Files
auto-trade/features/dashboard/hooks/useKisTradeWebSocket.ts

349 lines
10 KiB
TypeScript
Raw Normal View History

2026-02-10 11:16:39 +09:00
import { useEffect, useRef, useState } from "react";
import {
type KisRuntimeCredentials,
useKisRuntimeStore,
} from "@/features/dashboard/store/use-kis-runtime-store";
import type {
DashboardRealtimeTradeTick,
DashboardStockOrderBookResponse,
StockCandlePoint,
} from "@/features/dashboard/types/dashboard.types";
import {
appendRealtimeTick,
buildKisRealtimeMessage,
parseKisRealtimeOrderbook,
parseKisRealtimeTickBatch,
toTickOrderValue,
} from "@/features/dashboard/utils/kis-realtime.utils";
const KIS_REALTIME_TR_ID_REAL = "H0STCNT0";
const KIS_REALTIME_TR_ID_OVERTIME = "H0STOUP0"; // 시간외 단일가
const KIS_REALTIME_TR_ID_MOCK = "H0STCNT0";
/** 호가 TR ID (정규장 / 시간외) */
const ORDERBOOK_TR_ID_KRX = "H0STASP0";
const ORDERBOOK_TR_ID_OVERTIME = "H0STOAA0";
function resolveOrderBookTrId() {
const now = new Date();
const h = now.getHours();
const m = now.getMinutes();
const t = h * 100 + m;
return t >= 1600 && t < 1800 ? ORDERBOOK_TR_ID_OVERTIME : ORDERBOOK_TR_ID_KRX;
}
const MAX_TRADE_TICKS = 10; // 체결 테이프용 최대 개수
function resolveRealtimeTrId(tradingEnv: KisRuntimeCredentials["tradingEnv"]) {
if (tradingEnv === "mock") return KIS_REALTIME_TR_ID_MOCK;
// 현재 시간(KST) 체크 - 사용자 브라우저 시간 기준
const now = new Date();
const hours = now.getHours();
const minutes = now.getMinutes();
const time = hours * 100 + minutes;
// 16:00 ~ 18:00 사이는 시간외 단일가 TR ID 사용
if (time >= 1600 && time < 1800) {
return KIS_REALTIME_TR_ID_OVERTIME;
}
return KIS_REALTIME_TR_ID_REAL;
}
/**
* @description (H0STCNT0)
* - StockHeader: 실시간 , , ///
* - StockLineChart: 실시간 (/ )
* - OrderBook (TradeTape):
*/
export function useKisTradeWebSocket(
symbol: string | undefined,
credentials: KisRuntimeCredentials | null,
isVerified: boolean,
onTick?: (tick: DashboardRealtimeTradeTick) => void,
options?: {
/** 호가도 같은 WS에서 구독 (KIS 동시 연결 제한 우회) */
orderBookSymbol?: string;
orderBookMarket?: "KOSPI" | "KOSDAQ";
onOrderBookMessage?: (data: DashboardStockOrderBookResponse) => void;
},
) {
// 1. StockHeader용 최신 데이터
const [latestTick, setLatestTick] =
useState<DashboardRealtimeTradeTick | null>(null);
// 2. StockLineChart용 캔들 데이터
const [realtimeCandles, setRealtimeCandles] = useState<StockCandlePoint[]>(
[],
);
// 3. TradeTape용 최근 체결 리스트
const [recentTradeTicks, setRecentTradeTicks] = useState<
DashboardRealtimeTradeTick[]
>([]);
// 연결 상태
const [isConnected, setIsConnected] = useState(false);
const [error, setError] = useState<string | null>(null);
const [lastTickAt, setLastTickAt] = useState<number | null>(null);
const socketRef = useRef<WebSocket | null>(null);
const approvalKeyRef = useRef<string | null>(null);
const lastTickOrderRef = useRef<number>(-1);
const seenTickRef = useRef<Set<string>>(new Set());
const realtimeTrId = credentials
? resolveRealtimeTrId(credentials.tradingEnv)
: null;
// 데이터 없음 감지 (8초)
useEffect(() => {
if (!isConnected || lastTickAt) return;
const noTickTimer = window.setTimeout(() => {
setError(
"실시간 연결은 되었지만 체결 데이터가 없습니다. 장중(09:00~15:30)인지 확인해 주세요.",
);
}, 8000);
return () => {
window.clearTimeout(noTickTimer);
};
}, [isConnected, lastTickAt]);
const obSymbol = options?.orderBookSymbol;
const onOrderBookMsg = options?.onOrderBookMessage;
const obTrId = obSymbol ? resolveOrderBookTrId() : null;
// 웹소켓 연결 로직
useEffect(() => {
// 초기화
setLatestTick(null);
setRealtimeCandles([]);
setRecentTradeTicks([]);
setError(null);
seenTickRef.current.clear();
if (!symbol || !isVerified || !credentials) {
if (socketRef.current) {
socketRef.current.close();
socketRef.current = null;
}
approvalKeyRef.current = null;
setIsConnected(false);
return;
}
let disposed = false;
let socket: WebSocket | null = null;
const trId = resolveRealtimeTrId(credentials.tradingEnv);
const connect = async () => {
try {
setError(null);
setIsConnected(false);
const approvalKey = await useKisRuntimeStore
.getState()
.getOrFetchApprovalKey();
if (!approvalKey) {
