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fix: converge broker failures without retry

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This commit is contained in:
Hermes Agent
2026-08-19 11:29:26 +09:00
parent be98965f2c
commit 15aeae6930
15 changed files with 181 additions and 211 deletions
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tests/adapters/broker/test_venue.py
+16 -48
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@@ -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"
# ---------------------------------------------------------------------------