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

@ -80,6 +80,18 @@ class OrderResult(BaseModel):
model_config = {"from_attributes": True}
class BrokerOrder(OrderResult):
"""An order plus its bracket child legs.
Returned by ``BaseBroker.get_order`` so reconciliation can inspect a
bracket's stop-loss / take-profit legs (each an ``OrderResult``) to learn
which leg filled and at what price. Simple orders carry an empty
``legs`` list.
"""
legs: list[OrderResult] = Field(default_factory=list)
class PositionInfo(BaseModel):
"""Current position state — used in API responses and portfolio views."""