Files
auto-stock/backend/app/services/korea_investment_api.py
2025-11-14 11:05:31 +09:00

457 lines
18 KiB
Python

import httpx
from typing import Dict, Any, Optional, Deque
from datetime import datetime
import logging
import asyncio
import time
from collections import deque
from app.core.config import settings
logger = logging.getLogger(__name__)
class APICallMonitor:
"""API 호출 모니터링 및 통계"""
def __init__(self, window_size: int = 100):
self.window_size = window_size
self.call_history: Deque[Dict[str, Any]] = deque(maxlen=window_size)
self.total_calls = 0
self.total_errors = 0
self.total_retries = 0
def record_call(self, success: bool, duration: float, retries: int = 0):
"""API 호출 기록"""
self.total_calls += 1
if not success:
self.total_errors += 1
self.total_retries += retries
self.call_history.append({
"timestamp": time.time(),
"success": success,
"duration": duration,
"retries": retries
})
def get_error_rate(self) -> float:
"""최근 윈도우 내 오류율 계산"""
if not self.call_history:
return 0.0
errors = sum(1 for call in self.call_history if not call["success"])
return errors / len(self.call_history)
def get_avg_duration(self) -> float:
"""평균 응답 시간"""
if not self.call_history:
return 0.0
return sum(call["duration"] for call in self.call_history) / len(self.call_history)
def get_stats(self) -> Dict[str, Any]:
"""통계 정보 반환"""
return {
"total_calls": self.total_calls,
"total_errors": self.total_errors,
"total_retries": self.total_retries,
"error_rate": self.get_error_rate(),
"avg_duration": self.get_avg_duration(),
"recent_calls": len(self.call_history)
}
def should_alert(self, threshold: float = 0.3) -> bool:
"""오류율 임계값 초과 여부"""
return self.get_error_rate() > threshold
class KoreaInvestmentAPI:
"""한국투자증권 API 클라이언트 (안전한 재시도 및 쓰로틀링 적용)"""
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.access_token: Optional[str] = None
self.token_expires_at: Optional[datetime] = None
self.last_request_time: Optional[float] = None
# 설정 기반 쓰로틀링 파라미터
self.min_request_interval = settings.API_MIN_REQUEST_INTERVAL # 기본 0.5초 (초당 2회)
self.max_retries = settings.API_MAX_RETRIES # 기본 3회
self.retry_delay = settings.API_RETRY_DELAY # 기본 1.5초
self.retry_backoff = settings.API_RETRY_BACKOFF # 기본 2.0배
self.timeout = settings.API_TIMEOUT # 기본 30초
# 동시 요청 제한 (세마포어)
self.semaphore = asyncio.Semaphore(settings.API_MAX_CONCURRENT_REQUESTS)
# 모니터링
self.monitor = APICallMonitor(window_size=settings.API_MONITORING_WINDOW)
async def _get_access_token(self) -> str:
"""접근 토큰 발급"""
if self.access_token and self.token_expires_at and datetime.now() < self.token_expires_at:
return self.access_token
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
}
)
if response.status_code == 200:
data = response.json()
self.access_token = data["access_token"]
# 토큰 만료 시간 설정 (일반적으로 24시간)
from datetime import timedelta
self.token_expires_at = datetime.now() + timedelta(hours=23)
return self.access_token
else:
raise Exception(f"Failed to get access token: {response.text}")
async def _make_request(self, method: str, endpoint: str, tr_id: str, **kwargs) -> Dict[str, Any]:
"""API 요청 실행 (안전한 재시도 + 쓰로틀링 + 모니터링)"""
# 동시 요청 수 제한 (세마포어)
async with self.semaphore:
return await self._make_request_with_retry(method, endpoint, tr_id, **kwargs)
async def _make_request_with_retry(self, method: str, endpoint: str, tr_id: str, **kwargs) -> Dict[str, Any]:
"""재시도 로직을 포함한 실제 요청 실행"""
start_time = time.time()
retry_count = 0
last_exception = None
for attempt in range(self.max_retries + 1):
try:
