third version

cmd/backtest/main.go

@@ -26,6 +26,8 @@ func run() error {
 	entrySlip := flag.String("entry-slippage-bps", "8", "entry slippage in bps")
 	exitSlip := flag.String("exit-slippage-bps", "8", "exit slippage in bps")
 	commission := flag.String("commission-roundtrip-bps", "0", "roundtrip commission in bps")
+	riskBuffer := flag.String("risk-buffer-bps", "5", "risk buffer in bps included in signal cost")
+	assumedSpread := flag.String("assumed-spread-bps", "20", "assumed executable spread cost in bps")
 	rollingShort := flag.Int("rolling-short", 60, "short rolling window")
 	rollingLong := flag.Int("rolling-long", 252, "long rolling window")
 	ewmaLambda := flag.Float64("ewma-lambda", 0.08, "EWMA lambda")
@@ -80,6 +82,14 @@ func run() error {
 	if err != nil {
 		return fmt.Errorf("commission: %w", err)
 	}
+	riskBuf, err := decimal.NewFromString(*riskBuffer)
+	if err != nil {
+		return fmt.Errorf("risk buffer: %w", err)
+	}
+	assumed, err := decimal.NewFromString(*assumedSpread)
+	if err != nil {
+		return fmt.Errorf("assumed spread: %w", err)
+	}
 	tstat, err := decimal.NewFromString(*minTStat)
 	if err != nil {
 		return fmt.Errorf("min tstat: %w", err)
@@ -108,6 +118,7 @@ func run() error {
 		EntrySlippageBps:       entry,
 		ExitSlippageBps:        exit,
 		CommissionRoundtripBps: comm,
+		RiskBufferBps:          riskBuf,
 		OutputDir:              *outputDir,
 		RollingShort:           *rollingShort,
 		RollingLong:            *rollingLong,
@@ -118,6 +129,7 @@ func run() error {
 		MinADVRUB:              adv,
 		MaxSpreadBps:           spread,
 		MaxTickBps:             tick,
+		AssumedSpreadBps:       assumed,
 		RequireZeroCommission:  *requireZeroCommission,
 		UseMinuteModel:         *useMinuteModel,
 	})

internal/app/app.go

@@ -17,6 +17,7 @@ import (
 	"time"
 
 	"github.com/jmoiron/sqlx"
+	"github.com/shopspring/decimal"
 
 	"overnight-trading-bot/internal/config"
 	"overnight-trading-bot/internal/domain"
@@ -138,6 +139,9 @@ func Run(ctx context.Context, opts Options) error {
 	if closer != nil {
 		defer closer()
 	}
+	if err := seedPaperGateway(ctx, repo, gateway); err != nil {
+		return err
+	}
 	notifier, err := notify.NewTelegram(notify.TelegramConfig{
 		BotToken:     cfg.Telegram.BotToken,
 		ChatID:       cfg.Telegram.ChatID,
@@ -161,7 +165,8 @@ func Run(ctx context.Context, opts Options) error {
 		WithCommissionPolicy(cfg.Commission.RequireZeroCommission, cfg.Commission.QuarantineOnNonZero, cfg.Risk.CommissionToleranceRUB)
 	sm := statemachine.New(repo, cfg.App.Mode)
 	if _, err := sm.Recover(ctx, recon); err != nil {
-		log.Warn("state recovery did not resume trading", "err", err)
+		_ = notifier.Alert(ctx, fmt.Sprintf("state recovery failed: %s", err))
+		return fmt.Errorf("state recovery: %w", err)
 	}
 	health := healthcheck.New(db.DB, gateway, time.Duration(cfg.Risk.MaxClockDriftSec)*time.Second)
 	health.Start(cfg.App.HealthcheckAddr)
@@ -270,6 +275,7 @@ func buildScheduler(clock timeutil.Clock, sm statemachine.System, cfg config.Con
 		ExitWindowStart:        cfg.Execution.ExitWindowStart,
 		ExitWindowEnd:          cfg.Execution.ExitWindowEnd,
 		HardExitDeadline:       cfg.Execution.HardExitDeadline,
+		MarketClose:            cfg.Execution.MarketClose,
 		QuoteDepth:             cfg.Execution.QuoteDepth,
 		MaxQuoteAge:            time.Duration(cfg.Execution.MaxQuoteAgeSec) * time.Second,
 		OrderPollInterval:      time.Duration(cfg.Execution.OrderPollIntervalMS) * time.Millisecond,
@@ -282,9 +288,23 @@ func buildScheduler(clock timeutil.Clock, sm statemachine.System, cfg config.Con
 		RequireZeroCommission:  cfg.Commission.RequireZeroCommission,
 		QuarantineOnNonZero:    cfg.Commission.QuarantineOnNonZero,
 		ReconciliationInterval: 5 * time.Minute,
+		MaxOpenPositions:       minPositive(cfg.Strategy.MaxPositions, cfg.Risk.MaxOpenPositions),
 	}, services)
 }
 
+func minPositive(a, b int) int {
+	switch {
+	case a <= 0:
+		return b
+	case b <= 0:
+		return a
+	case a < b:
+		return a
+	default:
+		return b
+	}
+}
+
 func openDB(ctx context.Context, cfg config.Config) (*sqlx.DB, error) {
 	db, err := sqlx.Open("mysql", cfg.DB.DSN)
 	if err != nil {
@@ -340,6 +360,42 @@ func buildGateway(ctx context.Context, cfg config.Config, log *slog.Logger) (tin
 	}
 }
 
+func seedPaperGateway(ctx context.Context, repo interface {
+	ListInstruments(context.Context, bool) ([]domain.Instrument, error)
+}, gateway tinvest.Gateway) error {
+	fake, ok := gateway.(*tinvest.FakeGateway)
+	if !ok {
+		return nil
+	}
+	instrumentsList, err := repo.ListInstruments(ctx, true)
+	if err != nil {
+		return err
+	}
+	for _, instrument := range instrumentsList {
+		remote := instrument
+		if remote.InstrumentUID == "" || strings.HasPrefix(remote.InstrumentUID, "PENDING:") {
+			remote.InstrumentUID = "paper-" + strings.ToUpper(remote.Ticker)
+		}
+		if remote.Figi == "" {
+			remote.Figi = remote.InstrumentUID
+		}
+		if remote.Lot <= 0 {
+			remote.Lot = 1
+		}
+		if !remote.MinPriceIncrement.IsPositive() {
+			remote.MinPriceIncrement = decimal.RequireFromString("0.01")
+		}
+		if remote.Currency == "" {
+			remote.Currency = "RUB"
+		}
+		remote.Enabled = true
+		remote.UpdatedAt = time.Now().UTC()
+		fake.Instruments[remote.InstrumentUID] = remote
+		fake.Statuses[remote.InstrumentUID] = domain.TradingStatusNormal
+	}
+	return nil
+}
+
 func accountHash(accountID string) string {
 	sum := sha256.Sum256([]byte(accountID))
 	return hex.EncodeToString(sum[:])

internal/app/app_test.go

@@ -5,6 +5,12 @@ import (
 	"context"
 	"strings"
 	"testing"
+
+	"github.com/shopspring/decimal"
+
+	"overnight-trading-bot/internal/domain"
+	"overnight-trading-bot/internal/testutil"
+	"overnight-trading-bot/internal/tinvest"
 )
 
 func TestRunRequiresAppMode(t *testing.T) {
@@ -29,3 +35,31 @@ func TestRunBacktestModeWithoutDB(t *testing.T) {
 		t.Fatalf("unexpected stdout: %s", stdout.String())
 	}
 }
+
+func TestSeedPaperGatewayMakesSeedInstrumentsDiscoverable(t *testing.T) {
+	ctx := context.Background()
+	repo := testutil.NewMemoryRepository()
+	if err := repo.UpsertInstrument(ctx, domain.Instrument{
+		InstrumentUID:     "PENDING:TRUR",
+		Ticker:            "TRUR",
+		ClassCode:         "TQTF",
+		Name:              "TRUR",
+		Lot:               1,
+		MinPriceIncrement: decimal.RequireFromString("0.0001"),
+		Currency:          "RUB",
+		Enabled:           true,
+	}); err != nil {
+		t.Fatal(err)
+	}
+	gateway := tinvest.NewFakeGateway()
+	if err := seedPaperGateway(ctx, repo, gateway); err != nil {
+		t.Fatal(err)
+	}
+	instrument, err := gateway.GetInstrument(ctx, "TRUR", "TQTF")
+	if err != nil {
+		t.Fatal(err)
+	}
+	if !instrument.MetadataValid() || strings.HasPrefix(instrument.InstrumentUID, "PENDING:") {
+		t.Fatalf("instrument was not made runnable for paper: %+v", instrument)
+	}
+}

internal/backtest/engine.go

@@ -22,6 +22,7 @@ type Config struct {
 	EntrySlippageBps       decimal.Decimal
 	ExitSlippageBps        decimal.Decimal
 	CommissionRoundtripBps decimal.Decimal
+	RiskBufferBps          decimal.Decimal
 	InitialEquity          decimal.Decimal
 	OutputDir              string
 	RollingShort           int
@@ -122,6 +123,15 @@ func (cfg Config) withDefaults() Config {
 	if cfg.MaxTickBps.IsZero() {
 		cfg.MaxTickBps = decimal.NewFromInt(10)
 	}
+	if cfg.RiskBufferBps.IsZero() {
+		cfg.RiskBufferBps = decimal.NewFromInt(5)
+	}
+	if cfg.AssumedSpreadBps.IsZero() {
+		cfg.AssumedSpreadBps = cfg.MaxSpreadBps
+	}
+	if cfg.AssumedTickBps.IsZero() {
+		cfg.AssumedTickBps = cfg.MaxTickBps
+	}
 	if !cfg.RequireZeroCommission && cfg.CommissionRoundtripBps.IsZero() {
 		cfg.RequireZeroCommission = true
 	}
@@ -169,7 +179,7 @@ func (e Engine) RunWithMinuteCandles(candlesByInstrument map[string][]domain.Can
 	tradingDateSet := make(map[string]struct{})
 	for instrumentUID, candles := range prepared {
 		for i := 1; i < len(candles); i++ {
-			if i >= e.cfg.RollingShort {
+			if i >= max(e.cfg.RollingShort, e.cfg.RollingLong) {
 				tradingDateSet[candles[i].TradeDate.Format("2006-01-02")] = struct{}{}
 			}
 			candidate, ok, err := e.evaluateCandidate(instrumentUID, candles, i)
@@ -366,7 +376,7 @@ func (e Engine) evaluateCandidate(instrumentUID string, candles []domain.Candle,
 		returns = append(returns, rf)
 	}
 	short := features.Rolling(returns, e.cfg.RollingShort, e.cfg.EWMALambda)
-	long := features.Rolling(returns, min(e.cfg.RollingLong, len(returns)), e.cfg.EWMALambda)
+	long := features.Rolling(returns, e.cfg.RollingLong, e.cfg.EWMALambda)
 	if !short.Available || !long.Available || short.StdDev == 0 {
 		return candidate{}, false, nil
 	}
@@ -374,7 +384,8 @@ func (e Engine) evaluateCandidate(instrumentUID string, candles []domain.Candle,
 	cost := e.cfg.AssumedSpreadBps.
 		Add(e.cfg.EntrySlippageBps).
 		Add(e.cfg.ExitSlippageBps).
-		Add(e.cfg.CommissionRoundtripBps)
+		Add(e.cfg.CommissionRoundtripBps).
+		Add(e.cfg.RiskBufferBps)
 	netEdge := rawEdge.Sub(cost)
 	adv := features.ADV(history, e.cfg.Lot, 20)
 	switch {

internal/config/config.go

@@ -88,6 +88,7 @@ type ExecutionConfig struct {
 	ExitWindowStart       timeutil.TimeOfDay `env:"EXIT_WINDOW_START" envDefault:"10:05:00"`
 	ExitWindowEnd         timeutil.TimeOfDay `env:"EXIT_WINDOW_END" envDefault:"10:25:00"`
 	HardExitDeadline      timeutil.TimeOfDay `env:"HARD_EXIT_DEADLINE" envDefault:"10:45:00"`
+	MarketClose           timeutil.TimeOfDay `env:"MARKET_CLOSE" envDefault:"18:50:00"`
 	MinTimeToCloseSec     int                `env:"MIN_TIME_TO_CLOSE_SEC" envDefault:"90"`
 	AllowMarketOrders     bool               `env:"ALLOW_MARKET_ORDERS" envDefault:"false"`
 	MaxEntryOrderAttempts int                `env:"MAX_ENTRY_ORDER_ATTEMPTS" envDefault:"3"`
@@ -237,5 +238,10 @@ func (c Config) validateWindows() error {
 		c.Execution.ExitWindowEnd.Duration > c.Execution.HardExitDeadline.Duration {
 		return errors.New("exit windows must be monotonic from EXEC_EXIT_WATCH_START to EXEC_HARD_EXIT_DEADLINE")
 	}
+	if c.Execution.MarketClose.Duration > 0 &&
+		(c.Execution.MarketClose.Duration <= c.Execution.NoNewEntryAfter.Duration ||
+			c.Execution.MarketClose.Duration <= c.Execution.HardExitDeadline.Duration) {
+		return errors.New("EXEC_MARKET_CLOSE must be after entry and exit trading windows")
+	}
 	return nil
 }

internal/execution/engine.go

@@ -40,6 +40,7 @@ type MonitorConfig struct {
 	Instrument   domain.Instrument
 	ImproveTicks int
 	Quote        func(ctx context.Context, instrumentUID string) (domain.OrderBook, error)
+	RepostCheck  func(ctx context.Context, order domain.Order, instrument domain.Instrument, book domain.OrderBook) error
 }
 
 func NewEngine(mode domain.Mode, accountID string, gateway Gateway, store repository.Repository) Engine {
@@ -105,6 +106,9 @@ func (e *Engine) PlaceExit(ctx context.Context, accountIDHash string, instrument
 }
 
 func (e *Engine) PlaceLimit(ctx context.Context, order domain.Order) (domain.Order, error) {
+	lock := e.lockFor(order.InstrumentUID)
+	lock.Lock()
+	defer lock.Unlock()
 	if e.store != nil {
 		existing, err := e.findExisting(ctx, order)
 		if err != nil {
@@ -127,15 +131,25 @@ func (e *Engine) PlaceLimit(ctx context.Context, order domain.Order) (domain.Ord
 	if e.gateway == nil {
 		return domain.Order{}, errors.New("gateway is nil")
 	}
-	lock := e.lockFor(order.InstrumentUID)
-	lock.Lock()
-	defer lock.Unlock()
 
