@mulsok/traders-client 0.1.0

package/dist/server/broker/kiwoom/order-tracker.js

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+/**
+ * Order tracker (apps/client)
+ *
+ * 책임 (사용자 사고 사례 방지):
+ *   1. **중복 주문 방지** · 같은 symbolCode 에 in-flight order 있으면 신규 거부
+ *   2. **주문 상태 머신** · pending → partial → filled / cancelled
+ *   3. **체결 polling** · placeOrder 후 N초 간격으로 getPendingOrders 조회 → 상태 갱신
+ *   4. **idempotency key** · 클라이언트 측 중복 호출 차단 (예: LLM 이 같은 결정을 2번 보냄)
+ *
+ * 사용자 명시 사고 사례 (taeeun-life 60일선):
+ *   "주문 10주 → 체결 안 됨 → AI 재 wake → 10주 더 매도 → 결국 20주 매도"
+ *
+ * 방지 메커니즘:
+ *   - placeOrderTracked() 가 OrderTracker 통해 lock 잡고 placeOrder 호출
+ *   - 같은 symbol+side 의 active 주문 있으면 reject ("이미 X주 미체결 중 · M분 후 재시도")
+ *   - 주문 후 자동 polling 시작 (10초 간격 · 최대 N분)
+ *   - 체결 완료 또는 취소 시 lock 해제
+ *
+ * 영구화 (P+1):
+ *   - 현재 인메모리 · 프로세스 재시작 시 in-flight 추적 손실
+ *   - 향후 SQLite 또는 file based JSONL 영구화
+ */
+import { randomUUID } from "node:crypto";
+import { placeOrder } from "./endpoints/order.js";
+import { getPendingOrders, getOrderableQty } from "./endpoints/account.js";
+/** 호가 단위 (한국 KRX 기준 · 가격대별 다름) */
+function tickSize(priceKrw) {
+    if (priceKrw < 1000)
+        return 1;
+    if (priceKrw < 5000)
+        return 5;
+    if (priceKrw < 10000)
+        return 10;
+    if (priceKrw < 50000)
+        return 50;
+    if (priceKrw < 100000)
+        return 100;
+    if (priceKrw < 500000)
+        return 500;
+    return 1000;
+}
+/** KST 기준 장 시간 09:00~15:30 (15:20 이후는 너울 hard 제약 · 여기는 Layer 1) */
+export function isMarketOpen(now = new Date()) {
+    // KST = UTC+9
+    const kst = new Date(now.getTime() + 9 * 3600_000);
+    const day = kst.getUTCDay();
+    if (day === 0 || day === 6)
+        return false; // 일/토
+    const hh = kst.getUTCHours();
+    const mm = kst.getUTCMinutes();
+    const totalMin = hh * 60 + mm;
+    return totalMin >= 9 * 60 && totalMin <= 15 * 60 + 30;
+}
+class OrderTracker {
+    orders = new Map(); // clientOrderId → tracked
+    activeBySymbol = new Map(); // symbolCode:side → Set<clientOrderId>
+    pollers = new Map(); // clientOrderId → polling timer
+    /** 외부 콜백 (history 저장 · LLM wake 트리거 등) */
+    onStatusChange;
+    setStatusChangeCallback(cb) {
+        this.onStatusChange = cb;
+    }
+    /** 같은 symbol+side 의 active 주문 (pending · partial · submitting) 카운트 */
+    countActiveOrders(symbolCode, side) {
+        const ids = this.activeBySymbol.get(`${symbolCode}:${side}`);
+        if (!ids)
+            return 0;
+        let count = 0;
+        for (const id of ids) {
+            const o = this.orders.get(id);
+            if (!o)
+                continue;
+            if (o.status === "submitting" || o.status === "pending" || o.status === "partial") {
+                count++;
+            }
+        }
+        return count;
+    }
+    /** active 주문 목록 (디버깅용) */
+    list(opts = {}) {
+        return Array.from(this.orders.values()).filter((o) => {
+            if (opts.symbolCode && o.symbolCode !== opts.symbolCode)
+                return false;
+            if (opts.activeOnly && o.status !== "pending" && o.status !== "partial" && o.status !== "submitting") {
+                return false;
+            }
+            return true;
+        });
+    }
+    get(clientOrderId) {
+        return this.orders.get(clientOrderId);
+    }
+    stats() {
+        const activeBySymbol = {};
