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8a8ba3b0cb Merge pull request 'feat: 해외주식 미체결 주문 감지 및 처리 (#229)' (#231) from feature/issue-229-overseas-pending-order-handling into main
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Reviewed-on: #231
2026-02-23 22:00:10 +09:00
agentson
6b74e4cc77 feat: 해외주식 미체결 주문 감지 및 처리 (#229)
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- OverseasBroker에 get_overseas_pending_orders (TTTS3018R, 실전전용)
  및 cancel_overseas_order (거래소별 TR_ID, hashkey 필수) 추가
- TelegramClient에 notify_unfilled_order 추가
  (BUY취소=MEDIUM, SELL미체결=HIGH 우선순위)
- handle_overseas_pending_orders 함수 추가:
  · BUY 미체결 → 취소 + 쿨다운 설정
  · SELL 미체결 → 취소 후 -0.4% 재주문 (최대 1회)
  · 미국 거래소(NASD/NYSE/AMEX) 중복 조회 방지
- daily/realtime 두 모드 모두 market 루프 시작 전 호출
- 테스트 13개 추가 (test_overseas_broker.py 8개, test_main.py 5개)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-23 21:12:34 +09:00
5 changed files with 792 additions and 0 deletions

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@@ -29,6 +29,20 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
# Cancel order TR_IDs per exchange code — (live_tr_id, paper_tr_id).
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문취소' 시트
_CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
"NASD": ("TTTT1004U", "VTTT1004U"),
"NYSE": ("TTTT1004U", "VTTT1004U"),
"AMEX": ("TTTT1004U", "VTTT1004U"),
"SEHK": ("TTTS1003U", "VTTS1003U"),
"TSE": ("TTTS0309U", "VTTS0309U"),
"SHAA": ("TTTS0302U", "VTTS0302U"),
"SZAA": ("TTTS0306U", "VTTS0306U"),
"HNX": ("TTTS0312U", "VTTS0312U"),
"HSX": ("TTTS0312U", "VTTS0312U"),
}
class OverseasBroker:
"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
@@ -292,6 +306,131 @@ class OverseasBroker:
f"Network error sending overseas order: {exc}"
) from exc
async def get_overseas_pending_orders(
self, exchange_code: str
) -> list[dict[str, Any]]:
"""Fetch unfilled (pending) overseas orders for a given exchange.
Args:
exchange_code: Exchange code (e.g., "NASD", "SEHK").
For US markets, NASD returns all US pending orders (NASD/NYSE/AMEX).
Returns:
List of pending order dicts with fields: odno, pdno, sll_buy_dvsn_cd,
ft_ord_qty, nccs_qty, ft_ord_unpr3, ovrs_excg_cd.
Always returns [] in paper mode (TTTS3018R is live-only).
Raises:
ConnectionError: On network or API errors (live mode only).
"""
if self._broker._settings.MODE != "live":
logger.debug(
"Pending orders API (TTTS3018R) not supported in paper mode; returning []"
)
return []
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
# TTTS3018R: 해외주식 미체결내역조회 (실전 전용)
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 미체결조회' 시트
headers = await self._broker._auth_headers("TTTS3018R")
params = {
"CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd,
"OVRS_EXCG_CD": exchange_code,
"SORT_SQN": "DS",
"CTX_AREA_FK200": "",
"CTX_AREA_NK200": "",
}
url = (
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
)
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_overseas_pending_orders failed ({resp.status}): {text}"
)
data = await resp.json()
output = data.get("output", [])
if isinstance(output, list):
return output
return []
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching pending orders: {exc}"
) from exc
async def cancel_overseas_order(
self,
exchange_code: str,
stock_code: str,
odno: str,
qty: int,
) -> dict[str, Any]:
"""Cancel an overseas limit order.
Args:
exchange_code: Exchange code (e.g., "NASD", "SEHK").
stock_code: Stock ticker symbol.
odno: Original order number to cancel.
qty: Unfilled quantity to cancel.
Returns:
API response dict containing rt_cd and msg1.
Raises:
ValueError: If exchange_code has no cancel TR_ID mapping.
ConnectionError: On network or API errors.
