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Author SHA1 Message Date
agentson
7834b89f10 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>
2026-02-19 12:40:55 +09:00
e0d6c9f81d Merge pull request 'fix: correct TR_ID, path, and params for fetch_market_rankings (#155)' (#156) from feature/issue-155-fix-ranking-api into main
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Reviewed-on: #156
2026-02-19 11:00:50 +09:00
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)

View File

@@ -204,7 +204,9 @@ async def trading_cycle(
# 1. Fetch market data
if market.is_domestic:
orderbook = await broker.get_orderbook(stock_code)
current_price, price_change_pct, foreigner_net = await broker.get_current_price(
stock_code
)
balance_data = await broker.get_balance()
output2 = balance_data.get("output2", [{}])
@@ -215,10 +217,6 @@ async def trading_cycle(
else "0"
)
purchase_total = safe_float(output2[0].get("pchs_amt_smtl_amt", "0")) if output2 else 0
current_price = safe_float(orderbook.get("output1", {}).get("stck_prpr", "0"))
foreigner_net = safe_float(orderbook.get("output1", {}).get("frgn_ntby_qty", "0"))
price_change_pct = safe_float(orderbook.get("output1", {}).get("prdy_ctrt", "0"))
else:
# Overseas market
price_data = await overseas_broker.get_overseas_price(
@@ -726,15 +724,8 @@ async def run_daily_session(
for stock_code in watchlist:
try:
if market.is_domestic:
orderbook = await broker.get_orderbook(stock_code)
current_price = safe_float(
orderbook.get("output1", {}).get("stck_prpr", "0")
)
foreigner_net = safe_float(
orderbook.get("output1", {}).get("frgn_ntby_qty", "0")
)
price_change_pct = safe_float(
orderbook.get("output1", {}).get("prdy_ctrt", "0")
current_price, price_change_pct, foreigner_net = (
await broker.get_current_price(stock_code)
)
else:
price_data = await overseas_broker.get_overseas_price(

