From 452eb3324d73bf020d06f84ea43a23a47c94fa54 Mon Sep 17 00:00:00 2001
From: boris <boris@boriss-MacBook-Pro.local>
Date: Thu, 23 Apr 2026 01:26:58 -0700
Subject: [PATCH] Use intraday quotes before snapshot fallback

---
 crates/fidc-core/src/broker.rs                | 42 +++++++++----------
 crates/fidc-core/tests/explicit_order_flow.rs |  3 +-
 2 files changed, 23 insertions(+), 22 deletions(-)

diff --git a/crates/fidc-core/src/broker.rs b/crates/fidc-core/src/broker.rs
index 414cb1e..d04849c 100644
--- a/crates/fidc-core/src/broker.rs
+++ b/crates/fidc-core/src/broker.rs
@@ -1829,6 +1829,27 @@ where
             return None;
         }
 
+        let start_cursor = self
+            .intraday_execution_start_time
+            .map(|start_time| date.and_time(start_time));
+        let quotes = data.execution_quotes_on(date, symbol);
+
+        if let Some(fill) = self.select_execution_fill(
+            snapshot,
+            quotes,
+            side,
+            start_cursor,
+            requested_qty,
+            round_lot,
+            minimum_order_quantity,
+            order_step_size,
+            allow_odd_lot_sell,
+            cash_limit,
+            gross_limit,
+        ) {
+            return Some(fill);
+        }
+
         if self.intraday_execution_start_time.is_some() {
             let execution_price = self.snapshot_execution_price(snapshot, side);
             let quantity = match side {
@@ -1867,27 +1888,6 @@ where
             });
         }
 
-        let start_cursor = self
-            .intraday_execution_start_time
-            .map(|start_time| date.and_time(start_time));
-        let quotes = data.execution_quotes_on(date, symbol);
-
-        if let Some(fill) = self.select_execution_fill(
-            snapshot,
-            quotes,
-            side,
-            start_cursor,
-            requested_qty,
-            round_lot,
-            minimum_order_quantity,
-            order_step_size,
-            allow_odd_lot_sell,
-            cash_limit,
-            gross_limit,
-        ) {
-            return Some(fill);
-        }
-
         None
     }
 
diff --git a/crates/fidc-core/tests/explicit_order_flow.rs b/crates/fidc-core/tests/explicit_order_flow.rs
index 5787e42..b87be8b 100644
--- a/crates/fidc-core/tests/explicit_order_flow.rs
+++ b/crates/fidc-core/tests/explicit_order_flow.rs
@@ -703,7 +703,8 @@ fn broker_cancels_market_order_remainder_when_intraday_quote_liquidity_exhausted
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
-    );
+    )
+    .with_intraday_execution_start_time(chrono::NaiveTime::from_hms_opt(10, 18, 0).unwrap());
 
     let report = broker
         .execute(