using Application.Abstractions.Data; using Application.Helpers; using Domain.Entities.Stocks; using Domain.Entities.Stocks.ValueObject; using Microsoft.EntityFrameworkCore; using Microsoft.Extensions.DependencyInjection; using Microsoft.Extensions.Logging; using Microsoft.Extensions.Options; using SharedKernel; namespace Infrastructure.StockData; /// /// 파생상품(선물 3 + 옵션 3) 일별매매 수집 (KRX OpenAPI drv) — fut/eqsfu/eqkfu_bydd_trd + opt/eqsop/eqkop_bydd_trd. /// 기본 19:00 KST 실행(장 마감 15:30 이후 확정, 채권 수집 18:40 이 3ep×백필로 5분 슬롯을 넘을 수 있어 여유). 공용 KrxBackfill 로 최근 BackfillYears(기본 3)년치를 /// endDate(직전 영업일)부터 과거로 훑으며 미적재일만 채운다. quota 보호를 위해 1회 실행당 BackfillMaxPerRun(기본 60)일까지만 fetch. /// 각 날짜는 선물 3개 + 옵션 3개 엔드포인트를 모두 수집해 FuturesDailyTrade / OptionsDailyTrade 두 테이블에 각각 upsert /// (선물 UQ = FuturesKind+IsuCode+TradeDate+Session, 옵션 UQ = OptionsKind+IsuCode+TradeDate+Session). /// 일반선물/일반옵션은 동일 ISU_CD 로 정규·야간 세션 행이 각각 오므로 Session 을 upsert 키에 포함해 둘 다 저장한다. /// existsForDate 는 6개 상품군(FuturesKind 3 + OptionsKind 3)이 유형별 데이터 시작일 기준으로 전부 적재됐을 때만 skip /// (일부 상품군만 성공한 부분 적재 날짜는 재수집 — 영구 결손 방지). ApiKey 미설정 시 로그만 남기고 skip. /// internal sealed class KrxDerivativeSyncService( IServiceScopeFactory scopeFactory, IHttpClientFactory httpClientFactory, IOptions settings, ILogger logger ) : DailyScheduledService(logger) { // (상품군, 엔드포인트 경로) — 선물: 일반/주식유가/주식코스닥 private static readonly (FuturesKind Kind, string Path)[] FuturesEndpoints = [ (FuturesKind.General, "/svc/apis/drv/fut_bydd_trd"), (FuturesKind.StockKospi, "/svc/apis/drv/eqsfu_stk_bydd_trd"), (FuturesKind.StockKosdaq, "/svc/apis/drv/eqkfu_ksq_bydd_trd") ]; // (상품군, 엔드포인트 경로) — 옵션: 일반/주식유가/주식코스닥 private static readonly (OptionsKind Kind, string Path)[] OptionsEndpoints = [ (OptionsKind.General, "/svc/apis/drv/opt_bydd_trd"), (OptionsKind.StockKospi, "/svc/apis/drv/eqsop_bydd_trd"), (OptionsKind.StockKosdaq, "/svc/apis/drv/eqkop_bydd_trd") ]; // 상품군별 데이터 시작일 (docs/KRX/readme.md) — 시작일 이전 날짜는 해당 상품군 미존재가 정상이라 완전성 판정에서 제외 private static readonly (FuturesKind Kind, DateOnly DataStartDate)[] FuturesKindStartDates = [ (FuturesKind.General, new DateOnly(2010, 1, 4)), (FuturesKind.StockKospi, new DateOnly(2010, 1, 4)), (FuturesKind.StockKosdaq, new DateOnly(2015, 8, 3)) ]; private static readonly (OptionsKind Kind, DateOnly DataStartDate)[] OptionsKindStartDates = [ (OptionsKind.General, new DateOnly(2010, 1, 4)), (OptionsKind.StockKospi, new DateOnly(2010, 1, 4)), (OptionsKind.StockKosdaq, new DateOnly(2017, 6, 26)) ]; protected override string JobName => "KrxDerivativeSync"; protected override TimeOnly TargetTime => ParseTime(settings.Value.KRXCoKr.DerivativeSyncTime, new TimeOnly(19, 0)); protected override int MaxRetryCount => 2; protected override TimeSpan RetryDelay => TimeSpan.FromHours(2); protected override async Task RunOnceAsync(DateOnly todayKst, CancellationToken ct) { var cfg = settings.Value.KRXCoKr; if (string.IsNullOrWhiteSpace(cfg.ApiKey)) { Logger.LogWarning("[{Job}] KRXCoKr:ApiKey 