fn_registry/dev/issues/0088c-trading-broker-interface-and-paper-adapter.md

id, title, status, type, domain, scope, priority, depends, blocks, related, created, updated, tags

id	title	status	type	domain	scope	priority	depends	blocks	related	created	updated	tags
0088c	Trading: broker interface + adapter paper	pendiente	feature	trading	multi-app	alta				2026-05-17	2026-05-17

0088c — Trading: broker interface + adapter paper

Status: pendiente Created: 2026-05-14 Type: feature Parent: 0088 Depends: 0088a, 0088d (necesita ledger funcionando para reflejar fills) Blocks: 0088g, 0088h, 0088l (broker real)

Problema

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.

Piezas

1. Tipo Python BrokerInterface (protocolo / abstract class) con metodos minimos:
   • place_order(order: OrderIntent) -> OrderAck
   • cancel_order(client_order_id: str) -> None
   • get_positions() -> list[Position]
   • get_balance() -> Balance
   • stream_fills() -> Iterator[Fill]
2. Tipos del registry: OrderIntent, OrderAck, Fill, Position, Balance en python/types/finance/.
3. Funciones puras de soporte:
   • make_client_order_id_py_finance(strategy_id, intent_ts, intent_payload) -> str (idempotencia).
   • simulate_fill_paper_py_finance(intent, ohlcv_snapshot, slippage_model) -> Fill.
4. Adapter broker_paper:
   • broker_paper_place_order_py_finance (impure: persiste intent + simula fill via OHLCV ultimo).
   • broker_paper_get_balance_py_finance (impure: lee ledger).
   • broker_paper_get_positions_py_finance (impure: lee ledger).
   • broker_paper_stream_fills_py_finance (impure: tail del ledger).
5. Tag broker aplicado a interface + adapter functions. Pagina madre docs/capabilities/broker.md.

Aceptacion

• Demo en analysis/strategy_lab (o test): place_order → fill → reconciliacion ledger → balance updated.
• BrokerInterface implementable por un broker real sin tocar el codigo de la app que lo consume.
• client_order_id deterministico: misma intent reproduce misma id (idempotencia comprobada).

No-objetivos

• Adapters binance/IB/alpaca reales — sale a 0088l.
• Order book matching realista (FIFO/queue position). El paper inicial usa slippage simple sobre OHLCV.