82dc622544
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>
135 lines
3.5 KiB
Python
135 lines
3.5 KiB
Python
"""Abstract base class for brokerage integrations.
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All broker implementations must inherit from ``BaseBroker`` and provide
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concrete implementations for order management, position tracking, and
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account information retrieval. This abstraction layer allows the trading
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bot to swap brokerages (Alpaca, Interactive Brokers, Tradier, ...) without
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changing strategy or execution logic.
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"""
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from abc import ABC, abstractmethod
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from shared.schemas.trading import (
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AccountInfo,
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BrokerOrder,
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OrderRequest,
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OrderResult,
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PositionInfo,
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)
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class BaseBroker(ABC):
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"""Interface that every brokerage adapter must implement."""
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@abstractmethod
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async def submit_order(self, order: OrderRequest) -> OrderResult:
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"""Submit a new order to the brokerage.
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Parameters
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----------
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order:
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The order details including ticker, side, quantity, and order type.
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Returns
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-------
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OrderResult
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Result containing the order ID, status, and fill information.
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"""
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...
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@abstractmethod
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async def cancel_order(self, order_id: str) -> bool:
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"""Cancel an open order.
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Parameters
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----------
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order_id:
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The brokerage-assigned order identifier.
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Returns
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-------
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bool
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``True`` if the cancellation was accepted, ``False`` otherwise.
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"""
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...
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@abstractmethod
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async def get_positions(self) -> list[PositionInfo]:
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"""Return all currently open positions.
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Returns
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-------
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list[PositionInfo]
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One entry per open position with quantity, average entry, current
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price, and unrealized P&L.
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"""
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...
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@abstractmethod
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async def get_account(self) -> AccountInfo:
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"""Return account-level summary information.
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Returns
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-------
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AccountInfo
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Equity, cash, buying power, and total portfolio value.
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"""
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...
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@abstractmethod
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async def get_order_status(self, order_id: str) -> OrderResult:
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"""Fetch the current status of an existing order.
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Parameters
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----------
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order_id:
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The brokerage-assigned order identifier.
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Returns
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-------
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OrderResult
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Current state of the order including fill price if applicable.
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"""
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...
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@abstractmethod
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async def get_order(
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self, order_id: str, *, nested: bool = True
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) -> BrokerOrder | None:
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"""Fetch an order including its bracket child legs.
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Parameters
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----------
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order_id:
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The brokerage-assigned order identifier.
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nested:
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When ``True`` (the default), child legs (stop-loss / take-profit)
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are populated on the returned :class:`BrokerOrder` so callers can
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tell which leg filled and at what price.
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Returns
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-------
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BrokerOrder | None
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The order with its legs, or ``None`` if the order does not exist.
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"""
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...
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@abstractmethod
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async def list_orders(
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self, *, status: str = "all", limit: int = 100
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) -> list[OrderResult]:
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"""List orders, optionally filtered by status.
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Parameters
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----------
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status:
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One of ``"open"``, ``"closed"``, or ``"all"`` (the default).
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limit:
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Maximum number of orders to return.
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Returns
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-------
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list[OrderResult]
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One entry per matching order.
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"""
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...
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