+        for (const [key, ids] of this.activeBySymbol) {
+            let count = 0;
+            for (const id of ids) {
+                const o = this.orders.get(id);
+                if (o && (o.status === "submitting" || o.status === "pending" || o.status === "partial")) {
+                    count++;
+                }
+            }
+            if (count > 0)
+                activeBySymbol[key] = count;
+        }
+        return { total: this.orders.size, activeBySymbol };
+    }
+    /**
+     * 주문 등록 + 키움 호출 + 자동 polling 시작
+     *
+     * 중복 방지:
+     *   - 같은 symbol+side 의 active 주문 있으면 reject (예외 throw 대신 KiwoomResult 반환)
+     *
+     * @param personaSlug · history 추적용 (null 가능)
+     */
+    async placeTrackedOrder(input, options = {}) {
+        // 1) 중복 방지
+        if (!options.allowDuplicate) {
+            const activeCount = this.countActiveOrders(input.symbolCode, input.side);
+            if (activeCount > 0) {
+                return {
+                    ok: false,
+                    error: {
+                        kind: "business",
+                        message: `중복 주문 거부 · ${input.symbolCode} ${input.side} 에 이미 ${activeCount}건 미체결/진행중 (allowDuplicate=true 로 우회 가능)`,
+                    },
+                };
+            }
+        }
+        // 1.5) 사전 검증 (skipPreCheck 로 우회 가능)
+        if (!options.skipPreCheck) {
+            // 1.5a) 시장 시간 외 거부
+            if (!isMarketOpen()) {
+                return {
+                    ok: false,
+                    error: {
+                        kind: "business",
+                        message: "장 운영 시간 외 (KST 09:00~15:30 평일) · 주문 거부 (Layer 1 §3)",
+                    },
+                };
+            }
+            // 1.5b) 호가 단위 검증
+            if (input.priceKrw && input.priceKrw > 0) {
+                const tick = tickSize(input.priceKrw);
+                if (input.priceKrw % tick !== 0) {
+                    return {
+                        ok: false,
+                        error: {
+                            kind: "schema",
+                            message: `호가 단위 위반 · ${input.priceKrw}원 → ${tick}원 단위 (가격대 ${input.priceKrw} 의 정상 호가)`,
+                        },
+                    };
+                }
+            }
+            // 1.5c) 잔고/수량 검증 (매수 시 가능 금액 · 매도 시 보유 수량)
+            const orderableRes = await getOrderableQty(input.symbolCode, input.priceKrw);
+            if (orderableRes.ok) {
+                if (input.side === "buy" && input.quantity > orderableRes.data.buyableQty) {
+                    return {
+                        ok: false,
+                        error: {
+                            kind: "business",
+                            message: `매수 가능 수량 초과 · 요청 ${input.quantity}주 / 가능 ${orderableRes.data.buyableQty}주 (예수금 ${orderableRes.data.buyableAmountKrw.toLocaleString()}원)`,
+                        },
+                    };
+                }
+                if (input.side === "sell" && input.quantity > orderableRes.data.sellableQty) {
+                    return {
+                        ok: false,
+                        error: {
+                            kind: "business",
+                            message: `매도 가능 수량 초과 · 요청 ${input.quantity}주 / 가능 ${orderableRes.data.sellableQty}주 (보유 - 미체결매도)`,
+                        },
+                    };
+                }
+            }
+            // orderable 조회 실패 시 검증 skip · 키움이 거부할 것
