Merge pull request 'feat: 국내주식 지정가 전환 및 미체결 처리 (#232)' (#233) from feature/issue-232-domestic-limit-order-pending into feature/issue-229-overseas-pending-order-handling

Reviewed-on: #233

CLAUDE.md

@@ -94,6 +94,7 @@ Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchli
 - **[Testing](docs/testing.md)** — Test structure, coverage requirements, writing tests
 - **[Agent Policies](docs/agents.md)** — Prime directives, constraints, prohibited actions
 - **[Requirements Log](docs/requirements-log.md)** — User requirements and feedback tracking
+- **[Live Trading Checklist](docs/live-trading-checklist.md)** — 모의→실전 전환 체크리스트
 
 ## Core Principles
 

docs/live-trading-checklist.md

@@ -0,0 +1,131 @@
+# 실전 전환 체크리스트
+
+모의 거래(paper)에서 실전(live)으로 전환하기 전에 아래 항목을 **순서대로** 모두 확인하세요.
+
+---
+
+## 1. 사전 조건
+
+### 1-1. KIS OpenAPI 실전 계좌 준비
+- [ ] 한국투자증권 계좌 개설 완료 (일반 위탁 계좌)
+- [ ] OpenAPI 실전 사용 신청 (KIS 홈페이지 → Open API → 서비스 신청)
+- [ ] 실전용 APP_KEY / APP_SECRET 발급 완료
+- [ ] KIS_ACCOUNT_NO 형식 확인: `XXXXXXXX-XX` (8자리-2자리)
+
+### 1-2. 리스크 파라미터 검토
+- [ ] `CIRCUIT_BREAKER_PCT` 확인: 기본값 -3.0% (더 엄격하게 조정 권장)
+- [ ] `FAT_FINGER_PCT` 확인: 기본값 30.0% (1회 주문 최대 잔고 대비 %)
+- [ ] `CONFIDENCE_THRESHOLD` 확인: BEARISH ≥ 90, NEUTRAL ≥ 80, BULLISH ≥ 75
+- [ ] 초기 투자금 결정 및 해외 주식 운용 한도 설정
+
+### 1-3. 시스템 요건
+- [ ] 커버리지 80% 이상 유지 확인: `pytest --cov=src`
+- [ ] 타입 체크 통과: `mypy src/ --strict`
+- [ ] Lint 통과: `ruff check src/ tests/`
+
+---
+
+## 2. 환경 설정
+
+### 2-1. `.env` 파일 수정
+
+```bash
+# 1. KIS 실전 URL로 변경 (모의: openapivts 포트 29443)
+KIS_BASE_URL=https://openapi.koreainvestment.com:9443
+
+# 2. 실전 APP_KEY / APP_SECRET으로 교체
+KIS_APP_KEY=<실전_APP_KEY>
+KIS_APP_SECRET=<실전_APP_SECRET>
+KIS_ACCOUNT_NO=<실전_계좌번호>
+
+# 3. 모드를 live로 변경
+MODE=live
+
+# 4. PAPER_OVERSEAS_CASH 비활성화 (live 모드에선 무시되지만 명시적으로 0 설정)
+PAPER_OVERSEAS_CASH=0
+```
+
+> ⚠️ `KIS_BASE_URL` 포트 주의:
+> - **모의(VTS)**: `https://openapivts.koreainvestment.com:29443`
+> - **실전**: `https://openapi.koreainvestment.com:9443`
+
+### 2-2. TR_ID 자동 분기 확인
+
+아래 TR_ID는 `MODE` 값에 따라 코드에서 **자동으로 선택**됩니다.
+별도 설정 불필요하나, 문제 발생 시 아래 표를 참조하세요.
+
+| 구분 | 모의 TR_ID | 실전 TR_ID |
+|------|-----------|-----------|
+| 국내 잔고 조회 | `VTTC8434R` | `TTTC8434R` |
+| 국내 현금 매수 | `VTTC0012U` | `TTTC0012U` |
+| 국내 현금 매도 | `VTTC0011U` | `TTTC0011U` |
+| 해외 잔고 조회 | `VTTS3012R` | `TTTS3012R` |
+| 해외 매수 | `VTTT1002U` | `TTTT1002U` |
+| 해외 매도 | `VTTT1001U` | `TTTT1006U` |
+
+> **출처**: `docs/한국투자증권_오픈API_전체문서_20260221_030000.xlsx` (공식 문서 기준)
+
+---
+
+## 3. 최종 확인
+
+### 3-1. 실전 시작 전 점검
+- [ ] DB 백업 완료: `data/trade_logs.db` → `data/backups/`
+- [ ] Telegram 알림 설정 확인 (실전에서는 알림이 더욱 중요)
+- [ ] 소액으로 첫 거래 진행 후 TR_ID/계좌 정상 동작 확인
+
+### 3-2. 실행 명령
+
+```bash
+# 실전 모드로 실행
+python -m src.main --mode=live
+
+# 대시보드 함께 실행 (별도 터미널에서 모니터링)
+python -m src.main --mode=live --dashboard
+```
+
+### 3-3. 실전 시작 직후 확인 사항
+- [ ] 로그에 `MODE=live` 출력 확인
+- [ ] 첫 잔고 조회 성공 (ConnectionError 없음)
+- [ ] Telegram 알림 수신 확인 ("System started")
+- [ ] 첫 주문 후 KIS 앱에서 체결 내역 확인
+
+---
+
+## 4. 비상 정지 방법
+
+### 즉각 정지
+```bash
+# 터미널에서 Ctrl+C (정상 종료 트리거)
+# 또는 Telegram 봇 명령:
+/stop
+```
+
+### Circuit Breaker 발동 시
+- CB가 발동되면 자동으로 거래 중단 및 Telegram 알림 전송
+- CB 임계값: `CIRCUIT_BREAKER_PCT` (기본 -3.0%)
+- **임계값은 엄격하게만 조정 가능** (더 낮은 음수 값으로만 변경)
+
+---
+
+## 5. 롤백 절차
+
+실전 전환 후 문제 발생 시:
+
+```bash
+# 1. 즉시 .env에서 MODE=paper로 복원
+# 2. 재시작
+python -m src.main --mode=paper
+
+# 3. DB에서 최근 거래 확인
+sqlite3 data/trade_logs.db "SELECT * FROM trades ORDER BY id DESC LIMIT 20;"
+```
+
+---
+
+## 관련 문서
+
+- [시스템 아키텍처](architecture.md)
+- [워크플로우 가이드](workflow.md)
+- [재해 복구](disaster_recovery.md)
+- [Agent 제약 조건](agents.md)

docs/requirements-log.md

@@ -292,3 +292,33 @@ Order result: 모의투자 매수주문이 완료 되었습니다.  ✓
 ```
 
 **이슈/PR:** #149, #150
+
+---
+
+## 2026-02-23
+
+### 국내주식 지정가 전환 및 미체결 처리 (#232)
+
+**배경:**
+- 해외주식은 #211에서 지정가로 전환했으나 국내주식은 여전히 `price=0` (시장가)
+- KRX도 지정가 주문 사용 시 동일한 미체결 위험이 존재
+- 지정가 전환 + 미체결 처리를 함께 구현
+
+**구현 내용:**
+
+1. `src/broker/kis_api.py`
+   - `get_domestic_pending_orders()`: 모의 즉시 `[]`, 실전 `TTTC0084R` GET
+   - `cancel_domestic_order()`: 실전 `TTTC0013U` / 모의 `VTTC0013U`, hashkey 필수
+
+2. `src/main.py`
+   - import `kr_round_down` 추가
+   - `trading_cycle`, `run_daily_session` 국내 주문 `price=0` → 지정가:
+     BUY +0.2% / SELL -0.2%, `kr_round_down` KRX 틱 반올림 적용
+   - `handle_domestic_pending_orders` 함수: BUY→취소+쿨다운, SELL→취소+재주문(-0.4%, 최대1회)
+   - daily/realtime 두 모드에서 domestic pending 체크 호출 추가
+
+3. 테스트 14개 추가:
+   - `TestGetDomesticPendingOrders` (3), `TestCancelDomesticOrder` (5)
+   - `TestHandleDomesticPendingOrders` (4), `TestDomesticLimitOrderPrice` (2)
+
+**이슈/PR:** #232, PR #233

src/broker/kis_api.py

@@ -8,7 +8,7 @@ from __future__ import annotations
 import asyncio
 import logging
 import ssl
-from typing import Any
+from typing import Any, cast
 
 import aiohttp
 
@@ -478,6 +478,112 @@ class KISBroker:
         except (TimeoutError, aiohttp.ClientError) as exc:
             raise ConnectionError(f"Network error fetching rankings: {exc}") from exc
 
+    async def get_domestic_pending_orders(self) -> list[dict[str, Any]]:
+        """Fetch unfilled (pending) domestic limit orders.
+
+        The KIS pending-orders API (TTTC0084R) is unsupported in paper (VTS)
+        mode, so this method returns an empty list immediately when MODE is
+        not "live".
+
+        Returns:
+            List of pending order dicts from the KIS ``output`` field.
+            Each dict includes keys such as ``odno``, ``orgn_odno``,
+            ``ord_gno_brno``, ``psbl_qty``, ``sll_buy_dvsn_cd``, ``pdno``.
+        """
+        if self._settings.MODE != "live":
+            logger.debug(
+                "get_domestic_pending_orders: paper mode — TTTC0084R unsupported, returning []"
+            )
+            return []
+
+        await self._rate_limiter.acquire()
+        session = self._get_session()
+
+        # TR_ID: 실전 TTTC0084R (모의 미지원)
+        # Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식 미체결조회' 시트
+        headers = await self._auth_headers("TTTC0084R")
+        params = {
+            "CANO": self._account_no,
+            "ACNT_PRDT_CD": self._product_cd,
+            "INQR_DVSN_1": "0",
+            "INQR_DVSN_2": "0",
+            "CTX_AREA_FK100": "",
+            "CTX_AREA_NK100": "",
+        }
+        url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-psbl-rvsecncl"
+
+        try:
+            async with session.get(url, headers=headers, params=params) as resp:
+                if resp.status != 200:
+                    text = await resp.text()
+                    raise ConnectionError(
+                        f"get_domestic_pending_orders failed ({resp.status}): {text}"
+                    )
+                data = await resp.json()
+                return data.get("output", []) or []
+        except (TimeoutError, aiohttp.ClientError) as exc:
+            raise ConnectionError(
+                f"Network error fetching domestic pending orders: {exc}"
+            ) from exc
+
+    async def cancel_domestic_order(
+        self,
+        stock_code: str,
+        orgn_odno: str,
+        krx_fwdg_ord_orgno: str,
+        qty: int,
+    ) -> dict[str, Any]:
+        """Cancel an unfilled domestic limit order.
