genichinandClaude Fable 5
ee3dc83a93
- OrderRequest.venue: str = "KRX" additive 추가 (기존 위치 인수 순서 불변) - BrokerPort.cancel_order: venue: str = "KRX" 파라미터 추가 - BrokerPort.get_current_price: market: str = "J" 파라미터 추가 - KISBroker.submit_order: EXCG_ID_DVSN_CD=req.venue 항상 명시 전송 - KISBroker.cancel_order: EXCG_ID_DVSN_CD=venue 항상 명시 전송 - KISBroker.get_current_price: FID_COND_MRKT_DIV_CODE=market 파라미터화 - PaperBroker: cancel_order/get_current_price 시그니처 정합 (venue/market 수신·무시) - poll_fill TR 유지 (TTTC8001R) — NXT 체결 포함 여부 미확인 open item (코드 주석 기록) - tests/adapters/broker/test_venue.py: REQ-117 AC-1~5 + REQ-118 AC-1~8 신규 17개 - docs: interface-contract.md OrderRequest/BrokerPort 섹션 + change log 추가 - docs: runtime-flows.md venue 전달 경로 명시 + change log 추가 결과: 794 passed, 47 skipped (기존 777+47 대비 신규 17개 추가 전부 통과) Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01VHtM5Ws1HKCKQ4JGi6GRb5
377 lines
17 KiB
Python
377 lines
17 KiB
Python
"""KIS (한국투자증권) Open API broker adapter (REQ-012, dcy-003).
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Implements BrokerPort against the KIS REST API, modeled on the trex-orbit
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reference (app/broker/kis.py). Slice 1 validates against the KIS 모의투자
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(VTS sandbox) server; real-account go-live is config-gated and out of scope.
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Endpoints: /oauth2/tokenP (token), /uapi/domestic-stock/v1/trading/order-cash
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(submit), /uapi/domestic-stock/v1/trading/inquire-daily-ccld (fill poll),
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/uapi/domestic-stock/v1/trading/order-rvsecncl (cancel).
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"""
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from __future__ import annotations
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from datetime import datetime, timedelta, timezone
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from decimal import Decimal, InvalidOperation
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from typing import Optional
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import httpx
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from trex_core.application.broker_port import (
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BalanceItem,
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FillStatus,
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OrderAck,
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OrderRequest,
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calculate_fee,
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calculate_tax,
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)
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_KST = timezone(timedelta(hours=9))
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_MOCK_HINTS = ("openapivts", "virtual", "mock")
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def _safe_int(v: object) -> Optional[int]:
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try:
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return int(str(v).strip())
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except (TypeError, ValueError):
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return None
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class KISBroker:
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"""KIS REST broker adapter. Live account is gated behind `allow_live`."""
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def __init__(
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self,
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account_ref: str,
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*,
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app_key: str,
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app_secret: str,
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base_url: str,
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timeout: float = 5.0,
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allow_live: bool = False,
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token_cache=None,
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) -> None:
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self._account_ref = account_ref
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self._app_key = app_key
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self._app_secret = app_secret
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self._base_url = base_url.rstrip("/")
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self._timeout = timeout
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self._token: Optional[str] = None
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self._token_exp: datetime = datetime.now(tz=timezone.utc)
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self._token_cache = token_cache # optional TokenCache (L2, REQ-016)
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is_mock = any(h in self._base_url for h in _MOCK_HINTS)
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if not is_mock and not allow_live:
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raise RuntimeError(
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"KIS live account base_url requires allow_live=True (config-gated). "
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"Use the 모의투자 (openapivts) endpoint for slice-1."
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)
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self._mock = is_mock
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def name(self) -> str:
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return "kis-mock" if self._mock else "kis-live"
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# --- credential hot-swap (dcy-036 / REQ-113 AC-2 / REQ-115 AC-1) ----------
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def reinitialize(self, credential) -> None:
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"""Replace app_key/app_secret/account_ref with fetched day-start credential.
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Called once at the day-start checkpoint (07:30 KST) after a successful
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portfolio-hub fetch (REQ-113 AC-2 / REQ-115 AC-1). base_url / timeout /
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allow_live / _mock are env-sourced and remain unchanged.
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Thread-safety: CPython GIL makes attribute assignment atomic. This is
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safe because reinitialize() is called at day-start (before trading) and
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the "day-scoped fixed cache" principle (REQ-115) ensures no intraday
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re-fetch. If intraday reinitialize is ever needed a lock should be
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added at that time.
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Access-token invalidation:
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- L1 in-memory token is cleared so the next _ensure_token() call
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issues a fresh token with the new credentials.
