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미체결 주문 객체 KisOrder 프로토콜 지원 #51

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Merged
Soju06 merged 2 commits into from
Nov 5, 2024
Merged

미체결 주문 객체 KisOrder 프로토콜 지원 #51

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a6c14ce
KisPendingOrder 객체 KisOrder 프로토콜 지원
Soju06 Nov 5, 2024
550c16d
KisOrderNumber 실시간 체결조회 필터 버그 수정
Soju06 Nov 5, 2024
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112 changes: 112 additions & 0 deletions pykis/adapter/account_product/order_modify.py
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Original file line number Diff line number Diff line change
@@ -0,0 +1,112 @@
from typing import TYPE_CHECKING, Protocol, runtime_checkable

from pykis.utils.params import EMPTY, EMPTY_TYPE

if TYPE_CHECKING:
from pykis.api.account.order import (
IN_ORDER_QUANTITY,
ORDER_CONDITION,
ORDER_EXECUTION,
ORDER_PRICE,
KisOrder,
KisOrderNumber,
)


@runtime_checkable
class KisCancelableOrder(Protocol):
"""취소 가능 주문 프로토콜"""

def cancel(self) -> "KisOrder":
"""
한국투자증권 통합 주식 주문취소 (해외 주간거래 모의투자 미지원)

국내주식주문 -> 주식주문(정정취소)[v1_국내주식-003]
국내주식주문 -> 해외주식 정정취소주문[v1_해외주식-003]
"""
raise NotImplementedError


class KisModifyableOrder(Protocol):
"""정정 가능 주문 프로토콜"""

def modify(
self,
price: "ORDER_PRICE | None | EMPTY_TYPE" = EMPTY,
qty: "IN_ORDER_QUANTITY | None" = None,
condition: "ORDER_CONDITION | None | EMPTY_TYPE" = EMPTY,
execution: "ORDER_EXECUTION | None | EMPTY_TYPE" = EMPTY,
) -> "KisOrder":
"""
한국투자증권 통합 주식 주문정정 (국내 모의투자 미지원, 해외 주간거래 모의투자 미지원)

국내주식주문 -> 주식주문(정정취소)[v1_국내주식-003]
국내주식주문 -> 해외주식 정정취소주문[v1_해외주식-003]

Args:
price (ORDER_PRICE, optional): 주문가격
qty (IN_ORDER_QUANTITY, optional): 주문수량
condition (ORDER_CONDITION, optional): 주문조건
execution (ORDER_EXECUTION_CONDITION, optional): 체결조건
"""
raise NotImplementedError


@runtime_checkable
class KisOrderableOrder(KisCancelableOrder, KisModifyableOrder, Protocol):
"""주문 가능 주문 프로토콜"""


class KisCancelableOrderImpl:
"""취소 가능 주문"""

def cancel(
self: "KisOrderNumber",
) -> "KisOrder":
"""
한국투자증권 통합 주식 주문취소 (해외 주간거래 모의투자 미지원)

국내주식주문 -> 주식주문(정정취소)[v1_국내주식-003]
국내주식주문 -> 해외주식 정정취소주문[v1_해외주식-003]
"""
from pykis.api.account.order_modify import cancel_order

return cancel_order(self.kis, order=self)


class KisModifyableOrderImpl:
"""정정 가능 주문"""

def modify(
self: "KisOrderNumber",
price: "ORDER_PRICE | None | EMPTY_TYPE" = EMPTY,
qty: "IN_ORDER_QUANTITY | None" = None,
condition: "ORDER_CONDITION | None | EMPTY_TYPE" = EMPTY,
execution: "ORDER_EXECUTION | None | EMPTY_TYPE" = EMPTY,
) -> "KisOrder":
"""
한국투자증권 통합 주식 주문정정 (국내 모의투자 미지원, 해외 주간거래 모의투자 미지원)

국내주식주문 -> 주식주문(정정취소)[v1_국내주식-003]
국내주식주문 -> 해외주식 정정취소주문[v1_해외주식-003]

Args:
price (ORDER_PRICE, optional): 주문가격
qty (IN_ORDER_QUANTITY, optional): 주문수량
condition (ORDER_CONDITION, optional): 주문조건
execution (ORDER_EXECUTION_CONDITION, optional): 체결조건
"""
from pykis.api.account.order_modify import modify_order

return modify_order(
self.kis,
order=self,
price=price,
qty=qty,
condition=condition,
execution=execution,
)


class KisOrderableOrderImpl(KisCancelableOrderImpl, KisModifyableOrderImpl):
"""주문 가능 주문"""
81 changes: 68 additions & 13 deletions pykis/adapter/websocket/execution.py
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Original file line number Diff line number Diff line change
@@ -1,10 +1,11 @@
from typing import TYPE_CHECKING, Callable, Literal, Protocol, runtime_checkable

from pykis.api.base.account import KisAccountProtocol
from pykis.event.handler import KisEventFilter, KisEventTicket
from pykis.event.handler import KisEventFilter, KisEventTicket, KisMultiEventFilter
from pykis.event.subscription import KisSubscriptionEventArgs

if TYPE_CHECKING:
from pykis.api.account.order import KisOrder
from pykis.api.websocket.order_execution import KisRealtimeExecution
from pykis.client.websocket import KisWebsocketClient

