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- #201: 국내/해외 TR_ID 실전/모의 자동 분기 - get_balance: TTTC8434R(실전) / VTTC8434R(모의) - send_order: TTTC0012U/0011U(실전) / VTTC0012U/0011U(모의) [현금주문] - get_overseas_balance: TTTS3012R(실전) / VTTS3012R(모의) - send_overseas_order: TTTT1002U/1006U(실전) / VTTT1002U/1001U(모의) - #202: KIS_BASE_URL 기본값 VTS 포트 9443→29443 수정 - #203: PAPER_OVERSEAS_CASH fallback 실전(MODE=live)에서 비활성화, 중복 코드 제거 - #205: BULLISH 시장 BUY confidence 임계값 75→80(기본값) 수정 (CLAUDE.md 비협상 규칙) - #208: Daily 모드 CircuitBreakerTripped 시 텔레그램 알림 추가 - #214: 시스템 종료 시 notify_system_shutdown() 호출 추가 테스트 22개 추가 (TR_ID 분기 12개, confidence 임계값 1개 수정) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
325 lines
11 KiB
Python
325 lines
11 KiB
Python
"""KIS Overseas Stock API client."""
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from __future__ import annotations
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import logging
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from typing import Any
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import aiohttp
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from src.broker.kis_api import KISBroker
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logger = logging.getLogger(__name__)
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# Ranking API uses different exchange codes than order/quote APIs.
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_RANKING_EXCHANGE_MAP: dict[str, str] = {
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"NASD": "NAS",
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"NYSE": "NYS",
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"AMEX": "AMS",
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"SEHK": "HKS",
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"SHAA": "SHS",
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"SZAA": "SZS",
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"HSX": "HSX",
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"HNX": "HNX",
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"TSE": "TSE",
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}
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# Price inquiry API (HHDFS00000300) uses the same short exchange codes as rankings.
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# NASD → NAS, NYSE → NYS, AMEX → AMS (confirmed: AMEX returns empty, AMS returns price).
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_PRICE_EXCHANGE_MAP: dict[str, str] = _RANKING_EXCHANGE_MAP
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class OverseasBroker:
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"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
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def __init__(self, kis_broker: KISBroker) -> None:
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"""
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Initialize overseas broker.
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Args:
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kis_broker: Domestic KIS broker instance to reuse session/token/rate limiter
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"""
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self._broker = kis_broker
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async def get_overseas_price(
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self, exchange_code: str, stock_code: str
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) -> dict[str, Any]:
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"""
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Fetch overseas stock price.
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Args:
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exchange_code: Exchange code (e.g., "NASD", "NYSE", "TSE")
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stock_code: Stock ticker symbol
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Returns:
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API response with price data
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Raises:
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ConnectionError: On network or API errors
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"""
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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headers = await self._broker._auth_headers("HHDFS00000300")
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# Map internal exchange codes to the short form expected by the price API.
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price_excd = _PRICE_EXCHANGE_MAP.get(exchange_code, exchange_code)
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params = {
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"AUTH": "",
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"EXCD": price_excd,
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"SYMB": stock_code,
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}
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url = f"{self._broker._base_url}/uapi/overseas-price/v1/quotations/price"
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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_overseas_price 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(
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f"Network error fetching overseas price: {exc}"
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) from exc
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async def fetch_overseas_rankings(
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self,
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exchange_code: str,
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ranking_type: str = "fluctuation",
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limit: int = 30,
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) -> list[dict[str, Any]]:
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"""Fetch overseas rankings (price change or volume surge).
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Ranking API specs may differ by account/product. Endpoint paths and
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TR_IDs are configurable via settings and can be overridden in .env.
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"""
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if not self._broker._settings.OVERSEAS_RANKING_ENABLED:
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return []
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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ranking_excd = _RANKING_EXCHANGE_MAP.get(exchange_code, exchange_code)
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if ranking_type == "volume":
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tr_id = self._broker._settings.OVERSEAS_RANKING_VOLUME_TR_ID
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path = self._broker._settings.OVERSEAS_RANKING_VOLUME_PATH
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params: dict[str, str] = {
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"AUTH": "",
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"EXCD": ranking_excd,
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"MIXN": "0",
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"VOL_RANG": "0",
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}
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else:
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tr_id = self._broker._settings.OVERSEAS_RANKING_FLUCT_TR_ID
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path = self._broker._settings.OVERSEAS_RANKING_FLUCT_PATH
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params = {
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"AUTH": "",
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"EXCD": ranking_excd,
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"NDAY": "0",
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"GUBN": "1",
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"VOL_RANG": "0",
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}
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headers = await self._broker._auth_headers(tr_id)
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url = f"{self._broker._base_url}{path}"
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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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if resp.status == 404:
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logger.warning(
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"Overseas ranking endpoint unavailable (404) for %s/%s; "
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"using symbol fallback scan",
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exchange_code,
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ranking_type,
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)
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return []
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raise ConnectionError(
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f"fetch_overseas_rankings failed ({resp.status}): {text}"
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)
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data = await resp.json()
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rows = self._extract_ranking_rows(data)
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if rows:
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return rows[:limit]
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logger.debug(
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"Overseas ranking returned empty for %s/%s (keys=%s)",
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exchange_code,
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ranking_type,
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list(data.keys()),
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)
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return []
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except (TimeoutError, aiohttp.ClientError) as exc:
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raise ConnectionError(
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f"Network error fetching overseas rankings: {exc}"
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) from exc
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async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
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"""
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Fetch overseas account balance.