+	now := time.Now().UTC()
+	draft := order
+	draft.Status = domain.OrderStatusSent
+	draft.CreatedAt = now
+	draft.UpdatedAt = now
+	if draft.RawStateJSON == "" {
+		draft.RawStateJSON = "{}"
+	}
+	if e.store != nil {
+		if err := e.store.UpsertOrder(ctx, draft); err != nil {
+			return domain.Order{}, fmt.Errorf("persist draft order: %w", err)
+		}
+	}
 	posted, err := e.gateway.PostLimitOrder(ctx, e.accountID, order.InstrumentUID, order.Side, order.QuantityLots, order.LimitPrice, order.ClientOrderID)
 	if err != nil {
-		order.Status = domain.OrderStatusFailed
+		draft.Status = domain.OrderStatusFailed
 		if e.store != nil {
-			_ = e.store.UpsertOrder(ctx, order)
+			_ = e.store.UpsertOrder(ctx, draft)
 		}
 		return domain.Order{}, err
 	}
@@ -148,7 +162,7 @@ func (e *Engine) PlaceLimit(ctx context.Context, order domain.Order) (domain.Ord
 	posted.QuantityLots = order.QuantityLots
 	posted.AttemptNo = order.AttemptNo
 	posted.TradeDate = order.TradeDate
-	posted.CreatedAt = time.Now().UTC()
+	posted.CreatedAt = now
 	posted.UpdatedAt = posted.CreatedAt
 	if e.store != nil {
 		if err := e.store.RunInTx(ctx, func(ctx context.Context, repo repository.Repository) error {
@@ -191,9 +205,7 @@ func (e *Engine) findExisting(ctx context.Context, order domain.Order) (domain.O
 		return domain.Order{}, err
 	}
 	for _, existing := range orders {
-		if existing.ClientOrderID == order.ClientOrderID &&
+		if existing.ClientOrderID == order.ClientOrderID {
-			existing.Status != domain.OrderStatusFailed &&
-			existing.Status != domain.OrderStatusRejected {
 			return existing, nil
 		}
 	}
@@ -294,12 +306,14 @@ func (e *Engine) MonitorUntil(ctx context.Context, order domain.Order, cfg Monit
 			aggregate.FilledLots < aggregate.QuantityLots &&
 			cfg.Quote != nil
 		if shouldRepost {
-			next, err := e.repost(ctx, current, cfg, aggregate.QuantityLots-aggregate.FilledLots)
+			next, reposted, err := e.repost(ctx, current, cfg, aggregate.QuantityLots-aggregate.FilledLots)
 			if err != nil {
 				return aggregate, err
 			}
+			if reposted {
 				current = next
 				seen[current.ClientOrderID] = current
+			}
 			lastPost = time.Now()
 			continue
 		}
@@ -311,32 +325,158 @@ func (e *Engine) MonitorUntil(ctx context.Context, order domain.Order, cfg Monit
 	}
 }
 
-func (e *Engine) repost(ctx context.Context, order domain.Order, cfg MonitorConfig, remaining int64) (domain.Order, error) {
+func (e *Engine) MonitorOnce(ctx context.Context, order domain.Order, cfg MonitorConfig) (domain.Order, error) {
+	if cfg.PollInterval <= 0 {
+		cfg.PollInterval = 500 * time.Millisecond
+	}
+	if cfg.MaxAttempts <= 0 {
+		cfg.MaxAttempts = 1
+	}
+	previous := order
+	refreshed, err := e.Refresh(ctx, order)
+	if err != nil {
+		return order, err
+	}
+	aggregate := mergeAggregateFill(order, previous, refreshed)
+	current := mergeOrderState(order, refreshed)
+	aggregate.Status = current.Status
+	aggregate.UpdatedAt = current.UpdatedAt
+	aggregate.RawStateJSON = current.RawStateJSON
+	if aggregate.FilledLots >= aggregate.QuantityLots {
+		aggregate.Status = domain.OrderStatusFilled
+		return aggregate, nil
+	}
+	if isTerminal(current.Status) {
+		return aggregate, nil
+	}
+	if !cfg.Deadline.IsZero() && !time.Now().Before(cfg.Deadline) {
+		if err := e.Cancel(ctx, current); err != nil {
+			return aggregate, err
+		}
+		aggregate.Status = domain.OrderStatusExpired
+		if e.store != nil {
+			if err := e.store.UpdateOrderStatus(ctx, current.ClientOrderID, aggregate.Status, current.FilledLots, current.RawStateJSON); err != nil {
+				return aggregate, err
+			}
+		}
+		return aggregate, nil
+	}
+	shouldRepost := cfg.RepostAfter > 0 &&
+		repostDue(current, cfg.RepostAfter) &&
+		current.AttemptNo < cfg.MaxAttempts &&
+		aggregate.FilledLots < aggregate.QuantityLots &&
+		cfg.Quote != nil
+	if shouldRepost {
+		next, reposted, err := e.repost(ctx, current, cfg, aggregate.QuantityLots-aggregate.FilledLots)
+		if err != nil {
+			return aggregate, err
+		}
+		if reposted {
+			aggregate.BrokerOrderID = next.BrokerOrderID
+			aggregate.ClientOrderID = next.ClientOrderID
+			aggregate.Status = next.Status
+			aggregate.RawStateJSON = next.RawStateJSON
+			aggregate.UpdatedAt = next.UpdatedAt
+		}
+	}
+	return aggregate, nil
+}
+
+func (e *Engine) repost(ctx context.Context, order domain.Order, cfg MonitorConfig, remaining int64) (domain.Order, bool, error) {
 	if err := e.ensureRepostBudget(ctx, order, cfg.Instrument); err != nil {
-		return domain.Order{}, err
+		return domain.Order{}, false, err
 	}
-	if err := e.Cancel(ctx, order); err != nil {
+	if !cfg.Deadline.IsZero() && !time.Now().Before(cfg.Deadline) {
-		return domain.Order{}, err
+		return order, false, nil
-	}
-	if remaining <= 0 {
-		order.Status = domain.OrderStatusFilled
-		return order, nil
 	}
 	book, err := cfg.Quote(ctx, order.InstrumentUID)
 	if err != nil {
-		return domain.Order{}, err
+		return domain.Order{}, false, err
+	}
+	if cfg.RepostCheck != nil {
+		if err := cfg.RepostCheck(ctx, order, cfg.Instrument, book); err != nil {
+			return order, false, nil
+		}
+	}
+	if err := e.Cancel(ctx, order); err != nil {
+		return domain.Order{}, false, err
+	}
+	cancelled, err := e.waitTerminal(ctx, order, cfg)
+	if err != nil {
+		return domain.Order{}, false, err
+	}
+	if remaining <= 0 {
+		cancelled.Status = domain.OrderStatusFilled
+		return cancelled, true, nil
+	}
+	if !cfg.Deadline.IsZero() && !time.Now().Before(cfg.Deadline) {
+		return cancelled, true, nil
+	}
+	book, err = cfg.Quote(ctx, order.InstrumentUID)
+	if err != nil {
+		return domain.Order{}, false, err
+	}
+	if cfg.RepostCheck != nil {
+		if err := cfg.RepostCheck(ctx, order, cfg.Instrument, book); err != nil {
+			return cancelled, true, nil
+		}
 	}
 	attempt := order.AttemptNo + 1
 	switch order.Side {
 	case domain.SideBuy:
-		return e.PlaceEntry(ctx, order.AccountIDHash, cfg.Instrument, order.TradeDate, remaining, book, cfg.ImproveTicks, attempt)
+		next, err := e.PlaceEntry(ctx, order.AccountIDHash, cfg.Instrument, order.TradeDate, remaining, book, cfg.ImproveTicks, attempt)
+		return next, true, err
 	case domain.SideSell:
-		return e.PlaceExit(ctx, order.AccountIDHash, cfg.Instrument, order.TradeDate, remaining, book, cfg.ImproveTicks, attempt)
+		next, err := e.PlaceExit(ctx, order.AccountIDHash, cfg.Instrument, order.TradeDate, remaining, book, cfg.ImproveTicks, attempt)
+		return next, true, err
 	default:
-		return domain.Order{}, fmt.Errorf("unsupported side %s", order.Side)
+		return domain.Order{}, false, fmt.Errorf("unsupported side %s", order.Side)
 	}
 }
 
+func (e *Engine) waitTerminal(ctx context.Context, order domain.Order, cfg MonitorConfig) (domain.Order, error) {
+	current := order
+	for {
+		refreshed, err := e.Refresh(ctx, current)
+		if err != nil {
+			return domain.Order{}, err
+		}
+		current = mergeOrderState(current, refreshed)
+		if isTerminal(current.Status) {
+			return current, nil
+		}
+		if !cfg.Deadline.IsZero() && !time.Now().Before(cfg.Deadline) {
+			return current, nil
+		}
+		timer := time.NewTimer(cfg.PollInterval)
+		select {
+		case <-ctx.Done():
+			if !timer.Stop() {
+				select {
+				case <-timer.C:
+				default:
+				}
+			}
+			return domain.Order{}, ctx.Err()
+		case <-timer.C:
+		}
+	}
+}
+
+func repostDue(order domain.Order, after time.Duration) bool {
+	if after <= 0 {
+		return false
+	}
+	basis := order.CreatedAt
+	if basis.IsZero() {
+		basis = order.UpdatedAt
+	}
+	if basis.IsZero() {
+		return true
+	}
+	return time.Since(basis) >= after
+}
+
 func (e *Engine) ensureRepostBudget(ctx context.Context, order domain.Order, instrument domain.Instrument) error {
 	if e.store == nil || instrument.FreeOrderLimitPerDay <= 0 {
 		return nil

internal/execution/state_test.go

@@ -165,3 +165,50 @@ func TestMonitorUntilRepostsAndExpiresAtDeadline(t *testing.T) {
 		t.Fatalf("free order counter=%d, want 2", sent)
 	}
 }
+
+func TestMonitorOnceDoesNotRepostWhenCheckRejects(t *testing.T) {
+	ctx := context.Background()
+	repo := testutil.NewMemoryRepository()
+	gateway := tinvest.NewFakeGateway()
+	engine := NewEngine(domain.ModeSandbox, "account", gateway, repo)
+	instrument := domain.Instrument{
+		InstrumentUID:     "uid",
+		Lot:               1,
+		MinPriceIncrement: decimal.NewFromInt(1),
+	}
+	book := domain.OrderBook{
+		InstrumentUID: "uid",
+		Bids:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
+		Asks:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(101), QuantityLots: 10}},
+		ReceivedAt:    time.Now().UTC(),
+	}
+	tradeDate := time.Date(2026, 6, 6, 0, 0, 0, 0, time.UTC)
+	order, err := engine.PlaceEntry(ctx, "hash", instrument, tradeDate, 3, book, 1, 1)
+	if err != nil {
+		t.Fatal(err)
+	}
+	order.CreatedAt = time.Now().UTC().Add(-time.Minute)
+	if err := repo.UpsertOrder(ctx, order); err != nil {
+		t.Fatal(err)
+	}
+	if _, err := engine.MonitorOnce(ctx, order, MonitorConfig{
+		Deadline:     time.Now().Add(time.Minute),
+		PollInterval: time.Millisecond,
+		MaxAttempts:  2,
+		RepostAfter:  time.Second,
+		Instrument:   instrument,
+		ImproveTicks: 1,
+		Quote: func(context.Context, string) (domain.OrderBook, error) {
+			book.ReceivedAt = time.Now().UTC()
+			return book, nil
+		},
+		RepostCheck: func(context.Context, domain.Order, domain.Instrument, domain.OrderBook) error {
+			return context.Canceled
+		},
+	}); err != nil {
+		t.Fatal(err)
+	}
+	if got := len(gateway.Orders); got != 1 {
+		t.Fatalf("broker orders=%d, want no repost", got)
+	}
+}

internal/features/pipeline.go

@@ -108,12 +108,6 @@ func Compute(instrument domain.Instrument, candles []domain.Candle, tradeDate ti
 	long := Rolling(overnight, cfg.RollingLong, cfg.EWMALambda)
 	adv := ADV(candles, instrument.Lot, 20)
 	rawEdgeBps := decimal.NewFromFloat(short.Mean).Mul(decimal.NewFromInt(10_000))
-	if !entryVolume.IsPositive() {
-		entryVolume = adv
-	}
-	if !exitVolume.IsPositive() {
-		exitVolume = adv
-	}
 	instrumentCommission := instrument.ExpectedCommissionBpsPerSide.Mul(decimal.NewFromInt(2))
 	expectedCost := spread.SpreadBps.
 		Add(cfg.EntrySlippageBps).