"""
tr_ids = _CANCEL_TR_ID_MAP.get(exchange_code)
if tr_ids is None:
raise ValueError(f"No cancel TR_ID mapping for exchange: {exchange_code}")
live_tr_id, paper_tr_id = tr_ids
tr_id = live_tr_id if self._broker._settings.MODE == "live" else paper_tr_id
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
# RVSE_CNCL_DVSN_CD="02" means cancel (not revision).
# OVRS_ORD_UNPR must be "0" for cancellations.
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 정정취소주문' 시트
body = {
"CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd,
"OVRS_EXCG_CD": exchange_code,
"PDNO": stock_code,
"ORGN_ODNO": odno,
"RVSE_CNCL_DVSN_CD": "02",
"ORD_QTY": str(qty),
"OVRS_ORD_UNPR": "0",
"ORD_SVR_DVSN_CD": "0",
}
hash_key = await self._broker._get_hash_key(body)
headers = await self._broker._auth_headers(tr_id)
headers["hashkey"] = hash_key
url = (
f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
)
try:
async with session.post(url, headers=headers, json=body) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"cancel_overseas_order failed ({resp.status}): {text}"
)
return await resp.json()
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error cancelling overseas order: {exc}"
) from exc
def _get_currency_code(self, exchange_code: str) -> str:
"""
Map exchange code to currency code.

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@@ -978,6 +978,181 @@ async def trading_cycle(
)
async def handle_overseas_pending_orders(
overseas_broker: OverseasBroker,
telegram: TelegramClient,
settings: Settings,
sell_resubmit_counts: dict[str, int],
buy_cooldown: dict[str, float] | None = None,
) -> None:
"""Check and handle unfilled (pending) overseas limit orders.
Called once per market loop iteration before new orders are considered.
In paper mode the KIS pending-orders API (TTTS3018R) is unsupported, so
this function returns immediately without making any API calls.
BUY pending → cancel (to free up balance) + optionally set cooldown.
SELL pending → cancel then resubmit at a wider spread (-0.4% from last
price). Resubmission is attempted at most once per key
per session to avoid infinite retry loops.
Args:
overseas_broker: OverseasBroker instance.
telegram: TelegramClient for notifications.
settings: Application settings (MODE, ENABLED_MARKETS).
sell_resubmit_counts: Mutable dict tracking SELL resubmission attempts
per "{exchange_code}:{stock_code}" key. Passed by reference so
counts persist across calls within the same session.
buy_cooldown: Optional cooldown dict shared with the main trading loop.
When provided, cancelled BUY orders are added with a
_BUY_COOLDOWN_SECONDS expiry.
"""
# Determine which exchange codes to query, deduplicating US exchanges.
# NASD alone returns all US (NASD/NYSE/AMEX) pending orders.
us_exchanges = frozenset({"NASD", "NYSE", "AMEX"})
exchange_codes: list[str] = []
seen_us = False
for market_code in settings.enabled_market_list:
market_info = MARKETS.get(market_code)
if market_info is None or market_info.is_domestic:
continue
exc_code = market_info.exchange_code
if exc_code in us_exchanges:
if not seen_us:
exchange_codes.append("NASD")
seen_us = True
elif exc_code not in exchange_codes:
exchange_codes.append(exc_code)
now = asyncio.get_event_loop().time()
for exchange_code in exchange_codes:
try:
orders = await overseas_broker.get_overseas_pending_orders(exchange_code)
except Exception as exc:
logger.warning(
"Failed to fetch pending orders for %s: %s", exchange_code, exc
)
continue
for order in orders:
try:
stock_code = order.get("pdno", "")
odno = order.get("odno", "")
sll_buy = order.get("sll_buy_dvsn_cd", "") # "01"=SELL, "02"=BUY
nccs_qty = int(order.get("nccs_qty", "0") or "0")
order_exchange = order.get("ovrs_excg_cd") or exchange_code
key = f"{order_exchange}:{stock_code}"
if not stock_code or not odno or nccs_qty <= 0:
continue
# Cancel the pending order first regardless of direction.
cancel_result = await overseas_broker.cancel_overseas_order(
exchange_code=order_exchange,
stock_code=stock_code,
odno=odno,
qty=nccs_qty,
)
if cancel_result.get("rt_cd") != "0":
logger.warning(
"Cancel failed for %s %s: rt_cd=%s msg=%s",
order_exchange,
stock_code,
cancel_result.get("rt_cd"),
cancel_result.get("msg1"),
)
continue
if sll_buy == "02":
