feat: propagate intent venue through execution

This commit is contained in:
jordan
2026-07-29 16:55:20 +09:00
parent 7084304c9f
commit 479cb39a7e
22 changed files with 314 additions and 19 deletions
+17 -12
View File
@@ -197,6 +197,7 @@ class ExecutionService:
qty=qty,
limit_price=limit,
order_type="00" if limit is not None else "01",
venue=slot.venue,
)
)
if ack.accepted and ack.broker_order_id:
@@ -548,12 +549,14 @@ class ExecutionService:
return
qty = int(slot.qty or 0)
try:
accepted = self._broker.cancel_order(
slot.broker_order_id,
side=side,
symbol=slot.symbol or "",
qty=qty,
)
cancel_kwargs = {
"side": side,
"symbol": slot.symbol or "",
"qty": qty,
}
if slot.venue != "KRX":
cancel_kwargs["venue"] = slot.venue
accepted = self._broker.cancel_order(slot.broker_order_id, **cancel_kwargs)
r.timeout_cancelled += 1
_log.warning(
"timeout cancel sent: slot=%s status=%s broker_order_id=%s "
@@ -665,12 +668,14 @@ class ExecutionService:
side = "buy" if slot.status is SlotState.PENDING_BUY else "sell"
qty = int(slot.qty or 0)
try:
self._broker.cancel_order(
slot.broker_order_id,
side=side,
symbol=slot.symbol or "",
qty=qty,
)
cancel_kwargs = {
"side": side,
"symbol": slot.symbol or "",
"qty": qty,
}
if slot.venue != "KRX":
cancel_kwargs["venue"] = slot.venue
self._broker.cancel_order(slot.broker_order_id, **cancel_kwargs)
except Exception: # noqa: BLE001 - best-effort
_log.warning(
"operator cancel failed: slot=%s broker_order_id=%s",