internal/notify/notify.go

@@ -13,6 +13,8 @@ import (
 	"overnight-trading-bot/internal/domain"
 )
 
+const mustDeliverEnqueueTimeout = 2 * time.Second
+
 type Notifier interface {
 	Info(ctx context.Context, msg string) error
 	Warn(ctx context.Context, msg string) error
@@ -55,6 +57,7 @@ type Telegram struct {
 type outbound struct {
 	level       domain.Severity
 	text        string
+	mustDeliver bool
 }
 
 func NewTelegram(cfg TelegramConfig, log *slog.Logger) (Notifier, error) {
@@ -119,13 +122,19 @@ func (t *Telegram) enqueue(ctx context.Context, level domain.Severity, msg strin
 }
 
 func (t *Telegram) enqueueText(ctx context.Context, level domain.Severity, text string, mustDeliver bool) error {
-	item := outbound{level: level, text: text}
+	item := outbound{level: level, text: text, mustDeliver: mustDeliver}
 	if mustDeliver {
+		timer := time.NewTimer(mustDeliverEnqueueTimeout)
+		defer timer.Stop()
 		select {
 		case t.queue <- item:
 			return nil
 		case <-ctx.Done():
+			t.auditNotificationFailure(context.Background(), item, "notification_context_cancelled", ctx.Err().Error())
 			return ctx.Err()
+		case <-timer.C:
+			t.auditNotificationFailure(ctx, item, "notification_undeliverable", "telegram queue full")
+			return nil
 		}
 	}
 	select {
@@ -168,8 +177,10 @@ func (t *Telegram) dispatch() {
 
 func (t *Telegram) send(item outbound) {
 	msg := tgbotapi.NewMessage(t.cfg.ChatID, item.text)
+	var lastErr error
 	for attempt := 0; attempt < 3; attempt++ {
 		if _, err := t.bot.Send(msg); err != nil {
+			lastErr = err
 			delay := telegramRetryDelay(err, attempt)
 			if t.log != nil {
 				t.log.Warn("telegram send failed", "attempt", attempt+1, "err", err, "retry_in", delay)
@@ -190,6 +201,32 @@ func (t *Telegram) send(item outbound) {
 		}
 		return
 	}
+	if item.mustDeliver {
+		message := "telegram send failed"
+		if lastErr != nil {
+			message = lastErr.Error()
+		}
+		t.auditNotificationFailure(context.Background(), item, "notification_undeliverable", message)
+	}
+}
+
+func (t *Telegram) auditNotificationFailure(ctx context.Context, item outbound, eventType, message string) {
+	if t.cfg.AuditSink == nil {
+		return
+	}
+	severity := domain.SeverityWarn
+	if item.mustDeliver {
+		severity = domain.SeverityCritical
+	}
+	if err := t.cfg.AuditSink.InsertRiskEvent(ctx, domain.RiskEvent{
+		TS:          time.Now().UTC(),
+		Severity:    severity,
+		EventType:   eventType,
+		Message:     message,
+		ContextJSON: fmt.Sprintf(`{"level":%q}`, item.level),
+	}); err != nil && t.log != nil {
+		t.log.Warn("telegram audit fallback failed", "err", err)
+	}
 }
 
 func telegramRetryDelay(err error, attempt int) time.Duration {

internal/reconciliation/engine.go

@@ -15,6 +15,8 @@ import (
 	"overnight-trading-bot/internal/tinvest"
 )
 
+var defaultCommissionTolerance = decimal.RequireFromString("0.01")
+
 type Engine struct {
 	repo                  repository.Repository
 	gateway               tinvest.Gateway
@@ -34,7 +36,7 @@ func New(repo repository.Repository, gateway tinvest.Gateway, accountID, account
 		accountID:           accountID,
 		accountIDHash:       accountIDHash,
 		window:              72 * time.Hour,
-		commissionTolerance: decimal.NewFromFloat(0.01),
+		commissionTolerance: defaultCommissionTolerance,
 	}
 }
 
@@ -164,7 +166,14 @@ func (e Engine) Run(ctx context.Context) ([]domain.ReconciliationDiff, error) {
 				continue
 			}
 			if err := e.repo.QuarantineInstrument(ctx, diff.InstrumentUID, diff.Message); err != nil {
-				return nil, err
+				_ = e.repo.InsertRiskEvent(ctx, domain.RiskEvent{
+					TS:            time.Now().UTC(),
+					Severity:      domain.SeverityCritical,
+					EventType:     "quarantine_failed",
+					InstrumentUID: diff.InstrumentUID,
+					Message:       err.Error(),
+					ContextJSON:   fmt.Sprintf(`{"reconciliation_diff":%q}`, diff.Message),
+				})
 			}
 		}
 	}
@@ -192,7 +201,7 @@ func HasCritical(diffs []domain.ReconciliationDiff) bool {
 }
 
 func compareOperations(orders []domain.Order, operations []domain.Operation) []domain.ReconciliationDiff {
-	return compareOperationsWithPolicy(orders, operations, false, decimal.NewFromFloat(0.01))
+	return compareOperationsWithPolicy(orders, operations, false, defaultCommissionTolerance)
 }
 
 func compareOperationsWithPolicy(orders []domain.Order, operations []domain.Operation, requireZeroCommission bool, commissionTolerance decimal.Decimal) []domain.ReconciliationDiff {

internal/repository/mysql/repository.go

@@ -615,6 +615,23 @@ func (r *Repository) SaveSystemState(ctx context.Context, state domain.SystemSta
 	_, err := r.execer().ExecContext(ctx, `
 INSERT INTO system_state (id, state, mode, halted, halt_reason, last_heartbeat, context_json)
 VALUES (1, ?, ?, ?, ?, UTC_TIMESTAMP(3), ?)
+ON DUPLICATE KEY UPDATE
+  state=IF(halted=1 AND VALUES(halted)=0, state, VALUES(state)),
+  mode=VALUES(mode),
+  halted=IF(halted=1 AND VALUES(halted)=0, halted, VALUES(halted)),
+  halt_reason=IF(halted=1 AND VALUES(halted)=0, halt_reason, VALUES(halt_reason)),
+  last_heartbeat=VALUES(last_heartbeat),
+  context_json=VALUES(context_json)`, state, mode, halted, nullableString(reason), contextJSON)
+	return err
+}
+
+func (r *Repository) forceSaveSystemState(ctx context.Context, state domain.SystemState, mode domain.Mode, halted bool, reason string, contextJSON string) error {
+	if contextJSON == "" {
+		contextJSON = "{}"
+	}
+	_, err := r.execer().ExecContext(ctx, `
+INSERT INTO system_state (id, state, mode, halted, halt_reason, last_heartbeat, context_json)
+VALUES (1, ?, ?, ?, ?, UTC_TIMESTAMP(3), ?)
 ON DUPLICATE KEY UPDATE
   state=VALUES(state), mode=VALUES(mode), halted=VALUES(halted),
   halt_reason=VALUES(halt_reason), last_heartbeat=VALUES(last_heartbeat),
@@ -647,6 +664,9 @@ func (r *Repository) Unhalt(ctx context.Context, reason string) error {
 			}
 			mode = currentMode
 		}
+		if txRepo, ok := repo.(*Repository); ok {
+			return txRepo.forceSaveSystemState(ctx, domain.StateInit, mode, false, "", `{"manual_unhalt":true}`)
+		}
 		return repo.SaveSystemState(ctx, domain.StateInit, mode, false, "", `{"manual_unhalt":true}`)
 	})
 }

internal/risk/sizing.go

@@ -29,6 +29,8 @@ type SizingConfig struct {
 type SizingInput struct {
 	Portfolio           domain.Portfolio
 	SelectedInstruments int
+	ExistingExposure    decimal.Decimal
+	ReservedCash        decimal.Decimal
 	LimitPrice          decimal.Decimal
 	Lot                 int64
 	EntryIntervalVolume decimal.Decimal
@@ -66,11 +68,19 @@ func (s Sizer) Size(input SizingInput) SizingResult {
 		input.SelectedInstruments = 1
 	}
 	capLimit := input.Portfolio.Equity.Mul(s.cfg.MaxPositionPct)
-	exposureLimit := input.Portfolio.Equity.Mul(s.cfg.MaxTotalExposurePct).
+	totalExposureLimit := input.Portfolio.Equity.Mul(s.cfg.MaxTotalExposurePct)
-		Div(decimal.NewFromInt(int64(input.SelectedInstruments)))
+	remainingExposure := totalExposureLimit.Sub(input.ExistingExposure)
+	if remainingExposure.IsNegative() {
+		remainingExposure = decimal.Zero
+	}
+	exposureLimit := remainingExposure.Div(decimal.NewFromInt(int64(input.SelectedInstruments)))
 	liquidityLimit := money.Min(input.EntryIntervalVolume, input.ExitIntervalVolume).
 		Mul(s.cfg.MaxParticipationRate)
-	cashLimit := input.Portfolio.Cash.Mul(s.cfg.CashUsageBuffer)
+	availableCash := input.Portfolio.Cash.Sub(input.ReservedCash)
+	if availableCash.IsNegative() {
+		availableCash = decimal.Zero
+	}
+	cashLimit := availableCash.Mul(s.cfg.CashUsageBuffer)
 	riskLimit := capLimit
 	if input.Q05OvernightAbs.IsPositive() {
 		riskBudget := input.Portfolio.Equity.Mul(s.cfg.RiskBudgetPerInstrumentPct)

internal/risk/sizing_test.go

@@ -170,3 +170,28 @@ func TestSizerAppliesSizeReductionFactor(t *testing.T) {
 		t.Fatalf("unexpected reduced sizing: %+v", got)
 	}
 }
+
+func TestSizerSubtractsExistingExposureAndReservedCash(t *testing.T) {
+	sizer := NewSizer(SizingConfig{
+		MaxPositionPct:             rd("1"),
+		MaxTotalExposurePct:        rd("0.50"),
+		MaxParticipationRate:       rd("1"),
+		CashUsageBuffer:            rd("1"),
+		RiskBudgetPerInstrumentPct: rd("1"),
+		MinOrderNotionalRUB:        rd("1"),
+	})
+	got := sizer.Size(SizingInput{
+		Portfolio:           domain.Portfolio{Equity: rd("100000"), Cash: rd("50000")},
+		SelectedInstruments: 2,
+		ExistingExposure:    rd("30000"),
+		ReservedCash:        rd("10000"),
+		LimitPrice:          rd("100"),
+		Lot:                 1,
+		EntryIntervalVolume: rd("1000000"),
+		ExitIntervalVolume:  rd("1000000"),
+		Q05OvernightAbs:     rd("1"),
+	})
+	if got.Lots != 100 || !got.TargetNotional.Equal(rd("10000")) {
+		t.Fatalf("unexpected sizing with reserved exposure: %+v", got)
+	}
+}

internal/scheduler/scheduler.go

@@ -48,6 +48,7 @@ type Config struct {
 	ExitWindowStart        timeutil.TimeOfDay
 	ExitWindowEnd          timeutil.TimeOfDay
 	HardExitDeadline       timeutil.TimeOfDay
+	MarketClose            timeutil.TimeOfDay
 	QuoteDepth             int32
 	MaxQuoteAge            time.Duration
 	OrderPollInterval      time.Duration
@@ -60,6 +61,7 @@ type Config struct {
 	RequireZeroCommission  bool
 	QuarantineOnNonZero    bool
 	ReconciliationInterval time.Duration
+	MaxOpenPositions       int
 }
 
 type Services struct {
@@ -91,6 +93,13 @@ type Scheduler struct {
 	lastReconciledAt time.Time
 }
 
