fix: preserve SOR execution venue separately

trex_core/adapters/broker/kis.py

@@ -573,6 +573,27 @@ class KISBroker:
         delta = (ordered_at - submitted_at).total_seconds()
         return -5.0 <= delta <= 120.0
 
+    @staticmethod
+    def _execution_venue_from_row(row: dict) -> str | None:
+        """Parse broker-authoritative KRX/NXT without time inference."""
+        notice_code = str(row.get("ord_exg_gb") or row.get("ORD_EXG_GB") or "").strip()
+        notice_map = {"1": "KRX", "2": "NXT", "3": "KRX", "4": "NXT"}
+        if notice_code in notice_map:
+            return notice_map[notice_code]
+        for key in (
+            "excg_id_dvsn_cd",
+            "excg_id_dvsn_Cd",
+            "EXCG_ID_DVSN_CD",
+            "execution_venue",
+        ):
+            value = str(row.get(key) or "").strip().upper()
+            if value in {"KRX", "SOR-KRX"}:
+                return "KRX"
+            if value in {"NXT", "SOR-NXT"}:
+                return "NXT"
+        # SOR is routing provenance, not an execution exchange.
+        return None
+
     @staticmethod
     def _fill_status_from_row(
         row: dict,
@@ -581,6 +602,7 @@ class KISBroker:
         today: str,
         fallback_odno: str,
     ) -> FillStatus:
+        execution_venue = KISBroker._execution_venue_from_row(row)
         ord_qty = _safe_int(row.get("ord_qty")) or 0
         ccld_qty = _safe_int(row.get("tot_ccld_qty")) or 0
         rejected_qty = _safe_int(row.get("rjct_qty")) or 0
@@ -623,6 +645,7 @@ class KISBroker:
                 execution_id=execution_id,
                 fee=fee,
                 tax=tax,
+                execution_venue=execution_venue,
                 raw=row,
             )
         # 0 < ccld_qty < ord_qty
@@ -646,6 +669,7 @@ class KISBroker:
                 execution_id=execution_id,
                 fee=fee,
                 tax=tax,
+                execution_venue=execution_venue,
                 cancelled=True,
                 raw=row,
             )
@@ -653,6 +677,7 @@ class KISBroker:
             state="partially_filled",
             filled_qty=ccld_qty,
             avg_price=float(avg) if avg else None,
+            execution_venue=execution_venue,
             raw=row,
         )
 

trex_core/adapters/broker/paper.py

@@ -31,6 +31,9 @@ class _Order:
         self.side = req.side
         self.symbol = req.symbol
         self.qty = req.qty
+        # Deterministic SOR simulation: paper routes SOR to KRX while retaining
+        # req.venue on the acknowledgement as submission provenance.
+        self.execution_venue = "KRX" if req.venue == "SOR" else req.venue
         self.price = float(req.limit_price) if req.limit_price is not None else 1000.0
         self.polls = 0
         self.filled = 0
@@ -118,11 +121,13 @@ class PaperBroker:
                 return FillStatus(
                     state="filled", filled_qty=o.filled, avg_price=o.price,
                     execution_id=execution_id, fee=fee, tax=tax,
+                    execution_venue=o.execution_venue,
                 )
             return FillStatus(
                 state="partially_filled",
                 filled_qty=o.filled,
                 avg_price=o.price,
+                execution_venue=o.execution_venue,
                 raw={"order_open_confirmed": True},
             )
 

trex_core/adapters/persistence/postgresql.py

@@ -548,7 +548,7 @@ class _PgIntentRecord:
 _OUTBOX_COLUMNS = (
     "correlation_id, asset_id, order_id, execution_id, side, qty, price, "
     "fee, tax, executed_at, status, attempts, last_outcome, last_error, "
-    "created_at, updated_at, next_retry_at, venue"
+    "created_at, updated_at, next_retry_at, venue, order_venue"
 )
 
