feat(trade-monitor): KIS 자체 토큰 + quote + 일봉 클라이언트
This commit is contained in:
123
services/trade-monitor/kis_client.py
Normal file
123
services/trade-monitor/kis_client.py
Normal file
@@ -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:]
|
||||
54
services/trade-monitor/tests/test_kis_client.py
Normal file
54
services/trade-monitor/tests/test_kis_client.py
Normal file
@@ -0,0 +1,54 @@
|
||||
"""KISClient — 토큰 발급/캐시 + quote/daily 파싱 (respx)."""
|
||||
import httpx
|
||||
import respx
|
||||
|
||||
from kis_client import KISClient
|
||||
|
||||
BASE = "https://openapi.koreainvestment.com:9443"
|
||||
|
||||
|
||||
def _client():
|
||||
return KISClient("APPKEY", "APPSECRET", "12345678-01", is_virtual=False)
|
||||
|
||||
|
||||
@respx.mock
|
||||
async def test_issue_token_cached():
|
||||
route = respx.post(f"{BASE}/oauth2/tokenP").mock(
|
||||
return_value=httpx.Response(200, json={"access_token": "TKN", "expires_in": 86400}))
|
||||
c = _client()
|
||||
t1 = await c._issue_token()
|
||||
t2 = await c._issue_token()
|
||||
assert t1 == "TKN" and t2 == "TKN"
|
||||
assert route.call_count == 1 # 캐시 → 1회만 발급
|
||||
await c.close()
|
||||
|
||||
|
||||
@respx.mock
|
||||
async def test_get_quote_parses():
|
||||
respx.post(f"{BASE}/oauth2/tokenP").mock(
|
||||
return_value=httpx.Response(200, json={"access_token": "TKN", "expires_in": 86400}))
|
||||
respx.get(f"{BASE}/uapi/domestic-stock/v1/quotations/inquire-price").mock(
|
||||
return_value=httpx.Response(200, json={"output": {
|
||||
"stck_prpr": "71500", "stck_oprc": "71000", "acml_vol": "1234567"}}))
|
||||
c = _client()
|
||||
q = await c.get_quote("005930")
|
||||
assert q["price"] == 71500 and q["day_open"] == 71000 and q["today_volume"] == 1234567
|
||||
await c.close()
|
||||
|
||||
|
||||
@respx.mock
|
||||
async def test_get_daily_ascending():
|
||||
respx.post(f"{BASE}/oauth2/tokenP").mock(
|
||||
return_value=httpx.Response(200, json={"access_token": "TKN", "expires_in": 86400}))
|
||||
# KIS는 내림차순 반환 → 오름차순으로 뒤집혀야 함
|
||||
respx.get(f"{BASE}/uapi/domestic-stock/v1/quotations/inquire-daily-itemchartprice").mock(
|
||||
return_value=httpx.Response(200, json={"output2": [
|
||||
{"stck_bsop_date": "20260702", "stck_oprc": "100", "stck_hgpr": "110",
|
||||
"stck_lwpr": "90", "stck_clpr": "105", "acml_vol": "5"},
|
||||
{"stck_bsop_date": "20260701", "stck_oprc": "95", "stck_hgpr": "102",
|
||||
"stck_lwpr": "94", "stck_clpr": "100", "acml_vol": "4"}]}))
|
||||
c = _client()
|
||||
bars = await c.get_daily_ohlcv("005930", days=250)
|
||||
assert bars[0]["datetime"] == "2026-07-01"
|
||||
assert bars[-1]["close"] == 105
|
||||
await c.close()
|
||||
Reference in New Issue
Block a user