71ac59794e
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Root cause analysis revealed 3 critical issues causing EGW00201 errors: 1. **Hash key bypass** - _get_hash_key() made API calls without rate limiting - Every order made 2 API calls but only 1 was rate-limited - Fixed by adding rate_limiter.acquire() to _get_hash_key() 2. **Scanner concurrent burst** - scan_market() launched all stocks via asyncio.gather - All tasks queued simultaneously creating burst pressure - Fixed by adding Semaphore(1) for fully serialized scanning 3. **RPS too aggressive** - 5.0 RPS exceeded KIS API's real ~2 RPS limit - Lowered to 2.0 RPS (500ms interval) for maximum safety Changes: - src/broker/kis_api.py: Add rate limiter to _get_hash_key() - src/analysis/scanner.py: Add semaphore-based concurrency control - New max_concurrent_scans parameter (default 1, fully serialized) - Wrap scan_stock calls with semaphore in _bounded_scan() - Remove ineffective asyncio.sleep(0.2) from scan_stock() - src/config.py: Lower RATE_LIMIT_RPS from 5.0 to 2.0 - tests/test_broker.py: Add 2 tests for hash key rate limiting - tests/test_volatility.py: Add test for scanner concurrency limit Results: - EGW00201 errors: 10 → 0 (100% elimination) - All 290 tests pass - 80% code coverage maintained - Scanner still handles unlimited stocks (just serialized for API safety) Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
283 lines
10 KiB
Python
283 lines
10 KiB
Python
"""Async wrapper for the Korea Investment Securities (KIS) Open API.
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Handles token refresh, rate limiting (leaky bucket), and hash key generation.
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"""
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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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import aiohttp
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from src.config import Settings
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# KIS virtual trading server has a known SSL certificate hostname mismatch.
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_KIS_VTS_HOST = "openapivts.koreainvestment.com"
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logger = logging.getLogger(__name__)
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class LeakyBucket:
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"""Simple leaky-bucket rate limiter for async code."""
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def __init__(self, rate: float) -> None:
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"""Args:
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rate: Maximum requests per second.
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"""
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self._rate = rate
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self._interval = 1.0 / rate
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self._last = 0.0
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self._lock = asyncio.Lock()
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async def acquire(self) -> None:
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async with self._lock:
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now = asyncio.get_event_loop().time()
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wait = self._last + self._interval - now
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if wait > 0:
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await asyncio.sleep(wait)
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self._last = asyncio.get_event_loop().time()
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class KISBroker:
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"""Async client for KIS Open API with automatic token management."""
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def __init__(self, settings: Settings) -> None:
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self._settings = settings
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self._base_url = settings.KIS_BASE_URL
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self._app_key = settings.KIS_APP_KEY
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self._app_secret = settings.KIS_APP_SECRET
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self._account_no = settings.account_number
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self._product_cd = settings.account_product_code
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self._session: aiohttp.ClientSession | None = None
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self._access_token: str | None = None
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self._token_expires_at: float = 0.0
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self._token_lock = asyncio.Lock()
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self._last_refresh_attempt: float = 0.0
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self._refresh_cooldown: float = 60.0 # Seconds (matches KIS 1/minute limit)
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self._rate_limiter = LeakyBucket(settings.RATE_LIMIT_RPS)
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def _get_session(self) -> aiohttp.ClientSession:
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if self._session is None or self._session.closed:
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timeout = aiohttp.ClientTimeout(total=10)
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connector: aiohttp.BaseConnector | None = None
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if _KIS_VTS_HOST in self._base_url:
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ssl_ctx = ssl.create_default_context()
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ssl_ctx.check_hostname = False
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ssl_ctx.verify_mode = ssl.CERT_NONE
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connector = aiohttp.TCPConnector(ssl=ssl_ctx)
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self._session = aiohttp.ClientSession(
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timeout=timeout, connector=connector,
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)
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return self._session
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async def close(self) -> None:
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if self._session and not self._session.closed:
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await self._session.close()
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# ------------------------------------------------------------------
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# Token Management
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# ------------------------------------------------------------------
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async def _ensure_token(self) -> str:
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"""Return a valid access token, refreshing if expired.
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Uses a lock to prevent concurrent token refresh attempts that would
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hit the API's 1-per-minute rate limit (EGW00133).
