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19 changes: 16 additions & 3 deletions src/quant_platform_kit/longbridge/execution.py
Original file line number Diff line number Diff line change
Expand Up @@ -40,16 +40,29 @@ def submit_order(
order_type = OrderType.LO if order_kind == "limit" else OrderType.MO
order_side = OrderSide.Buy if side == "buy" else OrderSide.Sell
submitted_quantity = Decimal(str(quantity))
if submitted_quantity < Decimal("1") or submitted_quantity != submitted_quantity.to_integral_value():
if submitted_quantity < Decimal("1"):
return ExecutionReport(
symbol=symbol.split(".")[0],
side=side,
quantity=float(quantity),
status="rejected",
raw_payload={
"detail": (
"LongBridge submitted_quantity must be a whole-share quantity "
"of at least 1 share; "
"LongBridge submitted_quantity must be at least 1 share; "
f"got {submitted_quantity}."
),
"order_kind": order_kind,
},
)
if side == "buy" and submitted_quantity != submitted_quantity.to_integral_value():
return ExecutionReport(
symbol=symbol.split(".")[0],
side=side,
quantity=float(quantity),
status="rejected",
raw_payload={
"detail": (
"LongBridge fractional buy orders are not supported by this adapter; "
f"got {submitted_quantity}."
),
"order_kind": order_kind,
Expand Down
20 changes: 17 additions & 3 deletions tests/test_longbridge_execution.py
Original file line number Diff line number Diff line change
Expand Up @@ -102,10 +102,10 @@ def test_submit_order_rejects_quantity_below_one_before_api_call(self) -> None:
)

self.assertEqual(report.status, "rejected")
self.assertIn("whole-share quantity of at least 1 share", report.raw_payload["detail"])
self.assertIn("at least 1 share", report.raw_payload["detail"])
self.assertFalse(hasattr(ctx, "submit_args"))

def test_submit_order_rejects_fractional_quantity_before_api_call(self) -> None:
def test_submit_order_rejects_fractional_buy_before_api_call(self) -> None:
longport_module = types.ModuleType("longport")
openapi_module = types.ModuleType("longport.openapi")
openapi_module.OrderSide = types.SimpleNamespace(Buy="Buy", Sell="Sell")
Expand All @@ -124,9 +124,23 @@ def test_submit_order_rejects_fractional_quantity_before_api_call(self) -> None:
)

self.assertEqual(report.status, "rejected")
self.assertIn("whole-share quantity of at least 1 share", report.raw_payload["detail"])
self.assertIn("fractional buy orders are not supported", report.raw_payload["detail"])
self.assertFalse(hasattr(ctx, "submit_args"))

def test_submit_order_allows_fractional_sell_at_or_above_one_share(self) -> None:
longport_module = types.ModuleType("longport")
openapi_module = types.ModuleType("longport.openapi")
openapi_module.OrderSide = types.SimpleNamespace(Buy="Buy", Sell="Sell")
openapi_module.OrderType = types.SimpleNamespace(LO="LO", MO="MO")
openapi_module.TimeInForceType = types.SimpleNamespace(Day="Day")

ctx = FakeTradeContext()
with patch.dict(sys.modules, {"longport": longport_module, "longport.openapi": openapi_module}):
report = submit_order(ctx, "BOXX.US", order_kind="market", side="sell", quantity=4.6177)

self.assertEqual(report.status, "submitted")
self.assertEqual(str(ctx.submit_args[3]), "4.6177")

def test_fetch_order_status(self) -> None:
status = fetch_order_status(FakeTradeContext(), "OID-1")

Expand Down