+type signalCandidate struct {
+	Signal     domain.Signal
+	Instrument domain.Instrument
+	Feature    domain.FeatureSet
+	Book       domain.OrderBook
+}
+
 func New(clock timeutil.Clock, sm statemachine.System, cfg Config, svc Services) Scheduler {
 	if cfg.TickInterval <= 0 {
 		cfg.TickInterval = 30 * time.Second
@@ -205,22 +214,39 @@ func (s *Scheduler) prepareSignals(ctx context.Context, now time.Time) error {
 	if err != nil {
 		return err
 	}
+	instrumentByUID := make(map[string]domain.Instrument, len(instrumentsList))
 	for _, instrument := range instrumentsList {
-		if err := s.generateInstrumentSignal(ctx, now, tradeDate, portfolio, len(openPositions), instrument); err != nil {
+		instrumentByUID[instrument.InstrumentUID] = instrument
+	}
+	existingExposure := positionsExposure(openPositions, instrumentByUID, portfolio)
+	generated := make([]signalCandidate, 0, len(instrumentsList))
+	for _, instrument := range instrumentsList {
+		candidate, err := s.generateInstrumentSignal(ctx, tradeDate, len(openPositions), instrument)
+		if err != nil {
+			return err
+		}
+		generated = append(generated, candidate)
+	}
+	s.applyBatchSignalLimits(portfolio, existingExposure, len(openPositions), generated)
+	for _, candidate := range generated {
+		if err := s.svc.Repo.UpsertSignal(ctx, candidate.Signal); err != nil {
+			return err
+		}
+		if err := s.notifySignal(ctx, now, candidate.Signal); err != nil {
 			return err
 		}
 	}
 	return s.transitionTo(ctx, domain.StateWaitEntryWindow)
 }
 
-func (s Scheduler) generateInstrumentSignal(ctx context.Context, now, tradeDate time.Time, portfolio domain.Portfolio, openPositionCount int, instrument domain.Instrument) error {
+func (s Scheduler) generateInstrumentSignal(ctx context.Context, tradeDate time.Time, openPositionCount int, instrument domain.Instrument) (signalCandidate, error) {
 	book, err := s.svc.MarketData.LatestQuote(ctx, instrument.InstrumentUID, s.cfg.QuoteDepth, s.cfg.MaxQuoteAge)
 	if err != nil {
-		return s.saveRejectedSignal(ctx, tradeDate, instrument, "quote_unavailable", err)
+		return s.rejectedSignal(tradeDate, instrument, "quote_unavailable", err), nil
 	}
 	spread, err := spreadFromBook(book, instrument.MinPriceIncrement)
 	if err != nil {
-		return s.saveRejectedSignal(ctx, tradeDate, instrument, "spread_unavailable", err)
+		return s.rejectedSignal(tradeDate, instrument, "spread_unavailable", err), nil
 	}
 	tradingStatus, err := s.svc.Gateway.GetTradingStatus(ctx, instrument.InstrumentUID)
 	if err != nil {
@@ -228,7 +254,7 @@ func (s Scheduler) generateInstrumentSignal(ctx context.Context, now, tradeDate
 	}
 	feature, err := s.svc.Features.Recompute(ctx, instrument, tradeDate, spread)
 	if err != nil {
-		return s.saveRejectedSignal(ctx, tradeDate, instrument, "features_unavailable", err)
+		return s.rejectedSignal(tradeDate, instrument, "features_unavailable", err), nil
 	}
 	remaining, err := s.svc.FreeOrders.Check(ctx, tradeDate, instrument, s.maxOrderAttemptsPerTrade())
 	freeOrderOK := err == nil
@@ -245,30 +271,10 @@ func (s Scheduler) generateInstrumentSignal(ctx context.Context, now, tradeDate
 			"spread_bps":            spread.SpreadBps.String(),
 		},
 	})
-	if sig.Decision == domain.DecisionEnter {
+	return signalCandidate{Signal: sig, Instrument: instrument, Feature: feature, Book: book}, nil
-		sized, sizingErr := s.sizeSignal(ctx, portfolio, instrument, feature, book, 1)
-		switch {
-		case sizingErr != nil:
-			sig.Decision = domain.DecisionReject
-			sig.RejectReason = sizingErr.Error()
-		case sized.Lots <= 0:
-			sig.Decision = domain.DecisionReject
-			if isSizingSkipReason(sized.Reason) {
-				sig.Decision = domain.DecisionSkip
-			}
-			sig.RejectReason = sized.Reason
-		default:
-			sig.TargetLots = sized.Lots
-			sig.TargetNotional = sized.TargetNotional
-		}
-	}
-	if err := s.svc.Repo.UpsertSignal(ctx, sig); err != nil {
-		return err
-	}
-	return s.notifySignal(ctx, now, sig)
 }
 
-func (s Scheduler) saveRejectedSignal(ctx context.Context, tradeDate time.Time, instrument domain.Instrument, reason string, cause error) error {
+func (s Scheduler) rejectedSignal(tradeDate time.Time, instrument domain.Instrument, reason string, cause error) signalCandidate {
 	sig := domain.Signal{
 		TradeDate:     tradeDate,
 		InstrumentUID: instrument.InstrumentUID,
@@ -277,10 +283,63 @@ func (s Scheduler) saveRejectedSignal(ctx context.Context, tradeDate time.Time,
 		ContextJSON:   fmt.Sprintf(`{"error":%q}`, cause.Error()),
 		CreatedAt:     s.nowUTC(),
 	}
-	return s.svc.Repo.UpsertSignal(ctx, sig)
+	return signalCandidate{Signal: sig, Instrument: instrument}
 }
 