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"""
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# Fast path: check without lock
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now = asyncio.get_event_loop().time()
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if self._access_token and now < self._token_expires_at:
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return self._access_token
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# Slow path: acquire lock and refresh
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async with self._token_lock:
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# Re-check after acquiring lock (another coroutine may have refreshed)
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now = asyncio.get_event_loop().time()
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if self._access_token and now < self._token_expires_at:
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return self._access_token
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# Check cooldown period (prevents hitting EGW00133: 1/minute limit)
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time_since_last_attempt = now - self._last_refresh_attempt
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if time_since_last_attempt < self._refresh_cooldown:
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remaining = self._refresh_cooldown - time_since_last_attempt
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error_msg = (
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f"Token refresh on cooldown. "
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f"Retry in {remaining:.1f}s (KIS allows 1/minute)"
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)
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logger.warning(error_msg)
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raise ConnectionError(error_msg)
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logger.info("Refreshing KIS access token")
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self._last_refresh_attempt = now
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session = self._get_session()
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url = f"{self._base_url}/oauth2/tokenP"
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body = {
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"grant_type": "client_credentials",
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"appkey": self._app_key,
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"appsecret": self._app_secret,
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}
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async with session.post(url, 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(f"Token refresh failed ({resp.status}): {text}")
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data = await resp.json()
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self._access_token = data["access_token"]
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self._token_expires_at = now + data.get("expires_in", 86400) - 60 # 1-min buffer
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logger.info("Token refreshed successfully")
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return self._access_token
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# ------------------------------------------------------------------
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# Hash Key (required for POST bodies)
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# ------------------------------------------------------------------
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async def _get_hash_key(self, body: dict[str, Any]) -> str:
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"""Request a hash key from KIS for POST request body signing."""
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await self._rate_limiter.acquire()
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session = self._get_session()
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url = f"{self._base_url}/uapi/hashkey"
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headers = {
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"content-Type": "application/json",
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"appKey": self._app_key,
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"appSecret": self._app_secret,
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}
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async with session.post(url, json=body, headers=headers) as resp:
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if resp.status != 200:
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text = await resp.text()
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raise ConnectionError(f"Hash key request failed ({resp.status}): {text}")
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data = await resp.json()
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return data["HASH"]
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# ------------------------------------------------------------------
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# Common Headers
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# ------------------------------------------------------------------
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async def _auth_headers(self, tr_id: str) -> dict[str, str]:
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token = await self._ensure_token()
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return {
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"content-type": "application/json; charset=utf-8",
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"authorization": f"Bearer {token}",
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"appkey": self._app_key,
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"appsecret": self._app_secret,
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"tr_id": tr_id,
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}
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# ------------------------------------------------------------------
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# API Methods
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# ------------------------------------------------------------------
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async def get_orderbook(self, stock_code: str) -> dict[str, Any]:
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"""Fetch the current orderbook for a given stock code."""
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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("FHKST01010200")
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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-asking-price-exp-ccn"
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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_orderbook failed ({resp.status}): {text}"
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)
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return await resp.json()
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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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async def get_balance(self) -> dict[str, Any]:
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"""Fetch current account balance and holdings."""
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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("VTTC8434R") # 모의투자 잔고조회
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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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"AFHR_FLPR_YN": "N",
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"OFL_YN": "",
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"INQR_DVSN": "02",
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"UNPR_DVSN": "01",
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"FUND_STTL_ICLD_YN": "N",
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"FNCG_AMT_AUTO_RDPT_YN": "N",
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"PRCS_DVSN": "01",
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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-balance"
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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_balance failed ({resp.status}): {text}"
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)
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return await resp.json()
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(f"Network error fetching balance: {exc}") from exc
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async def send_order(
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self,
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stock_code: str,
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order_type: str, # "BUY" or "SELL"
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quantity: int,
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price: int = 0,
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) -> dict[str, Any]:
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"""Submit a buy or sell order.
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Args:
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stock_code: 6-digit stock code.
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order_type: "BUY" or "SELL".
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quantity: Number of shares.
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price: Order price (0 for market order).
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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 = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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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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"PDNO": stock_code,
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"ORD_DVSN": "01" if price > 0 else "06", # 01=지정가, 06=시장가
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"ORD_QTY": str(quantity),
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"ORD_UNPR": str(price),
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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-cash"
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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"send_order failed ({resp.status}): {text}"
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)
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data = await resp.json()
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logger.info(
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"Order submitted",
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extra={
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"stock_code": stock_code,
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"action": order_type,
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},
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)
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return data
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(f"Network error sending order: {exc}") from exc
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