+        }
+        // 2) tracked order 생성
+        const clientOrderId = `co_${randomUUID().slice(0, 12)}`;
+        const tracked = {
+            clientOrderId,
+            brokerOrderNo: null,
+            symbolCode: input.symbolCode,
+            side: input.side,
+            intendedQty: input.quantity,
+            intendedPriceKrw: input.priceKrw ?? 0,
+            status: "submitting",
+            filledQty: 0,
+            submittedAt: new Date().toISOString(),
+            lastSyncedAt: new Date().toISOString(),
+            pollCount: 0,
+            personaSlug: options.personaSlug ?? null,
+        };
+        this.orders.set(clientOrderId, tracked);
+        this.addToActiveSymbol(tracked);
+        // 3) 키움 호출
+        const res = await placeOrder(input);
+        if (!res.ok) {
+            tracked.status = "rejected";
+            tracked.error = res.error.message;
+            tracked.lastSyncedAt = new Date().toISOString();
+            this.removeFromActiveSymbol(tracked);
+            await this.notifyStatusChange(tracked, "submitting");
+            return { ok: false, error: res.error };
+        }
+        // 4) tracked 갱신
+        tracked.brokerOrderNo = res.data.orderNo;
+        tracked.status = "pending";
+        tracked.lastSyncedAt = new Date().toISOString();
+        await this.notifyStatusChange(tracked, "submitting");
+        // 5) polling 시작
+        this.startPolling(clientOrderId);
+        return { ok: true, data: tracked };
+    }
+    /** clientOrderId 단위 polling · 10초 간격 · 최대 30회 (5분) */
+    startPolling(clientOrderId) {
+        if (this.pollers.has(clientOrderId))
+            return;
+        const POLL_INTERVAL_MS = 10_000;
+        const MAX_POLLS = 30;
+        const timer = setInterval(() => {
+            void this.pollOnce(clientOrderId).catch((e) => {
+                console.error(`[OrderTracker] poll ${clientOrderId} err:`, e);
+            });
+        }, POLL_INTERVAL_MS);
+        this.pollers.set(clientOrderId, timer);
+        // 첫 polling 즉시 시도 (1초 후 · 키움 처리 시간 고려)
+        setTimeout(() => {
+            void this.pollOnce(clientOrderId).catch(() => { });
+        }, 1000);
+        // MAX_POLLS 초과 시 자동 중단
+        setTimeout(() => {
+            const order = this.orders.get(clientOrderId);
+            if (order && (order.status === "pending" || order.status === "partial")) {
+                console.warn(`[OrderTracker] ${clientOrderId} polling timeout · ${MAX_POLLS}회 시도 · 마지막 상태 ${order.status}`);
+            }
+            this.stopPolling(clientOrderId);
+        }, POLL_INTERVAL_MS * MAX_POLLS + 5000);
+    }
+    stopPolling(clientOrderId) {
+        const timer = this.pollers.get(clientOrderId);
+        if (timer) {
+            clearInterval(timer);
+            this.pollers.delete(clientOrderId);
+        }
+    }
+    /**
+     * Graceful shutdown: 모든 polling timer 정리.
+     * 활성 주문 자체 (메모리 + 키움 broker 측 brokerOrderNo) 는 유지 — restart 후 재polling 가능.
+     */
+    pauseAllPolling() {
+        let paused = 0;
+        for (const id of Array.from(this.pollers.keys())) {
+            this.stopPolling(id);
+            paused++;
+        }
+        if (paused > 0) {
+            console.log(`[OrderTracker] paused ${paused} polling timers (orders preserved in memory)`);
+        }
+    }
+    async pollOnce(clientOrderId) {
+        const order = this.orders.get(clientOrderId);
