pyqqq 0.12.166__tar.gz → 0.12.168__tar.gz

{pyqqq-0.12.166 → pyqqq-0.12.168}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: pyqqq
-Version: 0.12.166
+Version: 0.12.168
 Summary: Package for quantitative strategy development on the PyQQQ platform
 License: MIT
 Author: PyQQQ team

{pyqqq-0.12.166 → pyqqq-0.12.168}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pyqqq"
-version = "0.12.166"
+version = "0.12.168"
 description = "Package for quantitative strategy development on the PyQQQ platform"
 authors = ["PyQQQ team <pyqqq.cs@gmail.com>"]
 readme = "README.md"

{pyqqq-0.12.166 → pyqqq-0.12.168}/pyqqq/backtest/broker.py

@@ -144,7 +144,7 @@ class BaseBroker(ABC):
         raise NotImplementedError
 
     @abstractmethod
-    def create_order(self, asset_code: str, side: OrderSide, quantity: int, order_type: OrderType = OrderType.MARKET, price: int | Decimal = 0) -> str:
+    def create_order(self, asset_code: str, side: OrderSide, quantity: int, order_type: OrderType = OrderType.MARKET, price: int | Decimal = 0, exchange: OrderExchange = OrderExchange.KRX) -> str:
         """새로운 주문을 생성합니다.
 
         Args:
@@ -153,6 +153,7 @@ class BaseBroker(ABC):
             quantity (int): 주문 수량
             order_type (OrderType, optional): 주문 타입 (기본값: MARKET)
             price (int, optional): 지정가 주문 시 주문 가격 (기본값: 0)
+            exchange (OrderExchange, optional): 거래소 (기본값: KRX)
 
         Returns:
             str: 생성된 주문 번호
@@ -164,7 +165,7 @@ class BaseBroker(ABC):
         raise NotImplementedError
 
     @abstractmethod
-    def update_order(self, org_order_no: str, order_type: OrderType, price: int | Decimal, quantity: int = 0) -> str:
+    def update_order(self, org_order_no: str, order_type: OrderType, price: int | Decimal, quantity: int = 0, exchange: OrderExchange = OrderExchange.KRX) -> str:
         """기존 주문을 수정합니다.
 
         Args:
@@ -288,21 +289,23 @@ class TradingBroker(BaseBroker):
     def get_positions(self):
         return self.trading_api.get_positions()
 
-    def create_order(self, asset_code: str, side: OrderSide, quantity: int, order_type: OrderType = OrderType.MARKET, price: int | Decimal = 0):
-        self.logger.debug(f"create_order: {asset_code} {side} {quantity} {order_type} {price}")
-        return self.trading_api.create_order(asset_code, side, quantity, order_type, price)
+    def create_order(self, asset_code: str, side: OrderSide, quantity: int, order_type: OrderType = OrderType.MARKET, price: int | Decimal = 0, exchange: OrderExchange = OrderExchange.KRX) -> str:
+        self.logger.debug(f"create_order: {asset_code} {side} {quantity} {order_type} {price} {exchange}")
+        return self.trading_api.create_order(asset_code, side, quantity, order_type, price, exchange=exchange)
 
-    def update_order(self, org_order_no: str, order_type: OrderType, price: int | Decimal, quantity: int = 0):
+    def update_order(self, org_order_no: str, order_type: OrderType, price: int | Decimal, quantity: int = 0, exchange: OrderExchange = OrderExchange.KRX):
         if isinstance(self.trading_api, KISSimpleOverseasStock):
             order = self._get_pending_order(org_order_no)
             if order is not None:
                 self.logger.debug(f"update_order: ({order.asset_code}) {org_order_no} {order_type} {price} {quantity}")
+                # 해외주식의 경우 asset_code와 org_order_no를 사용하여 주문을 업데이트
+                # 또한 exchange 정보가 들어가지 않음
                 return self.trading_api.update_order(order.asset_code, org_order_no, order_type, price, quantity)
             else:
                 raise ValueError(f"order not found: {org_order_no}")
         else:
             self.logger.debug(f"update_order: {org_order_no} {order_type} {price} {quantity}")
-            return self.trading_api.update_order(org_order_no, order_type, price, quantity)
+            return self.trading_api.update_order(org_order_no, order_type, price, quantity, exchange=exchange)
 
     def cancel_order(self, order_no: str, quantity: int = 0):
         if isinstance(self.trading_api, KISSimpleOverseasStock):
@@ -661,7 +664,8 @@ class MockBroker(BaseBroker):
         positions = [p for p in self.positions if p.quantity > 0]
         return positions
 
