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fix: preserve IBKR fill time and currency - #781
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November 9, 2026 20:25
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Summary
Preserve each IBKR execution's normalized UTC time and validated contract currency in OutcomeFill. Previously settlement consumers received only execution ID, quantity and price. Keep legacy three-argument construction through optional defaults, and reject duplicate execution IDs whose currencies conflict.
Changes
Validation
Tests-first: 11 failures and 1 existing pass before source modification; metadata preservation and conflicting currency fail before and pass after.
Order-outcome and real SDK decoder tests: 87 passed.
Full suite: 4077 passed, 3 skipped, 1277 passing subtests (Python 3.11, TZ=UTC, actual main SHA in GITHUB_SHA). The original local-time/missing-provenance run had 4 environment failures; both affected test files passed 39 tests after matching CI environment values..
Ruff and git diff --check passed. Documentation style: zero blockers, one existing README advisory.
Complete tracked-tree central publication-check result: publication-check/2.0-advisory (build 83d9d1130377), advisory; 1185 matches across 203 files / 1180 matching lines. Existing-tree matches do not grant approval and are not automatically blocking under the task's publication policy. First 20 masked matches:
repo/.github/CODEOWNERS:2:
/.github/CODEOWNERS @<PROJECT_ID>repo/.github/CODEOWNERS:3:
/src/quant_platform_kit/risk/ @<PROJECT_ID>repo/.github/CODEOWNERS:4:
/src/quant_platform_kit/binance/ @<PROJECT_ID>repo/.github/CODEOWNERS:5:
/src/quant_platform_kit/ibkr/ @<PROJECT_ID>repo/.github/CODEOWNERS:6:
/src/quant_platform_kit/longbridge/ @<PROJECT_ID>repo/.github/CODEOWNERS:7:
/src/quant_platform_kit/schwab/ @<PROJECT_ID>repo/.github/CODEOWNERS:8:
/src/quant_platform_kit/common/models.py @<PROJECT_ID>repo/.github/CODEOWNERS:9:
/src/quant_platform_kit/common/port_adapters.py @<PROJECT_ID>repo/.github/CODEOWNERS:10:
/src/quant_platform_kit/common/execution_translation.py @<PROJECT_ID>repo/.github/CODEOWNERS:11:
/src/quant_platform_kit/position_sizing.py @<PROJECT_ID>repo/.github/CODEOWNERS:16:
/scripts/verify_fractional_dca_execution.py @<PROJECT_ID>repo/.github/CODEOWNERS:17:
/src/quant_platform_kit/binance/execution.py @<PROJECT_ID>repo/.github/CODEOWNERS:18:
/src/quant_platform_kit/common/account_risk_budget.py @<PROJECT_ID>repo/.github/CODEOWNERS:19:
/src/quant_platform_kit/common/execution_capabilities.py @<PROJECT_ID>repo/.github/CODEOWNERS:20:
/src/quant_platform_kit/common/execution_commands.py @<PROJECT_ID>repo/.github/CODEOWNERS:21:
/src/quant_platform_kit/common/execution_fills.py @<PROJECT_ID>repo/.github/CODEOWNERS:22:
/src/quant_platform_kit/common/execution_outcomes.py @<PROJECT_ID>repo/.github/CODEOWNERS:23:
/src/quant_platform_kit/common/execution_receipts.py @<PROJECT_ID>repo/.github/CODEOWNERS:24:
/src/quant_platform_kit/common/execution_state.py @<PROJECT_ID>repo/.github/CODEOWNERS:25:
/src/quant_platform_kit/common/paper_execution_admission.py @<PROJECT_ID>.Compatibility and scope
Serialized fill dictionaries gain optional fields, including null defaults. Legacy persisted IBKR terminal observations require consumer compatibility handling before a later dependency pin bump. This PR changes only the resolver and its tests; no downstream pin or consumer rollout is included.
Ordinary feature branch; QPK_PIN and workflows are unchanged. Pin-update and downstream mutation workflows are not dispatched. No merge, deployment, activation, production configuration, secret/IAM, PAPER/live or protected-switch action is included. Runtime adoption remains unverified.
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