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>
1.2 KiB
1.2 KiB
BAT-004 Implementation
- Status: draft
- Batch: BAT-004
Plan Summary
- run-batch-implementation 단계에서 채운다. 예정: REQ-011 BrokerPort+paper → REQ-013 execution 루프 → REQ-014 reconciliation → REQ-012 KIS 어댑터 → REQ-015 baseline 정합.
Changed Files
- (구현 시 기록) 예정:
- trex_core/application/broker_port.py (BrokerPort, FillStatus)
- trex_core/application/execution.py (claim/dispatch/poll/transition/reconcile)
- trex_core/adapters/broker/{paper.py, kis.py}
- trex_core/runtime/(execution 루프 lifespan 통합), config.py(KIS 자격증명/게이팅/폴링 주기)
- pyproject.toml (httpx 등 KIS HTTP 의존)
- tests/(paper lifecycle/멱등/롤백, 크래시 reconciliation, KIS 토큰/오류 + 모의투자 통합)
- docs/{runtime-flows,project-structure,interface-contract,data-model}.md (REQ-015)
Execution Log
- (구현 시 기록)
Validation
- (구현 시 기록) 예정:
pytest(paper lifecycle/멱등/롤백/reconciliation, KIS 단위) + KIS 모의투자 통합(가용 시) +ruff+ import 스윕(도메인 broker 의존 0).
Remaining Risks
- (구현 시 갱신) planning R-1~R-5 참조. 특히 R-3(KIS 실 API)·R-5(자격증명 가용성).