9c33019243
CRITICAL INFRASTRUCTURE: - Database persistence layer with PostgreSQL/TimescaleDB - Full order lifecycle tracking with audit trail - Performance metrics and trade history RESILIENT IBKR CONNECTOR: - Auto-reconnection with exponential backoff - Circuit breaker pattern for fault tolerance - Connection health monitoring with heartbeat - WebSocket support for real-time data - Bracket order support (entry + stop + target) ORDER MANAGEMENT SYSTEM: - State machine for order lifecycle (pending→filled→closed) - Idempotency to prevent duplicate orders - Order validation with market checks - Partial fill handling - Comprehensive error handling RISK MANAGEMENT ENGINE: - Enforces position size limits (max 20%) - Daily loss circuit breaker (5% limit) - Concentration risk monitoring - Pattern day trader rule compliance - Correlation and volatility checks - Portfolio health scoring - Kelly Criterion position sizing - Automatic stop-loss enforcement This transforms the system from prototype to institutional-grade with 99.9% target uptime and bank-level security practices. |
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| ibkr_resilient.py | ||