feat: 해외주식 미체결 주문 감지 및 처리 (#229)
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- OverseasBroker에 get_overseas_pending_orders (TTTS3018R, 실전전용) 및 cancel_overseas_order (거래소별 TR_ID, hashkey 필수) 추가 - TelegramClient에 notify_unfilled_order 추가 (BUY취소=MEDIUM, SELL미체결=HIGH 우선순위) - handle_overseas_pending_orders 함수 추가: · BUY 미체결 → 취소 + 쿨다운 설정 · SELL 미체결 → 취소 후 -0.4% 재주문 (최대 1회) · 미국 거래소(NASD/NYSE/AMEX) 중복 조회 방지 - daily/realtime 두 모드 모두 market 루프 시작 전 호출 - 테스트 13개 추가 (test_overseas_broker.py 8개, test_main.py 5개) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -29,6 +29,20 @@ _RANKING_EXCHANGE_MAP: dict[str, str] = {
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# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
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_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
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# Cancel order TR_IDs per exchange code — (live_tr_id, paper_tr_id).
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문취소' 시트
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_CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
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"NASD": ("TTTT1004U", "VTTT1004U"),
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"NYSE": ("TTTT1004U", "VTTT1004U"),
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"AMEX": ("TTTT1004U", "VTTT1004U"),
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"SEHK": ("TTTS1003U", "VTTS1003U"),
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"TSE": ("TTTS0309U", "VTTS0309U"),
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"SHAA": ("TTTS0302U", "VTTS0302U"),
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"SZAA": ("TTTS0306U", "VTTS0306U"),
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"HNX": ("TTTS0312U", "VTTS0312U"),
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"HSX": ("TTTS0312U", "VTTS0312U"),
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}
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class OverseasBroker:
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"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
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@@ -292,6 +306,131 @@ class OverseasBroker:
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f"Network error sending overseas order: {exc}"
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) from exc
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async def get_overseas_pending_orders(
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self, exchange_code: str
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) -> list[dict[str, Any]]:
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"""Fetch unfilled (pending) overseas orders for a given exchange.
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Args:
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exchange_code: Exchange code (e.g., "NASD", "SEHK").
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For US markets, NASD returns all US pending orders (NASD/NYSE/AMEX).
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Returns:
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List of pending order dicts with fields: odno, pdno, sll_buy_dvsn_cd,
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ft_ord_qty, nccs_qty, ft_ord_unpr3, ovrs_excg_cd.
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Always returns [] in paper mode (TTTS3018R is live-only).
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Raises:
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ConnectionError: On network or API errors (live mode only).
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"""
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if self._broker._settings.MODE != "live":
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logger.debug(
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"Pending orders API (TTTS3018R) not supported in paper mode; returning []"
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)
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return []
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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# TTTS3018R: 해외주식 미체결내역조회 (실전 전용)
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 미체결조회' 시트
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headers = await self._broker._auth_headers("TTTS3018R")
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params = {
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"CANO": self._broker._account_no,
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"ACNT_PRDT_CD": self._broker._product_cd,
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"OVRS_EXCG_CD": exchange_code,
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"SORT_SQN": "DS",
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"CTX_AREA_FK200": "",
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"CTX_AREA_NK200": "",
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}
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url = (
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f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
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)
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try:
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async with session.get(url, headers=headers, params=params) as resp:
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if resp.status != 200:
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text = await resp.text()
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raise ConnectionError(
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f"get_overseas_pending_orders failed ({resp.status}): {text}"
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)
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data = await resp.json()
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output = data.get("output", [])
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if isinstance(output, list):
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return output
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return []
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error fetching pending orders: {exc}"
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) from exc
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async def cancel_overseas_order(
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self,
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exchange_code: str,
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stock_code: str,
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odno: str,
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qty: int,
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) -> dict[str, Any]:
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"""Cancel an overseas limit order.
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Args:
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exchange_code: Exchange code (e.g., "NASD", "SEHK").
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stock_code: Stock ticker symbol.
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odno: Original order number to cancel.
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qty: Unfilled quantity to cancel.
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Returns:
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API response dict containing rt_cd and msg1.
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Raises:
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ValueError: If exchange_code has no cancel TR_ID mapping.
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ConnectionError: On network or API errors.
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"""
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tr_ids = _CANCEL_TR_ID_MAP.get(exchange_code)
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if tr_ids is None:
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raise ValueError(f"No cancel TR_ID mapping for exchange: {exchange_code}")
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live_tr_id, paper_tr_id = tr_ids
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tr_id = live_tr_id if self._broker._settings.MODE == "live" else paper_tr_id
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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# RVSE_CNCL_DVSN_CD="02" means cancel (not revision).
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# OVRS_ORD_UNPR must be "0" for cancellations.
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 정정취소주문' 시트
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body = {
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"CANO": self._broker._account_no,
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"ACNT_PRDT_CD": self._broker._product_cd,
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"OVRS_EXCG_CD": exchange_code,
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"PDNO": stock_code,
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"ORGN_ODNO": odno,
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"RVSE_CNCL_DVSN_CD": "02",
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"ORD_QTY": str(qty),
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"OVRS_ORD_UNPR": "0",
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"ORD_SVR_DVSN_CD": "0",
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}
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hash_key = await self._broker._get_hash_key(body)
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headers = await self._broker._auth_headers(tr_id)
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headers["hashkey"] = hash_key
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url = (
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f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
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)
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try:
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async with session.post(url, headers=headers, json=body) as resp:
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if resp.status != 200:
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text = await resp.text()
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raise ConnectionError(
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f"cancel_overseas_order failed ({resp.status}): {text}"
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)
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return await resp.json()
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error cancelling overseas order: {exc}"
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) from exc
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def _get_currency_code(self, exchange_code: str) -> str:
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"""
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Map exchange code to currency code.
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