programgarden 2.6.4__tar.gz → 2.6.5__tar.gz

{programgarden-2.6.4 → programgarden-2.6.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: programgarden
-Version: 2.6.4
+Version: 2.6.5
 Summary: ProgramGarden - 노드 기반 자동매매 DSL 실행 엔진
 License-Expression: AGPL-3.0-or-later
 Author: 프로그램동산
@@ -31,6 +31,10 @@ The 2.6.2 release candidate [futures minute alias correction](../../docs/futures
 
 # ProgramGarden
 
+The 2.6.5 release candidate [futures position exchange correction](../../docs/futures-position-exchange.md)
+reads each futures position's and pending order's exchange from o3105 instead
+of a fixed `HKEX`; an unconfirmed exchange stays empty.
+
 The 2.6.4 release candidate [paper futures account correction](../../docs/paper-futures-business-date.md#account-node-and-rejection-messages-264-candidate)
 returns an empty futures account for the paper empty-account answer and names
 the broker message in unaccepted response errors. Live behavior is unchanged.

{programgarden-2.6.4 → programgarden-2.6.5}/README.md

@@ -2,6 +2,10 @@ The 2.6.2 release candidate [futures minute alias correction](../../docs/futures
 
 # ProgramGarden
 
+The 2.6.5 release candidate [futures position exchange correction](../../docs/futures-position-exchange.md)
+reads each futures position's and pending order's exchange from o3105 instead
+of a fixed `HKEX`; an unconfirmed exchange stays empty.
+
 The 2.6.4 release candidate [paper futures account correction](../../docs/paper-futures-business-date.md#account-node-and-rejection-messages-264-candidate)
 returns an empty futures account for the paper empty-account answer and names
 the broker message in unaccepted response errors. Live behavior is unchanged.

{programgarden-2.6.4 → programgarden-2.6.5}/programgarden/context.py

@@ -285,6 +285,9 @@ class ExecutionContext:
         # Tracks workflow positions separately using FIFO for competition ranking
         self._workflow_position_tracker: Optional[Any] = None  # WorkflowPositionTracker (lazy init)
         self._personal_metrics_cache: Optional[Tuple[tuple, float, dict]] = None
+        # Per-run o3105 exchange answers for futures account/pending rows
+        # (programgarden.futures_exchange creates it on first use).
+        self._futures_exchange_cache: Optional[Any] = None
         self._workflow_risk_tracker: Optional[Any] = None  # WorkflowRiskTracker (lazy init)
         self._workflow_broker_node_id: Optional[str] = None  # BrokerNode ID for PnL refresh
         self._workflow_product: str = "overseas_stock"  # Product type for PnL refresh

{programgarden-2.6.4 → programgarden-2.6.5}/programgarden/executor.py

@@ -6141,6 +6141,7 @@ class AccountNodeExecutor(NodeExecutorBase):
         """
         from datetime import datetime
         from zoneinfo import ZoneInfo
+        from programgarden.futures_exchange import resolve_contract_exchanges
         from programgarden.futures_read_evidence import require_complete_rows, require_position_identity
         from programgarden.paper_futures_business_date import is_paper_client
 
@@ -6166,7 +6167,6 @@ class AccountNodeExecutor(NodeExecutorBase):
 
             # block2 = 종목별 잔고 (list 형태로 변환, NewOrderNode 호환)
             positions = []
-            held_symbols = []
             for item in position_rows:
                 require_position_identity(item)
                 symbol = item.IsuCodeVal.strip() if item.IsuCodeVal else ""
@@ -6187,7 +6187,9 @@ class AccountNodeExecutor(NodeExecutorBase):
 
                 positions.append({
                     "symbol": symbol,
-                    "exchange": "HKEX",  # 해외선물 기본 거래소
+                    # CIDBQ01500 carries no exchange. Filled below from o3105
+                    # ExchCd; None when that evidence is unavailable.
+                    "exchange": None,
                     "name": item.IsuNm.strip() if hasattr(item, 'IsuNm') and item.IsuNm else symbol,
                     "direction": position_side,  # long/short
                     "close_side": close_side,  # 청산 시 주문 방향: sell/buy
@@ -6213,7 +6215,6 @@ class AccountNodeExecutor(NodeExecutorBase):
                     "pnl_rate": pnl_rate,  # 명목가 대비 수익률(%) — StopLoss/ProfitTarget 소비
                     "currency": item.CrcyCodeVal.strip() if item.CrcyCodeVal else "",
                 })
-                held_symbols.append({"exchange": "HKEX", "symbol": symbol})
 