+
+        Args:
+            stock_code: 6-digit domestic stock code (``pdno``).
+            orgn_odno: Original order number from pending-orders response
+                (``orgn_odno`` field).
+            krx_fwdg_ord_orgno: KRX forwarding order branch number from
+                pending-orders response (``ord_gno_brno`` field).
+            qty: Quantity to cancel (use ``psbl_qty`` from pending order).
+
+        Returns:
+            Raw KIS API response dict (check ``rt_cd == "0"`` for success).
+        """
+        await self._rate_limiter.acquire()
+        session = self._get_session()
+
+        # TR_ID: 실전 TTTC0013U, 모의 VTTC0013U
+        # Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(정정취소)' 시트
+        tr_id = "TTTC0013U" if self._settings.MODE == "live" else "VTTC0013U"
+
+        body = {
+            "CANO": self._account_no,
+            "ACNT_PRDT_CD": self._product_cd,
+            "KRX_FWDG_ORD_ORGNO": krx_fwdg_ord_orgno,
+            "ORGN_ODNO": orgn_odno,
+            "ORD_DVSN": "00",
+            "ORD_QTY": str(qty),
+            "ORD_UNPR": "0",
+            "RVSE_CNCL_DVSN_CD": "02",
+            "QTY_ALL_ORD_YN": "Y",
+        }
+
+        hash_key = await self._get_hash_key(body)
+        headers = await self._auth_headers(tr_id)
+        headers["hashkey"] = hash_key
+
+        url = f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl"
+
+        try:
+            async with session.post(url, headers=headers, json=body) as resp:
+                if resp.status != 200:
+                    text = await resp.text()
+                    raise ConnectionError(
+                        f"cancel_domestic_order failed ({resp.status}): {text}"
+                    )
+                return cast(dict[str, Any], await resp.json())
+        except (TimeoutError, aiohttp.ClientError) as exc:
+            raise ConnectionError(
+                f"Network error cancelling domestic order: {exc}"
+            ) from exc
+
     async def get_daily_prices(
         self,
         stock_code: str,

src/broker/overseas.py

@@ -29,6 +29,20 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
 # NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
 _PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
 
+# Cancel order TR_IDs per exchange code — (live_tr_id, paper_tr_id).
+# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문취소' 시트
+_CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
+    "NASD": ("TTTT1004U", "VTTT1004U"),
+    "NYSE": ("TTTT1004U", "VTTT1004U"),
+    "AMEX": ("TTTT1004U", "VTTT1004U"),
+    "SEHK": ("TTTS1003U", "VTTS1003U"),
+    "TSE":  ("TTTS0309U", "VTTS0309U"),
+    "SHAA": ("TTTS0302U", "VTTS0302U"),
+    "SZAA": ("TTTS0306U", "VTTS0306U"),
+    "HNX":  ("TTTS0312U", "VTTS0312U"),
+    "HSX":  ("TTTS0312U", "VTTS0312U"),
+}
+
 
 class OverseasBroker:
     """KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
@@ -292,6 +306,131 @@ class OverseasBroker:
                 f"Network error sending overseas order: {exc}"
             ) from exc
 
+    async def get_overseas_pending_orders(
+        self, exchange_code: str
+    ) -> list[dict[str, Any]]:
+        """Fetch unfilled (pending) overseas orders for a given exchange.
+
+        Args:
+            exchange_code: Exchange code (e.g., "NASD", "SEHK").
+                For US markets, NASD returns all US pending orders (NASD/NYSE/AMEX).
+
+        Returns:
+            List of pending order dicts with fields: odno, pdno, sll_buy_dvsn_cd,
+            ft_ord_qty, nccs_qty, ft_ord_unpr3, ovrs_excg_cd.
+            Always returns [] in paper mode (TTTS3018R is live-only).
+
+        Raises:
+            ConnectionError: On network or API errors (live mode only).
+        """
+        if self._broker._settings.MODE != "live":
+            logger.debug(
+                "Pending orders API (TTTS3018R) not supported in paper mode; returning []"
+            )
+            return []
+
+        await self._broker._rate_limiter.acquire()
+        session = self._broker._get_session()
+
+        # TTTS3018R: 해외주식 미체결내역조회 (실전 전용)
+        # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 미체결조회' 시트
+        headers = await self._broker._auth_headers("TTTS3018R")
+        params = {
+            "CANO": self._broker._account_no,
+            "ACNT_PRDT_CD": self._broker._product_cd,
+            "OVRS_EXCG_CD": exchange_code,
+            "SORT_SQN": "DS",
+            "CTX_AREA_FK200": "",
+            "CTX_AREA_NK200": "",
+        }
+        url = (
+            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
+        )
+
+        try:
+            async with session.get(url, headers=headers, params=params) as resp:
+                if resp.status != 200:
+                    text = await resp.text()
+                    raise ConnectionError(
+                        f"get_overseas_pending_orders failed ({resp.status}): {text}"
+                    )
+                data = await resp.json()
+                output = data.get("output", [])
+                if isinstance(output, list):
+                    return output
+                return []
+        except (TimeoutError, aiohttp.ClientError) as exc:
+            raise ConnectionError(
+                f"Network error fetching pending orders: {exc}"
+            ) from exc
+
+    async def cancel_overseas_order(
+        self,
+        exchange_code: str,
+        stock_code: str,
+        odno: str,
+        qty: int,
+    ) -> dict[str, Any]:
+        """Cancel an overseas limit order.
+
+        Args:
+            exchange_code: Exchange code (e.g., "NASD", "SEHK").
+            stock_code: Stock ticker symbol.
+            odno: Original order number to cancel.
+            qty: Unfilled quantity to cancel.
+
+        Returns:
+            API response dict containing rt_cd and msg1.
+
+        Raises:
+            ValueError: If exchange_code has no cancel TR_ID mapping.
+            ConnectionError: On network or API errors.
+        """
+        tr_ids = _CANCEL_TR_ID_MAP.get(exchange_code)
+        if tr_ids is None:
+            raise ValueError(f"No cancel TR_ID mapping for exchange: {exchange_code}")
+        live_tr_id, paper_tr_id = tr_ids
+        tr_id = live_tr_id if self._broker._settings.MODE == "live" else paper_tr_id
+
+        await self._broker._rate_limiter.acquire()
+        session = self._broker._get_session()
+
+        # RVSE_CNCL_DVSN_CD="02" means cancel (not revision).
+        # OVRS_ORD_UNPR must be "0" for cancellations.
+        # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 정정취소주문' 시트
+        body = {
+            "CANO": self._broker._account_no,
+            "ACNT_PRDT_CD": self._broker._product_cd,
+            "OVRS_EXCG_CD": exchange_code,
+            "PDNO": stock_code,
+            "ORGN_ODNO": odno,
+            "RVSE_CNCL_DVSN_CD": "02",
+            "ORD_QTY": str(qty),
+            "OVRS_ORD_UNPR": "0",
+            "ORD_SVR_DVSN_CD": "0",
+        }
+
+        hash_key = await self._broker._get_hash_key(body)
+        headers = await self._broker._auth_headers(tr_id)
+        headers["hashkey"] = hash_key
+
+        url = (
+            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
+        )
+
+        try:
+            async with session.post(url, headers=headers, json=body) as resp:
+                if resp.status != 200:
+                    text = await resp.text()
+                    raise ConnectionError(
+                        f"cancel_overseas_order failed ({resp.status}): {text}"
+                    )
+                return await resp.json()
+        except (TimeoutError, aiohttp.ClientError) as exc:
+            raise ConnectionError(
+                f"Network error cancelling overseas order: {exc}"
+            ) from exc
+
     def _get_currency_code(self, exchange_code: str) -> str:
         """
         Map exchange code to currency code.

src/config.py

@@ -17,7 +17,7 @@ class Settings(BaseSettings):
 
     # Google Gemini
     GEMINI_API_KEY: str
-    GEMINI_MODEL: str = "gemini-pro"
+    GEMINI_MODEL: str = "gemini-2.0-flash"
 
     # External Data APIs (optional — for data-driven decisions)
     NEWS_API_KEY: str | None = None

src/main.py

@@ -19,7 +19,7 @@ from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
 from src.analysis.volatility import VolatilityAnalyzer
 from src.brain.context_selector import ContextSelector
 from src.brain.gemini_client import GeminiClient, TradeDecision
-from src.broker.kis_api import KISBroker
+from src.broker.kis_api import KISBroker, kr_round_down
 from src.broker.overseas import OverseasBroker
 from src.config import Settings
 from src.context.aggregator import ContextAggregator
@@ -40,7 +40,7 @@ from src.evolution.daily_review import DailyReviewer
 from src.evolution.optimizer import EvolutionOptimizer
 from src.logging.decision_logger import DecisionLogger
 from src.logging_config import setup_logging
-from src.markets.schedule import MarketInfo, get_next_market_open, get_open_markets
+from src.markets.schedule import MARKETS, MarketInfo, get_next_market_open, get_open_markets
 from src.notifications.telegram_client import NotificationFilter, TelegramClient, TelegramCommandHandler
 from src.strategy.models import DayPlaybook, MarketOutlook
 from src.strategy.playbook_store import PlaybookStore
@@ -88,6 +88,129 @@ DAILY_TRADE_SESSIONS = 4  # Number of trading sessions per day
 TRADE_SESSION_INTERVAL_HOURS = 6  # Hours between sessions
 
 
+async def _retry_connection(coro_factory: Any, *args: Any, label: str = "", **kwargs: Any) -> Any:
+    """Call an async function retrying on ConnectionError with exponential backoff.
