KrxDerivativeSyncService.cs 12 KB

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  1. using Application.Abstractions.Data;
  2. using Application.Helpers;
  3. using Domain.Entities.Stocks;
  4. using Domain.Entities.Stocks.ValueObject;
  5. using Microsoft.EntityFrameworkCore;
  6. using Microsoft.Extensions.DependencyInjection;
  7. using Microsoft.Extensions.Logging;
  8. using Microsoft.Extensions.Options;
  9. using SharedKernel;
  10. namespace Infrastructure.StockData;
  11. /// <summary>
  12. /// 파생상품(선물 3 + 옵션 3) 일별매매 수집 (KRX OpenAPI drv) — fut/eqsfu/eqkfu_bydd_trd + opt/eqsop/eqkop_bydd_trd.
  13. /// 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
  14. /// endDate(직전 영업일)부터 과거로 훑으며 미적재일만 채운다. quota 보호를 위해 1회 실행당 BackfillMaxPerRun(기본 60)일까지만 fetch.
  15. /// 각 날짜는 선물 3개 + 옵션 3개 엔드포인트를 모두 수집해 FuturesDailyTrade / OptionsDailyTrade 두 테이블에 각각 upsert
  16. /// (선물 UQ = FuturesKind+IsuCode+TradeDate+Session, 옵션 UQ = OptionsKind+IsuCode+TradeDate+Session).
  17. /// 일반선물/일반옵션은 동일 ISU_CD 로 정규·야간 세션 행이 각각 오므로 Session 을 upsert 키에 포함해 둘 다 저장한다.
  18. /// existsForDate 는 6개 상품군(FuturesKind 3 + OptionsKind 3)이 유형별 데이터 시작일 기준으로 전부 적재됐을 때만 skip
  19. /// (일부 상품군만 성공한 부분 적재 날짜는 재수집 — 영구 결손 방지). ApiKey 미설정 시 로그만 남기고 skip.
  20. /// </summary>
  21. internal sealed class KrxDerivativeSyncService(
  22. IServiceScopeFactory scopeFactory,
  23. IHttpClientFactory httpClientFactory,
  24. IOptions<AppSettings> settings,
  25. ILogger<KrxDerivativeSyncService> logger
  26. ) : DailyScheduledService(logger)
  27. {
  28. // (상품군, 엔드포인트 경로) — 선물: 일반/주식유가/주식코스닥
  29. private static readonly (FuturesKind Kind, string Path)[] FuturesEndpoints =
  30. [
  31. (FuturesKind.General, "/svc/apis/drv/fut_bydd_trd"),
  32. (FuturesKind.StockKospi, "/svc/apis/drv/eqsfu_stk_bydd_trd"),
  33. (FuturesKind.StockKosdaq, "/svc/apis/drv/eqkfu_ksq_bydd_trd")
  34. ];
  35. // (상품군, 엔드포인트 경로) — 옵션: 일반/주식유가/주식코스닥
  36. private static readonly (OptionsKind Kind, string Path)[] OptionsEndpoints =
  37. [
  38. (OptionsKind.General, "/svc/apis/drv/opt_bydd_trd"),
  39. (OptionsKind.StockKospi, "/svc/apis/drv/eqsop_bydd_trd"),
  40. (OptionsKind.StockKosdaq, "/svc/apis/drv/eqkop_bydd_trd")
  41. ];
  42. // 상품군별 데이터 시작일 (docs/KRX/readme.md) — 시작일 이전 날짜는 해당 상품군 미존재가 정상이라 완전성 판정에서 제외
  43. private static readonly (FuturesKind Kind, DateOnly DataStartDate)[] FuturesKindStartDates =
  44. [
  45. (FuturesKind.General, new DateOnly(2010, 1, 4)),
  46. (FuturesKind.StockKospi, new DateOnly(2010, 1, 4)),
  47. (FuturesKind.StockKosdaq, new DateOnly(2015, 8, 3))
  48. ];
  49. private static readonly (OptionsKind Kind, DateOnly DataStartDate)[] OptionsKindStartDates =
  50. [
  51. (OptionsKind.General, new DateOnly(2010, 1, 4)),
  52. (OptionsKind.StockKospi, new DateOnly(2010, 1, 4)),
  53. (OptionsKind.StockKosdaq, new DateOnly(2017, 6, 26))
  54. ];
  55. protected override string JobName => "KrxDerivativeSync";
  56. protected override TimeOnly TargetTime => ParseTime(settings.Value.KRXCoKr.DerivativeSyncTime, new TimeOnly(19, 0));
  57. protected override int MaxRetryCount => 2;
  58. protected override TimeSpan RetryDelay => TimeSpan.FromHours(2);
  59. protected override async Task<bool> RunOnceAsync(DateOnly todayKst, CancellationToken ct)
  60. {