-    def create_order(self, asset_code: str, side: OrderSide, quantity: int, order_type: OrderType = OrderType.MARKET, price: int = 0):
+    def create_order(self, asset_code: str, side: OrderSide, quantity: int, order_type: OrderType = OrderType.MARKET, price: int = 0, exchange: OrderExchange = OrderExchange.KRX) -> str:
+        # TODO: exchange에 따라 다른 봉을 보는 처리가 추가로 되어야 함
         price = self.get_price(asset_code) if order_type == OrderType.MARKET else price
         self.logger.info(f"CREATE ORDER: {self._get_asset_name(asset_code)} side:{side} price:{price} quantity:{quantity} order_type:{order_type}")
         order_no = str(self.next_order_no)
@@ -687,6 +691,7 @@ class MockBroker(BaseBroker):
             pending_quantity=quantity,
             order_type=order_type,
             order_time=self.clock.now(),
+            exchange=exchange,
         )
 
         self.pending_orders.append(order)
@@ -694,7 +699,7 @@ class MockBroker(BaseBroker):
 
         return order_no
 
-    def update_order(self, org_order_no: str, order_type: OrderType, price: int, quantity: int = 0):
+    def update_order(self, org_order_no: str, order_type: OrderType, price: int, quantity: int = 0, exchange: OrderExchange = OrderExchange.KRX):
         order = next((order for order in self.pending_orders if order.order_no == org_order_no), None)
         if order is None:
             raise Exception(f"order not found: {org_order_no}")
@@ -727,6 +732,7 @@ class MockBroker(BaseBroker):
             pending_quantity=quantity,
             order_type=order_type,
             order_time=self.clock.now(),
+            exchange=exchange,
         )
 
         order.pending_quantity -= quantity
@@ -788,6 +794,7 @@ class MockBroker(BaseBroker):
                     # 강제로 1분 차이를 만들어 줌
                     before_time = current_time - dtm.timedelta(seconds=60)
 
+                # TODO: exchange에 따라 다른 봉을 보는 처리가 추가로 되어야 함
                 df = self.get_minute_price(order.asset_code)
                 if df.empty:
                     self.logger.warning(f"ORDER CANCELED: {order.asset_code} minute data is empty")

{pyqqq-0.12.166 → pyqqq-0.12.168}/pyqqq/brokerage/tracker.py

@@ -8,6 +8,7 @@ from pyqqq.utils.api_client import raise_for_status, send_request
 from pyqqq.utils.array import find
 from pyqqq.utils.logger import get_logger
 from pyqqq.utils.market_schedule import get_market_schedule, get_last_trading_day
+from pyqqq.utils.singleton import singleton
 from typing import Dict, Optional, List
 import asyncio
 import os
@@ -15,6 +16,111 @@ import pyqqq.config as c
 import datetime as dtm
 