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Args:
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exchange_code: Exchange code (e.g., "NASD", "NYSE")
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Returns:
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API response with balance data
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Raises:
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ConnectionError: On network or API errors
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"""
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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# TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
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balance_tr_id = (
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"TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
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)
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headers = await self._broker._auth_headers(balance_tr_id)
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params = {
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"CANO": self._broker._account_no,
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"ACNT_PRDT_CD": self._broker._product_cd,
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"OVRS_EXCG_CD": exchange_code,
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"TR_CRCY_CD": self._get_currency_code(exchange_code),
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"CTX_AREA_FK200": "",
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"CTX_AREA_NK200": "",
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}
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url = (
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f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
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)
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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_overseas_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(
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f"Network error fetching overseas balance: {exc}"
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) from exc
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async def send_overseas_order(
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self,
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exchange_code: str,
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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: float = 0.0,
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) -> dict[str, Any]:
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"""
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Submit overseas stock order.
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Args:
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exchange_code: Exchange code (e.g., "NASD", "NYSE")
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stock_code: Stock ticker symbol
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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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Returns:
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API response with order result
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Raises:
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ConnectionError: On network or API errors
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"""
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await self._broker._rate_limiter.acquire()
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session = self._broker._get_session()
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# TR_ID: 실전 BUY=TTTT1002U SELL=TTTT1006U, 모의 BUY=VTTT1002U SELL=VTTT1001U
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# Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 주문' 시트
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if self._broker._settings.MODE == "live":
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tr_id = "TTTT1002U" if order_type == "BUY" else "TTTT1006U"
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else:
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tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1001U"
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body = {
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"CANO": self._broker._account_no,
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"ACNT_PRDT_CD": self._broker._product_cd,
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"OVRS_EXCG_CD": exchange_code,
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"PDNO": stock_code,
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"ORD_DVSN": "00" if price > 0 else "01", # 00=지정가, 01=시장가
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"ORD_QTY": str(quantity),
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"OVRS_ORD_UNPR": str(price) if price > 0 else "0",
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"ORD_SVR_DVSN_CD": "0", # 0=해외주문
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}
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hash_key = await self._broker._get_hash_key(body)
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headers = await self._broker._auth_headers(tr_id)
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headers["hashkey"] = hash_key
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url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order"
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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_overseas_order failed ({resp.status}): {text}"
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)
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data = await resp.json()
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rt_cd = data.get("rt_cd", "")
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msg1 = data.get("msg1", "")
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if rt_cd == "0":
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logger.info(
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"Overseas order submitted",
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extra={
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"exchange": exchange_code,
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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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else:
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logger.warning(
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"Overseas order rejected (rt_cd=%s): %s [%s %s %s qty=%d]",
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rt_cd,
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msg1,
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order_type,
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stock_code,
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exchange_code,
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quantity,
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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(
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f"Network error sending overseas order: {exc}"
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) from exc
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def _get_currency_code(self, exchange_code: str) -> str:
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"""
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Map exchange code to currency code.
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Args:
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exchange_code: Exchange code
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Returns:
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Currency code (e.g., "USD", "JPY")
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"""
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currency_map = {
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"NASD": "USD",
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"NYSE": "USD",
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"AMEX": "USD",
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"TSE": "JPY",
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"SEHK": "HKD",
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"SHAA": "CNY",
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"SZAA": "CNY",
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"HNX": "VND",
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"HSX": "VND",
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}
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return currency_map.get(exchange_code, "USD")
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def _extract_ranking_rows(self, data: dict[str, Any]) -> list[dict[str, Any]]:
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"""Extract list rows from ranking response across schema variants."""
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candidates = [data.get("output"), data.get("output1"), data.get("output2")]
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for value in candidates:
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if isinstance(value, list):
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return [row for row in value if isinstance(row, dict)]
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return []
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