feat: propagate intent venue through execution

trex_core/adapters/persistence/postgresql.py

@@ -37,7 +37,7 @@ _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"
+    "timeout_sec, slippage_pct, occupancy_seq, venue"
 )
 
 
@@ -216,7 +216,7 @@ class PostgreSQLSlotRepository:
                     "broker_order_id=%s, portfolio_id=%s, sell_strategy_id=%s, "
                     "forced_close_at=%s, stop_loss_price=%s, take_profit_price=%s, "
                     "instance_key=%s, retired_at=%s, timeout_sec=%s, slippage_pct=%s, "
-                    "occupancy_seq=%s, updated_at=%s WHERE slot_id=%s",
+                    "occupancy_seq=%s, venue=%s, updated_at=%s WHERE slot_id=%s",
                     (
                         slot.status.value,
                         slot.symbol,
@@ -236,6 +236,7 @@ class PostgreSQLSlotRepository:
                         slot.timeout_sec,
                         slot.slippage_pct,
                         slot.occupancy_seq,
+                        slot.venue,
                         slot.updated_at or datetime.now(tz=timezone.utc),
                         slot.slot_id,
                     ),
@@ -361,7 +362,7 @@ class PostgreSQLSlotRepository:
         # forced_close_at(11) stop_loss_price(12) take_profit_price(13)
         # created_at(14) updated_at(15) instance_key(16) retired_at(17)
         # timeout_sec(18) slippage_pct(19)  [dcy-022/REQ-068]
-        # occupancy_seq(20)  [dcy-028/REQ-081]
+        # occupancy_seq(20)  [dcy-028/REQ-081], venue(21)
         return Slot(
             slot_id=row[0] if isinstance(row[0], UUID) else UUID(str(row[0])),
             status=SlotState(row[1]),
@@ -384,6 +385,7 @@ class PostgreSQLSlotRepository:
             timeout_sec=int(row[18]) if row[18] is not None else None,
             slippage_pct=f(row[19]),
             occupancy_seq=int(row[20]) if len(row) > 20 and row[20] is not None else 0,
+            venue=str(row[21]) if len(row) > 21 and row[21] is not None else "KRX",
         )
 
 

trex_core/adapters/persistence/sql/017_add_slot_order_venue.sql

@@ -0,0 +1,11 @@
+-- Preserve the admitted intent venue until dispatch/cancel. Existing rows are
+-- explicitly backward compatible with the historical KRX-only execution path.
+ALTER TABLE daily_slot
+    ADD COLUMN IF NOT EXISTS venue TEXT NOT NULL DEFAULT 'KRX';
+
+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'));