 
@@ -565,8 +565,8 @@ class PostgreSQLLedgerOutbox:
                 cur.execute(
                     "INSERT INTO ledger_outbox "
                     "(correlation_id, asset_id, order_id, execution_id, side, "
-                    " qty, price, fee, tax, executed_at, venue) "
-                    "VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s) "
+                    " qty, price, fee, tax, executed_at, venue, order_venue) "
+                    "VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s) "
                     "ON CONFLICT (correlation_id) DO NOTHING",
                     (
                         trade.correlation_id,
@@ -580,6 +580,7 @@ class PostgreSQLLedgerOutbox:
                         trade.tax,
                         trade.executed_at,
                         trade.venue,
+                        trade.order_venue,
                     ),
                 )
                 conn.commit()
@@ -684,6 +685,7 @@ class PostgreSQLLedgerOutbox:
             tax=f(row[8]),
             executed_at=row[9],
             venue=row[17],
+            order_venue=row[18],
         )
         return LedgerWorkItem(
             correlation_id=row[0],

trex_core/adapters/persistence/sql/024_add_ledger_order_venue.sql

@@ -0,0 +1,12 @@
+-- GitHub #61: keep the original submission venue separate from actual execution venue.
+ALTER TABLE ledger_outbox
+    ADD COLUMN IF NOT EXISTS order_venue TEXT NOT NULL DEFAULT 'KRX';
+
+ALTER TABLE ledger_outbox
+    DROP CONSTRAINT IF EXISTS ledger_outbox_order_venue_check;
+ALTER TABLE ledger_outbox
+    ADD CONSTRAINT ledger_outbox_order_venue_check
+    CHECK (order_venue IN ('KRX', 'NXT', 'SOR'));
+
+-- Historical rows used venue for both concepts. Preserve that provenance.
+UPDATE ledger_outbox SET order_venue = venue WHERE order_venue = 'KRX' AND venue <> 'KRX';

trex_core/application/broker_port.py

@@ -104,7 +104,10 @@ class FillStatus:
     execution_id: Optional[str] = None
     fee: float = 0.0
     tax: float = 0.0
-    # dcy-013 / REQ-012 (issue #9): an external cancel was detected. When the
+    # Broker-authoritative execution exchange. For SOR orders this is KRX or
+    # NXT; None means the polling surface did not establish it.
+    execution_venue: Optional[str] = None
+    # dcy-013 / REQ-012: an external cancel was detected.
     # order had a partial fill before the cancel, state stays "partially_filled"
     # and this flag is set so execution records the filled portion and returns
     # the remainder to holding (is_partial_cancel). A zero-fill external cancel

trex_core/application/execution.py

@@ -773,6 +773,20 @@ class ExecutionService:
             if resolved_price is not None
             else (float(fs.avg_price) if fs.avg_price is not None else 0.0)
         )
+        execution_venue = fs.execution_venue
+        if execution_venue is None and slot.venue in {"KRX", "NXT"}:
+            execution_venue = slot.venue
+        if execution_venue not in {"KRX", "NXT"}:
+            r.ledger_skipped += 1
+            _log.warning(
+                "ledger skip: slot=%s portfolio_id=%s side=%s "
+                "reason=missing_execution_venue order_venue=%s",
+                slot.slot_id,
+                slot.portfolio_id,
+                side,
+                slot.venue,
+            )
+            return
         trade = LedgerTrade(
             asset_id=str(slot.portfolio_id),
             order_id=str(broker_order_id),
@@ -783,7 +797,8 @@ class ExecutionService:
             fee=float(fs.fee),
             tax=float(fs.tax),
             executed_at=datetime.now(tz=timezone.utc),
-            venue=slot.venue,
+            venue=execution_venue,
+            order_venue=slot.venue,
         )
         self._ledger_outbox.enqueue(trade)
         r.ledger_enqueued += 1

trex_core/application/ledger_port.py

@@ -57,9 +57,10 @@ class LedgerTrade:
     fee: float = 0.0
     tax: float = 0.0
     executed_at: Optional[datetime] = None
-    # Actual order venue persisted in the Core outbox. Portfolio Hub remains
-    # unchanged until its API contract explicitly accepts this additive field.
+    # Broker-authoritative execution exchange (KRX/NXT).
     venue: str = "KRX"
+    # Original submission/routing venue (KRX/NXT/SOR), retained for audit.
+    order_venue: str = "KRX"
 
     @property
     def correlation_id(self) -> str: