fix: converge broker failures without retry
This commit is contained in:
Hermes Agent
+1
-1
@@ -49,7 +49,7 @@
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- 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.
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- allocated_capital :: numeric? :: 배정 자본
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- order_id / broker_order_id :: str? :: 주문 식별자(자유 주석 / 브로커 핸들)
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- 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.
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- 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.
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- 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.
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- cancel_requested_at :: TIMESTAMPTZ? :: 마지막 취소 시도 예약 시각. 주문 종료·dispatch clear 때 함께 제거한다.
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- order_submitted_at :: TIMESTAMPTZ? :: timeout deadline의 immutable 주문 제출 기준점. poll/cancel bookkeeping 및 daemon 재시작에서 보존하고 terminal dispatch clear 때 제거한다.
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@@ -64,7 +64,7 @@
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| 패턴 | 표면 | 요청 속성 | 응답 |
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|---|---|---|---|
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| 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) |
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| 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 |
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| 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 |
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| update_thresholds | `trex.intent.req` | `action="update_thresholds"`, `reply_to` | reply-to 큐로 `{status:updated|ignored, slot_id, reason?}` (REQ-040) |
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| 이벤트 pub/sub | `trex.events` (topic) | routing key `{event_type}.{strategy_id}.{symbol}` | 전략 큐가 자기 `strategy_id` 패턴으로 바인딩 |
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@@ -415,8 +415,8 @@ resume_kill_switch 요청·응답 (REQ-046):
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### Additive Notes (REQ-117)
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- `venue` 필드는 BAT-056에서 additive 추가. 기존 orb/tsl 미지정 호출 → 기본값 `"KRX"` 자동 적용 → 하위 호환.
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- `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.
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- 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.
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- `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.
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- KIS 어댑터는 KRX/NXT/SOR를 시간과 무관하게 보존해 `EXCG_ID_DVSN_CD`로 전송한다.
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- `OrderAck.venue`의 실제 제출 거래소는 `broker_order_id`와 함께 슬롯에 원자 저장되며 재시작·취소·Core 원장 outbox에서 재사용한다.
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## `BrokerPort` Protocol 메서드 (BAT-056 / REQ-118)
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@@ -461,7 +461,7 @@ get_current_price(symbol: str, market: str = "J") -> Optional[Decimal]
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### KIS 어댑터 EXCG 명시화 (REQ-118)
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- `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.
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- `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.
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- venue 누락은 `SOR`로 제출하며, 명시 KRX/NXT/SOR는 그대로 제출한다. core는 wall-clock으로 venue를 선택하지 않는다.
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- `cancel_order`: body에 `EXCG_ID_DVSN_CD: venue` 명시 전송. 실측(2026-07-06): NXT 취소 rt_cd=0 확인.
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- `poll_fill`: KIS 신형 일별주문체결조회 실전 `TTTC0081R`, 모의
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`VTTC0081R`을 사용하고 `EXCG_ID_DVSN_CD=ALL`을 전달한다. 일반 주문번호
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@@ -264,7 +264,7 @@
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- 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.
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- **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).
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- 어댑터: paper(결정적 async 더블) / KIS(모의투자 검증, 실계좌 게이팅).
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- **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.
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- **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.
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### 계좌조회 단기 복구 (dcy-041 / GitHub #45)
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@@ -91,38 +91,28 @@ def test_order_request_venue_nxt():
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assert req.venue == "NXT"
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@pytest.mark.parametrize(
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("at", "expected"),
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[
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(datetime(2026, 7, 29, 8, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 8, 49, 59, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 9, 0, 30, tzinfo=timezone(timedelta(hours=9))), "KRX"),
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(datetime(2026, 7, 29, 15, 29, 59, tzinfo=timezone(timedelta(hours=9))), "KRX"),
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(datetime(2026, 7, 29, 15, 30, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 20, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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],
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)
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def test_auto_venue_resolves_by_kst_session(at, expected):
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assert resolve_order_venue("AUTO", at) == expected
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@pytest.mark.parametrize("venue", ["KRX", "NXT", "SOR"])
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@pytest.mark.parametrize(
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"at",
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[
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datetime(2026, 7, 29, 7, 59, 59, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 8, 50, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 9, 0, 29, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 8, 0, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 20, 0, 1, tzinfo=timezone(timedelta(hours=9))),
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],
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)
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def test_auto_venue_fails_closed_outside_supported_sessions(at):
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with pytest.raises(ValueError, match="auto_venue_session_closed"):
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def test_explicit_venue_is_preserved_independent_of_time(venue, at):
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assert resolve_order_venue(venue, at) == venue
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def test_auto_venue_is_rejected():
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at = datetime(2026, 7, 29, 8, 1, tzinfo=timezone(timedelta(hours=9)))
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with pytest.raises(ValueError, match="unsupported_order_venue"):
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resolve_order_venue("AUTO", at)
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def test_submit_auto_uses_nxt_and_reports_actual_venue(monkeypatch):
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def test_submit_sor_preserves_sor(monkeypatch):
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captured = {}
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at = datetime(2026, 7, 29, 8, 1, tzinfo=timezone(timedelta(hours=9)))
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at = datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9)))
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def fake_post(url, headers=None, json=None, timeout=None):
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captured["body"] = json
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@@ -134,39 +124,17 @@ def test_submit_auto_uses_nxt_and_reports_actual_venue(monkeypatch):
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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ack = broker.submit_order(
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OrderRequest(
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slot_id="s-auto",
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slot_id="s-sor",
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side="buy",
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symbol="005930",
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qty=1,
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venue="AUTO",
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venue="SOR",
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)
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)
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assert ack.accepted is True
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assert ack.venue == "NXT"
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assert captured["body"]["EXCG_ID_DVSN_CD"] == "NXT"
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def test_submit_auto_outside_session_rejects_without_http(monkeypatch):
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at = datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9)))
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broker = _mock_broker(clock=lambda: at)
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def unexpected_post(*args, **kwargs):
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raise AssertionError("AUTO session rejection must happen before HTTP")
