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