KrxDerivativeSyncService.cs 9.5 KB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199
  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 18:45 KST 실행(장 마감 15:30 이후 확정, 채권 수집 18:40 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. /// 각 날짜는 선물 3개 + 옵션 3개 엔드포인트를 모두 수집해 FuturesDailyTrade / OptionsDailyTrade 두 테이블에 각각 upsert
  16. /// (선물 UQ = FuturesKind+IsuCode+TradeDate, 옵션 UQ = OptionsKind+IsuCode+TradeDate).
  17. /// existsForDate 는 선물·옵션 둘 다 적재됐을 때만 skip 처리(둘 중 하나만 있으면 재수집). ApiKey 미설정 시 로그만 남기고 skip.
  18. /// </summary>
  19. internal sealed class KrxDerivativeSyncService(
  20. IServiceScopeFactory scopeFactory,
  21. IHttpClientFactory httpClientFactory,
  22. IOptions<AppSettings> settings,
  23. ILogger<KrxDerivativeSyncService> logger
  24. ) : DailyScheduledService(logger)
  25. {
  26. // (상품군, 엔드포인트 경로) — 선물: 일반/주식유가/주식코스닥
  27. private static readonly (FuturesKind Kind, string Path)[] FuturesEndpoints =
  28. [
  29. (FuturesKind.General, "/svc/apis/drv/fut_bydd_trd"),
  30. (FuturesKind.StockKospi, "/svc/apis/drv/eqsfu_stk_bydd_trd"),
  31. (FuturesKind.StockKosdaq, "/svc/apis/drv/eqkfu_ksq_bydd_trd")
  32. ];
  33. // (상품군, 엔드포인트 경로) — 옵션: 일반/주식유가/주식코스닥
  34. private static readonly (OptionsKind Kind, string Path)[] OptionsEndpoints =
  35. [
  36. (OptionsKind.General, "/svc/apis/drv/opt_bydd_trd"),
  37. (OptionsKind.StockKospi, "/svc/apis/drv/eqsop_bydd_trd"),
  38. (OptionsKind.StockKosdaq, "/svc/apis/drv/eqkop_bydd_trd")
  39. ];
  40. protected override string JobName => "KrxDerivativeSync";
  41. protected override TimeOnly TargetTime => ParseTime(settings.Value.KRXCoKr.DerivativeSyncTime, new TimeOnly(18, 45));
  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. var fetched = await KrxBackfill.RunAsync(
  65. existsForDate: async (day, token) =>
  66. {
  67. var hasFutures = await db.FuturesDailyTrade.AsNoTracking().AnyAsync(c => c.TradeDate == day, token);
  68. var hasOptions = await db.OptionsDailyTrade.AsNoTracking().AnyAsync(c => c.TradeDate == day, token);
  69. return hasFutures && hasOptions;
  70. },
  71. fetchAndUpsertForDate: (day, token) => FetchAndUpsertAsync(db, client, cfg.BaseUrl, cfg.ApiKey, day, token),
  72. startDate: startDate,
  73. endDate: endDate,
  74. holidays: holidays,
  75. maxPerRun: maxPerRun,
  76. delayMs: 300,
  77. ct: ct);
  78. Logger.LogInformation("[{Job}] 완료 — 창=[{Start}~{End}], 이번 실행 fetch={Fetched}일 (maxPerRun={Max})",
  79. JobName, startDate, endDate, fetched, maxPerRun);
  80. // fetch 가 0 이어도(이미 최신까지 적재됨) 정상 완료 — 재시도 불필요
  81. return true;
  82. }
  83. /// <summary>한 날짜에 대해 선물 3개 + 옵션 3개 엔드포인트를 모두 수집하고 두 테이블에 각각 upsert.</summary>
  84. private async Task FetchAndUpsertAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct)
  85. {
  86. await FetchAndUpsertFuturesAsync(db, client, baseUrl, apiKey, day, ct);
  87. await FetchAndUpsertOptionsAsync(db, client, baseUrl, apiKey, day, ct);
  88. }
  89. private async Task FetchAndUpsertFuturesAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct)
  90. {
  91. var rows = new List<KrxFuturesParser.FuturesRow>();
  92. foreach (var (kind, path) in FuturesEndpoints)
  93. {
  94. var url = $"{baseUrl.TrimEnd('/')}{path}?basDd={day:yyyyMMdd}";
  95. var json = await KrxCoKrHttp.GetStringWithRetryAsync(client, url, apiKey, Logger, ct);
