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QuantEngineByItz/src/dotnet/QuantEngine.Application/Services/DataCollectionService.cs
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feat: KIS Open API 연동 및 DataCollectionService 구현
- C# 기반의 DataCollectionService 클래스 구현

- 기존의 파이썬 스크립트 실행 방식을 대체하고 KIS API 클라이언트를 직접 사용하여 주식 시세, 호가, 공매도 정보 수집

- CollectionEndpoints에 비동기 수집 요청 처리 통합 및 Program.cs에 서비스 DI 등록
2026-06-29 23:39:21 +09:00

240 lines
8.6 KiB
C#

using System.Text.Json;
using QuantEngine.Core.Interfaces;
namespace QuantEngine.Application.Services;
public class DataCollectionService
{
private readonly IKisApiClient _kisApiClient;
private readonly ICollectionRepository _repository;
public DataCollectionService(
IKisApiClient kisApiClient,
ICollectionRepository repository)
{
_kisApiClient = kisApiClient;
_repository = repository;
}
public async Task<CollectionRunResult> RunCollectionAsync(
string runId,
string account,
List<string> tickers)
{
var result = new CollectionRunResult
{
RunId = runId,
StartedAt = KstNowIso(),
Status = "RUNNING"
};
try
{
await _repository.SaveRunAsync(new CollectionRunRecord(
RunId: runId,
Status: "RUNNING",
StartedAt: result.StartedAt
));
int successCount = 0;
int errorCount = 0;
foreach (var ticker in tickers)
{
try
{
var normalized = await CollectOneAsync(ticker, account);
var provenance = new Dictionary<string, object>
{
{ "ticker", ticker },
{ "source", "kis_open_api" }
};
await _repository.SaveSnapshotAsync(new CollectionSnapshotRecord(
RunId: runId,
DatasetName: "data_feed",
Ticker: ticker,
SourceName: "kis_open_api",
PayloadJson: JsonSerializer.Serialize(normalized),
CapturedAt: KstNowIso()
));
successCount++;
}
catch (Exception ex)
{
errorCount++;
System.Diagnostics.Debug.WriteLine($"Error collecting {ticker}: {ex.Message}");
await _repository.SaveErrorAsync(new CollectionErrorRecord(
RunId: runId,
SourceName: "kis_collector",
ErrorKind: ex.GetType().Name,
ErrorMessage: ex.Message,
Ticker: ticker
));
}
}
var finishedAt = KstNowIso();
await _repository.UpdateRunStatusAsync(
runId,
errorCount == 0 ? "COMPLETED" : "COMPLETED_WITH_ERRORS",
finishedAt,
successCount,
errorCount
);
result.Status = errorCount == 0 ? "COMPLETED" : "COMPLETED_WITH_ERRORS";
result.FinishedAt = finishedAt;
result.SuccessCount = successCount;
result.ErrorCount = errorCount;
}
catch (Exception ex)
{
System.Diagnostics.Debug.WriteLine($"Fatal error in collection run {runId}: {ex}");
await _repository.UpdateRunStatusAsync(runId, "FAILED", KstNowIso());
result.Status = "FAILED";
result.ErrorMessage = ex.Message;
}
return result;
}
private async Task<Dictionary<string, object>> CollectOneAsync(string ticker, string account)
{
var normalized = new Dictionary<string, object> { { "ticker", ticker } };
try
{
var price = await _kisApiClient.GetCurrentPriceAsync(ticker, account);
normalized["current_price"] = CoerceFloat(FindFirstValue(price, "stck_prpr", "stck_clpr", "close"));
normalized["open"] = CoerceFloat(FindFirstValue(price, "stck_oprc", "open"));
normalized["high"] = CoerceFloat(FindFirstValue(price, "stck_hgpr", "high"));
normalized["low"] = CoerceFloat(FindFirstValue(price, "stck_lwpr", "low"));
normalized["prev_close"] = CoerceFloat(FindFirstValue(price, "prdy_vrss"));
normalized["volume"] = CoerceFloat(FindFirstValue(price, "acml_vol", "volume"));
normalized["change_pct"] = CoerceFloat(FindFirstValue(price, "prdy_ctrt"));