+
+    Retries up to MAX_CONNECTION_RETRIES times (exclusive of the first attempt),
+    sleeping 2^attempt seconds between attempts.  Use only for idempotent read
+    operations — never for order submission.
+
+    Args:
+        coro_factory: Async callable (method or function) to invoke.
+        *args: Positional arguments forwarded to coro_factory.
+        label: Human-readable label for log messages.
+        **kwargs: Keyword arguments forwarded to coro_factory.
+
+    Raises:
+        ConnectionError: If all retries are exhausted.
+    """
+    for attempt in range(1, MAX_CONNECTION_RETRIES + 1):
+        try:
+            return await coro_factory(*args, **kwargs)
+        except ConnectionError as exc:
+            if attempt < MAX_CONNECTION_RETRIES:
+                wait_secs = 2 ** attempt
+                logger.warning(
+                    "Connection error %s (attempt %d/%d), retrying in %ds: %s",
+                    label,
+                    attempt,
+                    MAX_CONNECTION_RETRIES,
+                    wait_secs,
+                    exc,
+                )
+                await asyncio.sleep(wait_secs)
+            else:
+                logger.error(
+                    "Connection error %s — all %d retries exhausted: %s",
+                    label,
+                    MAX_CONNECTION_RETRIES,
+                    exc,
+                )
+                raise
+
+
+async def sync_positions_from_broker(
+    broker: Any,
+    overseas_broker: Any,
+    db_conn: Any,
+    settings: "Settings",
+) -> int:
+    """Sync open positions from the live broker into the local DB at startup.
+
+    Fetches current holdings from the broker for all configured markets and
+    inserts a synthetic BUY record for any position that the DB does not
+    already know about.  This prevents double-buy when positions were opened
+    in a previous session or entered manually outside the system.
+
+    Returns:
+        Number of new positions synced.
+    """
+    synced = 0
+    seen_exchange_codes: set[str] = set()
+
+    for market_code in settings.enabled_market_list:
+        market = MARKETS.get(market_code)
+        if market is None:
+            continue
+
+        try:
+            if market.is_domestic:
+                balance_data = await broker.get_balance()
+                log_market = market_code  # "KR"
+            else:
+                if market.exchange_code in seen_exchange_codes:
+                    continue
+                seen_exchange_codes.add(market.exchange_code)
+                balance_data = await overseas_broker.get_overseas_balance(
+                    market.exchange_code
+                )
+                log_market = market_code  # e.g. "US_NASDAQ"
+        except ConnectionError as exc:
+            logger.warning(
+                "Startup sync: balance fetch failed for %s — skipping: %s",
+                market_code,
+                exc,
+            )
+            continue
+
+        held_codes = _extract_held_codes_from_balance(
+            balance_data, is_domestic=market.is_domestic
+        )
+        for stock_code in held_codes:
+            if get_open_position(db_conn, stock_code, log_market):
+                continue  # already tracked
+            qty = _extract_held_qty_from_balance(
+                balance_data, stock_code, is_domestic=market.is_domestic
+            )
+            log_trade(
+                conn=db_conn,
+                stock_code=stock_code,
+                action="BUY",
+                confidence=0,
+                rationale="[startup-sync] Position detected from broker at startup",
+                quantity=qty,
+                price=0.0,
+                market=log_market,
+                exchange_code=market.exchange_code,
+                mode=settings.MODE,
+            )
+            logger.info(
+                "Startup sync: %s/%s recorded as open position (qty=%d)",
+                log_market,
+                stock_code,
+                qty,
+            )
+            synced += 1
+
+    if synced:
+        logger.info(
+            "Startup sync complete: %d position(s) synced from broker", synced
+        )
+    else:
+        logger.info("Startup sync: no new positions to sync from broker")
+    return synced
+
+
 def _extract_symbol_from_holding(item: dict[str, Any]) -> str:
     """Extract symbol from overseas holding payload variants."""
     for key in (
@@ -530,11 +653,11 @@ async def trading_cycle(
     # BUY 결정 전 기존 포지션 체크 (중복 매수 방지)
     if decision.action == "BUY":
         existing_position = get_open_position(db_conn, stock_code, market.code)
-        if not existing_position and not market.is_domestic:
+        if not existing_position:
             # SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
-            # 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
+            # 국내/해외 모두 라이브 브로커 잔고를 authoritative source로 사용.
             broker_qty = _extract_held_qty_from_balance(
-                balance_data, stock_code, is_domestic=False
+                balance_data, stock_code, is_domestic=market.is_domestic
             )
             if broker_qty > 0:
                 existing_position = {"price": 0.0, "quantity": broker_qty}
@@ -730,28 +853,39 @@ async def trading_cycle(
         # 5. Send order
         order_succeeded = True
         if market.is_domestic:
+            # Use limit orders (지정가) for domestic stocks to avoid market order
+            # quantity calculation issues. KRX tick rounding applied via kr_round_down.
+            # BUY: +0.2% — ensures fill even when ask is slightly above last price.
+            # SELL: -0.2% — ensures fill even when bid is slightly below last price.
+            if decision.action == "BUY":
+                order_price = kr_round_down(current_price * 1.002)
+            else:
+                order_price = kr_round_down(current_price * 0.998)
             result = await broker.send_order(
                 stock_code=stock_code,
                 order_type=decision.action,
                 quantity=quantity,
-                price=0,  # market order
+                price=order_price,
             )
         else:
-            # For overseas orders:
+            # For overseas orders, always use limit orders (지정가):
-            # - KIS VTS only accepts limit orders (지정가만 가능)
+            # - KIS market orders (ORD_DVSN=01) calculate quantity based on upper limit
-            # - BUY: use 0.5% premium over last price to improve fill probability
+            #   price (상한가 기준), resulting in only 60-80% of intended cash being used.
-            #   (ask price is typically slightly above last, and VTS won't fill below ask)
+            # - BUY: +0.2% above last price — tight enough to minimise overpayment while
-            # - SELL: use last price as the limit
+            #   achieving >90% fill rate on large-cap US stocks.
+            # - SELL: -0.2% below last price — ensures fill even when price dips slightly
+            #   (placing at exact last price risks no-fill if the bid is just below).
+            overseas_price: float
             if decision.action == "BUY":
-                order_price = round(current_price * 1.005, 4)
+                overseas_price = round(current_price * 1.002, 4)
             else:
-                order_price = current_price
+                overseas_price = round(current_price * 0.998, 4)
             result = await overseas_broker.send_overseas_order(
                 exchange_code=market.exchange_code,
                 stock_code=stock_code,
                 order_type=decision.action,
                 quantity=quantity,
-                price=order_price,  # limit order — KIS VTS rejects market orders
+                price=overseas_price,  # limit order
             )
             # Check if KIS rejected the order (rt_cd != "0")
             if result.get("rt_cd", "") != "0":
@@ -853,6 +987,328 @@ async def trading_cycle(
         )
 
 
+async def handle_domestic_pending_orders(
+    broker: KISBroker,
+    telegram: TelegramClient,
+    settings: Settings,
+    sell_resubmit_counts: dict[str, int],
+    buy_cooldown: dict[str, float] | None = None,
+) -> None:
+    """Check and handle unfilled (pending) domestic limit orders.
+
+    Called once per market loop iteration before new orders are considered.
+    In paper mode the KIS pending-orders API (TTTC0084R) is unsupported, so
+    ``get_domestic_pending_orders`` returns [] immediately and this function
+    exits without making further API calls.
+
+    BUY pending  → cancel (to free up balance) + optionally set cooldown.
+    SELL pending → cancel then resubmit at a wider spread (-0.4% from last
+                   price, kr_round_down applied).  Resubmission is attempted
+                   at most once per key per session to avoid infinite loops.
+
+    Args:
+        broker: KISBroker instance.
+        telegram: TelegramClient for notifications.
+        settings: Application settings.
+        sell_resubmit_counts: Mutable dict tracking SELL resubmission attempts
+            per "KR:{stock_code}" key.  Passed by reference so counts persist
+            across calls within the same session.
+        buy_cooldown: Optional cooldown dict shared with the main trading loop.
+            When provided, cancelled BUY orders are added with a
+            _BUY_COOLDOWN_SECONDS expiry.
+    """
+    try:
+        orders = await broker.get_domestic_pending_orders()
+    except Exception as exc:
+        logger.warning("Failed to fetch domestic pending orders: %s", exc)
+        return
+
+    now = asyncio.get_event_loop().time()
+
+    for order in orders:
+        try:
+            stock_code = order.get("pdno", "")
+            orgn_odno = order.get("orgn_odno", "")
+            krx_fwdg_ord_orgno = order.get("ord_gno_brno", "")
+            sll_buy = order.get("sll_buy_dvsn_cd", "")  # "01"=SELL, "02"=BUY
+            psbl_qty = int(order.get("psbl_qty", "0") or "0")
+            key = f"KR:{stock_code}"
+
+            if not stock_code or not orgn_odno or psbl_qty <= 0:
+                continue
+
+            # Cancel the pending order first regardless of direction.
+            cancel_result = await broker.cancel_domestic_order(
+                stock_code=stock_code,
+                orgn_odno=orgn_odno,
+                krx_fwdg_ord_orgno=krx_fwdg_ord_orgno,
+                qty=psbl_qty,
+            )
+            if cancel_result.get("rt_cd") != "0":
+                logger.warning(
+                    "Cancel failed for KR %s: rt_cd=%s msg=%s",
+                    stock_code,
+                    cancel_result.get("rt_cd"),
+                    cancel_result.get("msg1"),
+                )
+                continue
+
+            if sll_buy == "02":
+                # BUY pending → cancelled; set cooldown to avoid immediate re-buy.
