Merge pull request 'fix: domestic current price fetching and KRX tick unit rounding (#157)' (#158) from feature/issue-157-fix-domestic-price-and-tick into main
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Reviewed-on: #158
This commit was merged in pull request #158.
This commit is contained in:
@@ -20,6 +20,39 @@ _KIS_VTS_HOST = "openapivts.koreainvestment.com"
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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def kr_tick_unit(price: float) -> int:
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"""Return KRX tick size for the given price level.
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KRX price tick rules (domestic stocks):
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price < 2,000 → 1원
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2,000 ≤ price < 5,000 → 5원
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5,000 ≤ price < 20,000 → 10원
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20,000 ≤ price < 50,000 → 50원
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50,000 ≤ price < 200,000 → 100원
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200,000 ≤ price < 500,000 → 500원
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500,000 ≤ price → 1,000원
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"""
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if price < 2_000:
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return 1
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if price < 5_000:
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return 5
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if price < 20_000:
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return 10
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if price < 50_000:
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return 50
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if price < 200_000:
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return 100
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if price < 500_000:
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return 500
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return 1_000
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def kr_round_down(price: float) -> int:
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"""Round *down* price to the nearest KRX tick unit."""
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tick = kr_tick_unit(price)
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return int(price // tick * tick)
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class LeakyBucket:
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class LeakyBucket:
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"""Simple leaky-bucket rate limiter for async code."""
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"""Simple leaky-bucket rate limiter for async code."""
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@@ -198,6 +231,55 @@ class KISBroker:
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except (TimeoutError, aiohttp.ClientError) as exc:
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
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raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
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async def get_current_price(
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self, stock_code: str
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) -> tuple[float, float, float]:
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"""Fetch current price data for a domestic stock.
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Uses the ``inquire-price`` API (FHKST01010100), which works in both
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real and VTS environments and returns the actual last-traded price.
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Returns:
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(current_price, prdy_ctrt, frgn_ntby_qty)
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- current_price: Last traded price in KRW.
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- prdy_ctrt: Day change rate (%).
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- frgn_ntby_qty: Foreigner net buy quantity.
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"""
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await self._rate_limiter.acquire()
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session = self._get_session()
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headers = await self._auth_headers("FHKST01010100")
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params = {
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"FID_COND_MRKT_DIV_CODE": "J",
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"FID_INPUT_ISCD": stock_code,
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}
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url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-price"
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def _f(val: str | None) -> float:
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try:
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return float(val or "0")
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except ValueError:
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return 0.0
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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_current_price failed ({resp.status}): {text}"
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)
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data = await resp.json()
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out = data.get("output", {})
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return (
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_f(out.get("stck_prpr")),
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_f(out.get("prdy_ctrt")),
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_f(out.get("frgn_ntby_qty")),
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)
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error fetching current price: {exc}"
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) from exc
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async def get_balance(self) -> dict[str, Any]:
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async def get_balance(self) -> dict[str, Any]:
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"""Fetch current account balance and holdings."""
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"""Fetch current account balance and holdings."""
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await self._rate_limiter.acquire()
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await self._rate_limiter.acquire()
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@@ -249,13 +331,23 @@ class KISBroker:
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session = self._get_session()
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session = self._get_session()
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tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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# KRX requires limit orders to be rounded down to the tick unit.
