feat(execution,obs): 호가단위 스냅(dcy-030/#28) + 운영 관측성(dcy-029/#29) + REL-007 환류

dcy-030 (issue #28, P0 체결 복구):
- REQ-083 KRX 호가단위(tick) 순수 유틸 (domain/pricing.py)
- REQ-070 CHG: 슬리피지 실효가 호가단위 스냅 — 상한 준수(매수 floor/매도 ceil)
  + band<1tick 하한/상한 보장 + 부동소수 epsilon 가드. 147700→148400/54500→54700.
- BAT-044 release-candidate

dcy-029 (issue #29, 운영 관측성):
- REQ-084 구조화 로깅 기반 (runtime/logging_setup.py): ISO8601 KST·레벨·Loki JSON
  ·correlation id(slot_id)
- REQ-085 주문 결과 로깅 (event=order_submit|fill|reject)
- REQ-087 거부 ERROR 가시성 (조용한 롤백 제거)
- REQ-086 청산 reason+actor 동반 노출 (안전망/전략 구분, 신규 필드 없음)
- REQ-088 운영 조회 CLI report (application/operator_report.py, 보유·오늘 체결
  ·실현 PnL net·대기, direct-DB)
- REQ-089 운영자 런북 docs/operations.md
- REQ-090 baseline 정합 (runtime-flows·project-structure·interface-contract)
- BAT-045(P0)·BAT-046(P1) release-candidate

REL-007: confirmed → feedback-captured (운영 인스턴스 라이브 검증 + #28/#29 환류
정규화). BAT-037~041 released.

검증: 537 passed, 47 skipped, 회귀 0, ruff clean.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

trex_core/application/execution.py

@@ -23,7 +23,6 @@ single producer for ledger work items (NFR-3, single record subject).
 from __future__ import annotations
 
 import logging
-import math
 from dataclasses import dataclass
 from datetime import datetime, timezone
 from typing import Callable, Optional
@@ -31,7 +30,9 @@ from typing import Callable, Optional
 from trex_core.application.broker_port import BrokerPort, OrderRequest
 from trex_core.application.ledger_outbox import LedgerOutbox
 from trex_core.application.ledger_port import LedgerTrade
+from trex_core.domain.pricing import ceil_to_tick, floor_to_tick
 from trex_core.domain.slot import SlotService, SlotState, SlotStateMismatchError
+from trex_core.runtime.logging_setup import set_correlation_id
 
 _log = logging.getLogger(__name__)
 