 
+@singleton
+class TrackerSocket:
+    """
+    거래 내역 추적을 위한 WebSocket 소켓 클래스입니다.
+
+    Args:
+        simple_api (EBestSimpleDomesticStock | KISSimpleDomesticStock): 간편 거래 API 객체
+    """
+
+    def __init__(self, simple_api: EBestSimpleDomesticStock | KISSimpleDomesticStock):
+        self.simple_api = simple_api
+        self.task: asyncio.Task = None
+        self.stop_event = asyncio.Event()
+        self.logger = get_logger(__name__ + ".TrackerSocket")
+        self.trading_tracker_counter = 1
+        self.event_callbacks: Dict[callable] = {}
+
+    async def start(self):
+        """
+        TradingSocket에서 거래내역 추적을 시작합니다.
+        """
+        if self.task is not None and not self.task.done():
+            self.logger.info("TrackerSocket already started!")
+            return
+
+        self.task = asyncio.create_task(self._listen_order_event())
+        self.logger.info("TrackerSocket started!")
+
+    async def _listen_order_event(self):
+        """
+        주문 이벤트를 수신하고 처리하는 비동기 메서드입니다.
+        """
+        self.logger.info("Listening for order events...")
+        try:
+            async for event in self.simple_api.listen_order_event(self.stop_event):
+                self._relay_order_event(event)
+        except asyncio.CancelledError:
+            self.logger.info("Order event listening cancelled.")
+        except Exception as e:
+            self.logger.exception(f"Error while listening to order events: {e}")
+
+    def _relay_order_event(self, event: OrderEvent):
+        """
+        주문 이벤트를 등록된 콜백 함수로 전달합니다.
+
+        Args:
+            event (OrderEvent): 주문 이벤트 객체
+        """
+        self.logger.debug(f"Relay order event: {event}")
+
+        for callback in self.event_callbacks.values():
+            try:
+                callback(event)
+            except Exception as e:
+                self.logger.exception(f"Error in callback {callback}: {e}")
+
+    def add_tracker(self, callback: callable):
+        """
+        TradingTracker를 추가합니다.
+
+        Args:
+            callback (callable): 거래 내역 추적 이벤트를 처리할 콜백 함수
+        """
+        ret = self.trading_tracker_counter
+        self.event_callbacks[self.trading_tracker_counter] = callback
+        self.trading_tracker_counter += 1
+
+        self.logger.info(f"Tracker added: {ret}")
+        return ret
+
+    async def remove_tracker(self, tracker_number: int):
+        """
+        TradingTracker를 제거합니다.
+        Args:
+            tracker_number (int): 제거할 트래커 번호
+        """
+        if tracker_number in self.event_callbacks:
+            del self.event_callbacks[tracker_number]
+            self.logger.info(f"Tracker removed: {tracker_number}")
+        else:
+            self.logger.warning(f"Tracker {tracker_number} not found!")
+
+        if len(self.event_callbacks) == 0:
+            self.logger.info("No more trackers, stopping TrackerSocket.")
+            await self.stop()
+
+    async def stop(self):
+        """
+        거래 내역 추적을 중지합니다.
+        """
+        if self.task is None or self.task.done():
+            self.logger.info("TrackerSocket already stopped!")
+            return
+
+        self.stop_event.set()
+        self.task.cancel()
+        try:
+            await self.task
+        except asyncio.CancelledError:
+            pass
+        self.logger.info("TrackerSocket stopped!")
+
+        self.task = asyncio.create_task(self._monitor_schedule())
+
+
 class TradingTracker:
     """
     거래 내역 추적을 위한 클래스입니다
@@ -69,7 +175,6 @@ class TradingTracker:
         """ 백그라운드로 실행되는 거래 이벤트 모니터링 Task """
 
         self.simple_api = simple_api
-        self.stop_event = asyncio.Event()
         self.account_no = None
         self.fee_rate = fee_rate  # 증권사 수수료율
         self.tax_rate = Decimal("0.0018")  # KOSPI, KOSDAQ 매도시 거래세율 0.18%
@@ -77,6 +182,8 @@ class TradingTracker:
         self.ticker_date: dtm.datetime = None  # 종목 정보 갱신 시간
         self.save_trading_history = False  # 거래 내역 저장 여부
         self.last_t_day_tickers: Dict[str, Dict] = {}
+        self.tracker_socket = TrackerSocket(simple_api)
+        self.tracker_number = None
 
         self.started = False
         self.callback_id = 0
@@ -94,7 +201,7 @@ class TradingTracker:
         elif isinstance(self.simple_api, KISSimpleDomesticStock):
             self.account_no = self.simple_api.account_no + self.simple_api.account_product_code
 