  61. var cfg = settings.Value.KRXCoKr;
  62. using var scope = scopeFactory.CreateScope();
  63. var collectorSettings = scope.ServiceProvider.GetRequiredService<ICollectorSettingsProvider>();
  64. if (!await collectorSettings.IsEnabledAsync(CollectorFlag.KrxDerivative, ct))
  65. {
  66. return true;
  67. }
  68. cfg = cfg with { ApiKey = await collectorSettings.GetKeyAsync(CollectorKey.Krx, ct) ?? cfg.ApiKey };
  69. if (string.IsNullOrWhiteSpace(cfg.ApiKey))
  70. {
  71. Logger.LogWarning("[{Job}] KRXCoKr:ApiKey 미설정 — 수집 skip", JobName);
  72. return true;
  73. }
  74. var db = scope.ServiceProvider.GetRequiredService<IAppDbContext>();
  75. var client = httpClientFactory.CreateClient(KrxCoKrHttp.ClientName);
  76. var endDate = await MarketCalendar.GetPreviousBusinessDayAsync(db, todayKst.AddDays(1), ct);
  77. var years = cfg.BackfillYears > 0 ? cfg.BackfillYears : 3;
  78. var startDate = todayKst.AddYears(-years);
  79. // 백필 창 전체의 휴장일을 한 번에 로드 (KrxBackfill 은 주말은 자동 제외, 휴장일만 필요)
  80. var holidays = (await db.MarketHoliday.AsNoTracking()
  81. .Where(c => c.Date >= startDate && c.Date <= endDate)
  82. .Select(c => c.Date)
  83. .ToListAsync(ct)).ToHashSet();
  84. var maxPerRun = cfg.BackfillMaxPerRun > 0 ? cfg.BackfillMaxPerRun : 60;
  85. // 상품군(6종)별 완전성 판정 — 일부 엔드포인트만 성공한 부분 적재 날짜는 skip 하지 않고 재수집한다
  86. async Task<bool> ExistsForDateAsync(DateOnly day, CancellationToken token)
  87. {
  88. var futuresKinds = await db.FuturesDailyTrade.AsNoTracking().Where(c => c.TradeDate == day).Select(c => c.FuturesKind).Distinct().ToListAsync(token);
  89. if (!BackfillCompleteness.IsComplete(futuresKinds, FuturesKindStartDates, day))
  90. {
  91. return false;
  92. }
  93. var optionsKinds = await db.OptionsDailyTrade.AsNoTracking().Where(c => c.TradeDate == day).Select(c => c.OptionsKind).Distinct().ToListAsync(token);
  94. return BackfillCompleteness.IsComplete(optionsKinds, OptionsKindStartDates, day);
  95. }
  96. var fetched = await KrxBackfill.RunAsync(
  97. existsForDate: ExistsForDateAsync,
  98. fetchAndUpsertForDate: (day, token) => FetchAndUpsertAsync(db, client, cfg.BaseUrl, cfg.ApiKey, day, token),
  99. startDate: startDate,
  100. endDate: endDate,
  101. holidays: holidays,
  102. maxPerRun: maxPerRun,
  103. delayMs: 300,
  104. ct: ct);
  105. Logger.LogInformation("[{Job}] 완료 — 창=[{Start}~{End}], 이번 실행 fetch={Fetched}일 (maxPerRun={Max})",
  106. JobName, startDate, endDate, fetched, maxPerRun);
  107. // 최신 영업일(endDate) 데이터가 이번 실행에서도 미적재면 false → 베이스가 RetryDelay 후 재시도 (KRX T+0 마감 데이터 미반영 대비)
  108. if (!await ExistsForDateAsync(endDate, ct))
  109. {
  110. Logger.LogWarning("[{Job}] 최신 영업일 {End} 데이터 미적재 — {Delay} 후 재시도 (최대 {Max}회)", JobName, endDate, RetryDelay, MaxRetryCount);
  111. return false;
  112. }
  113. return true;
  114. }
  115. /// <summary>한 날짜에 대해 선물 3개 + 옵션 3개 엔드포인트를 모두 수집하고 두 테이블에 각각 upsert.</summary>
  116. private async Task FetchAndUpsertAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct)
  117. {
  118. await FetchAndUpsertFuturesAsync(db, client, baseUrl, apiKey, day, ct);
  119. await FetchAndUpsertOptionsAsync(db, client, baseUrl, apiKey, day, ct);
  120. }
  121. private async Task FetchAndUpsertFuturesAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct)
  122. {
