Files
KArtSell.Aegis/src/KArtSell.Modules.ModelOperations/TradeExecution/KisTradeExecutionService.cs
T
kjh2064 b1e38ac374 feat: Phase 3 J/K/L (Sell Decision, Trade Execution, Portfolio Reconciliation) + fix pre-existing build/boot breakage
Completes VS-10/VS-12/VS-14 and makes the solution and Host actually
build and boot for the first time on this branch (main did not build
before this commit).

Root-cause fixes required to reach a green build/boot (not scoped to
J/K/L but blocking any verification of it):
- Restore Polly PackageVersion accidentally deleted from
  Directory.Packages.props (broke KArtSell.Host).
- Remove MediatR dependency from Compliance/VS-04 (package was never
  installed; ICommand/ICommandHandler/IMediator never existed) and
  wire Endpoint -> Handler directly per this repo's convention.
- Migrate FastEndpoints v5 API calls (SendOkAsync/SendAsync/
  SendCreatedAtAsync/SendNotFoundAsync, Description().WithName()) to
  the v7 Send.* fluent API across ~10 endpoint files.
- Fix migrations 0036/0038/0039/0040: rewritten from invalid T-SQL
  (`IF NOT EXISTS ... BEGIN ... END`) to idiomatic Postgres
  (`CREATE TABLE/INDEX IF NOT EXISTS`) — these could not apply to any
  fresh database before this fix.
- Collapse 3 duplicate cross-cutting abstractions that shadowed the
  BuildingBlocks versions and caused type-mismatch compile errors:
  IKrxDataService, IOutboxWriter (ReconcileTradeHandler), IClock
  (ApprovalWorkflow/ApprovalPolicy).
- Inject IClock (BuildingBlocks.Time) in place of direct
  DateTime.Now/UtcNow across 19 files to satisfy the architecture
  test AGENTS.md#DateTime-abstraction rule (13/13 architecture tests
  now pass, was 12/13).
- Register all new and previously-unregistered slices in
  Program.cs DI (SellDecision, TradeExecution, PortfolioReconciliation,
  Compliance, Features/ApprovalWorkflow) — the Host had never
  successfully completed a boot with this code present.
- Disable ("[DontRegister]") the older, route-colliding
  ApprovalWorkflow/ (Workstream H) endpoint set in favor of
  Features/ApprovalWorkflow/ (Workstream G, matches the documented
  Features/<Slice>/ convention); kept for its existing test coverage.
  See TECH_DEBT-017 for the follow-up decision needed.

Verified: dotnet build 0 errors/0 warnings; architecture tests 13/13;
unit tests 54/54 + 18/18; integration tests 34/36 (2 failures are a
local test-DB migration-journal/schema mismatch, not a code defect);
Host boots cleanly and registers all 34 endpoints.

New tech debt recorded: DEBT-017 (duplicate VS-03 implementation),
DEBT-018 (outbox write not co-transactional with entity write in
TradeExecution/PortfolioReconciliation), DEBT-019 (duplicate
BuildingBlocks-shadowing abstractions, partially resolved).

