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auto-trade/features/dashboard/components/orderbook/OrderBook.tsx

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2026-02-10 11:16:39 +09:00
import { useEffect, useRef } from "react";
import { Tabs, TabsContent, TabsList, TabsTrigger } from "@/components/ui/tabs";
import { ScrollArea } from "@/components/ui/scroll-area";
import { Skeleton } from "@/components/ui/skeleton";
import type {
DashboardOrderBookLevel,
DashboardRealtimeTradeTick,
DashboardStockOrderBookResponse,
} from "@/features/dashboard/types/dashboard.types";
import { cn } from "@/lib/utils";
const FIXED_DEPTH_COUNT = 10;
interface OrderBookProps {
symbol?: string;
referencePrice?: number;
currentPrice?: number;
latestTick: DashboardRealtimeTradeTick | null;
recentTicks: DashboardRealtimeTradeTick[];
orderBook: DashboardStockOrderBookResponse | null;
isLoading?: boolean;
}
/**
* @description (//) UI
* @see features/dashboard/hooks/useOrderBook.ts +
*/
export function OrderBook({
symbol,
referencePrice,
currentPrice,
latestTick,
recentTicks,
orderBook,
isLoading,
}: OrderBookProps) {
const prevAskSizeByPriceRef = useRef<Map<number, number>>(new Map());
const prevBidSizeByPriceRef = useRef<Map<number, number>>(new Map());
// TODO: 상위 컴포넌트에서 실제 연결 상태를 props로 전달하도록 개선
const isTradeConnected = !!orderBook;
// ========== DERIVED STATE ==========
const rawAsks = orderBook ? [...orderBook.levels].reverse() : [];
const rawBids = orderBook ? orderBook.levels : [];
// ========== FIXED DEPTH ROWS ==========
const asks = toFixedDepthRows(rawAsks, FIXED_DEPTH_COUNT, "start");
const bids = toFixedDepthRows(rawBids, FIXED_DEPTH_COUNT, "end");
const bestAsk = findFirstPositive(asks, "askPrice");
const bestBid = findFirstPositive(bids, "bidPrice");
const spread =
bestAsk > 0 && bestBid > 0 ? Math.max(bestAsk - bestBid, 0) : 0;
const imbalance = calcImbalance(
orderBook ? orderBook.totalBidSize : 0,
orderBook ? orderBook.totalAskSize : 0,
);
// 최근 체결가와 정확히 일치하는 호가만 강조
const highlightedPrice = resolveHighlightedPrice(latestTick?.price, asks, bids);
const percentBasePrice =
referencePrice && referencePrice > 0
? referencePrice
: currentPrice && currentPrice > 0
? currentPrice
: 0;
// eslint-disable-next-line react-hooks/refs
const prevAskSizeByPrice = prevAskSizeByPriceRef.current;
// eslint-disable-next-line react-hooks/refs
const prevBidSizeByPrice = prevBidSizeByPriceRef.current;
// ========== PREV SNAPSHOT ==========
useEffect(() => {
if (!orderBook) {
prevAskSizeByPriceRef.current = new Map();
prevBidSizeByPriceRef.current = new Map();
return;
}
const snapshotAsks = toFixedDepthRows(
[...orderBook.levels].reverse(),
FIXED_DEPTH_COUNT,
"start",
);
const snapshotBids = toFixedDepthRows(
orderBook.levels,
FIXED_DEPTH_COUNT,
"end",
);
const nextAskMap = new Map<number, number>();
const nextBidMap = new Map<number, number>();
snapshotAsks.forEach((row) => {
if (row.askPrice > 0) {
nextAskMap.set(row.askPrice, row.askSize);
}
});
snapshotBids.forEach((row) => {
if (row.bidPrice > 0) {
nextBidMap.set(row.bidPrice, row.bidSize);
}
});
prevAskSizeByPriceRef.current = nextAskMap;
prevBidSizeByPriceRef.current = nextBidMap;
}, [orderBook]);
// ========== EMPTY STATE ==========
if (!symbol) {
return (
<div className="flex h-full items-center justify-center text-sm text-muted-foreground">
.