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- L2 Redis cache: the new (account_ref, app_key) key will miss on
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first lookup, triggering a fresh token issue. The old key expires
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via TTL — no explicit delete needed for 1x-daily rotation.
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Args:
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credential: BrokerCredentialPayload (from trex_core.application.portfolio)
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providing account_ref, app_key, app_secret.
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"""
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self._account_ref = credential.account_ref
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self._app_key = credential.app_key
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self._app_secret = credential.app_secret
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# Invalidate L1 in-memory token so next call re-issues.
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self._token = None
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self._token_exp = datetime.min.replace(tzinfo=timezone.utc)
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# --- auth ---
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def _ensure_token(self) -> str:
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# L1: in-memory
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if self._token and datetime.now(tz=timezone.utc) < self._token_exp:
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return self._token
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# L2: shared/persistent cache (Redis) — survives restart / multi-process (REQ-016)
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if self._token_cache is not None:
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cached = self._token_cache.load(self._account_ref, self._app_key)
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if cached is not None:
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self._token, self._token_exp = cached
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return self._token
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# L3: issue from KIS
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resp = httpx.post(
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f"{self._base_url}/oauth2/tokenP",
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json={
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"grant_type": "client_credentials",
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"appkey": self._app_key,
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"appsecret": self._app_secret,
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},
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timeout=self._timeout,
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)
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resp.raise_for_status()
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data = resp.json()
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self._token = data["access_token"]
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ttl = int(data.get("expires_in", 3600))
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self._token_exp = datetime.now(tz=timezone.utc) + timedelta(seconds=max(60, ttl - 300))
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if self._token_cache is not None:
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self._token_cache.store(self._account_ref, self._app_key, self._token, self._token_exp)
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return self._token
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def _headers(self, tr_id: str) -> dict[str, str]:
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return {
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"authorization": f"Bearer {self._ensure_token()}",
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"appkey": self._app_key,
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"appsecret": self._app_secret,
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"tr_id": tr_id,
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"content-type": "application/json; charset=utf-8",
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}
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def _account(self) -> tuple[str, str]:
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raw = self._account_ref.strip()
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if "-" in raw:
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cano, product = raw.split("-", 1)
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return cano.strip(), product.strip()
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digits = "".join(c for c in raw if c.isdigit())
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return digits[:8], (digits[8:] or "01")
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def _tr_submit(self, side: str) -> str:
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if self._mock:
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return "VTTC0012U" if side == "buy" else "VTTC0011U"
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return "TTTC0012U" if side == "buy" else "TTTC0011U"
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def _tr_price(self) -> str:
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"""tr_id for current-price inquiry (REQ-038 AC-7, CHG-20260607-04).
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주식현재가 시세 uses FHKST01010100 for both live and 모의투자 — KIS
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does not provide separate VTS quote tr_ids (the old TTTC8397R/
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VTTC8397R were rejected LIVE as "없는 서비스 코드", rt_cd=1).
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"""
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return "FHKST01010100"
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# --- BrokerPort ---
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def submit_order(self, req: OrderRequest) -> OrderAck:
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cano, product = self._account()
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body = {
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"CANO": cano,
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"ACNT_PRDT_CD": product,
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"PDNO": req.symbol,
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"ORD_DVSN": req.order_type,
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"ORD_QTY": str(req.qty),
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"ORD_UNPR": str(req.limit_price or 0),
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# REQ-118: always send EXCG_ID_DVSN_CD from req.venue (default "KRX").
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# Previously omitted (server defaulted to KRX); explicit is more robust.
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# Real-account NXT order confirmed rt_cd=0 on 2026-07-06.
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"EXCG_ID_DVSN_CD": req.venue,
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}
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try:
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resp = httpx.post(
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f"{self._base_url}/uapi/domestic-stock/v1/trading/order-cash",
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headers=self._headers(self._tr_submit(req.side)),
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json=body,
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timeout=self._timeout,
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)
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payload = resp.json()
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except (httpx.HTTPError, ValueError) as exc:
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return OrderAck(accepted=False, reason=f"submit_network_error:{type(exc).__name__}",
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raw={"error": str(exc)})
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if str(payload.get("rt_cd")) == "0":
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out = payload.get("output") or {}
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odno = out.get("ODNO") or out.get("odno")
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orgno = out.get("KRX_FWDG_ORD_ORGNO") or out.get("ord_gno_brno") or ""
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bid = f"{orgno}:{odno}" if orgno else str(odno)
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return OrderAck(accepted=True, broker_order_id=bid, raw=payload)
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return OrderAck(accepted=False, reason=payload.get("msg1") or payload.get("msg_cd"),
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raw=payload)
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def poll_fill(self, broker_order_id: str, *, side: str, symbol: str) -> FillStatus:
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cano, product = self._account()
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odno = broker_order_id.split(":")[-1]
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today = datetime.now(tz=_KST).strftime("%Y%m%d")
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# REQ-118 AC-4 OPEN ITEM: TTTC8001R NXT 체결 포함 여부 미확인 (웹 접근 불가 환경,
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# KIS 개발자 센터 문서 조회 불가). 보수 구현: 기존 TR 유지. KRX 경로 동작 절대 불변.
