59 lines
2.3 KiB
Markdown
59 lines
2.3 KiB
Markdown
---
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id: "0088c"
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title: "Trading: broker interface + adapter paper"
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status: pendiente
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type: feature
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domain:
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- trading
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scope: multi-app
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priority: alta
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depends: []
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blocks: []
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related: []
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created: 2026-05-17
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updated: 2026-05-17
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tags: []
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---
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# 0088c — Trading: broker interface + adapter paper
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**Status:** pendiente
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**Created:** 2026-05-14
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**Type:** feature
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**Parent:** 0088
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**Depends:** 0088a, 0088d (necesita ledger funcionando para reflejar fills)
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**Blocks:** 0088g, 0088h, 0088l (broker real)
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## Problema
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No hay contrato comun broker. Sin contrato, cada broker se cablearia ad-hoc en cada app. El primer adapter debe ser `paper` — simula fills usando OHLCV + modelo de slippage simple — y debe ser totalmente intercambiable con un broker real bajo la misma interfaz.
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## Piezas
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1. Tipo Python `BrokerInterface` (protocolo / abstract class) con metodos minimos:
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- `place_order(order: OrderIntent) -> OrderAck`
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- `cancel_order(client_order_id: str) -> None`
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- `get_positions() -> list[Position]`
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- `get_balance() -> Balance`
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- `stream_fills() -> Iterator[Fill]`
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2. Tipos del registry: `OrderIntent`, `OrderAck`, `Fill`, `Position`, `Balance` en `python/types/finance/`.
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3. Funciones puras de soporte:
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- `make_client_order_id_py_finance(strategy_id, intent_ts, intent_payload) -> str` (idempotencia).
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- `simulate_fill_paper_py_finance(intent, ohlcv_snapshot, slippage_model) -> Fill`.
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4. Adapter `broker_paper`:
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- `broker_paper_place_order_py_finance` (impure: persiste intent + simula fill via OHLCV ultimo).
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- `broker_paper_get_balance_py_finance` (impure: lee ledger).
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- `broker_paper_get_positions_py_finance` (impure: lee ledger).
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- `broker_paper_stream_fills_py_finance` (impure: tail del ledger).
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5. Tag `broker` aplicado a interface + adapter functions. Pagina madre `docs/capabilities/broker.md`.
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## Aceptacion
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- Demo en `analysis/strategy_lab` (o test): `place_order → fill → reconciliacion ledger → balance updated`.
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- `BrokerInterface` implementable por un broker real sin tocar el codigo de la app que lo consume.
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- `client_order_id` deterministico: misma intent reproduce misma id (idempotencia comprobada).
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## No-objetivos
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- Adapters binance/IB/alpaca reales — sale a 0088l.
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- Order book matching realista (FIFO/queue position). El paper inicial usa slippage simple sobre OHLCV.
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