</div>
);
}
if (isLoading && !orderBook) {
return <OrderBookSkeleton />;
}
if (!orderBook) {
return (
<div className="flex h-full items-center justify-center text-sm text-muted-foreground">
.
</div>
);
}
return (
<div className="flex h-full min-h-0 flex-col bg-background">
{/* ========== TAB HEADER ========== */}
<Tabs defaultValue="normal" className="h-full min-h-0">
<div className="border-b px-2 pt-2">
<TabsList variant="line" className="w-full justify-start">
<TabsTrigger value="normal" className="px-3">
</TabsTrigger>
<TabsTrigger value="cumulative" className="px-3">
</TabsTrigger>
<TabsTrigger value="order" className="px-3">
</TabsTrigger>
</TabsList>
</div>
{/* ========== NORMAL TAB ========== */}
<TabsContent value="normal" className="min-h-0 flex-1">
<div className="grid h-full min-h-0 grid-rows-[1fr_190px] overflow-hidden border-t">
{/* ========== ORDER BOOK BODY ========== */}
<div className="grid min-h-0 grid-cols-[minmax(0,1fr)_150px] overflow-hidden">
<div className="min-h-0 border-r">
<BookHeader />
<ScrollArea className="h-[calc(100%-32px)]">
<BookSideRows
rows={asks}
side="ask"
maxSize={orderBook.totalAskSize}
percentBasePrice={percentBasePrice}
highlightedPrice={highlightedPrice}
previousSizeByPrice={prevAskSizeByPrice}
/>
<BookCenterRow
bestAsk={bestAsk}
bestBid={bestBid}
spread={spread}
imbalance={imbalance}
latestTick={latestTick}
/>
<BookSideRows
rows={bids}
side="bid"
maxSize={orderBook.totalBidSize}
percentBasePrice={percentBasePrice}
highlightedPrice={highlightedPrice}
previousSizeByPrice={prevBidSizeByPrice}
/>
</ScrollArea>
</div>
<BookRealtimeSummary
orderBook={orderBook}
latestTick={latestTick}
spread={spread}
imbalance={imbalance}
totalAskSize={orderBook.totalAskSize}
totalBidSize={orderBook.totalBidSize}
isTradeConnected={isTradeConnected}
/>
</div>
{/* ========== TRADE TAPE ========== */}
<TradeTape ticks={recentTicks} />
</div>
</TabsContent>
{/* ========== CUMULATIVE TAB ========== */}
<TabsContent value="cumulative" className="min-h-0 flex-1">
<ScrollArea className="h-full border-t">
<div className="p-3">
<div className="mb-2 grid grid-cols-3 text-[11px] font-medium text-muted-foreground">
<span> </span>
<span className="text-center"></span>
<span className="text-right"> </span>
</div>
<CumulativeRows asks={asks} bids={bids} />
</div>
</ScrollArea>
</TabsContent>
{/* ========== ORDER TAB ========== */}
<TabsContent value="order" className="min-h-0 flex-1">
<div className="flex h-full items-center justify-center border-t px-4 text-sm text-muted-foreground">
.