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monkeypatch.setattr(kis_mod.httpx, "post", unexpected_post)
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ack = broker.submit_order(
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OrderRequest(
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slot_id="s-auto-closed",
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side="buy",
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symbol="005930",
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qty=1,
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venue="AUTO",
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)
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)
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assert ack.accepted is False
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assert ack.reason == "auto_venue_session_closed"
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assert ack.venue == "SOR"
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assert captured["body"]["EXCG_ID_DVSN_CD"] == "SOR"
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# ---------------------------------------------------------------------------
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@@ -7,10 +7,11 @@ iteration: EXPECTED_SLOT_FIELDS (code contract) vs daily_slot actual columns
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from __future__ import annotations
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import psycopg
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import pytest
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from trex_core.adapters.persistence.migrate import apply_migrations, migration_files
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from trex_core.adapters.persistence.postgresql import PostgreSQLSlotRepository
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from trex_core.domain.slot import EXPECTED_SLOT_FIELDS, SlotService, SlotState
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from trex_core.domain.slot import EXPECTED_SLOT_FIELDS
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_EXPECTED_TABLES = {
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"daily_slot",
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@@ -64,20 +65,29 @@ def test_apply_migrations_is_idempotent(pg_dsn):
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apply_migrations(pg_dsn)
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def test_migration_replay_accepts_existing_auto_venue_row(pg_clean):
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def test_migration_replay_converts_existing_auto_venue_row_to_sor(pg_clean):
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repo = PostgreSQLSlotRepository(pg_clean)
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service = SlotService(repo, instance_key="migration-auto")
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repo.reconcile_universe("migration-auto", {"pf-auto": "005930"})
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slot = repo.find_slot_by_portfolio("migration-auto", "pf-auto")
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service.transit_slot(
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slot.slot_id,
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SlotState.INACTIVE,
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SlotState.PENDING_BUY,
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reason="migration_replay",
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actor="test",
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venue="AUTO",
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)
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assert slot is not None
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# Simulate a row written before migration 023 tightened the constraint.
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with psycopg.connect(pg_clean) as conn:
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with conn.cursor() as cur:
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cur.execute("ALTER TABLE daily_slot DROP CONSTRAINT daily_slot_venue_check")
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cur.execute(
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"UPDATE daily_slot SET venue = 'AUTO' WHERE slot_id = %s",
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(slot.slot_id,),
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)
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conn.commit()
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apply_migrations(pg_clean)
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assert repo.fetch_slot(slot.slot_id).venue == "AUTO"
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assert repo.fetch_slot(slot.slot_id).venue == "SOR"
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with psycopg.connect(pg_clean) as conn:
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with conn.cursor() as cur:
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with pytest.raises(psycopg.errors.CheckViolation):
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cur.execute(
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"UPDATE daily_slot SET venue = 'AUTO' WHERE slot_id = %s",
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(slot.slot_id,),
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)
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@@ -59,7 +59,7 @@ def test_buy_fill_enqueues_one_ledger_item_and_writer_records_it():
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assert (t.asset_id, t.side, t.qty, t.price) == ("PF-1", "buy", 10, 1000.0)
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assert t.execution_id.startswith("paper:PAPER-")
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assert t.fee > 0.0 and t.tax == 0.0
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assert t.venue == "AUTO"
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assert t.venue == "SOR"
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def test_sell_fill_enqueues_sell_ledger_item():
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@@ -253,6 +253,33 @@ class TestOrderResultLogging:
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assert all(r.levelno == logging.ERROR for r in rejects)
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assert "호가단위" in rejects[0].getMessage()
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def test_sell_reject_returns_to_holding_without_new_attempt(self):
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broker = _RecordingBroker()
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repo, _, intents, execution = _wire(broker)
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slot_id = _buy_to_pending(intents)
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assert slot_id is not None
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execution.run_once()
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holding = repo.fetch_slot(slot_id)
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assert holding is not None and holding.status is SlotState.HOLDING
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intents.submit_sell(SellIntent(intent_id="s1", slot_id=slot_id))
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broker.submit_order = lambda req: (
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broker.orders.append(req)
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or OrderAck(accepted=False, reason="broker_rejected", venue=req.venue)
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)
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result = execution.run_once()
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recovered = repo.fetch_slot(slot_id)
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assert recovered is not None
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assert recovered.status is SlotState.HOLDING
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assert recovered.qty == 10
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assert recovered.broker_order_id is None
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assert result.rolled_back == 1
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assert len([order for order in broker.orders if order.side == "sell"]) == 1
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execution.run_once()
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assert len([order for order in broker.orders if order.side == "sell"]) == 1
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def test_normal_fill_emits_no_error(self, caplog):
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broker = _RecordingBroker()
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repo, svc, intents, execution = _wire(broker)
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@@ -1,18 +1,12 @@
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"""rejected SellIntent `retryable` flag (issue #27 / REQ-007 CHG-20260615-01).
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Additive: only on intent_type="sell" + status="rejected". Maps reason→retryable
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via the core-owned table (unrecognized → True, safety default; bad_request → False).
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admitted / processing / buy responses must NOT carry the field.
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"""
|
||||
"""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
|
||||
|
||||
@@ -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:
|
||||
|
||||
@@ -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]:
|
||||
|
||||
@@ -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'));
|
||||
@@ -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
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -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
|
||||
|
||||
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user