@@ -137,24 +138,30 @@ class ExecutionService:
             # limit_price is cleared on entering HOLDING, so a market sell
             # carries None -> order_type "01".
             # dcy-022 / REQ-070: slippage_pct adjusts the effective limit price
-            # when entry_price is set. buy: ceil(limit*(1+pct/100)); sell: floor.
-            # No slippage when limit is None (market order — no reference price).
+            # when entry_price is set. No slippage when limit is None (market
+            # order — no reference price).
+            # dcy-030 / REQ-070 CHG-20260616-01: snap the slippage limit to a
+            # valid KRX tick (REQ-083). Direction = cap-respecting: buy floors
+            # to tick (never exceeds the slippage ceiling), sell ceils to tick
+            # (never breaches the floor). A band<1-tick guard keeps the order
+            # fillable at the entry's own valid tick (no under-fill).
             limit = int(slot.limit_price) if slot.limit_price else None
             if limit is not None and slot.slippage_pct:
-                factor = (
-                    1.0 + slot.slippage_pct / 100.0
-                    if side == "buy"
-                    else 1.0 - slot.slippage_pct / 100.0
-                )
-                limit = (
-                    int(math.ceil(limit * factor))
-                    if side == "buy"
-                    else int(math.floor(limit * factor))
-                )
+                base = float(slot.limit_price)
+                if side == "buy":
+                    raw = base * (1.0 + slot.slippage_pct / 100.0)
+                    limit = max(floor_to_tick(raw), ceil_to_tick(base))
+                else:
+                    raw = base * (1.0 - slot.slippage_pct / 100.0)
+                    limit = min(ceil_to_tick(raw), floor_to_tick(base))
                 _log.debug(
-                    "slippage applied: slot=%s side=%s base_limit=%s pct=%.4f effective=%s",
-                    slot.slot_id, side, slot.limit_price, slot.slippage_pct, limit,
+                    "slippage applied: slot=%s side=%s base_limit=%s pct=%.4f "
+                    "raw=%.2f effective=%s (tick-snapped)",
+                    slot.slot_id, side, slot.limit_price, slot.slippage_pct, raw, limit,
                 )
+            # REQ-084/085: correlation id (intent→order→fill join key = slot_id)
+            # so submit/fill/reject logs for one slot share a key.
+            set_correlation_id(str(slot.slot_id))
             ack = self._broker.submit_order(
                 OrderRequest(
                     slot_id=str(slot.slot_id),
@@ -168,7 +175,21 @@ class ExecutionService:
             if ack.accepted and ack.broker_order_id:
                 self._repo.mark_dispatched(slot.slot_id, ack.broker_order_id)
                 r.dispatched += 1
+                # REQ-085: order-result logging — tailable submit line.
+                _log.info(
+                    "order submitted event=order_submit side=%s symbol=%s slot_id=%s "
+                    "qty=%s limit_price=%s order_type=%s",
+                    side, slot.symbol, slot.slot_id, qty, limit,
+                    "00" if limit is not None else "01",
+                )
             else:
+                # REQ-085/087: reject is visible (event key) and ERROR level
+                # (no more silent rollback — issue #28 surfaced too late).
+                _log.error(
+                    "order rejected event=order_reject side=%s symbol=%s slot_id=%s "
+                    "qty=%s reason=%s",
+                    side, slot.symbol, slot.slot_id, qty, ack.reason or "order_rejected",
+                )
                 self._rollback(slot, reason=ack.reason or "order_rejected")
                 r.rolled_back += 1
 
@@ -176,6 +197,7 @@ class ExecutionService:
         now = datetime.now(tz=timezone.utc)
         for slot in self._repo.list_dispatched_pending(self._instance_key):
             side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
+            set_correlation_id(str(slot.slot_id))  # REQ-084: same key as submit
             fs = self._broker.poll_fill(slot.broker_order_id, side=side, symbol=slot.symbol or "")
             if fs.is_filled:
                 self._on_filled(slot, fs, side, r)
@@ -186,6 +208,12 @@ class ExecutionService:
                 r.filled += 1
             elif fs.is_terminal_reject:
                 # rejected or full external cancel (dcy-013 FR-1) -> rollback.
+                # REQ-085/087: surface the reject (event key + ERROR level).
+                _log.error(
+                    "order rejected event=order_reject side=%s symbol=%s slot_id=%s "
+                    "reason=order_%s",
+                    side, slot.symbol, slot.slot_id, fs.state,
+                )
                 self._rollback(slot, reason=f"order_{fs.state}")
                 r.rolled_back += 1
             else:
@@ -240,6 +268,14 @@ class ExecutionService:
                 event_type = "slot_filled_sell"
         except SlotStateMismatchError:
             return  # slot moved concurrently; next tick reconciles
+        # REQ-085: order-result logging — tailable fill line (price/qty/fee/tax).
+        _log.info(
+            "order filled event=order_fill side=%s symbol=%s slot_id=%s "
+            "fill_price=%s filled_qty=%s fee=%s tax=%s",
+            side, slot.symbol, slot.slot_id,
+            fs.avg_price, fs.filled_qty,
+            getattr(fs, "fee", None), getattr(fs, "tax", None),
+        )
         # REQ-018: enqueue ledger work item AFTER the slot transition is durable.
         # Slot transition is the critical path; ledger write is async (REQ-019).
         self._record_ledger(slot, fs, side, broker_order_id, r)