KrxEtpSyncService.cs 7.8 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. /// 증권상품(ETF/ETN/ELW) 일별매매 수집 (KRX OpenAPI) — etf_bydd_trd + etn_bydd_trd + elw_bydd_trd.
  13. /// 기본 18:20 KST 실행(장 마감 15:30 이후 확정, 주식 수집 18:10 뒤). 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. /// 여러 날에 걸쳐 3년치를 메우고 이후엔 최신만 유지한다. 각 날짜는 3개 유형 엔드포인트를 모두 수집해 EtpDailyTrade upsert
  16. /// (UQ = EtpType+Code+TradeDate). existsForDate 는 3개 유형이 유형별 데이터 시작일 기준으로 전부 적재됐을 때만 skip
  17. /// (일부 유형만 성공한 부분 적재 날짜는 재수집 — 영구 결손 방지). ApiKey 미설정 시 로그만 남기고 skip (다른 KRX 배치와 동일 정책).
  18. /// </summary>
  19. internal sealed class KrxEtpSyncService(
  20. IServiceScopeFactory scopeFactory,
  21. IHttpClientFactory httpClientFactory,
  22. IOptions<AppSettings> settings,
  23. ILogger<KrxEtpSyncService> logger
  24. ) : DailyScheduledService(logger)
  25. {
  26. // (유형, 엔드포인트 경로) — ETF/ETN/ELW
  27. private static readonly (EtpType Type, string Path)[] Endpoints =
  28. [
  29. (EtpType.ETF, "/svc/apis/etp/etf_bydd_trd"),
  30. (EtpType.ETN, "/svc/apis/etp/etn_bydd_trd"),
  31. (EtpType.ELW, "/svc/apis/etp/elw_bydd_trd")
  32. ];
  33. // 유형별 데이터 시작일 (docs/KRX/readme.md) — 시작일 이전 날짜는 해당 유형 미존재가 정상이라 완전성 판정에서 제외
  34. private static readonly (EtpType Type, DateOnly DataStartDate)[] TypeStartDates =
  35. [
  36. (EtpType.ETF, new DateOnly(2010, 1, 4)),
  37. (EtpType.ETN, new DateOnly(2014, 11, 17)),
  38. (EtpType.ELW, new DateOnly(2010, 1, 4))
  39. ];
  40. protected override string JobName => "KrxEtpSync";
  41. protected override TimeOnly TargetTime => ParseTime(settings.Value.KRXCoKr.EtpSyncTime, new TimeOnly(18, 20));
  42. protected override int MaxRetryCount => 2;
  43. protected override TimeSpan RetryDelay => TimeSpan.FromHours(2);
  44. protected override async Task<bool> RunOnceAsync(DateOnly todayKst, CancellationToken ct)
  45. {
  46. var cfg = settings.Value.KRXCoKr;
  47. using var scope = scopeFactory.CreateScope();
  48. var collectorSettings = scope.ServiceProvider.GetRequiredService<ICollectorSettingsProvider>();
  49. if (!await collectorSettings.IsEnabledAsync(CollectorFlag.KrxEtp, ct))
  50. {
  51. return true;
  52. }
  53. cfg = cfg with { ApiKey = await collectorSettings.GetKeyAsync(CollectorKey.Krx, ct) ?? cfg.ApiKey };
  54. if (string.IsNullOrWhiteSpace(cfg.ApiKey))
  55. {
  56. Logger.LogWarning("[{Job}] KRXCoKr:ApiKey 미설정 — 수집 skip", JobName);
  57. return true;
  58. }
  59. var db = scope.ServiceProvider.GetRequiredService<IAppDbContext>();
  60. var client = httpClientFactory.CreateClient(KrxCoKrHttp.ClientName);
  61. var endDate = await MarketCalendar.GetPreviousBusinessDayAsync(db, todayKst.AddDays(1), ct);
  62. var years = cfg.BackfillYears > 0 ? cfg.BackfillYears : 3;
  63. var startDate = todayKst.AddYears(-years);
  64. // 백필 창 전체의 휴장일을 한 번에 로드 (KrxBackfill 은 주말은 자동 제외, 휴장일만 필요)
  65. var holidays = (await db.MarketHoliday.AsNoTracking()
  66. .Where(c => c.Date >= startDate && c.Date <= endDate)
  67. .Select(c => c.Date)
  68. .ToListAsync(ct)).ToHashSet();
  69. var maxPerRun = cfg.BackfillMaxPerRun > 0 ? cfg.BackfillMaxPerRun : 60;
  70. // 유형(ETF/ETN/ELW)별 완전성 판정 — 일부 엔드포인트만 성공한 부분 적재 날짜는 skip 하지 않고 재수집한다
  71. async Task<bool> ExistsForDateAsync(DateOnly day, CancellationToken token)
