trex/trex-core
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: resolve and persist actual order venue

Browse Source
This commit is contained in:
jordan
2026-07-29 17:10:32 +09:00
parent 6398ff250c
commit a656350a35
18 changed files with 304 additions and 47 deletions
Download Patch File Download Diff File Expand all files Collapse all files
trex_core/application/intents.py
+6 -4
View File
@@ -75,7 +75,9 @@ class BuyIntent:
# slippage_pct: effective limit = entry_price*(1+pct/100) buy / *(1-pct/100) sell.
timeout_sec: Optional[int] = None
slippage_pct: Optional[float] = None
venue: str = "KRX"
# Strategy wire default. AUTO is resolved at the broker boundary so
# strategies remain session-agnostic while explicit KRX/NXT/SOR is kept.
venue: str = "AUTO"
extra: dict[str, Any] = field(default_factory=dict)
@@ -94,7 +96,7 @@ class SellIntent:
# dcy-022 / REQ-068: execution policy (optional, backward-compat).
timeout_sec: Optional[int] = None
slippage_pct: Optional[float] = None
venue: str = "KRX"
venue: str = "AUTO"
extra: dict[str, Any] = field(default_factory=dict)
@@ -211,7 +213,7 @@ class IntentService:
dcy-036 / REQ-114: entry gate — if entry_allowed_fn returns False,
BuyIntent is rejected before any slot lookup."""
if intent.venue not in {"KRX", "NXT", "SOR"}:
if intent.venue not in {"AUTO", "KRX", "NXT", "SOR"}:
return IntentDecision(intent.intent_id, "rejected", None, "invalid_venue")
# dcy-036 / REQ-114: day-start entry gate (fail-closed).
@@ -308,7 +310,7 @@ class IntentService:
return IntentDecision(intent.intent_id, "rejected", None, "already_active")
def _admit_sell(self, intent: SellIntent) -> IntentDecision:
if intent.venue not in {"KRX", "NXT", "SOR"}:
if intent.venue not in {"AUTO", "KRX", "NXT", "SOR"}:
return IntentDecision(intent.intent_id, "rejected", None, "invalid_venue")
slot = self._repo.fetch_slot(intent.slot_id)