Merge pull request 'fix: KR session-aware exchange routing (#409)' (#411) from feature/issue-409-kr-session-exchange-routing into main

Reviewed-on: #411
Reviewed-by: jihoson <kiparang7th@gmail.com>

tests/test_broker.py

@@ -400,6 +400,15 @@ class TestFetchMarketRankings:
         assert result[0]["stock_code"] == "015260"
         assert result[0]["change_rate"] == 29.74
 
+    @pytest.mark.asyncio
+    async def test_volume_uses_nx_market_code_in_nxt_session(self, broker: KISBroker) -> None:
+        mock_resp = _make_ranking_mock([])
+        with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
+            await broker.fetch_market_rankings(ranking_type="volume", session_id="NXT_PRE")
+
+        params = mock_get.call_args[1].get("params", {})
+        assert params.get("FID_COND_MRKT_DIV_CODE") == "NX"
+
 
 # ---------------------------------------------------------------------------
 # KRX tick unit / round-down helpers (issue #157)
@@ -591,6 +600,60 @@ class TestSendOrderTickRounding:
         body = order_call[1].get("json", {})
         assert body["ORD_DVSN"] == "01"
 
+    @pytest.mark.asyncio
+    async def test_send_order_sets_exchange_field_from_session(self, broker: KISBroker) -> None:
+        mock_hash = AsyncMock()
+        mock_hash.status = 200
+        mock_hash.json = AsyncMock(return_value={"HASH": "h"})
+        mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
+        mock_hash.__aexit__ = AsyncMock(return_value=False)
+
+        mock_order = AsyncMock()
+        mock_order.status = 200
+        mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
+        mock_order.__aenter__ = AsyncMock(return_value=mock_order)
+        mock_order.__aexit__ = AsyncMock(return_value=False)
+
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
+            with patch.object(
+                broker,
+                "_load_dual_listing_metrics",
+                new=AsyncMock(return_value=(False, None, None, None, None)),
+            ):
+                await broker.send_order("005930", "BUY", 1, price=50000, session_id="NXT_PRE")
+
+        order_call = mock_post.call_args_list[1]
+        body = order_call[1].get("json", {})
+        assert body["EXCG_ID_DVSN_CD"] == "NXT"
+
+    @pytest.mark.asyncio
+    async def test_send_order_prefers_nxt_when_dual_listing_spread_is_tighter(
+        self, broker: KISBroker
+    ) -> None:
+        mock_hash = AsyncMock()
+        mock_hash.status = 200
+        mock_hash.json = AsyncMock(return_value={"HASH": "h"})
+        mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
+        mock_hash.__aexit__ = AsyncMock(return_value=False)
+
+        mock_order = AsyncMock()
+        mock_order.status = 200
+        mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
+        mock_order.__aenter__ = AsyncMock(return_value=mock_order)
+        mock_order.__aexit__ = AsyncMock(return_value=False)
+
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
+            with patch.object(
+                broker,
+                "_load_dual_listing_metrics",
+                new=AsyncMock(return_value=(True, 0.004, 0.002, 100000.0, 90000.0)),
+            ):
+                await broker.send_order("005930", "BUY", 1, price=50000, session_id="KRX_REG")
+
+        order_call = mock_post.call_args_list[1]
+        body = order_call[1].get("json", {})
+        assert body["EXCG_ID_DVSN_CD"] == "NXT"
+
 
 # ---------------------------------------------------------------------------
 # TR_ID live/paper branching (issues #201, #202, #203)

tests/test_kr_exchange_router.py

@@ -0,0 +1,40 @@
+from __future__ import annotations
+
+from src.broker.kr_exchange_router import KRExchangeRouter
+
+
+def test_ranking_market_code_by_session() -> None:
+    router = KRExchangeRouter()
+    assert router.resolve_for_ranking("KRX_REG") == "J"
+    assert router.resolve_for_ranking("NXT_PRE") == "NX"
+    assert router.resolve_for_ranking("NXT_AFTER") == "NX"
+
+
+def test_order_exchange_falls_back_to_session_default_on_missing_data() -> None:
+    router = KRExchangeRouter()
+    resolved = router.resolve_for_order(
+        stock_code="0001A0",
+        session_id="NXT_PRE",
+        is_dual_listed=True,
+        spread_krx=None,
+        spread_nxt=None,
+        liquidity_krx=None,
+        liquidity_nxt=None,
+    )
+    assert resolved.exchange_code == "NXT"
+    assert resolved.reason == "fallback_data_unavailable"
+
+
+def test_order_exchange_uses_spread_preference_for_dual_listing() -> None:
+    router = KRExchangeRouter()
+    resolved = router.resolve_for_order(
+        stock_code="0001A0",
+        session_id="KRX_REG",
+        is_dual_listed=True,
+        spread_krx=0.005,
+        spread_nxt=0.003,
+        liquidity_krx=100000.0,
+        liquidity_nxt=90000.0,
+    )
+    assert resolved.exchange_code == "NXT"
+    assert resolved.reason == "dual_listing_spread"

tests/test_smart_scanner.py

@@ -103,6 +103,33 @@ class TestSmartVolatilityScanner:
         assert candidates[0].stock_code == "005930"
         assert candidates[0].signal == "oversold"
 
+    @pytest.mark.asyncio
+    async def test_scan_domestic_passes_session_id_to_rankings(
+        self, scanner: SmartVolatilityScanner, mock_broker: MagicMock
+    ) -> None:
+        fluctuation_rows = [
+            {
+                "stock_code": "005930",
+                "name": "Samsung",
+                "price": 70000,
+                "volume": 5000000,
+                "change_rate": 1.0,
+                "volume_increase_rate": 120,
+            },
+        ]
+        mock_broker.fetch_market_rankings.side_effect = [fluctuation_rows, fluctuation_rows]
+        mock_broker.get_daily_prices.return_value = [
+            {"open": 1, "high": 71000, "low": 69000, "close": 70000, "volume": 1000000},
+            {"open": 1, "high": 70000, "low": 68000, "close": 69000, "volume": 900000},
+        ]
+
+        await scanner.scan(domestic_session_id="NXT_PRE")
+
+        first_call = mock_broker.fetch_market_rankings.call_args_list[0]
+        second_call = mock_broker.fetch_market_rankings.call_args_list[1]
+        assert first_call.kwargs["session_id"] == "NXT_PRE"
+        assert second_call.kwargs["session_id"] == "NXT_PRE"
+
     @pytest.mark.asyncio
     async def test_scan_domestic_finds_momentum_candidate(
         self, scanner: SmartVolatilityScanner, mock_broker: MagicMock