-        self.logger.info(f"Trading tarcker started! Account No: {self.account_no} / save history: {self.save_trading_history}")
+        self.logger.info(f"Trading tracker started! Account No: {self.account_no} / save history: {self.save_trading_history}")
 
         self._fetch_tickers()
         self._sync_positions_and_pending_orders()
@@ -104,8 +211,10 @@ class TradingTracker:
             for o in self.pending_orders:
                 self.logger.info(f"- {o.order_no}({o.org_order_no})\t{o.side}\t{o.asset_code}\t{o.filled_quantity}/{o.quantity}\t{o.is_pending}")
 
+        self.tracker_number = self.tracker_socket.add_tracker(self._handle_order_event)
+
         self.tasks = [
-            asyncio.create_task(self._monitor_trading()),
+            asyncio.create_task(self.tracker_socket.start()),
             asyncio.create_task(self._monitor_schedule()),
         ]
         self.started = True
@@ -142,25 +251,15 @@ class TradingTracker:
         """
         거래 내역 추적을 중지합니다
         """
-        self.stop_event.set()
         for t in self.tasks:
             t.cancel()
-
         await asyncio.gather(*self.tasks)
+        await self.tracker_socket.remove_tracker(self.tracker_number)
         self.started = False
 
-    async def _monitor_trading(self):
-        try:
-            async for event in self.simple_api.listen_order_event(self.stop_event):
-                self._handle_order_event(event)
-        except asyncio.CancelledError:
-            return
-        except Exception as e:
-            self.logger.exception(f"Error on handling order event: {e}")
-
     async def _monitor_schedule(self):
         """거래 시간대별 작업을 위한 스케줄을 모니터링합니다"""
-        while not self.stop_event.is_set():
+        while not self.tracker_socket.stop_event.is_set():
             market_schedule = get_market_schedule(dtm.date.today())
 
             if not market_schedule.full_day_closed:

{pyqqq-0.12.166 → pyqqq-0.12.168}/pyqqq/data/daily.py

@@ -1,13 +1,15 @@
+import datetime
 from typing import Dict, List, Optional, Union
+
+import pandas as pd
+import pytz
+
+import pyqqq.config as c
 from pyqqq.datatypes import DataExchange
-from pyqqq.utils.array import chunk
 from pyqqq.utils.api_client import raise_for_status, send_request
+from pyqqq.utils.array import chunk
 from pyqqq.utils.local_cache import DiskCacheManager
 from pyqqq.utils.logger import get_logger
-import datetime as dtm
-import pandas as pd
-import pyqqq.config as c
-import pytz
 
 logger = get_logger(__name__)
 dailyCache = DiskCacheManager("daily_cache")
@@ -15,9 +17,9 @@ dailyCache = DiskCacheManager("daily_cache")
 
 @dailyCache.memoize()
 def get_all_ohlcv_for_date(
-    date: dtm.date,
+    date: datetime.date,
     adjusted: bool = True,
-    exchange: Union[DataExchange, str] = DataExchange.KRX,
+    exchange: Union[str, DataExchange] = "KRX",
 ) -> pd.DataFrame:
     """
     주어진 날짜에 대한 모든 주식의 OHLCV(Open, High, Low, Close, Volume) 데이터를 조회합니다.
@@ -29,9 +31,9 @@ def get_all_ohlcv_for_date(
     NXT: 2025년 3월 4일 데이터 부터 조회 가능합니다.
 
     Args:
-        date (dtm.date): 조회할 날짜.
+        date (datetime.date): 조회할 날짜.
         adjusted (bool): 수정주가 여부. 기본값은 True.
-        exchange (DataExchange): 거래소. 기본값은 KRX.
+        exchange (Union[str, DataExchange]): 거래소. 기본값은 KRX.
 
     Returns:
         pd.DataFrame: OHLCV 데이터를 포함하는 DataFrame. 'code' 컬럼은 DataFrame의 인덱스로 설정됩니다.
@@ -51,7 +53,7 @@ def get_all_ohlcv_for_date(
         HTTPError: API 요청이 실패했을 때 발생.
 
