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:
parent
52b3c76482
commit
82dc622544
13 changed files with 1049 additions and 8 deletions
|
|
@ -93,6 +93,7 @@ class Trade(TimestampMixin, Base):
|
|||
)
|
||||
status: Mapped[TradeStatus] = mapped_column(nullable=False, default=TradeStatus.PENDING)
|
||||
pnl: Mapped[float | None] = mapped_column(Float, nullable=True)
|
||||
broker_order_id: Mapped[str | None] = mapped_column(String(64), nullable=True, index=True)
|
||||
|
||||
# Relationships
|
||||
strategy: Mapped[Strategy | None] = relationship(back_populates="trades")
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue