feat: 국내주식 지정가 전환 및 미체결 처리 (#232)
- KISBroker에 get_domestic_pending_orders (TTTC0084R, 실전전용) 및 cancel_domestic_order (실전 TTTC0013U / 모의 VTTC0013U) 추가 - main.py 국내 주문 price=0 → 지정가 전환 (2곳): · BUY +0.2% / SELL -0.2%, kr_round_down으로 KRX 틱 반올림 적용 - handle_domestic_pending_orders 함수 추가: · BUY 미체결 → 취소 + buy_cooldown 설정 · SELL 미체결 → 취소 후 -0.4% 재주문 (최대 1회) - daily/realtime 두 모드 market 루프 내 domestic pending 호출 추가 (sell_resubmit_counts는 해외용과 공유, key prefix "KR:" vs 거래소코드) - 테스트 14개 추가: · test_broker.py: TestGetDomesticPendingOrders 3개 + TestCancelDomesticOrder 5개 · test_main.py: TestHandleDomesticPendingOrders 4개 + TestDomesticLimitOrderPrice 2개 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
agentson
@@ -8,7 +8,7 @@ from __future__ import annotations
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import asyncio
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import logging
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import ssl
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from typing import Any
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from typing import Any, cast
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import aiohttp
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@@ -478,6 +478,112 @@ class KISBroker:
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(f"Network error fetching rankings: {exc}") from exc
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async def get_domestic_pending_orders(self) -> list[dict[str, Any]]:
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"""Fetch unfilled (pending) domestic limit orders.
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The KIS pending-orders API (TTTC0084R) is unsupported in paper (VTS)
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mode, so this method returns an empty list immediately when MODE is
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not "live".
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Returns:
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List of pending order dicts from the KIS ``output`` field.
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Each dict includes keys such as ``odno``, ``orgn_odno``,
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``ord_gno_brno``, ``psbl_qty``, ``sll_buy_dvsn_cd``, ``pdno``.
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"""
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if self._settings.MODE != "live":
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logger.debug(
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"get_domestic_pending_orders: paper mode — TTTC0084R unsupported, returning []"
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)
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return []
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await self._rate_limiter.acquire()
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session = self._get_session()
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# TR_ID: 실전 TTTC0084R (모의 미지원)
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식 미체결조회' 시트
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headers = await self._auth_headers("TTTC0084R")
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params = {
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"CANO": self._account_no,
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"ACNT_PRDT_CD": self._product_cd,
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"INQR_DVSN_1": "0",
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"INQR_DVSN_2": "0",
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"CTX_AREA_FK100": "",
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"CTX_AREA_NK100": "",
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}
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url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-psbl-rvsecncl"
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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_domestic_pending_orders failed ({resp.status}): {text}"
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)
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data = await resp.json()
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return data.get("output", []) or []
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error fetching domestic pending orders: {exc}"
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) from exc
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async def cancel_domestic_order(
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self,
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stock_code: str,
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orgn_odno: str,
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krx_fwdg_ord_orgno: str,
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qty: int,
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) -> dict[str, Any]:
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"""Cancel an unfilled domestic limit order.
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Args:
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stock_code: 6-digit domestic stock code (``pdno``).
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orgn_odno: Original order number from pending-orders response
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(``orgn_odno`` field).
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krx_fwdg_ord_orgno: KRX forwarding order branch number from
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pending-orders response (``ord_gno_brno`` field).
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qty: Quantity to cancel (use ``psbl_qty`` from pending order).
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Returns:
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Raw KIS API response dict (check ``rt_cd == "0"`` for success).
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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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# TR_ID: 실전 TTTC0013U, 모의 VTTC0013U
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(정정취소)' 시트
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tr_id = "TTTC0013U" if self._settings.MODE == "live" else "VTTC0013U"
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body = {
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"CANO": self._account_no,
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"ACNT_PRDT_CD": self._product_cd,
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"KRX_FWDG_ORD_ORGNO": krx_fwdg_ord_orgno,
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"ORGN_ODNO": orgn_odno,
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"ORD_DVSN": "00",
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"ORD_QTY": str(qty),
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"ORD_UNPR": "0",
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"RVSE_CNCL_DVSN_CD": "02",
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"QTY_ALL_ORD_YN": "Y",
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}
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hash_key = await self._get_hash_key(body)
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headers = await self._auth_headers(tr_id)
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headers["hashkey"] = hash_key
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url = f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl"
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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_domestic_order failed ({resp.status}): {text}"
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)
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return cast(dict[str, Any], 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 domestic order: {exc}"
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) from exc
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async def get_daily_prices(
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self,
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stock_code: str,
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204
src/main.py
204
src/main.py
@@ -19,7 +19,7 @@ from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
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from src.analysis.volatility import VolatilityAnalyzer
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from src.brain.context_selector import ContextSelector
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from src.brain.gemini_client import GeminiClient, TradeDecision
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from src.broker.kis_api import KISBroker
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from src.broker.kis_api import KISBroker, kr_round_down
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from src.broker.overseas import OverseasBroker
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from src.config import Settings
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from src.context.aggregator import ContextAggregator
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@@ -853,11 +853,19 @@ async def trading_cycle(
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# 5. Send order
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order_succeeded = True
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if market.is_domestic:
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# Use limit orders (지정가) for domestic stocks to avoid market order
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# quantity calculation issues. KRX tick rounding applied via kr_round_down.
