Implement Phase 4: TWAP and ICEBERG algorithm execution with goroutine scheduler

[Claude]

Implements algorithmic order execution for splitting large orders to reduce market impact. Adds TWAP (time-weighted) and ICEBERG (visibility-based) algorithms with full audit trail support.

Implementation

Core Components

• AlgoScheduler: Manages concurrent algorithm tasks via goroutines with context-based cancellation
• AlgoTask: Tracks execution state per order (slices, timing, completion)
• TWAP: Splits order into equal slices distributed evenly over specified duration
• ICEBERG: Submits slices sequentially, revealing partial order size at a time

Data Model Extensions

type ParsedOrder struct {
    // ... existing fields ...
    Algo         string  // TWAP, ICEBERG
    AlgoDuration string  // "30m", "1h" (TWAP only)
    AlgoSlices   int     // number of slices
}

Beancount Order Format

2026-03-31 * "ORDER" "BUY AAPL.US 500 via TWAP"
  ; intent_id: 20260330-010
  ; algo: TWAP
  ; algo_duration: 30m
  ; algo_slices: 5

Slice Execution Output

2026-03-31 * "EXECUTION" "TWAP slice 1/5 BUY AAPL.US"
  ; intent_id: 20260330-010
  ; order_id: LOCAL-1774977622015148771
  ; qty: 100
  ; executed_at: 2026-03-31T17:20:22Z
  ; slice: 1/5
  ; algo: TWAP

Integration

• ProcessLedgerWithScheduler(): Routes algo orders to scheduler instead of direct execution
• Scheduler lifecycle managed in controller loop (init, cleanup, graceful shutdown)
• Algo orders pass through same risk gate validation as regular orders
• AppendExecutionWithMeta(): Writes slice metadata to beancount ledger
• Audit logging tracks active algo task count

Files Changed

New

• internal/broker/algo.go - Scheduler and task management (210 lines)
• internal/broker/algo_twap.go - TWAP implementation (65 lines)
• internal/broker/algo_iceberg.go - ICEBERG implementation (70 lines)
• internal/broker/algo_test.go - Test coverage (163 lines)

Modified

• internal/model/types.go - Added algo fields to ParsedOrder
• internal/ledger/parser.go - Parse algo metadata from beancount
• internal/broker/broker.go - Added scheduler integration
• internal/audit/audit.go - Track algo_tasks_active metric
• cmd/longbridge-fs/main.go - Initialize scheduler in controller
• task.md - Mark Phase 4 complete

Testing

Tests verify correct slice count, timing, and ledger writes for both algorithms:

• TestTWAPExecution: 5 slices with time-based distribution
• TestICEBERGExecution: 3 slices with sequential submission