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6 Commits
Author SHA1 Message Date
genichinandClaude Opus 4.8 4746f74aae fix(broker): dcy-013 KIS 외부 취소 감지 + 부분 체결 회계 + stale 워치독 (BAT-017) 
KIS 계좌에서 직접 매도 주문을 취소하면 poll_fill 이 cncl_yn 을 파싱하지 않아
슬롯이 pending_sell 에 영구히 갇히고 죽은 주문을 무한 폴링하던 버그(issue #9)
정정.

거버넌스: 전부 change-req (신규 REQ 없음, dcy-013 OQ-3).
- REQ-012: KIS poll_fill cncl_yn 파싱 → 외부 취소 감지. FillStatus.cancelled
  /is_partial_cancel 추가. 체결 0 취소→cancelled, 부분 체결 후 취소→partial+cancelled
- REQ-013: 집행 _on_partial_cancel — 체결분 원장 1회 + qty 차감(매도 잔여/매수 체결분)
  + holding 복귀 (OQ-1 A안). 전량 취소는 기존 롤백 경로 재사용
- REQ-018: 부분 체결분 원장 1회 기록 (_record_ledger 재사용)
- REQ-031: 잔여 포지션 정합 연계 (slot.qty ↔ 실 잔고, 과매도 방지)
- REQ-014: pending stale 워치독 Alert-only (TREX_PENDING_STALE_THRESHOLD,
  WARN+카운터, 상태 미변경) — 취소 감지 누락 backstop
- REQ-015: interface-contract/runtime-flows 정합

전량 취소는 holding 자동 복구(limit_price clear→재매도 시장가, dcy-012 연계).
KIS cncl_yn 실 규약은 운영 검증(미지 값 보수 처리 + 워치독 backstop).

검증: 단위 294 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 326 passed, ruff clean.
신규 test_kis_cancel(httpx stub) + test_execution_cancel(programmable broker).
BAT-017 release-candidate.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-08 14:11:49 +09:00
genichinandClaude Opus 4.8 cc28e1fba5 fix(execution): dcy-012 매도 가격 버그 정정 — slot entry_price→limit_price rename (BAT-016) 
매도(sell) 주문이 현재가가 아닌 매수가(entry_price) 지정가로 나가던 버그(issue #10)
정정. 슬롯의 매수 전용 entry_price 를 side 무관 "현재 pending 주문 지정가"
limit_price 로 내부 rename 하고, pending 이탈(→holding/→closed) 시 clear 해
매수 지정가가 매도로 누수되는 경로를 구조적으로 제거.

거버넌스: 전부 change-req (신규 REQ 없음, dcy-012 OQ-3).
- REQ-002: Slot entry_price→limit_price rename + clear-on-exit 생애주기
- REQ-006: daily_slot 컬럼 rename 마이그레이션 006 (idempotent) + persistence 매핑
- REQ-013: _dispatch 가 slot.limit_price 단일 필드로 가격/주문유형 결정
- REQ-007: SellIntent/sell payload optional limit_price + _admit_sell 운반
- REQ-036: SlotService.sell optional 가격 → 자율 매도(safety-sell/kill-switch) 시장가
- REQ-003: 컬럼 계약/드리프트 가드 limit_price 반영
- REQ-015: runtime-flows/interface-contract/data-model 정합

매도 정책(OQ-1 하이브리드): 가격 지정→지정가("00"), 미지정→시장가("01").
자율 매도는 가격 미전달 → 항상 시장가 (손절 미체결 pending_sell 갇힘 방지, issue #9 연계).

검증: 단위 286 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 318 passed, ruff clean.
신규 test_sell_pricing(recording broker)로 지정가 매수 슬롯의 매도가 매수가
재사용 안 함을 직접 검증. BAT-016 release-candidate.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-08 13:41:46 +09:00
genichinandClaude Opus 4.8 aee3512383 feat(intents): dcy-011 buy intent portfolio_id 필수 계약 + ledger skip 가시화 (BAT-015) 
dcy-011 전 주기 delivery. issue #6(buy 식별자 정정) + issue #11(ledger silent skip) 흡수.
거버넌스: 기존 Implemented REQ는 change-req, 신규 기능만 신규 REQ(OQ-3).

- REQ-007 (change-req): buy admission portfolio_id 필수화 + SnapshotStore symbol
  resolve + unknown_portfolio 거부 (hard cutover, OQ-1/OQ-2)
- REQ-021 (change-req): buy 메시지 payload symbol 제거
- REQ-018 (change-req): _record_ledger skip 가시화 (WARN + ledger_skipped 카운터)
- REQ-055 (신규): closed↔ledger_outbox anti-join 운영 점검 find_ledger_gap_slots

코드: intents.py(BuyIntent portfolio_id 필수 + resolve_symbol 주입 + _admit_buy
reject 분기), messaging_handlers.py, runtime/daemon.py(_resolve_symbol 배선),
execution.py(skip WARN 로그), adapters/persistence/ops_checks.py(신규 anti-join).

검증: 단위 282 passed/32 skipped, 인프라 게이트(PG+RabbitMQ) 314 passed, ruff clean.
BAT-015(standard) release-candidate. srs/index Next ID → REQ-056.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-08 12:57:51 +09:00
genichin 6c7a1cf6f6 feat: add messaging transport rollout 2026-06-06 00:02:52 +09:00
genichinandClaude Opus 4.8 13837acc60 Implement BAT-006: portfolio-hub ledger integration (REQ-017~019) 
- REQ-017: LedgerPort contract (application/ledger_port.py) + portfolio-hub
  adapter + in-memory stub (adapters/ledger/), TREX_PORTFOLIO_HUB_* config
- REQ-018: fill→ledger recording in execution loop; FillStatus carries
  execution_id (deterministic synth) + fee; paper/kis adapters updated
- REQ-019: ledger outbox + retry worker (application/ledger_outbox.py),
  correlation_id idempotency, outcome vocabulary; 002_create_ledger_outbox.sql
- Tests: in-memory/portfolio-hub ledger, execution ledger hook, outbox,
  domain import sweep

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
 2026-06-04 22:57:31 +09:00
genichinandClaude Opus 4.8 97d58318db 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>
 2026-06-04 17:46:17 +09:00