refactor(phase1): Create trading module core files

2026-03-06 10:44:33 +09:00
parent 0774352a98
commit 0bfca909cc
2 changed files with 427 additions and 0 deletions
--- a/backend/app/trading/kis_client.py
+++ b/backend/app/trading/kis_client.py
@@ -0,0 +1,233 @@
+"""
+KIS REST API Client
+한국투자증권 REST API 핵심 클라이언트 (토큰 관리 + HTTP 요청)
+"""
+import httpx
+from typing import Dict, Any, Optional, Tuple
+from datetime import datetime, timedelta
+import logging
+import asyncio
+import time
+import json
+import os
+from pathlib import Path
+
+from app.core.config import settings
+
+logger = logging.getLogger(__name__)
+
+
+class KISClient:
+    """한국투자증권 REST API 클라이언트 (토큰 관리 + 안전한 HTTP 요청)"""
+
+    TOKEN_CACHE_FILE = Path.home() / ".cache" / "auto-stock" / "kis_token_cache.json"
+
+    @classmethod
+    def for_real_market_data(cls) -> "KISClient":
+        """실계좌 자격증명으로 시세조회 전용 인스턴스 생성"""
+        if not settings.KIS_REAL_APP_KEY:
+            raise ValueError("KIS_REAL_APP_KEY가 설정되지 않음")
+        
+        instance = cls.__new__(cls)
+        instance.base_url = settings.KIS_REAL_URL
+        instance.app_key = settings.KIS_REAL_APP_KEY
+        instance.app_secret = settings.KIS_REAL_APP_SECRET
+        instance.account_number = settings.KIS_REAL_ACCOUNT_NO
+        instance.TOKEN_CACHE_FILE = Path.home() / ".cache" / "auto-stock" / "kis_token_cache_real.json"
+        instance._init_common()
+        logger.info(f"🔧 KIS 실계좌 시세조회 API: {instance.base_url}")
+        return instance
+
+    def __init__(self):
+        self.base_url = settings.KOREA_INVESTMENT_API_BASE_URL
+        self.app_key = settings.KOREA_INVESTMENT_APP_KEY
+        self.app_secret = settings.KOREA_INVESTMENT_APP_SECRET
+        self.account_number = settings.KOREA_INVESTMENT_ACCOUNT_NUMBER
+        self._init_common()
+        logger.info(f"🔧 KIS API 초기화: mode={settings.KIS_MODE}, {self.base_url}")
+
+    def _init_common(self):
+        """공통 초기화 로직"""
+        self.access_token: Optional[str] = None
+        self.token_expires_at: Optional[datetime] = None
+        self.last_request_time: Optional[float] = None
+        
+        # 설정 기반 쓰로틀링
+        self.min_request_interval = settings.API_MIN_REQUEST_INTERVAL
+        self.max_retries = settings.API_MAX_RETRIES
+        self.retry_delay = settings.API_RETRY_DELAY
+        self.retry_backoff = settings.API_RETRY_BACKOFF
+        self.timeout = settings.API_TIMEOUT
+        
+        # 동시 요청 제한
+        self.semaphore = asyncio.Semaphore(settings.API_MAX_CONCURRENT_REQUESTS)
+        self._token_lock = asyncio.Lock()
+        
+        # 캐시된 토큰 로드
+        self._load_token_from_cache()
+
+    def _load_token_from_cache(self):
+        """파일에서 토큰 로드"""
+        try:
+            cache_file = Path(self.TOKEN_CACHE_FILE)
+            if cache_file.exists():
+                with open(cache_file, 'r') as f:
+                    cache = json.load(f)
+                    self.access_token = cache.get('access_token')
+                    expires_str = cache.get('expires_at')
+                    if expires_str:
+                        self.token_expires_at = datetime.fromisoformat(expires_str)
+                        if self.access_token and datetime.now() < self.token_expires_at:
+                            remaining = (self.token_expires_at - datetime.now()).total_seconds() / 3600
+                            logger.info(f"💾 캐시 토큰 로드 (남은 시간: {remaining:.1f}시간)")
+        except Exception as e:
+            logger.warning(f"⚠️ 토큰 캐시 로드 실패: {e}")
+
+    async def _save_token_to_cache(self):
+        """토큰을 파일에 비동기 저장"""
+        try:
+            cache_file = Path(self.TOKEN_CACHE_FILE)
+            cache_file.parent.mkdir(parents=True, exist_ok=True)
+            cache = {
+                'access_token': self.access_token,
+                'expires_at': self.token_expires_at.isoformat() if self.token_expires_at else None,
+            }
+            await asyncio.to_thread(self._write_token_file, cache_file, cache)
+        except Exception as e:
+            logger.warning(f"⚠️ 토큰 캐시 저장 실패: {e}")
