goldenChat base source add

2026-05-23 15:11:48 +09:00
commit a4ea7762b5
2081 changed files with 1155760 additions and 0 deletions
@@ -0,0 +1,118 @@
+package com.goldenchart.service;
+
+import com.fasterxml.jackson.databind.JsonNode;
+import com.goldenchart.dto.BacktestSettingsDto;
+import com.goldenchart.entity.GcAppSettings;
+import com.goldenchart.repository.GcAppSettingsRepository;
+import com.goldenchart.trading.TradingExecutionService;
+import com.goldenchart.trading.TradingMode;
+import com.goldenchart.trading.pipeline.OrderRequest;
+import com.goldenchart.upbit.UpbitOrderApiClient;
+import jakarta.annotation.PostConstruct;
+import lombok.RequiredArgsConstructor;
+import lombok.extern.slf4j.Slf4j;
+import org.springframework.scheduling.annotation.Scheduled;
+import org.springframework.stereotype.Service;
+
+import java.util.List;
+import java.util.Map;
+import java.util.concurrent.ConcurrentHashMap;
+
+/**
+ * 실거래 포지션 틱 단위 손절/익절 — 계좌 스냅샷(30초) + 틱 비교.
+ */
+@Service
+@RequiredArgsConstructor
+@Slf4j
+public class LiveRiskMonitorService {
+
+    private final GcAppSettingsRepository appSettingsRepo;
+    private final AppSettingsService appSettingsService;
+    private final BacktestSettingsService backtestSettingsService;
+    private final UpbitOrderApiClient upbitApi;
+    private final LiveTradingService liveTradingService;
+    private final TradingExecutionService tradingExecutionService;
+
+    private final Map<String, Long> exitCooldown = new ConcurrentHashMap<>();
+    /** deviceId → currency → {balance, avgPrice} */
+    private final Map<String, Map<String, double[]>> accountCache = new ConcurrentHashMap<>();
+
+    private static final long COOLDOWN_MS = 5_000;
+
+    @PostConstruct
+    void init() {
+        refreshAccounts();
+    }
+
+    @Scheduled(fixedDelay = 30_000)
+    public void refreshAccounts() {
+        for (GcAppSettings app : appSettingsRepo.findAll()) {
+            if (!Boolean.TRUE.equals(app.getLiveAutoTradeEnabled())) continue;
+            if (!liveTradingService.hasApiKeys(app)) continue;
+            if (!TradingMode.fromString(app.getTradingMode()).useLive()) continue;
+            String deviceId = app.getDeviceId();
+            if (deviceId == null || deviceId.isBlank()) continue;
+            try {
+                var creds = appSettingsService.resolveUpbitCredentials(app);
+                if (!creds.isComplete()) continue;
+                JsonNode accounts = upbitApi.getAccounts(
+                        creds.accessKey(), creds.secretKey());
+                Map<String, double[]> coins = new ConcurrentHashMap<>();
+                if (accounts != null && accounts.isArray()) {
+                    for (JsonNode a : accounts) {
+                        String cur = a.path("currency").asText();
+                        double bal = a.path("balance").asDouble(0);
+                        if (bal <= 0 || "KRW".equals(cur)) continue;
+                        double avg = a.path("avg_buy_price").asDouble(0);
+                        coins.put(cur, new double[]{bal, avg});
+                    }
+                }
+                accountCache.put(deviceId, coins);
+            } catch (Exception e) {
+                log.debug("[LiveRisk] account sync {}: {}", deviceId, e.getMessage());
+            }
+        }
+    }
+
+    public void onTick(String market, double tradePrice) {
+        if (tradePrice <= 0) return;
+        String currency = market.startsWith("KRW-") ? market.substring(4) : market;
+
+        for (var entry : accountCache.entrySet()) {
+            String deviceId = entry.getKey();
+            double[] pos = entry.getValue().get(currency);
+            if (pos == null || pos[0] <= 0 || pos[1] <= 0) continue;
+
+            String key = deviceId + ":" + market;
+            long now = System.currentTimeMillis();
+            Long last = exitCooldown.get(key);
+            if (last != null && now - last < COOLDOWN_MS) continue;
+
+            GcAppSettings app = appSettingsRepo.findByDeviceId(deviceId).orElse(null);
+            if (app == null) continue;
+
+            BacktestSettingsDto risk = backtestSettingsService.get(deviceId);
+            double avg = pos[1];
+            double pnlPct = (tradePrice - avg) / avg * 100.0;
+
+            if (Boolean.TRUE.equals(risk.getStopLossEnabled())
+                    && risk.getStopLossPct() != null
+                    && pnlPct <= -risk.getStopLossPct().doubleValue()) {
+                exitCooldown.put(key, now);
+                tradingExecutionService.executeRiskExit(
+                        OrderRequest.stopLoss(deviceId, app.getUserId(), market, tradePrice,
+                                risk.getStopLossPct().doubleValue()));
+                return;
+            }
+            if (Boolean.TRUE.equals(risk.getTakeProfitEnabled())
+                    && risk.getTakeProfitPct() != null
+                    && pnlPct >= risk.getTakeProfitPct().doubleValue()) {
+                exitCooldown.put(key, now);
+                tradingExecutionService.executeRiskExit(
+                        OrderRequest.takeProfit(deviceId, app.getUserId(), market, tradePrice,
+                                risk.getTakeProfitPct().doubleValue()));
+                return;
+            }
+        }
+    }
+}