KrxEtpSyncService.cs 7.5 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. if (string.IsNullOrWhiteSpace(cfg.ApiKey))
  48. {
  49. Logger.LogWarning("[{Job}] KRXCoKr:ApiKey 미설정 — 수집 skip", JobName);
  50. return true;
  51. }
  52. using var scope = scopeFactory.CreateScope();
  53. var db = scope.ServiceProvider.GetRequiredService<IAppDbContext>();
  54. var client = httpClientFactory.CreateClient(KrxCoKrHttp.ClientName);
  55. var endDate = await MarketCalendar.GetPreviousBusinessDayAsync(db, todayKst.AddDays(1), ct);
  56. var years = cfg.BackfillYears > 0 ? cfg.BackfillYears : 3;
  57. var startDate = todayKst.AddYears(-years);
  58. // 백필 창 전체의 휴장일을 한 번에 로드 (KrxBackfill 은 주말은 자동 제외, 휴장일만 필요)
  59. var holidays = (await db.MarketHoliday.AsNoTracking()
  60. .Where(c => c.Date >= startDate && c.Date <= endDate)
  61. .Select(c => c.Date)
  62. .ToListAsync(ct)).ToHashSet();
  63. var maxPerRun = cfg.BackfillMaxPerRun > 0 ? cfg.BackfillMaxPerRun : 60;
  64. // 유형(ETF/ETN/ELW)별 완전성 판정 — 일부 엔드포인트만 성공한 부분 적재 날짜는 skip 하지 않고 재수집한다
  65. async Task<bool> ExistsForDateAsync(DateOnly day, CancellationToken token)
  66. {
  67. var types = await db.EtpDailyTrade.AsNoTracking().Where(c => c.TradeDate == day).Select(c => c.EtpType).Distinct().ToListAsync(token);
  68. return BackfillCompleteness.IsComplete(types, TypeStartDates, day);
  69. }
  70. var fetched = await KrxBackfill.RunAsync(
  71. existsForDate: ExistsForDateAsync,
  72. fetchAndUpsertForDate: (day, token) => FetchAndUpsertAsync(db, client, cfg.BaseUrl, cfg.ApiKey, day, token),
  73. startDate: startDate,
  74. endDate: endDate,
  75. holidays: holidays,
  76. maxPerRun: maxPerRun,
  77. delayMs: 300,
  78. ct: ct);
  79. Logger.LogInformation("[{Job}] 완료 — 창=[{Start}~{End}], 이번 실행 fetch={Fetched}일 (maxPerRun={Max})",
  80. JobName, startDate, endDate, fetched, maxPerRun);
  81. // 최신 영업일(endDate) 데이터가 이번 실행에서도 미적재면 false → 베이스가 RetryDelay 후 재시도 (KRX T+0 마감 데이터 미반영 대비)
  82. if (!await ExistsForDateAsync(endDate, ct))
  83. {
  84. Logger.LogWarning("[{Job}] 최신 영업일 {End} 데이터 미적재 — {Delay} 후 재시도 (최대 {Max}회)", JobName, endDate, RetryDelay, MaxRetryCount);
  85. return false;
  86. }
  87. return true;
  88. }
  89. /// <summary>한 날짜에 대해 3개 유형 엔드포인트를 모두 수집하고 EtpDailyTrade upsert.</summary>
  90. private async Task FetchAndUpsertAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct)
  91. {
  92. var rows = new List<KrxEtpParser.EtpRow>();
  93. foreach (var (type, path) in Endpoints)
  94. {
  95. var url = $"{baseUrl.TrimEnd('/')}{path}?basDd={day:yyyyMMdd}";
  96. var json = await KrxCoKrHttp.GetStringWithRetryAsync(client, url, apiKey, Logger, ct);
  97. var parsed = KrxEtpParser.ParseDaily(json, type);
  98. Logger.LogInformation("[{Job}] {Type} basDd={Day} rows={Rows}", JobName, type, day, parsed.Count);
  99. rows.AddRange(parsed);
  100. }
  101. if (rows.Count == 0)
  102. {
  103. Logger.LogInformation("[{Job}] basDd={Day} 증권상품 미반영 (0건)", JobName, day);
  104. return;
  105. }
  106. var existing = await db.EtpDailyTrade.Where(c => c.TradeDate == day).ToListAsync(ct);
  107. var existingByKey = existing.ToDictionary(c => (c.EtpType, c.Code));
  108. var inserted = 0;
  109. var updated = 0;
  110. foreach (var row in rows)
  111. {
  112. if (existingByKey.TryGetValue((row.EtpType, row.Code), out var trade))
  113. {
  114. 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);
  115. updated++;
  116. }
  117. else
  118. {
  119. 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);
  120. await db.EtpDailyTrade.AddAsync(created, ct);
  121. existingByKey[(row.EtpType, row.Code)] = created;
  122. inserted++;
  123. }
  124. }
  125. await db.SaveChangesAsync(ct);
  126. Logger.LogInformation("[{Job}] basDd={Day} 적재 — rows={Rows}, inserted={Inserted}, updated={Updated}",
  127. JobName, day, rows.Count, inserted, updated);
  128. }
  129. }