diff --git a/docs/data-model.md b/docs/data-model.md index 3819559..681c09e 100644 --- a/docs/data-model.md +++ b/docs/data-model.md @@ -49,7 +49,7 @@ - limit_price :: numeric? :: 현재 pending 주문 지정가(side 무관, dcy-012/REQ-002 — 과거 `entry_price`에서 rename). pending 진입(매수/매도 지정가) 시 set, pending 이탈(→holding/→closed) 시 None 으로 clear → 매수 지정가가 매도로 누수되지 않음(issue #10). None 이면 dispatch 시 시장가. - allocated_capital :: numeric? :: 배정 자본 - order_id / broker_order_id :: str? :: 주문 식별자(자유 주석 / 브로커 핸들) -- venue :: TEXT NOT NULL DEFAULT 'KRX' :: 현재 주문 거래소 구분(AUTO/KRX/NXT/SOR). intent 단계의 AUTO는 KIS 제출 시 실제 KRX/NXT로 교체되며 주문번호와 원자 저장한다. pending 주문·취소까지 보존하고 HOLDING 진입 시 다음 자율주문의 AUTO, INACTIVE 진입 시 KRX로 초기화한다. +- venue :: TEXT NOT NULL DEFAULT 'KRX' :: 현재 주문 거래소 구분(KRX/NXT/SOR). venue 누락 intent는 SOR로 저장하고, 명시 venue는 보존한다. pending 주문·취소까지 보존하며 HOLDING 진입 시 다음 주문의 SOR, INACTIVE 진입 시 KRX로 초기화한다. - cancel_state :: TEXT? :: 취소 요청의 즉시 결과(requested/rejected/unknown). 최종 취소 상태가 아니다. requested는 재시도하지 않고, rejected/unknown만 authoritative open-row 확인과 bounded backoff 뒤 재시도할 수 있다. - cancel_requested_at :: TIMESTAMPTZ? :: 마지막 취소 시도 예약 시각. 주문 종료·dispatch clear 때 함께 제거한다. - order_submitted_at :: TIMESTAMPTZ? :: timeout deadline의 immutable 주문 제출 기준점. poll/cancel bookkeeping 및 daemon 재시작에서 보존하고 terminal dispatch clear 때 제거한다. diff --git a/docs/interface-contract.md b/docs/interface-contract.md index 1df6911..10b813d 100644 --- a/docs/interface-contract.md +++ b/docs/interface-contract.md @@ -64,7 +64,7 @@ | 패턴 | 표면 | 요청 속성 | 응답 | |---|---|---|---| | 슬롯 RPC | `trex.slots.req` | `correlation_id`, `reply_to=amq.rabbitmq.reply-to` | reply-to 큐로 `{slots[], degraded, reason, message}` (REQ-073/074, BAT-035) | -| intent RPC | `trex.intent.req` | `correlation_id` = intent 멱등키, `reply_to=amq.rabbitmq.reply-to`, `delivery_mode=2` | reply-to 큐로 `{intent_id, status:admitted|rejected, slot_id?, reason?}`. **rejected sell** 응답은 additive `retryable: bool` 포함(REQ-007 AC-7/issue #27 — core 소유 reason→retryable, 미인식 기본 true, `bad_request:*` false; admitted/processing/buy 는 미포함). 체결/종료는 응답 아닌 이벤트로 | +| intent RPC | `trex.intent.req` | `correlation_id` = intent 멱등키, `reply_to=amq.rabbitmq.reply-to`, `delivery_mode=2` | reply-to 큐로 `{intent_id, status:admitted|rejected, slot_id?, reason?}`. retryability·broker attempt·KIS failure 정보는 strategy 응답에 포함하지 않는다. 체결/종료는 응답 아닌 이벤트로 | | update_thresholds | `trex.intent.req` | `action="update_thresholds"`, `reply_to` | reply-to 큐로 `{status:updated|ignored, slot_id, reason?}` (REQ-040) | | 이벤트 pub/sub | `trex.events` (topic) | routing key `{event_type}.{strategy_id}.{symbol}` | 전략 큐가 자기 `strategy_id` 패턴으로 바인딩 | @@ -415,8 +415,8 @@ resume_kill_switch 요청·응답 (REQ-046): ### Additive Notes (REQ-117) - `venue` 필드는 BAT-056에서 additive 추가. 기존 orb/tsl 미지정 호출 → 기본값 `"KRX"` 자동 적용 → 하위 호환. -- `OrderRequest`는 AMQP wire 위를 직접 흐르지 않는다. buy/sell intent의 선택적 `venue` 기본은 `AUTO`이고, 명시한 KRX/NXT/SOR는 그대로 슬롯에 보존한다. 허용값 외에는 `invalid_venue`로 admission 전 거부한다. -- KIS 어댑터는 `AUTO`를 KST 세션 기준 실제 KRX/NXT로 확정한 뒤 `EXCG_ID_DVSN_CD`로 전송한다. 결정 불가능 구간은 KRX로 대체하지 않고 주문을 거부한다. +- `OrderRequest`는 AMQP wire 위를 직접 흐르지 않는다. buy/sell intent의 선택적 `venue` 누락은 `SOR`이고, 명시한 KRX/NXT/SOR는 그대로 슬롯에 보존한다. `AUTO`와 그 밖의 값은 `invalid_venue`로 admission 전 거부한다. +- KIS 어댑터는 KRX/NXT/SOR를 시간과 무관하게 보존해 `EXCG_ID_DVSN_CD`로 전송한다. - `OrderAck.venue`의 실제 제출 거래소는 `broker_order_id`와 함께 슬롯에 원자 저장되며 재시작·취소·Core 원장 outbox에서 재사용한다. ## `BrokerPort` Protocol 메서드 (BAT-056 / REQ-118) @@ -461,7 +461,7 @@ get_current_price(symbol: str, market: str = "J") -> Optional[Decimal] ### KIS 어댑터 EXCG 명시화 (REQ-118) - `submit_order`: body에 `EXCG_ID_DVSN_CD: req.venue` 항상 명시 전송 (이전: 미전송·서버 기본값 의존 → 명시화로 견고성 향상). 실측(2026-07-06): NXT(EXCG=NXT) 주문 rt_cd=0 확인. -- `AUTO` 세션: 08:00~08:49:59 NXT, 09:00:30~15:29:59 KRX, 15:30~20:00 NXT. 그 밖의 시간은 `auto_venue_session_closed`로 fail-closed 한다. +- venue 누락은 `SOR`로 제출하며, 명시 KRX/NXT/SOR는 그대로 제출한다. core는 wall-clock으로 venue를 선택하지 않는다. - `cancel_order`: body에 `EXCG_ID_DVSN_CD: venue` 명시 전송. 