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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@@ -211,6 +211,38 @@ class TestRateLimiter:
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await broker._rate_limiter.acquire()
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await broker.close()
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@pytest.mark.asyncio
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async def test_send_order_acquires_rate_limiter_twice(self, settings):
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"""send_order must acquire rate limiter for both hash key and order call."""
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broker = KISBroker(settings)
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broker._access_token = "tok"
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broker._token_expires_at = asyncio.get_event_loop().time() + 3600
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# Mock hash key response
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mock_hash_resp = AsyncMock()
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mock_hash_resp.status = 200
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mock_hash_resp.json = AsyncMock(return_value={"HASH": "abc123"})
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mock_hash_resp.__aenter__ = AsyncMock(return_value=mock_hash_resp)
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mock_hash_resp.__aexit__ = AsyncMock(return_value=False)
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# Mock order response
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mock_order_resp = AsyncMock()
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mock_order_resp.status = 200
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mock_order_resp.json = AsyncMock(return_value={"rt_cd": "0"})
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mock_order_resp.__aenter__ = AsyncMock(return_value=mock_order_resp)
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mock_order_resp.__aexit__ = AsyncMock(return_value=False)
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with patch(
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"aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]
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):
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with patch.object(
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broker._rate_limiter, "acquire", new_callable=AsyncMock
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) as mock_acquire:
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await broker.send_order("005930", "BUY", 1, 50000)
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assert mock_acquire.call_count == 2
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await broker.close()
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# ---------------------------------------------------------------------------
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# Hash Key Generation
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@@ -240,3 +272,27 @@ class TestHashKey:
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assert len(hash_key) > 0
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await broker.close()
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@pytest.mark.asyncio
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async def test_hash_key_acquires_rate_limiter(self, settings):
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"""_get_hash_key must go through the rate limiter to prevent burst."""
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broker = KISBroker(settings)
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broker._access_token = "tok"
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broker._token_expires_at = asyncio.get_event_loop().time() + 3600
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body = {"CANO": "12345678", "ACNT_PRDT_CD": "01"}
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mock_resp = AsyncMock()
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mock_resp.status = 200
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mock_resp.json = AsyncMock(return_value={"HASH": "abc123hash"})
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mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
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mock_resp.__aexit__ = AsyncMock(return_value=False)
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with patch("aiohttp.ClientSession.post", return_value=mock_resp):
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with patch.object(
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broker._rate_limiter, "acquire", new_callable=AsyncMock
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) as mock_acquire:
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await broker._get_hash_key(body)
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mock_acquire.assert_called_once()
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await broker.close()
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