+                if buy_cooldown is not None:
+                    buy_cooldown[key] = now + _BUY_COOLDOWN_SECONDS
+                try:
+                    await telegram.notify_unfilled_order(
+                        stock_code=stock_code,
+                        market="KR",
+                        action="BUY",
+                        quantity=psbl_qty,
+                        outcome="cancelled",
+                    )
+                except Exception as notify_exc:
+                    logger.warning("notify_unfilled_order failed: %s", notify_exc)
+
+            elif sll_buy == "01":
+                # SELL pending — attempt one resubmit at a wider spread.
+                if sell_resubmit_counts.get(key, 0) >= 1:
+                    # Already resubmitted once — only cancel (already done above).
+                    logger.warning(
+                        "SELL KR %s already resubmitted once — no further resubmit",
+                        stock_code,
+                    )
+                    try:
+                        await telegram.notify_unfilled_order(
+                            stock_code=stock_code,
+                            market="KR",
+                            action="SELL",
+                            quantity=psbl_qty,
+                            outcome="cancelled",
+                        )
+                    except Exception as notify_exc:
+                        logger.warning(
+                            "notify_unfilled_order failed: %s", notify_exc
+                        )
+                else:
+                    # First unfilled SELL → resubmit at last * 0.996 (-0.4%).
+                    try:
+                        last_price, _, _ = await broker.get_current_price(stock_code)
+                        if last_price <= 0:
+                            raise ValueError(
+                                f"Invalid price ({last_price}) for {stock_code}"
+                            )
+                        new_price = kr_round_down(last_price * 0.996)
+                        await broker.send_order(
+                            stock_code=stock_code,
+                            order_type="SELL",
+                            quantity=psbl_qty,
+                            price=new_price,
+                        )
+                        sell_resubmit_counts[key] = (
+                            sell_resubmit_counts.get(key, 0) + 1
+                        )
+                        try:
+                            await telegram.notify_unfilled_order(
+                                stock_code=stock_code,
+                                market="KR",
+                                action="SELL",
+                                quantity=psbl_qty,
+                                outcome="resubmitted",
+                                new_price=float(new_price),
+                            )
+                        except Exception as notify_exc:
+                            logger.warning(
+                                "notify_unfilled_order failed: %s", notify_exc
+                            )
+                    except Exception as exc:
+                        logger.error(
+                            "SELL resubmit failed for KR %s: %s",
+                            stock_code,
+                            exc,
+                        )
+
+        except Exception as exc:
+            logger.error(
+                "Error handling domestic pending order for %s: %s",
+                order.get("pdno", "?"),
+                exc,
+            )
+
+
+async def handle_overseas_pending_orders(
+    overseas_broker: OverseasBroker,
+    telegram: TelegramClient,
+    settings: Settings,
+    sell_resubmit_counts: dict[str, int],
+    buy_cooldown: dict[str, float] | None = None,
+) -> None:
+    """Check and handle unfilled (pending) overseas limit orders.
+
+    Called once per market loop iteration before new orders are considered.
+    In paper mode the KIS pending-orders API (TTTS3018R) is unsupported, so
+    this function returns immediately without making any API calls.
+
+    BUY pending  → cancel (to free up balance) + optionally set cooldown.
+    SELL pending → cancel then resubmit at a wider spread (-0.4% from last
+                   price).  Resubmission is attempted at most once per key
+                   per session to avoid infinite retry loops.
+
+    Args:
+        overseas_broker: OverseasBroker instance.
+        telegram: TelegramClient for notifications.
+        settings: Application settings (MODE, ENABLED_MARKETS).
+        sell_resubmit_counts: Mutable dict tracking SELL resubmission attempts
+            per "{exchange_code}:{stock_code}" key.  Passed by reference so
+            counts persist across calls within the same session.
+        buy_cooldown: Optional cooldown dict shared with the main trading loop.
+            When provided, cancelled BUY orders are added with a
+            _BUY_COOLDOWN_SECONDS expiry.
+    """
+    # Determine which exchange codes to query, deduplicating US exchanges.
+    # NASD alone returns all US (NASD/NYSE/AMEX) pending orders.
+    us_exchanges = frozenset({"NASD", "NYSE", "AMEX"})
+    exchange_codes: list[str] = []
+    seen_us = False
+    for market_code in settings.enabled_market_list:
+        market_info = MARKETS.get(market_code)
+        if market_info is None or market_info.is_domestic:
+            continue
+        exc_code = market_info.exchange_code
+        if exc_code in us_exchanges:
+            if not seen_us:
+                exchange_codes.append("NASD")
+                seen_us = True
+        elif exc_code not in exchange_codes:
+            exchange_codes.append(exc_code)
+
+    now = asyncio.get_event_loop().time()
+
+    for exchange_code in exchange_codes:
+        try:
+            orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
+        except Exception as exc:
+            logger.warning(
+                "Failed to fetch pending orders for %s: %s", exchange_code, exc
+            )
+            continue
+
+        for order in orders:
+            try:
+                stock_code = order.get("pdno", "")
+                odno = order.get("odno", "")
+                sll_buy = order.get("sll_buy_dvsn_cd", "")  # "01"=SELL, "02"=BUY
+                nccs_qty = int(order.get("nccs_qty", "0") or "0")
+                order_exchange = order.get("ovrs_excg_cd") or exchange_code
+                key = f"{order_exchange}:{stock_code}"
+
+                if not stock_code or not odno or nccs_qty <= 0:
+                    continue
+
+                # Cancel the pending order first regardless of direction.
+                cancel_result = await overseas_broker.cancel_overseas_order(
+                    exchange_code=order_exchange,
+                    stock_code=stock_code,
+                    odno=odno,
+                    qty=nccs_qty,
+                )
+                if cancel_result.get("rt_cd") != "0":
+                    logger.warning(
+                        "Cancel failed for %s %s: rt_cd=%s msg=%s",
+                        order_exchange,
+                        stock_code,
+                        cancel_result.get("rt_cd"),
+                        cancel_result.get("msg1"),
+                    )
+                    continue
+
+                if sll_buy == "02":
+                    # BUY pending → cancelled; set cooldown to avoid immediate re-buy.
+                    if buy_cooldown is not None:
+                        buy_cooldown[key] = now + _BUY_COOLDOWN_SECONDS
+                    try:
+                        await telegram.notify_unfilled_order(
+                            stock_code=stock_code,
+                            market=order_exchange,
+                            action="BUY",
+                            quantity=nccs_qty,
+                            outcome="cancelled",
+                        )
+                    except Exception as notify_exc:
+                        logger.warning("notify_unfilled_order failed: %s", notify_exc)
+
+                elif sll_buy == "01":
+                    # SELL pending — attempt one resubmit at a wider spread.
+                    if sell_resubmit_counts.get(key, 0) >= 1:
+                        # Already resubmitted once — only cancel (already done above).
+                        logger.warning(
+                            "SELL %s %s already resubmitted once — no further resubmit",
+                            order_exchange,
+                            stock_code,
+                        )
+                        try:
+                            await telegram.notify_unfilled_order(
+                                stock_code=stock_code,
+                                market=order_exchange,
+                                action="SELL",
+                                quantity=nccs_qty,
+                                outcome="cancelled",
+                            )
+                        except Exception as notify_exc:
+                            logger.warning(
+                                "notify_unfilled_order failed: %s", notify_exc
+                            )
+                    else:
+                        # First unfilled SELL → resubmit at last * 0.996 (-0.4%).
+                        try:
+                            price_data = await overseas_broker.get_overseas_price(
+                                order_exchange, stock_code
+                            )
+                            last_price = float(
+                                price_data.get("output", {}).get("last", "0") or "0"
+                            )
+                            if last_price <= 0:
+                                raise ValueError(
+                                    f"Invalid price ({last_price}) for {stock_code}"
+                                )
+                            new_price = round(last_price * 0.996, 4)
+                            await overseas_broker.send_overseas_order(
+                                exchange_code=order_exchange,
+                                stock_code=stock_code,
+                                order_type="SELL",
+                                quantity=nccs_qty,
+                                price=new_price,
+                            )
+                            sell_resubmit_counts[key] = (
+                                sell_resubmit_counts.get(key, 0) + 1
+                            )
+                            try:
+                                await telegram.notify_unfilled_order(
+                                    stock_code=stock_code,
+                                    market=order_exchange,
+                                    action="SELL",
+                                    quantity=nccs_qty,
+                                    outcome="resubmitted",
+                                    new_price=new_price,
+                                )
+                            except Exception as notify_exc:
+                                logger.warning(
+                                    "notify_unfilled_order failed: %s", notify_exc
+                                )
+                        except Exception as exc:
+                            logger.error(
+                                "SELL resubmit failed for %s %s: %s",
+                                order_exchange,
+                                stock_code,
+                                exc,
+                            )
+
+            except Exception as exc:
+                logger.error(
+                    "Error handling pending order for %s: %s",
+                    order.get("pdno", "?"),
+                    exc,
+                )
+
+
 async def run_daily_session(
     broker: KISBroker,
     overseas_broker: OverseasBroker,
@@ -867,29 +1323,70 @@ async def run_daily_session(
     telegram: TelegramClient,
     settings: Settings,
     smart_scanner: SmartVolatilityScanner | None = None,
-) -> None:
+    daily_start_eval: float = 0.0,
+) -> float:
     """Execute one daily trading session.
 
     V2 proactive strategy: 1 Gemini call for playbook generation,
     then local scenario evaluation per stock (0 API calls).
+
+    Args:
+        daily_start_eval: Portfolio evaluation at the start of the trading day.
+            Used to compute intra-day P&L for the Circuit Breaker.
+            Pass 0.0 on the first session of each day; the function will set
+            it from the first balance query and return it for subsequent
+            sessions.
+
+    Returns:
+        The daily_start_eval value that should be forwarded to the next
+        session of the same trading day.
     """
     # Get currently open markets
     open_markets = get_open_markets(settings.enabled_market_list)
 
     if not open_markets:
         logger.info("No markets open for this session")
-        return
+        return daily_start_eval
 
     logger.info("Starting daily trading session for %d markets", len(open_markets))
 
     # BUY cooldown: prevents retrying stocks rejected for insufficient balance
     daily_buy_cooldown: dict[str, float] = {}  # "{market_code}:{stock_code}" -> expiry timestamp
 
+    # Tracks SELL resubmission attempts per "{exchange_code}:{stock_code}" (max 1 per session).