-func (s Scheduler) sizeSignal(_ context.Context, portfolio domain.Portfolio, instrument domain.Instrument, feature domain.FeatureSet, book domain.OrderBook, selected int) (risk.SizingResult, error) {
+func (s Scheduler) applyBatchSignalLimits(portfolio domain.Portfolio, existingExposure decimal.Decimal, openPositionCount int, generated []signalCandidate) {
+	enterIndexes := make([]int, 0, len(generated))
+	for i := range generated {
+		if generated[i].Signal.Decision == domain.DecisionEnter {
+			enterIndexes = append(enterIndexes, i)
+		}
+	}
+	sort.SliceStable(enterIndexes, func(i, j int) bool {
+		left := generated[enterIndexes[i]].Signal
+		right := generated[enterIndexes[j]].Signal
+		if left.Score.Equal(right.Score) {
+			return left.InstrumentUID < right.InstrumentUID
+		}
+		return left.Score.GreaterThan(right.Score)
+	})
+	remainingSlots := len(enterIndexes)
+	if s.cfg.MaxOpenPositions > 0 {
+		remainingSlots = s.cfg.MaxOpenPositions - openPositionCount
+		if remainingSlots < 0 {
+			remainingSlots = 0
+		}
+		if remainingSlots > len(enterIndexes) {
+			remainingSlots = len(enterIndexes)
+		}
+	}
+	selectedCount := remainingSlots
+	for rank, index := range enterIndexes {
+		candidate := &generated[index]
+		if rank >= remainingSlots {
+			candidate.Signal.Decision = domain.DecisionSkip
+			candidate.Signal.TargetLots = 0
+			candidate.Signal.TargetNotional = decimal.Zero
+			candidate.Signal.RejectReason = signal.ReasonMaxPositions
+			continue
+		}
+		sized, sizingErr := s.sizeSignal(portfolio, candidate.Instrument, candidate.Feature, candidate.Book, selectedCount, existingExposure, decimal.Zero)
+		switch {
+		case sizingErr != nil:
+			candidate.Signal.Decision = domain.DecisionReject
+			candidate.Signal.RejectReason = sizingErr.Error()
+		case sized.Lots <= 0:
+			candidate.Signal.Decision = domain.DecisionReject
+			if isSizingSkipReason(sized.Reason) {
+				candidate.Signal.Decision = domain.DecisionSkip
+			}
+			candidate.Signal.RejectReason = sized.Reason
+		default:
+			candidate.Signal.TargetLots = sized.Lots
+			candidate.Signal.TargetNotional = sized.TargetNotional
+		}
+	}
+}
+
+func (s Scheduler) sizeSignal(portfolio domain.Portfolio, instrument domain.Instrument, feature domain.FeatureSet, book domain.OrderBook, selected int, existingExposure, reservedCash decimal.Decimal) (risk.SizingResult, error) {
 	bid, ask, err := bestBidAsk(book)
 	if err != nil {
 		return risk.SizingResult{}, err
@@ -292,6 +351,8 @@ func (s Scheduler) sizeSignal(_ context.Context, portfolio domain.Portfolio, ins
 	return s.svc.Sizer.Size(risk.SizingInput{
 		Portfolio:           portfolio,
 		SelectedInstruments: selected,
+		ExistingExposure:    existingExposure,
+		ReservedCash:        reservedCash,
 		LimitPrice:          price,
 		Lot:                 instrument.Lot,
 		EntryIntervalVolume: feature.EntryIntervalVolume,
@@ -313,6 +374,7 @@ func (s *Scheduler) placeEntryOrders(ctx context.Context, now time.Time) error {
 	if err != nil {
 		return err
 	}
+	sortSignalsForEntry(signals)
 	existing, err := s.svc.Repo.ListOrders(ctx, s.svc.AccountIDHash, tradeDate, tradeDate)
 	if err != nil {
 		return err
@@ -325,10 +387,26 @@ func (s *Scheduler) placeEntryOrders(ctx context.Context, now time.Time) error {
 	if err != nil {
 		return err
 	}
+	portfolio, err := s.svc.Gateway.GetPortfolio(ctx, s.svc.AccountID)
+	if err != nil {
+		return err
+	}
+	baseExposure := positionsExposure(openPositions, instrumentByUID, portfolio)
+	pendingExposure := ordersExposure(existing, instrumentByUID, domain.SideBuy, true)
+	reservedCash := pendingExposure
+	projectedOpenPositions := len(openPositions) + countActiveOrders(existing, domain.SideBuy, tradeDate)
+	entryCandidates := entryOrderCandidates(signals, existing)
 	for _, sig := range signals {
 		if sig.Decision != domain.DecisionEnter || sig.TargetLots <= 0 || hasOrder(existing, sig.InstrumentUID, domain.SideBuy) {
 			continue
 		}
+		remainingSelections := remainingSignalCount(entryCandidates, sig.InstrumentUID)
+		if s.cfg.MaxOpenPositions > 0 && projectedOpenPositions >= s.cfg.MaxOpenPositions {
+			if err := s.recordPreTradeReject(ctx, sig.InstrumentUID, signal.ReasonMaxPositions, `{"reason":"max_positions_reached"}`); err != nil {
+				return err
+			}
+			continue
+		}
 		instrument, ok := instrumentByUID[sig.InstrumentUID]
 		if !ok {
 			return fmt.Errorf("instrument %s is not in registry", sig.InstrumentUID)
@@ -352,38 +430,56 @@ func (s *Scheduler) placeEntryOrders(ctx context.Context, now time.Time) error {
 		if err != nil {
 			return err
 		}
+		if err := s.checkSpreadBeforeOrder(ctx, instrument, book); err != nil {
+			if insertErr := s.recordPreTradeReject(ctx, sig.InstrumentUID, err.Error(), `{"reason":"spread_limit"}`); insertErr != nil {
+				return insertErr
+			}
+			continue
+		}
 		tradingStatus, err := s.svc.Gateway.GetTradingStatus(ctx, sig.InstrumentUID)
 		if err != nil {
 			tradingStatus = domain.TradingStatusUnknown
 		}
-		portfolio, err := s.svc.Gateway.GetPortfolio(ctx, s.svc.AccountID)
+		portfolio, err = s.svc.Gateway.GetPortfolio(ctx, s.svc.AccountID)
 		if err != nil {
 			return err
 		}
-		pre := s.svc.Risk.PreTradeCheck(risk.PreTradeInput{
+		feature, err := s.svc.Repo.GetFeature(ctx, sig.InstrumentUID, tradeDate)
-			Portfolio:       portfolio,
+		if err != nil {
-			OpenPositions:   len(openPositions),
+			return err
-			TradingStatus:   tradingStatus,
+		}
-			QuoteReceivedAt: book.ReceivedAt,
+		sized, err := s.sizeSignal(portfolio, instrument, feature, book, remainingSelections, baseExposure.Add(pendingExposure), reservedCash)
-			Now:             now.UTC(),
+		if err != nil {
-			MarketClose:     s.cfg.EntryWindowEnd.On(now, s.cfg.Location).UTC(),
+			return err
-		})
+		}
-		if !pre.Allowed {
+		lots := min(sig.TargetLots, sized.Lots)
-			if err := s.svc.Repo.InsertRiskEvent(ctx, domain.RiskEvent{
+		if lots <= 0 {
-				Severity:      domain.SeverityWarn,
+			reason := sized.Reason
-				EventType:     "pre_trade_reject",
+			if reason == "" {
-				InstrumentUID: sig.InstrumentUID,
+				reason = risk.ErrNoSizingCapacity.Error()
-				Message:       pre.Reason,
+			}
-				ContextJSON:   "{}",
+			if err := s.recordPreTradeReject(ctx, sig.InstrumentUID, reason, `{"reason":"sizing"}`); err != nil {
-			}); err != nil {
 				return err
 			}
 			continue
 		}
-		placed, err := s.svc.Execution.PlaceEntry(ctx, s.svc.AccountIDHash, instrument, tradeDate, sig.TargetLots, book, s.cfg.PassiveImproveTicks, 1)
+		pre, err := s.preTradeCheck(ctx, now, portfolio, projectedOpenPositions, tradingStatus, book.ReceivedAt)
+		if err != nil {
+			return err
+		}
+		if !pre.Allowed {
+			if err := s.recordPreTradeReject(ctx, sig.InstrumentUID, pre.Reason, "{}"); err != nil {
+				return err
+			}
+			continue
+		}
+		placed, err := s.svc.Execution.PlaceEntry(ctx, s.svc.AccountIDHash, instrument, tradeDate, lots, book, s.cfg.PassiveImproveTicks, 1)
 		if err != nil && !errors.Is(err, execution.ErrBrokerOrdersDisabled) {
 			return err
 		}
+		if errors.Is(err, execution.ErrBrokerOrdersDisabled) {
+			continue
+		}
 		_ = s.svc.Notifier.Info(ctx, fmt.Sprintf("entry order %s %s lots=%d status=%s", instrument.Ticker, placed.Side, placed.QuantityLots, placed.Status))
 		if placed.FilledLots > 0 {
 			if err := s.recordEntryFill(ctx, instrument, placed); err != nil {
@@ -391,6 +487,10 @@ func (s *Scheduler) placeEntryOrders(ctx context.Context, now time.Time) error {
 			}
 		}
 		existing = append(existing, placed)
+		notional := orderNotional(placed, instrument)
+		pendingExposure = pendingExposure.Add(notional)
+		reservedCash = reservedCash.Add(notional)
+		projectedOpenPositions++
 	}
 	return s.transitionTo(ctx, domain.StateMonitorEntryOrders)
 }
@@ -411,15 +511,16 @@ func (s *Scheduler) monitorEntryOrders(ctx context.Context, now time.Time) error
 	if !s.nowUTC().Before(deadline) {
 		return s.closeEntryWindow(ctx)
 	}
+	tradeDate := tradingDate(now)
 	for _, order := range orders {
-		if order.Side != domain.SideBuy || order.BrokerOrderID == "" {
+		if order.Side != domain.SideBuy || order.BrokerOrderID == "" || !sameTradingDate(order.TradeDate, tradeDate) {
 			continue
 		}
 		instrument, ok := instrumentByUID[order.InstrumentUID]
 		if !ok {
 			return fmt.Errorf("instrument %s is not in registry", order.InstrumentUID)
 		}
-		monitored, err := s.svc.Execution.MonitorUntil(ctx, order, execution.MonitorConfig{
+		monitored, err := s.svc.Execution.MonitorOnce(ctx, order, execution.MonitorConfig{
 			Deadline:     deadline,
 			PollInterval: s.cfg.OrderPollInterval,
 			MaxAttempts:  s.cfg.MaxEntryOrderAttempts,
@@ -429,6 +530,9 @@ func (s *Scheduler) monitorEntryOrders(ctx context.Context, now time.Time) error
 			Quote: func(ctx context.Context, instrumentUID string) (domain.OrderBook, error) {
 				return s.svc.MarketData.LatestQuote(ctx, instrumentUID, s.cfg.QuoteDepth, s.cfg.MaxQuoteAge)
 			},
+			RepostCheck: func(ctx context.Context, order domain.Order, instrument domain.Instrument, book domain.OrderBook) error {
+				return s.repostPreTradeCheck(ctx, now, order, instrument, book)
+			},
 		})
 		if err != nil {
 			return err
@@ -460,11 +564,12 @@ func (s *Scheduler) placeExitOrders(ctx context.Context, now time.Time) error {
 	if err := s.transitionTo(ctx, domain.StatePlaceExitOrders); err != nil {
 		return err
 	}
+	exitTradeDate := tradingDate(now)
 	positionsList, err := s.svc.Repo.ListOpenPositions(ctx, s.svc.AccountIDHash)
 	if err != nil {
 		return err
 	}
-	existing, err := s.svc.Repo.ListOrders(ctx, s.svc.AccountIDHash, tradingDate(now).AddDate(0, 0, -1), tradingDate(now))
+	existing, err := s.svc.Repo.ListOrders(ctx, s.svc.AccountIDHash, exitTradeDate.AddDate(0, 0, -1), exitTradeDate)
 	if err != nil {
 		return err
 	}
@@ -480,10 +585,22 @@ func (s *Scheduler) placeExitOrders(ctx context.Context, now time.Time) error {
 		if !ok {
 			return fmt.Errorf("instrument %s is not in registry", pos.InstrumentUID)
 		}
+		if _, err := s.svc.FreeOrders.Check(ctx, exitTradeDate, instrument, s.cfg.MaxExitOrderAttempts); err != nil {
+			if insertErr := s.recordPreTradeReject(ctx, pos.InstrumentUID, err.Error(), `{"reason":"free_order_budget_insufficient"}`); insertErr != nil {
+				return insertErr
+			}
+			continue
+		}
 		book, err := s.svc.MarketData.LatestQuote(ctx, pos.InstrumentUID, s.cfg.QuoteDepth, s.cfg.MaxQuoteAge)
 		if err != nil {
 			return err
 		}
+		if err := s.checkSpreadBeforeOrder(ctx, instrument, book); err != nil {
+			if insertErr := s.recordPreTradeReject(ctx, pos.InstrumentUID, err.Error(), `{"reason":"spread_limit"}`); insertErr != nil {
+				return insertErr
+			}
+			continue
+		}
 		tradingStatus, err := s.svc.Gateway.GetTradingStatus(ctx, pos.InstrumentUID)
 		if err != nil {
 			tradingStatus = domain.TradingStatusUnknown
@@ -492,21 +609,20 @@ func (s *Scheduler) placeExitOrders(ctx context.Context, now time.Time) error {
 		if err != nil {
 			return err
 		}
-		pre := s.svc.Risk.PreTradeCheck(risk.PreTradeInput{
+		pre, err := s.preTradeCheck(ctx, now, portfolio, len(positionsList), tradingStatus, book.ReceivedAt)
-			Portfolio:       portfolio,
+		if err != nil {
-			OpenPositions:   len(positionsList),
+			return err
-			TradingStatus:   tradingStatus,
+		}
-			QuoteReceivedAt: book.ReceivedAt,
-			Now:             now.UTC(),
-			MarketClose:     s.cfg.HardExitDeadline.On(now, s.cfg.Location).UTC(),
-		})
 		if !pre.Allowed {
 			return fmt.Errorf("exit pre-trade rejected: %s", pre.Reason)
 		}
-		placed, err := s.svc.Execution.PlaceExit(ctx, s.svc.AccountIDHash, instrument, pos.OpenTradeDate, pos.Lots, book, s.cfg.PassiveImproveTicks, 1)
+		placed, err := s.svc.Execution.PlaceExit(ctx, s.svc.AccountIDHash, instrument, exitTradeDate, pos.Lots, book, s.cfg.PassiveImproveTicks, 1)
 		if err != nil && !errors.Is(err, execution.ErrBrokerOrdersDisabled) {
 			return err
 		}
+		if errors.Is(err, execution.ErrBrokerOrdersDisabled) {
+			continue
+		}
 		if placed.FilledLots > 0 || placed.Commission.IsPositive() {
 			if err := s.recordExitFill(ctx, pos, placed); err != nil {
 				return err
@@ -545,15 +661,16 @@ func (s *Scheduler) monitorExitOrders(ctx context.Context, now time.Time) error
 		return err
 	}
 	deadline := s.cfg.HardExitDeadline.On(now, s.cfg.Location).UTC()
+	exitTradeDate := tradingDate(now)
 	for _, order := range orders {
-		if order.Side != domain.SideSell || order.BrokerOrderID == "" {
+		if order.Side != domain.SideSell || order.BrokerOrderID == "" || !sameTradingDate(order.TradeDate, exitTradeDate) {
 			continue
 		}
 		instrument, ok := instrumentByUID[order.InstrumentUID]
 		if !ok {
 			return fmt.Errorf("instrument %s is not in registry", order.InstrumentUID)
 		}
-		monitored, err := s.svc.Execution.MonitorUntil(ctx, order, execution.MonitorConfig{
+		monitored, err := s.svc.Execution.MonitorOnce(ctx, order, execution.MonitorConfig{
 			Deadline:     deadline,
 			PollInterval: s.cfg.OrderPollInterval,
 			MaxAttempts:  s.cfg.MaxExitOrderAttempts,
@@ -563,6 +680,9 @@ func (s *Scheduler) monitorExitOrders(ctx context.Context, now time.Time) error
 			Quote: func(ctx context.Context, instrumentUID string) (domain.OrderBook, error) {
 				return s.svc.MarketData.LatestQuote(ctx, instrumentUID, s.cfg.QuoteDepth, s.cfg.MaxQuoteAge)
 			},
+			RepostCheck: func(ctx context.Context, order domain.Order, instrument domain.Instrument, book domain.OrderBook) error {
+				return s.repostPreTradeCheck(ctx, now, order, instrument, book)
+			},
 		})
 		if err != nil {
 			return err
@@ -740,21 +860,32 @@ func (s *Scheduler) checkInfrastructure(ctx context.Context) error {
 			s.infraFailedSince = time.Time{}
 			return nil
 		}
-		return s.recordInfrastructureFailure(fmt.Errorf("server_time_unavailable: %w", err))
+		return s.recordInfrastructureFailure(ctx, fmt.Errorf("server_time_unavailable: %w", err))
 	}
 	drift := timeutil.Drift(s.nowUTC(), serverTime)
 	if drift > s.cfg.MaxClockDrift {
-		return s.recordInfrastructureFailure(fmt.Errorf("server_clock_drift_too_high: %s > %s", drift, s.cfg.MaxClockDrift))
+		return s.recordInfrastructureFailure(ctx, fmt.Errorf("server_clock_drift_too_high: %s > %s", drift, s.cfg.MaxClockDrift))
 	}
 	s.infraFailedSince = time.Time{}
 	return nil
 }
 
-func (s *Scheduler) recordInfrastructureFailure(err error) error {
+func (s *Scheduler) recordInfrastructureFailure(ctx context.Context, err error) error {
 	now := s.nowUTC()
 	if s.infraFailedSince.IsZero() {
 		s.infraFailedSince = now
 		s.logWarn("infrastructure check failed; waiting for outage threshold", "err", err, "threshold", s.cfg.APIOutageHalt)
+		if s.svc.Repo != nil {
+			if insertErr := s.svc.Repo.InsertRiskEvent(ctx, domain.RiskEvent{
+				TS:          now,
+				Severity:    domain.SeverityWarn,
+				EventType:   "infrastructure_outage_started",
+				Message:     err.Error(),
+				ContextJSON: fmt.Sprintf(`{"threshold_sec":%d}`, int(s.cfg.APIOutageHalt.Seconds())),
+			}); insertErr != nil {
+				return insertErr
+			}
+		}
 		return nil
 	}
 	if s.cfg.APIOutageHalt <= 0 || now.Sub(s.infraFailedSince) >= s.cfg.APIOutageHalt {
@@ -921,6 +1052,183 @@ func (s *Scheduler) failOpenPositionsAtHardDeadline(ctx context.Context) error {
 	return s.svc.Risk.Halt(ctx, s.cfg.Mode, "hard_exit_deadline_missed", fmt.Sprintf("%d positions remain open after hard deadline", len(failed)), "")
 }
 
