가상투자 설정 수정

2026-05-25 22:30:54 +09:00
parent cae1c3a624
commit 1e950c7db4
24 changed files with 1015 additions and 362 deletions
@@ -0,0 +1,117 @@
+/**
+ * 가상투자 Match(전략 조건 100% 충족) 시 자동 모의 체결
+ * 설정 · 가상투자 · 자동매매 ON + 세션 running 일 때만 동작
+ */
+import { useEffect, useRef } from 'react';
+import type { TickerData } from './useMarketTicker';
+import type { VirtualIndicatorSnapshot } from './useVirtualIndicatorSnapshots';
+import type { VirtualSessionConfig, VirtualTargetItem } from '../utils/virtualTradingStorage';
+import { placePaperOrder, type PaperSummaryDto } from '../utils/backendApi';
+import {
+  buildConditionMetrics,
+  resolveVirtualTradeTiming,
+  type VirtualTradeTiming,
+} from '../utils/virtualSignalMetrics';
+import { coerceFiniteNumber } from '../utils/safeFormat';
+
+const EXEC_COOLDOWN_MS = 15_000;
+
+interface Options {
+  enabled: boolean;
+  session: VirtualSessionConfig;
+  targets: VirtualTargetItem[];
+  snapshots: Record<string, VirtualIndicatorSnapshot | undefined>;
+  tickers?: Map<string, TickerData>;
+  paperAutoTradeBudgetPct: number;
+  positions?: PaperSummaryDto['positions'];
+  onFilled?: () => void;
+}
+
+export function useVirtualAutoTrade({
+  enabled,
+  session,
+  targets,
+  snapshots,
+  tickers,
+  paperAutoTradeBudgetPct,
+  positions = [],
+  onFilled,
+}: Options): void {
+  const prevTimingRef = useRef<Record<string, VirtualTradeTiming>>({});
+  const inflightRef = useRef<Set<string>>(new Set());
+  const lastExecRef = useRef<Record<string, number>>({});
+
+  useEffect(() => {
+    if (!enabled || !session.running) {
+      prevTimingRef.current = {};
+      return;
+    }
+
+    for (const target of targets) {
+      const snap = snapshots[target.market];
+      if (!snap?.rows?.length) continue;
+
+      const metrics = buildConditionMetrics(snap.rows);
+      const timing = resolveVirtualTradeTiming(metrics);
+      const prev = prevTimingRef.current[target.market] ?? 'neutral';
+      prevTimingRef.current[target.market] = timing;
+
+      if (timing !== 'buy' && timing !== 'sell') continue;
+      if (timing === prev) continue;
+
+      const price = coerceFiniteNumber(tickers?.get(target.market)?.tradePrice);
+      if (price == null || price <= 0) continue;
+
+      const heldQty = coerceFiniteNumber(
+        positions.find(p => p.symbol === target.market)?.quantity,
+      ) ?? 0;
+
+      if (session.positionMode === 'LONG_ONLY') {
+        if (timing === 'buy' && heldQty > 0) continue;
+        if (timing === 'sell' && heldQty <= 0) continue;
+      }
+
+      const side = timing === 'buy' ? 'BUY' : 'SELL';
+      const execKey = `${target.market}:${side}`;
+      if (inflightRef.current.has(execKey)) continue;
+      if (Date.now() - (lastExecRef.current[execKey] ?? 0) < EXEC_COOLDOWN_MS) continue;
+
+      const strategyId = target.strategyId ?? session.globalStrategyId ?? null;
+      inflightRef.current.add(execKey);
+
+      void placePaperOrder({
+        market: target.market,
+        side,
+        orderKind: 'market',
+        price,
+        quantity: 0,
+        budgetPct: timing === 'buy' ? paperAutoTradeBudgetPct : 100,
+        source: 'STRATEGY',
+        strategyId,
+      })
+        .then(trade => {
+          if (trade) {
+            lastExecRef.current[execKey] = Date.now();
+            onFilled?.();
+          }
+        })
+        .catch(err => {
+          console.warn('[VirtualAutoTrade]', target.market, side, err);
+        })
+        .finally(() => {
+          inflightRef.current.delete(execKey);
+        });
+    }
+  }, [
+    enabled,
+    session.running,
+    session.globalStrategyId,
+    session.positionMode,
+    targets,
+    snapshots,
+    tickers,
+    paperAutoTradeBudgetPct,
+    positions,
+    onFilled,
+  ]);
+}