goldenChat base source add

2026-05-23 15:11:48 +09:00
commit a4ea7762b5
2081 changed files with 1155760 additions and 0 deletions
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+package com.goldenchart.websocket;
+
+import com.goldenchart.dto.CandleBarDto;
+import com.goldenchart.entity.GcLiveStrategySettings;
+import com.goldenchart.repository.GcLiveStrategySettingsRepository;
+import com.goldenchart.service.LiveStrategyEvaluator;
+import com.goldenchart.service.LiveStrategyTimeframeService;
+import com.goldenchart.service.TradeSignalService;
+import com.goldenchart.trading.pipeline.OrderExecutionQueue;
+import com.goldenchart.storage.Ta4jStorage;
+import lombok.RequiredArgsConstructor;
+import lombok.extern.slf4j.Slf4j;
+import org.ta4j.core.BarSeries;
+import org.springframework.scheduling.annotation.Scheduled;
+import org.springframework.stereotype.Component;
+
+import java.util.List;
+import java.util.concurrent.ConcurrentHashMap;
+
+/**
+ * 3초 주기 라운드 로빈 스케줄러.
+ *
+ * <p>설정 방식이 REALTIME_TICK 이고 isLiveCheck = true 인 종목에 대해
+ * 현재 진행 중인 캔들 인덱스(series.getEndIndex())로 전략을 평가하여
+ * BUY/SELL 시그널이 발생하면 STOMP 토픽으로 발행한다.
+ *
+ * <p>동시성 안전:
+ * <ul>
+ *   <li>BarBuilder 의 partialBars 와 Ta4jStorage 는 ConcurrentHashMap 기반</li>
+ *   <li>이 스케줄러는 단일 스레드로 돌기 때문에 중복 평가 없음</li>
+ * </ul>
+ */
+@Component
+@RequiredArgsConstructor
+@Slf4j
+public class LiveStrategyScheduler {
+
+    private final GcLiveStrategySettingsRepository settingsRepo;
+    private final LiveStrategyEvaluator            evaluator;
+    private final Ta4jStorage                      ta4jStorage;
+    private final TradingWebSocketBroker           broker;
+    private final BarBuilder                       barBuilder;
+    private final TradeSignalService               tradeSignalService;
+    private final OrderExecutionQueue              orderExecutionQueue;
+    private final LiveStrategyTimeframeService     timeframeService;
+
+    /**
+     * 3초마다 REALTIME_TICK 설정 종목을 순회하여 전략 판정 후 시그널 발행.
+     * fixedDelay=3000: 이전 실행이 끝난 뒤 3초 후 재실행 (오버랩 방지).
+     */
+    @Scheduled(fixedDelay = 3000)
+    public void tick() {
+        List<GcLiveStrategySettings> activeSettings = settingsRepo.findAllByIsLiveCheckTrue();
+        if (activeSettings.isEmpty()) return;
+
+        for (GcLiveStrategySettings s : activeSettings) {
+            if (!"REALTIME_TICK".equals(s.getExecutionType())) continue;
+            if (s.getStrategyId() == null) continue;
+
+            String market     = s.getMarket();
+            String candleType = timeframeService.resolveCandleType(
+                    market, s.getUserId(), s.getDeviceId());
+
+            if (!ta4jStorage.exists(market, candleType)) continue;
+
+            BarSeries series = ta4jStorage.getOrCreate(market, candleType);
+            if (series.isEmpty()) continue;
+
+            String signal = evaluator.evaluateRealtimeTick(market, candleType);
+            if ("BUY".equals(signal) || "SELL".equals(signal)) {
+                // 현재 진행 중인 캔들 정보 조회
+                org.ta4j.core.Bar lastBar = series.getLastBar();
+                // Ta4j 0.22: getEndTime() → Instant; 시작 시간 = endTime - duration
+                long barStartEpoch = lastBar.getEndTime().getEpochSecond()
+                        - lastBar.getTimePeriod().getSeconds();
+
+                CandleBarDto dto = CandleBarDto.builder()
+                        .time(barStartEpoch)
+                        .open(lastBar.getOpenPrice().doubleValue())
+                        .high(lastBar.getHighPrice().doubleValue())
+                        .low(lastBar.getLowPrice().doubleValue())
+                        .close(lastBar.getClosePrice().doubleValue())
+                        .volume(lastBar.getVolume().doubleValue())
+                        .signal(signal)
+                        .build();
+
+                broker.publish(market, candleType, dto);
+                log.info("[LiveStrategyScheduler] REALTIME_TICK signal={} market={}", signal, market);
+
+                // DB 저장
+                try {
+                    tradeSignalService.save(
+                            s.getDeviceId(), s.getUserId(),
+                            market, s.getStrategyId(), null,
+                            signal,
+                            lastBar.getClosePrice().doubleValue(),
+                            barStartEpoch, candleType, "REALTIME_TICK"
+                    );
+                    if (s.getDeviceId() != null) {
+                        orderExecutionQueue.submitSignal(
+                                s.getDeviceId(), s.getUserId(), market,
+                                s.getStrategyId(), signal,
+                                lastBar.getClosePrice().doubleValue());
+                    }
+                } catch (Exception ex) {
+                    log.warn("[LiveStrategyScheduler] 시그널 DB 저장 실패: {}", ex.getMessage());
+                }
+            }
+        }
+    }
+}