auto-trade/features/trade/components/orderbook/orderbook-utils.ts

import type {
  DashboardRealtimeTradeTick,
  DashboardStockOrderBookResponse,
} from "@/features/trade/types/trade.types";

type OrderBookLevels = DashboardStockOrderBookResponse["levels"];

export interface BookRow {
  price: number;
  size: number;
  changeValue: number | null;
  isHighlighted: boolean;
}

/**
 * @description 실시간 호가 레벨 데이터가 실제 값을 포함하는지 검사합니다.
 * @see features/trade/components/orderbook/OrderBook.tsx levels 계산에서 WS 호가 유효성 판단에 사용합니다.
 */
export function hasOrderBookLevelData(levels: OrderBookLevels) {
  return levels.some(
    (level) =>
      level.askPrice > 0 ||
      level.bidPrice > 0 ||
      level.askSize > 0 ||
      level.bidSize > 0,
  );
}

/**
 * @description H0STOAA0 미수신 상황에서 체결(H0UNCNT0) 데이터로 최소 1호가를 구성합니다.
 * @see features/trade/utils/kisRealtimeUtils.ts parseKisRealtimeTickBatch 체결 데이터에서 1호가/잔량/총잔량을 파싱합니다.
 */
export function buildFallbackLevelsFromTick(
  latestTick: DashboardRealtimeTradeTick | null,
) {
  if (!latestTick) return [] as OrderBookLevels;
  if (latestTick.askPrice1 <= 0 && latestTick.bidPrice1 <= 0) {
    return [] as OrderBookLevels;
  }

  return [
    {
      askPrice: latestTick.askPrice1,
      bidPrice: latestTick.bidPrice1,
      askSize: Math.max(latestTick.askSize1, 0),
      bidSize: Math.max(latestTick.bidSize1, 0),
    },
  ] satisfies OrderBookLevels;
}

/** 천단위 구분 포맷 */
export function fmt(v: number) {
  return Number.isFinite(v) ? v.toLocaleString("ko-KR") : "0";
}

/** 부호 포함 퍼센트 */
export function fmtPct(v: number) {
  return `${v > 0 ? "+" : ""}${v.toFixed(2)}%`;
}

/** 등락률 계산 */
export function pctChange(price: number, base: number) {
  return base > 0 ? ((price - base) / base) * 100 : 0;
}

/**
 * @description 증감 숫자를 부호 포함 문자열로 포맷합니다.
 * @see features/trade/components/orderbook/orderbook-sections.tsx BookSideRows
 */
export function fmtSignedChange(v: number) {
  if (!Number.isFinite(v)) return "-";
  if (v > 0) return `+${fmt(v)}`;
  if (v < 0) return `-${fmt(Math.abs(v))}`;
  return "0";
}

/**
 * @description 증감값에 따라 색상 톤 클래스를 반환합니다.
 * @see features/trade/components/orderbook/orderbook-sections.tsx BookSideRows
 */
export function getChangeToneClass(
  changeValue: number | null,
  neutralClass = "text-muted-foreground",
) {
  if (changeValue === null) {
    return neutralClass;
  }
  if (changeValue > 0) {
    return "text-red-500";
  }
  if (changeValue < 0) {
    return "text-blue-600 dark:text-blue-400";
  }
  return neutralClass;
}

/** 체결 시각 포맷 */
export function fmtTime(hms: string) {
  if (!hms || hms.length !== 6) return "--:--:--";
  return `${hms.slice(0, 2)}:${hms.slice(2, 4)}:${hms.slice(4, 6)}`;
}

/**
 * @description 체결 틱 데이터에서 체결 주도 방향(매수/매도/중립)을 계산합니다.
 * @see features/trade/components/orderbook/orderbook-sections.tsx TradeTape 체결량 글자색 결정에 사용합니다.
 */
export function resolveTickExecutionSide(
  tick: DashboardRealtimeTradeTick,
  olderTick?: DashboardRealtimeTradeTick,
) {
  const executionClassCode = (tick.executionClassCode ?? "").trim();
  if (executionClassCode === "1" || executionClassCode === "2") {
    return "buy" as const;
  }
  if (executionClassCode === "4" || executionClassCode === "5") {
    return "sell" as const;
  }

  if (olderTick) {
    const netBuyDelta =
      tick.netBuyExecutionCount - olderTick.netBuyExecutionCount;
    if (netBuyDelta > 0) return "buy" as const;
    if (netBuyDelta < 0) return "sell" as const;

    const buyCountDelta = tick.buyExecutionCount - olderTick.buyExecutionCount;
    const sellCountDelta =
      tick.sellExecutionCount - olderTick.sellExecutionCount;
    if (buyCountDelta > sellCountDelta) return "buy" as const;
    if (buyCountDelta < sellCountDelta) return "sell" as const;
  }

  if (tick.askPrice1 > 0 && tick.bidPrice1 > 0) {
    if (tick.price >= tick.askPrice1 && tick.price > tick.bidPrice1) {
      return "buy" as const;
    }
    if (tick.price <= tick.bidPrice1 && tick.price < tick.askPrice1) {
      return "sell" as const;
    }
  }

  if (tick.tradeStrength > 100) return "buy" as const;
  if (tick.tradeStrength < 100) return "sell" as const;

  return "neutral" as const;
}

/**
 * @description 호가 레벨을 화면 렌더링용 행 모델로 변환합니다.
 * @summary UI 흐름: OrderBook(levels/basePrice/latestPrice) -> buildBookRows -> BookSideRows -> 가격/증감 반영
 * @see features/trade/components/orderbook/OrderBook.tsx OrderBook askRows/bidRows 계산
 */
export function buildBookRows({
  levels,
  side,
  basePrice,
  latestPrice,
}: {
  levels: OrderBookLevels;
  side: "ask" | "bid";
  basePrice: number;
  latestPrice: number;
}) {
  const normalizedLevels = side === "ask" ? [...levels].reverse() : levels;

  return normalizedLevels.map((level) => {
    const price = side === "ask" ? level.askPrice : level.bidPrice;
    const size = side === "ask" ? level.askSize : level.bidSize;
    const changeValue = resolvePriceChange(price, basePrice);

    return {
      price,
      size: Math.max(size, 0),
      changeValue,
      isHighlighted: latestPrice > 0 && price === latestPrice,
    } satisfies BookRow;
  });
}

/**
 * @description 호가/체결 증감 표시용 기준가(전일종가)를 결정합니다.
 * @summary UI 흐름: OrderBook props -> resolveReferencePrice -> 호가행/체결가 증감 계산 반영
 * @see features/trade/components/orderbook/OrderBook.tsx basePrice 계산
 */
export function resolveReferencePrice({
  referencePrice,
  latestTick,
}: {
  referencePrice?: number;
  latestTick: DashboardRealtimeTradeTick | null;
}) {
  if ((referencePrice ?? 0) > 0) {
    return referencePrice!;
  }

  if (latestTick?.price && Number.isFinite(latestTick.change)) {
    const derivedPrevClose = latestTick.price - latestTick.change;
    if (derivedPrevClose > 0) {
      return derivedPrevClose;
    }
  }

  return 0;
}

function resolvePriceChange(price: number, basePrice: number) {
  if (price <= 0 || basePrice <= 0) {
    return null;
  }
  return price - basePrice;
}