# BUY pending → cancelled; set cooldown to avoid immediate re-buy.
if buy_cooldown is not None:
buy_cooldown[key] = now + _BUY_COOLDOWN_SECONDS
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market=order_exchange,
action="BUY",
quantity=nccs_qty,
outcome="cancelled",
)
except Exception as notify_exc:
logger.warning("notify_unfilled_order failed: %s", notify_exc)
elif sll_buy == "01":
# SELL pending — attempt one resubmit at a wider spread.
if sell_resubmit_counts.get(key, 0) >= 1:
# Already resubmitted once — only cancel (already done above).
logger.warning(
"SELL %s %s already resubmitted once — no further resubmit",
order_exchange,
stock_code,
)
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market=order_exchange,
action="SELL",
quantity=nccs_qty,
outcome="cancelled",
)
except Exception as notify_exc:
logger.warning(
"notify_unfilled_order failed: %s", notify_exc
)
else:
# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
try:
price_data = await overseas_broker.get_overseas_price(
order_exchange, stock_code
)
last_price = float(
price_data.get("output", {}).get("last", "0") or "0"
)
if last_price <= 0:
raise ValueError(
f"Invalid price ({last_price}) for {stock_code}"
)
new_price = round(last_price * 0.996, 4)
await overseas_broker.send_overseas_order(
exchange_code=order_exchange,
stock_code=stock_code,
order_type="SELL",
quantity=nccs_qty,
price=new_price,
)
sell_resubmit_counts[key] = (
sell_resubmit_counts.get(key, 0) + 1
)
try:
await telegram.notify_unfilled_order(
stock_code=stock_code,
market=order_exchange,
action="SELL",
quantity=nccs_qty,
outcome="resubmitted",
new_price=new_price,
)
except Exception as notify_exc:
logger.warning(
"notify_unfilled_order failed: %s", notify_exc
)
except Exception as exc:
logger.error(
"SELL resubmit failed for %s %s: %s",
order_exchange,
stock_code,
exc,
)
except Exception as exc:
logger.error(
"Error handling pending order for %s: %s",
order.get("pdno", "?"),
exc,
)
async def run_daily_session(
broker: KISBroker,
overseas_broker: OverseasBroker,
@@ -1022,11 +1197,27 @@ async def run_daily_session(
# BUY cooldown: prevents retrying stocks rejected for insufficient balance
daily_buy_cooldown: dict[str, float] = {} # "{market_code}:{stock_code}" -> expiry timestamp
# Tracks SELL resubmission attempts per "{exchange_code}:{stock_code}" (max 1 per session).
sell_resubmit_counts: dict[str, int] = {}
# Process each open market
for market in open_markets:
# Use market-local date for playbook keying
market_today = datetime.now(market.timezone).date()
# Check and handle overseas pending (unfilled) limit orders before new decisions.
if not market.is_domestic:
try:
await handle_overseas_pending_orders(
overseas_broker,
telegram,
settings,
sell_resubmit_counts,
daily_buy_cooldown,
)
except Exception as exc:
logger.warning("Pending order check failed: %s", exc)
# Dynamic stock discovery via scanner (no static watchlists)
candidates_list: list[ScanCandidate] = []
fallback_stocks: list[str] | None = None
@@ -2085,6 +2276,9 @@ async def run(settings: Settings) -> None:
# BUY cooldown: prevents retrying a stock rejected for insufficient balance
buy_cooldown: dict[str, float] = {} # "{market_code}:{stock_code}" -> expiry timestamp
# Tracks SELL resubmission attempts per "{exchange_code}:{stock_code}" (max 1 until restart).
sell_resubmit_counts: dict[str, int] = {}
# Initialize latency control system
criticality_assessor = CriticalityAssessor(
critical_pnl_threshold=-2.5, # Near circuit breaker at -3.0%
@@ -2270,6 +2464,19 @@ async def run(settings: Settings) -> None:
logger.warning("Market open notification failed: %s", exc)
_market_states[market.code] = True
# Check and handle overseas pending (unfilled) limit orders.
if not market.is_domestic:
try:
await handle_overseas_pending_orders(
overseas_broker,
telegram,
settings,
sell_resubmit_counts,
buy_cooldown,
)
except Exception as exc:
logger.warning("Pending order check failed: %s", exc)
# Smart Scanner: dynamic stock discovery (no static watchlists)
now_timestamp = asyncio.get_event_loop().time()
last_scan = last_scan_time.get(market.code, 0.0)

View File

@@ -473,6 +473,48 @@ class TelegramClient:
NotificationMessage(priority=priority, message=message)
)
async def notify_unfilled_order(
self,
stock_code: str,
market: str,
action: str,
quantity: int,
outcome: str,
new_price: float | None = None,
) -> None:
"""Notify about an unfilled overseas order that was cancelled or resubmitted.
