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The-Ouroboros/src/broker/kis_api.py
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feat: implement timezone-based global market auto-selection
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>
2026-02-04 09:29:25 +09:00

255 lines
9.2 KiB
Python

"""Async wrapper for the Korea Investment Securities (KIS) Open API.
Handles token refresh, rate limiting (leaky bucket), and hash key generation.
"""
from __future__ import annotations
import asyncio
import logging
import ssl
from typing import Any
import aiohttp
from src.config import Settings
# KIS virtual trading server has a known SSL certificate hostname mismatch.
_KIS_VTS_HOST = "openapivts.koreainvestment.com"
logger = logging.getLogger(__name__)
class LeakyBucket:
"""Simple leaky-bucket rate limiter for async code."""
def __init__(self, rate: float) -> None:
"""Args:
rate: Maximum requests per second.
"""
self._rate = rate
self._interval = 1.0 / rate
self._last = 0.0
self._lock = asyncio.Lock()
async def acquire(self) -> None:
async with self._lock:
now = asyncio.get_event_loop().time()
wait = self._last + self._interval - now
if wait > 0:
await asyncio.sleep(wait)
self._last = asyncio.get_event_loop().time()
class KISBroker:
"""Async client for KIS Open API with automatic token management."""
def __init__(self, settings: Settings) -> None:
self._settings = settings
self._base_url = settings.KIS_BASE_URL
self._app_key = settings.KIS_APP_KEY
self._app_secret = settings.KIS_APP_SECRET
self._account_no = settings.account_number
self._product_cd = settings.account_product_code
self._session: aiohttp.ClientSession | None = None
self._access_token: str | None = None
self._token_expires_at: float = 0.0
self._rate_limiter = LeakyBucket(settings.RATE_LIMIT_RPS)
def _get_session(self) -> aiohttp.ClientSession:
if self._session is None or self._session.closed:
timeout = aiohttp.ClientTimeout(total=10)
connector: aiohttp.BaseConnector | None = None
if _KIS_VTS_HOST in self._base_url:
ssl_ctx = ssl.create_default_context()
ssl_ctx.check_hostname = False
ssl_ctx.verify_mode = ssl.CERT_NONE
connector = aiohttp.TCPConnector(ssl=ssl_ctx)
self._session = aiohttp.ClientSession(
timeout=timeout, connector=connector,
)
return self._session
async def close(self) -> None:
if self._session and not self._session.closed:
await self._session.close()
# ------------------------------------------------------------------
# Token Management
# ------------------------------------------------------------------
async def _ensure_token(self) -> str:
"""Return a valid access token, refreshing if expired."""
now = asyncio.get_event_loop().time()
if self._access_token and now < self._token_expires_at:
return self._access_token
logger.info("Refreshing KIS access token")
session = self._get_session()
url = f"{self._base_url}/oauth2/tokenP"
body = {
"grant_type": "client_credentials",
"appkey": self._app_key,
"appsecret": self._app_secret,
}
async with session.post(url, json=body) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(f"Token refresh failed ({resp.status}): {text}")
data = await resp.json()
self._access_token = data["access_token"]
self._token_expires_at = now + data.get("expires_in", 86400) - 60 # 1-min buffer
logger.info("Token refreshed successfully")
return self._access_token
# ------------------------------------------------------------------
# Hash Key (required for POST bodies)
# ------------------------------------------------------------------
async def _get_hash_key(self, body: dict[str, Any]) -> str:
"""Request a hash key from KIS for POST request body signing."""
session = self._get_session()
url = f"{self._base_url}/uapi/hashkey"
headers = {
"content-Type": "application/json",
"appKey": self._app_key,
"appSecret": self._app_secret,
}
async with session.post(url, json=body, headers=headers) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(f"Hash key request failed ({resp.status}): {text}")
data = await resp.json()
return data["HASH"]
# ------------------------------------------------------------------
# Common Headers
# ------------------------------------------------------------------
async def _auth_headers(self, tr_id: str) -> dict[str, str]:
token = await self._ensure_token()
return {
"content-type": "application/json; charset=utf-8",
"authorization": f"Bearer {token}",
"appkey": self._app_key,
"appsecret": self._app_secret,
"tr_id": tr_id,
}
# ------------------------------------------------------------------
# API Methods
# ------------------------------------------------------------------
async def get_orderbook(self, stock_code: str) -> dict[str, Any]:
"""Fetch the current orderbook for a given stock code."""
await self._rate_limiter.acquire()
session = self._get_session()
headers = await self._auth_headers("FHKST01010200")
params = {
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": stock_code,
}
url = f"{self._base_url}/uapi/domestic-stock/v1/quotations/inquire-asking-price-exp-ccn"
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_orderbook failed ({resp.status}): {text}"
)
return await resp.json()
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
async def get_balance(self) -> dict[str, Any]:
"""Fetch current account balance and holdings."""
await self._rate_limiter.acquire()
session = self._get_session()
headers = await self._auth_headers("VTTC8434R") # 모의투자 잔고조회
params = {
"CANO": self._account_no,
"ACNT_PRDT_CD": self._product_cd,
"AFHR_FLPR_YN": "N",
"OFL_YN": "",
"INQR_DVSN": "02",
"UNPR_DVSN": "01",
"FUND_STTL_ICLD_YN": "N",
"FNCG_AMT_AUTO_RDPT_YN": "N",
"PRCS_DVSN": "01",
"CTX_AREA_FK100": "",
"CTX_AREA_NK100": "",
}
url = f"{self._base_url}/uapi/domestic-stock/v1/trading/inquire-balance"
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_balance failed ({resp.status}): {text}"
)
return await resp.json()
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(f"Network error fetching balance: {exc}") from exc
async def send_order(
self,
stock_code: str,
order_type: str, # "BUY" or "SELL"
quantity: int,
price: int = 0,
) -> dict[str, Any]:
"""Submit a buy or sell order.
Args:
stock_code: 6-digit stock code.
order_type: "BUY" or "SELL".
quantity: Number of shares.
price: Order price (0 for market order).
"""
await self._rate_limiter.acquire()
session = self._get_session()
tr_id = "VTTC0802U" if order_type == "BUY" else "VTTC0801U"
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_QTY": str(quantity),
"ORD_UNPR": str(price),
}
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-cash"
try:
async with session.post(url, headers=headers, json=body) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"send_order failed ({resp.status}): {text}"
)
data = await resp.json()
logger.info(
"Order submitted",
extra={
"stock_code": stock_code,
"action": order_type,
},
)
return data
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(f"Network error sending order: {exc}") from exc