441 lines
16 KiB
TypeScript
441 lines
16 KiB
TypeScript
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/**
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* [파일 역할]
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* 컴파일된 전략 + 시세 스냅샷으로 매수/매도/대기 신호를 생성하는 API 라우트입니다.
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*
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* [주요 책임]
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* - 요청 검증(strategy/snapshot)
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* - provider 분기(OpenAI/구독형 CLI/fallback)
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* - 실패 시 fallback 신호로 대체
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*/
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import { NextResponse } from "next/server";
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import { z } from "zod";
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import {
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AUTOTRADE_API_ERROR_CODE,
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createAutotradeErrorResponse,
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getAutotradeUserId,
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readJsonBody,
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sanitizeAutotradeError,
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} from "@/app/api/autotrade/_shared";
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import { AUTOTRADE_TECHNIQUE_IDS } from "@/features/autotrade/types/autotrade.types";
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import {
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generateSignalWithSubscriptionCliDetailed,
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summarizeSubscriptionCliExecution,
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} from "@/lib/autotrade/cli-provider";
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import { generateSignalWithOpenAi, isOpenAiConfigured } from "@/lib/autotrade/openai";
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import { createFallbackSignalCandidate } from "@/lib/autotrade/strategy";
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export const runtime = "nodejs";
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const strategySchema = z.object({
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provider: z.enum(["openai", "fallback", "subscription_cli"]),
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summary: z.string().trim().min(1).max(320),
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selectedTechniques: z.array(z.enum(AUTOTRADE_TECHNIQUE_IDS)).default([]),
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confidenceThreshold: z.number().min(0.45).max(0.95),
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maxDailyOrders: z.number().int().min(1).max(200),
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cooldownSec: z.number().int().min(10).max(600),
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maxOrderAmountRatio: z.number().min(0.05).max(1),
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createdAt: z.string().trim().min(1),
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});
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const signalRequestSchema = z.object({
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aiMode: z
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.enum(["auto", "openai_api", "subscription_cli", "rule_fallback"])
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.default("auto"),
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subscriptionCliVendor: z.enum(["auto", "codex", "gemini"]).optional(),
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subscriptionCliModel: z.string().trim().max(80).optional(),
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prompt: z.string().trim().max(1200).default(""),
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strategy: strategySchema,
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snapshot: z.object({
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symbol: z.string().trim().regex(/^\d{6}$/),
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stockName: z.string().trim().max(120).optional(),
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market: z.enum(["KOSPI", "KOSDAQ"]).optional(),
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requestAtIso: z.string().trim().max(40).optional(),
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requestAtKst: z.string().trim().max(40).optional(),
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tickTime: z.string().trim().max(12).optional(),
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executionClassCode: z.string().trim().max(10).optional(),
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isExpected: z.boolean().optional(),
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trId: z.string().trim().max(32).optional(),
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currentPrice: z.number().positive(),
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prevClose: z.number().nonnegative().optional(),
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changeRate: z.number(),
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open: z.number().nonnegative(),
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high: z.number().nonnegative(),
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low: z.number().nonnegative(),
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tradeVolume: z.number().nonnegative(),
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accumulatedVolume: z.number().nonnegative(),
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tradeStrength: z.number().optional(),
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askPrice1: z.number().nonnegative().optional(),
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bidPrice1: z.number().nonnegative().optional(),
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askSize1: z.number().nonnegative().optional(),
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bidSize1: z.number().nonnegative().optional(),
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totalAskSize: z.number().nonnegative().optional(),
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totalBidSize: z.number().nonnegative().optional(),
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buyExecutionCount: z.number().int().optional(),
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sellExecutionCount: z.number().int().optional(),
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netBuyExecutionCount: z.number().int().optional(),
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spread: z.number().nonnegative().optional(),
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spreadRate: z.number().optional(),
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dayRangePercent: z.number().nonnegative().optional(),
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dayRangePosition: z.number().min(0).max(1).optional(),
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volumeRatio: z.number().nonnegative().optional(),
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recentTradeCount: z.number().int().nonnegative().optional(),
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recentTradeVolumeSum: z.number().nonnegative().optional(),
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recentAverageTradeVolume: z.number().nonnegative().optional(),
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accumulatedVolumeDelta: z.number().nonnegative().optional(),
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netBuyExecutionDelta: z.number().optional(),
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orderBookImbalance: z.number().min(-1).max(1).optional(),
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liquidityDepth: z.number().nonnegative().optional(),
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topLevelOrderBookImbalance: z.number().min(-1).max(1).optional(),
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buySellExecutionRatio: z.number().nonnegative().optional(),
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recentPriceHigh: z.number().positive().optional(),
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recentPriceLow: z.number().positive().optional(),
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recentPriceRangePercent: z.number().nonnegative().optional(),
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recentTradeVolumes: z.array(z.number().nonnegative()).max(20).optional(),
