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feat: own current KIS daily fill contract in Core

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This commit is contained in:
jordan
2026-07-29 21:46:42 +09:00
parent b47d7418e8
commit 56b35b257b
12 changed files with 365 additions and 54 deletions
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trex_core/adapters/broker/kis.py
+33 -39
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@@ -334,6 +334,34 @@ class KISBroker:
raw=payload,
)
def _daily_fill_request(
self,
trading_date: str,
*,
symbol: str = "",
order_number: str = "",
) -> tuple[str, dict[str, str]]:
"""Build the current KIS daily-fill contract for every order venue."""
cano, product = self._account()
tr_id = "VTTC0081R" if self._mock else "TTTC0081R"
return tr_id, {
"CANO": cano,
"ACNT_PRDT_CD": product,
"INQR_STRT_DT": trading_date,
"INQR_END_DT": trading_date,
"SLL_BUY_DVSN_CD": "00",
"INQR_DVSN": "00",
"PDNO": symbol,
"CCLD_DVSN": "00",
"ORD_GNO_BRNO": "",
"ODNO": order_number,
"INQR_DVSN_3": "00",
"INQR_DVSN_1": "",
"CTX_AREA_FK100": "",
"CTX_AREA_NK100": "",
"EXCG_ID_DVSN_CD": "ALL",
}
def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus:
if broker_order_id.startswith(_SUBMISSION_UNKNOWN_PREFIX):
return self._poll_unknown_submission(broker_order_id, side=side, symbol=symbol)
@@ -346,29 +374,9 @@ class KISBroker:
# Set the normal gate before I/O so concurrent execution ticks cannot
# open duplicate KIS inquiries for the same order.
self._fill_poll_not_before[broker_order_id] = now + _FILL_POLL_MIN_INTERVAL_SECONDS
cano, product = self._account()
odno = broker_order_id.split(":")[-1]
today = datetime.now(tz=_KST).strftime("%Y%m%d")
# REQ-118 AC-4 OPEN ITEM: TTTC8001R NXT 체결 포함 여부 미확인 (웹 접근 불가 환경,
# KIS 개발자 센터 문서 조회 불가). 보수 구현: 기존 TR 유지. KRX 경로 동작 절대 불변.
# 향후 NXT 체결 미포함 실측 확인 시 TTTC0081R(EXCG=ALL) 전환 별도 batch 처리.
tr_id = "VTTC8001R" if self._mock else "TTTC8001R"
params = {
"CANO": cano,
"ACNT_PRDT_CD": product,
"INQR_STRT_DT": today,
"INQR_END_DT": today,
"SLL_BUY_DVSN_CD": "00",
"INQR_DVSN": "00",
"PDNO": "",
"CCLD_DVSN": "00",
"ORD_GNO_BRNO": "",
"ODNO": odno,
"INQR_DVSN_3": "00",
"INQR_DVSN_1": "",
"CTX_AREA_FK100": "",
"CTX_AREA_NK100": "",
}
tr_id, params = self._daily_fill_request(today, order_number=odno)
try:
resp = httpx.get(
f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-daily-ccld",
@@ -430,26 +438,12 @@ class KISBroker:
self._fill_poll_not_before[broker_order_id] = (
now_monotonic + _FILL_POLL_MIN_INTERVAL_SECONDS
)
cano, product = self._account()
submitted_at = datetime.fromisoformat(str(metadata["submitted_at"])).astimezone(_KST)
today = submitted_at.strftime("%Y%m%d")
tr_id = "VTTC8001R" if self._mock else "TTTC8001R"
params = {
"CANO": cano,
"ACNT_PRDT_CD": product,
"INQR_STRT_DT": today,
"INQR_END_DT": today,
"SLL_BUY_DVSN_CD": "00",
"INQR_DVSN": "00",
"PDNO": str(metadata["symbol"]),
"CCLD_DVSN": "00",
"ORD_GNO_BRNO": "",
"ODNO": "",
"INQR_DVSN_3": "00",
"INQR_DVSN_1": "",
"CTX_AREA_FK100": "",
"CTX_AREA_NK100": "",
}
tr_id, params = self._daily_fill_request(
today,
symbol=str(metadata["symbol"]),
)
try:
resp = httpx.get(
f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-daily-ccld",