  72. {
  73. var types = await db.EtpDailyTrade.AsNoTracking().Where(c => c.TradeDate == day).Select(c => c.EtpType).Distinct().ToListAsync(token);
  74. return BackfillCompleteness.IsComplete(types, TypeStartDates, day);
  75. }
  76. var fetched = await KrxBackfill.RunAsync(
  77. existsForDate: ExistsForDateAsync,
  78. fetchAndUpsertForDate: (day, token) => FetchAndUpsertAsync(db, client, cfg.BaseUrl, cfg.ApiKey, day, token),
  79. startDate: startDate,
  80. endDate: endDate,
  81. holidays: holidays,
  82. maxPerRun: maxPerRun,
  83. delayMs: 300,
  84. ct: ct);
  85. Logger.LogInformation("[{Job}] 완료 — 창=[{Start}~{End}], 이번 실행 fetch={Fetched}일 (maxPerRun={Max})",
  86. JobName, startDate, endDate, fetched, maxPerRun);
  87. // 최신 영업일(endDate) 데이터가 이번 실행에서도 미적재면 false → 베이스가 RetryDelay 후 재시도 (KRX T+0 마감 데이터 미반영 대비)
  88. if (!await ExistsForDateAsync(endDate, ct))
  89. {
  90. Logger.LogWarning("[{Job}] 최신 영업일 {End} 데이터 미적재 — {Delay} 후 재시도 (최대 {Max}회)", JobName, endDate, RetryDelay, MaxRetryCount);
  91. return false;
  92. }
  93. return true;
  94. }
  95. /// <summary>한 날짜에 대해 3개 유형 엔드포인트를 모두 수집하고 EtpDailyTrade upsert.</summary>
  96. private async Task FetchAndUpsertAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct)
  97. {
  98. var rows = new List<KrxEtpParser.EtpRow>();
  99. foreach (var (type, path) in Endpoints)
  100. {
  101. var url = $"{baseUrl.TrimEnd('/')}{path}?basDd={day:yyyyMMdd}";
  102. var json = await KrxCoKrHttp.GetStringWithRetryAsync(client, url, apiKey, Logger, ct);
  103. var parsed = KrxEtpParser.ParseDaily(json, type);
  104. Logger.LogInformation("[{Job}] {Type} basDd={Day} rows={Rows}", JobName, type, day, parsed.Count);
  105. rows.AddRange(parsed);
  106. }
  107. if (rows.Count == 0)
  108. {
  109. Logger.LogInformation("[{Job}] basDd={Day} 증권상품 미반영 (0건)", JobName, day);
  110. return;
  111. }
  112. var existing = await db.EtpDailyTrade.Where(c => c.TradeDate == day).ToListAsync(ct);
  113. var existingByKey = existing.ToDictionary(c => (c.EtpType, c.Code));
  114. var inserted = 0;
  115. var updated = 0;
  116. foreach (var row in rows)
  117. {
  118. if (existingByKey.TryGetValue((row.EtpType, row.Code), out var trade))
  119. {
  120. trade.Update(row.Name, row.Close, row.Open, row.High, row.Low, row.ChangeAmount, row.ChangeRate, row.Volume, row.TradeValue, row.MarketCap, row.ListedShares, row.Nav, row.NetAssetTotal, row.BaseIndexName, row.BaseIndexClose, row.Underlying, row.UnderlyingClose);
  121. updated++;
  122. }
  123. else
  124. {
  125. var created = EtpDailyTrade.Create(row.EtpType, row.Code, row.Name, row.TradeDate, row.Close, row.Open, row.High, row.Low, row.ChangeAmount, row.ChangeRate, row.Volume, row.TradeValue, row.MarketCap, row.ListedShares, row.Nav, row.NetAssetTotal, row.BaseIndexName, row.BaseIndexClose, row.Underlying, row.UnderlyingClose);
  126. await db.EtpDailyTrade.AddAsync(created, ct);
  127. existingByKey[(row.EtpType, row.Code)] = created;
  128. inserted++;
  129. }
  130. }
  131. await db.SaveChangesAsync(ct);
  132. Logger.LogInformation("[{Job}] basDd={Day} 적재 — rows={Rows}, inserted={Inserted}, updated={Updated}",
  133. JobName, day, rows.Count, inserted, updated);
  134. }
  135. }