ksxt 0.0.8__py3-none-any.whl → 0.0.10__py3-none-any.whl

ksxt/market/us/nasdaq.py

@@ -48,30 +48,30 @@ from ksxt.market.us.stock import UsStockItem, UsStockMarket
 @dataclass
 class NasdaqItem(UsStockItem):
     CONTROL = [
-        ('ncod', 2+1),
-        ('exid', 3+1),
-        ('excd', 3+1),
-        ('exnm', 16+1),
-        ('symb', 16+1),
-        ('rsym', 16+1),
-        ('knam', 64+1),
-        ('enam', 64+1),
-        ('stis', 1+1),
-        ('curr', 4+1),
-        ('zdiv', 1+1),
-        ('ztyp', 1+1),
-        ('base', 12+1),
-        ('bnit', 8+1),
-        ('anit', 8+1),
-        ('mstm', 4+1),
-        ('metm', 4+1),
-        ('isdr', 1+1),
-        ('drcd', 2+1),
-        ('icod', 4+1),
-        ('sjong', 1+1),
-        ('ttyp', 1+1),
-        ('etyp', 3+1),
-        ('ttyp_sb', 3+1)
+        ("ncod", 2 + 1),
+        ("exid", 3 + 1),
+        ("excd", 3 + 1),
+        ("exnm", 16 + 1),
+        ("symb", 16 + 1),
+        ("rsym", 16 + 1),
+        ("knam", 64 + 1),
+        ("enam", 64 + 1),
+        ("stis", 1 + 1),
+        ("curr", 4 + 1),
+        ("zdiv", 1 + 1),
+        ("ztyp", 1 + 1),
+        ("base", 12 + 1),
+        ("bnit", 8 + 1),
+        ("anit", 8 + 1),
+        ("mstm", 4 + 1),
+        ("metm", 4 + 1),
+        ("isdr", 1 + 1),
+        ("drcd", 2 + 1),
+        ("icod", 4 + 1),
+        ("sjong", 1 + 1),
+        ("ttyp", 1 + 1),
+        ("etyp", 3 + 1),
+        ("ttyp_sb", 3 + 1),
     ]
 
     # Notional code
@@ -91,9 +91,9 @@ class NasdaqItem(UsStockItem):
     # English name
     enam: str
     # Security Type
-    stis: Literal['1', '2', '3', '4']
+    stis: Literal["1", "2", "3", "4"]
     # currency
-    curr: str   
+    curr: str
     # float position
     zdiv: str
     # data type
@@ -115,11 +115,11 @@ class NasdaqItem(UsStockItem):
     # 업종분류코드
     icod: str
     # 지수구성종목 존재 여부
-    sjong: Literal['0', '1']
+    sjong: Literal["0", "1"]
     # Tick Size Type
     ttyp: str
     #
-    etyp: Literal['001', '002', '003', '004', '005', '006']
+    etyp: Literal["001", "002", "003", "004", "005", "006"]
     # Tick size type 상세 (ttyp 8일 경우 사용) : 런던 제트라 유로넥스트
     ttyp_sb: str
 
@@ -129,7 +129,7 @@ class NasdaqItem(UsStockItem):
 
 
 class _NasdaqItem(Base):
-    __tablename__ = 'nasdaq'
+    __tablename__ = "nasdaq"
     # Notional code
     ncod = Column(String)
     # Exchange ID
@@ -149,7 +149,7 @@ class _NasdaqItem(Base):
     # Security Type
     stis = Column(String)
     # currency
-    curr = Column(String)   
+    curr = Column(String)
     # float position
     zdiv = Column(String)
     # data type
@@ -182,4 +182,4 @@ class _NasdaqItem(Base):
 
 class Nasdaq(UsStockMarket[NasdaqItem, _NasdaqItem]):
     def __init__(self, client):
-        super().__init__(client, 'nasdaq', '나스닥', 'https://new.real.download.dws.co.kr/common/master/nasmst.cod.zip')
+        super().__init__(client, "nasdaq", "나스닥", "https://new.real.download.dws.co.kr/common/master/nasmst.cod.zip")