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# BUY: +0.2% — ensures fill even when ask is slightly above last price.
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# SELL: -0.2% — ensures fill even when bid is slightly below last price.
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if decision.action == "BUY":
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order_price = kr_round_down(current_price * 1.002)
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else:
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order_price = kr_round_down(current_price * 0.998)
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result = await broker.send_order(
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stock_code=stock_code,
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order_type=decision.action,
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quantity=quantity,
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price=0, # market order
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price=order_price,
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)
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else:
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# For overseas orders, always use limit orders (지정가):
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@@ -867,16 +875,17 @@ async def trading_cycle(
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# achieving >90% fill rate on large-cap US stocks.
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# - SELL: -0.2% below last price — ensures fill even when price dips slightly
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# (placing at exact last price risks no-fill if the bid is just below).
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overseas_price: float
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if decision.action == "BUY":
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order_price = round(current_price * 1.002, 4)
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overseas_price = round(current_price * 1.002, 4)
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else:
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order_price = round(current_price * 0.998, 4)
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overseas_price = round(current_price * 0.998, 4)
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result = await overseas_broker.send_overseas_order(
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exchange_code=market.exchange_code,
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stock_code=stock_code,
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order_type=decision.action,
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quantity=quantity,
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price=order_price, # limit order
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price=overseas_price, # limit order
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)
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# Check if KIS rejected the order (rt_cd != "0")
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if result.get("rt_cd", "") != "0":
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@@ -978,6 +987,153 @@ async def trading_cycle(
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)
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async def handle_domestic_pending_orders(
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broker: KISBroker,
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telegram: TelegramClient,
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settings: Settings,
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sell_resubmit_counts: dict[str, int],
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buy_cooldown: dict[str, float] | None = None,
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) -> None:
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"""Check and handle unfilled (pending) domestic limit orders.
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Called once per market loop iteration before new orders are considered.
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In paper mode the KIS pending-orders API (TTTC0084R) is unsupported, so
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``get_domestic_pending_orders`` returns [] immediately and this function
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exits without making further API calls.
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BUY pending → cancel (to free up balance) + optionally set cooldown.
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SELL pending → cancel then resubmit at a wider spread (-0.4% from last
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price, kr_round_down applied). Resubmission is attempted
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at most once per key per session to avoid infinite loops.
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Args:
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broker: KISBroker instance.
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telegram: TelegramClient for notifications.
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settings: Application settings.
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sell_resubmit_counts: Mutable dict tracking SELL resubmission attempts
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per "KR:{stock_code}" key. Passed by reference so counts persist
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across calls within the same session.
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buy_cooldown: Optional cooldown dict shared with the main trading loop.
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When provided, cancelled BUY orders are added with a
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_BUY_COOLDOWN_SECONDS expiry.
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"""
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try:
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orders = await broker.get_domestic_pending_orders()
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except Exception as exc:
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logger.warning("Failed to fetch domestic pending orders: %s", exc)
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return
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now = asyncio.get_event_loop().time()
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for order in orders:
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try:
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stock_code = order.get("pdno", "")
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orgn_odno = order.get("orgn_odno", "")
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krx_fwdg_ord_orgno = order.get("ord_gno_brno", "")
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sll_buy = order.get("sll_buy_dvsn_cd", "") # "01"=SELL, "02"=BUY
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psbl_qty = int(order.get("psbl_qty", "0") or "0")
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key = f"KR:{stock_code}"
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if not stock_code or not orgn_odno or psbl_qty <= 0:
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continue
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# Cancel the pending order first regardless of direction.
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cancel_result = await broker.cancel_domestic_order(
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stock_code=stock_code,
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orgn_odno=orgn_odno,
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krx_fwdg_ord_orgno=krx_fwdg_ord_orgno,
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qty=psbl_qty,
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)
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if cancel_result.get("rt_cd") != "0":
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logger.warning(
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"Cancel failed for KR %s: rt_cd=%s msg=%s",
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stock_code,
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cancel_result.get("rt_cd"),
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cancel_result.get("msg1"),
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)
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continue
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if sll_buy == "02":
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# BUY pending → cancelled; set cooldown to avoid immediate re-buy.
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if buy_cooldown is not None:
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buy_cooldown[key] = now + _BUY_COOLDOWN_SECONDS
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try:
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await telegram.notify_unfilled_order(
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stock_code=stock_code,
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market="KR",
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action="BUY",
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quantity=psbl_qty,
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outcome="cancelled",
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)
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except Exception as notify_exc:
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logger.warning("notify_unfilled_order failed: %s", notify_exc)
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elif sll_buy == "01":
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# SELL pending — attempt one resubmit at a wider spread.
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if sell_resubmit_counts.get(key, 0) >= 1:
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# Already resubmitted once — only cancel (already done above).
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logger.warning(
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"SELL KR %s already resubmitted once — no further resubmit",
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stock_code,
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)
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try:
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await telegram.notify_unfilled_order(
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stock_code=stock_code,
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market="KR",
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action="SELL",
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quantity=psbl_qty,
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outcome="cancelled",
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)
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except Exception as notify_exc:
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logger.warning(
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"notify_unfilled_order failed: %s", notify_exc
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)
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else:
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# First unfilled SELL → resubmit at last * 0.996 (-0.4%).
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try:
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last_price, _, _ = await broker.get_current_price(stock_code)
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if last_price <= 0:
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raise ValueError(
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f"Invalid price ({last_price}) for {stock_code}"
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)
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new_price = kr_round_down(last_price * 0.996)
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await broker.send_order(
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stock_code=stock_code,
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order_type="SELL",
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quantity=psbl_qty,
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price=new_price,
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)
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sell_resubmit_counts[key] = (
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sell_resubmit_counts.get(key, 0) + 1
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)
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try:
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await telegram.notify_unfilled_order(
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stock_code=stock_code,
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market="KR",
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action="SELL",
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quantity=psbl_qty,
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outcome="resubmitted",
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new_price=float(new_price),
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)
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except Exception as notify_exc:
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logger.warning(
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"notify_unfilled_order failed: %s", notify_exc
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)
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except Exception as exc:
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logger.error(
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"SELL resubmit failed for KR %s: %s",
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stock_code,
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exc,
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)
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except Exception as exc:
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logger.error(
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"Error handling domestic pending order for %s: %s",
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order.get("pdno", "?"),
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exc,
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)
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async def handle_overseas_pending_orders(
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overseas_broker: OverseasBroker,
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telegram: TelegramClient,
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@@ -1205,6 +1361,19 @@ async def run_daily_session(
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# Use market-local date for playbook keying
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market_today = datetime.now(market.timezone).date()
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# Check and handle domestic pending (unfilled) limit orders before new decisions.
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if market.is_domestic:
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try:
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await handle_domestic_pending_orders(
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broker,
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telegram,
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settings,
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sell_resubmit_counts,
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daily_buy_cooldown,
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)
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except Exception as exc:
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logger.warning("Domestic pending order check failed: %s", exc)
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# Check and handle overseas pending (unfilled) limit orders before new decisions.
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if not market.is_domestic:
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try:
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@@ -1607,11 +1776,21 @@ async def run_daily_session(
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order_succeeded = True
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try:
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if market.is_domestic:
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# Use limit orders (지정가) for domestic stocks.
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# KRX tick rounding applied via kr_round_down.
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if decision.action == "BUY":
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order_price = kr_round_down(
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stock_data["current_price"] * 1.002
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)
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else:
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order_price = kr_round_down(
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stock_data["current_price"] * 0.998
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)
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result = await broker.send_order(
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stock_code=stock_code,
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order_type=decision.action,
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quantity=quantity,
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price=0, # market order
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price=order_price,
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)
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else:
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# KIS VTS only accepts limit orders; use 0.5% premium for BUY
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@@ -2464,6 +2643,19 @@ async def run(settings: Settings) -> None:
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logger.warning("Market open notification failed: %s", exc)
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_market_states[market.code] = True
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# Check and handle domestic pending (unfilled) limit orders.
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if market.is_domestic:
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try:
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await handle_domestic_pending_orders(
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broker,
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telegram,
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settings,
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sell_resubmit_counts,
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buy_cooldown,
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)
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except Exception as exc:
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logger.warning("Domestic pending order check failed: %s", exc)
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# Check and handle overseas pending (unfilled) limit orders.
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if not market.is_domestic:
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try:
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Reference in New Issue
Block a user