Confirm MOC orders were accepted before reporting success

rebalance used to sleep 3 s and record whatever status TWS had sent; on
2026-09-29 every order was still PendingSubmit with permId 0. Now it waits
up to 30 s for PreSubmitted/Submitted/Filled, records the final statuses in
orders.csv either way, and exits non-zero naming any rejected or
unacknowledged order so the systemd unit's failure is visible.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

src/ibkr_quant/broker.py

@@ -4,7 +4,7 @@ from dataclasses import dataclass
 from zoneinfo import ZoneInfo
 
 import pandas as pd
-from ib_async import IB, Contract, LimitOrder, Order, Stock, Trade
+from ib_async import IB, Contract, LimitOrder, Order, OrderStatus, Stock, Trade
 
 from .config import IBConfig
 
@@ -170,6 +170,25 @@ class Broker:
         order.orderRef = ref
         return self.ib.placeOrder(contract, order)
 
+    async def confirm_orders(self, trades: list[Trade], timeout: float = 30) -> None:
+        accepted = {OrderStatus.PreSubmitted, OrderStatus.Submitted, OrderStatus.Filled}
+        terminal = accepted | OrderStatus.DoneStates
+        loop = asyncio.get_running_loop()
+        deadline = loop.time() + timeout
+        while any(t.orderStatus.status not in terminal for t in trades):
+            remaining = deadline - loop.time()
+            if remaining <= 0:
+                break
+            await asyncio.sleep(min(0.1, remaining))
+        failed = [t for t in trades if t.orderStatus.status not in accepted]
+        if failed:
+            details = []
+            for trade in failed:
+                errors = "; ".join(entry.message for entry in trade.log if entry.errorCode)
+                details.append(f"{trade.contract.symbol} order {trade.order.orderId}: {trade.orderStatus.status}"
+                               + (f" ({errors})" if errors else ""))
+            raise RuntimeError("orders not accepted (rejected or confirmation timed out): " + "; ".join(details))
+
     async def executions(self) -> pd.DataFrame:
         fills = await self.ib.reqExecutionsAsync()
         return pd.DataFrame(

src/ibkr_quant/cli.py

@@ -195,7 +195,11 @@ async def rebalance(cfg: Config, submit: bool) -> None:
             broker.place(contracts[o.symbol], o.delta, ex.order_type, limits.get(o.symbol), f"ibkr-quant {run_dir.name}")
             for o in orders
         ]
-        await asyncio.sleep(3)  # let TWS acknowledge before recording status
+        confirmation_error = None
+        try:
+            await broker.confirm_orders(trades)
+        except RuntimeError as exc:
+            confirmation_error = exc
         submitted = pd.DataFrame(
             [
                 {
@@ -213,7 +217,9 @@ async def rebalance(cfg: Config, submit: bool) -> None:
         )
         submitted.to_csv(run_dir / "orders.csv", index=False)
         print(submitted.to_string(index=False))
-        print(f"submitted {len(trades)} orders -> {run_dir}")
+        if confirmation_error:
+            raise SystemExit(f"{confirmation_error}; recorded status -> {run_dir}")
+        print(f"accepted {len(trades)} orders -> {run_dir}")
 
 
 def run_backtest(cfg: Config, top_ns: list[int], everies: list[int], capitals: list[float], fee: str) -> None: