_back_and_allows_one_retry():
+    state = _ExchangeState(first_attempt_reaches_exchange=True)
+    state.reject_orders = True
+    server = _serve(state)
+    try:
+        repo, _slots, intents, execution, slot_id = _wire(_broker(server))
+
+        execution.run_once()
+        rejected = repo.fetch_slot(slot_id)
+        assert rejected.status is SlotState.INACTIVE
+        assert rejected.broker_order_id is None
+        assert state.submit_attempts == 1
+
+        state.reject_orders = False
+        state.fill_orders = True
+        retry = intents.submit_buy(
+            BuyIntent(
+                intent_id="virtual-buy-after-reject",
+                portfolio_id=PORTFOLIO,
+                qty=2,
+                entry_price=238_500,
+            )
+        )
+        assert retry.status == "admitted"
+        execution.run_once()
+
+        holding = repo.fetch_slot(slot_id)
+        assert holding.status is SlotState.HOLDING
+        assert holding.qty == 2
+        assert state.submit_attempts == 2
+        assert len(state.orders) == 2
+    finally:
+        server.shutdown()
+        server.server_close()

trex_core/adapters/broker/kis.py

@@ -496,6 +496,7 @@ class KISBroker:
     ) -> FillStatus:
         ord_qty = _safe_int(row.get("ord_qty")) or 0
         ccld_qty = _safe_int(row.get("tot_ccld_qty")) or 0
+        rejected_qty = _safe_int(row.get("rjct_qty")) or 0
         avg = _safe_int(row.get("avg_prvs")) or _safe_int(row.get("ccld_prvs"))
         # dcy-013 / REQ-012 (issue #9): external cancel detection. KIS
         # inquire-daily-ccld marks a cancelled order with cncl_yn="Y". Without
@@ -504,6 +505,12 @@ class KISBroker:
         # cancelled (conservative — the stale watchdog is the backstop, R-1).
         cancelled = str(row.get("cncl_yn") or "").strip().upper() == "Y"
         if ccld_qty <= 0:
+            # KIS can acknowledge an order submission and later report the
+            # whole quantity as exchange-rejected without setting cncl_yn.
+            # Treating that row as accepted leaves the slot pending forever
+            # and suppresses the strategy's next valid signal.
+            if rejected_qty > 0 and (ord_qty <= 0 or rejected_qty >= ord_qty):
+                return FillStatus(state="rejected", raw=row)
             if cancelled:
                 return FillStatus(state="cancelled", raw=row)  # full external cancel
             return FillStatus(state="accepted", raw=row)