  123. var rows = new List<KrxFuturesParser.FuturesRow>();
  124. foreach (var (kind, path) in FuturesEndpoints)
  125. {
  126. var url = $"{baseUrl.TrimEnd('/')}{path}?basDd={day:yyyyMMdd}";
  127. var json = await KrxCoKrHttp.GetStringWithRetryAsync(client, url, apiKey, Logger, ct);
  128. var parsed = KrxFuturesParser.ParseDaily(json, kind);
  129. Logger.LogInformation("[{Job}] 선물 {Kind} basDd={Day} rows={Rows}", JobName, kind, day, parsed.Count);
  130. rows.AddRange(parsed);
  131. }
  132. if (rows.Count == 0)
  133. {
  134. Logger.LogInformation("[{Job}] basDd={Day} 선물 미반영 (0건)", JobName, day);
  135. return;
  136. }
  137. var existing = await db.FuturesDailyTrade.Where(c => c.TradeDate == day).ToListAsync(ct);
  138. var existingByKey = existing.ToDictionary(c => (c.FuturesKind, c.IsuCode, c.Session));
  139. var inserted = 0;
  140. var updated = 0;
  141. foreach (var row in rows)
  142. {
  143. if (existingByKey.TryGetValue((row.FuturesKind, row.IsuCode, row.Session), out var trade))
  144. {
  145. 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);
  146. updated++;
  147. }
  148. else
  149. {
  150. 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);
  151. await db.FuturesDailyTrade.AddAsync(created, ct);
  152. existingByKey[(row.FuturesKind, row.IsuCode, row.Session)] = created;
  153. inserted++;
  154. }
  155. }
  156. await db.SaveChangesAsync(ct);
  157. Logger.LogInformation("[{Job}] basDd={Day} 선물 적재 — rows={Rows}, inserted={Inserted}, updated={Updated}",
  158. JobName, day, rows.Count, inserted, updated);
  159. }
  160. private async Task FetchAndUpsertOptionsAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct)
  161. {
  162. var rows = new List<KrxOptionsParser.OptionsRow>();
  163. foreach (var (kind, path) in OptionsEndpoints)
  164. {
  165. var url = $"{baseUrl.TrimEnd('/')}{path}?basDd={day:yyyyMMdd}";
  166. var json = await KrxCoKrHttp.GetStringWithRetryAsync(client, url, apiKey, Logger, ct);
  167. var parsed = KrxOptionsParser.ParseDaily(json, kind);
  168. Logger.LogInformation("[{Job}] 옵션 {Kind} basDd={Day} rows={Rows}", JobName, kind, day, parsed.Count);
  169. rows.AddRange(parsed);
  170. }
  171. if (rows.Count == 0)
  172. {
  173. Logger.LogInformation("[{Job}] basDd={Day} 옵션 미반영 (0건)", JobName, day);
  174. return;
  175. }
  176. var existing = await db.OptionsDailyTrade.Where(c => c.TradeDate == day).ToListAsync(ct);
  177. var existingByKey = existing.ToDictionary(c => (c.OptionsKind, c.IsuCode, c.Session));
  178. var inserted = 0;
  179. var updated = 0;
  180. foreach (var row in rows)
  181. {
  182. if (existingByKey.TryGetValue((row.OptionsKind, row.IsuCode, row.Session), out var trade))
  183. {
  184. 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);
  185. updated++;
  186. }
  187. else
  188. {
  189. 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);
  190. await db.OptionsDailyTrade.AddAsync(created, ct);
  191. existingByKey[(row.OptionsKind, row.IsuCode, row.Session)] = created;
  192. inserted++;
  193. }
  194. }
  195. await db.SaveChangesAsync(ct);
  196. Logger.LogInformation("[{Job}] basDd={Day} 옵션 적재 — rows={Rows}, inserted={Inserted}, updated={Updated}",
  197. JobName, day, rows.Count, inserted, updated);
  198. }
  199. }