ksxt/market/us/nyse.py

@@ -48,30 +48,30 @@ from ksxt.market.us.stock import UsStockItem, UsStockMarket
 @dataclass
 class NyseItem(UsStockItem):
     CONTROL = [
-        ('ncod', 2+1),
-        ('exid', 3+1),
-        ('excd', 3+1),
-        ('exnm', 16+1),
-        ('symb', 16+1),
-        ('rsym', 16+1),
-        ('knam', 64+1),
-        ('enam', 64+1),
-        ('stis', 1+1),
-        ('curr', 4+1),
-        ('zdiv', 1+1),
-        ('ztyp', 1+1),
-        ('base', 12+1),
-        ('bnit', 8+1),
-        ('anit', 8+1),
-        ('mstm', 4+1),
-        ('metm', 4+1),
-        ('isdr', 1+1),
-        ('drcd', 2+1),
-        ('icod', 4+1),
-        ('sjong', 1+1),
-        ('ttyp', 1+1),
-        ('etyp', 3+1),
-        ('ttyp_sb', 3+1)
+        ("ncod", 2 + 1),
+        ("exid", 3 + 1),
+        ("excd", 3 + 1),
+        ("exnm", 16 + 1),
+        ("symb", 16 + 1),
+        ("rsym", 16 + 1),
+        ("knam", 64 + 1),
+        ("enam", 64 + 1),
+        ("stis", 1 + 1),
+        ("curr", 4 + 1),
+        ("zdiv", 1 + 1),
+        ("ztyp", 1 + 1),
+        ("base", 12 + 1),
+        ("bnit", 8 + 1),
+        ("anit", 8 + 1),
+        ("mstm", 4 + 1),
+        ("metm", 4 + 1),
+        ("isdr", 1 + 1),
+        ("drcd", 2 + 1),
+        ("icod", 4 + 1),
+        ("sjong", 1 + 1),
+        ("ttyp", 1 + 1),
+        ("etyp", 3 + 1),
+        ("ttyp_sb", 3 + 1),
     ]
 
     # Notional code
@@ -91,9 +91,9 @@ class NyseItem(UsStockItem):
     # English name
     enam: str
     # Security Type
-    stis: Literal['1', '2', '3', '4']
+    stis: Literal["1", "2", "3", "4"]
     # currency
-    curr: str   
+    curr: str
     # float position
     zdiv: str
     # data type
@@ -115,11 +115,11 @@ class NyseItem(UsStockItem):
     # 업종분류코드
     icod: str
     # 지수구성종목 존재 여부
-    sjong: Literal['0', '1']
+    sjong: Literal["0", "1"]
     # Tick Size Type
     ttyp: str
     #
-    etyp: Literal['001', '002', '003', '004', '005', '006']
+    etyp: Literal["001", "002", "003", "004", "005", "006"]
     # Tick size type 상세 (ttyp 8일 경우 사용) : 런던 제트라 유로넥스트
     ttyp_sb: str
 
@@ -129,7 +129,7 @@ class NyseItem(UsStockItem):
 
 
 class _NyseItem(Base):
-    __tablename__ = 'nyse'
+    __tablename__ = "nyse"
     # Notional code
     ncod = Column(String)
     # Exchange ID
@@ -149,7 +149,7 @@ class _NyseItem(Base):
     # Security Type
     stis = Column(String)
     # currency
-    curr = Column(String)   
+    curr = Column(String)
     # float position
     zdiv = Column(String)
     # data type
@@ -182,4 +182,4 @@ class _NyseItem(Base):
 
 class Nyse(UsStockMarket[NyseItem, _NyseItem]):
     def __init__(self, client):
-        super().__init__(client, 'nyse', '뉴욕', 'https://new.real.download.dws.co.kr/common/master/nysmst.cod.zip')
+        super().__init__(client, "nyse", "뉴욕", "https://new.real.download.dws.co.kr/common/master/nysmst.cod.zip")

ksxt/market/us/stock.py

@@ -3,27 +3,20 @@ from typing import Generic, Iterable, Iterator, Literal, TypeVar, get_args
 from ksxt.market.base import MarketItemBase, MarketBase
 from ksxt.market.db import Base
 
-STIS = {
-    '1': 'Index',
-    '2': 'Stock',
-    '3': 'ETP(ETF)',
-    '4': 'Warrant'
-}
+STIS = {"1": "Index", "2": "Stock", "3": "ETP(ETF)", "4": "Warrant"}
 