+func (s Scheduler) checkSpreadBeforeOrder(_ context.Context, instrument domain.Instrument, book domain.OrderBook) error {
+	spread, err := spreadFromBook(book, instrument.MinPriceIncrement)
+	if err != nil {
+		return err
+	}
+	limit := s.svc.Signals.SpreadLimit(instrument)
+	if limit.IsPositive() && spread.SpreadBps.GreaterThan(limit) {
+		return fmt.Errorf("%s: spread_bps=%s max_spread_bps=%s", signal.ReasonSpread, spread.SpreadBps.String(), limit.String())
+	}
+	return nil
+}
+
+func (s Scheduler) repostPreTradeCheck(ctx context.Context, now time.Time, order domain.Order, instrument domain.Instrument, book domain.OrderBook) error {
+	if err := s.checkSpreadBeforeOrder(ctx, instrument, book); err != nil {
+		_ = s.recordPreTradeReject(ctx, order.InstrumentUID, err.Error(), `{"reason":"spread_limit","stage":"repost"}`)
+		return err
+	}
+	tradingStatus, err := s.svc.Gateway.GetTradingStatus(ctx, order.InstrumentUID)
+	if err != nil {
+		tradingStatus = domain.TradingStatusUnknown
+	}
+	portfolio, err := s.svc.Gateway.GetPortfolio(ctx, s.svc.AccountID)
+	if err != nil {
+		return err
+	}
+	openPositions, err := s.svc.Repo.ListOpenPositions(ctx, s.svc.AccountIDHash)
+	if err != nil {
+		return err
+	}
+	pre, err := s.preTradeCheck(ctx, now, portfolio, len(openPositions), tradingStatus, book.ReceivedAt)
+	if err != nil {
+		return err
+	}
+	if !pre.Allowed {
+		_ = s.recordPreTradeReject(ctx, order.InstrumentUID, pre.Reason, `{"stage":"repost"}`)
+		return errors.New(pre.Reason)
+	}
+	return nil
+}
+
+func (s Scheduler) preTradeCheck(ctx context.Context, now time.Time, portfolio domain.Portfolio, openPositions int, tradingStatus domain.TradingStatus, quoteReceivedAt time.Time) (risk.PreTradeResult, error) {
+	metrics, err := s.riskMetrics(ctx, now, portfolio)
+	if err != nil {
+		return risk.PreTradeResult{}, err
+	}
+	return s.svc.Risk.PreTradeCheck(risk.PreTradeInput{
+		Portfolio:          portfolio,
+		OpenPositions:      openPositions,
+		DailyPnL:           metrics.dailyPnL,
+		WeeklyPnL:          metrics.weeklyPnL,
+		MonthlyDrawdownPct: metrics.monthlyDrawdownPct,
+		AvgSlippageBps10:   metrics.avgSlippageBps10,
+		TradingStatus:      tradingStatus,
+		QuoteReceivedAt:    quoteReceivedAt,
+		Now:                now.UTC(),
+		MarketClose:        s.marketCloseOn(now),
+	}), nil
+}
+
+type preTradeMetrics struct {
+	dailyPnL           decimal.Decimal
+	weeklyPnL          decimal.Decimal
+	monthlyDrawdownPct decimal.Decimal
+	avgSlippageBps10   decimal.Decimal
+}
+
+func (s Scheduler) riskMetrics(ctx context.Context, now time.Time, portfolio domain.Portfolio) (preTradeMetrics, error) {
+	today := tradingDate(now)
+	monthStart := today.AddDate(0, -1, 0)
+	positionsList, err := s.svc.Repo.ListPositions(ctx, s.svc.AccountIDHash, monthStart.AddDate(0, 0, -7), today)
+	if err != nil {
+		return preTradeMetrics{}, err
+	}
+	weekStart := today.AddDate(0, 0, -6)
+	var metrics preTradeMetrics
+	monthlyPnL := decimal.Zero
+	var closed []domain.Position
+	for _, pos := range positionsList {
+		if pos.Status != domain.PositionExitFilled {
+			continue
+		}
+		closedAt := positionCloseTime(pos)
+		if closedAt.IsZero() {
+			continue
+		}
+		closeDate := tradingDate(closedAt)
+		if closeDate.Equal(today) {
+			metrics.dailyPnL = metrics.dailyPnL.Add(pos.NetPnL)
+		}
+		if !closeDate.Before(weekStart) {
+			metrics.weeklyPnL = metrics.weeklyPnL.Add(pos.NetPnL)
+		}
+		if !closeDate.Before(monthStart) {
+			monthlyPnL = monthlyPnL.Add(pos.NetPnL)
+		}
+		closed = append(closed, pos)
+	}
+	if monthlyPnL.IsNegative() && portfolio.Equity.IsPositive() {
+		metrics.monthlyDrawdownPct = monthlyPnL.Neg().Div(portfolio.Equity)
+	}
+	avg, err := s.averageAdverseSlippageBps(ctx, closed, 10)
+	if err != nil {
+		return preTradeMetrics{}, err
+	}
+	metrics.avgSlippageBps10 = avg
+	return metrics, nil
+}
+
+func (s Scheduler) averageAdverseSlippageBps(ctx context.Context, positionsList []domain.Position, limit int) (decimal.Decimal, error) {
+	if limit <= 0 {
+		return decimal.Zero, nil
+	}
+	sort.Slice(positionsList, func(i, j int) bool {
+		return positionCloseTime(positionsList[i]).After(positionCloseTime(positionsList[j]))
+	})
+	signalsByDate := make(map[string][]domain.Signal)
+	var values []decimal.Decimal
+	for _, pos := range positionsList {
+		key := tradingDate(pos.OpenTradeDate).Format("2006-01-02")
+		signals, ok := signalsByDate[key]
+		if !ok {
+			var err error
+			signals, err = s.svc.Repo.ListSignals(ctx, tradingDate(pos.OpenTradeDate))
+			if err != nil && !errors.Is(err, sql.ErrNoRows) {
+				return decimal.Zero, err
+			}
+			signalsByDate[key] = signals
+		}
+		for _, sig := range signals {
+			if sig.InstrumentUID != pos.InstrumentUID || sig.Decision != domain.DecisionEnter {
+				continue
+			}
+			adverse := sig.NetEdgeBps.Sub(pos.RealizedEdgeBps)
+			if adverse.IsNegative() {
+				adverse = decimal.Zero
+			}
+			values = append(values, adverse)
+			break
+		}
+		if len(values) == limit {
+			break
+		}
+	}
+	if len(values) == 0 {
+		return decimal.Zero, nil
+	}
+	sum := decimal.Zero
+	for _, value := range values {
+		sum = sum.Add(value)
+	}
+	return sum.Div(decimal.NewFromInt(int64(len(values)))), nil
+}
+
+func positionCloseTime(pos domain.Position) time.Time {
+	if pos.ClosedAt != nil {
+		return pos.ClosedAt.UTC()
+	}
+	return pos.UpdatedAt.UTC()
+}
+
+func (s Scheduler) marketCloseOn(now time.Time) time.Time {
+	if s.cfg.MarketClose.Duration <= 0 {
+		return time.Time{}
+	}
+	return s.cfg.MarketClose.On(now, s.cfg.Location).UTC()
+}
+
+func (s Scheduler) recordPreTradeReject(ctx context.Context, instrumentUID, message, contextJSON string) error {
+	return s.svc.Repo.InsertRiskEvent(ctx, domain.RiskEvent{
+		Severity:      domain.SeverityWarn,
+		EventType:     "pre_trade_reject",
+		InstrumentUID: instrumentUID,
+		Message:       message,
+		ContextJSON:   contextJSON,
+	})
+}
+
 func (s Scheduler) nowUTC() time.Time {
 	if s.clock != nil {
 		return s.clock.Now().UTC()
@@ -1062,6 +1370,120 @@ func hasOrder(orders []domain.Order, instrumentUID string, side domain.Side) boo
 	return false
 }
 
+func sortSignalsForEntry(signals []domain.Signal) {
+	sort.SliceStable(signals, func(i, j int) bool {
+		if signals[i].Decision != signals[j].Decision {
+			return signals[i].Decision == domain.DecisionEnter
+		}
+		if signals[i].Score.Equal(signals[j].Score) {
+			return signals[i].InstrumentUID < signals[j].InstrumentUID
+		}
+		return signals[i].Score.GreaterThan(signals[j].Score)
+	})
+}
+
+func entryOrderCandidates(signals []domain.Signal, existing []domain.Order) []string {
+	out := make([]string, 0, len(signals))
+	for _, sig := range signals {
+		if sig.Decision == domain.DecisionEnter && sig.TargetLots > 0 && !hasOrder(existing, sig.InstrumentUID, domain.SideBuy) {
+			out = append(out, sig.InstrumentUID)
+		}
+	}
+	return out
+}
+
+func remainingSignalCount(candidates []string, instrumentUID string) int {
+	for i, candidate := range candidates {
+		if candidate == instrumentUID {
+			return len(candidates) - i
+		}
+	}
+	return 1
+}
+
+func countActiveOrders(orders []domain.Order, side domain.Side, tradeDate time.Time) int {
+	count := 0
+	for _, order := range orders {
+		if order.Side == side && sameTradingDate(order.TradeDate, tradeDate) && isActiveOrder(order.Status) {
+			count++
+		}
+	}
+	return count
+}
+
+func ordersExposure(orders []domain.Order, instruments map[string]domain.Instrument, side domain.Side, activeOnly bool) decimal.Decimal {
+	total := decimal.Zero
+	for _, order := range orders {
+		if order.Side != side {
+			continue
+		}
+		if activeOnly && !isActiveOrder(order.Status) {
+			continue
+		}
+		instrument := instruments[order.InstrumentUID]
+		total = total.Add(orderRemainingNotional(order, instrument))
+	}
+	return total
+}
+
+func positionsExposure(positions []domain.Position, instruments map[string]domain.Instrument, portfolio domain.Portfolio) decimal.Decimal {
+	local := decimal.Zero
+	for _, pos := range positions {
+		instrument := instruments[pos.InstrumentUID]
+		lot := pos.Lot
+		if lot <= 0 {
+			lot = instrument.Lot
+		}
+		if lot <= 0 || !pos.AvgBuyPrice.IsPositive() || pos.Lots <= 0 {
+			continue
+		}
+		local = local.Add(pos.AvgBuyPrice.Mul(decimal.NewFromInt(pos.Lots)).Mul(decimal.NewFromInt(lot)))
+	}
+	return money.Max(local, portfolioExposure(portfolio))
+}
+
+func portfolioExposure(portfolio domain.Portfolio) decimal.Decimal {
+	total := decimal.Zero
+	for _, holding := range portfolio.Holdings {
+		if holding.MarketValue.IsPositive() {
+			total = total.Add(holding.MarketValue)
+		}
+	}
+	return total
+}
+
+func orderNotional(order domain.Order, instrument domain.Instrument) decimal.Decimal {
+	lot := instrument.Lot
+	if lot <= 0 {
+		lot = 1
+	}
+	lots := order.QuantityLots
+	if lots <= 0 {
+		lots = order.FilledLots
+	}
+	return order.LimitPrice.Mul(decimal.NewFromInt(lots)).Mul(decimal.NewFromInt(lot))
+}
+
+func orderRemainingNotional(order domain.Order, instrument domain.Instrument) decimal.Decimal {
+	remaining := order.QuantityLots - order.FilledLots
+	if remaining <= 0 {
+		return decimal.Zero
+	}
+	lot := instrument.Lot
+	if lot <= 0 {
+		lot = 1
+	}
+	return order.LimitPrice.Mul(decimal.NewFromInt(remaining)).Mul(decimal.NewFromInt(lot))
+}
+
+func isActiveOrder(status domain.OrderStatus) bool {
+	return status == domain.OrderStatusNew || status == domain.OrderStatusSent || status == domain.OrderStatusPartiallyFilled
+}
+
+func sameTradingDate(a, b time.Time) bool {
+	return tradingDate(a).Equal(tradingDate(b))
+}
+
 func sinceMidnight(t time.Time) time.Duration {
 	h, m, s := t.Clock()
 	return time.Duration(h)*time.Hour + time.Duration(m)*time.Minute + time.Duration(s)*time.Second

internal/scheduler/scheduler_test.go

@@ -9,8 +9,11 @@ import (
 
 	"overnight-trading-bot/internal/domain"
 	"overnight-trading-bot/internal/execution"
+	"overnight-trading-bot/internal/marketdata"
+	"overnight-trading-bot/internal/position"
 	"overnight-trading-bot/internal/reconciliation"
 	"overnight-trading-bot/internal/risk"
+	signalengine "overnight-trading-bot/internal/signal"
 	"overnight-trading-bot/internal/statemachine"
 	"overnight-trading-bot/internal/testutil"
 	"overnight-trading-bot/internal/timeutil"
@@ -317,6 +320,234 @@ func TestSizeReductionRuleCutsSizerAfterBadExpectedErrors(t *testing.T) {
 	}
 }
 