Args:
stock_code: Stock ticker symbol.
market: Exchange/market code (e.g., "NASD", "SEHK").
action: "BUY" or "SELL".
quantity: Unfilled quantity.
outcome: "cancelled" or "resubmitted".
new_price: New order price if resubmitted (None if only cancelled).
"""
if not self._filter.trades:
return
# SELL resubmit is high priority — position liquidation at risk.
# BUY cancel is medium priority — only cash is freed.
priority = (
NotificationPriority.HIGH
if action == "SELL"
else NotificationPriority.MEDIUM
)
outcome_emoji = "🔄" if outcome == "resubmitted" else ""
outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
action_emoji = "🔴" if action == "SELL" else "🟢"
lines = [
f"<b>{outcome_emoji} 미체결 주문 {outcome_label}</b>",
f"Symbol: <code>{stock_code}</code> ({market})",
f"Action: {action_emoji} {action}",
f"Quantity: {quantity:,} shares",
]
if new_price is not None:
lines.append(f"New Price: {new_price:.4f}")
message = "\n".join(lines)
await self._send_notification(NotificationMessage(priority=priority, message=message))
async def notify_error(
self, error_type: str, error_msg: str, context: str
) -> None:

View File

@@ -22,6 +22,7 @@ from src.main import (
_run_context_scheduler,
_run_evolution_loop,
_start_dashboard_server,
handle_overseas_pending_orders,
run_daily_session,
safe_float,
sync_positions_from_broker,
@@ -3872,3 +3873,188 @@ class TestDomesticBuyDoublePreventionTradingCycle:
# BUY must NOT have been executed because broker still holds the stock
broker.send_order.assert_not_called()
class TestHandleOverseasPendingOrders:
"""Tests for handle_overseas_pending_orders function."""
def _make_settings(self, markets: str = "US_NASDAQ,US_NYSE,US_AMEX") -> Settings:
return Settings(
KIS_APP_KEY="k",
KIS_APP_SECRET="s",
KIS_ACCOUNT_NO="12345678-01",
GEMINI_API_KEY="g",
ENABLED_MARKETS=markets,
)
def _make_telegram(self) -> MagicMock:
t = MagicMock()
t.notify_unfilled_order = AsyncMock()
return t
@pytest.mark.asyncio
async def test_buy_pending_is_cancelled_and_cooldown_set(self) -> None:
"""BUY pending order should be cancelled and buy_cooldown should be set."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD001",
"sll_buy_dvsn_cd": "02", # BUY
"nccs_qty": "3",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
sell_resubmit_counts: dict[str, int] = {}
buy_cooldown: dict[str, float] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts, buy_cooldown
)
overseas_broker.cancel_overseas_order.assert_called_once_with(
exchange_code="NASD",
stock_code="AAPL",
odno="ORD001",
qty=3,
)
assert "NASD:AAPL" in buy_cooldown
telegram.notify_unfilled_order.assert_called_once()
call_kwargs = telegram.notify_unfilled_order.call_args[1]
assert call_kwargs["action"] == "BUY"
assert call_kwargs["outcome"] == "cancelled"
@pytest.mark.asyncio
async def test_sell_pending_is_cancelled_then_resubmitted(self) -> None:
"""First unfilled SELL should be cancelled then resubmitted at -0.4% price."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD002",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "5",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
overseas_broker.get_overseas_price = AsyncMock(
return_value={"output": {"last": "200.0"}}
)
overseas_broker.send_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.cancel_overseas_order.assert_called_once()
overseas_broker.send_overseas_order.assert_called_once()
resubmit_kwargs = overseas_broker.send_overseas_order.call_args[1]
assert resubmit_kwargs["order_type"] == "SELL"
assert resubmit_kwargs["price"] == round(200.0 * 0.996, 4)
assert sell_resubmit_counts.get("NASD:AAPL") == 1
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
assert notify_kwargs["outcome"] == "resubmitted"
@pytest.mark.asyncio
async def test_sell_cancel_failure_skips_resubmit(self) -> None:
"""When cancel returns rt_cd != '0', resubmit should NOT be attempted."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD003",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "2",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "1", "msg1": "Error"} # failure
)
overseas_broker.send_overseas_order = AsyncMock()
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.send_overseas_order.assert_not_called()
telegram.notify_unfilled_order.assert_not_called()
@pytest.mark.asyncio
async def test_sell_already_resubmitted_is_only_cancelled(self) -> None:
"""Second unfilled SELL (sell_resubmit_counts >= 1) should only cancel, no resubmit."""