+        if (!order || !order.brokerOrderNo)
+            return;
+        if (order.status === "filled" || order.status === "cancelled" || order.status === "rejected") {
+            this.stopPolling(clientOrderId);
+            return;
+        }
+        order.pollCount++;
+        order.lastSyncedAt = new Date().toISOString();
+        // 미체결 조회 · 같은 symbol 만
+        const pendingRes = await getPendingOrders(order.symbolCode);
+        if (!pendingRes.ok) {
+            console.warn(`[OrderTracker] ${clientOrderId} poll fetch fail · ${pendingRes.error.message}`);
+            return;
+        }
+        const matched = pendingRes.data.find((p) => p.orderNo === order.brokerOrderNo);
+        const prevStatus = order.status;
+        if (!matched) {
+            // 미체결 목록에 없음 = 전량 체결 또는 취소
+            // 추가로 체결 내역 조회로 확인 가능 (선택 · 비용 절감 위해 일단 filled 가정)
+            order.status = "filled";
+            order.filledQty = order.intendedQty;
+            this.removeFromActiveSymbol(order);
+            this.stopPolling(clientOrderId);
+        }
+        else {
+            order.filledQty = matched.filledQty;
+            order.status = matched.status === "partial" ? "partial" : "pending";
+        }
+        if (order.status !== prevStatus) {
+            await this.notifyStatusChange(order, prevStatus);
+            const terminalStatuses = ["filled", "cancelled"];
+            if (terminalStatuses.includes(order.status)) {
+                this.removeFromActiveSymbol(order);
+                this.stopPolling(clientOrderId);
+            }
+        }
+    }
+    addToActiveSymbol(order) {
+        const key = `${order.symbolCode}:${order.side}`;
+        let set = this.activeBySymbol.get(key);
+        if (!set) {
+            set = new Set();
+            this.activeBySymbol.set(key, set);
+        }
+        set.add(order.clientOrderId);
+    }
+    removeFromActiveSymbol(order) {
+        const key = `${order.symbolCode}:${order.side}`;
+        const set = this.activeBySymbol.get(key);
+        if (!set)
+            return;
+        set.delete(order.clientOrderId);
+        if (set.size === 0)
+            this.activeBySymbol.delete(key);
+    }
+    async notifyStatusChange(order, prev) {
+        if (!this.onStatusChange)
+            return;
+        try {
+            await this.onStatusChange(order, prev);
+        }
+        catch (e) {
+            console.error(`[OrderTracker] onStatusChange callback err:`, e);
+        }
+    }
+    /** 외부 강제 cancel (UI 또는 LLM) · 키움 cancelOrder 별도 호출 후 본 함수 */
+    markCancelled(clientOrderId, reason) {
+        const order = this.orders.get(clientOrderId);
+        if (!order)
+            return;
+        const prev = order.status;
+        order.status = "cancelled";
+        order.error = reason;
+        order.lastSyncedAt = new Date().toISOString();
+        this.removeFromActiveSymbol(order);
+        this.stopPolling(clientOrderId);
+        void this.notifyStatusChange(order, prev);
+    }
+}
+let singleton = null;
+export function getOrderTracker() {
+    if (!singleton)
+        singleton = new OrderTracker();
+    return singleton;
+}
+/** placeTrackedOrder + journal 자동 호출 헬퍼 (외부에서 한 줄로 사용) */
+export async function placeOrderWithTracking(input, options = {}) {
+    return getOrderTracker().placeTrackedOrder(input, options);
+}
+//# sourceMappingURL=order-tracker.js.map

