이번에 들어간 내용

한투 호가 = 2번째 앱키 전용
키 없거나 start 실패 시 메인에 H0STASP0 안 붙임. 운영설정 WS_ORDERBOOK_SAVE_KIS 빨간 danger.

LS RAM 합집합
후보∪보유∪영구∪grace. sync_targets와 split reconcile 둘 다. 틱 DB 영구 게이트는 그대로.

분봉 쓰레기 → 다음 소스 봉 통째
그 분 틱 0건이거나 전부 봉끝 대비 LIVE_FEED_FALLBACK_MAX_AGE_SEC 초과면 구멍. 메인 WS → 2차 → LS → REST → rollup. CANDLE_GARBAGE_FALLBACK 기본 true.

파일: feed_fallback.py(신규), ws_manager.py, kis_ws.py, candle_series.py, bt_candle_source.py, live_config_schema.py, database.py, 스모크, MD 2개.

같은 ws_manager/database/kis_ws/live_config에는 직전 커밋 이후 쌓여 있던 시세 폴백·ENV 키 정리도 같이 들어갔습니다. 파일 단위로 나눌 수 없어서입니다.

scratch/compare_kiwoom_kis_tick_gaps.py

@@ -0,0 +1,142 @@
+#!/usr/bin/env python3
+"""오늘 키움 vs 한투 종목별 틱 공백 비교 (1회)."""
+from __future__ import annotations
+
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+if str(ROOT) not in sys.path:
+    sys.path.insert(0, str(ROOT))
+
+from database import TradeDB
+
+TT = """
+STR_TO_DATE(
+    CASE
+        WHEN CHAR_LENGTH(tick_time) >= 14 THEN LEFT(tick_time, 14)
+        WHEN CHAR_LENGTH(tick_time) = 6 THEN CONCAT(DATE_FORMAT(recv_ts, '%%Y%%m%%d'), tick_time)
+        ELSE NULL
+    END,
+    '%%Y%%m%%d%%H%%i%%s'
+)
+"""
+
+db = TradeDB()
+cols = [r["Field"] for r in db.conn.execute("SHOW COLUMNS FROM ws_ticks").fetchall()]
+need = {"code", "tick_time", "recv_ts", "source", "id"}
+missing = need - set(cols)
+if missing:
+    raise SystemExit(f"ws_ticks missing {missing} have={cols}")
+
+t0 = "2026-08-19 09:00:00"
+t1 = "2026-08-19 09:35:00"
+print("window", t0, "~", t1)
+
+print("\n== source 전체 (recv 연속 공백 / tick_time 연속 공백) ==")
+rows = db.conn.execute(
+    f"""
+    SELECT source,
+           COUNT(*) n,
+           COUNT(DISTINCT code) codes,
+           MAX(recv_gap) max_recv_gap,
+           AVG(recv_gap) avg_recv_gap,
+           SUM(recv_gap >= 10) n_recv_ge10,
+           SUM(recv_gap >= 20) n_recv_ge20,
+           MAX(tt_gap) max_tt_gap,
+           AVG(tt_gap) avg_tt_gap,
+           SUM(tt_gap >= 10) n_tt_ge10,
+           SUM(tt_gap >= 20) n_tt_ge20
+    FROM (
+        SELECT source, code,
+               TIMESTAMPDIFF(SECOND, LAG(recv_ts) OVER (PARTITION BY source, code ORDER BY id), recv_ts) recv_gap,
+               TIMESTAMPDIFF(SECOND, LAG({TT}) OVER (PARTITION BY source, code ORDER BY {TT}, id), {TT}) tt_gap
+        FROM ws_ticks
+        WHERE recv_ts >= %s AND recv_ts < %s AND source IN ('kiwoom','kis')
+    ) x
+    GROUP BY source
+    """,
+    (t0, t1),
+).fetchall()
+for r in rows:
+    print(dict(r))
+
+print("\n== 키움 recv 공백 TOP15 (같은 종목 한투 대비) ==")
+rows = db.conn.execute(
+    f"""
+    SELECT k.code,
+           k.n_kw n_kiwoom, s.n_kis,
+           k.max_recv max_recv_kw, s.max_recv max_recv_kis,