+    sell_resubmit_counts: dict[str, int] = {}
+
     # Process each open market
     for market in open_markets:
         # Use market-local date for playbook keying
         market_today = datetime.now(market.timezone).date()
 
+        # Check and handle domestic pending (unfilled) limit orders before new decisions.
+        if market.is_domestic:
+            try:
+                await handle_domestic_pending_orders(
+                    broker,
+                    telegram,
+                    settings,
+                    sell_resubmit_counts,
+                    daily_buy_cooldown,
+                )
+            except Exception as exc:
+                logger.warning("Domestic pending order check failed: %s", exc)
+
+        # Check and handle overseas pending (unfilled) limit orders before new decisions.
+        if not market.is_domestic:
+            try:
+                await handle_overseas_pending_orders(
+                    overseas_broker,
+                    telegram,
+                    settings,
+                    sell_resubmit_counts,
+                    daily_buy_cooldown,
+                )
+            except Exception as exc:
+                logger.warning("Pending order check failed: %s", exc)
+
         # Dynamic stock discovery via scanner (no static watchlists)
         candidates_list: list[ScanCandidate] = []
         fallback_stocks: list[str] | None = None
@@ -964,11 +1461,18 @@ async def run_daily_session(
             try:
                 if market.is_domestic:
                     current_price, price_change_pct, foreigner_net = (
-                        await broker.get_current_price(stock_code)
+                        await _retry_connection(
+                            broker.get_current_price,
+                            stock_code,
+                            label=stock_code,
+                        )
                     )
                 else:
-                    price_data = await overseas_broker.get_overseas_price(
+                    price_data = await _retry_connection(
-                        market.exchange_code, stock_code
+                        overseas_broker.get_overseas_price,
+                        market.exchange_code,
+                        stock_code,
+                        label=f"{stock_code}@{market.exchange_code}",
                     )
                     current_price = safe_float(
                         price_data.get("output", {}).get("last", "0")
@@ -1019,9 +1523,27 @@ async def run_daily_session(
             logger.warning("No valid stock data for market %s", market.code)
             continue
 
-        # Get balance data once for the market
+        # Get balance data once for the market (read-only — safe to retry)
+        try:
+            if market.is_domestic:
+                balance_data = await _retry_connection(
+                    broker.get_balance, label=f"balance:{market.code}"
+                )
+            else:
+                balance_data = await _retry_connection(
+                    overseas_broker.get_overseas_balance,
+                    market.exchange_code,
+                    label=f"overseas_balance:{market.exchange_code}",
+                )
+        except ConnectionError as exc:
+            logger.error(
+                "Balance fetch failed for market %s after all retries — skipping market: %s",
+                market.code,
+                exc,
+            )
+            continue
+
         if market.is_domestic:
-            balance_data = await broker.get_balance()
             output2 = balance_data.get("output2", [{}])
             total_eval = safe_float(
                 output2[0].get("tot_evlu_amt", "0")
@@ -1033,7 +1555,6 @@ async def run_daily_session(
                 output2[0].get("pchs_amt_smtl_amt", "0")
             ) if output2 else 0
         else:
-            balance_data = await overseas_broker.get_overseas_balance(market.exchange_code)
             output2 = balance_data.get("output2", [{}])
             if isinstance(output2, list) and output2:
                 balance_info = output2[0]
@@ -1056,12 +1577,27 @@ async def run_daily_session(
             ):
                 total_cash = settings.PAPER_OVERSEAS_CASH
 
-        # Calculate daily P&L %
+        # Capture the day's opening portfolio value on the first market processed
-        pnl_pct = (
+        # in this session.  Used to compute intra-day P&L for the CB instead of
-            ((total_eval - purchase_total) / purchase_total * 100)
+        # the cumulative purchase_total which spans the entire account history.
-            if purchase_total > 0
+        if daily_start_eval <= 0 and total_eval > 0:
-            else 0.0
+            daily_start_eval = total_eval
-        )
+            logger.info(
+                "Daily CB baseline set: total_eval=%.2f (first balance of the day)",
+                daily_start_eval,
+            )
+
+        # Daily P&L: compare current eval vs start-of-day eval.
+        # Falls back to purchase_total if daily_start_eval is unavailable (e.g. paper
+        # mode where balance API returns 0 for all values).
+        if daily_start_eval > 0:
+            pnl_pct = (total_eval - daily_start_eval) / daily_start_eval * 100
+        else:
+            pnl_pct = (
+                ((total_eval - purchase_total) / purchase_total * 100)
+                if purchase_total > 0
+                else 0.0
+            )
         portfolio_data = {
             "portfolio_pnl_pct": pnl_pct,
             "total_cash": total_cash,
@@ -1095,11 +1631,11 @@ async def run_daily_session(
             # BUY 중복 방지: 브로커 잔고 기반 (미체결 SELL 리밋 주문 보호)
             if decision.action == "BUY":
                 daily_existing = get_open_position(db_conn, stock_code, market.code)
-                if not daily_existing and not market.is_domestic:
+                if not daily_existing:
                     # SELL 지정가 접수 후 미체결 시 DB는 종료로 기록되나 브로커는 여전히 보유 중.
-                    # 이중 매수 방지를 위해 라이브 브로커 잔고를 authoritative source로 사용.
+                    # 국내/해외 모두 라이브 브로커 잔고를 authoritative source로 사용.
                     broker_qty = _extract_held_qty_from_balance(
-                        balance_data, stock_code, is_domestic=False
+                        balance_data, stock_code, is_domestic=market.is_domestic
                     )
                     if broker_qty > 0:
                         daily_existing = {"price": 0.0, "quantity": broker_qty}
@@ -1240,11 +1776,21 @@ async def run_daily_session(
                 order_succeeded = True
                 try:
                     if market.is_domestic:
+                        # Use limit orders (지정가) for domestic stocks.
+                        # KRX tick rounding applied via kr_round_down.
+                        if decision.action == "BUY":
+                            order_price = kr_round_down(
+                                stock_data["current_price"] * 1.002
+                            )
+                        else:
+                            order_price = kr_round_down(
+                                stock_data["current_price"] * 0.998
+                            )
                         result = await broker.send_order(
                             stock_code=stock_code,
                             order_type=decision.action,
                             quantity=quantity,
-                            price=0,  # market order
+                            price=order_price,
                         )
                     else:
                         # KIS VTS only accepts limit orders; use 0.5% premium for BUY
@@ -1330,6 +1876,7 @@ async def run_daily_session(
             )
 
     logger.info("Daily trading session completed")
+    return daily_start_eval
 
 
 async def _handle_market_close(
@@ -1908,6 +2455,9 @@ async def run(settings: Settings) -> None:
     # BUY cooldown: prevents retrying a stock rejected for insufficient balance
     buy_cooldown: dict[str, float] = {}  # "{market_code}:{stock_code}" -> expiry timestamp
 
+    # Tracks SELL resubmission attempts per "{exchange_code}:{stock_code}" (max 1 until restart).
+    sell_resubmit_counts: dict[str, int] = {}
+
     # Initialize latency control system
     criticality_assessor = CriticalityAssessor(
         critical_pnl_threshold=-2.5,  # Near circuit breaker at -3.0%
@@ -1947,6 +2497,12 @@ async def run(settings: Settings) -> None:
     except Exception as exc:
         logger.warning("System startup notification failed: %s", exc)
 
+    # Sync broker positions → DB to prevent double-buy on restart
+    try:
+        await sync_positions_from_broker(broker, overseas_broker, db_conn, settings)
+    except Exception as exc:
+        logger.warning("Startup position sync failed (non-fatal): %s", exc)
+
     # Start command handler
     try:
         await command_handler.start_polling()
@@ -1965,13 +2521,26 @@ async def run(settings: Settings) -> None:
 
             session_interval = settings.SESSION_INTERVAL_HOURS * 3600  # Convert to seconds
 
+            # daily_start_eval: portfolio eval captured at the first session of each
+            # trading day.  Reset on calendar-date change so the CB measures only
+            # today's drawdown, not cumulative account history.
+            _cb_daily_start_eval: float = 0.0
+            _cb_last_date: str = ""
+
             while not shutdown.is_set():
                 # Wait for trading to be unpaused
                 await pause_trading.wait()
                 _run_context_scheduler(context_scheduler, now=datetime.now(UTC))
 
+                # Reset intra-day CB baseline on a new calendar date
+                today_str = datetime.now(UTC).date().isoformat()
+                if today_str != _cb_last_date:
+                    _cb_last_date = today_str
+                    _cb_daily_start_eval = 0.0
+                    logger.info("New trading day %s — daily CB baseline reset", today_str)
+
                 try:
-                    await run_daily_session(
+                    _cb_daily_start_eval = await run_daily_session(
                         broker,
                         overseas_broker,
                         scenario_engine,
@@ -1985,6 +2554,7 @@ async def run(settings: Settings) -> None:
                         telegram,
                         settings,
                         smart_scanner=smart_scanner,
+                        daily_start_eval=_cb_daily_start_eval,
                     )
                 except CircuitBreakerTripped:
                     logger.critical("Circuit breaker tripped — shutting down")
@@ -2073,6 +2643,32 @@ async def run(settings: Settings) -> None:
                             logger.warning("Market open notification failed: %s", exc)
                         _market_states[market.code] = True
 
+                    # Check and handle domestic pending (unfilled) limit orders.
+                    if market.is_domestic:
+                        try:
+                            await handle_domestic_pending_orders(
+                                broker,
+                                telegram,
+                                settings,
+                                sell_resubmit_counts,
+                                buy_cooldown,
+                            )
+                        except Exception as exc:
+                            logger.warning("Domestic pending order check failed: %s", exc)
+
+                    # Check and handle overseas pending (unfilled) limit orders.