-SJONG = {
-    '0': '구성종목없음',
-    '1': '구성종목있음'
-}
+SJONG = {"0": "구성종목없음", "1": "구성종목있음"}
 
 ETYP = {
-    '001': 'ETF',
-    '002': 'ETN',
-    '003': 'ETC',
-    '004': 'Others',
-    '005': 'VIX Underlying ETF',
-    '006': 'VIX Underlying ETN'
+    "001": "ETF",
+    "002": "ETN",
+    "003": "ETC",
+    "004": "Others",
+    "005": "VIX Underlying ETF",
+    "006": "VIX Underlying ETN",
 }
 
+
 class UsStockItem(MarketItemBase):
     # Notional code
     ncod: str
@@ -42,9 +35,9 @@ class UsStockItem(MarketItemBase):
     # English name
     enam: str
     # Security Type
-    stis: Literal['1', '2', '3', '4']
+    stis: Literal["1", "2", "3", "4"]
     # currency
-    curr: str   
+    curr: str
     # float position
     zdiv: str
     # data type
@@ -66,18 +59,18 @@ class UsStockItem(MarketItemBase):
     # 업종분류코드
     icod: str
     # 지수구성종목 존재 여부
-    sjong: Literal['0', '1']
+    sjong: Literal["0", "1"]
     # Tick Size Type
     ttyp: str
     #
-    etyp: Literal['001', '002', '003', '004', '005', '006']
+    etyp: Literal["001", "002", "003", "004", "005", "006"]
     # Tick size type 상세 (ttyp 8일 경우 사용) : 런던 제트라 유로넥스트
     ttyp_sb: str
 
     @property
     def stis_name(self) -> str:
         return STIS.get(self.stis, None)
-    
+
     @property
     def sjong_name(self) -> str:
         return SJONG.get(self.sjong, None)
@@ -85,13 +78,13 @@ class UsStockItem(MarketItemBase):
     @property
     def etyp_name(self) -> str:
         return ETYP.get(self.etyp, None)
-    
+
     def __init__(self, data: str):
-        super().__init__(data, delimiter='\t')
+        super().__init__(data, delimiter="\t")
 
 
-t_item = TypeVar('t_item', bound=UsStockItem)
-t_dbitem = TypeVar('t_dbitem', bound=Base)
+t_item = TypeVar("t_item", bound=UsStockItem)
+t_dbitem = TypeVar("t_dbitem", bound=Base)
 
 
 class UsStockMarket(Generic[t_item, t_dbitem], MarketBase[t_item, t_dbitem]):
@@ -133,7 +126,7 @@ class UsStockMarket(Generic[t_item, t_dbitem], MarketBase[t_item, t_dbitem]):
             Iterator[t_item]: 종목 정보
         """
         return super().all()  # type: ignore
-    
+
     def __getitem__(self, code: str) -> t_item:
         """
         종목 검색 (종목코드 기준)
@@ -144,7 +137,6 @@ class UsStockMarket(Generic[t_item, t_dbitem], MarketBase[t_item, t_dbitem]):
         Returns:
             t_item: 종목 정보
         """
-        '''종목을 가져옵니다.'''
+        """종목을 가져옵니다."""
         _, db_type = get_args(self.__orig_bases__[0])  # type: ignore
         return self._get(db_type.symb, code)
-

ksxt/models/__init__.py

@@ -0,0 +1,16 @@
+from .transaction import (
+    KsxtWithdrawalHistoryResponse,
+    KsxtDepositHistoryResponse,
+    KsxtOpenOrderResponse,
+    KsxtClosedOrderResponse,
+)
+from .balance import KsxtBalanceResponse
+from .cash import KsxtCashResponse
+from .error import KsxtErrorResponse
+from .historical import KsxtHistoricalDataResponse
+from .market import KsxtTradeFeeResponse, KsxtSecurityResponse, KsxtMarketResponse, KsxtHolidayResponse
+from .order import KsxtCreateOrderResponse, KsxtCancelOrderResponse, KsxtModifyOrderResponse
+from .orderbook import KsxtSingleOrderBookResponse, KsxtMultiOrderBookResponse
+from .ticker import KsxtTickerResponse, KsxtTickersResponse
+
+from .token import KsxtTokenResponse

