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>
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13 changed files with 1049 additions and 8 deletions
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@ -256,6 +256,7 @@ async def process_signal(
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strategy_id=signal.strategy_id,
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status=status_map.get(result.status, TradeStatusModel.PENDING),
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pnl=realized_pnl,
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broker_order_id=result.order_id or None,
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)
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session.add(db_trade)
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await session.commit()
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