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
2026-02-23 21:44:58 +09:00
parent 8a8ba3b0cb
commit d1698dee33
4 changed files with 817 additions and 7 deletions

View File

@@ -8,7 +8,7 @@ from __future__ import annotations
import asyncio
import logging
import ssl
from typing import Any
from typing import Any, cast
import aiohttp
@@ -478,6 +478,112 @@ class KISBroker:
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(f"Network error fetching rankings: {exc}") from exc
async def get_domestic_pending_orders(self) -> list[dict[str, Any]]:
"""Fetch unfilled (pending) domestic limit orders.
The KIS pending-orders API (TTTC0084R) is unsupported in paper (VTS)
mode, so this method returns an empty list immediately when MODE is
not "live".
Returns:
List of pending order dicts from the KIS ``output`` field.
Each dict includes keys such as ``odno``, ``orgn_odno``,
``ord_gno_brno``, ``psbl_qty``, ``sll_buy_dvsn_cd``, ``pdno``.
"""
if self._settings.MODE != "live":
logger.debug(
"get_domestic_pending_orders: paper mode — TTTC0084R unsupported, returning []"
)
return []
await self._rate_limiter.acquire()
session = self._get_session()
# TR_ID: 실전 TTTC0084R (모의 미지원)
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식 미체결조회' 시트
headers = await self._auth_headers("TTTC0084R")
params = {
"CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd,
"INQR_DVSN_1": "0",
"INQR_DVSN_2": "0",
"CTX_AREA_FK100": "",
"CTX_AREA_NK100": "",
}
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-psbl-rvsecncl"
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_domestic_pending_orders failed ({resp.status}): {text}"
)
data = await resp.json()
return data.get("output", []) or []
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching domestic pending orders: {exc}"
) from exc
async def cancel_domestic_order(
self,
stock_code: str,
orgn_odno: str,
krx_fwdg_ord_orgno: str,
qty: int,
) -> dict[str, Any]:
"""Cancel an unfilled domestic limit order.
Args:
stock_code: 6-digit domestic stock code (``pdno``).
orgn_odno: Original order number from pending-orders response
(``orgn_odno`` field).
krx_fwdg_ord_orgno: KRX forwarding order branch number from
pending-orders response (``ord_gno_brno`` field).
qty: Quantity to cancel (use ``psbl_qty`` from pending order).
Returns:
Raw KIS API response dict (check ``rt_cd == "0"`` for success).
"""
await self._rate_limiter.acquire()
session = self._get_session()
# TR_ID: 실전 TTTC0013U, 모의 VTTC0013U
# Source: 한국투자증권 오픈API 전체문서 (20260221) — '주식주문(정정취소)' 시트
tr_id = "TTTC0013U" if self._settings.MODE == "live" else "VTTC0013U"
body = {
"CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd,
"KRX_FWDG_ORD_ORGNO": krx_fwdg_ord_orgno,
"ORGN_ODNO": orgn_odno,
"ORD_DVSN": "00",
"ORD_QTY": str(qty),
"ORD_UNPR": "0",
"RVSE_CNCL_DVSN_CD": "02",
"QTY_ALL_ORD_YN": "Y",
}
hash_key = await self._get_hash_key(body)
headers = await self._auth_headers(tr_id)
headers["hashkey"] = hash_key
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/order-rvsecncl"
try:
async with session.post(url, headers=headers, json=body) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"cancel_domestic_order failed ({resp.status}): {text}"
)
return cast(dict[str, Any], await resp.json())
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error cancelling domestic order: {exc}"
) from exc
async def get_daily_prices(
self,
stock_code: str,