ksxt/models/balance.py

@@ -0,0 +1,30 @@
+from pydantic import BaseModel
+from typing import List
+
+from ksxt.models.common import GeneralResponse
+
+
+class BalanceData(BaseModel):
+    symbol: str
+    name: str
+    evaluation_price: float
+    price: float
+    pnl_amount: float
+    pnl_ratio: float
+    qty: float
+    free_qty: float
+    used_qty: float
+
+
+class BalanceInfo(BaseModel):
+    currency: str
+    total_amount: float
+    total_evaluation_amount: float
+    total_pnl_amount: float
+    total_pnl_ratio: float
+    balances: List[BalanceData]
+
+
+# Balance에 대한 구체적인 Response 타입
+class KsxtBalanceResponse(GeneralResponse[BalanceInfo]):
+    pass

ksxt/models/cash.py

@@ -0,0 +1,15 @@
+from pydantic import BaseModel
+
+from ksxt.models.common import GeneralResponse
+
+
+class CashInfo(BaseModel):
+    currency: str
+    cash: float
+    cash_d1: float
+    cash_d2: float
+
+
+# Cash에 대한 구체적인 Response 타입
+class KsxtCashResponse(GeneralResponse[CashInfo]):
+    pass

ksxt/models/common.py

@@ -0,0 +1,31 @@
+from typing import Any, Generic, Optional, TypeVar
+from pydantic import BaseModel, Field
+from datetime import datetime, UTC
+
+
+class CommonResponseHeader(BaseModel):
+    # 요청 시간
+    request_time: datetime = datetime.now(UTC)
+    # 요청 Parameter
+    request_params: dict
+
+
+class CommonResponse(BaseModel):
+    # response code (success / fail)
+    success: Optional[str] = None
+    # response message code
+    msg_code: Optional[str] = None
+    # response message
+    msg: Optional[str] = None
+    # 거래소 별 API 호출 시 반환되는 원본 Response 데이터
+    info: Any
+
+
+# 제네릭을 사용한 전체 Response 모델
+T = TypeVar("T")
+
+
+class GeneralResponse(BaseModel, Generic[T]):
+    header: CommonResponseHeader
+    response: CommonResponse
+    info: Optional[T] = None

ksxt/models/error.py

@@ -0,0 +1,13 @@
+from typing import Optional
+from pydantic import BaseModel
+
+from ksxt.models.common import GeneralResponse
+
+
+class ErrorInfo(BaseModel):
+    error_code: Optional[str] = None
+    error_message: Optional[str] = None
+
+
+class KsxtErrorResponse(GeneralResponse[ErrorInfo]):
+    pass

ksxt/models/historical.py

@@ -0,0 +1,26 @@
+from pydantic import BaseModel
+from typing import List, Optional
+from datetime import datetime
+
+from ksxt.models.common import GeneralResponse
+
+
+class OHLCVData(BaseModel):
+    datetime: datetime
+    open_price: float | int
+    high_price: float | int
+    low_price: float | int
+    close_price: float | int
+    acml_volume: float | int
+    acml_amount: float | int
+
+
+class HistoricalDataInfo(BaseModel):
+    symbol: str
+    security_name: Optional[str] = None
+    history: List[OHLCVData]
+
+
+# Historical Data에 대한 구체적인 Response 타입
+class KsxtHistoricalDataResponse(GeneralResponse[HistoricalDataInfo]):
+    pass