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# ORD_DVSN: "00"=지정가, "01"=시장가
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if price > 0:
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ord_dvsn = "00" # 지정가
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ord_price = kr_round_down(price)
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else:
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ord_dvsn = "01" # 시장가
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ord_price = 0
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body = {
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body = {
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"CANO": self._account_no,
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"CANO": self._account_no,
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"ACNT_PRDT_CD": self._product_cd,
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"ACNT_PRDT_CD": self._product_cd,
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"PDNO": stock_code,
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"PDNO": stock_code,
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"ORD_DVSN": "01" if price > 0 else "06", # 01=지정가, 06=시장가
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"ORD_DVSN": ord_dvsn,
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"ORD_QTY": str(quantity),
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"ORD_QTY": str(quantity),
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"ORD_UNPR": str(price),
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"ORD_UNPR": str(ord_price),
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}
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}
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hash_key = await self._get_hash_key(body)
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hash_key = await self._get_hash_key(body)
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19
src/main.py
19
src/main.py
@@ -204,7 +204,9 @@ async def trading_cycle(
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# 1. Fetch market data
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# 1. Fetch market data
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if market.is_domestic:
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if market.is_domestic:
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orderbook = await broker.get_orderbook(stock_code)
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current_price, price_change_pct, foreigner_net = await broker.get_current_price(
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stock_code
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)
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balance_data = await broker.get_balance()
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balance_data = await broker.get_balance()
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output2 = balance_data.get("output2", [{}])
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output2 = balance_data.get("output2", [{}])
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@@ -215,10 +217,6 @@ async def trading_cycle(
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else "0"
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else "0"
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)
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)
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purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
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purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
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current_price = safe_float(orderbook.get("output1", {}).get("stck_prpr", "0"))
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foreigner_net = safe_float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
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price_change_pct = safe_float(orderbook.get("output1", {}).get("prdy_ctrt", "0"))
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else:
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else:
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# Overseas market
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# Overseas market
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price_data = await overseas_broker.get_overseas_price(
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price_data = await overseas_broker.get_overseas_price(
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@@ -726,15 +724,8 @@ async def run_daily_session(
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for stock_code in watchlist:
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for stock_code in watchlist:
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try:
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try:
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if market.is_domestic:
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if market.is_domestic:
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orderbook = await broker.get_orderbook(stock_code)
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current_price, price_change_pct, foreigner_net = (
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current_price = safe_float(
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await broker.get_current_price(stock_code)
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orderbook.get("output1", {}).get("stck_prpr", "0")
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)
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foreigner_net = safe_float(
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orderbook.get("output1", {}).get("frgn_ntby_qty", "0")
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)
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price_change_pct = safe_float(
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orderbook.get("output1", {}).get("prdy_ctrt", "0")
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)
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)
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else:
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else:
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price_data = await overseas_broker.get_overseas_price(
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price_data = await overseas_broker.get_overseas_price(
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@@ -375,3 +375,201 @@ class TestFetchMarketRankings:
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assert result[0]["stock_code"] == "005930"
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assert result[0]["stock_code"] == "005930"
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assert result[0]["price"] == 75000.0
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assert result[0]["price"] == 75000.0
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assert result[0]["change_rate"] == 2.5
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assert result[0]["change_rate"] == 2.5
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# ---------------------------------------------------------------------------
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# KRX tick unit / round-down helpers (issue #157)
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# ---------------------------------------------------------------------------
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from src.broker.kis_api import kr_tick_unit, kr_round_down # noqa: E402
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class TestKrTickUnit:
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"""kr_tick_unit and kr_round_down must implement KRX price tick rules."""
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@pytest.mark.parametrize(
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"price, expected_tick",
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[
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(1999, 1),
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(2000, 5),
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(4999, 5),
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(5000, 10),
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(19999, 10),
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(20000, 50),
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(49999, 50),
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(50000, 100),
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(199999, 100),
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(200000, 500),
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(499999, 500),
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(500000, 1000),
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(1000000, 1000),
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],
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)
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def test_tick_unit_boundaries(self, price: int, expected_tick: int) -> None:
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assert kr_tick_unit(price) == expected_tick
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@pytest.mark.parametrize(
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"price, expected_rounded",
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[
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(188150, 188100), # 100원 단위, 50원 잔여 → 내림
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(188100, 188100), # 이미 정렬됨
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(75050, 75000), # 100원 단위, 50원 잔여 → 내림
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(49950, 49950), # 50원 단위 정렬됨
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(49960, 49950), # 50원 단위, 10원 잔여 → 내림
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(1999, 1999), # 1원 단위 → 그대로
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(5003, 5000), # 10원 단위, 3원 잔여 → 내림
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],
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)
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def test_round_down_to_tick(self, price: int, expected_rounded: int) -> None:
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assert kr_round_down(price) == expected_rounded
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# ---------------------------------------------------------------------------
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# get_current_price (issue #157)
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# ---------------------------------------------------------------------------
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class TestGetCurrentPrice:
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"""get_current_price must use inquire-price API and return (price, change, foreigner)."""
