Merge pull request #44 from interruping/feat/validate-min-order

feat: 매수 주문 최소금액 클라이언트 검증 옵션 추가

Author: interruping

src/upbeat/__init__.py

@@ -42,6 +42,7 @@
     RemainingRequest,
     UnprocessableEntityError,
     UpbeatError,
+    ValidationError,
     WebSocketClosedError,
     WebSocketConnectionError,
     WebSocketError,
@@ -137,6 +138,7 @@
     "RemainingRequest",
     "UnprocessableEntityError",
     "UpbeatError",
+    "ValidationError",
     "WebSocketClosedError",
     "WebSocketConnectionError",
     "WebSocketError",

src/upbeat/_client.py

@@ -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(
@@ -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
 
@@ -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:
@@ -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
@@ -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
 
@@ -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(
@@ -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
 
@@ -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:
@@ -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
@@ -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
 

src/upbeat/_errors.py

@@ -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 ───────────────────────────────────────────────────────────
 
 

src/upbeat/api/orders.py

@@ -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,
@@ -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
+    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)
+        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,
         *,
@@ -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,
@@ -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,
@@ -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,
         *,
@@ -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,
@@ -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,