ksxt/models/market.py

@@ -0,0 +1,81 @@
+from datetime import datetime
+from typing import Dict, List, Optional
+from pydantic import BaseModel
+
+from ksxt.models.common import GeneralResponse
+
+
+class TradeFeeInfo(BaseModel):
+    limit_bid_fee: float
+    limit_ask_fee: float
+
+    market_bid_fee: float
+    market_ask_fee: float
+
+
+class SecurityData(BaseModel):
+    # 종목코드
+    symbol: str
+    # 종목이름
+    name: str
+    # 종목유형
+    type: str
+
+    # 매수 주문 수량 단위
+    bid_qty_unit: Optional[float] = 0
+    # 매도 주문 수량 단위
+    ask_qty_unit: Optional[float] = 0
+
+    # 최소 매수 주문 수량
+    bid_min_qty: Optional[float] = 0
+    # 최소 매도 주문 수량
+    ask_min_qty: Optional[float] = 0
+    # 최대 매수 주문 수량
+    bid_max_qty: Optional[float] = 0
+    # 최대 매도 주문 수량
+    ask_max_qty: Optional[float] = 0
+
+    # 최소 매수 주문 금액
+    bid_min_amount: Optional[float] = 0
+    # 최소 매도 주문 금액
+    ask_min_amount: Optional[float] = 0
+    # 최대 매수 주문 금액
+    bid_max_amount: Optional[float] = 0
+    # 최대 매도 주문 금액
+    ask_max_amount: Optional[float] = 0
+
+    warning_code: bool = False
+
+
+class MarketInfo(BaseModel):
+    market_id: str
+    securities: Dict[str, SecurityData]
+
+
+class HolidayInfo(BaseModel):
+    date: datetime
+    # 01 : 일요일 ~ 07: 토요일
+    weekend: str
+    is_holiday: bool
+
+
+class HolidayHistory(BaseModel):
+    market: List[str]
+    country: str
+    history: List[HolidayInfo]
+
+
+class KsxtTradeFeeResponse(GeneralResponse[TradeFeeInfo]):
+    pass
+
+
+class KsxtSecurityResponse(GeneralResponse[SecurityData]):
+    pass
+
+
+class KsxtMarketResponse(GeneralResponse[MarketInfo]):
+    pass
+
+
+class KsxtHolidayResponse(GeneralResponse[HolidayHistory]):
+    pass

ksxt/models/order.py

@@ -0,0 +1,42 @@
+from pydantic import BaseModel
+from typing import List, Optional
+from datetime import datetime
+
+from ksxt.models.common import GeneralResponse
+
+
+class OrderBase(BaseModel):
+    datetime: datetime
+    order_id: str
+    symbol: str
+    name: str
+    price: float
+    qty: float
+
+
+class CreateOrderResponse(BaseModel):
+    order_datetime: datetime
+    order_id: str
+
+
+class CancelOrderResponse(BaseModel):
+    order_datetime: datetime
+    order_id: str
+
+
+class ModifyOrderResponse(BaseModel):
+    order_datetime: datetime
+    order_id: str
+
+
+# Orders에 대한 구체적인 Response 타입
+class KsxtCreateOrderResponse(GeneralResponse[CreateOrderResponse]):
+    pass
+
+
+class KsxtCancelOrderResponse(GeneralResponse[CancelOrderResponse]):
+    pass
+
+
+class KsxtModifyOrderResponse(GeneralResponse[ModifyOrderResponse]):
+    pass

ksxt/models/orderbook.py

@@ -0,0 +1,32 @@
+from pydantic import BaseModel
+from typing import Dict, List
+
+from ksxt.models.common import GeneralResponse
+
+
+class OrderBookData(BaseModel):
+    side: str
+    ob_num: int
+    ob_price: float
+    ob_qty: float
+
+
+class OrderBookInfo(BaseModel):
+    total_asks_qty: float
+    total_bids_qty: float
+    asks: List[OrderBookData]
+    bids: List[OrderBookData]
+
+
+class MultiSymbolOrderBookInfos(BaseModel):
+    order_books: Dict[str, OrderBookInfo]
+
+
+# Single symbol OrderBook에 대한 구체적인 Response 타입
+class KsxtSingleOrderBookResponse(GeneralResponse[OrderBookInfo]):
+    pass
+
+
+# Multi symbol OrderBook에 대한 구체적인 Response 타입
+class KsxtMultiOrderBookResponse(GeneralResponse[MultiSymbolOrderBookInfos]):
+    pass

ksxt/models/ticker.py

@@ -0,0 +1,25 @@
+from datetime import datetime
+from typing import Dict
+from pydantic import BaseModel
+
+from ksxt.models.common import GeneralResponse
+
+
+class TickerInfo(BaseModel):
+    symbol: str
+    price: float
+    ts: datetime
+
+
+class MultiSymbolTickerInfo(BaseModel):
+    tickers: Dict[str, TickerInfo]
+
+
+# 단일 Ticker에 대한 Response 타입
+class KsxtTickerResponse(GeneralResponse[TickerInfo]):
+    pass
+
+
+# 복수 Ticker에 대한 Response 타입
+class KsxtTickersResponse(GeneralResponse[MultiSymbolTickerInfo]):
+    pass