미설정 — 수집 skip", JobName); return true; } using var scope = scopeFactory.CreateScope(); var db = scope.ServiceProvider.GetRequiredService(); var client = httpClientFactory.CreateClient(KrxCoKrHttp.ClientName); var endDate = await MarketCalendar.GetPreviousBusinessDayAsync(db, todayKst.AddDays(1), ct); var years = cfg.BackfillYears > 0 ? cfg.BackfillYears : 3; var startDate = todayKst.AddYears(-years); // 백필 창 전체의 휴장일을 한 번에 로드 (KrxBackfill 은 주말은 자동 제외, 휴장일만 필요) var holidays = (await db.MarketHoliday.AsNoTracking() .Where(c => c.Date >= startDate && c.Date <= endDate) .Select(c => c.Date) .ToListAsync(ct)).ToHashSet(); var maxPerRun = cfg.BackfillMaxPerRun > 0 ? cfg.BackfillMaxPerRun : 60; // 상품군(6종)별 완전성 판정 — 일부 엔드포인트만 성공한 부분 적재 날짜는 skip 하지 않고 재수집한다 async Task ExistsForDateAsync(DateOnly day, CancellationToken token) { var futuresKinds = await db.FuturesDailyTrade.AsNoTracking().Where(c => c.TradeDate == day).Select(c => c.FuturesKind).Distinct().ToListAsync(token); if (!BackfillCompleteness.IsComplete(futuresKinds, FuturesKindStartDates, day)) { return false; } var optionsKinds = await db.OptionsDailyTrade.AsNoTracking().Where(c => c.TradeDate == day).Select(c => c.OptionsKind).Distinct().ToListAsync(token); return BackfillCompleteness.IsComplete(optionsKinds, OptionsKindStartDates, day); } var fetched = await KrxBackfill.RunAsync( existsForDate: ExistsForDateAsync, fetchAndUpsertForDate: (day, token) => FetchAndUpsertAsync(db, client, cfg.BaseUrl, cfg.ApiKey, day, token), startDate: startDate, endDate: endDate, holidays: holidays, maxPerRun: maxPerRun, delayMs: 300, ct: ct); Logger.LogInformation("[{Job}] 완료 — 창=[{Start}~{End}], 이번 실행 fetch={Fetched}일 (maxPerRun={Max})", JobName, startDate, endDate, fetched, maxPerRun); // 최신 영업일(endDate) 데이터가 이번 실행에서도 미적재면 false → 베이스가 RetryDelay 후 재시도 (KRX T+0 마감 데이터 미반영 대비) if (!await ExistsForDateAsync(endDate, ct)) { Logger.LogWarning("[{Job}] 최신 영업일 {End} 데이터 미적재 — {Delay} 후 재시도 (최대 {Max}회)", JobName, endDate, RetryDelay, MaxRetryCount); return false; } return true; } /// 한 날짜에 대해 선물 3개 + 옵션 3개 엔드포인트를 모두 수집하고 두 테이블에 각각 upsert. private async Task FetchAndUpsertAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct) { await FetchAndUpsertFuturesAsync(db, client, baseUrl, apiKey, day, ct); await FetchAndUpsertOptionsAsync(db, client, baseUrl, apiKey, day, ct); } private async Task FetchAndUpsertFuturesAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct) { var rows = new List(); foreach (var (kind, path) in FuturesEndpoints) { var url = $"{baseUrl.TrimEnd('/')}{path}?basDd={day:yyyyMMdd}"; var json = await KrxCoKrHttp.GetStringWithRetryAsync(client, url, apiKey, Logger, ct); var parsed = KrxFuturesParser.ParseDaily(json, kind); Logger.LogInformation("[{Job}] 선물 {Kind} basDd={Day} rows={Rows}", JobName, kind, day, parsed.Count); rows.AddRange(parsed); } if (rows.Count == 0) { Logger.LogInformation("[{Job}] basDd={Day} 선물 미반영 (0건)", JobName, day); return; } var