settings = self._make_settings("US_NASDAQ")
telegram = self._make_telegram()
pending_order = {
"pdno": "AAPL",
"odno": "ORD004",
"sll_buy_dvsn_cd": "01", # SELL
"nccs_qty": "4",
"ovrs_excg_cd": "NASD",
}
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(
return_value=[pending_order]
)
overseas_broker.cancel_overseas_order = AsyncMock(
return_value={"rt_cd": "0", "msg1": "OK"}
)
overseas_broker.send_overseas_order = AsyncMock()
# Already resubmitted once
sell_resubmit_counts: dict[str, int] = {"NASD:AAPL": 1}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
overseas_broker.cancel_overseas_order.assert_called_once()
overseas_broker.send_overseas_order.assert_not_called()
notify_kwargs = telegram.notify_unfilled_order.call_args[1]
assert notify_kwargs["outcome"] == "cancelled"
assert notify_kwargs["action"] == "SELL"
@pytest.mark.asyncio
async def test_us_exchanges_deduplicated_to_nasd(self) -> None:
"""US_NASDAQ, US_NYSE, US_AMEX should result in only one NASD query."""
settings = self._make_settings("US_NASDAQ,US_NYSE,US_AMEX")
telegram = self._make_telegram()
overseas_broker = MagicMock()
overseas_broker.get_overseas_pending_orders = AsyncMock(return_value=[])
sell_resubmit_counts: dict[str, int] = {}
await handle_overseas_pending_orders(
overseas_broker, telegram, settings, sell_resubmit_counts
)
# Should be called exactly once with "NASD"
assert overseas_broker.get_overseas_pending_orders.call_count == 1
overseas_broker.get_overseas_pending_orders.assert_called_once_with("NASD")

View File

@@ -813,3 +813,221 @@ class TestOverseasTRIDBranching:
await broker.send_overseas_order("NASD", "AAPL", "SELL", 1)
assert "TTTT1006U" in captured
class TestGetOverseasPendingOrders:
"""Tests for get_overseas_pending_orders method."""
@pytest.mark.asyncio
async def test_paper_mode_returns_empty(
self, overseas_broker: OverseasBroker
) -> None:
"""Paper mode should immediately return [] without any API call."""
# Default mock_settings has MODE="paper"
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "paper"}
)
mock_session = MagicMock()
_setup_broker_mocks(overseas_broker, mock_session)
result = await overseas_broker.get_overseas_pending_orders("NASD")
assert result == []
mock_session.get.assert_not_called()
@pytest.mark.asyncio
async def test_live_mode_calls_ttts3018r_with_correct_params(
self, overseas_broker: OverseasBroker
) -> None:
"""Live mode should call TTTS3018R with OVRS_EXCG_CD and return output list."""
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "live"}
)
captured_tr_id: list[str] = []
captured_params: list[dict] = []
async def mock_auth_headers(tr_id: str) -> dict:
captured_tr_id.append(tr_id)
return {}
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
pending_orders = [
{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
]
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"output": pending_orders})
mock_session = MagicMock()
def _capture_get(url: str, **kwargs: object) -> MagicMock:
captured_params.append(kwargs.get("params", {}))
return _make_async_cm(mock_resp)
mock_session.get = MagicMock(side_effect=_capture_get)
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
result = await overseas_broker.get_overseas_pending_orders("NASD")
assert result == pending_orders
assert captured_tr_id == ["TTTS3018R"]
assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
@pytest.mark.asyncio
async def test_live_mode_connection_error(
self, overseas_broker: OverseasBroker
) -> None:
"""Network error in live mode should raise ConnectionError."""