  96. var parsed = KrxFuturesParser.ParseDaily(json, kind);
  97. Logger.LogInformation("[{Job}] 선물 {Kind} basDd={Day} rows={Rows}", JobName, kind, day, parsed.Count);
  98. rows.AddRange(parsed);
  99. }
  100. if (rows.Count == 0)
  101. {
  102. Logger.LogInformation("[{Job}] basDd={Day} 선물 미반영 (0건)", JobName, day);
  103. return;
  104. }
  105. var existing = await db.FuturesDailyTrade.Where(c => c.TradeDate == day).ToListAsync(ct);
  106. var existingByKey = existing.ToDictionary(c => (c.FuturesKind, c.IsuCode));
  107. var inserted = 0;
  108. var updated = 0;
  109. foreach (var row in rows)
  110. {
  111. if (existingByKey.TryGetValue((row.FuturesKind, row.IsuCode), out var trade))
  112. {
  113. 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);
  114. updated++;
  115. }
  116. else
  117. {
  118. var created = FuturesDailyTrade.Create(row.FuturesKind, row.IsuCode, row.IsuName, row.TradeDate, row.Close, row.Open, row.High, row.Low, row.ChangeAmount, row.SpotPrice, row.SettlePrice, row.Volume, row.TradeValue, row.OpenInterest, row.ProductName, row.MarketName);
  119. await db.FuturesDailyTrade.AddAsync(created, ct);
  120. existingByKey[(row.FuturesKind, row.IsuCode)] = created;
  121. inserted++;
  122. }
  123. }
  124. await db.SaveChangesAsync(ct);
  125. Logger.LogInformation("[{Job}] basDd={Day} 선물 적재 — rows={Rows}, inserted={Inserted}, updated={Updated}",
  126. JobName, day, rows.Count, inserted, updated);
  127. }
  128. private async Task FetchAndUpsertOptionsAsync(IAppDbContext db, HttpClient client, string baseUrl, string apiKey, DateOnly day, CancellationToken ct)
  129. {
  130. var rows = new List<KrxOptionsParser.OptionsRow>();
  131. foreach (var (kind, path) in OptionsEndpoints)
  132. {
  133. var url = $"{baseUrl.TrimEnd('/')}{path}?basDd={day:yyyyMMdd}";
  134. var json = await KrxCoKrHttp.GetStringWithRetryAsync(client, url, apiKey, Logger, ct);
  135. var parsed = KrxOptionsParser.ParseDaily(json, kind);
  136. Logger.LogInformation("[{Job}] 옵션 {Kind} basDd={Day} rows={Rows}", JobName, kind, day, parsed.Count);
  137. rows.AddRange(parsed);
  138. }
  139. if (rows.Count == 0)
  140. {
  141. Logger.LogInformation("[{Job}] basDd={Day} 옵션 미반영 (0건)", JobName, day);
  142. return;
  143. }
  144. var existing = await db.OptionsDailyTrade.Where(c => c.TradeDate == day).ToListAsync(ct);
  145. var existingByKey = existing.ToDictionary(c => (c.OptionsKind, c.IsuCode));
  146. var inserted = 0;
  147. var updated = 0;
  148. foreach (var row in rows)
  149. {
  150. if (existingByKey.TryGetValue((row.OptionsKind, row.IsuCode), out var trade))
  151. {
  152. 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);
  153. updated++;
  154. }
  155. else
  156. {
  157. var created = OptionsDailyTrade.Create(row.OptionsKind, row.IsuCode, row.IsuName, row.TradeDate, 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);
  158. await db.OptionsDailyTrade.AddAsync(created, ct);
  159. existingByKey[(row.OptionsKind, row.IsuCode)] = created;
  160. inserted++;
  161. }
  162. }
  163. await db.SaveChangesAsync(ct);
  164. Logger.LogInformation("[{Job}] basDd={Day} 옵션 적재 — rows={Rows}, inserted={Inserted}, updated={Updated}",
  165. JobName, day, rows.Count, inserted, updated);
  166. }
  167. }