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recentNetBuyTrail: z.array(z.number()).max(20).optional(),
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recentTickAgesSec: z.array(z.number().nonnegative()).max(20).optional(),
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intradayMomentum: z.number().optional(),
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recentReturns: z.array(z.number()).max(12).optional(),
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recentPrices: z.array(z.number().positive()).min(3).max(30),
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marketDataLatencySec: z.number().nonnegative().optional(),
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recentMinuteCandles: z
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.array(
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z.object({
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time: z.string().trim().max(32),
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open: z.number().positive(),
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high: z.number().positive(),
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low: z.number().positive(),
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close: z.number().positive(),
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volume: z.number().nonnegative(),
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timestamp: z.number().int().optional(),
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}),
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)
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.max(30)
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.optional(),
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minutePatternContext: z
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.object({
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timeframe: z.literal("1m"),
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candleCount: z.number().int().min(1).max(30),
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impulseDirection: z.enum(["up", "down", "flat"]),
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impulseBarCount: z.number().int().min(1).max(20),
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consolidationBarCount: z.number().int().min(1).max(12),
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impulseChangeRate: z.number().optional(),
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impulseRangePercent: z.number().nonnegative().optional(),
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consolidationRangePercent: z.number().nonnegative().optional(),
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consolidationCloseClusterPercent: z.number().nonnegative().optional(),
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consolidationVolumeRatio: z.number().nonnegative().optional(),
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breakoutUpper: z.number().positive().optional(),
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breakoutLower: z.number().positive().optional(),
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})
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.optional(),
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budgetContext: z
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.object({
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setupAllocationPercent: z.number().nonnegative(),
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setupAllocationAmount: z.number().nonnegative(),
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effectiveAllocationAmount: z.number().nonnegative(),
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strategyMaxOrderAmountRatio: z.number().min(0).max(1),
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effectiveOrderBudgetAmount: z.number().nonnegative(),
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estimatedBuyUnitCost: z.number().nonnegative(),
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estimatedBuyableQuantity: z.number().int().nonnegative(),
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})
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.optional(),
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portfolioContext: z
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.object({
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holdingQuantity: z.number().int().nonnegative(),
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sellableQuantity: z.number().int().nonnegative(),
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averagePrice: z.number().nonnegative(),
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estimatedSellableNetAmount: z.number().optional(),
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})
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.optional(),
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executionCostProfile: z
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.object({
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buyFeeRate: z.number().nonnegative(),
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sellFeeRate: z.number().nonnegative(),
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sellTaxRate: z.number().nonnegative(),
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})
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.optional(),
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}),
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});
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const signalResultSchema = z.object({
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signal: z.enum(["buy", "sell", "hold"]),
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confidence: z.number().min(0).max(1),
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reason: z.string().min(1).max(160),
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ttlSec: z.number().int().min(5).max(300),
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riskFlags: z.array(z.string()).max(10).default([]),
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proposedOrder: z
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.object({
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symbol: z.string().trim().regex(/^\d{6}$/),
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side: z.enum(["buy", "sell"]),
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orderType: z.enum(["limit", "market"]),
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price: z.number().positive().optional(),
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quantity: z.number().int().positive().optional(),
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})
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.optional(),
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});
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export async function POST(request: Request) {
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const userId = await getAutotradeUserId(request.headers);
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if (!userId) {
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return createAutotradeErrorResponse({
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status: 401,
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code: AUTOTRADE_API_ERROR_CODE.AUTH_REQUIRED,
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message: "로그인이 필요합니다.",
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});
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}
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const rawBody = await readJsonBody(request);
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const parsed = signalRequestSchema.safeParse(rawBody);
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if (!parsed.success) {
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return createAutotradeErrorResponse({
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status: 400,
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code: AUTOTRADE_API_ERROR_CODE.INVALID_REQUEST,
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message: parsed.error.issues[0]?.message ?? "신호 생성 요청값이 올바르지 않습니다.",
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});
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}
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try {
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// [Step 1] 안전망: 우선 규칙 기반 fallback 신호를 준비합니다.
