Files
auto-trade/features/trade/hooks/useTradeTickSubscription.ts

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import { useState, useRef, useEffect } from "react";
import type { KisRuntimeCredentials } from "@/features/settings/store/use-kis-runtime-store";
import type { DashboardRealtimeTradeTick } from "@/features/trade/types/trade.types";
import { useKisWebSocketStore } from "@/features/kis-realtime/stores/kisWebSocketStore";
import {
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extractKisRealtimeTrId,
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parseKisRealtimeTickBatch,
resolveTradeTrIds,
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shouldAcceptRealtimeMessageByPriority,
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} from "@/features/trade/utils/kisRealtimeUtils";
import type { DomesticKisSession } from "@/lib/kis/domestic-market-session";
const MAX_TRADE_TICKS = 10;
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const STABLE_SOURCE_STALE_MS = Number.POSITIVE_INFINITY;
const FLEXIBLE_SOURCE_STALE_MS = 3_000;
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interface UseTradeTickSubscriptionParams {
symbol: string | undefined;
isVerified: boolean;
credentials: KisRuntimeCredentials | null;
marketSession: DomesticKisSession;
onTick?: (tick: DashboardRealtimeTradeTick) => void;
}
/**
* @description (Tick) .
* - (parsing)
* - (deduplication)
* - N개의 (recentTradeTicks) (latestTick) .
*/
export function useTradeTickSubscription({
symbol,
isVerified,
credentials,
marketSession,
onTick,
}: UseTradeTickSubscriptionParams) {
const [latestTick, setLatestTick] =
useState<DashboardRealtimeTradeTick | null>(null);
const [recentTradeTicks, setRecentTradeTicks] = useState<
DashboardRealtimeTradeTick[]
>([]);
const [lastTickAt, setLastTickAt] = useState<number | null>(null);
const seenTickRef = useRef<Set<string>>(new Set());
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const activeTradeTrIdRef = useRef<string | null>(null);
const activeTradeTrUpdatedAtRef = useRef(0);
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const subscribeRef = useRef(useKisWebSocketStore.getState().subscribe);
const connectRef = useRef(useKisWebSocketStore.getState().connect);
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const onTickRef = useRef(onTick);
useEffect(() => {
onTickRef.current = onTick;
}, [onTick]);
// 1. 심볼이 변경되면 상태를 초기화합니다.
// 1. 심볼 변경 시 상태 초기화 (Render-time adjustment)
const [prevSymbol, setPrevSymbol] = useState(symbol);
if (symbol !== prevSymbol) {
setPrevSymbol(symbol);
setLatestTick(null);
setRecentTradeTicks([]);
setLastTickAt(null);
}
// Ref는 렌더링 도중 수정하면 안 되므로 useEffect에서 초기화
useEffect(() => {
seenTickRef.current.clear();
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activeTradeTrIdRef.current = null;
activeTradeTrUpdatedAtRef.current = 0;
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}, [symbol]);
// 2. 실시간 데이터 구독
useEffect(() => {
if (!symbol || !isVerified || !credentials) return;
connectRef.current();
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const trIds = resolveTradeTrIds(credentials.tradingEnv, marketSession);
const unsubscribers: Array<() => void> = [];
const handleTradeMessage = (data: string) => {
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const incomingTrId = extractKisRealtimeTrId(data);
if (!incomingTrId) return;
// UI 흐름: 소켓 수신 -> TR 우선순위 고정(ST 우선) -> 파싱 -> 상태 반영
const shouldAccept = shouldAcceptRealtimeMessageByPriority({
incomingTrId,
preferredTrIds: trIds,
activeTrId: activeTradeTrIdRef.current,
activeTrUpdatedAtMs: activeTradeTrUpdatedAtRef.current,
// 장중에는 상위 소스를 고정하고, 시간외에서는 상위 소스가 잠잠할 때 하위(예상체결)로 폴백 허용
staleAfterMs:
marketSession === "regular" ||
marketSession === "openAuction" ||
marketSession === "closeAuction"
? STABLE_SOURCE_STALE_MS
: FLEXIBLE_SOURCE_STALE_MS,
});
if (!shouldAccept) return;
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const ticks = parseKisRealtimeTickBatch(data, symbol);
if (ticks.length === 0) return;
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const executedTicks = ticks.filter(
(tick) => !tick.isExpected && tick.tradeVolume > 0,
);
const expectedTicks = ticks.filter((tick) => tick.isExpected);
// 시간외 예상체결은 가격 갱신용으로만 사용하고, 체결목록(recentTradeTicks)에는 넣지 않습니다.
// UI 흐름: 소켓 수신 -> 예상체결 파싱 -> latestTick 갱신 -> 헤더/중앙가 반영
if (executedTicks.length === 0 && expectedTicks.length > 0) {
const latestExpected = expectedTicks[expectedTicks.length - 1];
const expectedForDisplay = {
...latestExpected,
tradeVolume: 0,
};
activeTradeTrIdRef.current = incomingTrId;
activeTradeTrUpdatedAtRef.current = Date.now();
setLatestTick(expectedForDisplay);
setLastTickAt(Date.now());
onTickRef.current?.(expectedForDisplay);
return;
}
if (executedTicks.length === 0) return;
activeTradeTrIdRef.current = incomingTrId;
activeTradeTrUpdatedAtRef.current = Date.now();
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const dedupedTicks = executedTicks.filter((tick) => {
const key = `exe-${incomingTrId}-${tick.tickTime}-${tick.price}-${tick.tradeVolume}`;
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if (seenTickRef.current.has(key)) return false;
seenTickRef.current.add(key);
if (seenTickRef.current.size > 5_000) seenTickRef.current.clear();
return true;
});
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const latest = executedTicks[executedTicks.length - 1];
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setLatestTick(latest);
setLastTickAt(Date.now());
if (dedupedTicks.length > 0) {
setRecentTradeTicks((prev) =>
[...dedupedTicks.reverse(), ...prev].slice(0, MAX_TRADE_TICKS),
);
}
onTickRef.current?.(latest);
};
for (const trId of trIds) {
unsubscribers.push(
subscribeRef.current(trId, symbol, handleTradeMessage),
);
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}
return () => {
unsubscribers.forEach((unsub) => unsub());
};
}, [symbol, isVerified, credentials, marketSession]);
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return { latestTick, recentTradeTicks, lastTickAt };
}