View File

@@ -375,3 +375,201 @@ class TestFetchMarketRankings:
assert result[0]["stock_code"] == "005930"
assert result[0]["price"] == 75000.0
assert result[0]["change_rate"] == 2.5
# ---------------------------------------------------------------------------
# KRX tick unit / round-down helpers (issue #157)
# ---------------------------------------------------------------------------
from src.broker.kis_api import kr_tick_unit, kr_round_down # noqa: E402
class TestKrTickUnit:
"""kr_tick_unit and kr_round_down must implement KRX price tick rules."""
@pytest.mark.parametrize(
"price, expected_tick",
[
(1999, 1),
(2000, 5),
(4999, 5),
(5000, 10),
(19999, 10),
(20000, 50),
(49999, 50),
(50000, 100),
(199999, 100),
(200000, 500),
(499999, 500),
(500000, 1000),
(1000000, 1000),
],
)
def test_tick_unit_boundaries(self, price: int, expected_tick: int) -> None:
assert kr_tick_unit(price) == expected_tick
@pytest.mark.parametrize(
"price, expected_rounded",
[
(188150, 188100), # 100원 단위, 50원 잔여 → 내림
(188100, 188100), # 이미 정렬됨
(75050, 75000), # 100원 단위, 50원 잔여 → 내림
(49950, 49950), # 50원 단위 정렬됨
(49960, 49950), # 50원 단위, 10원 잔여 → 내림
(1999, 1999), # 1원 단위 → 그대로
(5003, 5000), # 10원 단위, 3원 잔여 → 내림
],
)
def test_round_down_to_tick(self, price: int, expected_rounded: int) -> None:
assert kr_round_down(price) == expected_rounded
# ---------------------------------------------------------------------------
# get_current_price (issue #157)
# ---------------------------------------------------------------------------
class TestGetCurrentPrice:
"""get_current_price must use inquire-price API and return (price, change, foreigner)."""
@pytest.fixture
def broker(self, settings) -> KISBroker:
b = KISBroker(settings)
b._access_token = "tok"
b._token_expires_at = float("inf")
b._rate_limiter.acquire = AsyncMock()
return b
@pytest.mark.asyncio
async def test_returns_correct_fields(self, broker: KISBroker) -> None:
mock_resp = AsyncMock()
mock_resp.status = 200
mock_resp.json = AsyncMock(
return_value={
"rt_cd": "0",
"output": {
"stck_prpr": "188600",
"prdy_ctrt": "3.97",
"frgn_ntby_qty": "12345",
},
}
)
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
mock_resp.__aexit__ = AsyncMock(return_value=False)
with patch("aiohttp.ClientSession.get", return_value=mock_resp) as mock_get:
price, change_pct, foreigner = await broker.get_current_price("005930")
assert price == 188600.0
assert change_pct == 3.97
assert foreigner == 12345.0
call_kwargs = mock_get.call_args
url = call_kwargs[0][0] if call_kwargs[0] else call_kwargs[1].get("url", "")
headers = call_kwargs[1].get("headers", {})
assert "inquire-price" in url
assert headers.get("tr_id") == "FHKST01010100"
@pytest.mark.asyncio
async def test_http_error_raises_connection_error(self, broker: KISBroker) -> None:
mock_resp = AsyncMock()
mock_resp.status = 500
mock_resp.text = AsyncMock(return_value="Internal Server Error")
mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
mock_resp.__aexit__ = AsyncMock(return_value=False)
with patch("aiohttp.ClientSession.get", return_value=mock_resp):
with pytest.raises(ConnectionError, match="get_current_price failed"):
await broker.get_current_price("005930")
# ---------------------------------------------------------------------------
# send_order tick rounding and ORD_DVSN (issue #157)
# ---------------------------------------------------------------------------
class TestSendOrderTickRounding:
"""send_order must apply KRX tick rounding and correct ORD_DVSN codes."""
@pytest.fixture
def broker(self, settings) -> KISBroker:
b = KISBroker(settings)
b._access_token = "tok"
b._token_expires_at = float("inf")
b._rate_limiter.acquire = AsyncMock()
return b
@pytest.mark.asyncio
async def test_limit_order_rounds_down_to_tick(self, broker: KISBroker) -> None:
"""Price 188150 (not on 100-won tick) must be rounded to 188100."""
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", "BUY", 1, price=188150)
order_call = mock_post.call_args_list[1]
body = order_call[1].get("json", {})
assert body["ORD_UNPR"] == "188100" # rounded down
assert body["ORD_DVSN"] == "00" # 지정가
@pytest.mark.asyncio
async def test_limit_order_ord_dvsn_is_00(self, broker: KISBroker) -> None:
"""send_order with price>0 must use ORD_DVSN='00' (지정가)."""
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", "BUY", 1, price=50000)
order_call = mock_post.call_args_list[1]
body = order_call[1].get("json", {})
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"

View File

@@ -111,15 +111,7 @@ class TestTradingCycleTelegramIntegration:
def mock_broker(self) -> MagicMock:
"""Create mock broker."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {
"stck_prpr": "50000",
"frgn_ntby_qty": "100",
"prdy_ctrt": "1.23",
}
}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 1.23, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -823,11 +815,7 @@ class TestScenarioEngineIntegration:
def mock_broker(self) -> MagicMock:
"""Create mock broker with standard domestic data."""
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={
"output1": {"stck_prpr": "50000", "frgn_ntby_qty": "100", "prdy_ctrt": "2.50"}
}
)
broker.get_current_price = AsyncMock(return_value=(50000.0, 2.50, 100.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1249,9 +1237,7 @@ async def test_sell_updates_original_buy_decision_outcome() -> None:
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "120", "frgn_ntby_qty": "0"}}
)
broker.get_current_price = AsyncMock(return_value=(120.0, 0.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [
@@ -1341,9 +1327,7 @@ async def test_hold_overridden_to_sell_when_stop_loss_triggered() -> None:
)
broker = MagicMock()
broker.get_orderbook = AsyncMock(
return_value={"output1": {"stck_prpr": "95", "frgn_ntby_qty": "0", "prdy_ctrt": "-5.0"}}
)
broker.get_current_price = AsyncMock(return_value=(95.0, -5.0, 0.0))
broker.get_balance = AsyncMock(
return_value={
"output2": [