fix: record kill switch cancel failures and add failure-path tests
This commit is contained in:
30
src/main.py
30
src/main.py
@@ -663,6 +663,7 @@ async def _cancel_pending_orders_for_kill_switch(
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overseas_broker: OverseasBroker,
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markets: list[MarketInfo],
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) -> None:
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failures: list[str] = []
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domestic = [m for m in markets if m.is_domestic]
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overseas = [m for m in markets if not m.is_domestic]
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@@ -673,21 +674,28 @@ async def _cancel_pending_orders_for_kill_switch(
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logger.warning("KillSwitch: failed to fetch domestic pending orders: %s", exc)
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orders = []
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for order in orders:
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stock_code = str(order.get("pdno", ""))
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try:
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stock_code = order.get("pdno", "")
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orgn_odno = order.get("orgn_odno", "")
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krx_fwdg_ord_orgno = order.get("ord_gno_brno", "")
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psbl_qty = int(order.get("psbl_qty", "0") or "0")
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if not stock_code or not orgn_odno or psbl_qty <= 0:
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continue
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await broker.cancel_domestic_order(
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cancel_result = await broker.cancel_domestic_order(
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stock_code=stock_code,
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orgn_odno=orgn_odno,
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krx_fwdg_ord_orgno=krx_fwdg_ord_orgno,
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qty=psbl_qty,
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)
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if cancel_result.get("rt_cd") != "0":
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failures.append(
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"domestic cancel failed for"
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f" {stock_code}: rt_cd={cancel_result.get('rt_cd')}"
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f" msg={cancel_result.get('msg1')}"
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)
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except Exception as exc:
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logger.warning("KillSwitch: domestic cancel failed: %s", exc)
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failures.append(f"domestic cancel exception for {stock_code}: {exc}")
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us_exchanges = frozenset({"NASD", "NYSE", "AMEX"})
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exchange_codes: list[str] = []
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@@ -712,21 +720,33 @@ async def _cancel_pending_orders_for_kill_switch(
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)
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continue
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for order in orders:
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stock_code = str(order.get("pdno", ""))
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order_exchange = str(order.get("ovrs_excg_cd") or exchange_code)
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try:
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stock_code = order.get("pdno", "")
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odno = order.get("odno", "")
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nccs_qty = int(order.get("nccs_qty", "0") or "0")
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order_exchange = order.get("ovrs_excg_cd") or exchange_code
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if not stock_code or not odno or nccs_qty <= 0:
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continue
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await overseas_broker.cancel_overseas_order(
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cancel_result = await overseas_broker.cancel_overseas_order(
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exchange_code=order_exchange,
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stock_code=stock_code,
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odno=odno,
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qty=nccs_qty,
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)
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if cancel_result.get("rt_cd") != "0":
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failures.append(
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"overseas cancel failed for"
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f" {order_exchange}/{stock_code}: rt_cd={cancel_result.get('rt_cd')}"
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f" msg={cancel_result.get('msg1')}"
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)
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except Exception as exc:
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logger.warning("KillSwitch: overseas cancel failed: %s", exc)
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failures.append(
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f"overseas cancel exception for {order_exchange}/{stock_code}: {exc}"
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)
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if failures:
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raise RuntimeError("; ".join(failures[:3]))
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async def _refresh_order_state_for_kill_switch(
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@@ -5414,3 +5414,54 @@ async def test_trigger_emergency_kill_switch_executes_operational_steps() -> Non
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pnl_pct=-3.2,
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threshold=-3.0,
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)
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@pytest.mark.asyncio
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async def test_trigger_emergency_kill_switch_records_cancel_failure() -> None:
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"""Cancel API rejection should be captured in kill switch errors."""
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broker = MagicMock()
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broker.get_domestic_pending_orders = AsyncMock(
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return_value=[
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{
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"pdno": "005930",
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"orgn_odno": "1",
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"ord_gno_brno": "01",
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"psbl_qty": "3",
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}
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]
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)
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broker.cancel_domestic_order = AsyncMock(return_value={"rt_cd": "1", "msg1": "fail"})
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broker.get_balance = AsyncMock(return_value={"output1": [], "output2": []})
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overseas_broker = MagicMock()
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overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[])
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overseas_broker.get_overseas_balance = AsyncMock(return_value={"output1": [], "output2": []})
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telegram = MagicMock()
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telegram.notify_circuit_breaker = AsyncMock()
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settings = MagicMock()
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settings.enabled_market_list = ["KR"]
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market = MagicMock()
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market.code = "KR"
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market.exchange_code = "KRX"
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market.is_domestic = True
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with (
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patch("src.main.MARKETS", {"KR": market}),
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patch("src.main.BLACKOUT_ORDER_MANAGER.clear", return_value=0),
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):
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report = await _trigger_emergency_kill_switch(
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reason="test-fail",
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broker=broker,
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overseas_broker=overseas_broker,
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telegram=telegram,
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settings=settings,
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current_market=market,
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stock_code="005930",
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pnl_pct=-3.2,
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threshold=-3.0,
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)
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assert any(err.startswith("cancel_pending_orders:") for err in report.errors)
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