feat(execution): AccountOrderWorker로 매수·매도 주문 직렬화
전략별 tick/scan 매도 락 대신 계좌 단일 PriorityQueue로 place를 B-full 직렬화한다. 틱매도 only_code 필터와 inflight 중복 enqueue 방지로 REST 폭주를 줄인다. Co-authored-by: Cursor <cursoragent@cursor.com>
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40
kis_trader/execution/order_intent.py
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40
kis_trader/execution/order_intent.py
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"""주문 실행 큐 intent — Signal(판단)과 Execution(place) 분리용."""
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from __future__ import annotations
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from dataclasses import dataclass
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from typing import Any, Dict
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# 우선순위: 숫자 작을수록 먼저 (동순위는 seq FIFO)
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PRIO_URGENT_SELL = 0
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PRIO_TICK_SELL = 1
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PRIO_SCAN_SELL = 2
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PRIO_BUY = 3
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def resolve_order_priority(side: str, signal: Dict[str, Any], source: str) -> int:
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"""side/source/reason 으로 큐 우선순위 결정."""
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side_u = str(side or "").upper()
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src = str(source or "").strip().lower()
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if side_u == "BUY":
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return PRIO_BUY
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if src in ("halt", "eod", "pending", "risk", "force"):
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return PRIO_URGENT_SELL
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reason = str((signal or {}).get("reason") or "").lower()
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urgent_keys = ("stop", "손절", "eod", "halt", "risk", "긴급", "force", "pending")
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if any(k in reason for k in urgent_keys):
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return PRIO_URGENT_SELL
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if src == "tick":
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return PRIO_TICK_SELL
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return PRIO_SCAN_SELL
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@dataclass(order=True)
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class OrderIntent:
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"""AccountOrderWorker 큐 1건 — strategy 참조는 strategy_id 로 Worker 가 조회."""
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priority: int
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seq: int
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strategy_id: str
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side: str
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signal: Dict[str, Any]
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source: str = "scan"
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@@ -1058,12 +1058,14 @@ class OrderManager:
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return
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od = datetime.datetime.now().strftime("%Y-%m-%d")
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try:
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mock_flag = self.db._resolve_is_mock(None)
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with self.db.conn:
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self.db.conn.execute(
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"""
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UPDATE orders
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SET qty=%s, filled_qty=%s, status='PARTIAL'
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WHERE ord_no=%s AND strategy_id=%s AND code=%s AND ord_date=%s
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AND is_mock=%s
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""",
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(
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int(filled_qty),
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@@ -1072,6 +1074,7 @@ class OrderManager:
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req.strategy_id,
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req.code,
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od,
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mock_flag,
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),
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)
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except Exception as e:
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@@ -1323,6 +1326,28 @@ class OrderManager:
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매도가능 0 · 잔고맵 없음만으로 ghost_purge(0원) 하지 않는다.
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"""
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# ── 잔고 칸 / 시장 미체결 매도가 있으면 유령 아님 ──
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try:
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from database import TradeDB
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cur_mock = int(TradeDB.resolve_kis_is_mock(None))
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at = self.db.conn.execute(
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"SELECT is_mock FROM active_trades WHERE code=%s AND strategy=%s LIMIT 1",
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(req.code, req.strategy_id),
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).fetchone()
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if at is not None:
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row_m = dict(at).get("is_mock")
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if row_m is None or int(row_m) != cur_mock:
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logger.warning(
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"%s⏸ [유령보류] [%s] %s %s — is_mock=%s ≠ 현재=%s → ghost_purge 스킵%s",
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LOG_YELLOW, req.strategy_id, req.name, req.code,
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row_m, cur_mock, LOG_RESET,
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)
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return OrderResult(
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False,
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reason="ghost_blocked:other_account",
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request=req,
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)
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except Exception as e:
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logger.debug("ghost is_mock 가드 스킵: %s", e)
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try:
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real_row = (self.get_broker_holdings(force=False) or {}).get(req.code)
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except Exception:
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198
kis_trader/execution/order_worker.py
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kis_trader/execution/order_worker.py
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"""계좌 단일 주문 실행 Worker — 4전략 BUY/SELL intent 를 우선순위 FIFO 로 직렬 place."""
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from __future__ import annotations
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import itertools
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import queue
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import threading
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import time
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from typing import Any, Dict, Optional, TYPE_CHECKING
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from ..utils.env import get_env_bool, get_env_int
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from ..utils.logger import get_logger
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from .order_intent import OrderIntent, resolve_order_priority
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if TYPE_CHECKING:
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from ..strategies.base import BaseStrategy
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from .order_manager import OrderManager
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logger = get_logger("kis_trader.order_worker")
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_SENTINEL = object()
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class AccountOrderWorker:
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"""증권 계좌 1개에 맞춘 주문 대기줄 — 한 번에 place() 1건만."""
