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design: durable next-session execution commands with reconciliation #342
Description
Problem
Platform reports can state signal_date to effective_date next trading day while the same invocation submits broker orders. A simple date gate would discard each freshly generated signal on the next run.
Required design
- immutable ExecutionCommand v1 persisted before broker routing
- producer stores the target, effective date, strategy and immutable decision digest
- consumer claims only due commands with create-if-absent semantics
- broker submission, accepted, partial fill, fill, cancel and reject are separate states
- incomplete claims stay blocked and alert operators instead of retrying blindly
- reconciliation is idempotent by broker order id and command id
- staged adapters for Longbridge, IBKR, Schwab and Firstrade
Guardrails
- no parameter or allocation change in this work
- no broker order is treated as filled without broker evidence
- migration must read existing marker formats safely and default to fail closed
Validation
- deterministic crash and retry tests
- concurrent consumer claim test
- broker reconciliation state-machine tests
- paper-only migration before enabling any live consumer
Activity
Pigbibi commentedon Aug 24, 2026
Foundation PR #343 implements the immutable command/event contract, due-date single-winner claims, explicit broker-outcome states, and fail-closed recovery behavior. It deliberately enables no adapter. The remaining work is staged paper integrations plus broker lookup/reconciliation before any live consumer.
Pigbibi commentedon Aug 24, 2026
Architecture follow-up: SOXL's proposed two-day re-entry cooldown needs a distinct durable strategy-risk state contract. The execution command module in #343 remains correctly scoped to next-session routing, claims, and broker reconciliation; it must not be used as a cooldown-state store. The strategy-layer design and paper-first gate are tracked in QuantStrategyLab/UsEquityStrategies#. No current SOXL config or Longbridge live consumer is enabled.