+
+    def _write_token_file(self, cache_file: Path, cache: dict):
+        """동기 파일 쓰기"""
+        with open(cache_file, 'w') as f:
+            json.dump(cache, f)
+        os.chmod(cache_file, 0o600)
+
+    async def get_access_token(self) -> str:
+        """접근 토큰 발급 (Lock으로 중복 방지)"""
+        if self.access_token and self.token_expires_at and datetime.now() < self.token_expires_at:
+            return self.access_token
+        
+        async with self._token_lock:
+            if self.access_token and self.token_expires_at and datetime.now() < self.token_expires_at:
+                return self.access_token
+            
+            logger.info("🔑 새 토큰 발급 요청")
+            
+            async with httpx.AsyncClient() as client:
+                response = await client.post(
+                    f"{self.base_url}/oauth2/tokenP",
+                    json={
+                        "grant_type": "client_credentials",
+                        "appkey": self.app_key,
+                        "appsecret": self.app_secret
+                    },
+                    timeout=30.0
+                )
+
+            if response.status_code == 200:
+                data = response.json()
+                self.access_token = data["access_token"]
+                self.token_expires_at = datetime.now() + timedelta(hours=23)
+                await self._save_token_to_cache()
+                logger.info(f"✅ 토큰 발급 완료")
+                return self.access_token
+            else:
+                raise Exception(f"토큰 발급 실패: {response.status_code} - {response.text}")
+
+    async def request(
+        self,
+        method: str,
+        endpoint: str,
+        tr_id: str,
+        extra_headers: Optional[Dict[str, str]] = None,
+        **kwargs
+    ) -> Tuple[Dict[str, Any], Optional[Any]]:
+        """API 요청 (재시도 + 쓰로틀링)"""
+        async with self.semaphore:
+            return await self._request_with_retry(method, endpoint, tr_id, extra_headers, **kwargs)
+
+    async def _request_with_retry(
+        self,
+        method: str,
+        endpoint: str,
+        tr_id: str,
+        extra_headers: Optional[Dict[str, str]],
+        **kwargs
+    ) -> Tuple[Dict[str, Any], Optional[Any]]:
+        """재시도 로직 포함 실제 요청"""
+        start_time = time.time()
+        
+        for attempt in range(self.max_retries + 1):
+            try:
+                # 쓰로틀링
+                if self.last_request_time:
+                    elapsed = time.time() - self.last_request_time
+                    if elapsed < self.min_request_interval:
+                        await asyncio.sleep(self.min_request_interval - elapsed)
+                
+                self.last_request_time = time.time()
+                
+                token = await self.get_access_token()
+                
+                headers = {
+                    "content-type": "application/json; charset=utf-8",
+                    "authorization": f"Bearer {token}",
+                    "appkey": self.app_key,
+                    "appsecret": self.app_secret,
+                    "tr_id": tr_id,
+                }
+                if extra_headers:
+                    headers.update(extra_headers)
+                
+                timeout = httpx.Timeout(self.timeout, connect=10.0)
+                
+                async with httpx.AsyncClient(timeout=timeout) as client:
+                    response = await client.request(
+                        method,
+                        f"{self.base_url}{endpoint}",
+                        headers=headers,
+                        **kwargs
+                    )
+                    
+                    if response.status_code == 200:
+                        return response.json(), response.headers
+                    
+                    # 재시도 대상 (429, 5xx)
+                    elif response.status_code in [429, 500, 502, 503, 504]:
+                        if attempt < self.max_retries:
+                            delay = self.retry_delay * (self.retry_backoff ** attempt)