existing = await db.FuturesDailyTrade.Where(c => c.TradeDate == day).ToListAsync(ct); var existingByKey = existing.ToDictionary(c => (c.FuturesKind, c.IsuCode, c.Session)); var inserted = 0; var updated = 0; foreach (var row in rows) { if (existingByKey.TryGetValue((row.FuturesKind, row.IsuCode, row.Session), out var trade)) { trade.Update(row.IsuName, row.Close, row.Open, row.High, row.Low, row.ChangeAmount, row.SpotPrice, row.SettlePrice, row.Volume, row.TradeValue, row.OpenInterest, row.ProductName, row.MarketName); updated++; } else { var created = FuturesDailyTrade.Create(row.FuturesKind, row.IsuCode, row.IsuName, row.TradeDate, row.Session, row.Close, row.Open, row.High, row.Low, row.ChangeAmount, row.SpotPrice, row.SettlePrice, row.Volume, row.TradeValue, row.OpenInterest, row.ProductName, row.MarketName); await db.FuturesDailyTrade.AddAsync(created, ct); existingByKey[(row.FuturesKind, row.IsuCode, row.Session)] = created; inserted++; } } await db.SaveChangesAsync(ct); Logger.LogInformation("[{Job}] basDd={Day} 선물 적재 — rows={Rows}, inserted={Inserted}, updated={Updated}", JobName, day, rows.Count, inserted, updated); } private async Task FetchAndUpsertOptionsAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct) { var rows = new List(); foreach (var (kind, path) in OptionsEndpoints) { var url = $"{baseUrl.TrimEnd('/')}{path}?basDd={day:yyyyMMdd}"; var json = await KrxCoKrHttp.GetStringWithRetryAsync(client, url, apiKey, Logger, ct); var parsed = KrxOptionsParser.ParseDaily(json, kind); Logger.LogInformation("[{Job}] 옵션 {Kind} basDd={Day} rows={Rows}", JobName, kind, day, parsed.Count); rows.AddRange(parsed); } if (rows.Count == 0) { Logger.LogInformation("[{Job}] basDd={Day} 옵션 미반영 (0건)", JobName, day); return; } var existing = await db.OptionsDailyTrade.Where(c => c.TradeDate == day).ToListAsync(ct); var existingByKey = existing.ToDictionary(c => (c.OptionsKind, c.IsuCode, c.Session)); var inserted = 0; var updated = 0; foreach (var row in rows) { if (existingByKey.TryGetValue((row.OptionsKind, row.IsuCode, row.Session), out var trade)) { trade.Update(row.IsuName, row.RightType, row.StrikePrice, row.Close, row.Open, row.High, row.Low, row.ChangeAmount, row.ImpliedVolatility, row.NextDayBasePrice, row.Volume, row.TradeValue, row.OpenInterest, row.ProductName); updated++; } else { var created = OptionsDailyTrade.Create(row.OptionsKind, row.IsuCode, row.IsuName, row.TradeDate, row.Session, row.RightType, row.StrikePrice, row.Close, row.Open, row.High, row.Low, row.ChangeAmount, row.ImpliedVolatility, row.NextDayBasePrice, row.Volume, row.TradeValue, row.OpenInterest, row.ProductName); await db.OptionsDailyTrade.AddAsync(created, ct); existingByKey[(row.OptionsKind, row.IsuCode, row.Session)] = created; inserted++; } } await db.SaveChangesAsync(ct); Logger.LogInformation("[{Job}] basDd={Day} 옵션 적재 — rows={Rows}, inserted={Inserted}, updated={Updated}", JobName, day, rows.Count, inserted, updated); } }