fix: persist uncertain cancel outcomes

This commit is contained in:
jordan
2026-07-29 17:17:14 +09:00
parent a656350a35
commit 3dd8eefc92
21 changed files with 416 additions and 76 deletions
+11 -9
View File
@@ -12,7 +12,11 @@ import httpx
import pytest
from trex_core.adapters.broker.kis import KISBroker
from trex_core.application.broker_port import BrokerBalanceError, OrderRequest
from trex_core.application.broker_port import (
BrokerBalanceError,
CancelState,
OrderRequest,
)
_MOCK_URL = "https://openapivts.koreainvestment.com:29443"
@@ -179,15 +183,13 @@ def test_submit_transport_failure_blocks_automatic_duplicate(monkeypatch):
assert ack.accepted is True
assert ack.broker_order_id.startswith("submission-unknown:")
assert ack.reason == "submit_outcome_unknown:ReadTimeout"
assert (
b.cancel_order(
ack.broker_order_id,
side="buy",
symbol="005930",
qty=4,
)
is False
cancel = b.cancel_order(
ack.broker_order_id,
side="buy",
symbol="005930",
qty=4,
)
assert cancel.state is CancelState.UNKNOWN
def test_submit_gateway_5xx_blocks_automatic_duplicate(monkeypatch):
+3 -1
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@@ -9,6 +9,8 @@ from trex_core.adapters.broker.ownership import (
from trex_core.application.broker_port import (
BalanceItem,
BrokerBalanceError,
CancelOutcome,
CancelState,
FillStatus,
OrderAck,
)
@@ -29,7 +31,7 @@ class FakeBroker:
return self.fill
def cancel_order(self, broker_order_id, *, side, symbol, qty, venue="KRX"):
return True
return CancelOutcome(CancelState.REQUESTED)
def get_balance(self):
return self.balance
+39 -4
View File
@@ -26,12 +26,13 @@ from __future__ import annotations
from datetime import datetime, timedelta, timezone
from decimal import Decimal
import httpx
import pytest
from trex_core.adapters.broker import kis as kis_mod
from trex_core.adapters.broker.kis import KISBroker, resolve_order_venue
from trex_core.adapters.broker.paper import PaperBroker
from trex_core.application.broker_port import OrderRequest
from trex_core.application.broker_port import CancelState, OrderRequest
_MOCK_URL = "https://openapivts.koreainvestment.com:29443"
_LIVE_URL = "https://openapi.koreainvestment.com:9443"
@@ -218,7 +219,7 @@ def test_paper_cancel_venue_ignored():
ack = b.submit_order(req)
# NXT venue로 cancel — paper는 venue 무관하게 취소 성공
result = b.cancel_order(ack.broker_order_id, side="buy", symbol="005930", qty=5, venue="NXT")
assert result is True
assert result.state is CancelState.REQUESTED
def test_paper_cancel_default_venue():
@@ -227,7 +228,7 @@ def test_paper_cancel_default_venue():
req = OrderRequest(slot_id="s1", side="buy", symbol="005930", qty=3)
ack = b.submit_order(req)
result = b.cancel_order(ack.broker_order_id, side="buy", symbol="005930", qty=3)
assert result is True
assert result.state is CancelState.REQUESTED
# ---------------------------------------------------------------------------
@@ -301,6 +302,40 @@ def test_cancel_order_krx_includes_excg(monkeypatch):
assert captured["body"]["EXCG_ID_DVSN_CD"] == "KRX"
def test_cancel_explicit_broker_rejection_is_distinct(monkeypatch):
def fake_post(url, headers=None, json=None, timeout=None):
return _FakeResp({"rt_cd": "1", "msg_cd": "ORDER_NOT_CANCELLABLE"})
b = _mock_broker()
monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
outcome = b.cancel_order(
"06010:0000123456",
side="buy",
symbol="005930",
qty=1,
)
assert outcome.state is CancelState.REJECTED
assert outcome.reason == "ORDER_NOT_CANCELLABLE"
def test_cancel_transport_loss_is_unknown(monkeypatch):
def fake_post(url, headers=None, json=None, timeout=None):
raise httpx.ReadTimeout("timed out")
b = _mock_broker()
monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
outcome = b.cancel_order(
"06010:0000123456",
side="buy",
symbol="005930",
qty=1,
)
assert outcome.state is CancelState.UNKNOWN
assert outcome.reason == "transport_failed"
# ---------------------------------------------------------------------------
# REQ-118 AC-5: get_current_price 기본 market=J
# ---------------------------------------------------------------------------
@@ -422,4 +457,4 @@ def test_paper_cancel_backward_compat_no_venue():
ack = b.submit_order(req)
# 기존 스타일 호출 (venue 없음)
result = b.cancel_order(ack.broker_order_id, side="sell", symbol="005930", qty=2)
assert result is True
assert result.state is CancelState.REQUESTED
@@ -35,7 +35,8 @@ _SLOT_COLUMNS = (
"order_id, strategy_id, broker_order_id, portfolio_id, "
"sell_strategy_id, forced_close_at, stop_loss_price, take_profit_price, "
"created_at, updated_at, instance_key, retired_at, "
"timeout_sec, slippage_pct, occupancy_seq, venue"
"timeout_sec, slippage_pct, occupancy_seq, venue, "
"cancel_state, cancel_requested_at"
)
_MANAGED_SLOT_SQL = (
f"SELECT {_SLOT_COLUMNS} FROM daily_slot "
@@ -146,6 +147,8 @@ def _row(slot: Slot) -> tuple:
Decimal(str(slot.slippage_pct)),
slot.occupancy_seq,
slot.venue,
slot.cancel_state,
slot.cancel_requested_at,
)