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- 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;
- /// <summary>
- /// 파생상품(선물 3 + 옵션 3) 일별매매 수집 (KRX OpenAPI drv) — fut/eqsfu/eqkfu_bydd_trd + opt/eqsop/eqkop_bydd_trd.
- /// 기본 18:45 KST 실행(장 마감 15:30 이후 확정, 채권 수집 18:40 뒤). 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, 옵션 UQ = OptionsKind+IsuCode+TradeDate).
- /// existsForDate 는 선물·옵션 둘 다 적재됐을 때만 skip 처리(둘 중 하나만 있으면 재수집). ApiKey 미설정 시 로그만 남기고 skip.
- /// </summary>
- internal sealed class KrxDerivativeSyncService(
- IServiceScopeFactory scopeFactory,
- IHttpClientFactory httpClientFactory,
- IOptions<AppSettings> settings,
- ILogger<KrxDerivativeSyncService> 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")
- ];
- protected override string JobName => "KrxDerivativeSync";
- protected override TimeOnly TargetTime => ParseTime(settings.Value.KRXCoKr.DerivativeSyncTime, new TimeOnly(18, 45));
- protected override int MaxRetryCount => 2;
- protected override TimeSpan RetryDelay => TimeSpan.FromHours(2);
- protected override async Task<bool> 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<IAppDbContext>();
- 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;
- var fetched = await KrxBackfill.RunAsync(
- existsForDate: async (day, token) =>
- {
- var hasFutures = await db.FuturesDailyTrade.AsNoTracking().AnyAsync(c => c.TradeDate == day, token);
- var hasOptions = await db.OptionsDailyTrade.AsNoTracking().AnyAsync(c => c.TradeDate == day, token);
- return hasFutures && hasOptions;
- },
- 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);
- // fetch 가 0 이어도(이미 최신까지 적재됨) 정상 완료 — 재시도 불필요
- return true;
- }
- /// <summary>한 날짜에 대해 선물 3개 + 옵션 3개 엔드포인트를 모두 수집하고 두 테이블에 각각 upsert.</summary>
- 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<KrxFuturesParser.FuturesRow>();
- 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));
- var inserted = 0;
- var updated = 0;
- foreach (var row in rows)
- {
- if (existingByKey.TryGetValue((row.FuturesKind, row.IsuCode), 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.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)] = 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<KrxOptionsParser.OptionsRow>();
- 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));
- var inserted = 0;
- var updated = 0;
- foreach (var row in rows)
- {
- if (existingByKey.TryGetValue((row.OptionsKind, row.IsuCode), 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.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)] = 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);
- }
- }
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