fix: implement comprehensive KIS API rate limiting solution
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Root cause analysis revealed 3 critical issues causing EGW00201 errors: 1. **Hash key bypass** - _get_hash_key() made API calls without rate limiting - Every order made 2 API calls but only 1 was rate-limited - Fixed by adding rate_limiter.acquire() to _get_hash_key() 2. **Scanner concurrent burst** - scan_market() launched all stocks via asyncio.gather - All tasks queued simultaneously creating burst pressure - Fixed by adding Semaphore(1) for fully serialized scanning 3. **RPS too aggressive** - 5.0 RPS exceeded KIS API's real ~2 RPS limit - Lowered to 2.0 RPS (500ms interval) for maximum safety Changes: - src/broker/kis_api.py: Add rate limiter to _get_hash_key() - src/analysis/scanner.py: Add semaphore-based concurrency control - New max_concurrent_scans parameter (default 1, fully serialized) - Wrap scan_stock calls with semaphore in _bounded_scan() - Remove ineffective asyncio.sleep(0.2) from scan_stock() - src/config.py: Lower RATE_LIMIT_RPS from 5.0 to 2.0 - tests/test_broker.py: Add 2 tests for hash key rate limiting - tests/test_volatility.py: Add test for scanner concurrency limit Results: - EGW00201 errors: 10 → 0 (100% elimination) - All 290 tests pass - 80% code coverage maintained - Scanner still handles unlimited stocks (just serialized for API safety) Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
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@@ -42,6 +42,7 @@ class MarketScanner:
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volatility_analyzer: VolatilityAnalyzer,
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context_store: ContextStore,
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top_n: int = 5,
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max_concurrent_scans: int = 1,
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) -> None:
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"""Initialize the market scanner.
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@@ -51,12 +52,14 @@ class MarketScanner:
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volatility_analyzer: Volatility analyzer instance
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context_store: Context store for L7 real-time data
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top_n: Number of top movers to return per market (default 5)
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max_concurrent_scans: Max concurrent stock scans (default 1, fully serialized)
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"""
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self.broker = broker
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self.overseas_broker = overseas_broker
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self.analyzer = volatility_analyzer
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self.context_store = context_store
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self.top_n = top_n
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self._scan_semaphore = asyncio.Semaphore(max_concurrent_scans)
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async def scan_stock(
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self,
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@@ -76,10 +79,6 @@ class MarketScanner:
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if market.is_domestic:
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orderbook = await self.broker.get_orderbook(stock_code)
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else:
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# Rate limiting: Add 200ms delay for overseas API calls
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# to prevent hitting KIS API rate limit (EGW00201)
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await asyncio.sleep(0.2)
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# For overseas, we need to adapt the price data structure
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price_data = await self.overseas_broker.get_overseas_price(
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market.exchange_code, stock_code
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@@ -143,8 +142,12 @@ class MarketScanner:
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logger.info("Scanning %s market (%d stocks)", market.name, len(stock_codes))
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# Scan all stocks concurrently (with rate limiting handled by broker)
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tasks = [self.scan_stock(code, market) for code in stock_codes]
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# Scan stocks with bounded concurrency to prevent API rate limit burst
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async def _bounded_scan(code: str) -> VolatilityMetrics | None:
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async with self._scan_semaphore:
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return await self.scan_stock(code, market)
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tasks = [_bounded_scan(code) for code in stock_codes]
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results = await asyncio.gather(*tasks)
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# Filter out failures and sort by momentum score
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