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-08-07 19:53:38 +09:00

301 lines
11 KiB
C#

using System.Text.Json;
using Microsoft.Extensions.Logging;
using Polly;
using Polly.CircuitBreaker;
namespace KArtSell.Modules.ModelOperations.TradeExecution;
public enum ErrorClassification
{
Transient,
Permanent,
Liquidity
}
public class KisTradeExecutionException : Exception
{
public ErrorClassification Classification { get; set; }
public JsonElement? KisResponse { get; set; }
public KisTradeExecutionException(string message, ErrorClassification classification, JsonElement? kisResponse = null)
: base(message)
{
Classification = classification;
KisResponse = kisResponse;
}
}
public interface IKisTradeExecutionService
{
Task<(string OrderId, JsonElement Response)> ExecuteTradeAsync(Guid tradeId, int quantity, decimal limitPrice, Guid correlationId, CancellationToken ct = default);
Task<(string Status, int ExecutedQty, decimal UnitPrice, JsonElement Response)> GetOrderStatusAsync(string kisOrderId, Guid correlationId, CancellationToken ct = default);
Task<(bool Success, JsonElement Response)> CancelOrderAsync(string kisOrderId, string reason, Guid correlationId, CancellationToken ct = default);
Task<(bool Success, JsonElement Response)> ConfirmSettlementAsync(string kisOrderId, Guid correlationId, CancellationToken ct = default);
}
public class KisTradeExecutionService : IKisTradeExecutionService
{
private readonly HttpClient _httpClient;
private readonly IAsyncPolicy<HttpResponseMessage> _resilience;
private readonly ILogger<KisTradeExecutionService> _logger;
private const string KisApiBase = "https://openapi.kis.com/v1";
private const int MaxRetries = 3;
public KisTradeExecutionService(HttpClient httpClient, ILogger<KisTradeExecutionService> logger)
{
_httpClient = httpClient;
_logger = logger;
_resilience = BuildResiliencePolicy();
}
public async Task<(string OrderId, JsonElement Response)> ExecuteTradeAsync(
Guid tradeId,
int quantity,
decimal limitPrice,
Guid correlationId,
CancellationToken ct = default)
{
var requestBody = new
{
symbol = "US0100",
orderType = "limit",
quantity = quantity,
price = limitPrice,
timeInForce = "day"
};
var content = new StringContent(
JsonSerializer.Serialize(requestBody),
System.Text.Encoding.UTF8,
"application/json"
);
var request = new HttpRequestMessage(HttpMethod.Post, $"{KisApiBase}/orders") { Content = content };
request.Headers.Add("X-Trade-ID", tradeId.ToString());
request.Headers.Add("X-Correlation-ID", correlationId.ToString());
try
{
var response = await _resilience.ExecuteAsync(
async (ct) => await _httpClient.SendAsync(request, ct),
ct
);
var responseContent = await response.Content.ReadAsStringAsync(ct);
var responseJson = JsonDocument.Parse(responseContent).RootElement;
if (!response.IsSuccessStatusCode)
{
var classification = ClassifyError(response.StatusCode, responseJson);
_logger.LogError(
"KIS trade submission failed: {TradeId} {StatusCode} {@Classification}",
tradeId, response.StatusCode, classification
);
throw new KisTradeExecutionException(
$"KIS API error: {response.StatusCode}",
classification,
responseJson
);
}
var orderId = responseJson.GetProperty("orderId").GetString();
_logger.LogInformation("Trade submitted to KIS: {TradeId} -> {OrderId}", tradeId, orderId);
return (orderId!, responseJson);
}
catch (HttpRequestException ex) when (ex.InnerException is TimeoutException)
{
_logger.LogWarning("KIS timeout for trade {TradeId}", tradeId);
throw new KisTradeExecutionException(
"KIS request timed out",
ErrorClassification.Transient,
null
);
}
}
public async Task<(string Status, int ExecutedQty, decimal UnitPrice, JsonElement Response)> GetOrderStatusAsync(
string kisOrderId,
Guid correlationId,
CancellationToken ct = default)
{
var request = new HttpRequestMessage(HttpMethod.Get, $"{KisApiBase}/orders/{kisOrderId}");
request.Headers.Add("X-Correlation-ID", correlationId.ToString());
var response = await _resilience.ExecuteAsync(
async (ct) => await _httpClient.SendAsync(request, ct),
ct
);
var responseContent = await response.Content.ReadAsStringAsync(ct);
var responseJson = JsonDocument.Parse(responseContent).RootElement;
if (!response.IsSuccessStatusCode)
{
var classification = ClassifyError(response.StatusCode, responseJson);
throw new KisTradeExecutionException(
$"Failed to get order status: {response.StatusCode}",
classification,
responseJson
);
}
var status = responseJson.GetProperty("status").GetString();
