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The-Ouroboros/src/broker/overseas.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

201 lines
6.3 KiB
Python

"""KIS Overseas Stock API client."""
from __future__ import annotations
import logging
from typing import Any
import aiohttp
from src.broker.kis_api import KISBroker
logger = logging.getLogger(__name__)
class OverseasBroker:
"""KIS Overseas Stock API wrapper that reuses KISBroker infrastructure."""
def __init__(self, kis_broker: KISBroker) -> None:
"""
Initialize overseas broker.
Args:
kis_broker: Domestic KIS broker instance to reuse session/token/rate limiter
"""
self._broker = kis_broker
async def get_overseas_price(
self, exchange_code: str, stock_code: str
) -> dict[str, Any]:
"""
Fetch overseas stock price.
Args:
exchange_code: Exchange code (e.g., "NASD", "NYSE", "TSE")
stock_code: Stock ticker symbol
Returns:
API response with price data
Raises:
ConnectionError: On network or API errors
"""
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
headers = await self._broker._auth_headers("HHDFS00000300")
params = {
"AUTH": "",
"EXCD": exchange_code,
"SYMB": stock_code,
}
url = f"{self._broker._base_url}/uapi/overseas-price/v1/quotations/price"
try:
async with session.get(url, headers=headers, params=params) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"get_overseas_price failed ({resp.status}): {text}"
)
return await resp.json()
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching overseas price: {exc}"
) from exc
async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
"""
Fetch overseas account balance.
Args:
exchange_code: Exchange code (e.g., "NASD", "NYSE")
Returns:
API response with balance data
Raises:
ConnectionError: On network or API errors
"""
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
# Virtual trading TR_ID for overseas balance inquiry
headers = await self._broker._auth_headers("VTTS3012R")
params = {
"CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd,
"OVRS_EXCG_CD": exchange_code,
"TR_CRCY_CD": self._get_currency_code(exchange_code),
"CTX_AREA_FK200": "",
"CTX_AREA_NK200": "",
}
url = (
f"{self._broker._base_url}/uapi/overseas-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_overseas_balance failed ({resp.status}): {text}"
)
return await resp.json()
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error fetching overseas balance: {exc}"
) from exc
async def send_overseas_order(
self,
exchange_code: str,
stock_code: str,
order_type: str, # "BUY" or "SELL"
quantity: int,
price: float = 0.0,
) -> dict[str, Any]:
"""
Submit overseas stock order.
Args:
exchange_code: Exchange code (e.g., "NASD", "NYSE")
stock_code: Stock ticker symbol
order_type: "BUY" or "SELL"
quantity: Number of shares
price: Order price (0 for market order)
Returns:
API response with order result
Raises:
ConnectionError: On network or API errors
"""
await self._broker._rate_limiter.acquire()
session = self._broker._get_session()
# Virtual trading TR_IDs for overseas orders
tr_id = "VTTT1002U" if order_type == "BUY" else "VTTT1006U"
body = {
"CANO": self._broker._account_no,
"ACNT_PRDT_CD": self._broker._product_cd,
"OVRS_EXCG_CD": exchange_code,
"PDNO": stock_code,
"ORD_DVSN": "00" if price > 0 else "01", # 00=지정가, 01=시장가
"ORD_QTY": str(quantity),
"OVRS_ORD_UNPR": str(price) if price > 0 else "0",
"ORD_SVR_DVSN_CD": "0", # 0=해외주문
}
hash_key = await self._broker._get_hash_key(body)
headers = await self._broker._auth_headers(tr_id)
headers["hashkey"] = hash_key
url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order"
try:
async with session.post(url, headers=headers, json=body) as resp:
if resp.status != 200:
text = await resp.text()
raise ConnectionError(
f"send_overseas_order failed ({resp.status}): {text}"
)
data = await resp.json()
logger.info(
"Overseas order submitted",
extra={
"exchange": exchange_code,
"stock_code": stock_code,
"action": order_type,
},
)
return data
except (TimeoutError, aiohttp.ClientError) as exc:
raise ConnectionError(
f"Network error sending overseas order: {exc}"
) from exc
def _get_currency_code(self, exchange_code: str) -> str:
"""
Map exchange code to currency code.
Args:
exchange_code: Exchange code
Returns:
Currency code (e.g., "USD", "JPY")
"""
currency_map = {
"NASD": "USD",
"NYSE": "USD",
"AMEX": "USD",
"TSE": "JPY",
"SEHK": "HKD",
"SHAA": "CNY",
"SZAA": "CNY",
"HNX": "VND",
"HSX": "VND",
}
return currency_map.get(exchange_code, "USD")