fix: preserve SOR execution venue separately

2026-08-19 12:48:05 +09:00
parent 15aeae6930
commit 7366cadf03
15 changed files with 126 additions and 17 deletions
@@ -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},
            )