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# 향후 NXT 체결 미포함 실측 확인 시 TTTC0081R(EXCG=ALL) 전환 별도 batch 처리.
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tr_id = "VTTC8001R" if self._mock else "TTTC8001R"
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params = {
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"CANO": cano, "ACNT_PRDT_CD": product,
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"INQR_STRT_DT": today, "INQR_END_DT": today,
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"SLL_BUY_DVSN_CD": "00", "INQR_DVSN": "00", "PDNO": "",
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"CCLD_DVSN": "00", "ORD_GNO_BRNO": "", "ODNO": odno,
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"INQR_DVSN_3": "00", "INQR_DVSN_1": "",
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"CTX_AREA_FK100": "", "CTX_AREA_NK100": "",
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}
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try:
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resp = httpx.get(
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f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-daily-ccld",
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headers=self._headers(tr_id), params=params, timeout=self._timeout,
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)
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payload = resp.json()
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except (httpx.HTTPError, ValueError) as exc:
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return FillStatus(state="unknown", raw={"error": str(exc)})
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rows = payload.get("output1") or []
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row = next((r for r in rows if str(r.get("odno")) == odno), rows[0] if rows else None)
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if row is None:
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return FillStatus(state="accepted", raw=payload)
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ord_qty = _safe_int(row.get("ord_qty")) or 0
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ccld_qty = _safe_int(row.get("tot_ccld_qty")) or 0
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avg = _safe_int(row.get("avg_prvs")) or _safe_int(row.get("ccld_prvs"))
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# dcy-013 / REQ-012 (issue #9): external cancel detection. KIS
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# inquire-daily-ccld marks a cancelled order with cncl_yn="Y". Without
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# this, a zero-fill cancel looked like "accepted" and the slot was stuck
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# in pending_sell forever. Unknown/absent values are treated as not
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# cancelled (conservative — the stale watchdog is the backstop, R-1).
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cancelled = str(row.get("cncl_yn") or "").strip().upper() == "Y"
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if ccld_qty <= 0:
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if cancelled:
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return FillStatus(state="cancelled", raw=row) # full external cancel
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return FillStatus(state="accepted", raw=row)
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if ccld_qty >= ord_qty and ord_qty > 0:
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# Deterministic execution_id (dcy-004 OQ-3, orbit kis.py rule):
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# kis-daily-ccld:{ord_dt}:{ord_gno_brno}:{odno}:{tot_ccld_qty}
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ord_dt = str(row.get("ord_dt") or today)
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ord_gno_brno = str(row.get("ord_gno_brno") or "")
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row_odno = str(row.get("odno") or odno)
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execution_id = f"kis-daily-ccld:{ord_dt}:{ord_gno_brno}:{row_odno}:{ccld_qty}"
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fill_price = float(avg) if avg else 0.0
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# dcy-026: inquire-daily-ccld (output1) does not expose per-fill
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# fee/tax fields, so use the shared policy estimate (same as paper).
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# A future endpoint that returns broker-authoritative fee/tax would
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# be parsed here first, with this as fallback (FR-3).
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amount = ccld_qty * fill_price
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fee = calculate_fee(side, amount)
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tax = calculate_tax(side, amount)
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return FillStatus(
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state="filled", filled_qty=ccld_qty,
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avg_price=fill_price or None,
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execution_id=execution_id, fee=fee, tax=tax, raw=row,
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)
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# 0 < ccld_qty < ord_qty
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if cancelled:
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# Partial fill then external cancel (dcy-013 FR-2): carry a
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# deterministic execution_id + fee so the filled portion is recorded
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# once, and flag cancelled so execution returns the remainder to
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# holding instead of waiting for a fill that will never come.
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ord_dt = str(row.get("ord_dt") or today)
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ord_gno_brno = str(row.get("ord_gno_brno") or "")
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row_odno = str(row.get("odno") or odno)
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execution_id = f"kis-daily-ccld:{ord_dt}:{ord_gno_brno}:{row_odno}:{ccld_qty}"
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fill_price = float(avg) if avg else 0.0
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amount = ccld_qty * fill_price
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fee = calculate_fee(side, amount)
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tax = calculate_tax(side, amount)
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return FillStatus(
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state="partially_filled", filled_qty=ccld_qty,
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avg_price=fill_price or None,
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execution_id=execution_id, fee=fee, tax=tax,
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cancelled=True, raw=row,
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)
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return FillStatus(state="partially_filled", filled_qty=ccld_qty,
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avg_price=float(avg) if avg else None, raw=row)
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def get_balance(self) -> list[BalanceItem]:
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"""KIS 주식잔고조회 (`TTTC8434R`/`VTTC8434R`).