실측(2026-07-06): NXT 취소 rt_cd=0 확인. - `poll_fill`: KIS 신형 일별주문체결조회 실전 `TTTC0081R`, 모의 `VTTC0081R`을 사용하고 `EXCG_ID_DVSN_CD=ALL`을 전달한다. 일반 주문번호 diff --git a/docs/runtime-flows.md b/docs/runtime-flows.md index 996e393..c06f575 100644 --- a/docs/runtime-flows.md +++ b/docs/runtime-flows.md @@ -264,7 +264,7 @@ - 슬롯 `limit_price` 생애주기(dcy-012/REQ-002): INACTIVE→PENDING_BUY(매수 지정가 set) → PENDING_BUY→HOLDING(clear) → HOLDING→PENDING_SELL(매도 지정가 set 또는 None=시장가) → PENDING_SELL→INACTIVE(clear). 롤백(→INACTIVE) 전이에서도 clear. 외부 취소 후 holding 복귀에서도 clear 되어 재매도는 시장가. - **실행 정책 생애주기(dcy-022/REQ-068)**: `timeout_sec`·`slippage_pct` 는 `limit_price` 와 동일한 생애주기(PENDING_* 진입 시 set, HOLDING/INACTIVE 탈출 시 clear). 슬롯의 `updated_at` 이 dispatch 시각 proxy 로 사용된다(mark_dispatched 가 갱신, stale-alert 와 동일 방법). - 어댑터: paper(결정적 async 더블) / KIS(모의투자 검증, 실계좌 게이팅). -- **venue 전달 경로(BAT-056/REQ-117/118, BAT-059/REQ-124, dcy-041)**: buy/sell intent `venue`(기본 AUTO) → pending `Slot.venue` → KIS 제출 시 KST 세션별 실제 KRX/NXT 확정 → `OrderAck.venue`와 주문번호 원자 저장 → 취소·재시작·Core outbox에서 실제 거래소 재사용. 허용값은 AUTO/KRX/NXT/SOR이며 invalid는 슬롯 전이 전 거부한다. HOLDING은 다음 자율매도를 위해 AUTO, INACTIVE는 하위 호환을 위해 KRX로 초기화한다. +- **venue 전달 경로(BAT-056/REQ-117/118, BAT-059/REQ-124, dcy-041, GitHub #61)**: buy/sell intent `venue`(누락 시 SOR) → pending `Slot.venue` → KIS에 명시 KRX/NXT/SOR 제출 → `OrderAck.venue`와 주문번호 원자 저장 → 취소·재시작·Core outbox에서 실제 거래소 재사용. AUTO와 invalid 값은 슬롯 전이 전 거부한다. HOLDING은 다음 주문을 위해 SOR, INACTIVE는 하위 호환을 위해 KRX로 초기화한다. ### 계좌조회 단기 복구 (dcy-041 / GitHub #45) diff --git a/tests/adapters/broker/test_venue.py b/tests/adapters/broker/test_venue.py index c5d6701..84835e9 100644 --- a/tests/adapters/broker/test_venue.py +++ b/tests/adapters/broker/test_venue.py @@ -91,38 +91,28 @@ def test_order_request_venue_nxt(): assert req.venue == "NXT" -@pytest.mark.parametrize( - ("at", "expected"), - [ - (datetime(2026, 7, 29, 8, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"), - (datetime(2026, 7, 29, 8, 49, 59, tzinfo=timezone(timedelta(hours=9))), "NXT"), - (datetime(2026, 7, 29, 9, 0, 30, tzinfo=timezone(timedelta(hours=9))), "KRX"), - (datetime(2026, 7, 29, 15, 29, 59, tzinfo=timezone(timedelta(hours=9))), "KRX"), - (datetime(2026, 7, 29, 15, 30, tzinfo=timezone(timedelta(hours=9))), "NXT"), - (datetime(2026, 7, 29, 20, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"), - ], -) -def test_auto_venue_resolves_by_kst_session(at, expected): - assert resolve_order_venue("AUTO", at) == expected - - +@pytest.mark.parametrize("venue", ["KRX", "NXT", "SOR"]) @pytest.mark.parametrize( "at", [ - datetime(2026, 7, 29, 7, 59, 59, tzinfo=timezone(timedelta(hours=9))), - datetime(2026, 7, 29, 8, 50, tzinfo=timezone(timedelta(hours=9))), - datetime(2026, 7, 29, 9, 0, 29, tzinfo=timezone(timedelta(hours=9))), + datetime(2026, 7, 29, 8, 0, tzinfo=timezone(timedelta(hours=9))), + datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9))), datetime(2026, 7, 29, 20, 0, 1, tzinfo=timezone(timedelta(hours=9))), ], ) -def test_auto_venue_fails_closed_outside_supported_sessions(at): - with pytest.raises(ValueError, match="auto_venue_session_closed"): +def test_explicit_venue_is_preserved_independent_of_time(venue, at): + assert resolve_order_venue(venue, at) == venue + + +def test_auto_venue_is_rejected(): + at = datetime(2026, 7, 29, 8, 1, tzinfo=timezone(timedelta(hours=9))) + with pytest.raises(ValueError, match="unsupported_order_venue"): resolve_order_venue("AUTO", at) -def test_submit_auto_uses_nxt_and_reports_actual_venue(monkeypatch): +def test_submit_sor_preserves_sor(monkeypatch): captured = {} - at = datetime(2026, 7, 29, 8, 1, tzinfo=timezone(timedelta(hours=9))) + at = datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9))) def fake_post(url, headers=None, json=None, timeout=None): captured["body"] = json @@ -134,39 +124,17 @@ def