     Examples:
-        >>> ohlcv_data = get_all_ohlcv_for_date(dtm.date(2023, 5, 8))
+        >>> ohlcv_data = get_all_ohlcv_for_date(datetime.date(2023, 5, 8))
         >>> print(ohlcv_data)
                     open   high    low  close  volume       value  diff  diff_rate
             code
@@ -62,17 +64,17 @@ def get_all_ohlcv_for_date(
             000075  54800  54900  54800  54800     177     9702400  -100      -0.18
             ...
     """
-    if isinstance(date, dtm.datetime):
+    if isinstance(date, datetime.datetime):
         date = date.date()
 
-    exchange = _validate_exchange(exchange)
+    exchange = DataExchange.validate(exchange)
     url = f"{c.PYQQQ_API_URL}/domestic-stock/ohlcv/daily/all/{date}"
     r = send_request(
         "GET",
         url,
         params={
             "adjusted": "true" if adjusted else "false",
-            "current_date": dtm.date.today(),
+            "current_date": datetime.date.today(),
             "exchange": exchange.value,
         },
     )
@@ -96,11 +98,11 @@ def get_all_ohlcv_for_date(
 
 def get_ohlcv_by_codes_for_period(
     codes: List[str],
-    start_date: dtm.date,
-    end_date: Optional[dtm.date] = None,
+    start_date: datetime.date,
+    end_date: Optional[datetime.date] = None,
     adjusted: bool = True,
     ascending: bool = False,
-    exchange: Union[DataExchange, str] = DataExchange.KRX,
+    exchange: Union[str, DataExchange] = "KRX",
 ) -> Dict[str, pd.DataFrame]:
     """
     지정된 코드 리스트와 기간에 대한 OHLCV 데이터를 조회합니다.
@@ -114,10 +116,11 @@ def get_ohlcv_by_codes_for_period(
 
     Args:
         codes (List[str]): 조회할 주식 코드들의 리스트.
-        start_date (dtm.date): 조회할 기간의 시작 날짜.
-        end_date (Optional[dtm.date]): 조회할 기간의 종료 날짜. 지정하지 않으면 최근 거래일 까지 조회됩니다.
+        start_date (datetime.date): 조회할 기간의 시작 날짜.
+        end_date (Optional[datetime.date]): 조회할 기간의 종료 날짜. 지정하지 않으면 최근 거래일 까지 조회됩니다.
         adjusted (bool): 수정주가 여부. 기본값은 True.
         ascending (bool): 날짜 오름차순 여부. 기본값은 False.
+        exchange (Union[str, DataExchange]): 거래소. 기본값은 KRX.
 
     Returns:
         dict: 주식 코드를 키로 하고, 해당 코드의 OHLCV 데이터를 포함하는 DataFrame을 값으로 하는 딕셔너리.
@@ -137,7 +140,7 @@ def get_ohlcv_by_codes_for_period(
         HTTPError: API 요청이 실패했을 때 발생.
 
     Examples:
-        >>> dfs = get_ohlcv_by_codes_for_period(['005930', '319640'], dtm.date(2024, 5, 7), dtm.date(2024, 5, 9))
+        >>> dfs = get_ohlcv_by_codes_for_period(['005930', '319640'], datetime.date(2024, 5, 7), datetime.date(2024, 5, 9))
         >>> print(dfs)
         {'319640':              open   high    low  close  volume      value  diff  diff_rate
                     date
@@ -150,7 +153,7 @@ def get_ohlcv_by_codes_for_period(
                     2024-05-08  80800  81400  80500  81300  12960682  1050108654400     0   0.00
                     2024-05-07  79600  81300  79400  81300  26238868  2112619288066  3700   4.77}
     """
-    exchange = _validate_exchange(exchange)
+    exchange = DataExchange.validate(exchange)
     tz = pytz.timezone("Asia/Seoul")
     chunks = chunk(codes, 20)
     result = {}
@@ -161,7 +164,7 @@ def get_ohlcv_by_codes_for_period(
             "codes": ",".join(asset_codes),
             "start_date": start_date,
             "adjusted": "true" if adjusted else "false",
-            "current_date": dtm.date.today(),
+            "current_date": datetime.date.today(),
             "exchange": exchange.value,
         }
         if end_date is not None:
@@ -180,7 +183,7 @@ def get_ohlcv_by_codes_for_period(
                 dt = row[0]
                 if dt[-1] == "Z":
                     dt = dt[:-1] + "+00:00"
-                dt = dtm.datetime.fromisoformat(dt).astimezone(tz).replace(tzinfo=None)
+                dt = datetime.datetime.fromisoformat(dt).astimezone(tz).replace(tzinfo=None)
                 row[0] = dt
 