package/dist/server/broker/kiwoom/order-tracker.js.map

@@ -0,0 +1 @@
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package/dist/server/broker/kiwoom/price-feed.js

@@ -0,0 +1,119 @@
+import { getCurrentPrice } from "./endpoints/quote.js";
+const TICK_INTERVAL_MS = 10_000;
+const STAGGER_MS = 200;
+class PriceFeed {
+    /** stockCode → Map<watcherId, SubscriberInfo> */
+    subscribers = new Map();
+    timer = null;
+    running = false;
+    start() {
+        if (this.timer)
+            return;
+        this.timer = setInterval(() => {
+            void this.tick();
+        }, TICK_INTERVAL_MS);
+        console.log(`[PriceFeed] started · tick ${TICK_INTERVAL_MS}ms · stagger ${STAGGER_MS}ms`);
+    }
+    stop() {
+        if (this.timer)
+            clearInterval(this.timer);
+        this.timer = null;
+        console.log("[PriceFeed] stopped");
+    }
+    subscribe(symbolCode, watcherId, intervalMs, callback) {
+        let subs = this.subscribers.get(symbolCode);
+        if (!subs) {
+            subs = new Map();
+            this.subscribers.set(symbolCode, subs);
+        }
+        subs.set(watcherId, { callback, intervalMs, lastDeliveredAt: 0 });
+        console.log(`[PriceFeed] subscribe ${symbolCode}/${watcherId} (intervalMs=${intervalMs}) · 종목 ${this.subscribers.size} · 구독자 ${this.totalSubscribers()}`);
+    }
+    unsubscribe(symbolCode, watcherId) {
+        const subs = this.subscribers.get(symbolCode);
+        if (!subs)
+            return;
+        subs.delete(watcherId);
+        if (subs.size === 0) {
+            this.subscribers.delete(symbolCode);
+        }
+        console.log(`[PriceFeed] unsubscribe ${symbolCode}/${watcherId} · 종목 ${this.subscribers.size} · 구독자 ${this.totalSubscribers()}`);
+    }
+    /** 디버깅용 stat */
+    stats() {
+        return {
+            stocks: this.subscribers.size,
+            totalSubscribers: this.totalSubscribers(),
+            running: this.timer !== null,
+            tickInProgress: this.running,
+        };
+    }
+    totalSubscribers() {
+        let total = 0;
+        for (const subs of this.subscribers.values())
+            total += subs.size;
+        return total;
+    }
+    async tick() {
+        if (this.running) {
+            // 이전 tick 이 아직 진행 중 (느린 응답) · 이번 tick skip
+            console.warn("[PriceFeed] tick overlap · skip");
+            return;
+        }
+        if (this.subscribers.size === 0)
+            return;
+        this.running = true;
+        let count = 0;
+        try {
+            for (const [code, subs] of this.subscribers) {
+                if (subs.size === 0)
+                    continue;
+                if (count > 0) {
+                    await sleep(STAGGER_MS);
+                }
+                count++;
+                try {
+                    const res = await getCurrentPrice(code);
+                    if (!res.ok) {
+                        console.error(`[PriceFeed] ${code} fetch fail · ${res.error.kind} · ${res.error.message}`);
+                        continue;
+                    }
+                    await this.deliverToSubscribers(code, res.data);
+                }
+                catch (e) {
+                    console.error(`[PriceFeed] ${code} unexpected:`, e);
+                }
+            }
+        }
+        finally {
+            this.running = false;
+        }
+    }
+    async deliverToSubscribers(code, data) {
+        const subs = this.subscribers.get(code);
+        if (!subs)
+            return;
+        const now = Date.now();
+        for (const [watcherId, info] of subs) {
+            if (now - info.lastDeliveredAt < info.intervalMs)
+                continue;
+            info.lastDeliveredAt = now;
+            try {
+                await info.callback(data);
+            }
+            catch (e) {
+                console.error(`[PriceFeed] deliver ${code}/${watcherId} callback err:`, e);
+            }
+        }
+    }
+}
+let singleton = null;
+export function getPriceFeed() {
+    if (!singleton)
+        singleton = new PriceFeed();
+    return singleton;
+}
+function sleep(ms) {
+    return new Promise((res) => setTimeout(res, ms));
+}
+//# sourceMappingURL=price-feed.js.map

package/dist/server/broker/kiwoom/price-feed.js.map

@@ -0,0 +1 @@
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package/dist/server/broker/kiwoom/rate-limiter.js