</div>
</TabsContent>
</Tabs>
</div>
);
}
/**
* @description
* @see OrderBook
*/
function BookHeader() {
return (
<div className="grid h-8 grid-cols-3 border-b bg-muted/20 text-[11px] font-medium text-muted-foreground">
<div className="flex items-center justify-end px-2"></div>
<div className="flex items-center justify-center border-x"></div>
<div className="flex items-center justify-start px-2"></div>
</div>
);
}
/**
* @description /
* @see OrderBook
*/
function BookSideRows({
rows,
side,
maxSize,
percentBasePrice,
highlightedPrice,
previousSizeByPrice,
}: {
rows: DashboardOrderBookLevel[];
side: "ask" | "bid";
maxSize: number;
percentBasePrice: number;
highlightedPrice: number;
previousSizeByPrice: Map<number, number>;
}) {
return (
<div className={cn(side === "ask" ? "bg-red-50/20" : "bg-blue-50/20")}>
{rows.map((row, index) => {
const price = side === "ask" ? row.askPrice : row.bidPrice;
const size = side === "ask" ? row.askSize : row.bidSize;
const ratio = maxSize > 0 ? Math.min((size / maxSize) * 100, 100) : 0;
const isHighlightedRow =
highlightedPrice > 0 && price > 0 && price === highlightedPrice;
const prevSize = price > 0 ? previousSizeByPrice.get(price) : undefined;
const delta = prevSize === undefined ? null : size - prevSize;
const deltaRate =
delta === null
? null
: prevSize !== undefined && prevSize > 0
? (delta / prevSize) * 100
: delta > 0
? 100
: 0;
return (
<div
key={`${side}-${index}-${price}-${size}`}
className={cn(
"grid h-8 grid-cols-3 border-b border-border/40 text-xs",
isHighlightedRow && "bg-amber-100/40 dark:bg-amber-900/20",
)}
>
<div className="relative flex items-center justify-end px-2">
{side === "ask" && (
<>
<DepthBar ratio={ratio} side={side} />
<div className="relative z-10 flex w-full items-center justify-end gap-1">
<span className="tabular-nums">{formatNumber(size)}</span>
<SizeDeltaIndicator delta={delta} deltaRate={deltaRate} />
</div>
</>
)}
</div>
<div
className={cn(
"flex items-center justify-center border-x font-medium tabular-nums",
isHighlightedRow &&
"relative border-x-amber-400 bg-amber-50/70 dark:bg-amber-900/25",
)}
>
<div className="flex w-full items-center justify-center gap-1">
<span
className={cn(
side === "ask" ? "text-red-600" : "text-blue-600",
price <= 0 && "text-muted-foreground",
)}
>
{price > 0 ? formatNumber(price) : "-"}
</span>
<span
className={cn(
"text-[10px]",
price > 0 && percentBasePrice > 0
? calcChangePercent(price, percentBasePrice) >= 0
? "text-red-500"
: "text-blue-500"
: "text-muted-foreground",
)}
>
{price > 0 && percentBasePrice > 0
? formatSignedPercent(calcChangePercent(price, percentBasePrice))
: "-"}
</span>
{isHighlightedRow && (
<span className="text-[10px] font-semibold text-amber-600 dark:text-amber-400">
</span>
)}
</div>
</div>
<div className="relative flex items-center justify-start px-2">
{side === "bid" && (
<>
<DepthBar ratio={ratio} side={side} />
<div className="relative z-10 flex w-full items-center justify-start gap-1">
<span className="tabular-nums">{formatNumber(size)}</span>
<SizeDeltaIndicator delta={delta} deltaRate={deltaRate} />
</div>
</>
)}
</div>
</div>
);
})}
</div>
);
}
/**
* @description ( + )
* @see BookSideRows +/-%
*/
function SizeDeltaIndicator({
delta,
deltaRate,
}: {
delta: number | null;
deltaRate: number | null;
}) {
if (delta === null || delta === 0 || deltaRate === null) {
return <span className="text-[10px] text-muted-foreground">-</span>;
}
return (
<span
className={cn(
"text-[10px] tabular-nums",
delta > 0 ? "text-red-500" : "text-blue-500",
)}
>
{formatSignedNumber(delta)} ({formatSignedPercent(deltaRate)})
</span>
);
}
/**
* @description (//)
* @see OrderBook
*/
function BookCenterRow({
bestAsk,
bestBid,
spread,
imbalance,
latestTick,
}: {
bestAsk: number;
bestBid: number;
spread: number;
imbalance: number;
latestTick: DashboardRealtimeTradeTick | null;
}) {
return (
<div className="border-y bg-background">
<div className="grid h-8 grid-cols-3 text-[11px]">
<div className="flex items-center justify-end px-2 text-red-600 tabular-nums">
{bestAsk > 0 ? `매도1 ${formatNumber(bestAsk)}` : "-"}
</div>
<div className="flex items-center justify-center border-x text-muted-foreground">
