feat: resolve and persist actual order venue
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@@ -26,13 +26,12 @@ from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from decimal import Decimal
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import httpx
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import pytest
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from trex_core.adapters.broker import kis as kis_mod
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from trex_core.adapters.broker.kis import KISBroker
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from trex_core.adapters.broker.kis import KISBroker, resolve_order_venue
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from trex_core.adapters.broker.paper import PaperBroker
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from trex_core.application.broker_port import BrokerPort, OrderRequest
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from trex_core.application.broker_port import OrderRequest
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_MOCK_URL = "https://openapivts.koreainvestment.com:29443"
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_LIVE_URL = "https://openapi.koreainvestment.com:9443"
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@@ -42,8 +41,14 @@ _LIVE_URL = "https://openapi.koreainvestment.com:9443"
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# Helpers
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# ---------------------------------------------------------------------------
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def _mock_broker() -> KISBroker:
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b = KISBroker("12345678-01", app_key="k", app_secret="s", base_url=_MOCK_URL)
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def _mock_broker(*, clock=None) -> KISBroker:
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b = KISBroker(
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"12345678-01",
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app_key="k",
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app_secret="s",
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base_url=_MOCK_URL,
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clock=clock,
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)
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b._token = "tok"
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b._token_exp = datetime.now(tz=timezone.utc) + timedelta(hours=1)
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return b
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@@ -85,6 +90,84 @@ def test_order_request_venue_nxt():
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assert req.venue == "NXT"
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@pytest.mark.parametrize(
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("at", "expected"),
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[
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(datetime(2026, 7, 29, 8, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 8, 49, 59, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 9, 0, 30, tzinfo=timezone(timedelta(hours=9))), "KRX"),
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(datetime(2026, 7, 29, 15, 29, 59, tzinfo=timezone(timedelta(hours=9))), "KRX"),
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(datetime(2026, 7, 29, 15, 30, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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(datetime(2026, 7, 29, 20, 0, tzinfo=timezone(timedelta(hours=9))), "NXT"),
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],
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)
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def test_auto_venue_resolves_by_kst_session(at, expected):
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assert resolve_order_venue("AUTO", at) == expected
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@pytest.mark.parametrize(
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"at",
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[
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datetime(2026, 7, 29, 7, 59, 59, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 8, 50, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 9, 0, 29, tzinfo=timezone(timedelta(hours=9))),
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datetime(2026, 7, 29, 20, 0, 1, tzinfo=timezone(timedelta(hours=9))),
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],
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)
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def test_auto_venue_fails_closed_outside_supported_sessions(at):
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with pytest.raises(ValueError, match="auto_venue_session_closed"):
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resolve_order_venue("AUTO", at)
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def test_submit_auto_uses_nxt_and_reports_actual_venue(monkeypatch):
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captured = {}
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at = datetime(2026, 7, 29, 8, 1, tzinfo=timezone(timedelta(hours=9)))
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def fake_post(url, headers=None, json=None, timeout=None):
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captured["body"] = json
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return _FakeResp(
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{"rt_cd": "0", "output": {"ODNO": "0002", "KRX_FWDG_ORD_ORGNO": "06010"}}
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)
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broker = _mock_broker(clock=lambda: at)
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monkeypatch.setattr(kis_mod.httpx, "post", fake_post)
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ack = broker.submit_order(
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OrderRequest(
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slot_id="s-auto",
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side="buy",
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symbol="005930",
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qty=1,
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venue="AUTO",
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)
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)
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assert ack.accepted is True
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assert ack.venue == "NXT"
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assert captured["body"]["EXCG_ID_DVSN_CD"] == "NXT"
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def test_submit_auto_outside_session_rejects_without_http(monkeypatch):
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at = datetime(2026, 7, 29, 8, 55, tzinfo=timezone(timedelta(hours=9)))
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broker = _mock_broker(clock=lambda: at)
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def unexpected_post(*args, **kwargs):
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raise AssertionError("AUTO session rejection must happen before HTTP")
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monkeypatch.setattr(kis_mod.httpx, "post", unexpected_post)
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ack = broker.submit_order(
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OrderRequest(
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slot_id="s-auto-closed",
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side="buy",
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symbol="005930",
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qty=1,
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venue="AUTO",
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)
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)
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assert ack.accepted is False
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assert ack.reason == "auto_venue_session_closed"
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# ---------------------------------------------------------------------------
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# REQ-117 AC-4: 기존 위치 인수 순서 불변
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# ---------------------------------------------------------------------------
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@@ -20,7 +20,7 @@ def _trade(execution_id="paper:1:10") -> LedgerTrade:
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return LedgerTrade(
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asset_id="PF-1", order_id="ORD-1", execution_id=execution_id,
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side="buy", qty=10, price=1000.0, fee=1.5, tax=0.0,
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executed_at=datetime(2026, 6, 4, tzinfo=timezone.utc),
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executed_at=datetime(2026, 6, 4, tzinfo=timezone.utc), venue="NXT",
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)
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@@ -32,6 +32,7 @@ def test_enqueue_persists_and_is_idempotent(pg_clean):
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pending = outbox.list_pending()
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assert len(pending) == 1
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assert pending[0].status is WorkItemStatus.PENDING
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assert pending[0].trade.venue == "NXT"
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def test_writer_completes_persisted_item(pg_clean):
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