             rows.reverse()
@@ -192,13 +195,3 @@ def get_ohlcv_by_codes_for_period(
             result[code] = df
 
     return result
-
-
-def _validate_exchange(exchange: Union[str, DataExchange]) -> DataExchange:
-    if isinstance(exchange, str):
-        assert exchange in [e.value for e in DataExchange], "지원하지 않는 거래소 코드입니다."
-        exchange = DataExchange(exchange)
-    else:
-        assert exchange in DataExchange, "지원하지 않는 거래소 코드입니다."
-
-    return exchange

{pyqqq-0.12.166 → pyqqq-0.12.168}/pyqqq/data/domestic.py

@@ -1,13 +1,16 @@
+import datetime as dtm
+from typing import List, Optional, Union
+
+import numpy as np
+import pandas as pd
+
+import pyqqq.config as c
+from pyqqq.datatypes import DataExchange
 from pyqqq.utils.api_client import raise_for_status, send_request
 from pyqqq.utils.array import chunk
-from pyqqq.utils.compute import quantize_adjusted_price
+from pyqqq.utils.compute import get_krx_tick_size, quantize_adjusted_price
 from pyqqq.utils.local_cache import DiskCacheManager
 from pyqqq.utils.market_schedule import get_last_trading_day, get_market_schedule
-from typing import List, Optional, Union
-import datetime as dtm
-import pandas as pd
-import numpy as np
-import pyqqq.config as c
 
 domesticCache = DiskCacheManager("domestic_cache")
 
@@ -227,19 +230,27 @@ def _isoformat_to_readable(isodate: str) -> str:
 
 
 @domesticCache.memoize()
-def get_tickers(date: Optional[dtm.date] = None, market: Optional[str] = None, adjusted: Optional[bool] = True):
+def get_tickers(
+    date: Optional[dtm.date] = None,
+    market: Optional[str] = None,
+    adjusted: Optional[bool] = True,
+    exchange: Union[str, DataExchange] = "KRX",
+):
     """
     주어진 날짜와 시장에 따른 주식 종목 코드와 관련 정보를 조회합니다.
 
     이 함수는 지정된 날짜(기본값은 오늘)와 선택적 시장('KOSPI', 'KOSDAQ')에 대한 주식 종목 코드와 추가 정보를 API를 통해 요청합니다.
     반환된 정보는 pandas DataFrame 형태로 제공되며, 데이터가 없는 경우 빈 DataFrame을 반환합니다. DataFrame은 'code'를 인덱스로 사용합니다.
 
+    KRX 거래소에서는 거래정지 종목 등이 포함되어 있으나, NXT 거래소에서는 거래정지 종목이 제외되어 있습니다.
+
     2018년 1월 1일 데이터 부터 조회 가능합니다. 수정주가는 소수점 첫째 자리에서 반올림합니다.
 
     Args:
         date (Optional[dtm.date]): 조회할 날짜. 기본값은 현재 날짜입니다.
-        market (Optional[str]): 조회할 시장. 'KOSPI' 또는 'KOSDAQ' 중 선택할 수 있습니다.
+        market (Optional[str]): 조회할 시장. 'KOSPI' 또는 'KOSDAQ' 중 선택할 수 있습니다. 기본값은 None 이며, 모든 시장을 조회합니다.
         adjusted (Optional[bool]): 수정주가 여부. 기본값은 True.
+        exchange (Union[str, DataExchange]): 조회할 거래소. 'KRX' 또는 'NXT' 중 선택할 수 있습니다. 기본값은 'KRX' 입니다.
 