+                    if not market.is_domestic:
+                        try:
+                            await handle_overseas_pending_orders(
+                                overseas_broker,
+                                telegram,
+                                settings,
+                                sell_resubmit_counts,
+                                buy_cooldown,
+                            )
+                        except Exception as exc:
+                            logger.warning("Pending order check failed: %s", exc)
+
                     # Smart Scanner: dynamic stock discovery (no static watchlists)
                     now_timestamp = asyncio.get_event_loop().time()
                     last_scan = last_scan_time.get(market.code, 0.0)

src/notifications/telegram_client.py

@@ -473,6 +473,48 @@ class TelegramClient:
             NotificationMessage(priority=priority, message=message)
         )
 
+    async def notify_unfilled_order(
+        self,
+        stock_code: str,
+        market: str,
+        action: str,
+        quantity: int,
+        outcome: str,
+        new_price: float | None = None,
+    ) -> None:
+        """Notify about an unfilled overseas order that was cancelled or resubmitted.
+
+        Args:
+            stock_code: Stock ticker symbol.
+            market: Exchange/market code (e.g., "NASD", "SEHK").
+            action: "BUY" or "SELL".
+            quantity: Unfilled quantity.
+            outcome: "cancelled" or "resubmitted".
+            new_price: New order price if resubmitted (None if only cancelled).
+        """
+        if not self._filter.trades:
+            return
+        # SELL resubmit is high priority — position liquidation at risk.
+        # BUY cancel is medium priority — only cash is freed.
+        priority = (
+            NotificationPriority.HIGH
+            if action == "SELL"
+            else NotificationPriority.MEDIUM
+        )
+        outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
+        outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
+        action_emoji = "🔴" if action == "SELL" else "🟢"
+        lines = [
+            f"<b>{outcome_emoji} 미체결 주문 {outcome_label}</b>",
+            f"Symbol: <code>{stock_code}</code> ({market})",
+            f"Action: {action_emoji} {action}",
+            f"Quantity: {quantity:,} shares",
+        ]
+        if new_price is not None:
+            lines.append(f"New Price: {new_price:.4f}")
+        message = "\n".join(lines)
+        await self._send_notification(NotificationMessage(priority=priority, message=message))
+
     async def notify_error(
         self, error_type: str, error_msg: str, context: str
     ) -> None:

src/strategies/v20260220_210124_evolved.py

@@ -0,0 +1,114 @@
+"""Auto-generated strategy: v20260220_210124
+
+Generated at: 2026-02-20T21:01:24.706847+00:00
+Rationale: Auto-evolved from 6 failures. Primary failure markets: ['US_AMEX', 'US_NYSE', 'US_NASDAQ']. Average loss: -194.69
+"""
+
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
+
+
+class Strategy_v20260220_210124(BaseStrategy):
+    """Strategy: v20260220_210124"""
+
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+        import datetime
+
+        # --- Strategy Constants ---
+        # Minimum price for a stock to be considered for trading (avoids penny stocks)
+        MIN_PRICE = 5.0
+
+        # Momentum signal thresholds (stricter than previous failures)
+        MOMENTUM_PRICE_CHANGE_THRESHOLD = 7.0  # % price change
+        MOMENTUM_VOLUME_RATIO_THRESHOLD = 4.0  # X times average volume
+
+        # Oversold signal thresholds (more conservative)
+        OVERSOLD_RSI_THRESHOLD = 25.0  # RSI value (lower means more oversold)
+
+        # Confidence levels
+        CONFIDENCE_HOLD = 30
+        CONFIDENCE_BUY_OVERSOLD = 65
+        CONFIDENCE_BUY_MOMENTUM = 85
+        CONFIDENCE_BUY_STRONG_MOMENTUM = 90  # For higher-priced stocks with strong momentum
+
+        # Market hours in UTC (9:30 AM ET to 4:00 PM ET)
+        MARKET_OPEN_UTC = datetime.time(14, 30)
+        MARKET_CLOSE_UTC = datetime.time(21, 0)
+
+        # Volatile periods within market hours (UTC) to avoid
+        # First hour after open (14:30 UTC - 15:30 UTC)
+        VOLATILE_OPEN_END_UTC = datetime.time(15, 30)
+        # Last 30 minutes before close (20:30 UTC - 21:00 UTC)
+        VOLATILE_CLOSE_START_UTC = datetime.time(20, 30)
+
+        current_price = market_data.get('current_price')
+        price_change_pct = market_data.get('price_change_pct')
+        volume_ratio = market_data.get('volume_ratio')  # Assumed pre-computed indicator
+        rsi = market_data.get('rsi')                    # Assumed pre-computed indicator
+        timestamp_str = market_data.get('timestamp')
+
+        action = "HOLD"
+        confidence = CONFIDENCE_HOLD
+        rationale = "Initial HOLD: No clear signal or conditions not met."
+
+        # --- 1. Basic Data Validation ---
+        if current_price is None or price_change_pct is None:
+            return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                    "rationale": "Insufficient core data (price or price change) to evaluate."}
+
+        # --- 2. Price Filter: Avoid low-priced/penny stocks ---
+        if current_price < MIN_PRICE:
+            return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                    "rationale": f"Avoiding low-priced stock (${current_price:.2f} < ${MIN_PRICE:.2f})."}
+
+        # --- 3. Time Filter: Only trade during core market hours ---
+        if timestamp_str:
+            try:
+                dt_object = datetime.datetime.fromisoformat(timestamp_str)
+                current_time_utc = dt_object.time()
+
+                if not (MARKET_OPEN_UTC <= current_time_utc < MARKET_CLOSE_UTC):
+                    return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                            "rationale": f"Avoiding trade outside core market hours ({current_time_utc} UTC)."}
+
+                if (MARKET_OPEN_UTC <= current_time_utc < VOLATILE_OPEN_END_UTC) or \
+                   (VOLATILE_CLOSE_START_UTC <= current_time_utc < MARKET_CLOSE_UTC):
+                    return {"action": "HOLD", "confidence": CONFIDENCE_HOLD,
+                            "rationale": f"Avoiding trade during volatile market open/close periods ({current_time_utc} UTC)."}
+
+            except ValueError:
+                rationale += " (Warning: Malformed timestamp, time filters skipped)"
+
+        # --- Initialize signal states ---
+        has_momentum_buy_signal = False
+        has_oversold_buy_signal = False
+
+        # --- 4. Evaluate Enhanced Buy Signals ---
+
+        # Momentum Buy Signal
+        if volume_ratio is not None and \
+           price_change_pct > MOMENTUM_PRICE_CHANGE_THRESHOLD and \
+           volume_ratio > MOMENTUM_VOLUME_RATIO_THRESHOLD:
+            has_momentum_buy_signal = True
+            rationale = f"Momentum BUY: Price change {price_change_pct:.2f}%, Volume {volume_ratio:.2f}x."
+            confidence = CONFIDENCE_BUY_MOMENTUM
+            if current_price >= 10.0:
+                confidence = CONFIDENCE_BUY_STRONG_MOMENTUM
+
+        # Oversold Buy Signal
+        if rsi is not None and rsi < OVERSOLD_RSI_THRESHOLD:
+            has_oversold_buy_signal = True
+            if not has_momentum_buy_signal:
+                rationale = f"Oversold BUY: RSI {rsi:.2f}."
+                confidence = CONFIDENCE_BUY_OVERSOLD
+                if current_price >= 10.0:
+                    confidence = min(CONFIDENCE_BUY_OVERSOLD + 5, 80)
+
+        # --- 5. Decision Logic ---
+        if has_momentum_buy_signal:
+            action = "BUY"
+        elif has_oversold_buy_signal:
+            action = "BUY"
+
+        return {"action": action, "confidence": confidence, "rationale": rationale}

src/strategies/v20260220_210159_evolved.py

@@ -0,0 +1,97 @@
+"""Auto-generated strategy: v20260220_210159
+
+Generated at: 2026-02-20T21:01:59.391523+00:00
+Rationale: Auto-evolved from 6 failures. Primary failure markets: ['US_AMEX', 'US_NYSE', 'US_NASDAQ']. Average loss: -194.69
+"""
+
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
+
+
+class Strategy_v20260220_210159(BaseStrategy):
+    """Strategy: v20260220_210159"""
+
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+        import datetime
+
+        current_price = market_data.get('current_price')
+        price_change_pct = market_data.get('price_change_pct')
+        volume_ratio = market_data.get('volume_ratio')
+        rsi = market_data.get('rsi')
+        timestamp_str = market_data.get('timestamp')
+        market_name = market_data.get('market')
+
+        # Default action
+        action = "HOLD"
+        confidence = 0
+        rationale = "No strong signal or conditions not met."
+
+        # --- FAILURE PATTERN AVOIDANCE ---
+
+        # 1. Avoid low-priced/penny stocks
+        MIN_PRICE_THRESHOLD = 5.0  # USD
+        if current_price is not None and current_price < MIN_PRICE_THRESHOLD:
+            rationale = (
+                f"HOLD: Stock price (${current_price:.2f}) is below minimum threshold "
+                f"(${MIN_PRICE_THRESHOLD:.2f}). Past failures consistently involved low-priced stocks."
+            )
+            return {"action": action, "confidence": confidence, "rationale": rationale}
+
+        # 2. Avoid early market hour volatility
+        if timestamp_str:
+            try:
+                dt_obj = datetime.datetime.fromisoformat(timestamp_str)
+                utc_hour = dt_obj.hour
+                utc_minute = dt_obj.minute
+
+                if (utc_hour == 14 and utc_minute < 45) or (utc_hour == 13 and utc_minute >= 30):
+                    rationale = (
+                        f"HOLD: Trading during early market hours (UTC {utc_hour}:{utc_minute}), "
+                        f"a period identified with past failures due to high volatility."
+                    )
+                    return {"action": action, "confidence": confidence, "rationale": rationale}
+            except ValueError:
+                pass
+
+        # --- IMPROVED BUY STRATEGY ---
+
+        # Momentum BUY signal
+        if volume_ratio is not None and price_change_pct is not None:
+            if price_change_pct > 7.0 and volume_ratio > 3.0:
+                action = "BUY"
+                confidence = 70
+                rationale = "Improved BUY: Momentum signal with high volume and above price threshold."