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const fallbackSignal = createFallbackSignalCandidate({
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strategy: parsed.data.strategy,
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snapshot: parsed.data.snapshot,
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});
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// [Step 2] 규칙 기반 강제 모드
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if (parsed.data.aiMode === "rule_fallback") {
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return NextResponse.json({
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ok: true,
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signal: fallbackSignal,
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});
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}
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// [Step 3] OpenAI 모드(auto/openai_api): 성공 시 해당 신호를 그대로 반환
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const shouldUseOpenAi = parsed.data.aiMode === "openai_api" || parsed.data.aiMode === "auto";
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if (shouldUseOpenAi && isOpenAiConfigured()) {
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const aiSignal = await generateSignalWithOpenAi({
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prompt: parsed.data.prompt,
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strategy: parsed.data.strategy,
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snapshot: parsed.data.snapshot,
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});
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if (aiSignal) {
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const localizedReason = ensureKoreanReason(aiSignal.reason, aiSignal.signal);
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return NextResponse.json({
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ok: true,
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signal: {
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...aiSignal,
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reason: localizedReason,
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},
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});
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}
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}
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// [Step 4] 구독형 CLI 모드(subscription_cli/auto-fallback): codex/gemini CLI 자동판단
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const shouldUseCli =
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parsed.data.aiMode === "subscription_cli" ||
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(parsed.data.aiMode === "auto" && !isOpenAiConfigured());
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if (shouldUseCli) {
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const cliResult = await generateSignalWithSubscriptionCliDetailed({
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prompt: parsed.data.prompt,
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strategy: parsed.data.strategy,
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snapshot: parsed.data.snapshot,
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preferredVendor: parsed.data.subscriptionCliVendor,
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preferredModel:
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parsed.data.subscriptionCliVendor && parsed.data.subscriptionCliVendor !== "auto"
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? parsed.data.subscriptionCliModel
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: undefined,
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});
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const normalizedCliSignal = normalizeCliSignalCandidate(
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cliResult.parsed,
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parsed.data.snapshot.symbol,
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);
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const cliParsed = signalResultSchema.safeParse(normalizedCliSignal);
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if (cliParsed.success) {
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const localizedReason = ensureKoreanReason(
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cliParsed.data.reason,
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cliParsed.data.signal,
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);
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return NextResponse.json({
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ok: true,
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signal: {
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...cliParsed.data,
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reason: localizedReason,
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source: "subscription_cli",
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providerVendor: cliResult.vendor ?? undefined,
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providerModel: cliResult.model ?? undefined,
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},
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});
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}
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const cliExecutionSummary = summarizeSubscriptionCliExecution(cliResult);
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return NextResponse.json({
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ok: true,
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signal: {
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...fallbackSignal,
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// CLI 응답이 비정상이어도 주문 엔진이 멈추지 않도록 fallback 신호로 대체합니다.
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reason: `구독형 CLI 응답을 해석하지 못해 규칙 기반 신호로 대체했습니다. (${cliExecutionSummary})`,
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providerVendor: cliResult.vendor ?? undefined,
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providerModel: cliResult.model ?? undefined,
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},
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});
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}
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return NextResponse.json({
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ok: true,
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signal: fallbackSignal,
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});
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} catch (error) {
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return createAutotradeErrorResponse({
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status: 500,
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code: AUTOTRADE_API_ERROR_CODE.INTERNAL,
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message: sanitizeAutotradeError(error, "신호 생성 중 오류가 발생했습니다."),
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});
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}
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}
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function normalizeCliSignalCandidate(raw: unknown, defaultSymbol: string) {
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const source = resolveSignalPayloadSource(raw);
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if (!source) return raw;
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const signal = normalizeSignalValue(source.signal ?? source.action ?? source.side);
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const confidence = clampNumber(source.confidence ?? source.score ?? source.probability, 0, 1);
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const reason = normalizeReasonText(source.reason ?? source.rationale ?? source.comment);
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const ttlSec = normalizeInteger(source.ttlSec ?? source.ttl, 20, 5, 300);
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const riskFlags = normalizeRiskFlags(source.riskFlags ?? source.risks);
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const proposedOrder = normalizeProposedOrder(source.proposedOrder ?? source.order, defaultSymbol);
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return {
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signal: signal ?? source.signal,
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confidence,
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reason,
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ttlSec,
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riskFlags,
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proposedOrder,
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};
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}
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function resolveSignalPayloadSource(raw: unknown): Record<string, unknown> | null {
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if (!raw || typeof raw !== "object") return null;
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const source = raw as Record<string, unknown>;
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if (source.signal || source.action || source.side || source.proposedOrder || source.order) {
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return source;
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}
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const nestedCandidate =
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source.decision ??
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source.result ??
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source.data ??
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source.output ??
