매수, 매도 색상 수정

frontend/src/hooks/useVirtualAutoTrade.ts

@@ -1,117 +0,0 @@
-/**
- * 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,
-  ]);
-}

frontend/src/hooks/useVirtualBackendTradeSignals.ts

@@ -0,0 +1,152 @@
+/**
+ * 가상투자 자동매매 — 백엔드 BarBuilder/LiveStrategyEvaluator 가 발행한 STOMP BUY/SELL 만 체결.
+ * 프론트 근사 일치율(resolveVirtualTradeTiming) 사용 안 함.
+ */
+import { useEffect, useRef } from 'react';
+import type { TickerData } from './useMarketTicker';
+import type { VirtualSessionConfig, VirtualTargetItem } from '../utils/virtualTradingStorage';
+import { loadStrategyTimeframes, placePaperOrder, type PaperSummaryDto } from '../utils/backendApi';
+import { parseStompJson } from '../utils/stompMessage';
+import { subscribeStompTopic } from '../utils/stompChartBroker';
+import { signalBelongsToCurrentSession } from '../utils/tradeSignalOwnership';
+import { resolveVirtualTargetStrategyId } from '../utils/virtualTargetStrategy';
+import { coerceFiniteNumber } from '../utils/safeFormat';
+
+const EXEC_COOLDOWN_MS = 15_000;
+
+interface Options {
+  enabled: boolean;
+  session: VirtualSessionConfig;
+  targets: VirtualTargetItem[];
+  tickers?: Map<string, TickerData>;
+  paperAutoTradeBudgetPct: number;
+  positions?: PaperSummaryDto['positions'];
+  onFilled?: () => void;
+}
+
+export function useVirtualBackendTradeSignals({
+  enabled,
+  session,
+  targets,
+  tickers,
+  paperAutoTradeBudgetPct,
+  positions = [],
+  onFilled,
+}: Options): void {
+  const inflightRef = useRef<Set<string>>(new Set());
+  const lastExecRef = useRef<Record<string, number>>({});
+  const seenSignalRef = useRef<Set<string>>(new Set());
+
+  useEffect(() => {
+    if (!enabled || !session.running) {
+      seenSignalRef.current.clear();
+      return;
+    }
+
+    const activeTargets = targets.filter(
+      t => resolveVirtualTargetStrategyId(t, session.globalStrategyId) != null,
+    );
+    if (activeTargets.length === 0) return;
+
+    const unsubs: Array<() => void> = [];
+    let cancelled = false;
+
+    void (async () => {
+      for (const target of activeTargets) {
+        if (cancelled) break;
+        const strategyId = resolveVirtualTargetStrategyId(target, session.globalStrategyId)!;
+        let timeframes: string[] = [];
+        try {
+          timeframes = await loadStrategyTimeframes(strategyId);
+        } catch {
+          timeframes = ['1m'];
+        }
+        if (timeframes.length === 0) timeframes = ['1m'];
+
+        for (const candleType of timeframes) {
+          const topic = `/sub/charts/${target.market}/${candleType}`;
+          const unsub = subscribeStompTopic(topic, msg => {
+            const data = parseStompJson<{
+              time: number;
+              close: number;
+              signal?: string;
+              candleType?: string;
+              strategyId?: number | null;
+              userId?: number | null;
+              deviceId?: string | null;
+            }>(msg);
+            if (!data?.signal || (data.signal !== 'BUY' && data.signal !== 'SELL')) return;
+            if (data.strategyId != null && data.strategyId !== strategyId) return;
+            if (!signalBelongsToCurrentSession({ userId: data.userId, deviceId: data.deviceId })) {
+              return;
+            }
+
+            const dedup = `${target.market}:${data.candleType ?? candleType}:${data.time}:${data.signal}:${strategyId}`;
+            if (seenSignalRef.current.has(dedup)) return;
+            seenSignalRef.current.add(dedup);
+            if (seenSignalRef.current.size > 5000) {
+              seenSignalRef.current.clear();
+            }
+
+            const side = data.signal as 'BUY' | 'SELL';
+            const price = coerceFiniteNumber(tickers?.get(target.market)?.tradePrice)
+              ?? coerceFiniteNumber(data.close);
+            if (price == null || price <= 0) return;
+
+            const heldQty = coerceFiniteNumber(
+              positions.find(p => p.symbol === target.market)?.quantity,
+            ) ?? 0;
+            if (session.positionMode === 'LONG_ONLY') {
+              if (side === 'BUY' && heldQty > 0) return;
+              if (side === 'SELL' && heldQty <= 0) return;
+            }
+
+            const execKey = `${target.market}:${side}`;
+            if (inflightRef.current.has(execKey)) return;
+            if (Date.now() - (lastExecRef.current[execKey] ?? 0) < EXEC_COOLDOWN_MS) return;
+
+            inflightRef.current.add(execKey);
+            void placePaperOrder({
+              market: target.market,
+              side,
+              orderKind: 'market',
+              price,
+              quantity: 0,
+              budgetPct: side === 'BUY' ? paperAutoTradeBudgetPct : 100,
+              source: 'STRATEGY',
+              strategyId,
+            })
+              .then(trade => {
+                if (trade) {
+                  lastExecRef.current[execKey] = Date.now();
+                  onFilled?.();
+                }
+              })
+              .catch(err => {
+                console.warn('[VirtualBackendTrade]', target.market, side, err);
+              })
+              .finally(() => {
+                inflightRef.current.delete(execKey);
+              });
+          });
+          unsubs.push(unsub);
+        }
+      }
+    })();
+
+    return () => {
+      cancelled = true;
+      unsubs.forEach(u => u());
+    };
+  }, [
+    enabled,
+    session.running,
+    session.globalStrategyId,
+    session.positionMode,
+    targets,
+    tickers,
+    paperAutoTradeBudgetPct,
+    positions,
+    onFilled,
+  ]);
+}

frontend/src/hooks/useVirtualTradingCore.ts

@@ -14,7 +14,7 @@ import {
   type StrategyDto,
 } from '../utils/backendApi';
 import { useVirtualIndicatorSnapshots } from './useVirtualIndicatorSnapshots';
-import { useVirtualAutoTrade } from './useVirtualAutoTrade';
+import { useVirtualBackendTradeSignals } from './useVirtualBackendTradeSignals';
 import { useVirtualTargetLiveStatus } from './useVirtualTargetLiveStatus';
 import {
   loadVirtualSession,
@@ -206,11 +206,10 @@ export function useVirtualTradingCore(options: UseVirtualTradingCoreOptions = {}
     session.running,
   );
 
-  useVirtualAutoTrade({
+  useVirtualBackendTradeSignals({
     enabled: paperTradingEnabled && paperAutoTradeEnabled,
     session,
     targets,
-    snapshots,
     tickers,
     paperAutoTradeBudgetPct,
     positions: summary?.positions,