feat(trade-monitor): KIS 자체 토큰 + quote + 일봉 클라이언트

services/trade-monitor/kis_client.py

@@ -0,0 +1,123 @@
+"""KIS REST client — 자체 OAuth 토큰(TM_KIS_*) + quote + 일봉 + throttle."""
+from __future__ import annotations
+
+import asyncio
+import logging
+import time
+from datetime import datetime, timedelta
+from zoneinfo import ZoneInfo
+
+import httpx
+
+logger = logging.getLogger(__name__)
+KST = ZoneInfo("Asia/Seoul")
+
+_MAX_ATTEMPTS = 3
+_THROTTLE_INTERVAL = 0.5  # 초당 2회
+_TOKEN_MARGIN = 600       # 만료 10분 전 재발급
+
+
+class KISClient:
+    def __init__(self, app_key, app_secret, account, is_virtual, timeout: float = 10.0):
+        self._app_key = app_key
+        self._app_secret = app_secret
+        self._account = account
+        self._base_url = (
+            "https://openapivts.koreainvestment.com:29443" if is_virtual
+            else "https://openapi.koreainvestment.com:9443"
+        )
+        self._client = httpx.AsyncClient(timeout=timeout)
+        self._token: str | None = None
+        self._token_exp: float = 0.0
+        self._last_throttle_at = 0.0
+        self._throttle_lock = asyncio.Lock()
+        self._token_lock = asyncio.Lock()
+
+    async def close(self) -> None:
+        await self._client.aclose()
+
+    async def _issue_token(self) -> str:
+        async with self._token_lock:
+            now = time.time()
+            if self._token and now < self._token_exp - _TOKEN_MARGIN:
+                return self._token
+            r = await self._client.post(
+                f"{self._base_url}/oauth2/tokenP",
+                json={"grant_type": "client_credentials",
+                      "appkey": self._app_key, "appsecret": self._app_secret},
+            )
+            r.raise_for_status()
+            data = r.json()
+            self._token = data["access_token"]
+            self._token_exp = now + int(data.get("expires_in", 86400))
+            return self._token
+
+    async def _throttle(self) -> None:
+        async with self._throttle_lock:
+            elapsed = time.monotonic() - self._last_throttle_at
+            if elapsed < _THROTTLE_INTERVAL:
+                await asyncio.sleep(_THROTTLE_INTERVAL - elapsed)
+            self._last_throttle_at = time.monotonic()
+
+    async def _request(self, method: str, path: str, tr_id: str, **kwargs) -> dict:
+        token = await self._issue_token()
+        headers = {
+            "authorization": f"Bearer {token}",
+            "appkey": self._app_key, "appsecret": self._app_secret,
+            "tr_id": tr_id, "custtype": "P",
+        }
+        url = f"{self._base_url}{path}"
+        for attempt in range(_MAX_ATTEMPTS):
+            await self._throttle()
+            try:
+                resp = await self._client.request(method, url, headers=headers, **kwargs)
+                if resp.status_code == 429 and attempt < _MAX_ATTEMPTS - 1:
+                    await asyncio.sleep(2 ** attempt)
+                    continue
+                resp.raise_for_status()
+                return resp.json()
+            except httpx.TimeoutException:
+                if attempt < _MAX_ATTEMPTS - 1:
+                    await asyncio.sleep(2 ** attempt)
+                    continue
+                raise
+        raise RuntimeError("retry exhausted")
+
+    async def get_quote(self, ticker: str) -> dict:
+        raw = await self._request(
+            "GET", "/uapi/domestic-stock/v1/quotations/inquire-price",
+            tr_id="FHKST01010100",
+            params={"FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": ticker},
+        )
+        o = raw.get("output", {})
+        return {
+            "price": int(o["stck_prpr"]),
+            "day_open": int(o["stck_oprc"]),
+            "today_volume": int(o["acml_vol"]),
+            "as_of": datetime.now(KST).isoformat(),
+        }
+
+    async def get_daily_ohlcv(self, ticker: str, days: int = 250) -> list[dict]:
+        today = datetime.now(KST).strftime("%Y%m%d")
+        start = (datetime.now(KST) - timedelta(days=days * 2)).strftime("%Y%m%d")
+        raw = await self._request(
+            "GET", "/uapi/domestic-stock/v1/quotations/inquire-daily-itemchartprice",
+            tr_id="FHKST03010100",
+            params={"FID_COND_MRKT_DIV_CODE": "J", "FID_INPUT_ISCD": ticker,
+                    "FID_INPUT_DATE_1": start, "FID_INPUT_DATE_2": today,
+                    "FID_PERIOD_DIV_CODE": "D", "FID_ORG_ADJ_PRC": "1"},
+        )
+        bars = []
+        for row in raw.get("output2", []):
+            try:
+                d = row["stck_bsop_date"]
+                bars.append({
+                    "datetime": f"{d[:4]}-{d[4:6]}-{d[6:]}",
+                    "open": int(row["stck_oprc"]), "high": int(row["stck_hgpr"]),
+                    "low": int(row["stck_lwpr"]), "close": int(row["stck_clpr"]),
+                    "volume": int(row["acml_vol"]),
+                })
+            except (KeyError, ValueError):
+                continue
+        bars.reverse()
+        return bars[-days:]