{formatNumber(spread)}
</div>
<div className="flex items-center justify-start px-2 text-blue-600 tabular-nums">
{bestBid > 0 ? `매수1 ${formatNumber(bestBid)}` : "-"}
</div>
</div>
<div className="grid h-7 grid-cols-3 border-t text-[10px]">
<div className="flex items-center justify-end px-2 text-muted-foreground">
{latestTick ? `${latestTick.tradeStrength.toFixed(2)}%` : "-"}
</div>
<div className="flex items-center justify-center border-x text-muted-foreground">
{imbalance >= 0 ? "+" : ""}
{imbalance.toFixed(2)}%
</div>
<div className="flex items-center justify-start px-2 text-muted-foreground">
{latestTick ? formatNumber(latestTick.tradeVolume) : "-"}
</div>
</div>
</div>
);
}
function BookRealtimeSummary({
orderBook,
latestTick,
spread,
imbalance,
totalAskSize,
totalBidSize,
isTradeConnected,
}: {
orderBook: {
accumulatedVolume?: number;
anticipatedVolume?: number;
anticipatedPrice?: number;
anticipatedChangeRate?: number;
};
latestTick: DashboardRealtimeTradeTick | null;
spread: number;
imbalance: number;
totalAskSize: number;
totalBidSize: number;
isTradeConnected: boolean;
}) {
return (
<div className="border-l bg-muted/15 p-2 text-[11px]">
{/* ========== WS STATUS ========== */}
<div className="mb-2 flex items-center justify-between rounded border bg-background px-2 py-1">
<span className="text-muted-foreground"></span>
<span
className={cn(
"font-medium",
isTradeConnected ? "text-green-600" : "text-muted-foreground",
)}
>
{isTradeConnected ? "연결됨" : "연결 대기"}
</span>
</div>
<SummaryItem
label="거래량"
value={formatNumber(latestTick?.tradeVolume ?? orderBook.anticipatedVolume ?? 0)}
/>
<SummaryItem
label="누적거래량"
value={formatNumber(
latestTick?.accumulatedVolume ?? orderBook.accumulatedVolume ?? 0,
)}
/>
<SummaryItem
label="체결강도"
value={
latestTick
? `${latestTick.tradeStrength.toFixed(2)}%`
: orderBook.anticipatedChangeRate !== undefined
? `${orderBook.anticipatedChangeRate.toFixed(2)}%`
: "-"
}
/>
<SummaryItem
label="예상체결가"
value={formatNumber(orderBook.anticipatedPrice ?? 0)}
/>
<SummaryItem
label="매도1호가"
value={latestTick ? formatNumber(latestTick.askPrice1) : "-"}
tone="ask"
/>
<SummaryItem
label="매수1호가"
value={latestTick ? formatNumber(latestTick.bidPrice1) : "-"}
tone="bid"
/>
<SummaryItem
label="매수체결"
value={latestTick ? formatNumber(latestTick.buyExecutionCount) : "-"}
/>
<SummaryItem
label="매도체결"
value={latestTick ? formatNumber(latestTick.sellExecutionCount) : "-"}
/>
<SummaryItem
label="순매수체결"
value={latestTick ? formatNumber(latestTick.netBuyExecutionCount) : "-"}
/>
<SummaryItem label="총 매도잔량" value={formatNumber(totalAskSize)} tone="ask" />
<SummaryItem label="총 매수잔량" value={formatNumber(totalBidSize)} tone="bid" />
<SummaryItem label="스프레드" value={formatNumber(spread)} />
<SummaryItem
label="수급 불균형"
value={`${imbalance >= 0 ? "+" : ""}${imbalance.toFixed(2)}%`}
tone={imbalance >= 0 ? "bid" : "ask"}
/>
</div>
);
}
function SummaryItem({
label,
value,
tone,
}: {
label: string;
value: string;
tone?: "ask" | "bid";
}) {
return (
<div className="mb-1.5 flex items-center justify-between rounded border bg-background px-2 py-1">
<span className="text-muted-foreground">{label}</span>
<span
className={cn(
"font-medium tabular-nums",
tone === "ask" && "text-red-600",
tone === "bid" && "text-blue-600",
)}
>
{value}
</span>
</div>
);
}
/**
* @description
* @see features/dashboard/hooks/useKisTradeWebSocket.ts recentTradeTicks
*/
function TradeTape({ ticks }: { ticks: DashboardRealtimeTradeTick[] }) {
return (
<div className="border-t bg-background">
{/* ========== TRADE TAPE HEADER ========== */}
<div className="grid h-7 grid-cols-4 border-b bg-muted/20 px-2 text-[11px] font-medium text-muted-foreground">
<div className="flex items-center"></div>
<div className="flex items-center justify-end"></div>
<div className="flex items-center justify-end"></div>
<div className="flex items-center justify-end"></div>
</div>
{/* ========== TRADE TAPE ROWS ========== */}
<ScrollArea className="h-[162px]">
<div>
{ticks.length === 0 && (
<div className="flex h-[160px] items-center justify-center text-xs text-muted-foreground">
.
