feat: Implement idempotency and recovery mechanisms for order execution

- Add IdempotencyKeyFactory for generating unique user references based on execution legs.
- Introduce OrderReconciler to reconcile order statuses with historical data.
- Implement PartialFillRecovery to handle partial fills by canceling orders and placing hedges.
- Create TriangularExecutionSequencer for executing triangular arbitrage strategies.
- Enhance storage with new tables for trades, orders, and PnL events.
- Develop AsyncExecutionWriter for asynchronous writing of execution records to the database.
- Add unit tests for execution persistence, sequencer behavior, fill monitoring, and idempotency checks.
- Update KrakenRestClient to ensure proper payloads for order placement and querying.

src/arbitrade/storage/repositories.py

@@ -28,6 +28,44 @@ class OpportunityRecord:
     executed: bool = False
 
 
+@dataclass(slots=True)
+class TradeRecord:
+    trade_ref: str
+    started_at: datetime
+    finished_at: datetime | None
+    status: str
+    realized_pnl: float | None
+    estimated_pnl: float | None
+    capital_used: float | None
+    cycle: str | None = None
+    leg_count: int | None = None
+
+
+@dataclass(slots=True)
+class OrderRecord:
+    trade_ref: str
+    order_ref: str
+    leg_index: int
+    pair: str
+    side: str
+    volume: float
+    user_ref: int | None
+    status: str | None
+    filled_volume: float | None
+    avg_price: float | None
+    raw_response: dict[str, Any]
+    recorded_at: datetime
+
+
+@dataclass(slots=True)
+class PnLRecord:
+    trade_ref: str
+    recorded_at: datetime
+    kind: str
+    pnl_usd: float
+    source: str
+
+
 class MarketSnapshotRepository:
     def __init__(self, store: DuckDBStore) -> None:
         self._store = store
@@ -76,3 +114,106 @@ class OpportunityRepository:
                     record.executed,
                 ],
             )
+
+
+class TradeRepository:
+    def __init__(self, store: DuckDBStore) -> None:
+        self._store = store
+
+    def insert(self, record: TradeRecord) -> None:
+        with self._store.connect() as conn:
+            conn.execute(
+                """
+                INSERT INTO trades (
+                    trade_ref,
+                    started_at,
+                    finished_at,
+                    status,
+                    realized_pnl,
+                    estimated_pnl,
+                    capital_used,
+                    cycle,
+                    leg_count
+                )
+                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)
+                """,
+                [
+                    record.trade_ref,
+                    record.started_at,
+                    record.finished_at,
+                    record.status,
+                    record.realized_pnl,
+                    record.estimated_pnl,
+                    record.capital_used,
+                    record.cycle,
+                    record.leg_count,
+                ],
+            )
+
+
+class OrderRepository:
+    def __init__(self, store: DuckDBStore) -> None:
+        self._store = store
+
+    def insert(self, record: OrderRecord) -> None:
+        with self._store.connect() as conn:
+            conn.execute(
+                """
+                INSERT INTO orders (
+                    trade_ref,
+                    order_ref,
+                    leg_index,
+                    pair,
+                    side,
+                    volume,
+                    user_ref,
+                    status,
+                    filled_volume,
+                    avg_price,
+                    raw_response,
+                    recorded_at
+                )
+                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+                """,
+                [
+                    record.trade_ref,
+                    record.order_ref,
+                    record.leg_index,
+                    record.pair,
+                    record.side,
+                    record.volume,
+                    record.user_ref,
+                    record.status,
+                    record.filled_volume,
+                    record.avg_price,
+                    orjson.dumps(record.raw_response).decode("utf-8"),
+                    record.recorded_at,
+                ],
+            )
+
+
+class PnLRepository:
+    def __init__(self, store: DuckDBStore) -> None:
+        self._store = store
+
+    def insert(self, record: PnLRecord) -> None:
+        with self._store.connect() as conn:
+            conn.execute(
+                """
+                INSERT INTO pnl_events (
+                    trade_ref,
+                    recorded_at,
+                    kind,
+                    pnl_usd,
+                    source
+                )
+                VALUES (?, ?, ?, ?, ?)
+                """,
+                [
+                    record.trade_ref,
+                    record.recorded_at,
+                    record.kind,
+                    record.pnl_usd,
+                    record.source,
+                ],
+            )