Commit Graph
7 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 Sonnet 4.6 0082d3b5da fix(kis): REQ-038 현재가 tr_id 정정 + REL-003 확정 + dcy-008 kill-switch Discovery
## REQ-038 CHG-04/05: KIS 시세 tr_id 정정 (FHKST01010100)
- kis.py _tr_price(): TTTC8397R/VTTC8397R → FHKST01010100 (실전/모의 공용)
  배포 전 실 KIS LIVE 진단에서 구 tr_id가 rt_cd=1 "없는 서비스 코드"로 거부됨을
  확인 — stop-loss/take-profit이 LIVE에서 조용히 미발동하는 결함이었음.
  FHKST01010100으로 정정 후 get_current_price('005930')=329000(rt_cd=0) 확인.
- test_kis_price.py: AC-7 테스트 정정 (FHKST01010100 공용 검증)
- REQ-038: CHG-04/05 Change Log 추가, Requirement/AC-7/Notes 정정
- BAT-011 implementation.md: LIVE 검증 및 tr_id 정정 이력 추가
- BAT-011 verification.md: AC-7 evidence를 CHG-04 정정 버전으로 갱신
- docs/srs/index.md: CHG-04/05 Change Log 항목 추가

## REL-003: core 자율 안전 매도 release 문서 생성
- docs/releases/rel-003_20260607_core-autonomous-safety-sell.md 신규 생성
  (BAT-010 + BAT-011, app-service profile, Status: confirmed)
- docs/releases/index.md: REL-003 행 추가

## dcy-008: 비상 정지/강제 청산(kill-switch) Discovery 초안
- docs/discovery/dcy-008_20260607_emergency-stop-kill-switch.md 신규 생성
  GitHub #3 기반; SlotService.sell() 재사용, 당일 전략 제외 day-scoped
  FR 6개, NFR 3개, OQ 4개 (트리거 표면/영속 방식/수동 해제 결정 필요)
- docs/discovery/index.md: dcy-008 행 추가

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-07 10:17:36 +09:00
genichinandClaude Opus 4.8 a30efa8f3b feat(safety-sell): dcy-007 core 자율 안전 매도 — BAT-010 기반 + BAT-011 트리거
dcy-007(core 자율 안전 매도) 전체 delivery. BAT-010 기반 인프라가 미커밋
상태였고 BAT-011 트리거 레이어와 공유 파일에서 섞여 있어 한 커밋으로 묶음.

BAT-010 (REQ-034/035/036/041, release-candidate):
- WatchdogStore(application/watchdog.py) + snapshot RPC 워치독 갱신
- Slot stop_loss_price/take_profit_price 필드 + 004_add_price_thresholds.sql
- SlotService.sell() 자율 매도 내부 경로 + idempotency
- SafetySellConfig env 5종 파싱

BAT-011 (REQ-037/038/039/040/042, release-candidate):
- SafetySellService(application/safety_sell.py): forced_close 만기 / stop-loss·
  take-profit KIS polling / 장 마감 강제 청산 + trex-safety-sell 7번째 스레드
- BrokerPort.get_current_price + KIS inquire-price(TTTC8397R/VTTC8397R, stck_prpr)
  + paper stub
- SlotService.update_thresholds() + intent RPC update_thresholds 액션
  (부분 갱신/null 해제, 워치독 last_seen_at 리셋)
- baseline 3문서 정합(interface-contract/runtime-flows/project-structure)

거버넌스: REQ-034~042 Implemented 동기화, BAT-010/011 release-candidate,
dcy-007 discovery 포함.

검증: 신규 38 테스트 green, 단위 236 passed/23 skipped,
인프라 게이트(PG+RabbitMQ) 259 passed(마이그레이션 001~004 round-trip 포함),
ruff clean.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-07 08:32:30 +09:00
genichin ca757009f5 feat: add portfolio snapshot read layer 2026-06-06 09:33:00 +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 ac6061f510 Deliver BAT-005: KIS token Redis cache (REQ-016, minor-change)
Port the trex-orbit Redis token-cache pattern so the KIS access token
survives daemon restarts and is shared across processes, avoiding KIS
token-issuance rate limits. KISBroker._ensure_token now resolves L1
in-memory -> L2 cache -> issue, storing issued tokens back to the cache.

- adapters/broker/token_cache.py: TokenCache protocol + RedisTokenCache
  (key trex:broker:kis:{account_ref}:token, token+expiry+app_key suffix
  JSON, ex=ttl, best-effort with graceful fallback) + InMemoryTokenCache.
- kis.py: optional token_cache injection.
- runtime config/daemon: TREX_KIS_REDIS_URL wires a RedisTokenCache.
- pyproject: redis>=5.

Verification: 96 passed, ruff clean — cache hit avoids issuance, cache is
shared across instances (restart/multi-process survival), backend errors
fall back to issuance (no regression), and app_key-suffix mismatch
invalidates a stale cache. Tested deterministically with an in-memory
double (no Redis server required). Processed via the minor-change fast
path: REQ-016 -> Implemented, BAT-005 (batch-lite) -> release-candidate.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-04 18:44:09 +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