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feat: 매수 주문 최소금액 클라이언트 검증 옵션 추가 #44

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Merged
interruping merged 3 commits into from
Mar 22, 2026
Merged

feat: 매수 주문 최소금액 클라이언트 검증 옵션 추가 #44

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2931e48
feat: ValidationError 클래스 추가
Mar 22, 2026
60c7f34
feat: 매수 주문 최소금액 클라이언트 검증 옵션 추가
Mar 22, 2026
e07bb53
refactor: ValidationError.price를 total로 rename
Mar 22, 2026
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2 changes: 2 additions & 0 deletions src/upbeat/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -42,6 +42,7 @@
RemainingRequest,
UnprocessableEntityError,
UpbeatError,
ValidationError,
WebSocketClosedError,
WebSocketConnectionError,
WebSocketError,
Expand Down Expand Up @@ -137,6 +138,7 @@
"RemainingRequest",
"UnprocessableEntityError",
"UpbeatError",
"ValidationError",
"WebSocketClosedError",
"WebSocketConnectionError",
"WebSocketError",
Expand Down
28 changes: 26 additions & 2 deletions src/upbeat/_client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -42,6 +42,7 @@ def __init__(
logger: Logger | None = None,
http_client: httpx.Client | None = None,
event_hooks: dict[str, list[Any]] | None = None,
validate_min_order: bool = False,
) -> None:
if (access_key is None) != (secret_key is None):
raise ValueError(
Expand All @@ -59,6 +60,7 @@ def __init__(
self._max_retries = max_retries
self._auto_throttle = auto_throttle
self._logger = logger
self._validate_min_order = validate_min_order
self._owns_http_client = http_client is None
self._closed = False

Expand All @@ -84,7 +86,11 @@ def accounts(self) -> AccountsAPI:

@cached_property
def orders(self) -> OrdersAPI:
return OrdersAPI(self._transport, self._credentials)
return OrdersAPI(
self._transport,
self._credentials,
validate_min_order=self._validate_min_order,
)

@cached_property
def deposits(self) -> DepositsAPI:
Expand Down Expand Up @@ -131,6 +137,7 @@ def with_options(
max_retries: int | None = None,
auto_throttle: bool | None = None,
logger: Logger | None = None,
validate_min_order: bool | None = None,
) -> Upbeat:
new = Upbeat.__new__(Upbeat)
new._credentials = self._credentials
Expand All @@ -141,6 +148,11 @@ def with_options(
auto_throttle if auto_throttle is not None else self._auto_throttle
)
new._logger = logger if logger is not None else self._logger
new._validate_min_order = (
validate_min_order
if validate_min_order is not None
else self._validate_min_order
)
new._owns_http_client = False
new._closed = False

Expand Down Expand Up @@ -176,6 +188,7 @@ def __init__(
logger: Logger | None = None,
http_client: httpx.AsyncClient | None = None,
event_hooks: dict[str, list[Any]] | None = None,
validate_min_order: bool = False,
) -> None:
if (access_key is None) != (secret_key is None):
raise ValueError(
Expand All @@ -193,6 +206,7 @@ def __init__(
self._max_retries = max_retries
self._auto_throttle = auto_throttle
self._logger = logger
self._validate_min_order = validate_min_order
self._owns_http_client = http_client is None
self._closed = False

Expand All @@ -218,7 +232,11 @@ def accounts(self) -> AsyncAccountsAPI:

@cached_property
def orders(self) -> AsyncOrdersAPI:
return AsyncOrdersAPI(self._transport, self._credentials)
return AsyncOrdersAPI(
self._transport,
self._credentials,
validate_min_order=self._validate_min_order,
)

@cached_property
def deposits(self) -> AsyncDepositsAPI:
Expand Down Expand Up @@ -269,6 +287,7 @@ def with_options(
max_retries: int | None = None,
auto_throttle: bool | None = None,
logger: Logger | None = None,
validate_min_order: bool | None = None,
) -> AsyncUpbeat:
new = AsyncUpbeat.__new__(AsyncUpbeat)
new._credentials = self._credentials
Expand All @@ -279,6 +298,11 @@ def with_options(
auto_throttle if auto_throttle is not None else self._auto_throttle
)
new._logger = logger if logger is not None else self._logger
new._validate_min_order = (
validate_min_order
if validate_min_order is not None
else self._validate_min_order
)
new._owns_http_client = False
new._closed = False

Expand Down
24 changes: 24 additions & 0 deletions src/upbeat/_errors.py
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Original file line number Diff line number Diff line change
Expand Up @@ -39,6 +39,30 @@ def __init__(self, message: str) -> None:
self.message = message


# ── Validation errors ─────────────────────────────────────────────────


class ValidationError(UpbeatError):
"""Raised when client-side validation catches an invalid order before sending."""

market: str
total: str
min_total: str

def __init__(
self,
message: str,
*,
market: str,
total: str,
min_total: str,
) -> None:
super().__init__(message)
self.market = market
self.total = total
self.min_total = min_total


# ── API errors ───────────────────────────────────────────────────────────


Expand Down
91 changes: 91 additions & 0 deletions src/upbeat/api/orders.py
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Original file line number Diff line number Diff line change
@@ -1,8 +1,12 @@
from __future__ import annotations

from decimal import Decimal
from typing import Any

from upbeat._auth import Credentials
from upbeat._base import _AsyncAPIResource, _SyncAPIResource
from upbeat._errors import ValidationError
from upbeat._http import AsyncTransport, SyncTransport
from upbeat.types.order import (
CancelAndNewOrderResponse,
CancelResult,
Expand All @@ -20,7 +24,54 @@ def _filter_params(**kwargs: Any) -> dict[str, Any]:
return {k: v for k, v in kwargs.items() if v is not None}


def _compute_bid_total(
price: str | None, volume: str | None, ord_type: str
) -> Decimal | None:
"""Return the total KRW value of a bid order, or None if indeterminate."""
if price is None:
return None
if ord_type == "limit":
return Decimal(price) * Decimal(volume) if volume is not None else None
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@interruping interruping Mar 22, 2026

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👍 volume is not None 가드가 잘 되어있어 Decimal(None) 호출이 방지됩니다. price에 잘못된 문자열이 올 경우 Decimal의 InvalidOperation이 발생하는데, 이는 호출자 입력 오류이므로 현재 동작(예외 전파)이 합리적입니다.