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Aggregates `output1[*].pdno` + `hldg_qty`, drops zero-qty rows
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(D-2 leftover, Design Decision 7). Network/credential errors map to
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an empty list (caller treats as no broker positions).
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"""
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cano, product = self._account()
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tr_id = "VTTC8434R" if self._mock else "TTTC8434R"
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params = {
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"CANO": cano, "ACNT_PRDT_CD": product,
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"AFHR_FLPR_YN": "N", "OFL_YN": "",
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"INQR_DVSN": "02", "UNPR_DVSN": "01",
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"FUND_STTL_ICLD_YN": "N", "FNCG_AMT_AUTO_RDPT_YN": "N",
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"PRCS_DVSN": "01",
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"CTX_AREA_FK100": "", "CTX_AREA_NK100": "",
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}
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try:
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resp = httpx.get(
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f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-balance",
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headers=self._headers(tr_id), params=params, timeout=self._timeout,
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)
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payload = resp.json()
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except (httpx.HTTPError, ValueError):
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return []
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if str(payload.get("rt_cd")) != "0":
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return []
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rows = payload.get("output1") or []
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out: list[BalanceItem] = []
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for row in rows:
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symbol = str(row.get("pdno") or "").strip()
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qty = _safe_int(row.get("hldg_qty")) or 0
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if not symbol or qty <= 0:
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continue
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out.append(BalanceItem(symbol=symbol, hldg_qty=qty))
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return out
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def get_current_price(self, symbol: str, market: str = "J") -> Optional[Decimal]:
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"""Current traded price `stck_prpr` via KIS inquire-price (REQ-038, REQ-118).
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tr_id: `FHKST01010100` per REQ-038 AC-7 (live and mock share the same tr_id).
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market: KIS FID_COND_MRKT_DIV_CODE (REQ-118). Default "J" (KRX equities)
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preserves backward compatibility for existing safety-sell callers.
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Returns None on network/parse error or missing price so the
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safety-sell worker skips the slot this tick (no false trigger).
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"""
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params = {"FID_COND_MRKT_DIV_CODE": market, "FID_INPUT_ISCD": symbol}
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try:
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resp = httpx.get(
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f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price",
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headers=self._headers(self._tr_price()), params=params, timeout=self._timeout,
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)
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payload = resp.json()
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except (httpx.HTTPError, ValueError):
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return None
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if str(payload.get("rt_cd")) != "0":
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return None
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out = payload.get("output") or {}
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raw = out.get("stck_prpr")
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if raw is None or str(raw).strip() == "":
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return None
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try:
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return Decimal(str(raw).strip())
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except (InvalidOperation, ValueError):
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return None
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def cancel_order(self, broker_order_id: str, *, side: str, symbol: str, qty: int, venue: str = "KRX") -> bool:
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"""Cancel a previously submitted order (REQ-118).
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venue: exchange venue of the original order. Must match the EXCG_ID_DVSN_CD
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used at submit time. Default "KRX" preserves backward compatibility.
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Real-account NXT cancel (EXCG=NXT) confirmed rt_cd=0 on 2026-07-06.
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"""
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cano, product = self._account()
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parts = broker_order_id.split(":")
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orgno, odno = (parts[0], parts[1]) if len(parts) == 2 else ("", parts[-1])
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body = {
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"CANO": cano, "ACNT_PRDT_CD": product,
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"KRX_FWDG_ORD_ORGNO": orgno, "ORGN_ODNO": odno,
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"ORD_DVSN": "00", "RVSE_CNCL_DVSN_CD": "02",
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"ORD_QTY": str(qty), "ORD_UNPR": "0", "QTY_ALL_ORD_YN": "Y",
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# REQ-118: cancel must use the same EXCG_ID_DVSN_CD as the original submit.
|
|
"EXCG_ID_DVSN_CD": venue,
|
|
}
|
|
tr_id = "VTTC0013U" if self._mock else "TTTC0013U"
|
|
try:
|
|
resp = httpx.post(
|
|
f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl",
|
|
headers=self._headers(tr_id), json=body, timeout=self._timeout,
|
|
)
|
|
return str(resp.json().get("rt_cd")) == "0"
|
|
except (httpx.HTTPError, ValueError):
|
|
return False
|