+
+                if market_name == 'US_AMEX':
+                    confidence = max(55, confidence - 5)
+                    rationale += " (Adjusted lower for AMEX market's higher risk profile)."
+                elif market_name == 'US_NASDAQ' and price_change_pct > 20:
+                    confidence = max(50, confidence - 10)
+                    rationale += " (Adjusted lower for aggressive NASDAQ momentum volatility)."
+
+                if price_change_pct > 15.0:
+                    confidence = max(50, confidence - 5)
+                    rationale += " (Caution: Very high daily price change, potential for reversal)."
+
+                return {"action": action, "confidence": confidence, "rationale": rationale}
+
+        # Oversold BUY signal
+        if rsi is not None and price_change_pct is not None:
+            if rsi < 30 and price_change_pct < -3.0:
+                action = "BUY"
+                confidence = 65
+                rationale = "Improved BUY: Oversold signal with recent decline and above price threshold."
+
+                if market_name == 'US_AMEX':
+                    confidence = max(50, confidence - 5)
+                    rationale += " (Adjusted lower for AMEX market's higher risk on oversold assets)."
+
+                if price_change_pct < -10.0:
+                    confidence = max(45, confidence - 10)
+                    rationale += " (Caution: Very steep decline, potential falling knife)."
+
+                return {"action": action, "confidence": confidence, "rationale": rationale}
+
+        # If no specific BUY signal, default to HOLD
+        return {"action": action, "confidence": confidence, "rationale": rationale}

src/strategies/v20260220_210244_evolved.py

@@ -0,0 +1,88 @@
+"""Auto-generated strategy: v20260220_210244
+
+Generated at: 2026-02-20T21:02:44.387355+00:00
+Rationale: Auto-evolved from 6 failures. Primary failure markets: ['US_AMEX', 'US_NYSE', 'US_NASDAQ']. Average loss: -194.69
+"""
+
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
+
+
+class Strategy_v20260220_210244(BaseStrategy):
+    """Strategy: v20260220_210244"""
+
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+        from datetime import datetime
+
+        # Extract required data points safely
+        current_price = market_data.get("current_price")
+        price_change_pct = market_data.get("price_change_pct")
+        volume_ratio = market_data.get("volume_ratio")
+        rsi = market_data.get("rsi")
+        timestamp_str = market_data.get("timestamp")
+        market_name = market_data.get("market")
+        stock_code = market_data.get("stock_code", "UNKNOWN")
+
+        # Default action is HOLD with conservative confidence and rationale
+        action = "HOLD"
+        confidence = 50
+        rationale = f"No strong BUY signal for {stock_code} or awaiting more favorable conditions after avoiding known failure patterns."
+
+        # --- 1. Failure Pattern Avoidance Filters ---
+
+        # A. Avoid low-priced (penny) stocks
+        if current_price is not None and current_price < 5.0:
+            return {
+                "action": "HOLD",
+                "confidence": 50,
+                "rationale": f"AVOID {stock_code}: Stock price (${current_price:.2f}) is below minimum threshold ($5.00) for BUY action. Identified past failures on highly volatile, low-priced stocks."
+            }
+
+        # B. Avoid initiating BUY trades during identified high-volatility hours
+        if timestamp_str:
+            try:
+                trade_hour = datetime.fromisoformat(timestamp_str).hour
+                if trade_hour in [14, 20]:
+                    return {
+                        "action": "HOLD",
+                        "confidence": 50,
+                        "rationale": f"AVOID {stock_code}: Trading during historically volatile hour ({trade_hour} UTC) where previous BUYs resulted in losses. Prefer to observe market stability."
+                    }
+            except ValueError:
+                pass
+
+        # C. Be cautious with extreme momentum spikes
+        if volume_ratio is not None and price_change_pct is not None:
+            if volume_ratio >= 9.0 and price_change_pct >= 15.0:
+                return {
+                    "action": "HOLD",
+                    "confidence": 50,
+                    "rationale": f"AVOID {stock_code}: Extreme short-term momentum detected (price change: +{price_change_pct:.2f}%, volume ratio: {volume_ratio:.1f}x). Historical failures indicate buying into such rapid spikes often leads to reversals."
+                }
+
+        # D. Be cautious with "oversold" signals without further confirmation
+        if rsi is not None and rsi < 30:
+            return {
+                "action": "HOLD",
+                "confidence": 50,
+                "rationale": f"AVOID {stock_code}: Oversold signal (RSI={rsi:.1f}) detected. While often a BUY signal, historical failures on similar 'oversold' trades suggest waiting for stronger confirmation."
+            }
+
+        # --- 2. Improved BUY Signal Generation ---
+        if volume_ratio is not None and 2.0 <= volume_ratio < 9.0 and \
+           price_change_pct is not None and 2.0 <= price_change_pct < 15.0:
+
+            action = "BUY"
+            confidence = 70
+            rationale = f"BUY {stock_code}: Moderate momentum detected (price change: +{price_change_pct:.2f}%, volume ratio: {volume_ratio:.1f}x). Passed filters for price and extreme momentum, avoiding past failure patterns."
+
+            if market_name in ["US_AMEX", "US_NASDAQ"]:
+                confidence = max(60, confidence - 5)
+                rationale += f" Adjusted confidence for {market_name} market characteristics."
+            elif market_name == "US_NYSE":
+                confidence = max(65, confidence)
+
+            confidence = max(50, min(85, confidence))
+
+        return {"action": action, "confidence": confidence, "rationale": rationale}

tests/test_broker.py

@@ -725,3 +725,195 @@ class TestTRIDBranchingDomestic:
 
         order_headers = mock_post.call_args_list[1][1].get("headers", {})
         assert order_headers["tr_id"] == "TTTC0011U"
+
+
+# ---------------------------------------------------------------------------
+# Domestic Pending Orders (get_domestic_pending_orders)
+# ---------------------------------------------------------------------------
+
+
+class TestGetDomesticPendingOrders:
+    """get_domestic_pending_orders must return [] in paper mode and call TTTC0084R in live."""
+
+    def _make_broker(self, settings, mode: str) -> KISBroker:
+        from src.config import Settings
+
+        s = Settings(
+            KIS_APP_KEY=settings.KIS_APP_KEY,
+            KIS_APP_SECRET=settings.KIS_APP_SECRET,
+            KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
+            GEMINI_API_KEY=settings.GEMINI_API_KEY,
+            DB_PATH=":memory:",
+            ENABLED_MARKETS="KR",
+            MODE=mode,
+        )
+        b = KISBroker(s)
+        b._access_token = "tok"
+        b._token_expires_at = float("inf")
+        b._rate_limiter.acquire = AsyncMock()
+        return b
+
+    @pytest.mark.asyncio
+    async def test_paper_mode_returns_empty(self, settings) -> None:
+        """Paper mode must return [] immediately without any API call."""
+        broker = self._make_broker(settings, "paper")
+
+        with patch("aiohttp.ClientSession.get") as mock_get:
+            result = await broker.get_domestic_pending_orders()
+
+        assert result == []
+        mock_get.assert_not_called()
+
+    @pytest.mark.asyncio
+    async def test_live_mode_calls_tttc0084r_with_correct_params(
+        self, settings
+    ) -> None:
+        """Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
+        broker = self._make_broker(settings, "live")
+        pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.json = AsyncMock(return_value={"output": pending})
+        mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
+        mock_resp.__aexit__ = AsyncMock(return_value=False)
+
+        with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
+            result = await broker.get_domestic_pending_orders()
+
+        assert result == pending
+        headers = mock_get.call_args[1].get("headers", {})
+        assert headers["tr_id"] == "TTTC0084R"
+        params = mock_get.call_args[1].get("params", {})
+        assert params["INQR_DVSN_1"] == "0"
+        assert params["INQR_DVSN_2"] == "0"
+
+    @pytest.mark.asyncio
+    async def test_live_mode_connection_error(self, settings) -> None:
+        """Network error must raise ConnectionError."""
+        import aiohttp as _aiohttp
+
+        broker = self._make_broker(settings, "live")
+
+        with patch(
+            "aiohttp.ClientSession.get",
+            side_effect=_aiohttp.ClientError("timeout"),
+        ):
+            with pytest.raises(ConnectionError):
+                await broker.get_domestic_pending_orders()
+
+
+# ---------------------------------------------------------------------------
+# Domestic Order Cancellation (cancel_domestic_order)
+# ---------------------------------------------------------------------------
+
+
+class TestCancelDomesticOrder:
+    """cancel_domestic_order must use correct TR_ID and build body correctly."""
+
+    def _make_broker(self, settings, mode: str) -> KISBroker:
+        from src.config import Settings
+
+        s = Settings(
+            KIS_APP_KEY=settings.KIS_APP_KEY,
+            KIS_APP_SECRET=settings.KIS_APP_SECRET,
+            KIS_ACCOUNT_NO=settings.KIS_ACCOUNT_NO,
+            GEMINI_API_KEY=settings.GEMINI_API_KEY,
+            DB_PATH=":memory:",
+            ENABLED_MARKETS="KR",
+            MODE=mode,
+        )
+        b = KISBroker(s)
+        b._access_token = "tok"
+        b._token_expires_at = float("inf")
+        b._rate_limiter.acquire = AsyncMock()
+        return b
+
+    def _make_post_mocks(self, order_payload: dict) -> tuple:
+        mock_hash = AsyncMock()
+        mock_hash.status = 200
+        mock_hash.json = AsyncMock(return_value={"HASH": "h"})
+        mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
+        mock_hash.__aexit__ = AsyncMock(return_value=False)
+
+        mock_order = AsyncMock()
+        mock_order.status = 200
+        mock_order.json = AsyncMock(return_value=order_payload)
+        mock_order.__aenter__ = AsyncMock(return_value=mock_order)
+        mock_order.__aexit__ = AsyncMock(return_value=False)
+
+        return mock_hash, mock_order
+
+    @pytest.mark.asyncio
+    async def test_live_uses_tttc0013u(self, settings) -> None:
+        """Live mode must use TR_ID TTTC0013U."""