test_submit_auto_uses_nxt_and_reports_actual_venue(monkeypatch): monkeypatch.setattr(kis_mod.httpx, "post", fake_post) ack = broker.submit_order( OrderRequest( - slot_id="s-auto", + slot_id="s-sor", side="buy", symbol="005930", qty=1, - venue="AUTO", + venue="SOR", ) ) assert ack.accepted is True - assert ack.venue == "NXT" - assert captured["body"]["EXCG_ID_DVSN_CD"] == "NXT" - - -def test_submit_auto_outside_session_rejects_without_http(monkeypatch): - at = datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9))) - broker = _mock_broker(clock=lambda: at) - - def unexpected_post(*args, **kwargs): - raise AssertionError("AUTO session rejection must happen before HTTP") - - monkeypatch.setattr(kis_mod.httpx, "post", unexpected_post) - ack = broker.submit_order( - OrderRequest( - slot_id="s-auto-closed", - side="buy", - symbol="005930", - qty=1, - venue="AUTO", - ) - ) - - assert ack.accepted is False - assert ack.reason == "auto_venue_session_closed" + assert ack.venue == "SOR" + assert captured["body"]["EXCG_ID_DVSN_CD"] == "SOR" # --------------------------------------------------------------------------- diff --git a/tests/adapters/persistence/test_migration_and_drift.py b/tests/adapters/persistence/test_migration_and_drift.py index 703099b..1e25857 100644 --- a/tests/adapters/persistence/test_migration_and_drift.py +++ b/tests/adapters/persistence/test_migration_and_drift.py @@ -7,10 +7,11 @@ iteration: EXPECTED_SLOT_FIELDS (code contract) vs daily_slot actual columns from __future__ import annotations import psycopg +import pytest from trex_core.adapters.persistence.migrate import apply_migrations, migration_files from trex_core.adapters.persistence.postgresql import PostgreSQLSlotRepository -from trex_core.domain.slot import EXPECTED_SLOT_FIELDS, SlotService, SlotState +from trex_core.domain.slot import EXPECTED_SLOT_FIELDS _EXPECTED_TABLES = { "daily_slot", @@ -64,20 +65,29 @@ def test_apply_migrations_is_idempotent(pg_dsn): apply_migrations(pg_dsn) -def test_migration_replay_accepts_existing_auto_venue_row(pg_clean): +def test_migration_replay_converts_existing_auto_venue_row_to_sor(pg_clean): repo = PostgreSQLSlotRepository(pg_clean) - service = SlotService(repo, instance_key="migration-auto") repo.reconcile_universe("migration-auto", {"pf-auto": "005930"}) slot = repo.find_slot_by_portfolio("migration-auto", "pf-auto") - service.transit_slot( - slot.slot_id, - SlotState.INACTIVE, - SlotState.PENDING_BUY, - reason="migration_replay", - actor="test", - venue="AUTO", - ) + assert slot is not None + + # Simulate a row written before migration 023 tightened the constraint. + with psycopg.connect(pg_clean) as conn: + with conn.cursor() as cur: + cur.execute("ALTER TABLE daily_slot DROP CONSTRAINT daily_slot_venue_check") + cur.execute( + "UPDATE daily_slot SET venue = 'AUTO' WHERE slot_id = %s", + (slot.slot_id,), + ) + conn.commit() apply_migrations(pg_clean) - assert repo.fetch_slot(slot.slot_id).venue == "AUTO" + assert repo.fetch_slot(slot.slot_id).venue == "SOR" + with psycopg.connect(pg_clean) as conn: + with conn.cursor() as cur: + with pytest.raises(psycopg.errors.CheckViolation): + cur.execute( + "UPDATE daily_slot SET venue = 'AUTO' WHERE slot_id = %s", + (slot.slot_id,), + ) diff --git a/tests/application/test_execution_ledger.py b/tests/application/test_execution_ledger.py index 476aff4..c641ed9 100644 --- a/tests/application/test_execution_ledger.py +++ b/tests/application/test_execution_ledger.py @@ -59,7 +59,7 @@ def test_buy_fill_enqueues_one_ledger_item_and_writer_records_it(): assert (t.asset_id, t.side, t.qty, t.price) == ("PF-1", "buy", 10, 1000.0) assert t.execution_id.startswith("paper:PAPER-") assert t.fee > 0.0 and t.tax == 0.0 - assert t.venue == "AUTO" + assert t.venue == "SOR" def test_sell_fill_enqueues_sell_ledger_item(): diff --git a/tests/application/test_execution_policy.py b/tests/application/test_execution_policy.py index 17e3a04..14c4f84 