fix: preserve SOR execution venue separately

This commit is contained in:
Hermes Agent
2026-08-19 12:48:05 +09:00
parent 15aeae6930
commit 7366cadf03
15 changed files with 126 additions and 17 deletions
+38
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@@ -137,6 +137,44 @@ def test_submit_sor_preserves_sor(monkeypatch):
assert captured["body"]["EXCG_ID_DVSN_CD"] == "SOR"
@pytest.mark.parametrize(
("row", "expected"),
[
({"ord_exg_gb": "1"}, "KRX"),
({"ord_exg_gb": "2"}, "NXT"),
({"ord_exg_gb": "3"}, "KRX"),
({"ord_exg_gb": "4"}, "NXT"),
({"excg_id_dvsn_cd": "KRX"}, "KRX"),
({"excg_id_dvsn_cd": "NXT"}, "NXT"),
({"excg_id_dvsn_cd": "SOR-KRX"}, "KRX"),
({"excg_id_dvsn_Cd": "SOR-NXT"}, "NXT"),
({"excg_id_dvsn_cd": "SOR"}, None),
({"excg_dvsn_cd": "02"}, None),
({}, None),
],
)
def test_kis_execution_venue_parser_is_allowlisted(row, expected):
assert KISBroker._execution_venue_from_row(row) == expected
def test_kis_fill_status_carries_sor_actual_execution_venue():
status = KISBroker._fill_status_from_row(
{
"ord_qty": "10",
"tot_ccld_qty": "10",
"avg_prvs": "70000",
"ord_dt": "20260819",
"ord_gno_brno": "12345",
"odno": "0000000001",
"excg_id_dvsn_cd": "NXT",
},
side="buy",
today="20260819",
fallback_odno="0000000001",
)
assert status.execution_venue == "NXT"
# ---------------------------------------------------------------------------
# REQ-117 AC-4: 기존 위치 인수 순서 불변
# ---------------------------------------------------------------------------
@@ -20,7 +20,8 @@ def _trade(execution_id="paper:1:10") -> LedgerTrade:
return LedgerTrade(
asset_id="PF-1", order_id="ORD-1", execution_id=execution_id,
side="buy", qty=10, price=1000.0, fee=1.5, tax=0.0,
executed_at=datetime(2026, 6, 4, tzinfo=timezone.utc), venue="NXT",
executed_at=datetime(2026, 6, 4, tzinfo=timezone.utc),
venue="NXT", order_venue="SOR",
)
@@ -33,6 +34,7 @@ def test_enqueue_persists_and_is_idempotent(pg_clean):
assert len(pending) == 1
assert pending[0].status is WorkItemStatus.PENDING
assert pending[0].trade.venue == "NXT"
assert pending[0].trade.order_venue == "SOR"
def test_writer_completes_persisted_item(pg_clean):
+2 -1
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@@ -116,7 +116,8 @@ def test_partial_fill_then_cancel_records_and_keeps_remainder():
broker.balance = {"005930": 6}
broker.responder = lambda side: FillStatus(
state="partially_filled", filled_qty=4, avg_price=1100.0,
execution_id="exec-partial", fee=0.5, tax=0.0, cancelled=True,
execution_id="exec-partial", fee=0.5, tax=0.0,
execution_venue="KRX", cancelled=True,
)
r = execution.run_once()
slot = repo.fetch_slot(sid)
@@ -148,6 +148,7 @@ def _make_filled_status(
execution_id=execution_id,
fee=fee,
tax=tax,
execution_venue="KRX",
)
@@ -167,6 +168,7 @@ def _make_partial_cancel_status(
execution_id=execution_id,
fee=fee,
tax=tax,
execution_venue="KRX",
cancelled=True,
)
+2 -1
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@@ -59,7 +59,8 @@ def test_buy_fill_enqueues_one_ledger_item_and_writer_records_it():
assert (t.asset_id, t.side, t.qty, t.price) == ("PF-1", "buy", 10, 1000.0)
assert t.execution_id.startswith("paper:PAPER-")
assert t.fee > 0.0 and t.tax == 0.0
assert t.venue == "SOR"
assert t.order_venue == "SOR"
assert t.venue == "KRX" # paper's deterministic SOR execution exchange
def test_sell_fill_enqueues_sell_ledger_item():
+5 -3
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@@ -33,7 +33,7 @@ class RecordingBroker:
return OrderAck(
accepted=True,
broker_order_id=f"order-{len(self.orders)}",
venue=self.actual_venue or req.venue,
venue=req.venue,
)
def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus:
@@ -121,7 +121,7 @@ def test_invalid_venue_is_rejected_before_slot_transition(invalid_venue: str) ->
assert repo.list_slots("default")[0].status is SlotState.INACTIVE
def test_omitted_wire_venue_is_sor_then_actual_venue_is_persisted() -> None:
def test_omitted_wire_venue_remains_sor_for_cancel_and_restart() -> None:
repo = InMemorySlotRepository()
service = SlotService(repo)
intents = IntentService(
@@ -153,7 +153,9 @@ def test_omitted_wire_venue_is_sor_then_actual_venue_is_persisted() -> None:
execution.run_once()
dispatched = repo.fetch_slot(slot_id)
assert broker.orders[0].venue == "SOR"
assert dispatched is not None and dispatched.venue == "NXT"
# Ack cannot turn SOR routing provenance into an execution venue. Actual
# KRX/NXT is established by fill polling and stored on the ledger trade.
assert dispatched is not None and dispatched.venue == "SOR"
def test_inactive_transition_resets_venue_to_krx() -> None: