fix: preserve SOR execution venue separately

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';