+                            logger.warning(f"⏳ 재시도 {attempt + 1}/{self.max_retries}: {delay:.1f}초 대기")
+                            await asyncio.sleep(delay)
+                            continue
+                        else:
+                            raise Exception(f"최대 재시도 초과: {response.status_code}")
+                    
+                    # 4xx - 재시도 불필요
+                    elif 400 <= response.status_code < 500:
+                        try:
+                            return response.json(), response.headers
+                        except Exception:
+                            return {"rt_cd": str(response.status_code), "msg1": response.text}, None
+                    
+                    else:
+                        raise Exception(f"API 실패: {response.status_code} - {response.text}")
+            
+            except httpx.TimeoutException:
+                if attempt < self.max_retries:
+                    delay = self.retry_delay * (self.retry_backoff ** attempt)
+                    logger.warning(f"⏳ 타임아웃 재시도 {attempt + 1}/{self.max_retries}")
+                    await asyncio.sleep(delay)
+                    continue
+                else:
+                    raise
+        
+        raise Exception("API 요청 실패")
+
+
+# 싱글톤 인스턴스
+kis_client = KISClient()
+
+try:
+    real_market_client = KISClient.for_real_market_data()
+except Exception:
+    real_market_client = None
--- a/backend/app/trading/order_manager.py
+++ b/backend/app/trading/order_manager.py
@@ -0,0 +1,194 @@
+"""
+Order Manager
+주문 실행·취소·조회 전담 모듈
+"""
+from typing import Dict, Any, Optional
+import logging
+
+from app.trading.kis_client import kis_client
+
+logger = logging.getLogger(__name__)
+
+
+class OrderManager:
+    """주문 실행 관리자"""
+
+    def __init__(self, client=None):
+        self.client = client or kis_client
+
+    async def place_order(
+        self,
+        stock_code: str,
+        order_type: str,  # "BUY" or "SELL"
+        quantity: int,
+        price: Optional[float] = None  # None = 시장가
+    ) -> Dict[str, Any]:
+        """주문 실행"""
+        try:
+            account_number_prefix = self.client.account_number[:8]
+            account_number_suffix = self.client.account_number[8:]
+            
+            is_virtual = "vts" in self.client.base_url.lower()
+            
+            if order_type == "BUY":
+                tr_id = "VTTC0802U" if is_virtual else "TTTC0802U"
+            else:
+                tr_id = "VTTC0801U" if is_virtual else "TTTC0801U"
+            
+            order_dvsn = "01" if price is None else "00"
+            order_price = "0" if price is None else str(int(price))
+            
+            logger.info(f"📤 주문: {order_type} {stock_code} {quantity}주 @{order_price}")
+            
+            result, _ = await self.client.request(
+                "POST",
+                "/uapi/domestic-stock/v1/trading/order-cash",
+                tr_id,
+                json={
+                    "CANO": account_number_prefix,
+                    "ACNT_PRDT_CD": account_number_suffix,
+                    "PDNO": stock_code,
+                    "ORD_DVSN": order_dvsn,
+                    "ORD_QTY": str(quantity),
+                    "ORD_UNPR": order_price
+                }
+            )
+            
+            logger.info(f"📥 주문 응답: rt_cd={result.get('rt_cd')}, odno={result.get('odno')}")
+            return result
+        except Exception as e:
+            logger.error(f"❌ 주문 실패: {e}")
+            return {"rt_cd": "-1", "msg1": str(e), "odno": None}
+
+    async def cancel_order(self, order_id: str, quantity: int) -> Dict[str, Any]:
+        """주문 취소"""
+        try:
+            account_number_prefix = self.client.account_number[:8]
+            account_number_suffix = self.client.account_number[8:]
+            
+            is_virtual = "vts" in self.client.base_url.lower()
+            tr_id = "VTTC0803U" if is_virtual else "TTTC0803U"
+            
+            result, _ = await self.client.request(
+                "POST",