     Returns:
         pd.DataFrame: 주식 종목 코드와 관련 정보를 포함하는 DataFrame. 'code' 컬럼은 인덱스로 설정됩니다.
@@ -274,13 +285,16 @@ def get_tickers(date: Optional[dtm.date] = None, market: Optional[str] = None, a
             "KOSDAQ",
         ], "market은 'KOSPI' 또는 'KOSDAQ'이어야 합니다."
 
+    # TODO: NXT 거래소 2025년 3월 4일 이전 요청 시 에러 발생
+    exchange = DataExchange.validate(exchange)
+
     if date is None:
         date = dtm.date.today()
         schedule = get_market_schedule(date)
         if schedule.full_day_closed:
             date = get_last_trading_day(date)
 
-    return _get_tickers(date, market, adjusted)
+    return _get_tickers(date, market, adjusted, exchange)
 
 
 def _get_tickers_check_not_expected_res(res):
@@ -291,7 +305,7 @@ def _get_tickers_check_not_expected_res(res):
 
 
 @domesticCache.memoize(not_expected_res=_get_tickers_check_not_expected_res)
-def _get_tickers(date: dtm.date, market: str = None, adjusted: bool = True):
+def _get_tickers(date: dtm.date, market: str = None, adjusted: bool = True, exchange: DataExchange = DataExchange.KRX):
     """
     get_tickers 함수의 실제 구현부.
     기존 함수에선 date가 None이어도 정상적으로 돌아서 메모이제이션 하기 좋지않았음.
@@ -300,6 +314,7 @@ def _get_tickers(date: dtm.date, market: str = None, adjusted: bool = True):
     params = {
         "adjusted": "true" if adjusted else "false",
         "current_date": dtm.date.today(),
+        "exchange": exchange.value,
     }
     if market:
         params["market"] = market
@@ -333,50 +348,17 @@ def _get_tickers(date: dtm.date, market: str = None, adjusted: bool = True):
         def calculate_price_limit(row):
             price = row["reference_price"]
             market = row["market"]
+            etf_etn = row["type"] == "ETF" or row["type"] == "ETN"
+
+            tick_size = get_krx_tick_size(price, etf_etn, market, date)
 
-            # 상한가 계산 (1.3배)
+            # 상한가 계산 (1.3배) 후 호가단위로 절삭 (내림)
             upper = price * 1.3
-            # 하한가 계산 (0.7배)
-            lower = price * 0.7
+            upper = int(upper // tick_size * tick_size)
 
-            # 호가단위 계산
-            def get_tick_size(price, market):
-                if market == "KOSPI":
-                    if price < 1000:
-                        return 1
-                    elif price < 5000:
-                        return 5
-                    elif price < 10000:
-                        return 10
-                    elif price < 50000:
-                        return 50
-                    elif price < 100000:
-                        return 100
-                    elif price < 500000:
-                        return 500
-                    else:
-                        return 1000
-                elif market == "KOSDAQ":
-                    if price < 1000:
-                        return 1
-                    elif price < 5000:
-                        return 5
-                    elif price < 10000:
-                        return 10
-                    elif price < 50000:
-                        return 50
-                    else:
-                        return 100
-                return 1  # 기본값
-
-            # 호가단위로 절삭
-            upper_tick = get_tick_size(upper, market)
-            lower_tick = get_tick_size(lower, market)
-
-            # 호가단위로 절삭 (내림)
-            upper = int(upper // upper_tick * upper_tick)
-            # 호가단위로 절삭 (올림)
-            lower = int((lower + lower_tick - 0.01) // lower_tick * lower_tick)
+            # 하한가 계산 (0.7배) 후 호가단위로 절삭 (올림)
+            lower = price * 0.7
+            lower = int((lower + tick_size - 0.01) // tick_size * tick_size)
 
             return pd.Series([upper, lower])