genichinandClaude Opus 4.8
97d58318db
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>
2.0 KiB
2.0 KiB
BAT-004: 브로커 집행 + KIS 어댑터 + durable 핸드오프
- Status: release-candidate
- Profile: standard
- Source Discovery: dcy-003
- Included REQ: REQ-011, REQ-012, REQ-013, REQ-014, REQ-015
- Excluded REQ: 없음
Summary
- dcy-003 슬라이스(브로커 단일 세션·주문 집행·비동기 체결·durable 핸드오프)를 하나의 delivery 단위로 묶는다. BAT-002 의 슬롯 코어 데몬 위에 BrokerPort + paper/KIS 어댑터 + 백그라운드 execution 루프 + reconciliation 을 얹어 intent→실제 주문을 잇는다.
Scope
- In Scope:
- REQ-011:
BrokerPort(submit/cancel/poll_fill) + paper/stub async 더블(불변식 B 경계). - REQ-012: 실제 KIS Open API 어댑터(토큰/레이트리밋/모의투자 검증, 실계좌 게이팅).
- REQ-013: 백그라운드 execution 루프 — pending claim(옵션 A) → 주문 송신 → poll 체결 → holding/closed 전이 + 거부 롤백(idle).
- REQ-014: durable 핸드오프 + 재기동 reconciliation(broker_order_id 멱등, 중복 주문 0).
- REQ-015: runtime-flows/project-structure/interface-contract/data-model 정합.
- REQ-011:
- Out of Scope (후속 Discovery):
- safety floor(forced_close/EOD/손절 backstop, liveness), KIS 실계좌 라이브 go-live, 매수·매도 전략 데몬, API 인증.
Documents
- Planning: planning.md
- Design: design.md
- Implementation: implementation.md
- Verification: verification.md
Notes
- Source Discovery dcy-003 단일. 확정 결정: KIS 어댑터까지(OQ-1) / 통일 비동기 체결(OQ-2) / 옵션 A 실행큐(OQ-3) / 별도 execution 루프(OQ-4).
- 핵심 리스크: 실거래(R-1 중복주문/R-2 KIS 비동기체결/R-5 KIS 실 API) — paper 더블 + KIS 모의투자 + reconciliation + 실계좌 게이팅으로 완화(dcy-003 confirm 수용).
- 검증 환경: KIS 모의투자 자격증명(.env, REQ-010 패턴) 가용 시 REQ-012 통합 검증, 미가용 시 skip 하고 paper 기반(REQ-011/013/014) 완전 검증 — verification 에서 분리 판단.