+                "/uapi/domestic-stock/v1/trading/order-rvsecncl",
+                tr_id,
+                json={
+                    "CANO": account_number_prefix,
+                    "ACNT_PRDT_CD": account_number_suffix,
+                    "KRX_FWDG_ORD_ORGNO": "",
+                    "ORGN_ODNO": order_id,
+                    "ORD_DVSN": "00",
+                    "RVSE_CNCL_DVSN_CD": "02",
+                    "ORD_QTY": "0",
+                    "ORD_UNPR": "0",
+                    "QTY_ALL_ORD_YN": "Y"
+                }
+            )
+            return result
+        except Exception as e:
+            logger.error(f"❌ 취소 실패: {e}")
+            raise
+
+    async def get_balance(self) -> Dict[str, Any]:
+        """계좌 잔고 조회"""
+        try:
+            account_number_prefix = self.client.account_number[:8]
+            account_number_suffix = self.client.account_number[8:]
+            
+            is_virtual = "vts" in self.client.base_url.lower()
+            tr_id = "VTTC8434R" if is_virtual else "TTTC8434R"
+            
+            result, _ = await self.client.request(
+                "GET",
+                "/uapi/domestic-stock/v1/trading/inquire-balance",
+                tr_id,
+                params={
+                    "CANO": account_number_prefix,
+                    "ACNT_PRDT_CD": account_number_suffix,
+                    "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": ""
+                }
+            )
+            return result
+        except Exception as e:
+            logger.error(f"❌ 잔고 조회 실패: {e}")
+            raise
+
+    async def place_overseas_order(
+        self,
+        symbol: str,
+        order_type: str,
+        quantity: int,
+        price: float,
+        exchange_code: str = "NASD"
+    ) -> Dict[str, Any]:
+        """해외주식 주문"""
+        try:
+            account_number_prefix = self.client.account_number[:8]
+            account_number_suffix = self.client.account_number[8:]
+            
+            is_virtual = "vts" in self.client.base_url.lower()
+            
+            if order_type == "BUY":
+                tr_id = "VTTT1002U" if is_virtual else "TTTT1002U"
+            else:
+                tr_id = "VTTT1006U" if is_virtual else "TTTT1006U"
+            
+            result, _ = await self.client.request(
+                "POST",
+                "/uapi/overseas-stock/v1/trading/order",
+                tr_id,
+                json={
+                    "CANO": account_number_prefix,
+                    "ACNT_PRDT_CD": account_number_suffix,
+                    "OVRS_EXCG_CD": exchange_code.upper(),
+                    "PDNO": symbol.upper(),
+                    "ORD_QTY": str(quantity),
+                    "OVRS_ORD_UNPR": str(price),
+                    "ORD_SVR_DVSN_CD": "0",
+                    "ORD_DVSN": "00"
+                }
+            )
+            return result
+        except Exception as e:
+            logger.error(f"❌ 해외주식 주문 실패: {e}")
+            raise
+
+    async def get_overseas_balance(self) -> Dict[str, Any]:
+        """해외주식 잔고 조회"""
+        try:
+            account_number_prefix = self.client.account_number[:8]
+            account_number_suffix = self.client.account_number[8:]
+
+            is_virtual = "vts" in self.client.base_url.lower()
+            tr_id = "VTTS3012R" if is_virtual else "TTTS3012R"
+
+            result, _ = await self.client.request(
+                "GET",
+                "/uapi/overseas-stock/v1/trading/inquire-balance",
+                tr_id,
+                params={
+                    "CANO": account_number_prefix,
+                    "ACNT_PRDT_CD": account_number_suffix,
+                    "OVRS_EXCG_CD": "NASD",
+                    "TR_CRCY_CD": "USD",
+                    "CTX_AREA_FK200": "",
+                    "CTX_AREA_NK200": "",
+                }
+            )
+            return result
+        except Exception as e:
+            logger.error(f"❌ 해외주식 잔고 조회 실패: {e}")
+            return {}
+
+
+# 싱글톤
+order_manager = OrderManager()