I just did some research on the Net to fill on the holes in my Lonely Planet book. The fort that I visted yesterday is one of two surving forts built to protect Bangkok during the reign of King Rama I. There were originally 14 forts along the moated and walled city.
The one I visted is called Mahakan Fort. It's larger and more well-known sister is called Fort Phrasumain and is located on the banks of the Chao Phraya River. Interestingly, it has already been turned into a park at the base of the brand new Rama VIII bridge.