Expand All @@ -22,9 +23,7 @@ def on(
self,
event: Literal["execution"],
callback: "Callable[[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]], None]",
where: (
"KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None"
) = None,
where: "KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None" = None,
once: bool = False,
) -> "KisEventTicket[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]]":
"""
Expand All @@ -44,9 +43,7 @@ def once(
self,
event: Literal["execution"],
callback: "Callable[[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]], None]",
where: (
"KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None"
) = None,
where: "KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None" = None,
) -> "KisEventTicket[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]]":
"""
웹소켓 이벤트 핸들러 등록
Expand All @@ -68,9 +65,7 @@ def on(
self: "KisAccountProtocol",
event: Literal["execution"],
callback: "Callable[[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]], None]",
where: (
"KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None"
) = None,
where: "KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None" = None,
once: bool = False,
) -> "KisEventTicket[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]]":
"""
Expand Down Expand Up @@ -100,9 +95,7 @@ def once(
self: "KisAccountProtocol",
event: Literal["execution"],
callback: "Callable[[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]], None]",
where: (
"KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None"
) = None,
where: "KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None" = None,
) -> "KisEventTicket[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]]":
"""
웹소켓 이벤트 핸들러 등록
Expand All @@ -125,3 +118,65 @@ def once(
)

raise ValueError(f"Unknown event: {event}")


class KisRealtimeOrderableOrderImpl:
"""한국투자증권 실시간 주문 가능 주문"""

def on(
self: "KisOrder",
event: Literal["execution"],
callback: "Callable[[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]], None]",
where: "KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None" = None,
once: bool = False,
) -> "KisEventTicket[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]]":
"""
웹소켓 이벤트 핸들러 등록

[국내주식] 실시간시세 -> 국내주식 실시간체결통보[실시간-005]
[해외주식] 실시간시세 -> 해외주식 실시간체결통보[실시간-009]

Args:
callback (Callable[[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]], None]): 콜백 함수
where (KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None, optional): 이벤트 필터. Defaults to None.
once (bool, optional): 한번만 실행 여부. Defaults to False.
"""
from pykis.api.websocket.order_execution import on_account_execution

if event == "execution":
return on_account_execution(
self,
callback=callback,
where=KisMultiEventFilter(self, where) if where else self,
once=once,
)

raise ValueError(f"Unknown event: {event}")

def once(
self: "KisOrder",
event: Literal["execution"],
callback: "Callable[[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]], None]",
where: "KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None" = None,
) -> "KisEventTicket[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]]":
"""
웹소켓 이벤트 핸들러 등록

[국내주식] 실시간시세 -> 국내주식 실시간체결통보[실시간-005]
[해외주식] 실시간시세 -> 해외주식 실시간체결통보[실시간-009]

Args:
callback (Callable[[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]], None]): 콜백 함수
where (KisEventFilter[KisWebsocketClient, KisSubscriptionEventArgs[KisRealtimeExecution]] | None, optional): 이벤트 필터. Defaults to None.
"""
from pykis.api.websocket.order_execution import on_account_execution

if event == "execution":
return on_account_execution(
self,
callback=callback,
where=KisMultiEventFilter(self, where) if where else self,
once=True,
)

raise ValueError(f"Unknown event: {event}")
5 changes: 3 additions & 2 deletions pykis/api/account/daily_order.py
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,7 @@
ORDER_QUANTITY,
ORDER_TYPE,
KisOrder,
KisSimpleOrder,
)
from pykis.api.base.account import KisAccountBase, KisAccountProtocol
from pykis.api.base.account_product import (
Expand Down Expand Up @@ -372,7 +373,7 @@ class KisDomesticDailyOrder(KisDynamic, KisDailyOrderBase):
@property
def order_number(self) -> KisOrder:
"""주문번호"""
return KisOrder.from_order(
return KisSimpleOrder.from_order(
account_number=self.account_number,
symbol=self.symbol,
market=self.market,
Expand Down Expand Up @@ -495,7 +496,7 @@ class KisForeignDailyOrder(KisDynamic, KisDailyOrderBase):
@cached
def order_number(self) -> KisOrder:
"""주문번호"""
return KisOrder.from_order(
return KisSimpleOrder.from_order(
account_number=self.account_number,
symbol=self.symbol,
market=self.market,
Expand Down
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