The Korea Investment & Securities (KIS) Open API client. More...

Classes
struct	Broker
	The KIS broker tag: order references are typed by it, so a KIS reference works with both KIS clients and with no other broker. More...
struct	KisAccount
	A KIS account: the account number and product code every account request names. More...
struct	KisAmendment
	An amendment or cancellation of a KIS order. More...
class	KisAuth
	Obtains and caches KIS access tokens and WebSocket approval keys with blocking requests; thread-safe. More...
class	KisBlockingClient
	A blocking KIS client: each call runs a KisClient request on a private event loop and returns its result. Not thread-safe. More...
class	KisClient
	The asynchronous KIS REST client: market data, account inquiries and orders for domestic stocks. More...
struct	KisConfig
	KIS credentials (app key and secret), demo or real account, and the market-data tape. More...
struct	KisHistoryRange
	The date range of a KIS order-history inquiry, both ends included (Korean dates). More...
struct	KisOpenOrder
	A KIS order that can still be amended or cancelled. More...
struct	KisOpenOrderPage
	KIS's list of orders that can still be amended or cancelled. More...
struct	KisOrderAck
	KIS's acknowledgement of an accepted order, amendment or cancellation. More...
struct	KisOrderRef
	A KIS order's address: branch number and order number, both kept. More...
struct	KisRest
	A KIS REST access token and its expiry. More...
struct	KisWebsocket
	A KIS WebSocket approval key and when it was issued. More...

Typedefs
using	KisHttpClient = network::HttpClient
	The blocking HTTP client KisAuth uses.

Enumerations
enum class	KisRateLimitLayer { NONE , LEDGER , PERSONAL }
	Which of KIS's two request-rate limits a refusal reports. More...
enum class	MarketTape { CONSOLIDATED , KRX , NXT }
	Which venue's prices KIS market-data requests read (see KisConfig::market_tape_). More...

Functions
Date	today_in_seoul ()
	Returns today's date in Korea (UTC+9), the date KIS requests are made in.
KisRateLimitLayer	kis_rate_limit_layer (std::string_view code)
	Classifies a KIS error code as a rate-limit refusal.
std::optional< BrokerError >	unsupported_client_order_id (const OrderRequest &order)
	Refuses an idempotency key, which KIS does not offer to individual customers.
constexpr bool	publishes_bar_interval (BarInterval interval) noexcept
	Tests whether KIS publishes a chart at an interval.
std::optional< BrokerError >	unsupported_bar_interval (BarInterval interval)
	Refuses a bar interval KIS publishes no chart for (publishes_bar_interval).
constexpr const char *	market_division_code (MarketTape tape) noexcept
	Returns KIS's FID_COND_MRKT_DIV_CODE for a tape.
static std::chrono::system_clock::time_point	parse_expiry (const char *s)
	Reads KIS's token expiry, YYYY-MM-DD HH:MM:SS in Korean time.

Detailed Description

The Korea Investment & Securities (KIS) Open API client.

Typedef Documentation

◆ KisHttpClient

using algotradelib::kis::KisHttpClient = network::HttpClient

The blocking HTTP client KisAuth uses.

Definition at line 9 of file network.hpp.

Enumeration Type Documentation

◆ KisRateLimitLayer

enum class algotradelib::kis::KisRateLimitLayer

strong

Which of KIS's two request-rate limits a refusal reports.

Enumerator
NONE	Not a rate-limit refusal.
LEDGER	An endpoint's own cap shared by all customers (EGW00215; 120 per second for holdings and ETF quotes). Your budget cannot avoid it; wait and retry.
PERSONAL	This app key's own per-second limit (EGW00201); lower the budget.

Definition at line 219 of file client.hpp.

◆ MarketTape

enum class algotradelib::kis::MarketTape

strong

Which venue's prices KIS market-data requests read (see KisConfig::market_tape_).