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@pytest.fixture
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def broker(self, settings) -> KISBroker:
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b = KISBroker(settings)
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b._access_token = "tok"
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b._token_expires_at = float("inf")
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b._rate_limiter.acquire = AsyncMock()
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return b
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@pytest.mark.asyncio
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async def test_returns_correct_fields(self, broker: KISBroker) -> None:
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mock_resp = AsyncMock()
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mock_resp.status = 200
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mock_resp.json = AsyncMock(
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return_value={
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"rt_cd": "0",
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"output": {
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"stck_prpr": "188600",
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"prdy_ctrt": "3.97",
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"frgn_ntby_qty": "12345",
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},
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}
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)
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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.get", return_value=mock_resp) as mock_get:
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price, change_pct, foreigner = await broker.get_current_price("005930")
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assert price == 188600.0
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assert change_pct == 3.97
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assert foreigner == 12345.0
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call_kwargs = mock_get.call_args
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url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
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headers = call_kwargs[1].get("headers", {})
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assert "inquire-price" in url
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assert headers.get("tr_id") == "FHKST01010100"
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@pytest.mark.asyncio
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async def test_http_error_raises_connection_error(self, broker: KISBroker) -> None:
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mock_resp = AsyncMock()
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mock_resp.status = 500
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mock_resp.text = AsyncMock(return_value="Internal Server Error")
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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.get", return_value=mock_resp):
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with pytest.raises(ConnectionError, match="get_current_price failed"):
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await broker.get_current_price("005930")
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# ---------------------------------------------------------------------------
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# send_order tick rounding and ORD_DVSN (issue #157)
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# ---------------------------------------------------------------------------
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class TestSendOrderTickRounding:
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"""send_order must apply KRX tick rounding and correct ORD_DVSN codes."""
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@pytest.fixture
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def broker(self, settings) -> KISBroker:
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b = KISBroker(settings)
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b._access_token = "tok"
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b._token_expires_at = float("inf")
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b._rate_limiter.acquire = AsyncMock()
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return b
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@pytest.mark.asyncio
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async def test_limit_order_rounds_down_to_tick(self, broker: KISBroker) -> None:
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"""Price 188150 (not on 100-won tick) must be rounded to 188100."""
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mock_hash = AsyncMock()
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mock_hash.status = 200
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mock_hash.json = AsyncMock(return_value={"HASH": "h"})
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mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
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mock_hash.__aexit__ = AsyncMock(return_value=False)
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|
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mock_order = AsyncMock()
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mock_order.status = 200
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mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
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mock_order.__aenter__ = AsyncMock(return_value=mock_order)
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mock_order.__aexit__ = AsyncMock(return_value=False)
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|
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with patch(
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"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
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) as mock_post:
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await broker.send_order("005930", "BUY", 1, price=188150)
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|
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order_call = mock_post.call_args_list[1]
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body = order_call[1].get("json", {})
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assert body["ORD_UNPR"] == "188100" # rounded down
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assert body["ORD_DVSN"] == "00" # 지정가
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|
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@pytest.mark.asyncio
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|
async def test_limit_order_ord_dvsn_is_00(self, broker: KISBroker) -> None:
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|
"""send_order with price>0 must use ORD_DVSN='00' (지정가)."""