🤖 Claude Code

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@interruping interruping Mar 22, 2026

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감사합니다. 말씀대로 잘못된 문자열 입력 시 InvalidOperation 예외 전파가 호출자 책임이라 별도 처리 없이 두었습니다.

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@interruping interruping Mar 22, 2026

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동의합니다. 👍

🤖 Claude Code

return Decimal(price)


class OrdersAPI(_SyncAPIResource):
_validate_min_order: bool

def __init__(
self,
transport: SyncTransport,
credentials: Credentials | None,
*,
validate_min_order: bool = False,
) -> None:
super().__init__(transport, credentials)
self._validate_min_order = validate_min_order

def _check_min_order(
self,
market: str,
side: str,
price: str | None,
volume: str | None,
ord_type: str,
) -> None:
if not self._validate_min_order or side != "bid":
return
total = _compute_bid_total(price, volume, ord_type)
if total is None:
return
chance = self.get_chance(market=market)
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매 주문마다 get_chance() API 호출이 발생합니다

validate_min_order=True일 때 create() 호출마다 /v1/orders/chance 요청이 추가로 나갑니다. 동일 마켓에 반복 주문하는 시나리오(예: DCA 전략)에서는 레이트 리밋 소진이 우려됩니다.

제안: 짧은 TTL의 per-market 캐시를 두면 불필요한 호출을 줄일 수 있습니다.

# 예시: 간단한 TTL 캐시
def _get_min_total(self, market: str) -> Decimal | None:
    now = time.monotonic()
    cached = self._min_total_cache.get(market)
    if cached and now - cached[1] < 60:
        return cached[0]
    chance = self.get_chance(market=market)
    ...

당장은 opt-in이라 급하지 않지만, strategies/ 쪽에서 활용할 때 병목이 될 수 있습니다.

🤖 Claude Code

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@interruping interruping Mar 22, 2026

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이슈 #43 범위 외로 명시된 사항이라 이번 PR에서는 반영하지 않겠습니다. DCA 등 반복 주문 시나리오에서 병목이 될 수 있다는 점은 동의하므로, per-market TTL 캐시는 별도 이슈로 추적하면 좋겠습니다.

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@interruping interruping Mar 22, 2026

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네, 이해합니다. 범위를 명확히 구분하는 게 맞습니다. 캐싱은 별도 이슈로 추적하면 충분할 것 같습니다. 👍

🤖 Claude Code

if chance.market.bid is not None:
min_total = Decimal(chance.market.bid.min_total)
if total < min_total:
raise ValidationError(
f"Order total {total} is below minimum {min_total} for {market}",
market=market,
total=str(total),
min_total=chance.market.bid.min_total,
)

def create(
self,
*,
Expand All @@ -33,6 +84,7 @@ def create(
time_in_force: str | None = None,
smp_type: str | None = None,
) -> OrderCreated:
self._check_min_order(market, side, price, volume, ord_type)
json_body = _filter_params(
market=market,
side=side,
Expand Down Expand Up @@ -60,6 +112,7 @@ def create_test(
time_in_force: str | None = None,
smp_type: str | None = None,
) -> OrderCreated:
self._check_min_order(market, side, price, volume, ord_type)
json_body = _filter_params(
market=market,
side=side,
Expand Down Expand Up @@ -244,6 +297,42 @@ def get_chance(self, *, market: str) -> OrderChance:


class AsyncOrdersAPI(_AsyncAPIResource):
_validate_min_order: bool

def __init__(
self,
transport: AsyncTransport,
credentials: Credentials | None,
*,
validate_min_order: bool = False,
) -> None:
super().__init__(transport, credentials)
self._validate_min_order = validate_min_order

async def _check_min_order(
self,
market: str,
side: str,
price: str | None,
volume: str | None,
ord_type: str,
) -> None:
if not self._validate_min_order or side != "bid":
return
total = _compute_bid_total(price, volume, ord_type)
if total is None:
return
chance = await self.get_chance(market=market)
if chance.market.bid is not None:
min_total = Decimal(chance.market.bid.min_total)
if total < min_total:
raise ValidationError(
f"Order total {total} is below minimum {min_total} for {market}",
market=market,
total=str(total),
min_total=chance.market.bid.min_total,
)

async def create(
self,
*,
Expand All @@ -256,6 +345,7 @@ async def create(
time_in_force: str | None = None,
smp_type: str | None = None,
) -> OrderCreated:
await self._check_min_order(market, side, price, volume, ord_type)
json_body = _filter_params(
market=market,
side=side,
Expand Down Expand Up @@ -283,6 +373,7 @@ async def create_test(
time_in_force: str | None = None,
smp_type: str | None = None,
) -> OrderCreated:
await self._check_min_order(market, side, price, volume, ord_type)
json_body = _filter_params(
market=market,
side=side,
Expand Down
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