feat(kevin): reconcile Alpaca bracket auto-closes + order status

Bracket stop-loss/take-profit legs fill at Alpaca without passing through the executor, so those closes (and their P&L) were invisible locally.

- broker: add get_order(nested) + list_orders to BaseBroker/AlpacaBroker (+ SimulatedBroker); BrokerOrder carries child legs

- Trade gains broker_order_id (migration f6a7b8c9d0e1); executor stamps the entry order id

- new api_gateway trade-reconcile loop: books a closing SELL + realized P&L when a bracket leg fills (idempotent on the leg order id), syncs PENDING->terminal status, logs drift; runs alongside portfolio_sync

[ci skip]

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Viktor Barzin 2026-06-04 22:31:24 +00:00
parent 52b3c76482
commit 82dc622544
13 changed files with 1049 additions and 8 deletions

View file

@ -13,6 +13,7 @@ from datetime import datetime, timezone
from shared.broker.base import BaseBroker
from shared.schemas.trading import (
AccountInfo,
BrokerOrder,
OrderRequest,
OrderResult,
OrderSide,
@ -197,6 +198,27 @@ class SimulatedBroker(BaseBroker):
timestamp=datetime.now(tz=timezone.utc),
)
async def get_order(
self, order_id: str, *, nested: bool = True
) -> BrokerOrder | None:
"""Return a leg-less FILLED order — simulation has no bracket legs."""
return BrokerOrder(
order_id=order_id,
ticker="",
side=OrderSide.BUY,
qty=0,
filled_price=0.0,
status=OrderStatus.FILLED,
timestamp=datetime.now(tz=timezone.utc),
legs=[],
)
async def list_orders(
self, *, status: str = "all", limit: int = 100
) -> list[OrderResult]:
"""No standing-order book in simulation — return nothing."""
return []
# ------------------------------------------------------------------
# Extra backtest-only methods
# ------------------------------------------------------------------