fix: reconcile KIS correction order chains

This commit is contained in:
Hermes Agent
2026-09-12 22:12:19 +09:00
parent 6017bde744
commit 06c3f06b5d
6 changed files with 864 additions and 149 deletions
+74 -2
View File
@@ -7,6 +7,7 @@ Unit tests run always; the sandbox integration test runs only when KIS
from __future__ import annotations
import os
from datetime import UTC, datetime, timedelta
import httpx
import pytest
@@ -564,7 +565,9 @@ def test_submit_unknown_confirmed_absent_becomes_retryable_reject(monkeypatch):
status = b.poll_fill(ack.broker_order_id, side="buy", symbol="005930")
assert status.state == "rejected"
assert status.raw == {"reason": "submission_confirmed_absent"}
assert status.raw["reason"] == "submission_confirmed_absent"
assert status.raw["poll_performed"] is True
assert status.raw["poll_count"] == 1
def test_fill_poll_transport_failure_uses_backoff(monkeypatch):
@@ -588,8 +591,12 @@ def test_fill_poll_transport_failure_uses_backoff(monkeypatch):
)
assert first.state == "unknown"
assert first.raw["reason"] == "fill_inquiry_transport"
assert "timed out" not in str(first.raw)
assert immediate.state == "accepted"
assert immediate.raw == {"reason": "fill_poll_backoff"}
assert immediate.raw["reason"] == "fill_poll_backoff"
assert immediate.raw["poll_performed"] is False
assert immediate.raw["poll_count"] == 1
assert len(calls) == 1
clock[0] += 31
@@ -598,3 +605,68 @@ def test_fill_poll_transport_failure_uses_backoff(monkeypatch):
)
assert again.state == "unknown"
assert len(calls) == 2
def test_unresolved_fill_poll_uses_elapsed_bounded_backoff_and_converges(monkeypatch):
wall_now = datetime(2026, 9, 10, 12, 0, tzinfo=UTC)
b = KISBroker(
"12345678-01",
app_key="k",
app_secret="s",
base_url=_MOCK_URL,
clock=lambda: wall_now,
)
monkeypatch.setattr(b, "_headers", lambda _tr: {})
mono = [100.0]
monkeypatch.setattr("trex_core.adapters.broker.kis.monotonic", lambda: mono[0])
calls = []
terminal = [False]
class Response:
status_code = 200
def json(self):
calls.append(1)
parent = {
"odno": "1234", "orgn_odno": "", "ord_qty": "10",
"tot_ccld_qty": "0", "avg_prvs": "0", "cncl_yn": "",
"rjct_qty": "0", "rmn_qty": "0", "ord_dt": "20260910",
"ord_gno_brno": "91258", "pdno": "005930",
}
child = {
**parent, "odno": "1235", "orgn_odno": "1234",
"cnc_cfrm_qty": "10" if terminal[0] else "0",
}
return {"rt_cd": "0", "output1": [parent, child]}
monkeypatch.setattr("trex_core.adapters.broker.kis.httpx.get", lambda *a, **kw: Response())
submitted_at = wall_now - timedelta(hours=7)
first = b.poll_fill(
"91258:1234", side="buy", symbol="005930",
order_date="20260910", submitted_at=submitted_at,
)
assert first.state == "unknown"
assert first.raw["poll_performed"] is True
assert first.raw["poll_count"] == 1
assert first.raw["backoff_sec"] == 300.0
assert first.raw["stuck_duration_sec"] == 7 * 3600
terminal[0] = True
mono[0] += 299
skipped = b.poll_fill(
"91258:1234", side="buy", symbol="005930",
order_date="20260910", submitted_at=submitted_at,
)
assert skipped.state == "accepted"
assert skipped.raw["last_result_state"] == "unknown"
assert len(calls) == 1
mono[0] += 1
resolved = b.poll_fill(
"91258:1234", side="buy", symbol="005930",
order_date="20260910", submitted_at=submitted_at,
)
assert resolved.state == "cancelled"
assert resolved.raw["poll_count"] == 2
assert len(calls) == 2