+        broker = self._make_broker(settings, "live")
+        mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
+
+        with patch(
+            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
+        ) as mock_post:
+            await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
+
+        order_headers = mock_post.call_args_list[1][1].get("headers", {})
+        assert order_headers["tr_id"] == "TTTC0013U"
+
+    @pytest.mark.asyncio
+    async def test_paper_uses_vttc0013u(self, settings) -> None:
+        """Paper mode must use TR_ID VTTC0013U."""
+        broker = self._make_broker(settings, "paper")
+        mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
+
+        with patch(
+            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
+        ) as mock_post:
+            await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
+
+        order_headers = mock_post.call_args_list[1][1].get("headers", {})
+        assert order_headers["tr_id"] == "VTTC0013U"
+
+    @pytest.mark.asyncio
+    async def test_cancel_sets_rvse_cncl_dvsn_cd_02(self, settings) -> None:
+        """Body must have RVSE_CNCL_DVSN_CD='02' (취소) and QTY_ALL_ORD_YN='Y'."""
+        broker = self._make_broker(settings, "live")
+        mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
+
+        with patch(
+            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
+        ) as mock_post:
+            await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
+
+        body = mock_post.call_args_list[1][1].get("json", {})
+        assert body["RVSE_CNCL_DVSN_CD"] == "02"
+        assert body["QTY_ALL_ORD_YN"] == "Y"
+        assert body["ORD_UNPR"] == "0"
+
+    @pytest.mark.asyncio
+    async def test_cancel_sets_krx_fwdg_ord_orgno_in_body(self, settings) -> None:
+        """Body must include KRX_FWDG_ORD_ORGNO and ORGN_ODNO from arguments."""
+        broker = self._make_broker(settings, "live")
+        mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
+
+        with patch(
+            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
+        ) as mock_post:
+            await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
+
+        body = mock_post.call_args_list[1][1].get("json", {})
+        assert body["KRX_FWDG_ORD_ORGNO"] == "BRN456"
+        assert body["ORGN_ODNO"] == "ORD123"
+        assert body["ORD_QTY"] == "3"
+
+    @pytest.mark.asyncio
+    async def test_cancel_sets_hashkey_header(self, settings) -> None:
+        """Request must include hashkey header (same pattern as send_order)."""
+        broker = self._make_broker(settings, "live")
+        mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
+
+        with patch(
+            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
+        ) as mock_post:
+            await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
+
+        order_headers = mock_post.call_args_list[1][1].get("headers", {})
+        assert "hashkey" in order_headers
+        assert order_headers["hashkey"] == "h"

tests/test_overseas_broker.py

@@ -813,3 +813,221 @@ class TestOverseasTRIDBranching:
 
         await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
         assert "TTTT1006U" in captured
+
+
+class TestGetOverseasPendingOrders:
+    """Tests for get_overseas_pending_orders method."""
+
+    @pytest.mark.asyncio
+    async def test_paper_mode_returns_empty(
+        self, overseas_broker: OverseasBroker
+    ) -> None:
+        """Paper mode should immediately return [] without any API call."""
+        # Default mock_settings has MODE="paper"
+        overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
+            update={"MODE": "paper"}
+        )
+        mock_session = MagicMock()
+        _setup_broker_mocks(overseas_broker, mock_session)
+
+        result = await overseas_broker.get_overseas_pending_orders("NASD")
+
+        assert result == []
+        mock_session.get.assert_not_called()
+
+    @pytest.mark.asyncio
+    async def test_live_mode_calls_ttts3018r_with_correct_params(
+        self, overseas_broker: OverseasBroker
+    ) -> None:
+        """Live mode should call TTTS3018R with OVRS_EXCG_CD and return output list."""
+        overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
+            update={"MODE": "live"}
+        )
+        captured_tr_id: list[str] = []
+        captured_params: list[dict] = []
+
+        async def mock_auth_headers(tr_id: str) -> dict:
+            captured_tr_id.append(tr_id)
+            return {}
+
+        overseas_broker._broker._auth_headers = mock_auth_headers  # type: ignore[method-assign]
+
+        pending_orders = [
+            {"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
+        ]
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.json = AsyncMock(return_value={"output": pending_orders})
+
+        mock_session = MagicMock()
+
+        def _capture_get(url: str, **kwargs: object) -> MagicMock:
+            captured_params.append(kwargs.get("params", {}))
+            return _make_async_cm(mock_resp)
+
+        mock_session.get = MagicMock(side_effect=_capture_get)
+        overseas_broker._broker._rate_limiter.acquire = AsyncMock()
+        overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
+
+        result = await overseas_broker.get_overseas_pending_orders("NASD")
+
+        assert result == pending_orders
+        assert captured_tr_id == ["TTTS3018R"]
+        assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
+
+    @pytest.mark.asyncio
+    async def test_live_mode_connection_error(
+        self, overseas_broker: OverseasBroker
+    ) -> None:
+        """Network error in live mode should raise ConnectionError."""
+        overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
+            update={"MODE": "live"}
+        )
+        cm = MagicMock()
+        cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
+        cm.__aexit__ = AsyncMock(return_value=False)
+
+        mock_session = MagicMock()
+        mock_session.get = MagicMock(return_value=cm)
+        _setup_broker_mocks(overseas_broker, mock_session)
+
+        with pytest.raises(ConnectionError, match="Network error fetching pending orders"):
+            await overseas_broker.get_overseas_pending_orders("NASD")
+
+
+class TestCancelOverseasOrder:
+    """Tests for cancel_overseas_order method."""
+
+    def _setup_cancel_mocks(
+        self, overseas_broker: OverseasBroker, response: dict
+    ) -> tuple[list[str], MagicMock]:
+        """Wire up mocks for a successful cancel call; return captured TR_IDs and session."""
+        captured_tr_ids: list[str] = []
+
+        async def mock_auth_headers(tr_id: str) -> dict:
+            captured_tr_ids.append(tr_id)
+            return {}
+
+        overseas_broker._broker._auth_headers = mock_auth_headers  # type: ignore[method-assign]
+        overseas_broker._broker._get_hash_key = AsyncMock(return_value="hash_val")  # type: ignore[method-assign]
+        overseas_broker._broker._rate_limiter.acquire = AsyncMock()
+
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.json = AsyncMock(return_value=response)
+
+        mock_session = MagicMock()
+        mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
+        overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
+
+        return captured_tr_ids, mock_session
+
+    @pytest.mark.asyncio
+    async def test_us_live_uses_tttt1004u(
+        self, overseas_broker: OverseasBroker
+    ) -> None:
+        """US exchange in live mode should use TTTT1004U."""
+        overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
+            update={"MODE": "live"}
+        )
+        captured, _ = self._setup_cancel_mocks(
+            overseas_broker, {"rt_cd": "0", "msg1": "OK"}
+        )
+
+        await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
+
+        assert "TTTT1004U" in captured
+
+    @pytest.mark.asyncio
+    async def test_us_paper_uses_vttt1004u(
+        self, overseas_broker: OverseasBroker
+    ) -> None:
+        """US exchange in paper mode should use VTTT1004U."""
+        # Default mock_settings has MODE="paper"
+        captured, _ = self._setup_cancel_mocks(
+            overseas_broker, {"rt_cd": "0", "msg1": "OK"}
+        )
+
+        await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
+
+        assert "VTTT1004U" in captured
+
+    @pytest.mark.asyncio
+    async def test_hk_live_uses_ttts1003u(
+        self, overseas_broker: OverseasBroker
+    ) -> None:
+        """SEHK exchange in live mode should use TTTS1003U."""
+        overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
+            update={"MODE": "live"}
+        )
+        captured, _ = self._setup_cancel_mocks(
+            overseas_broker, {"rt_cd": "0", "msg1": "OK"}
+        )
+
+        await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
+
+        assert "TTTS1003U" in captured
+
+    @pytest.mark.asyncio
+    async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
+        self, overseas_broker: OverseasBroker
+    ) -> None:
+        """Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
+        captured_body: list[dict] = []
+
+        async def mock_auth_headers(tr_id: str) -> dict:
+            return {}
+
+        overseas_broker._broker._auth_headers = mock_auth_headers  # type: ignore[method-assign]
+        overseas_broker._broker._get_hash_key = AsyncMock(return_value="h")  # type: ignore[method-assign]
+        overseas_broker._broker._rate_limiter.acquire = AsyncMock()
+
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
+
+        mock_session = MagicMock()
+
+        def _capture_post(url: str, **kwargs: object) -> MagicMock:
+            captured_body.append(kwargs.get("json", {}))
+            return _make_async_cm(mock_resp)
+
+        mock_session.post = MagicMock(side_effect=_capture_post)
+        overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
+
+        await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD003", 3)
+
+        assert captured_body[0]["RVSE_CNCL_DVSN_CD"] == "02"
+        assert captured_body[0]["OVRS_ORD_UNPR"] == "0"
+        assert captured_body[0]["ORGN_ODNO"] == "ORD003"
+
+    @pytest.mark.asyncio
+    async def test_cancel_sets_hashkey_header(
+        self, overseas_broker: OverseasBroker
+    ) -> None:
+        """hashkey must be set in the request headers."""
+        captured_headers: list[dict] = []
+        overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash")  # type: ignore[method-assign]
+        overseas_broker._broker._rate_limiter.acquire = AsyncMock()
+
+        async def mock_auth_headers(tr_id: str) -> dict:
+            return {"tr_id": tr_id}
+
+        overseas_broker._broker._auth_headers = mock_auth_headers  # type: ignore[method-assign]
+
+        mock_resp = AsyncMock()
+        mock_resp.status = 200
+        mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
+
+        mock_session = MagicMock()
+
+        def _capture_post(url: str, **kwargs: object) -> MagicMock:
+            captured_headers.append(dict(kwargs.get("headers", {})))
+            return _make_async_cm(mock_resp)
+
+        mock_session.post = MagicMock(side_effect=_capture_post)
+        overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
+
+        await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD004", 2)
+
+        assert captured_headers[0].get("hashkey") == "test_hash"