Enumerator
CONSOLIDATED	KRX and NXT combined (UN).
KRX	KRX alone (J).
NXT	NXT alone (NX).

Definition at line 25 of file config.hpp.

Function Documentation

◆ kis_rate_limit_layer()

KisRateLimitLayer algotradelib::kis::kis_rate_limit_layer ( std::string_view code )

inline

Classifies a KIS error code as a rate-limit refusal.

EGW00317 (an endpoint closed for a scheduled window) is not a rate limit.

Parameters

code	KIS's message code.

Returns: PERSONAL for EGW00201, LEDGER for EGW00215, otherwise NONE.

Definition at line 239 of file client.hpp.

Referenced by kis_rate_limit_layer().

◆ market_division_code()

const char * algotradelib::kis::market_division_code ( MarketTape tape )

inlineconstexprnoexcept

Returns KIS's FID_COND_MRKT_DIV_CODE for a tape.

Parameters

tape The tape.

Returns: "UN", "J" or "NX".

Definition at line 39 of file config.hpp.

Referenced by market_division_code().

◆ parse_expiry()

std::chrono::system_clock::time_point algotradelib::kis::parse_expiry ( const char * s )

inlinestatic

Reads KIS's token expiry, YYYY-MM-DD HH:MM:SS in Korean time.

Parameters

s The text.

Returns: The instant, or the epoch if the text does not have that form.

Definition at line 58 of file config.hpp.

Referenced by algotradelib::kis::KisRest::from_json_impl(), and parse_expiry().

◆ publishes_bar_interval()

bool algotradelib::kis::publishes_bar_interval ( BarInterval interval )

inlineconstexprnoexcept

Tests whether KIS publishes a chart at an interval.

Parameters

interval The interval.

Returns: true for one minute and for a day or longer; false for 5, 15, 30 and 60 minutes (its minute chart is one minute only).

Definition at line 277 of file client.hpp.

Referenced by publishes_bar_interval(), and unsupported_bar_interval().

◆ today_in_seoul()

Date algotradelib::kis::today_in_seoul ( )

inline

Returns today's date in Korea (UTC+9), the date KIS requests are made in.

Returns: The date.

Definition at line 200 of file client.hpp.

Referenced by algotradelib::BrokerTraits< kis::KisBlockingClient >::calendar(), algotradelib::BrokerTraits< kis::KisClient >::calendar(), and today_in_seoul().

◆ unsupported_bar_interval()

std::optional< BrokerError > algotradelib::kis::unsupported_bar_interval ( BarInterval interval )

inline

Refuses a bar interval KIS publishes no chart for (publishes_bar_interval).

Parameters

interval The interval.

Returns: An INVALID_ARGUMENT error (not sent), or std::nullopt.

Definition at line 299 of file client.hpp.

Referenced by unsupported_bar_interval().

◆ unsupported_client_order_id()

std::optional< BrokerError > algotradelib::kis::unsupported_client_order_id ( const OrderRequest & order )

inline

Refuses an idempotency key, which KIS does not offer to individual customers.

Without one, resending after a transport failure can place a second order, so an order carrying client_order_id_ is refused before sending rather than sent without it. confirm_high_value_ is accepted (and ignored).

Parameters

order The order.

Returns: An INVALID_ARGUMENT error (idempotency_key_unsupported, not sent) if the order has a client order id, otherwise std::nullopt.

Definition at line 257 of file client.hpp.

Referenced by unsupported_client_order_id().

Classes

Typedefs

Enumerations

Functions

Detailed Description

Typedef Documentation

◆ KisHttpClient

Enumeration Type Documentation

◆ KisRateLimitLayer

◆ MarketTape

Function Documentation

◆ kis_rate_limit_layer()

◆ market_division_code()

◆ parse_expiry()

◆ publishes_bar_interval()

◆ today_in_seoul()

◆ unsupported_bar_interval()

◆ unsupported_client_order_id()