             # 2. CIDBQ05300: 예탁자산 조회 (CIDBQ03000 상위호환).
             # Wrapped in its own try so a balance failure no longer drops
@@ -6288,6 +6289,15 @@ class AccountNodeExecutor(NodeExecutorBase):
                 balance_info["_failure_codes"] = ["CIDBQ05300"]
                 balance_info["_failure_reason"] = cidbq05300_failure_reason or "CIDBQ05300 fetch failed"
 
+            # 3. o3105: the exchange of each held contract (at most one read per
+            # symbol per run; unresolved stays None, never a default exchange).
+            exchanges = await resolve_contract_exchanges(
+                ls, [row["symbol"] for row in positions], context, node_id,
+            )
+            for row in positions:
+                row["exchange"] = exchanges.get(row["symbol"])
+            held_symbols = [{"exchange": row["exchange"], "symbol": row["symbol"]} for row in positions]
+
             context.log("info", f"AccountNode (futures): {len(positions)} positions, {len(balance_by_currency)} currencies", node_id)
             return {
                 "held_symbols": held_symbols,
@@ -6663,6 +6673,7 @@ class OpenOrdersNodeExecutor(NodeExecutorBase):
         """해외선물 미체결 조회 (CIDBQ02400)"""
         from datetime import datetime
         from zoneinfo import ZoneInfo
+        from programgarden.futures_exchange import resolve_contract_exchanges
         from programgarden.futures_read_evidence import require_complete_rows, require_pending_identity
         from programgarden.paper_futures_business_date import is_paper_client, read_current_business_date
         from programgarden.database.broker_evidence import StartupEvidenceUnavailable
@@ -6709,7 +6720,9 @@ class OpenOrdersNodeExecutor(NodeExecutorBase):
 
             open_orders.append({
                 "order_id": order_id,
-                "exchange": "HKEX",  # 해외선물 기본
+                # CIDBQ02400 carries no exchange. Filled below from o3105
+                # ExchCd; None when that evidence is unavailable.
+                "exchange": None,
                 "symbol": item.IsuCodeVal.strip() if hasattr(item, 'IsuCodeVal') and item.IsuCodeVal else "",
                 "name": item.IsuNm.strip() if hasattr(item, 'IsuNm') and item.IsuNm else "",
                 "side": side,
@@ -6721,6 +6734,12 @@ class OpenOrdersNodeExecutor(NodeExecutorBase):
                 "order_time": item.OrdSndDttm if hasattr(item, 'OrdSndDttm') else "",
             })
 
+        exchanges = await resolve_contract_exchanges(
+            ls, [row["symbol"] for row in open_orders], context, node_id,
+        )
+        for row in open_orders:
+            row["exchange"] = exchanges.get(row["symbol"])
+
         context.log("info", f"OpenOrdersNode (futures): {len(open_orders)} open orders", node_id)
         return {
             "open_orders": open_orders,
@@ -16927,6 +16946,14 @@ class NewOrderNodeExecutor(NodeExecutorBase):
         from datetime import date
         from decimal import Decimal
 
+        if not isinstance(order.get("exchange"), str):
+            # A futures position or pending row whose exchange o3105 could not
+            # confirm carries exchange None. Stop before any lifecycle entry is
+            # recorded, so nothing is sent and a later retry is not blocked.
+            raise ValueError(
+                "Futures order exchange is unavailable (exchange=None, e.g. a position "
+                "whose exchange o3105 could not confirm); no order was sent"
+            )
         cycle = getattr(context._workflow_job, "_order_cycle", 0)
         iteration = iteration_index
         if iteration is None:

programgarden-2.6.5/programgarden/futures_exchange.py

@@ -0,0 +1,102 @@
+"""Listing exchange of the overseas-futures contracts an account reports.
+
+CIDBQ01500 (open positions) and CIDBQ02400 (pending orders) name a contract
+but carry no exchange or market field. The exchange code is read from o3105
+``ExchCd``, the contract-detail TR that FuturesContractInfoNode already uses,
+under the same identity rules as ``futures_contract_info.read_contract_info``:
+HTTP 200, no error, ``rsp_cd`` 00000, an echoed ``Symbol`` equal to the
+requested contract and a non-empty ``ExchCd``. Anything else leaves the
+exchange unknown (``None``). No default exchange is ever substituted.
+
+Each execution context (one workflow run) asks o3105 at most once per symbol.
+The answer is cached on the context, including an unknown answer. Reads are
+serialized and spaced like the startup broker reads so the shared app key is
+not burst. Request fields follow
+``finance/example/overseas_futureoption/run_o3105.py`` (symbol only).
+"""
+from __future__ import annotations
+
+import asyncio
+from typing import Any, Dict, Iterable, Optional
+
+# Same gap the startup broker reads keep between consecutive TRs on one app key
+# (database/broker_snapshot.py). o3105 is limited to 2 requests per second.
+READ_SPACING_SECONDS = 2.0
+READ_TIMEOUT_SECONDS = 20.0
+SOURCE_TR = "o3105"
+
+_sleep = asyncio.sleep
+
+
+class _RunExchangeCache:
+    """Per-run symbol -> exchange answers; ``None`` records an unresolved read."""
+
+    __slots__ = ("exchanges", "lock")
+
+    def __init__(self) -> None:
+        self.exchanges: Dict[str, Optional[str]] = {}
+        self.lock = asyncio.Lock()
+
+
+def _run_cache(context: Any) -> _RunExchangeCache:
+    cache = getattr(context, "_futures_exchange_cache", None)
+    if not isinstance(cache, _RunExchangeCache):
+        cache = _RunExchangeCache()
+        setattr(context, "_futures_exchange_cache", cache)
+    return cache
+
+
+def exchange_from_contract_detail(response: Any, symbol: str) -> Optional[str]:
+    """Return o3105 ``ExchCd`` for ``symbol``, or ``None`` without exact evidence."""
+    if (
+        getattr(response, "status_code", None) != 200
+        or getattr(response, "error_msg", None)
+        or getattr(response, "rsp_cd", None) != "00000"
+    ):
+        return None
+    block = getattr(response, "block", None)
+    fields = getattr(block, "model_fields_set", None)
+    if block is None or not isinstance(fields, (set, frozenset)) or not {"Symbol", "ExchCd"} <= fields:
+        return None
+    echoed, exchange = getattr(block, "Symbol", None), getattr(block, "ExchCd", None)
+    if not isinstance(echoed, str) or echoed.strip() != symbol or not isinstance(exchange, str):
+        return None
+    return exchange.strip() or None
+
+
+async def _read_exchange(ls: Any, symbol: str) -> Optional[str]:
+    from programgarden_finance.ls.overseas_futureoption.market.o3105.blocks import O3105InBlock
+
+    try:
+        response = await asyncio.wait_for(
+            ls.overseas_futureoption().market().o3105(body=O3105InBlock(symbol=symbol)).req_async(),
+            timeout=READ_TIMEOUT_SECONDS,
+        )
+    except Exception:  # noqa: BLE001 - an unavailable read leaves the exchange unknown
+        return None
+    return exchange_from_contract_detail(response, symbol)
+
+
+async def resolve_contract_exchanges(
+    ls: Any, symbols: Iterable[str], context: Any, node_id: str,
+) -> Dict[str, Optional[str]]:
+    """Map each distinct contract symbol to its o3105 exchange code or ``None``."""
+    wanted = [symbol for symbol in dict.fromkeys(symbols) if isinstance(symbol, str) and symbol]
+    if not wanted:
+        return {}
+    cache = _run_cache(context)
+    async with cache.lock:
+        for symbol in wanted:
+            if symbol in cache.exchanges:
+                continue
+            await _sleep(READ_SPACING_SECONDS)
+            exchange = await _read_exchange(ls, symbol)
+            cache.exchanges[symbol] = exchange
+            if exchange is None:
+                context.log(
+                    "warning",
+                    f"Futures exchange for {symbol} is unavailable ({SOURCE_TR} gave no matching "
+                    "exchange code); the row's exchange is left empty for this run",
+                    node_id,
+                )
+        return {symbol: cache.exchanges[symbol] for symbol in wanted}

{programgarden-2.6.4 → programgarden-2.6.5}/pyproject.toml

@@ -5,7 +5,7 @@ authors = [
 homepage = "https://programgarden.com"
 requires-python = ">=3.12"
 name = "programgarden"
-version = "2.6.4"
+version = "2.6.5"
 license = "AGPL-3.0-or-later"
 description = "ProgramGarden - 노드 기반 자동매매 DSL 실행 엔진"
 readme = "README.md"