normalized["price_status"] = "OK";
}
catch (Exception ex)
{
normalized["price_status"] = "ERROR";
normalized["price_error"] = ex.Message;
}
try
{
var orderbook = await _kisApiClient.GetAskingPrice10LevelAsync(ticker, account);
var output1 = ExtractObject(orderbook, "output1");
normalized["ask_1"] = CoerceFloat(FindFirstValue(output1, "askp1"));
normalized["bid_1"] = CoerceFloat(FindFirstValue(output1, "bidp1"));
normalized["orderbook_status"] = "OK";
}
catch (Exception ex)
{
normalized["orderbook_status"] = "ERROR";
normalized["orderbook_error"] = ex.Message;
}
try
{
var start = DateTime.Now.AddDays(-10).ToString("yyyyMMdd");
var end = DateTime.Now.ToString("yyyyMMdd");
var shortSale = await _kisApiClient.GetDailyShortSaleAsync(ticker, start, end, account);
var rows = ExtractArray(shortSale, "output2");
if (rows.Count > 0 && rows[0] is Dictionary<string, object> latest)
{
normalized["short_turnover_share"] = CoerceFloat(latest.GetValueOrDefault("ssts_vol_rlim"));
}
normalized["short_sale_status"] = "OK";
}
catch (Exception ex)
{
normalized["short_sale_status"] = "ERROR";
normalized["short_sale_error"] = ex.Message;
}
normalized["collection_as_of"] = KstNowIso();
return normalized;
}
private static object? FindFirstValue(Dictionary<string, object> payload, params string[] keys)
{
var stack = new Stack<object>();
stack.Push(payload);
while (stack.Count > 0)
{
var item = stack.Pop();
if (item is Dictionary<string, object> dict)
{
foreach (var key in keys)
{
if (dict.TryGetValue(key, out var value) && value != null && !string.IsNullOrEmpty(value.ToString()))
return value;
}
foreach (var value in dict.Values)
if (value != null) stack.Push(value);
}
else if (item is JsonElement elem && elem.ValueKind == System.Text.Json.JsonValueKind.Object)
{
foreach (var key in keys)
{
if (elem.TryGetProperty(key, out var prop) && prop.ValueKind != System.Text.Json.JsonValueKind.Null)
return prop;
}
foreach (var prop in elem.EnumerateObject())
stack.Push(prop.Value);
}
}
return null;
}
private static double? CoerceFloat(object? value)
{
if (value == null || string.IsNullOrEmpty(value.ToString()))
return null;
try
{
var str = value.ToString()?.Replace(",", "").Replace("%", "") ?? "";
return double.TryParse(str, out var d) ? d : null;
}
catch { return null; }
}
private static Dictionary<string, object> ExtractObject(Dictionary<string, object> payload, string key)
{
if (payload.TryGetValue(key, out var value) && value is Dictionary<string, object> dict)
return dict;
if (value is JsonElement elem && elem.ValueKind == System.Text.Json.JsonValueKind.Object)
return JsonSerializer.Deserialize<Dictionary<string, object>>(elem.GetRawText()) ?? new();
return new();
}
private static List<object> ExtractArray(Dictionary<string, object> payload, string key)
{
if (payload.TryGetValue(key, out var value))
{
if (value is List<object> list) return list;
if (value is JsonElement elem && elem.ValueKind == System.Text.Json.JsonValueKind.Array)
return JsonSerializer.Deserialize<List<object>>(elem.GetRawText()) ?? new();
}
return new();
}
private static string KstNowIso() =>
DateTime.Now.ToString("o");
}
public class CollectionRunResult
{
public string RunId { get; set; } = "";
public string Status { get; set; } = "";
public string StartedAt { get; set; } = "";
public string? FinishedAt { get; set; }
public int SuccessCount { get; set; }
public int ErrorCount { get; set; }
public string? ErrorMessage { get; set; }
}