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fix: KR session-aware exchange routing (#409) #411

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agentson wants to merge 7 commits from feature/issue-409-kr-session-exchange-routing into main
pull from: feature/issue-409-kr-session-exchange-routing
merge into: jihoson:main
Conversation 2 Commits 7 Files Changed 12 +1126 -13
agentson commented 2026-03-04 10:12:56 +09:00
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Summary

  • fix #409 by introducing KR session-aware exchange routing module (KRExchangeRouter)
  • apply session mapping to domestic rankings (KRX_REG=J, NXT_PRE/NXT_AFTER=NX)
  • ensure domestic orders always include explicit EXCG_ID_DVSN_CD
  • add tests for router, broker routing fields, and scanner session passthrough

Validation

  • python3 scripts/session_handover_check.py --strict
  • pytest tests/test_kr_exchange_router.py tests/test_broker.py tests/test_smart_scanner.py -v
  • pytest tests/test_main.py -k "atr or staged_exit or pred_down_prob" -v
  • ruff check src/broker/kis_api.py src/broker/kr_exchange_router.py src/analysis/smart_scanner.py tests/test_kr_exchange_router.py tests/test_broker.py tests/test_smart_scanner.py
  • mypy src/broker/kis_api.py src/broker/kr_exchange_router.py src/analysis/smart_scanner.py --strict

Runtime Plan

  • restart program after merge
  • run INTERVAL_SEC=60 MAX_HOURS=24 POLICY_TZ=Asia/Seoul bash scripts/runtime_verify_monitor.sh
  • monitor #409 with #318/#325 in parallel, and create separate issue tickets for any anomalies
## Summary - fix #409 by introducing KR session-aware exchange routing module (`KRExchangeRouter`) - apply session mapping to domestic rankings (`KRX_REG=J`, `NXT_PRE/NXT_AFTER=NX`) - ensure domestic orders always include explicit `EXCG_ID_DVSN_CD` - add tests for router, broker routing fields, and scanner session passthrough ## Validation - `python3 scripts/session_handover_check.py --strict` - `pytest tests/test_kr_exchange_router.py tests/test_broker.py tests/test_smart_scanner.py -v` - `pytest tests/test_main.py -k "atr or staged_exit or pred_down_prob" -v` - `ruff check src/broker/kis_api.py src/broker/kr_exchange_router.py src/analysis/smart_scanner.py tests/test_kr_exchange_router.py tests/test_broker.py tests/test_smart_scanner.py` - `mypy src/broker/kis_api.py src/broker/kr_exchange_router.py src/analysis/smart_scanner.py --strict` ## Runtime Plan - restart program after merge - run `INTERVAL_SEC=60 MAX_HOURS=24 POLICY_TZ=Asia/Seoul bash scripts/runtime_verify_monitor.sh` - monitor #409 with #318/#325 in parallel, and create separate issue tickets for any anomalies
agentson added 6 commits 2026-03-04 10:12:56 +09:00
docs: add design for #398 #400 #401 feature integration workflow b227554e9e
docs: add implementation plan for #398 #400 #401
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fa89499ccb
docs: add design for #409 KR session exchange routing 296b89d95f
docs: add implementation plan for #409 exchange routing 86733ef830
chore: add handover entry for issue #409 100586e237
fix: apply KR session-aware exchange routing for rankings and orders (#409)
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agentson added 1 commit 2026-03-04 10:16:47 +09:00
fix: add dual-listing spread routing and session propagation
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agentson commented 2026-03-04 10:17:05 +09:00
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Self-review checklist completed (2026-03-04):

  • EXCG_ID_DVSN_CD is explicitly set for domestic orders.
  • Session mapping is applied to rankings (KRX_REG=J, NXT_PRE/NXT_AFTER=NX).
  • Dual-listing priority logic is connected via KRX/NXT orderbook metric load (spread/liquidity) with deterministic fallback.
  • Runtime order paths in src/main.py propagate session_id to broker.
  • Validation passed:
    • python3 scripts/session_handover_check.py --strict
    • pytest ... (103 selected tests passed)
    • ruff check ...
    • mypy ... --strict

No minor follow-up issues found in this review pass.

Self-review checklist completed (2026-03-04): - [x] `EXCG_ID_DVSN_CD` is explicitly set for domestic orders. - [x] Session mapping is applied to rankings (`KRX_REG=J`, `NXT_PRE/NXT_AFTER=NX`). - [x] Dual-listing priority logic is connected via KRX/NXT orderbook metric load (spread/liquidity) with deterministic fallback. - [x] Runtime order paths in `src/main.py` propagate `session_id` to broker. - [x] Validation passed: - `python3 scripts/session_handover_check.py --strict` - `pytest ...` (103 selected tests passed) - `ruff check ...` - `mypy ... --strict` No minor follow-up issues found in this review pass.
agentson commented 2026-03-04 10:23:02 +09:00
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Merge block note (2026-03-04):

  • PR #411 merge API returned: Does not have enough approvals.
  • Self-approval is not allowed for this repo policy, so maintainer/reviewer approval is required before merge.

Current status:

  • implementation + validations complete
  • self-review complete
  • branch pushed and up to date

Operational monitoring status:

Merge block note (2026-03-04): - PR #411 merge API returned: `Does not have enough approvals`. - Self-approval is not allowed for this repo policy, so maintainer/reviewer approval is required before merge. Current status: - implementation + validations complete - self-review complete - branch pushed and up to date Operational monitoring status: - runtime anomalies detected during monitor bootstrap and tracked as separate issues: - #412 - #413
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Reference: jihoson/The-Ouroboros#411
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