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "live"}
)
cm = MagicMock()
cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
cm.__aexit__ = AsyncMock(return_value=False)
mock_session = MagicMock()
mock_session.get = MagicMock(return_value=cm)
_setup_broker_mocks(overseas_broker, mock_session)
with pytest.raises(ConnectionError, match="Network error fetching pending orders"):
await overseas_broker.get_overseas_pending_orders("NASD")
class TestCancelOverseasOrder:
"""Tests for cancel_overseas_order method."""
def _setup_cancel_mocks(
self, overseas_broker: OverseasBroker, response: dict
) -> tuple[list[str], MagicMock]:
"""Wire up mocks for a successful cancel call; return captured TR_IDs and session."""
captured_tr_ids: list[str] = []
async def mock_auth_headers(tr_id: str) -> dict:
captured_tr_ids.append(tr_id)
return {}
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
overseas_broker._broker._get_hash_key = AsyncMock(return_value="hash_val") # type: ignore[method-assign]
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value=response)
mock_session = MagicMock()
mock_session.post = MagicMock(return_value=_make_async_cm(mock_resp))
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
return captured_tr_ids, mock_session
@pytest.mark.asyncio
async def test_us_live_uses_tttt1004u(
self, overseas_broker: OverseasBroker
) -> None:
"""US exchange in live mode should use TTTT1004U."""
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "live"}
)
captured, _ = self._setup_cancel_mocks(
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
)
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
assert "TTTT1004U" in captured
@pytest.mark.asyncio
async def test_us_paper_uses_vttt1004u(
self, overseas_broker: OverseasBroker
) -> None:
"""US exchange in paper mode should use VTTT1004U."""
# Default mock_settings has MODE="paper"
captured, _ = self._setup_cancel_mocks(
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
)
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
assert "VTTT1004U" in captured
@pytest.mark.asyncio
async def test_hk_live_uses_ttts1003u(
self, overseas_broker: OverseasBroker
) -> None:
"""SEHK exchange in live mode should use TTTS1003U."""
overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
update={"MODE": "live"}
)
captured, _ = self._setup_cancel_mocks(
overseas_broker, {"rt_cd": "0", "msg1": "OK"}
)
await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
assert "TTTS1003U" in captured
@pytest.mark.asyncio
async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
self, overseas_broker: OverseasBroker
) -> None:
"""Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
captured_body: list[dict] = []
async def mock_auth_headers(tr_id: str) -> dict:
return {}
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
overseas_broker._broker._get_hash_key = AsyncMock(return_value="h") # type: ignore[method-assign]
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
mock_session = MagicMock()
def _capture_post(url: str, **kwargs: object) -> MagicMock:
captured_body.append(kwargs.get("json", {}))
return _make_async_cm(mock_resp)
mock_session.post = MagicMock(side_effect=_capture_post)
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD003", 3)
assert captured_body[0]["RVSE_CNCL_DVSN_CD"] == "02"
assert captured_body[0]["OVRS_ORD_UNPR"] == "0"
assert captured_body[0]["ORGN_ODNO"] == "ORD003"
@pytest.mark.asyncio
async def test_cancel_sets_hashkey_header(
self, overseas_broker: OverseasBroker
) -> None:
"""hashkey must be set in the request headers."""
captured_headers: list[dict] = []
overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash") # type: ignore[method-assign]
overseas_broker._broker._rate_limiter.acquire = AsyncMock()
async def mock_auth_headers(tr_id: str) -> dict:
return {"tr_id": tr_id}
overseas_broker._broker._auth_headers = mock_auth_headers # type: ignore[method-assign]
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(return_value={"rt_cd": "0"})
mock_session = MagicMock()
def _capture_post(url: str, **kwargs: object) -> MagicMock:
captured_headers.append(dict(kwargs.get("headers", {})))
return _make_async_cm(mock_resp)
mock_session.post = MagicMock(side_effect=_capture_post)
overseas_broker._broker._get_session = MagicMock(return_value=mock_session)
await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD004", 2)
assert captured_headers[0].get("hashkey") == "test_hash"