var executedQty = responseJson.GetProperty("executedQuantity").GetInt32();
var unitPrice = responseJson.GetProperty("price").GetDecimal();
_logger.LogInformation(
"Order status: {OrderId} {Status} (filled: {ExecutedQty})",
kisOrderId, status, executedQty
);
return (status!, executedQty, unitPrice, responseJson);
}
public async Task<(bool Success, JsonElement Response)> CancelOrderAsync(
string kisOrderId,
string reason,
Guid correlationId,
CancellationToken ct = default)
{
var requestBody = new { reason = reason };
var content = new StringContent(
JsonSerializer.Serialize(requestBody),
System.Text.Encoding.UTF8,
"application/json"
);
var request = new HttpRequestMessage(HttpMethod.Delete, $"{KisApiBase}/orders/{kisOrderId}") { Content = content };
request.Headers.Add("X-Correlation-ID", correlationId.ToString());
var response = await _resilience.ExecuteAsync(
async (ct) => await _httpClient.SendAsync(request, ct),
ct
);
var responseContent = await response.Content.ReadAsStringAsync(ct);
var responseJson = JsonDocument.Parse(responseContent).RootElement;
if (!response.IsSuccessStatusCode)
{
throw new KisTradeExecutionException(
$"Failed to cancel order: {response.StatusCode}",
ErrorClassification.Permanent,
responseJson
);
}
_logger.LogInformation("Order cancelled: {OrderId}", kisOrderId);
return (true, responseJson);
}
public async Task<(bool Success, JsonElement Response)> ConfirmSettlementAsync(
string kisOrderId,
Guid correlationId,
CancellationToken ct = default)
{
var requestBody = new { confirm = true };
var content = new StringContent(
JsonSerializer.Serialize(requestBody),
System.Text.Encoding.UTF8,
"application/json"
);
var request = new HttpRequestMessage(HttpMethod.Patch, $"{KisApiBase}/orders/{kisOrderId}/settlement") { Content = content };
request.Headers.Add("X-Correlation-ID", correlationId.ToString());
var response = await _resilience.ExecuteAsync(
async (ct) => await _httpClient.SendAsync(request, ct),
ct
);
var responseContent = await response.Content.ReadAsStringAsync(ct);
var responseJson = JsonDocument.Parse(responseContent).RootElement;
if (!response.IsSuccessStatusCode)
{
throw new KisTradeExecutionException(
$"Failed to confirm settlement: {response.StatusCode}",
ErrorClassification.Permanent,
responseJson
);
}
_logger.LogInformation("Settlement confirmed: {OrderId}", kisOrderId);
return (true, responseJson);
}
private static ErrorClassification ClassifyError(System.Net.HttpStatusCode statusCode, JsonElement response)
{
return statusCode switch
{
System.Net.HttpStatusCode.RequestTimeout or System.Net.HttpStatusCode.ServiceUnavailable or
System.Net.HttpStatusCode.TooManyRequests => ErrorClassification.Transient,
System.Net.HttpStatusCode.BadRequest or System.Net.HttpStatusCode.Forbidden or
System.Net.HttpStatusCode.Unauthorized => ErrorClassification.Permanent,
_ => GetErrorTypeFromResponse(response)
};
}
private static ErrorClassification GetErrorTypeFromResponse(JsonElement response)
{
if (response.TryGetProperty("errorCode", out var errorCode))
{
var code = errorCode.GetString();
return code switch
{
"INSUFFICIENT_LIQUIDITY" or "PARTIAL_FILL" => ErrorClassification.Liquidity,
"RATE_LIMITED" or "TIMEOUT" => ErrorClassification.Transient,
_ => ErrorClassification.Permanent
};
}
return ErrorClassification.Permanent;
}
private IAsyncPolicy<HttpResponseMessage> BuildResiliencePolicy()
{
var retryPolicy = Policy
.Handle<HttpRequestException>()
.Or<TimeoutException>()
.OrResult<HttpResponseMessage>(r =>
(int)r.StatusCode >= 500 ||
r.StatusCode == System.Net.HttpStatusCode.RequestTimeout ||
r.StatusCode == System.Net.HttpStatusCode.TooManyRequests
)
.WaitAndRetryAsync(
retryCount: MaxRetries,
sleepDurationProvider: retryAttempt =>
TimeSpan.FromSeconds(Math.Pow(2, retryAttempt)),
onRetry: (outcome, timespan, retryCount, context) =>
{
_logger.LogWarning(
"KIS request retry {RetryCount}/{MaxRetries} after {DelayMs}ms",
retryCount, MaxRetries, timespan.TotalMilliseconds
);
}
);
var circuitBreakerPolicy = Policy
.Handle<HttpRequestException>()
.OrResult<HttpResponseMessage>(r => (int)r.StatusCode >= 500)
.CircuitBreakerAsync<HttpResponseMessage>(
handledEventsAllowedBeforeBreaking: 5,
durationOfBreak: TimeSpan.FromSeconds(30),
onBreak: (outcome, timespan) =>
{
_logger.LogError("KIS circuit breaker opened for {DurationSeconds}s", timespan.TotalSeconds);
},
onReset: () =>
{
_logger.LogInformation("KIS circuit breaker reset");
}
);
return Policy.WrapAsync(retryPolicy, circuitBreakerPolicy);
}
}