+func TestBatchSignalLimitsCapSlotsAndExposure(t *testing.T) {
+	s := Scheduler{
+		cfg: Config{MaxOpenPositions: 5},
+		svc: Services{Sizer: risk.NewSizer(risk.SizingConfig{
+			MaxPositionPct:             decimal.NewFromInt(1),
+			MaxTotalExposurePct:        decimal.RequireFromString("0.50"),
+			MaxParticipationRate:       decimal.NewFromInt(1),
+			CashUsageBuffer:            decimal.NewFromInt(1),
+			RiskBudgetPerInstrumentPct: decimal.NewFromInt(1),
+			MinOrderNotionalRUB:        decimal.NewFromInt(1),
+		})},
+	}
+	book := domain.OrderBook{
+		Bids: []domain.OrderBookLevel{{Price: decimal.NewFromInt(99), QuantityLots: 10}},
+		Asks: []domain.OrderBookLevel{{Price: decimal.NewFromInt(101), QuantityLots: 10}},
+	}
+	generated := make([]signalCandidate, 0, 9)
+	for i := 0; i < 9; i++ {
+		uid := string(rune('a' + i))
+		generated = append(generated, signalCandidate{
+			Signal: domain.Signal{
+				InstrumentUID: uid,
+				Decision:      domain.DecisionEnter,
+				Score:         decimal.NewFromInt(int64(100 - i)),
+			},
+			Instrument: domain.Instrument{InstrumentUID: uid, Lot: 1, MinPriceIncrement: decimal.NewFromInt(1)},
+			Feature: domain.FeatureSet{
+				EntryIntervalVolume: decimal.NewFromInt(1_000_000),
+				ExitIntervalVolume:  decimal.NewFromInt(1_000_000),
+				SigmaOn60:           decimal.NewFromInt(1),
+			},
+			Book: book,
+		})
+	}
+	s.applyBatchSignalLimits(domain.Portfolio{Equity: decimal.NewFromInt(100_000), Cash: decimal.NewFromInt(100_000)}, decimal.Zero, 0, generated)
+	enters := 0
+	total := decimal.Zero
+	for _, candidate := range generated {
+		if candidate.Signal.Decision == domain.DecisionEnter {
+			enters++
+			total = total.Add(candidate.Signal.TargetNotional)
+		}
+	}
+	if enters != 5 {
+		t.Fatalf("enter signals=%d, want 5", enters)
+	}
+	if total.GreaterThan(decimal.NewFromInt(50_000)) {
+		t.Fatalf("total target notional=%s exceeds 50%% exposure", total)
+	}
+	if generated[5].Signal.RejectReason != signalengine.ReasonMaxPositions {
+		t.Fatalf("sixth signal reason=%q, want max positions", generated[5].Signal.RejectReason)
+	}
+}
+
+func TestPlaceEntryRejectsWideSpreadBeforeOrder(t *testing.T) {
+	ctx := context.Background()
+	repo := testutil.NewMemoryRepository()
+	tradeDate := time.Date(2026, 6, 6, 0, 0, 0, 0, time.UTC)
+	instrument := domain.Instrument{
+		InstrumentUID:     "uid",
+		Ticker:            "TRUR",
+		ClassCode:         "TQTF",
+		Enabled:           true,
+		Lot:               1,
+		MinPriceIncrement: decimal.RequireFromString("0.01"),
+		Currency:          "RUB",
+	}
+	if err := repo.UpsertInstrument(ctx, instrument); err != nil {
+		t.Fatal(err)
+	}
+	if err := repo.UpsertSignal(ctx, domain.Signal{
+		TradeDate:     tradeDate,
+		InstrumentUID: "uid",
+		Decision:      domain.DecisionEnter,
+		Score:         decimal.NewFromInt(10),
+		TargetLots:    1,
+	}); err != nil {
+		t.Fatal(err)
+	}
+	if err := repo.UpsertFeature(ctx, domain.FeatureSet{
+		InstrumentUID:       "uid",
+		TradeDate:           tradeDate,
+		EntryIntervalVolume: decimal.NewFromInt(1_000_000),
+		ExitIntervalVolume:  decimal.NewFromInt(1_000_000),
+		SigmaOn60:           decimal.NewFromInt(1),
+	}); err != nil {
+		t.Fatal(err)
+	}
+	gateway := tinvest.NewFakeGateway()
+	gateway.OrderBooks["uid"] = domain.OrderBook{
+		InstrumentUID: "uid",
+		Bids:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(90), QuantityLots: 10}},
+		Asks:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(110), QuantityLots: 10}},
+		ReceivedAt:    time.Now().UTC(),
+	}
+	execEngine := execution.NewEngine(domain.ModePaper, "account", gateway, repo)
+	now := tradeDate.Add(18 * time.Hour)
+	s := Scheduler{
+		clock: fixedClock{now: now},
+		cfg: Config{
+			Mode:             domain.ModePaper,
+			Location:         time.UTC,
+			NoNewEntryAfter:  mustTOD("23:00:00"),
+			MaxQuoteAge:      time.Minute,
+			MarketClose:      mustTOD("23:30:00"),
+			MaxOpenPositions: 5,
+		},
+		sm: statemachine.New(repo, domain.ModePaper),
+		svc: Services{
+			Repo:          repo,
+			Gateway:       gateway,
+			MarketData:    marketdata.NewLoader(repo, gateway),
+			Signals:       signalengine.New(signalengine.Config{MaxSpreadBpsDefault: decimal.NewFromInt(20)}),
+			Sizer:         risk.NewSizer(testSizingConfig()),
+			FreeOrders:    risk.NewFreeOrderBudget(repo),
+			Risk:          risk.NewManager(repo, risk.ManagerConfig{MaxOpenPositions: 5}),
+			Execution:     &execEngine,
+			Positions:     position.NewManager(repo),
+			Notifier:      &countNotifier{},
+			AccountID:     "account",
+			AccountIDHash: "hash",
+		},
+	}
+	if err := repo.SaveSystemState(ctx, domain.StateWaitEntryWindow, domain.ModePaper, false, "", "{}"); err != nil {
+		t.Fatal(err)
+	}
+	if err := s.placeEntryOrders(ctx, now); err != nil {
+		t.Fatal(err)
+	}
+	orders, err := repo.ListOrders(ctx, "hash", tradeDate, tradeDate)
+	if err != nil {
+		t.Fatal(err)
+	}
+	if len(orders) != 0 {
+		t.Fatalf("orders=%+v, want no order on wide spread", orders)
+	}
+	if len(repo.RiskEvents) != 1 || repo.RiskEvents[0].EventType != "pre_trade_reject" {
+		t.Fatalf("risk events=%+v", repo.RiskEvents)
+	}
+}
+
+func TestPlaceExitUsesCurrentTradeDateForOrderAndFreeCounter(t *testing.T) {
+	ctx := context.Background()
+	repo := testutil.NewMemoryRepository()
+	openDate := time.Date(2026, 6, 6, 0, 0, 0, 0, time.UTC)
+	exitDate := openDate.AddDate(0, 0, 1)
+	instrument := domain.Instrument{
+		InstrumentUID:        "uid",
+		Ticker:               "TRUR",
+		ClassCode:            "TQTF",
+		Enabled:              true,
+		Lot:                  1,
+		MinPriceIncrement:    decimal.RequireFromString("0.01"),
+		Currency:             "RUB",
+		FreeOrderLimitPerDay: 10,
+	}
+	if err := repo.UpsertInstrument(ctx, instrument); err != nil {
+		t.Fatal(err)
+	}
+	if err := repo.UpsertPosition(ctx, domain.Position{
+		AccountIDHash: "hash",
+		InstrumentUID: "uid",
+		OpenTradeDate: openDate,
+		Lots:          2,
+		Lot:           1,
+		AvgBuyPrice:   decimal.NewFromInt(100),
+		Status:        domain.PositionHoldingOvernight,
+	}); err != nil {
+		t.Fatal(err)
+	}
+	gateway := tinvest.NewFakeGateway()
+	gateway.OrderBooks["uid"] = domain.OrderBook{
+		InstrumentUID: "uid",
+		Bids:          []domain.OrderBookLevel{{Price: decimal.NewFromInt(100), QuantityLots: 10}},
+		Asks:          []domain.OrderBookLevel{{Price: decimal.RequireFromString("100.10"), QuantityLots: 10}},
+		ReceivedAt:    time.Now().UTC(),
+	}
+	execEngine := execution.NewEngine(domain.ModePaper, "account", gateway, repo)
+	s := Scheduler{
+		cfg: Config{
+			Mode:             domain.ModePaper,
+			Location:         time.UTC,
+			HardExitDeadline: mustTOD("23:00:00"),
+			MaxQuoteAge:      time.Minute,
+			MarketClose:      mustTOD("23:30:00"),
+		},
+		sm: statemachine.New(repo, domain.ModePaper),
+		svc: Services{
+			Repo:          repo,
+			Gateway:       gateway,
+			MarketData:    marketdata.NewLoader(repo, gateway),
+			Signals:       signalengine.New(signalengine.Config{MaxSpreadBpsDefault: decimal.NewFromInt(20)}),
+			FreeOrders:    risk.NewFreeOrderBudget(repo),
+			Risk:          risk.NewManager(repo, risk.ManagerConfig{}),
+			Execution:     &execEngine,
+			Positions:     position.NewManager(repo),
+			Reconcile:     reconciliation.New(repo, gateway, "account", "hash"),
+			Notifier:      &countNotifier{},
+			AccountID:     "account",
+			AccountIDHash: "hash",
+		},
+	}
+	if err := repo.SaveSystemState(ctx, domain.StateWaitExitWindow, domain.ModePaper, false, "", "{}"); err != nil {
+		t.Fatal(err)
+	}
+	if err := s.placeExitOrders(ctx, exitDate.Add(10*time.Hour)); err != nil {
+		t.Fatal(err)
+	}
+	orders, err := repo.ListOrders(ctx, "hash", exitDate, exitDate)
+	if err != nil {
+		t.Fatal(err)
+	}
+	if len(orders) != 1 || !sameTradingDate(orders[0].TradeDate, exitDate) {
+		t.Fatalf("orders=%+v, want one exit order on current date", orders)
+	}
+	sentToday, err := repo.GetFreeOrdersSent(ctx, exitDate, "uid")
+	if err != nil {
+		t.Fatal(err)
+	}
+	sentOpenDate, err := repo.GetFreeOrdersSent(ctx, openDate, "uid")
+	if err != nil {
+		t.Fatal(err)
+	}
+	if sentToday != 1 || sentOpenDate != 0 {
+		t.Fatalf("free counters today=%d openDate=%d, want 1/0", sentToday, sentOpenDate)
+	}
+}
+
 func mustTOD(raw string) timeutil.TimeOfDay {
 	tod, err := timeutil.ParseTimeOfDay(raw)
 	if err != nil {
@@ -325,6 +556,29 @@ func mustTOD(raw string) timeutil.TimeOfDay {
 	return tod
 }
 
+func testSizingConfig() risk.SizingConfig {
+	return risk.SizingConfig{
+		MaxPositionPct:             decimal.NewFromInt(1),
+		MaxTotalExposurePct:        decimal.NewFromInt(1),
+		MaxParticipationRate:       decimal.NewFromInt(1),
+		CashUsageBuffer:            decimal.NewFromInt(1),
+		RiskBudgetPerInstrumentPct: decimal.NewFromInt(1),
+		MinOrderNotionalRUB:        decimal.NewFromInt(1),
+	}
+}
+
+type fixedClock struct {
+	now time.Time
+}
+
+func (c fixedClock) Now() time.Time {
+	return c.now
+}
+
+func (fixedClock) Sleep(<-chan struct{}, time.Duration) bool {
+	return true
+}
+
 type countNotifier struct {
 	reports int
 	alerts  int

internal/signal/engine.go

@@ -74,7 +74,7 @@ func (e Engine) Evaluate(c Candidate) domain.Signal {
 		"ticker":         c.Instrument.Ticker,
 		"fund_type":      c.Instrument.FundType,
 		"trading_status": c.TradingStatus,
-		"spread_limit":   e.spreadLimit(c.Instrument).String(),
+		"spread_limit":   e.SpreadLimit(c.Instrument).String(),
 	}
 	for k, v := range c.ExtraContext {
 		context[k] = v
@@ -122,7 +122,7 @@ func (e Engine) firstRejectReason(c Candidate) string {
 		return ReasonWinRate
 	case features.NetEdgeBps.LessThan(e.cfg.MinNetEdgeBps):
 		return ReasonNetEdge
-	case features.SpreadBps.GreaterThan(e.spreadLimit(instr)):
+	case features.SpreadBps.GreaterThan(e.SpreadLimit(instr)):
 		return ReasonSpread
 	case features.TickBps.GreaterThan(e.cfg.MaxTickBps):
 		return ReasonTick
@@ -137,7 +137,7 @@ func (e Engine) firstRejectReason(c Candidate) string {
 	}
 }
 
