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.

tests/unit/test_execution_sequencer.py

@@ -0,0 +1,93 @@
+from __future__ import annotations
+
+from dataclasses import dataclass, field
+from datetime import UTC, datetime
+from typing import Any
+
+import pytest
+
+from arbitrade.detection.engine import OpportunityEvent
+from arbitrade.execution.sequencer import TriangularExecutionSequencer
+
+
+@dataclass(slots=True)
+class _FakeRestClient:
+    fail_at_call: int | None = None
+    calls: list[dict[str, Any]] = field(default_factory=list)
+
+    async def place_market_order(self, *, pair: str, side: str, volume: float) -> dict[str, Any]:
+        call_number = len(self.calls) + 1
+        if self.fail_at_call is not None and call_number == self.fail_at_call:
+            raise RuntimeError("simulated failure")
+
+        payload = {"pair": pair, "side": side, "volume": volume}
+        self.calls.append(payload)
+        return {"txid": [f"tx-{call_number}"]}
+
+
+def _sample_event(cycle: str = "USD->BTC->ETH->USD") -> OpportunityEvent:
+    return OpportunityEvent(
+        detected_at=datetime.now(UTC),
+        cycle=cycle,
+        updated_pair="BTC/USD",
+        gross_rate=1.02,
+        net_rate=1.01,
+        gross_pct=2.0,
+        net_pct=1.0,
+        est_profit=1.0,
+        allocated_capital=10.0,
+    )
+
+
+@pytest.mark.asyncio
+async def test_triangular_sequencer_executes_legs_in_order() -> None:
+    client = _FakeRestClient()
+    sequencer = TriangularExecutionSequencer(
+        client,
+        available_pairs=["BTC/USD", "ETH/BTC", "ETH/USD"],
+    )
+
+    result = await sequencer.execute(_sample_event())
+
+    assert result.success
+    assert result.completed_legs == 3
+    assert [call["pair"] for call in client.calls] == ["BTC/USD", "ETH/BTC", "ETH/USD"]
+    assert [call["side"] for call in client.calls] == ["buy", "buy", "sell"]
+
+
+@pytest.mark.asyncio
+async def test_triangular_sequencer_stops_on_failed_leg() -> None:
+    client = _FakeRestClient(fail_at_call=2)
+    sequencer = TriangularExecutionSequencer(
+        client,
+        available_pairs=["BTC/USD", "ETH/BTC", "ETH/USD"],
+    )
+
+    result = await sequencer.execute(_sample_event())
+
+    assert not result.success
+    assert result.completed_legs == 1
+    assert result.failure_reason is not None
+    assert len(client.calls) == 1
+
+
+def test_triangular_sequencer_rejects_non_closed_cycle() -> None:
+    client = _FakeRestClient()
+    sequencer = TriangularExecutionSequencer(
+        client,
+        available_pairs=["BTC/USD", "ETH/BTC", "ETH/USD"],
+    )
+
+    with pytest.raises(ValueError, match="closed triangular path"):
+        sequencer._build_legs(_sample_event(cycle="USD->BTC->ETH"))
+
+
+def test_triangular_sequencer_rejects_missing_pair() -> None:
+    client = _FakeRestClient()
+    sequencer = TriangularExecutionSequencer(
+        client,
+        available_pairs=["BTC/USD", "ETH/BTC"],
+    )
+
+    with pytest.raises(ValueError, match="No tradable pair"):
+        sequencer._build_legs(_sample_event())