fix: domestic current price fetching and KRX tick unit rounding (#157)
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**Problem 1 — Current price always 0**
get_orderbook() used inquire-asking-price-exp-ccn which has no stck_prpr
in output1 (only askp/bidp data). This caused every domestic BUY to be
skipped with "no affordable quantity (cash=..., price=0.00)".

**Problem 2 — KRX tick unit error on limit orders**
Limit order prices were passed unrounded, triggering 호가단위 오류 in VTS.
Also ORD_DVSN was wrongly set to "01" (시장가) for limit orders.

**Fix**
- Add kr_tick_unit(price) and kr_round_down(price) module-level helpers
  implementing KRX 7-tier price tick rules (1/5/10/50/100/500/1000원).
- Add get_current_price(stock_code) → (price, change_pct, foreigner_net)
  using FHKST01010100 / inquire-price API (works in VTS, returns correct
  stck_prpr, prdy_ctrt, frgn_ntby_qty).
- Fix send_order() ORD_DVSN: "00"=지정가, "01"=시장가 (was "01"/"06").
- Apply kr_round_down() to limit order price inside send_order().
- Replace both get_orderbook() calls in main.py with get_current_price().
- Update all 4 test_main.py mock sites to use get_current_price AsyncMock.

**Tests added** (25 new tests, all 646 pass)
- TestKrTickUnit: 13 parametrized boundary cases + 7 round-down cases
- TestGetCurrentPrice: correct fields, correct API path/TR_ID, HTTP error
- TestSendOrderTickRounding: tick rounding, ORD_DVSN 00/01

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
2026-02-19 12:40:55 +09:00
parent e0d6c9f81d
commit 7834b89f10
4 changed files with 301 additions and 36 deletions

View File

@@ -20,6 +20,39 @@ _KIS_VTS_HOST = "openapivts.koreainvestment.com"
logger = logging.getLogger(__name__)
def kr_tick_unit(price: float) -> int:
"""Return KRX tick size for the given price level.
KRX price tick rules (domestic stocks):
price < 2,000 → 1원
2,000 ≤ price < 5,000 → 5원
5,000 ≤ price < 20,000 → 10원
20,000 ≤ price < 50,000 → 50원
50,000 ≤ price < 200,000 → 100원
200,000 ≤ price < 500,000 → 500원
500,000 ≤ price → 1,000원
"""
if price < 2_000:
return 1
if price < 5_000:
return 5
if price < 20_000:
return 10
if price < 50_000:
return 50
if price < 200_000:
return 100
if price < 500_000:
return 500
return 1_000
def kr_round_down(price: float) -> int:
"""Round *down* price to the nearest KRX tick unit."""
tick = kr_tick_unit(price)
return int(price // tick * tick)
class LeakyBucket:
"""Simple leaky-bucket rate limiter for async code."""
@@ -198,6 +231,55 @@ class KISBroker:
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
async def get_current_price(
self, stock_code: str
) -> tuple[float, float, float]:
"""Fetch current price data for a domestic stock.
Uses the ``inquire-price`` API (FHKST01010100), which works in both
real and VTS environments and returns the actual last-traded price.
Returns:
(current_price, prdy_ctrt, frgn_ntby_qty)
- current_price: Last traded price in KRW.
- prdy_ctrt: Day change rate (%).
- frgn_ntby_qty: Foreigner net buy quantity.
"""
await self._rate_limiter.acquire()
session = self._get_session()
headers = await self._auth_headers("FHKST01010100")
params = {
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": stock_code,
}
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price"
def _f(val: str | None) -> float:
try:
return float(val or "0")
except ValueError:
return 0.0
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_current_price failed ({resp.status}): {text}"
)
data = await resp.json()
out = data.get("output", {})
return (
_f(out.get("stck_prpr")),
_f(out.get("prdy_ctrt")),
_f(out.get("frgn_ntby_qty")),
)
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching current price: {exc}"
) from exc
async def get_balance(self) -> dict[str, Any]:
"""Fetch current account balance and holdings."""
await self._rate_limiter.acquire()
@@ -249,13 +331,23 @@ class KISBroker:
session = self._get_session()
tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
# KRX requires limit orders to be rounded down to the tick unit.
# ORD_DVSN: "00"=지정가, "01"=시장가
if price > 0:
ord_dvsn = "00" # 지정가
ord_price = kr_round_down(price)
else:
ord_dvsn = "01" # 시장가
ord_price = 0
body = {
"CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd,
"PDNO": stock_code,
"ORD_DVSN": "01" if price > 0 else "06", # 01=지정가, 06=시장가
"ORD_DVSN": ord_dvsn,
"ORD_QTY": str(quantity),
"ORD_UNPR": str(price),
"ORD_UNPR": str(ord_price),
}
hash_key = await self._get_hash_key(body)