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def __init__(self, order_mgr: "OrderManager") -> None:
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self.order_mgr = order_mgr
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self._pq: "queue.PriorityQueue[tuple]" = queue.PriorityQueue()
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self._seq = itertools.count()
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self._strategies: Dict[str, Any] = {}
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self._running = False
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self._thread: Optional[threading.Thread] = None
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self._start_lock = threading.Lock()
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self.enqueued_total = 0
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self.processed_total = 0
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self.dropped_total = 0
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def register_strategy(self, strategy: "BaseStrategy") -> None:
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sid = str(getattr(strategy, "strategy_id", "") or "").strip()
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if sid:
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self._strategies[sid] = strategy
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def start(self) -> None:
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with self._start_lock:
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if self._thread is not None and self._thread.is_alive():
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return
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self._running = True
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th = threading.Thread(
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target=self._worker_loop,
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name="AccountOrderWorker",
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daemon=True,
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)
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self._thread = th
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th.start()
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logger.info("▶ [OrderWorker] 계좌 단일 주문 큐 기동")
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def stop(self) -> None:
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self._running = False
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try:
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self._pq.put_nowait((9999, next(self._seq), _SENTINEL))
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except Exception:
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pass
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th = self._thread
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if th is not None:
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th.join(timeout=5.0)
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def queue_depth(self) -> int:
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try:
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return int(self._pq.qsize())
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except Exception:
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return 0
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def enqueue(
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self,
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strategy: "BaseStrategy",
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side: str,
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signal: Dict[str, Any],
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*,
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source: str = "scan",
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priority: Optional[int] = None,
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) -> bool:
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"""intent 큐 적재. False=큐 만료 drop (inflight 는 호출자가 해제)."""
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if not self._running:
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return False
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max_q = max(1, int(get_env_int("ORDER_WORKER_MAX_QUEUE", 500) or 500))
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if self.queue_depth() >= max_q:
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self.dropped_total += 1
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code = str((signal or {}).get("code") or "")
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logger.warning(
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"⚠️ [OrderWorker] 큐 만료 drop [%s] %s %s depth>=%d",
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getattr(strategy, "strategy_id", "?"),
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side,
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code,
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max_q,
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)
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return False
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prio = (
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int(priority)
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if priority is not None
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else resolve_order_priority(side, signal or {}, source)
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)
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intent = OrderIntent(
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priority=prio,
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seq=next(self._seq),
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strategy_id=str(getattr(strategy, "strategy_id", "") or ""),
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side=str(side or "").upper(),
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signal=dict(signal or {}),
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source=str(source or "scan"),
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)
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self._pq.put((intent.priority, intent.seq, intent))
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self.enqueued_total += 1
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return True
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def _worker_loop(self) -> None:
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while True:
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try:
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_prio, _seq, item = self._pq.get(timeout=0.3)
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except queue.Empty:
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if not self._running:
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break
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continue
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if item is _SENTINEL:
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break
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if not isinstance(item, OrderIntent):
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continue
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if not self._running:
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self._release_inflight_for_intent(item)
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continue
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self._process_intent(item)
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def _process_intent(self, intent: OrderIntent) -> None:
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strat = self._strategies.get(intent.strategy_id)
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code = str((intent.signal or {}).get("code") or "").strip()
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side = str(intent.side or "").upper()
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t0 = time.perf_counter()
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try:
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if strat is None:
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logger.warning(
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"⚠️ [OrderWorker] 미등록 전략 %s — skip %s %s",
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intent.strategy_id,
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side,
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code,
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)
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return
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if side == "SELL" and get_env_bool("REAL_BALANCE_VERIFY_BEFORE_SELL", True):
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try:
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self.order_mgr.prefetch_broker_holdings()
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except Exception:
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pass
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if side == "BUY":
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strat._submit_buy(intent.signal)
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elif side == "SELL":
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strat._submit_sell(intent.signal)
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else:
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logger.warning(
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"⚠️ [OrderWorker] invalid side=%s [%s] %s",
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side,
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intent.strategy_id,
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code,
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)
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except Exception as ex:
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logger.warning(
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"⚠️ [OrderWorker] place 예외 [%s] %s %s: %s",
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intent.strategy_id,
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side,
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code or "-",
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ex,
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)
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finally:
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self._release_inflight_for_intent(intent)
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self.processed_total += 1
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elapsed_ms = (time.perf_counter() - t0) * 1000.0
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if elapsed_ms >= 3000.0:
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logger.warning(
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"⚠️ [OrderWorker] 처리 지연 [%s] %s %s src=%s wait+place=%.0fms",
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intent.strategy_id,
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side,
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code or "-",
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intent.source,
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elapsed_ms,
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)
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def _release_inflight_for_intent(self, intent: OrderIntent) -> None:
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strat = self._strategies.get(intent.strategy_id)
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if strat is None:
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return
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code = str((intent.signal or {}).get("code") or "").strip()
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if not code:
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return
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side = str(intent.side or "").upper()
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if side == "SELL":
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release = getattr(strat, "_release_sell_inflight", None)
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if callable(release):
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release(code)
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elif side == "BUY":
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release = getattr(strat, "_release_buy_inflight", None)
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if callable(release):
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release(code)
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