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|
mock_hash = AsyncMock()
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mock_hash.status = 200
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mock_hash.json = AsyncMock(return_value={"HASH": "h"})
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mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
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mock_hash.__aexit__ = AsyncMock(return_value=False)
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|
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mock_order = AsyncMock()
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mock_order.status = 200
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mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
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mock_order.__aenter__ = AsyncMock(return_value=mock_order)
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mock_order.__aexit__ = AsyncMock(return_value=False)
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|
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|
with patch(
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|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
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||||||
|
) as mock_post:
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|
await broker.send_order("005930", "BUY", 1, price=50000)
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||||||
|
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||||||
|
order_call = mock_post.call_args_list[1]
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body = order_call[1].get("json", {})
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||||||
|
assert body["ORD_DVSN"] == "00"
|
||||||
|
|
||||||
|
@pytest.mark.asyncio
|
||||||
|
async def test_market_order_ord_dvsn_is_01(self, broker: KISBroker) -> None:
|
||||||
|
"""send_order with price=0 must use ORD_DVSN='01' (시장가)."""
|
||||||
|
mock_hash = AsyncMock()
|
||||||
|
mock_hash.status = 200
|
||||||
|
mock_hash.json = AsyncMock(return_value={"HASH": "h"})
|
||||||
|
mock_hash.__aenter__ = AsyncMock(return_value=mock_hash)
|
||||||
|
mock_hash.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
mock_order = AsyncMock()
|
||||||
|
mock_order.status = 200
|
||||||
|
mock_order.json = AsyncMock(return_value={"rt_cd": "0"})
|
||||||
|
mock_order.__aenter__ = AsyncMock(return_value=mock_order)
|
||||||
|
mock_order.__aexit__ = AsyncMock(return_value=False)
|
||||||
|
|
||||||
|
with patch(
|
||||||
|
"aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
|
||||||
|
) as mock_post:
|
||||||
|
await broker.send_order("005930", "SELL", 1, price=0)
|
||||||
|
|
||||||
|
order_call = mock_post.call_args_list[1]
|
||||||
|
body = order_call[1].get("json", {})
|
||||||
|
assert body["ORD_DVSN"] == "01"
|
||||||
|
assert body["ORD_UNPR"] == "0"
|
||||||
|
|||||||
@@ -111,15 +111,7 @@ class TestTradingCycleTelegramIntegration:
|
|||||||
def mock_broker(self) -> MagicMock:
|
def mock_broker(self) -> MagicMock:
|
||||||
"""Create mock broker."""
|
"""Create mock broker."""
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
|
||||||
return_value={
|
|
||||||
"output1": {
|
|
||||||
"stck_prpr": "50000",
|
|
||||||
"frgn_ntby_qty": "100",
|
|
||||||
"prdy_ctrt": "1.23",
|
|
||||||
}
|
|
||||||
}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -823,11 +815,7 @@ class TestScenarioEngineIntegration:
|
|||||||
def mock_broker(self) -> MagicMock:
|
def mock_broker(self) -> MagicMock:
|
||||||
"""Create mock broker with standard domestic data."""
|
"""Create mock broker with standard domestic data."""
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
|
||||||
return_value={
|
|
||||||
"output1": {"stck_prpr": "50000", "frgn_ntby_qty": "100", "prdy_ctrt": "2.50"}
|
|
||||||
}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -1249,9 +1237,7 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
|
||||||
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
@@ -1341,9 +1327,7 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
broker = MagicMock()
|
broker = MagicMock()
|
||||||
broker.get_orderbook = AsyncMock(
|
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
|
||||||
return_value={"output1": {"stck_prpr": "95", "frgn_ntby_qty": "0", "prdy_ctrt": "-5.0"}}
|
|
||||||
)
|
|
||||||
broker.get_balance = AsyncMock(
|
broker.get_balance = AsyncMock(
|
||||||
return_value={
|
return_value={
|
||||||
"output2": [
|
"output2": [
|
||||||
|
|||||||
Reference in New Issue
Block a user