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source.payload;
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if (!nestedCandidate || typeof nestedCandidate !== "object") {
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return null;
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}
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return nestedCandidate as Record<string, unknown>;
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}
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||
|
|
function normalizeSignalValue(raw: unknown) {
|
||
|
|
if (typeof raw !== "string") return null;
|
||
|
|
const normalized = raw.trim().toLowerCase();
|
||
|
|
if (normalized === "buy" || normalized === "sell" || normalized === "hold") {
|
||
|
|
return normalized;
|
||
|
|
}
|
||
|
|
return null;
|
||
|
|
}
|
||
|
|
|
||
|
|
function clampNumber(raw: unknown, min: number, max: number) {
|
||
|
|
const value = typeof raw === "number" ? raw : Number.parseFloat(String(raw ?? ""));
|
||
|
|
if (!Number.isFinite(value)) return 0.5;
|
||
|
|
return Math.min(max, Math.max(min, value));
|
||
|
|
}
|
||
|
|
|
||
|
|
function normalizeInteger(raw: unknown, fallback: number, min: number, max: number) {
|
||
|
|
const value = Number.parseInt(String(raw ?? ""), 10);
|
||
|
|
if (!Number.isFinite(value)) return fallback;
|
||
|
|
return Math.min(max, Math.max(min, value));
|
||
|
|
}
|
||
|
|
|
||
|
|
function normalizeReasonText(raw: unknown) {
|
||
|
|
const value = typeof raw === "string" ? raw.trim() : "";
|
||
|
|
if (!value) return "신호 사유가 없어 hold로 처리했습니다.";
|
||
|
|
return value.slice(0, 160);
|
||
|
|
}
|
||
|
|
|
||
|
|
function ensureKoreanReason(
|
||
|
|
reason: string,
|
||
|
|
signal: "buy" | "sell" | "hold",
|
||
|
|
) {
|
||
|
|
const normalized = normalizeReasonText(reason);
|
||
|
|
if (/[가-힣]/.test(normalized)) {
|
||
|
|
return normalized;
|
||
|
|
}
|
||
|
|
|
||
|
|
if (signal === "buy") {
|
||
|
|
return "상승 신호가 확인되어 매수 관점으로 판단했습니다.";
|
||
|
|
}
|
||
|
|
if (signal === "sell") {
|
||
|
|
return "하락 또는 과열 신호가 확인되어 매도 관점으로 판단했습니다.";
|
||
|
|
}
|
||
|
|
return "명확한 방향성이 부족해 대기 신호로 판단했습니다.";
|
||
|
|
}
|
||
|
|
|
||
|
|
function normalizeRiskFlags(raw: unknown) {
|
||
|
|
if (Array.isArray(raw)) {
|
||
|
|
return raw
|
||
|
|
.map((item) => String(item).trim())
|
||
|
|
.filter((item) => item.length > 0)
|
||
|
|
.slice(0, 10);
|
||
|
|
}
|
||
|
|
|
||
|
|
if (typeof raw === "string") {
|
||
|
|
return raw
|
||
|
|
.split(",")
|
||
|
|
.map((item) => item.trim())
|
||
|
|
.filter((item) => item.length > 0)
|
||
|
|
.slice(0, 10);
|
||
|
|
}
|
||
|
|
|
||
|
|
return [];
|
||
|
|
}
|
||
|
|
|
||
|
|
function normalizeProposedOrder(raw: unknown, defaultSymbol: string) {
|
||
|
|
if (!raw || typeof raw !== "object") return undefined;
|
||
|
|
const source = raw as Record<string, unknown>;
|
||
|
|
|
||
|
|
const side = normalizeSignalValue(source.side);
|
||
|
|
if (side !== "buy" && side !== "sell") return undefined;
|
||
|
|
|
||
|
|
const orderTypeRaw = String(source.orderType ?? source.type ?? "limit")
|
||
|
|
.trim()
|
||
|
|
.toLowerCase();
|
||
|
|
const orderType = orderTypeRaw === "market" ? "market" : "limit";
|
||
|
|
const symbolRaw = String(source.symbol ?? defaultSymbol).trim();
|
||
|
|
const symbol = /^\d{6}$/.test(symbolRaw) ? symbolRaw : defaultSymbol;
|
||
|
|
const price = parseOptionalPositiveNumber(source.price);
|
||
|
|
const quantity = parseOptionalPositiveInteger(source.quantity ?? source.qty);
|
||
|
|
|
||
|
|
return {
|
||
|
|
symbol,
|
||
|
|
side,
|
||
|
|
orderType,
|
||
|
|
price,
|
||
|
|
quantity,
|
||
|
|
};
|
||
|
|
}
|
||
|
|
|
||
|
|
function parseOptionalPositiveNumber(raw: unknown) {
|
||
|
|
if (raw === undefined || raw === null || raw === "") return undefined;
|
||
|
|
const value = typeof raw === "number" ? raw : Number.parseFloat(String(raw));
|
||
|
|
if (!Number.isFinite(value) || value <= 0) return undefined;
|
||
|
|
return value;
|
||
|
|
}
|
||
|
|
|
||
|
|
function parseOptionalPositiveInteger(raw: unknown) {
|
||
|
|
if (raw === undefined || raw === null || raw === "") return undefined;
|
||
|
|
const value = Number.parseInt(String(raw), 10);
|
||
|
|
if (!Number.isFinite(value) || value <= 0) return undefined;
|
||
|
|
return value;
|
||
|
|
}
|