+           (k.max_recv - IFNULL(s.max_recv, 0)) delta_recv,
+           k.max_tt max_tt_kw, s.max_tt max_tt_kis
+    FROM (
+        SELECT code, COUNT(*) n_kw,
+               MAX(recv_gap) max_recv, MAX(tt_gap) max_tt
+        FROM (
+            SELECT code,
+                   TIMESTAMPDIFF(SECOND, LAG(recv_ts) OVER (PARTITION BY code ORDER BY id), recv_ts) recv_gap,
+                   TIMESTAMPDIFF(SECOND, LAG({TT}) OVER (PARTITION BY code ORDER BY {TT}, id), {TT}) tt_gap
+            FROM ws_ticks
+            WHERE source='kiwoom' AND recv_ts >= %s AND recv_ts < %s
+        ) a
+        GROUP BY code
+    ) k
+    LEFT JOIN (
+        SELECT code, COUNT(*) n_kis,
+               MAX(recv_gap) max_recv, MAX(tt_gap) max_tt
+        FROM (
+            SELECT code,
+                   TIMESTAMPDIFF(SECOND, LAG(recv_ts) OVER (PARTITION BY code ORDER BY id), recv_ts) recv_gap,
+                   TIMESTAMPDIFF(SECOND, LAG({TT}) OVER (PARTITION BY code ORDER BY {TT}, id), {TT}) tt_gap
+            FROM ws_ticks
+            WHERE source='kis' AND recv_ts >= %s AND recv_ts < %s
+        ) b
+        GROUP BY code
+    ) s ON s.code = k.code
+    ORDER BY k.max_recv DESC
+    LIMIT 15
+    """,
+    (t0, t1, t0, t1),
+).fetchall()
+for r in rows:
+    print(dict(r))
+
+print("\n== 025980 단독 ==")
+rows = db.conn.execute(
+    f"""
+    SELECT source, COUNT(*) n,
+           MAX(recv_gap) max_recv, AVG(recv_gap) avg_recv,
+           MAX(tt_gap) max_tt, AVG(tt_gap) avg_tt,
+           SUM(recv_gap >= 10) n_recv_ge10
+    FROM (
+        SELECT source,
+               TIMESTAMPDIFF(SECOND, LAG(recv_ts) OVER (PARTITION BY source ORDER BY id), recv_ts) recv_gap,
+               TIMESTAMPDIFF(SECOND, LAG({TT}) OVER (PARTITION BY source ORDER BY {TT}, id), {TT}) tt_gap
+        FROM ws_ticks
+        WHERE code=%s AND recv_ts >= %s AND recv_ts < %s AND source IN ('kiwoom','kis')
+    ) x
+    GROUP BY source
+    """,
+    ("025980", t0, t1),
+).fetchall()
+for r in rows:
+    print(dict(r))
+
+print("\n== 키움 recv>=10초 공백이 있는 종목 수 vs 한투 ==")
+for src in ("kiwoom", "kis"):
+    r = db.conn.execute(
+        f"""
+        SELECT COUNT(*) codes_with_gap10 FROM (
+            SELECT code, MAX(recv_gap) mx FROM (
+                SELECT code,
+                       TIMESTAMPDIFF(SECOND, LAG(recv_ts) OVER (PARTITION BY code ORDER BY id), recv_ts) recv_gap
+                FROM ws_ticks
+                WHERE source=%s AND recv_ts >= %s AND recv_ts < %s
+            ) a
+            GROUP BY code
+            HAVING mx >= 10
+        ) z
+        """,
+        (src, t0, t1),
+    ).fetchone()
+    print(src, dict(r))