# 쓰로틀링: 최소 요청 간격 보장
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()
# 토큰 갱신
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,
}
# 타임아웃 설정
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
)
# 성공
if response.status_code == 200:
duration = time.time() - start_time
self.monitor.record_call(success=True, duration=duration, retries=retry_count)
# 오류율 경고
if self.monitor.should_alert(threshold=settings.API_ERROR_THRESHOLD):
logger.warning(
f"⚠️ API 오류율 높음: {self.monitor.get_error_rate():.1%} "
f"(임계값: {settings.API_ERROR_THRESHOLD:.1%})"
)
return response.json()
# API 호출 제한 초과 (429) 또는 서버 오류 (5xx)
elif response.status_code in [429, 500, 502, 503, 504]:
retry_count += 1
last_exception = Exception(
f"API rate limit or server error: {response.status_code} - {response.text}"
)
if attempt < self.max_retries:
# 지수 백오프 적용
delay = self.retry_delay * (self.retry_backoff ** attempt)
logger.warning(
f"⏳ API 재시도 {attempt + 1}/{self.max_retries}: "
f"상태코드 {response.status_code}, {delay:.1f}초 후 재시도"
)
await asyncio.sleep(delay)
continue
else:
logger.error(f"❌ API 최대 재시도 횟수 초과: {response.status_code}")
raise last_exception
# 인증 오류 또는 잘못된 요청 (4xx) - 재시도 불필요
elif 400 <= response.status_code < 500:
duration = time.time() - start_time
self.monitor.record_call(success=False, duration=duration, retries=retry_count)
error_msg = f"API 클라이언트 오류 (재시도 안함): {response.status_code} - {response.text}"
logger.error(f"❌ {error_msg}")
raise Exception(error_msg)
# 기타 오류
else:
duration = time.time() - start_time
self.monitor.record_call(success=False, duration=duration, retries=retry_count)
error_msg = f"API 요청 실패: {response.status_code} - {response.text}"
logger.error(f"❌ {error_msg}")
raise Exception(error_msg)
except httpx.TimeoutException as e:
retry_count += 1
last_exception = e
if attempt < self.max_retries:
delay = self.retry_delay * (self.retry_backoff ** attempt)
logger.warning(f"⏳ API 타임아웃, {delay:.1f}초 후 재시도 ({attempt + 1}/{self.max_retries})")
await asyncio.sleep(delay)
continue
else:
duration = time.time() - start_time
self.monitor.record_call(success=False, duration=duration, retries=retry_count)
logger.error(f"❌ API 타임아웃 최대 재시도 초과")
raise
except Exception as e:
# 예상치 못한 오류
duration = time.time() - start_time
self.monitor.record_call(success=False, duration=duration, retries=retry_count)
logger.error(f"❌ API 요청 중 예외 발생: {str(e)}")
raise
# 여기까지 왔다면 모든 재시도 실패
duration = time.time() - start_time
self.monitor.record_call(success=False, duration=duration, retries=retry_count)
if last_exception:
raise last_exception
raise Exception("API 요청 실패 (알 수 없는 오류)")
async def get_current_price(self, stock_code: str) -> Dict[str, Any]:
"""현재가 조회"""
try:
result = await self._make_request(
"GET",
"/uapi/domestic-stock/v1/quotations/inquire-price",
"FHKST01010100",
params={
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": stock_code
}
)
return result
except Exception as e:
logger.error(f"Error fetching price for {stock_code}: {e}")
raise
async def get_daily_chart(self, stock_code: str, period: str = "D") -> Dict[str, Any]:
"""일봉/주봉/월봉 조회
KIS API는 기본적으로 최근 30~100개 데이터를 반환
더 많은 데이터가 필요하면 반복 호출 필요 (페이지네이션 없음)
"""
try:
result = await self._make_request(
"GET",
"/uapi/domestic-stock/v1/quotations/inquire-daily-price",
"FHKST01010400",
params={
"FID_COND_MRKT_DIV_CODE": "J",
"FID_INPUT_ISCD": stock_code,
"FID_PERIOD_DIV_CODE": period,
"FID_ORG_ADJ_PRC": "0" # 0: 수정주가, 1: 원주가
}
)
return result
except Exception as e:
logger.error(f"Error fetching chart for {stock_code}: {e}")
