fix: apply KR session-aware exchange routing for rankings and orders (#409)
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This commit is contained in:
agentson
2026-03-04 10:12:41 +09:00
parent 100586e237
commit c80f3daad7
6 changed files with 179 additions and 8 deletions

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@@ -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"