throw new Error("웹소켓 승인키 발급에 실패했습니다.");
}
if (disposed) return;
approvalKeyRef.current = approvalKey;
const wsBaseUrl =
process.env.NEXT_PUBLIC_KIS_WS_URL ||
"ws://ops.koreainvestment.com:21000";
socket = new WebSocket(`${wsBaseUrl}/tryitout/${trId}`);
socketRef.current = socket;
console.log("[WS URL]", `${wsBaseUrl}/tryitout/${trId}`);
socket.onopen = () => {
if (disposed || !approvalKeyRef.current) return;
// 체결 구독
const subscribeMessage = buildKisRealtimeMessage(
approvalKeyRef.current,
symbol,
trId,
"1",
);
socket?.send(JSON.stringify(subscribeMessage));
// 호가 구독 (같은 소켓에서)
if (obSymbol && obTrId && approvalKeyRef.current) {
const obSubscribe = buildKisRealtimeMessage(
approvalKeyRef.current,
obSymbol,
obTrId,
"1",
);
socket?.send(JSON.stringify(obSubscribe));
}
setIsConnected(true);
};
socket.onmessage = (event) => {
if (disposed || typeof event.data !== "string") return;
// 호가 메시지인지 먼저 확인 (TR ID: H0STASP0 / H0STOAA0)
if (obSymbol && onOrderBookMsg) {
const orderBook = parseKisRealtimeOrderbook(event.data, obSymbol);
if (orderBook) {
if (credentials) {
orderBook.tradingEnv = credentials.tradingEnv;
}
onOrderBookMsg(orderBook);
return;
}
}
const parsedTicks = parseKisRealtimeTickBatch(event.data, symbol);
if (parsedTicks.length === 0) {
// 구독 확인 JSON 메시지 등은 무시
return;
}
// 1. 데이터 정제 및 중복 제거 (TradeTape용)
const meaningfulTicks = parsedTicks.filter(
(tick) => tick.tradeVolume > 0,
);
const dedupedForTape = meaningfulTicks.filter((tick) => {
const key = `${tick.tickTime}-${tick.price}-${tick.tradeVolume}`;
if (seenTickRef.current.has(key)) return false;
seenTickRef.current.add(key);
return true;
});
// 2. 최신 틱 업데이트 (StockHeader용)
// 배치 중 가장 마지막(최신) 틱을 사용
const lastTickInBatch = parsedTicks[parsedTicks.length - 1];
setLatestTick(lastTickInBatch);
// 3. 캔들 업데이트 (StockLineChart용)
// 지연 도착 틱 필터링
const nextTickOrder = toTickOrderValue(lastTickInBatch.tickTime);
if (nextTickOrder > 0) {
if (lastTickOrderRef.current <= nextTickOrder) {
lastTickOrderRef.current = nextTickOrder;
const candlePoint: StockCandlePoint = {
time: formatTime(lastTickInBatch.tickTime),
price: lastTickInBatch.price,
// 필요한 경우 open, high, low, volume 등을 여기서 조합 가능
// 현재 차트 컴포넌트는 Point 단위로 price만 주로 씀
};
setRealtimeCandles((prev) =>
appendRealtimeTick(prev, candlePoint),
);
}
}
// 4. 체결 테이프 업데이트
if (dedupedForTape.length > 0) {
setRecentTradeTicks((prev) =>
[...dedupedForTape.reverse(), ...prev].slice(0, MAX_TRADE_TICKS),
);
}
// 5. 콜백 및 상태 업데이트
setError(null);
setLastTickAt(Date.now());
// onTick 콜백용 데이터 구성
if (onTick) {
onTick(lastTickInBatch);
}
};
socket.onerror = () => {
if (disposed) return;
setIsConnected(false);
// setError("실시간 체결 연결 중 오류가 발생했습니다.");
};
socket.onclose = () => {
if (disposed) return;
setIsConnected(false);
};
} catch (err) {
if (disposed) return;
const message =
err instanceof Error
? err.message
: "실시간 웹소켓 초기화 중 오류가 발생했습니다.";
setError(message);
setIsConnected(false);
}
};
void connect();
const seenTickRefCurrent = seenTickRef.current;
return () => {
disposed = true;
setIsConnected(false);
const approvalKey = approvalKeyRef.current;
if (socket?.readyState === WebSocket.OPEN && approvalKey) {
// 체결 구독 해제
const unsubscribeMessage = buildKisRealtimeMessage(
approvalKey,
symbol,
trId,
"2",
);
socket.send(JSON.stringify(unsubscribeMessage));
// 호가 구독 해제
if (obSymbol && obTrId) {
const obUnsubscribe = buildKisRealtimeMessage(
approvalKey,
obSymbol,
obTrId,
"2",
);
socket.send(JSON.stringify(obUnsubscribe));
}
}
socket?.close();
if (socketRef.current === socket) {
socketRef.current = null;
}
approvalKeyRef.current = null;
seenTickRefCurrent.clear();
};
}, [
isVerified,
symbol,
credentials,
onTick,
obSymbol,
obTrId,
onOrderBookMsg,
]);
return {
latestTick, // Header용
realtimeCandles, // Chart용
recentTradeTicks, // Tape용
isConnected,
error,
lastTickAt,
realtimeTrId: realtimeTrId ?? KIS_REALTIME_TR_ID_REAL,
};
}
function formatTime(hhmmss: string) {
if (!hhmmss || hhmmss.length !== 6) return "실시간";
return `${hhmmss.slice(0, 2)}:${hhmmss.slice(2, 4)}:${hhmmss.slice(4, 6)}`;
}