raise
async def get_balance(self) -> Dict[str, Any]:
"""계좌 잔고 조회"""
try:
account_number_prefix = self.account_number[:8]
account_number_suffix = self.account_number[8:]
result = await self._make_request(
"GET",
"/uapi/domestic-stock/v1/trading/inquire-balance",
"TTTC8434R",
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"Error fetching balance: {e}")
raise
async def place_order(
self,
stock_code: str,
order_type: str, # "BUY" or "SELL"
quantity: int,
price: Optional[float] = None # None for market order
) -> Dict[str, Any]:
"""주문 실행"""
try:
account_number_prefix = self.account_number[:8]
account_number_suffix = self.account_number[8:]
# 매수/매도 구분
if order_type == "BUY":
tr_id = "TTTC0802U" # 현금 매수
else:
tr_id = "TTTC0801U" # 현금 매도
# 주문 유형 (00: 지정가, 01: 시장가)
order_dvsn = "01" if price is None else "00"
order_price = "0" if price is None else str(int(price))
result = await self._make_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
}
)
return result
except Exception as e:
logger.error(f"Error placing order: {e}")
raise
async def cancel_order(self, order_id: str, quantity: int) -> Dict[str, Any]:
"""주문 취소"""
try:
account_number_prefix = self.account_number[:8]
account_number_suffix = self.account_number[8:]
result = await self._make_request(
"POST",
"/uapi/domestic-stock/v1/trading/order-rvsecncl",
"TTTC0803U",
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", # 취소
"ORD_QTY": "0",
"ORD_UNPR": "0",
"QTY_ALL_ORD_YN": "Y"
}
)
return result
except Exception as e:
logger.error(f"Error canceling order: {e}")
raise
async def search_stocks_by_condition(
self,
market: str = "J", # J: 코스피, Q: 코스닥
condition_name: str = "",
max_results: int = 100
) -> Dict[str, Any]:
"""조건 검색으로 종목 조회"""
try:
result = await self._make_request(
"GET",
"/uapi/domestic-stock/v1/quotations/inquire-search",
"HHKST03900300",
params={
"FID_COND_MRKT_DIV_CODE": market,
"FID_COND_SCR_DIV_CODE": "20171", # 조건검색
"FID_INPUT_ISCD": "0000",
"FID_DIV_CLS_CODE": "0",
"FID_BLNG_CLS_CODE": "0",
"FID_TRGT_CLS_CODE": "111111111",
"FID_TRGT_EXLS_CLS_CODE": "000000",
"FID_INPUT_PRICE_1": "",
"FID_INPUT_PRICE_2": "",
"FID_VOL_CNT": "",
"FID_INPUT_DATE_1": ""
}
)
return result
except Exception as e:
logger.error(f"Error searching stocks: {e}")
raise
async def get_stock_list(self, market: str = "J") -> Dict[str, Any]:
"""전체 종목 리스트 조회"""
try:
# 거래대금 상위 종목 조회
result = await self._make_request(
"GET",
"/uapi/domestic-stock/v1/quotations/volume-rank",
"FHPST01710000",
params={
"FID_COND_MRKT_DIV_CODE": market,
"FID_COND_SCR_DIV_CODE": "20171",
"FID_INPUT_ISCD": "0000",
"FID_DIV_CLS_CODE": "0",
"FID_BLNG_CLS_CODE": "0",
"FID_TRGT_CLS_CODE": "111111111",
"FID_TRGT_EXLS_CLS_CODE": "000000",
"FID_INPUT_PRICE_1": "",
"FID_INPUT_PRICE_2": "",
"FID_VOL_CNT": "",
"FID_INPUT_DATE_1": ""
}
)
return result
except Exception as e:
logger.error(f"Error getting stock list: {e}")
raise
async def get_volume_rank(self, market: str = "J") -> Dict[str, Any]:
"""거래량 순위 조회 (get_stock_list와 동일하지만 명시적 이름)"""
return await self.get_stock_list(market)
def get_monitor_stats(self) -> Dict[str, Any]:
"""API 호출 모니터링 통계 반환"""
return self.monitor.get_stats()
def log_monitor_stats(self):
"""모니터링 통계 로깅"""
stats = self.get_monitor_stats()
logger.info(
f"📊 API 통계: 총 {stats['total_calls']}건, "
f"오류 {stats['total_errors']}건 ({stats['error_rate']:.1%}), "
f"재시도 {stats['total_retries']}건, "
f"평균 응답 {stats['avg_duration']:.2f}초"
)
# 싱글톤 인스턴스
korea_investment_api = KoreaInvestmentAPI()