goldenChart/frontend/src/hooks/useVirtualBackendTradeSignals.ts

/**
 * 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(result => {
                if (result?.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,
  ]);
}