100644 --- a/tests/application/test_execution_policy.py +++ b/tests/application/test_execution_policy.py @@ -253,6 +253,33 @@ class TestOrderResultLogging: assert all(r.levelno == logging.ERROR for r in rejects) assert "호가단위" in rejects[0].getMessage() + def test_sell_reject_returns_to_holding_without_new_attempt(self): + broker = _RecordingBroker() + repo, _, intents, execution = _wire(broker) + slot_id = _buy_to_pending(intents) + assert slot_id is not None + execution.run_once() + holding = repo.fetch_slot(slot_id) + assert holding is not None and holding.status is SlotState.HOLDING + + intents.submit_sell(SellIntent(intent_id="s1", slot_id=slot_id)) + broker.submit_order = lambda req: ( + broker.orders.append(req) + or OrderAck(accepted=False, reason="broker_rejected", venue=req.venue) + ) + + result = execution.run_once() + recovered = repo.fetch_slot(slot_id) + assert recovered is not None + assert recovered.status is SlotState.HOLDING + assert recovered.qty == 10 + assert recovered.broker_order_id is None + assert result.rolled_back == 1 + assert len([order for order in broker.orders if order.side == "sell"]) == 1 + + execution.run_once() + assert len([order for order in broker.orders if order.side == "sell"]) == 1 + def test_normal_fill_emits_no_error(self, caplog): broker = _RecordingBroker() repo, svc, intents, execution = _wire(broker) diff --git a/tests/application/test_sell_retryable_flag.py b/tests/application/test_sell_retryable_flag.py index 39a2894..c6a8742 100644 --- a/tests/application/test_sell_retryable_flag.py +++ b/tests/application/test_sell_retryable_flag.py @@ -1,18 +1,12 @@ -"""rejected SellIntent `retryable` flag (issue #27 / REQ-007 CHG-20260615-01). - -Additive: only on intent_type="sell" + status="rejected". Maps reason→retryable -via the core-owned table (unrecognized → True, safety default; bad_request → False). -admitted / processing / buy responses must NOT carry the field. -""" +"""Strategy RPC responses never expose broker retryability (GitHub #60).""" from __future__ import annotations +from uuid import uuid4 + from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore from trex_core.application.intents import IntentService from trex_core.application.messaging import RpcRequest -from trex_core.application.messaging_handlers import ( - _sell_reject_retryable, - make_intent_rpc_handler, -) +from trex_core.application.messaging_handlers import make_intent_rpc_handler from trex_core.domain.slot import SlotService, SlotState from trex_core.domain.slot.in_memory_repository import InMemorySlotRepository @@ -22,9 +16,14 @@ INST = "default" def _wire(): repo = InMemorySlotRepository() svc = SlotService(repo, instance_key=INST) - intents = IntentService(svc, repo, InMemoryIntentStore(), - resolve_symbol=lambda pid: "005930", - instance_key=INST, max_active_slots=5) + intents = IntentService( + svc, + repo, + InMemoryIntentStore(), + resolve_symbol=lambda pid: "005930", + instance_key=INST, + max_active_slots=5, + ) repo.reconcile_universe(INST, {"PF-1": "SYM"}) handler = make_intent_rpc_handler(intents) slot = repo.list_slots(INST)[0] @@ -32,72 +31,65 @@ def _wire(): def _sell(handler, slot_id, intent_id="s1"): - return handler(RpcRequest(payload={ - "intent_type": "sell", "intent_id": intent_id, "slot_id": str(slot_id), - }, correlation_id=intent_id)) + return handler( + RpcRequest( + payload={ + "intent_type": "sell", + "intent_id": intent_id, + "slot_id": str(slot_id), + }, + correlation_id=intent_id, + ) + ) -class TestRetryableMapping: - def test_each_reason_maps(self): - assert _sell_reject_retryable("slot_state_changed") is True - assert _sell_reject_retryable("slot_not_holding:pending_buy") is True - assert _sell_reject_retryable("duplicate_in_flight") is True - assert _sell_reject_retryable("slot_not_found") is False - assert _sell_reject_retryable("slot_not_holding:inactive") is False - assert _sell_reject_retryable("slot_not_holding:pending_sell") is False - assert _sell_reject_retryable("slot_not_holding:error") is False - - def test_unrecognized_defaults_true(self): - assert _sell_reject_retryable("some_future_reason") is True - assert _sell_reject_retryable(None) is True - - def test_bad_request_is_false(self): - assert _sell_reject_retryable("bad_request:KeyError('slot_id')") is False +def test_rejected_sell_does_not_expose_retryability(): + _, _, _, handler, slot = _wire() + response = _sell(handler, slot.slot_id) + assert response.payload["status"] == "rejected" + assert response.payload["reason"] == "slot_not_holding:inactive" + assert "retryable" not in response.payload -class TestResponseField: - def test_rejected_sell_inactive_slot_has_retryable_false(self): - # slot is inactive (never bought) → slot_not_holding:inactive → terminal - repo, svc, intents, handler, slot = _wire() - resp = _sell(handler, slot.slot_id) - assert resp.payload["status"] == "rejected" - assert resp.payload["reason"] == "slot_not_holding:inactive" - assert resp.payload["retryable"] is False +def test_unknown_slot_sell_does_not_expose_retryability(): + _, _, _, handler, _ = _wire() + response = _sell(handler, uuid4()) + assert response.payload["status"] == "rejected" + assert response.payload["reason"] == "slot_not_found" + assert "retryable" not in response.payload - def test_rejected_sell_unknown_slot_false(self): - from uuid import uuid4 - _, _, _, handler, _ = _wire() - resp = _sell(handler, uuid4()) - assert resp.payload["status"] == "rejected" - assert resp.payload["reason"] == "slot_not_found" - assert resp.payload["retryable"] is False - def test_bad_request_sell_carries_retryable_false(self): - _, _, _, handler, _ = _wire() - resp = handler(RpcRequest(payload={ - "intent_type": "sell", "intent_id": "x", # missing slot_id - }, correlation_id="x")) - assert resp.payload["status"] == "rejected" - assert resp.payload["reason"].startswith("bad_request") - assert resp.payload["retryable"] is False +def test_malformed_sell_does_not_expose_retryability(): + _, _, _, handler, _ = _wire() + response = handler( + RpcRequest( + payload={"intent_type": "sell", "intent_id": "x"}, + correlation_id="x", + ) + ) + assert response.payload["status"] == "rejected" + assert response.payload["reason"].startswith("bad_request") + assert "retryable" not in response.payload - def test_admitted_sell_has_no_retryable(self): - repo, svc, intents, handler, slot = _wire() - # bring slot to holding so the sell is admitted - svc.transit_slot(slot.slot_id, SlotState.INACTIVE, SlotState.PENDING_BUY, - reason="buy", actor="t") - svc.transit_slot(slot.slot_id, SlotState.PENDING_BUY, SlotState.HOLDING, - reason="filled", actor="t", qty=10, avg_price=100) - resp = _sell(handler, slot.slot_id) - assert resp.payload["status"] == "admitted" - assert "retryable" not in resp.payload - def test_buy_rejection_has_no_retryable(self): - # buy on a non-existent slot → rejected, but buy responses omit retryable - from uuid import uuid4 - _, _, _, handler, _ = _wire() - resp = handler(RpcRequest(payload={ - "intent_type": "buy", "intent_id": "b1", "slot_id": str(uuid4()), - }, correlation_id="b1")) - assert resp.payload["status"] == "rejected" - assert "retryable" not in resp.payload +def test_admitted_sell_does_not_expose_retryability(): + _, svc, _, handler, slot = _wire() + svc.transit_slot( + slot.slot_id, + SlotState.INACTIVE, + SlotState.PENDING_BUY, + reason="buy", + actor="test", + ) + svc.transit_slot( + slot.slot_id, + SlotState.PENDING_BUY, + SlotState.HOLDING, + reason="filled", + actor="test", + qty=10, + avg_price=100, + ) + response = _sell(handler, slot.slot_id) + assert response.payload["status"] == "admitted" + assert "retryable" not in response.payload diff --git a/tests/application/test_venue_intent_flow.py b/tests/application/test_venue_intent_flow.py index aee5e22..b943e2a 100644 --- a/tests/application/test_venue_intent_flow.py +++ b/tests/application/test_venue_intent_flow.py @@ -3,6 +3,8 @@ from __future__ import annotations from uuid import UUID +import pytest + from trex_core.adapters.persistence.in_memory_intent_store import InMemoryIntentStore from trex_core.application.broker_port import ( BalanceItem, @@ -96,7 +98,8 @@ def test_nxt_buy_wire_value_reaches_broker_order() -> None: assert broker.orders[0].venue == "NXT" -def test_invalid_venue_is_rejected_before_slot_transition() -> None: +@pytest.mark.parametrize("invalid_venue", ["AUTO", "UNKNOWN"]) +def test_invalid_venue_is_rejected_before_slot_transition(invalid_venue: str) -> None: repo, intents, _, _ = _wire() handler = make_intent_rpc_handler(intents) @@ -107,7 +110,7 @@ def test_invalid_venue_is_rejected_before_slot_transition() -> None: "intent_id": "bad-venue", "portfolio_id": "PF-1", "qty": 1, - "venue": "UNKNOWN", + "venue": invalid_venue, }, correlation_id="bad-venue", ) @@ -118,7 +121,7 @@ def test_invalid_venue_is_rejected_before_slot_transition() -> None: assert repo.list_slots("default")[0].status is SlotState.INACTIVE -def test_omitted_wire_venue_is_auto_then_actual_venue_is_persisted() -> None: +def test_omitted_wire_venue_is_sor_then_actual_venue_is_persisted() -> None: repo = InMemorySlotRepository() service = SlotService(repo) intents = IntentService( @@ -146,10 +149,10 @@ def test_omitted_wire_venue_is_auto_then_actual_venue_is_persisted() -> None: slot_id = UUID(response.payload["slot_id"]) pending = repo.fetch_slot(slot_id) - assert pending is not None and pending.venue == "AUTO" + assert pending is not None and pending.venue == "SOR" execution.run_once() dispatched = repo.fetch_slot(slot_id) - assert broker.orders[0].venue == "AUTO" + assert broker.orders[0].venue == "SOR" assert dispatched is not None and dispatched.venue == "NXT" @@ -180,7 +183,7 @@ def test_inactive_transition_resets_venue_to_krx() -> None: assert reset.venue == "KRX" -def test_holding_transition_resets_next_order_venue_to_auto() -> None: +def test_holding_transition_resets_next_order_venue_to_sor() -> None: repo, intents, _, _ = _wire() decision = intents.submit_buy( BuyIntent( @@ -201,7 +204,7 @@ def test_holding_transition_resets_next_order_venue_to_auto() -> None: qty=1, avg_price=1000, ) - assert holding.venue == "AUTO" + assert holding.venue == "SOR" def test_operator_cancel_uses_original_nxt_venue() -> None: diff --git a/trex_core/adapters/broker/kis.py b/trex_core/adapters/broker/kis.py index 8ec1d5f..228cf5a 100644 --- a/trex_core/adapters/broker/kis.py +++ b/trex_core/adapters/broker/kis.py @@ -15,7 +15,7 @@ import base64 import hashlib import json from dataclasses import replace -from datetime import datetime, time, timedelta, timezone +from datetime import datetime, timedelta, timezone from decimal import Decimal, InvalidOperation from time import monotonic from typing import Callable, Optional @@ -40,7 +40,7 @@ _MOCK_HINTS = ("openapivts", "virtual", "mock") _FILL_POLL_MIN_INTERVAL_SECONDS = 5.0 _FILL_POLL_TRANSPORT_BACKOFF_SECONDS = 30.0 _SUBMISSION_LOOKUP_GRACE_SECONDS = 90.0 -_SUPPORTED_ORDER_VENUES = frozenset({"AUTO", "KRX", "NXT", "SOR"}) +_SUPPORTED_ORDER_VENUES = frozenset({"KRX", "NXT", "SOR"}) def _balance_http_error_code(status: Optional[int]) -> str: @@ -54,26 +54,15 @@ def _balance_http_error_code(status: Optional[int]) -> str: def resolve_order_venue(venue: str, at: datetime) -> str: - """Resolve AUTO to the venue that accepts domestic-stock orders at `at`. + """Validate and preserve an explicit KRX/NXT/SOR order venue. - The gaps are intentional fail-closed intervals. They prevent an AUTO order - from silently falling back to KRX while the opening venue is indeterminate. - Explicit KRX/NXT/SOR values are preserved. + ``at`` remains in the signature for compatibility with existing callers; + venue selection is deliberately independent of wall-clock time. """ normalized = str(venue).strip().upper() if normalized not in _SUPPORTED_ORDER_VENUES: raise ValueError("unsupported_order_venue") - if normalized != "AUTO": - return normalized - - current = at.astimezone(_KST).time().replace(tzinfo=None) - if time(8, 0) <= current < time(8, 50): - return "NXT" - if time(9, 0, 30) <= current < time(15, 30): - return "KRX" - if time(15, 30) <= current <= time(20, 0): - return "NXT" - raise ValueError("auto_venue_session_closed") + return normalized def _safe_int(v: object) -> Optional[int]: diff --git a/trex_core/adapters/persistence/sql/023_remove_auto_order_venue.sql b/trex_core/adapters/persistence/sql/023_remove_auto_order_venue.sql new file mode 100644 index 0000000..45f06ef --- /dev/null +++ b/trex_core/adapters/persistence/sql/023_remove_auto_order_venue.sql @@ -0,0 +1,16 @@ +-- GitHub #61: remove Core-owned wall-clock AUTO routing. +-- Existing durable AUTO values are normalized before the stricter constraints. +UPDATE daily_slot SET venue = 'SOR' WHERE venue = 'AUTO'; +UPDATE ledger_outbox SET venue = 'SOR' WHERE venue = 'AUTO'; + +ALTER TABLE daily_slot + DROP CONSTRAINT IF EXISTS daily_slot_venue_check; +ALTER TABLE daily_slot + ADD CONSTRAINT daily_slot_venue_check + CHECK (venue IN ('KRX', 'NXT', 'SOR')); + +ALTER TABLE ledger_outbox + DROP CONSTRAINT IF EXISTS ledger_outbox_venue_check; +ALTER TABLE ledger_outbox + ADD CONSTRAINT ledger_outbox_venue_check + CHECK (venue IN ('KRX', 'NXT', 'SOR')); diff --git a/trex_core/application/broker_port.py b/trex_core/application/broker_port.py index afb16a0..6ab70e4 100644 --- a/trex_core/application/broker_port.py +++ b/trex_core/application/broker_port.py @@ -71,9 +71,8 @@ class OrderAck: accepted: bool broker_order_id: Optional[str] = None reason: Optional[str] = None - # Actual venue used for submission. KIS resolves AUTO before the HTTP call; - # execution persists this value with the broker order id so restart/cancel - # never has to infer the original venue. + # Actual venue used for submission. Execution persists this value with the + # broker order id so restart/cancel never has to infer the original venue. venue: Optional[str] = None raw: dict[str, Any] = field(default_factory=dict) submitted_at: Optional[datetime] = None diff --git a/trex_core/application/intents.py b/trex_core/application/intents.py index d0f05cb..aeafa19 100644 --- a/trex_core/application/intents.py +++ b/trex_core/application/intents.py @@ -77,9 +77,8 @@ class BuyIntent: # slippage_pct: effective limit = entry_price*(1+pct/100) buy / *(1-pct/100) sell. timeout_sec: Optional[int] = None slippage_pct: Optional[float] = None - # Strategy wire default. AUTO is resolved at the broker boundary so - # strategies remain session-agnostic while explicit KRX/NXT/SOR is kept. - venue: str = "AUTO" + # Missing strategy venue uses KIS SOR; explicit KRX/NXT/SOR is preserved. + venue: str = "SOR" extra: dict[str, Any] = field(default_factory=dict) @@ -98,7 +97,7 @@ class SellIntent: # dcy-022 / REQ-068: execution policy (optional, backward-compat). timeout_sec: Optional[int] = None slippage_pct: Optional[float] = None - venue: str = "AUTO" + venue: str = "SOR" extra: dict[str, Any] = field(default_factory=dict) @@ -229,7 +228,7 @@ class IntentService: timeout_error = self._timeout_error(intent.timeout_sec) if timeout_error is not None: return IntentDecision(intent.intent_id, "rejected", None, timeout_error) - if intent.venue not in {"AUTO", "KRX", "NXT", "SOR"}: + if intent.venue not in {"KRX", "NXT", "SOR"}: return IntentDecision(intent.intent_id, "rejected", None, "invalid_venue") # dcy-036 / REQ-114: day-start entry gate (fail-closed). @@ -347,7 +346,7 @@ class IntentService: timeout_error = self._timeout_error(intent.timeout_sec) if timeout_error is not None: return IntentDecision(intent.intent_id, "rejected", None, timeout_error) - if intent.venue not in {"AUTO", "KRX", "NXT", "SOR"}: + if intent.venue