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Implement comprehensive multi-market trading system with automatic market selection based on timezone and trading hours. ## New Features - Market schedule module with 10 global markets (KR, US, JP, HK, CN, VN) - Overseas broker for KIS API international stock trading - Automatic market detection based on current time and timezone - Next market open waiting logic when all markets closed - ConnectionError retry with exponential backoff (max 3 attempts) ## Architecture Changes - Market-aware trading cycle with domestic/overseas broker routing - Market context in AI prompts for better decision making - Database schema extended with market and exchange_code columns - Config setting ENABLED_MARKETS for market selection ## Testing - 19 new tests for market schedule (timezone, DST, lunch breaks) - All 54 tests passing - Lint fixes with ruff ## Files Added - src/markets/schedule.py - Market schedule and timezone logic - src/broker/overseas.py - KIS overseas stock API client - tests/test_market_schedule.py - Market schedule test suite ## Files Modified - src/main.py - Multi-market main loop with retry logic - src/config.py - ENABLED_MARKETS setting - src/db.py - market/exchange_code columns with migration - src/brain/gemini_client.py - Dynamic market context in prompts Resolves #5 Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
201 lines
6.3 KiB
Python
201 lines
6.3 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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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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params = {
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"AUTH": "",
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"EXCD": exchange_code,
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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 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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# Virtual trading TR_ID for overseas balance inquiry
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headers = await self._broker._auth_headers("VTTS3012R")
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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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# Virtual trading TR_IDs for overseas orders
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tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1006U"
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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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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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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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