@@ -0,0 +1,97 @@
+/**
+ * Token bucket rate limiter for Kiwoom REST API.
+ *
+ * 키움 제한:
+ *   - 실전 (api.kiwoom.com)   · 초당 20 회
+ *   - 모의 (mockapi.kiwoom.com) · 초당 2 회
+ *
+ * 안전 마진:
+ *   - 실전: 5 tokens/sec (200ms stagger · 타 페르소나 동시 호출 여유)
+ *   - 모의: 1.5 tokens/sec (모의 2/s 의 75% · spike 회피)
+ *
+ * 동작:
+ *   - take(): 토큰이 있으면 즉시 반환 (consume 1) · 없으면 fill 대기 후 반환
+ *   - 호출 간 stagger 보장 (Promise queue) · 동시성 안전
+ *
+ * 사용:
+ *   const limiter = getRateLimiter(isDemo);
+ *   await limiter.take();
+ *   await fetch(...);
+ */
+const CONFIG = {
+    live: {
+        capacity: 20,
+        refillPerSec: 5, // 실전 20/s 의 25% · 안전 마진
+        minIntervalMs: 100, // 다중 페르소나 동시 호출 여유
+    },
+    demo: {
+        capacity: 4,
+        refillPerSec: 1.5, // 모의 2/s 의 75% · spike 회피
+        minIntervalMs: 500, // 모의는 보수적
+    },
+};
+class TokenBucket {
+    cfg;
+    tokens;
+    lastRefillAt;
+    lastTakeAt = 0;
+    waitChain = Promise.resolve();
+    constructor(cfg) {
+        this.cfg = cfg;
+        this.tokens = cfg.capacity;
+        this.lastRefillAt = Date.now();
+    }
+    refill() {
+        const now = Date.now();
+        const elapsed = (now - this.lastRefillAt) / 1000;
+        this.tokens = Math.min(this.cfg.capacity, this.tokens + elapsed * this.cfg.refillPerSec);
+        this.lastRefillAt = now;
+    }
+    /** 호출 슬롯 1개 확보 (대기 가능) · 반환 시 호출 가능 상태 */
+    async take() {
+        // 직렬화: 동시 take 가 와도 순서대로 stagger 보장
+        const previous = this.waitChain;
+        let release;
+        this.waitChain = new Promise((res) => { release = res; });
+        try {
+            await previous;
+            // 1) stagger 보장
+            const sinceLastTake = Date.now() - this.lastTakeAt;
+            if (sinceLastTake < this.cfg.minIntervalMs) {
+                await sleep(this.cfg.minIntervalMs - sinceLastTake);
+            }
+            // 2) 토큰 확보 (없으면 refill 대기)
+            this.refill();
+            while (this.tokens < 1) {
+                // 1 토큰 보충에 필요한 시간
+                const waitMs = Math.ceil((1 - this.tokens) / this.cfg.refillPerSec * 1000);
+                await sleep(Math.max(50, waitMs));
+                this.refill();
+            }
+            this.tokens -= 1;
+            this.lastTakeAt = Date.now();
+        }
+        finally {
+            release();
+        }
+    }
+    /** 현재 잔여 토큰 (디버깅용 · 실시간 정확치 아님) */
+    remaining() {
+        this.refill();
+        return Math.floor(this.tokens);
+    }
+}
+const buckets = new Map();
+export function getRateLimiter(isDemo) {
+    const env = isDemo ? "demo" : "live";
+    let bucket = buckets.get(env);
+    if (!bucket) {
+        bucket = new TokenBucket(CONFIG[env]);
+        buckets.set(env, bucket);
+    }
+    return bucket;
+}
+function sleep(ms) {
+    return new Promise((res) => setTimeout(res, ms));
+}
+//# sourceMappingURL=rate-limiter.js.map

package/dist/server/broker/kiwoom/rate-limiter.js.map

@@ -0,0 +1 @@
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package/dist/server/broker/kiwoom/types.js

@@ -0,0 +1,13 @@
+/**
+ * 키움 REST / WebSocket API 공통 타입 (apps/client)
+ *
+ * 키움 응답 envelope:
+ *   { return_code: number, return_msg: string, ...payload }
+ * - return_code === 0 → 성공
+ * - 그 외 → 비즈니스 에러 (return_msg 에 사유)
+ *
+ * 공식 스펙: docs/kiwoom/키움 REST API 문서.pdf
+ *   - REST 186 TR · WebSocket 4 TR (조건검색)
+ */
+export {};
+//# sourceMappingURL=types.js.map

package/dist/server/broker/kiwoom/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../../src-server/broker/kiwoom/types.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG"}