not in {"KRX", "NXT", "SOR"}: return IntentDecision(intent.intent_id, "rejected", None, "invalid_venue") slot = self._repo.fetch_slot(intent.slot_id) diff --git a/trex_core/application/messaging_handlers.py b/trex_core/application/messaging_handlers.py index 525bc78..8e0add9 100644 --- a/trex_core/application/messaging_handlers.py +++ b/trex_core/application/messaging_handlers.py @@ -30,32 +30,6 @@ from trex_core.domain.slot import ( _log = logging.getLogger(__name__) -# ---- sell-reject retryability (issue #27 / REQ-007 CHG-20260615-01) --------- -# core-owned reason -> retryable mapping for the rejected SellIntent response. -# Maintained with the reject vocabulary (intents.py _admit_sell/_dedup) so a new -# reason gets a correct flag without the daemon touching a table. Unrecognized -# reasons default to retryable=True: a stranded stop-loss (held losing position) -# is worse than bounded, observable hammering on a terminal decision. -_SELL_REJECT_RETRYABLE: dict[str, bool] = { - "slot_state_changed": True, - "slot_not_holding:pending_buy": True, - "duplicate_in_flight": True, - "slot_not_found": False, - "slot_not_holding:inactive": False, - "slot_not_holding:pending_sell": False, - "slot_not_holding:error": False, -} - - -def _sell_reject_retryable(reason: Optional[str]) -> bool: - """Map a rejected-sell reason to retryable (issue #27). Default True (safety).""" - if reason is None: - return True - # malformed payload: client defect — retrying the same bytes is pointless. - if reason.startswith("bad_request"): - return False - return _SELL_REJECT_RETRYABLE.get(reason, True) - # ---- intent RPC handler ----------------------------------------------------- @@ -117,7 +91,7 @@ def make_intent_rpc_handler( # dcy-022 / REQ-068: execution policy (optional, backward-compat). timeout_sec=_opt_int(body.get("timeout_sec")), slippage_pct=_opt_float(body.get("slippage_pct")), - venue=_opt_str(body.get("venue")) or "AUTO", + venue=_opt_str(body.get("venue")) or "SOR", ) d = intent_service.submit_buy(buy) elif intent_type == "sell": @@ -133,7 +107,7 @@ def make_intent_rpc_handler( # dcy-022 / REQ-068: execution policy (optional, backward-compat). timeout_sec=_opt_int(body.get("timeout_sec")), slippage_pct=_opt_float(body.get("slippage_pct")), - venue=_opt_str(body.get("venue")) or "AUTO", + venue=_opt_str(body.get("venue")) or "SOR", ) d = intent_service.submit_sell(sell) else: @@ -146,9 +120,6 @@ def make_intent_rpc_handler( "intent_id": intent_id, "status": "rejected", "slot_id": None, "reason": f"bad_request:{exc}", } - # issue #27: sell-side malformed payload carries retryable=False. - if intent_type == "sell": - payload["retryable"] = _sell_reject_retryable(payload["reason"]) return RpcResponse(payload=payload) payload = { "intent_id": d.intent_id, @@ -156,9 +127,6 @@ def make_intent_rpc_handler( "slot_id": (str(d.slot_id) if d.slot_id else None), "reason": d.reason, } - # issue #27 / REQ-007 AC-7: additive retryable on rejected sell only. - if intent_type == "sell" and d.status == "rejected": - payload["retryable"] = _sell_reject_retryable(d.reason) return RpcResponse(payload=payload) return handler diff --git a/trex_core/domain/slot/service.py b/trex_core/domain/slot/service.py index db3f892..d86e30f 100644 --- a/trex_core/domain/slot/service.py +++ b/trex_core/domain/slot/service.py @@ -232,9 +232,8 @@ class SlotService: new_timeout_sec = None new_slippage_pct = None # A completed order's venue must not leak into a later autonomous - # sell. The next order starts session-aware unless its intent - # explicitly chooses KRX/NXT/SOR. - new_venue = "AUTO" if to_state is SlotState.HOLDING else slot.venue + # sell. Missing venue defaults to KIS SOR for the next order. + new_venue = "SOR" if to_state is SlotState.HOLDING else slot.venue # occupancy_seq (dcy-028/REQ-081): bump when a slot begins a new # occupancy (inactive→pending_buy). Stable across the rest of the