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2026-01-31 22:34:57 +09:00
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"""
Created on 20250601
"""
import logging
import sys
sys.path.extend(['../..', '.'])
import kis_auth as ka
# 로깅 설정
logging.basicConfig(level=logging.INFO)
##############################################################################################
# [해외선물옵션]실시간시세 > 해외선물옵션 실시간체결내역통보[실시간-020]
##############################################################################################
def ccnl_notice(
tr_type: str,
tr_key: str,
) -> tuple[dict, list[str]]:
"""
해외선물옵션 실시간체결내역통보 API입니다.
Args:
tr_type (str): [필수] 등록/해제
tr_key (str): [필수] 종목코드
Returns:
message (dict): 메시지 데이터
columns (list[str]): 컬럼 정보
Example:
>>> msg, columns = ccnl_notice("1", trenv.my_htsid)
>>> print(msg, columns)
"""
# 필수 파라미터 검증
if tr_type == "":
raise ValueError("tr_type is required")
if tr_key == "":
raise ValueError("tr_key is required")
tr_id = "HDFFF2C0"
params = {
"tr_key": tr_key,
}
msg = ka.data_fetch(tr_id, tr_type, params)
columns = [
"acct_no",
"ord_dt",
"odno",
"orgn_ord_dt",
"orgn_odno",
"series",
"rvse_cncl_dvsn_cd",
"sll_buy_dvsn_cd",
"cplx_ord_dvsn_cd",
"prce_tp",
"fm_excg_rcit_dvsn_cd",
"ord_qty",
"fm_lmt_pric",
"fm_stop_ord_pric",
"tot_ccld_qty",
"tot_ccld_uv",
"ord_remq",
"fm_ord_grp_dt",
"ord_grp_stno",
"ord_dtl_dtime",
"oprt_dtl_dtime",
"work_empl",
"ccld_dt",
"ccno",
"api_ccno",
"ccld_qty",
"fm_ccld_pric",
"crcy_cd",
"trst_fee",
"ord_mdia_online_yn",
"fm_ccld_amt",
"fuop_item_dvsn_cd"
]
return msg, columns

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"""
Created on 20250601
"""
import logging
import sys
import pandas as pd
sys.path.extend(['../..', '.'])
import kis_auth as ka
from ccnl_notice import ccnl_notice
# 로깅 설정
logging.basicConfig(level=logging.INFO)
##############################################################################################
# [해외선물옵션]실시간시세 > 해외선물옵션 실시간체결내역통보[실시간-020]
##############################################################################################
# 상수 정의
COLUMN_MAPPING = {
"acct_no": "계좌번호",
"ord_dt": "주문일자",
"odno": "주문번호",
"orgn_ord_dt": "원주문일자",
"orgn_odno": "원주문번호",
"series": "종목명",
"rvse_cncl_dvsn_cd": "정정취소구분코드",
"sll_buy_dvsn_cd": "매도매수구분코드",
"cplx_ord_dvsn_cd": "복합주문구분코드",
"prce_tp": "가격구분코드",
"fm_excg_rcit_dvsn_cd": "FM거래소접수구분코드",
"ord_qty": "주문수량",
"fm_lmt_pric": "FMLIMIT가격",
"fm_stop_ord_pric": "FMSTOP주문가격",
"tot_ccld_qty": "총체결수량",
"tot_ccld_uv": "총체결단가",
"ord_remq": "잔량",
"fm_ord_grp_dt": "FM주문그룹일자",
"ord_grp_stno": "주문그룹번호",
"ord_dtl_dtime": "주문상세일시",
"oprt_dtl_dtime": "조작상세일시",
"work_empl": "주문자",
"ccld_dt": "체결일자",
"ccno": "체결번호",
"api_ccno": "API 체결번호",
"ccld_qty": "체결수량",
"fm_ccld_pric": "FM체결가격",
"crcy_cd": "통화코드",
"trst_fee": "위탁수수료",
"ord_mdia_online_yn": "주문매체온라인여부",
"fm_ccld_amt": "FM체결금액",
"fuop_item_dvsn_cd": "선물옵션종목구분코드"
}
NUMERIC_COLUMNS = ["주문수량", "FMLIMIT가격", "FMSTOP주문가격", "총체결수량", "총체결단가", "잔량",
"체결수량", "FM체결가격", "위탁수수료", "FM체결금액"]
def main():
"""
해외선물옵션 실시간체결내역통보
Returns:
None
"""
# pandas 출력 옵션 설정
pd.set_option('display.max_columns', None) # 모든 컬럼 표시
pd.set_option('display.width', None) # 출력 너비 제한 해제
pd.set_option('display.max_rows', None) # 모든 행 표시
# 인증 토큰 발급
ka.auth()
ka.auth_ws()
trenv = ka.getTREnv()
# 인증(auth_ws()) 이후에 선언
kws = ka.KISWebSocket(api_url="/tryitout")
# 조회
kws.subscribe(request=ccnl_notice, data=[trenv.my_htsid])
# 결과 표시
def on_result(ws, tr_id: str, result: pd.DataFrame, data_map: dict):
result = result.rename(columns=COLUMN_MAPPING)
for col in NUMERIC_COLUMNS:
if col in result.columns:
result[col] = pd.to_numeric(result[col], errors='coerce').round(2)
logging.info("결과:")
print(result)
kws.start(on_result=on_result)
if __name__ == "__main__":
main()