-func (e Engine) spreadLimit(instr domain.Instrument) decimal.Decimal {
+func (e Engine) SpreadLimit(instr domain.Instrument) decimal.Decimal {
 	fundType := strings.ToLower(instr.FundType)
 	switch {
 	case strings.Contains(fundType, "money"):

internal/statemachine/system.go

@@ -96,20 +96,20 @@ func legalTransition(from, to domain.SystemState) bool {
 		return true
 	}
 	allowed := map[domain.SystemState][]domain.SystemState{
-		domain.StateInit:               {domain.StateSyncInstruments, domain.StateWaitExitWindow},
+		domain.StateInit:               {domain.StateSyncInstruments, domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateGenerateSignals, domain.StatePlaceEntryOrders, domain.StateHoldOvernight, domain.StateReconcile, domain.StateSleep},
 		domain.StateSyncInstruments:    {domain.StateSyncMarketData},
 		domain.StateSyncMarketData:     {domain.StateGenerateSignals},
-		domain.StateGenerateSignals:    {domain.StateWaitEntryWindow},
+		domain.StateGenerateSignals:    {domain.StateWaitEntryWindow, domain.StatePlaceEntryOrders, domain.StateHoldOvernight, domain.StateSleep},
 		domain.StateWaitEntryWindow:    {domain.StatePlaceEntryOrders, domain.StateSleep},
-		domain.StatePlaceEntryOrders:   {domain.StateMonitorEntryOrders, domain.StateReconcile},
+		domain.StatePlaceEntryOrders:   {domain.StateMonitorEntryOrders, domain.StateHoldOvernight, domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateReconcile},
-		domain.StateMonitorEntryOrders: {domain.StateHoldOvernight, domain.StateReconcile},
+		domain.StateMonitorEntryOrders: {domain.StateHoldOvernight, domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateReconcile},
-		domain.StateHoldOvernight:      {domain.StateWaitExitWindow},
+		domain.StateHoldOvernight:      {domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateReconcile},
 		domain.StateWaitExitWindow:     {domain.StatePlaceExitOrders},
 		domain.StatePlaceExitOrders:    {domain.StateMonitorExitOrders, domain.StateReconcile},
 		domain.StateMonitorExitOrders:  {domain.StateReconcile},
-		domain.StateReconcile:          {domain.StateReport, domain.StateHalted},
+		domain.StateReconcile:          {domain.StateReport, domain.StateHalted, domain.StateGenerateSignals, domain.StateSleep},
 		domain.StateReport:             {domain.StateSleep},
-		domain.StateSleep:              {domain.StateInit, domain.StateWaitExitWindow, domain.StateGenerateSignals},
+		domain.StateSleep:              {domain.StateInit, domain.StateWaitExitWindow, domain.StatePlaceExitOrders, domain.StateMonitorExitOrders, domain.StateGenerateSignals, domain.StatePlaceEntryOrders, domain.StateHoldOvernight, domain.StateReconcile},
 	}
 	for _, candidate := range allowed[from] {
 		if candidate == to {

internal/statemachine/system_test.go

@@ -62,6 +62,21 @@ func TestUnhaltPreservesMode(t *testing.T) {
 	}
 }
 
+func TestCalendarRecoveryAllowsRestartInsideExitWindow(t *testing.T) {
+	ctx := context.Background()
+	repo := testutil.NewMemoryRepository()
+	system := New(repo, domain.ModePaper)
+	if err := system.Transition(ctx, domain.StateInit, domain.StatePlaceExitOrders); err != nil {
+		t.Fatalf("INIT -> PLACE_EXIT_ORDERS should be legal on restart: %v", err)
+	}
+	if err := repo.SaveSystemState(ctx, domain.StateHoldOvernight, domain.ModePaper, false, "", "{}"); err != nil {
+		t.Fatal(err)
+	}
+	if err := system.Transition(ctx, domain.StateHoldOvernight, domain.StatePlaceExitOrders); err != nil {
+		t.Fatalf("HOLD_OVERNIGHT -> PLACE_EXIT_ORDERS should be legal on restart: %v", err)
+	}
+}
+
 func TestRecoverFromMonitorEntryHaltsOnCriticalReconciliationDiff(t *testing.T) {
 	ctx := context.Background()
 	repo := testutil.NewMemoryRepository()

internal/tinvest/real.go

@@ -246,6 +246,44 @@ func (g *RealGateway) GetPortfolio(ctx context.Context, accountID string) (domai
 	if err != nil {
 		return domain.Portfolio{}, err
 	}
+	return portfolioFromResponse(resp.PortfolioResponse)
+}
+
+func (g *RealGateway) GetOperations(ctx context.Context, accountID string, from, to time.Time) ([]domain.Operation, error) {
+	if err := ctx.Err(); err != nil {
+		return nil, err
+	}
+	resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.OperationsResponse, error) {
+		return g.operations.GetOperations(&investgo.GetOperationsRequest{
+			AccountId: accountID,
+			From:      from,
+			To:        to,
+		})
+	})
+	if err != nil {
+		return nil, err
+	}
+	return operationsFromResponse(resp.OperationsResponse), nil
+}
+
+func operationsFromResponse(resp *pb.OperationsResponse) []domain.Operation {
+	ops := resp.GetOperations()
+	out := make([]domain.Operation, 0, len(ops))
+	for _, op := range ops {
+		payment := money.MoneyValueToDecimal(op.GetPayment())
+		out = append(out, domain.Operation{
+			ID:            op.GetId(),
+			InstrumentUID: op.GetInstrumentUid(),
+			Type:          op.GetOperationType().String(),
+			Payment:       payment,
+			Commission:    operationCommission(op.GetOperationType(), payment),
+			ExecutedAt:    op.GetDate().AsTime().UTC(),
+		})
+	}
+	return out
+}
+
+func portfolioFromResponse(resp *pb.PortfolioResponse) (domain.Portfolio, error) {
 	positions := resp.GetPositions()
 	holdings := make([]domain.Holding, 0, len(positions))
 	for _, position := range positions {
@@ -272,36 +310,6 @@ func (g *RealGateway) GetPortfolio(ctx context.Context, accountID string) (domai
 	}, nil
 }
 
-func (g *RealGateway) GetOperations(ctx context.Context, accountID string, from, to time.Time) ([]domain.Operation, error) {
-	if err := ctx.Err(); err != nil {
-		return nil, err
-	}
-	resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.OperationsResponse, error) {
-		return g.operations.GetOperations(&investgo.GetOperationsRequest{
-			AccountId: accountID,
-			From:      from,
-			To:        to,
-		})
-	})
-	if err != nil {
-		return nil, err
-	}
-	ops := resp.GetOperations()
-	out := make([]domain.Operation, 0, len(ops))
-	for _, op := range ops {
-		payment := money.MoneyValueToDecimal(op.GetPayment())
-		out = append(out, domain.Operation{
-			ID:            op.GetId(),
-			InstrumentUID: op.GetInstrumentUid(),
-			Type:          op.GetOperationType().String(),
-			Payment:       payment,
-			Commission:    operationCommission(op.GetOperationType(), payment),
-			ExecutedAt:    op.GetDate().AsTime().UTC(),
-		})
-	}
-	return out, nil
-}
-
 func (g *RealGateway) GetServerTime(ctx context.Context) (time.Time, error) {
 	if err := ctx.Err(); err != nil {
 		return time.Time{}, err

internal/tinvest/sandbox.go

@@ -1,10 +1,130 @@
 package tinvest
 
-import "context"
+import (
+	"context"
+	"time"
+
+	"github.com/russianinvestments/invest-api-go-sdk/investgo"
+	pb "github.com/russianinvestments/invest-api-go-sdk/proto"
+	"github.com/shopspring/decimal"
+
+	"overnight-trading-bot/internal/domain"
+	"overnight-trading-bot/internal/money"
+)
 
 const sandboxEndpoint = "sandbox-invest-public-api.tinkoff.ru:443"
 
-func NewSandboxGateway(ctx context.Context, opts Options) (*RealGateway, error) {
+type SandboxGateway struct {
-	opts.Endpoint = sandboxEndpoint
+	*RealGateway
-	return NewRealGateway(ctx, opts)
+	sandbox *investgo.SandboxServiceClient
+}
+
+func NewSandboxGateway(ctx context.Context, opts Options) (*SandboxGateway, error) {
+	opts.Endpoint = sandboxEndpoint
+	realGateway, err := NewRealGateway(ctx, opts)
+	if err != nil {
+		return nil, err
+	}
+	return &SandboxGateway{
+		RealGateway: realGateway,
+		sandbox:     realGateway.client.NewSandboxServiceClient(),
+	}, nil
+}
+
+func (g *SandboxGateway) PostLimitOrder(ctx context.Context, accountID, instrumentUID string, side domain.Side, lots int64, price decimal.Decimal, clientOrderID string) (domain.Order, error) {
+	if err := ctx.Err(); err != nil {
+		return domain.Order{}, err
+	}
+	direction := pb.OrderDirection_ORDER_DIRECTION_BUY
+	if side == domain.SideSell {
+		direction = pb.OrderDirection_ORDER_DIRECTION_SELL
+	}
+	resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PostOrderResponse, error) {
+		return g.sandbox.PostSandboxOrder(&investgo.PostOrderRequest{
+			InstrumentId: instrumentUID,
+			Quantity:     lots,
+			Price:        money.DecimalToQuotation(price),
+			Direction:    direction,
+			AccountId:    accountID,
+			OrderType:    pb.OrderType_ORDER_TYPE_LIMIT,
+			OrderId:      clientOrderID,
+			TimeInForce:  pb.TimeInForceType_TIME_IN_FORCE_DAY,
+			PriceType:    pb.PriceType_PRICE_TYPE_CURRENCY,
+		})
+	})
+	if err != nil {
+		return domain.Order{}, err
+	}
+	return orderFromPostResponse(resp.PostOrderResponse, accountID, clientOrderID, side, price), nil
+}
+
+func (g *SandboxGateway) CancelOrder(ctx context.Context, accountID, orderID string) error {
+	if err := ctx.Err(); err != nil {
+		return err
+	}
+	return withRetry(ctx, g.retryAttempts, g.retryBackoff, func() error {
+		_, err := g.sandbox.CancelSandboxOrder(accountID, orderID)
+		return err
+	})
+}
+
+func (g *SandboxGateway) GetOrderState(ctx context.Context, accountID, orderID string) (domain.Order, error) {
+	if err := ctx.Err(); err != nil {
+		return domain.Order{}, err
+	}
+	resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrderStateResponse, error) {
+		return g.sandbox.GetSandboxOrderState(accountID, orderID)
+	})
+	if err != nil {
+		return domain.Order{}, err
+	}
+	return orderFromState(resp.OrderState, accountID), nil
+}
+
+func (g *SandboxGateway) GetActiveOrders(ctx context.Context, accountID string) ([]domain.Order, error) {
+	if err := ctx.Err(); err != nil {
+		return nil, err
+	}
+	resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.GetOrdersResponse, error) {
+		return g.sandbox.GetSandboxOrders(accountID)
+	})
+	if err != nil {
+		return nil, err
+	}
+	states := resp.GetOrders()
+	out := make([]domain.Order, 0, len(states))
+	for _, state := range states {
+		out = append(out, orderFromState(state, accountID))
+	}
+	return out, nil
+}
+
+func (g *SandboxGateway) GetPortfolio(ctx context.Context, accountID string) (domain.Portfolio, error) {
+	if err := ctx.Err(); err != nil {
+		return domain.Portfolio{}, err
+	}
+	resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.PortfolioResponse, error) {
+		return g.sandbox.GetSandboxPortfolio(accountID, pb.PortfolioRequest_RUB)
+	})
+	if err != nil {
+		return domain.Portfolio{}, err
+	}
+	return portfolioFromResponse(resp.PortfolioResponse)
+}
+
+func (g *SandboxGateway) GetOperations(ctx context.Context, accountID string, from, to time.Time) ([]domain.Operation, error) {
+	if err := ctx.Err(); err != nil {
+		return nil, err
+	}
+	resp, err := retryValue(ctx, g.retryAttempts, g.retryBackoff, func() (*investgo.OperationsResponse, error) {
+		return g.sandbox.GetSandboxOperations(&investgo.GetOperationsRequest{
+			AccountId: accountID,
+			From:      from,
+			To:        to,
+		})
+	})
+	if err != nil {
+		return nil, err
+	}
+	return operationsFromResponse(resp.OperationsResponse), nil
 }