166 lines
5.0 KiB
Python
166 lines
5.0 KiB
Python
from __future__ import annotations
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import httpx
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from app.core.auth import token_manager
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from app.core.config import get_base_url, settings
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from app.core.logger import setup_logger
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from app.core.rate_limiter import RateLimiter
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logger = setup_logger("trading")
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_ORDER_URL = "/uapi/domestic-stock/v1/trading/order-cash"
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_MODIFY_CANCEL_URL = "/uapi/domestic-stock/v1/trading/order-rvsecncl"
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_TR_IDS = {
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"real": {"buy": "TTTC0802U", "sell": "TTTC0801U", "modify": "TTTC0803U", "cancel": "TTTC0804U"},
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"vps": {"buy": "VTTC0802U", "sell": "VTTC0801U", "modify": "VTTC0803U", "cancel": "VTTC0804U"},
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}
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class TradingService:
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def __init__(self) -> None:
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self._client = httpx.AsyncClient(timeout=10.0)
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self._rate_limiter = RateLimiter(settings.rate_limit.requests_per_second)
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def _get_tr_id(self, side: str) -> str:
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mode = settings.kis.server_mode
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return _TR_IDS.get(mode, _TR_IDS["vps"]).get(side, "VTTC0802U")
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async def place_order(
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self,
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stock_code: str,
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side: str,
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qty: int,
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price: int = 0,
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order_type: str = "00",
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) -> dict:
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await self._rate_limiter.acquire()
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tr_id = self._get_tr_id(side)
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headers = token_manager.get_auth_headers(tr_id)
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body = {
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"CANO": settings.kis.account_no,
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"ACNT_PRDT_CD": settings.kis.account_code,
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"PDNO": stock_code,
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"ORD_DVSN": order_type,
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"ORD_QTY": str(qty),
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"ORD_UNPR": str(price) if order_type == "00" else "0",
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}
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hashkey = await token_manager.generate_hashkey(body)
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headers["hashkey"] = hashkey
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url = f"{get_base_url()}{_ORDER_URL}"
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resp = await self._client.post(url, json=body, headers=headers)
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resp.raise_for_status()
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data = resp.json()
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result = {
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"order_no": data.get("output", {}).get("odno", ""),
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"rt_cd": data.get("rt_cd"),
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"msg_cd": data.get("msg_cd"),
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"msg": data.get("msg1"),
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"stock_code": stock_code,
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"side": side,
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"qty": qty,
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"price": price,
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"order_type": order_type,
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}
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if data.get("rt_cd") == "0":
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logger.info(
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"주문 성공: %s %s %s주 %s @ %s원",
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stock_code,
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"매수" if side == "buy" else "매도",
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qty,
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order_type,
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price,
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)
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else:
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logger.warning("주문 실패: %s - %s", stock_code, data.get("msg1"))
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return result
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async def modify_order(
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self, order_no: str, stock_code: str, qty: int, price: int, order_type: str = "00"
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) -> dict:
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await self._rate_limiter.acquire()
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tr_id = self._get_tr_id("modify")
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headers = token_manager.get_auth_headers(tr_id)
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body = {
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"CANO": settings.kis.account_no,
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"ACNT_PRDT_CD": settings.kis.account_code,
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"ODNO": order_no,
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"PDNO": stock_code,
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"ORD_DVSN": order_type,
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"ORD_QTY": str(qty),
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"ORD_UNPR": str(price),
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}
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hashkey = await token_manager.generate_hashkey(body)
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headers["hashkey"] = hashkey
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url = f"{get_base_url()}{_MODIFY_CANCEL_URL}"
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resp = await self._client.post(url, json=body, headers=headers)
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resp.raise_for_status()
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data = resp.json()
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result = {
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"order_no": data.get("output", {}).get("odno", ""),
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"rt_cd": data.get("rt_cd"),
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"msg": data.get("msg1"),
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}
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if data.get("rt_cd") == "0":
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logger.info("정정 성공: 주문번호 %s", order_no)
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else:
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logger.warning("정정 실패: %s - %s", order_no, data.get("msg1"))
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return result
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async def cancel_order(self, order_no: str, stock_code: str, qty: int) -> dict:
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await self._rate_limiter.acquire()
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tr_id = self._get_tr_id("cancel")
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headers = token_manager.get_auth_headers(tr_id)
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body = {
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"CANO": settings.kis.account_no,
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"ACNT_PRDT_CD": settings.kis.account_code,
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"ODNO": order_no,
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"PDNO": stock_code,
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"ORD_DVSN": "00",
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"ORD_QTY": str(qty),
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"ORD_UNPR": "0",
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}
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hashkey = await token_manager.generate_hashkey(body)
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headers["hashkey"] = hashkey
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url = f"{get_base_url()}{_MODIFY_CANCEL_URL}"
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resp = await self._client.post(url, json=body, headers=headers)
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resp.raise_for_status()
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data = resp.json()
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result = {
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"rt_cd": data.get("rt_cd"),
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"msg": data.get("msg1"),
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}
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if data.get("rt_cd") == "0":
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logger.info("취소 성공: 주문번호 %s", order_no)
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else:
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logger.warning("취소 실패: %s - %s", order_no, data.get("msg1"))
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return result
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async def close(self) -> None:
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await self._client.aclose()
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trading_service = TradingService()
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