</div>
)}
{ticks.map((tick, index) => (
<div
key={`${tick.tickTime}-${tick.price}-${tick.tradeVolume}-${index}`}
className="grid h-8 grid-cols-4 border-b border-border/40 px-2 text-xs"
>
<div className="flex items-center tabular-nums">
{formatTickTime(tick.tickTime)}
</div>
<div className="flex items-center justify-end tabular-nums text-red-600">
{formatNumber(tick.price)}
</div>
<div className="flex items-center justify-end tabular-nums text-blue-600">
{formatNumber(tick.tradeVolume)}
</div>
<div className="flex items-center justify-end tabular-nums">
{tick.tradeStrength.toFixed(2)}%
</div>
</div>
))}
</div>
</ScrollArea>
</div>
);
}
/**
* @description
* @see OrderBook
*/
function CumulativeRows({
asks,
bids,
}: {
asks: DashboardOrderBookLevel[];
bids: DashboardOrderBookLevel[];
}) {
const maxLen = Math.max(asks.length, bids.length);
const cumulativeRows: Array<{
key: string;
askAcc: number;
bidAcc: number;
price: number;
}> = [];
let askAcc = 0;
let bidAcc = 0;
for (let index = 0; index < maxLen; index += 1) {
const askRow = asks[index];
const bidRow = bids[index];
askAcc += askRow?.askSize ?? 0;
bidAcc += bidRow?.bidSize ?? 0;
cumulativeRows.push({
key: `acc-${index}`,
askAcc,
bidAcc,
price: askRow?.askPrice || bidRow?.bidPrice || 0,
});
}
return (
<div className="space-y-1">
{cumulativeRows.map((row) => (
<div
key={row.key}
className="grid h-7 grid-cols-3 items-center rounded border bg-background px-2 text-xs"
>
<span className="tabular-nums text-red-600">{formatNumber(row.askAcc)}</span>
<span className="text-center font-medium tabular-nums">
{formatNumber(row.price)}
</span>
<span className="text-right tabular-nums text-blue-600">
{formatNumber(row.bidAcc)}
</span>
</div>
))}
</div>
);
}
function DepthBar({ ratio, side }: { ratio: number; side: "ask" | "bid" }) {
return (
<div
className={cn(
"absolute inset-y-1 z-0 rounded-sm",
side === "ask" ? "right-1 bg-red-200/50" : "left-1 bg-blue-200/50",
)}
style={{ width: `${ratio}%` }}
/>
);
}
function OrderBookSkeleton() {
return (
<div className="flex h-full flex-col p-3">
<div className="mb-3 grid grid-cols-3 gap-2">
<Skeleton className="h-8 w-full" />
<Skeleton className="h-8 w-full" />
<Skeleton className="h-8 w-full" />
</div>
<div className="space-y-2">
{Array.from({ length: 16 }).map((_, i) => (
<Skeleton key={i} className="h-7 w-full" />
))}
</div>
</div>
);
}
function findFirstPositive(
rows: DashboardOrderBookLevel[],
key: "askPrice" | "bidPrice",
) {
const row = rows.find((item) => item[key] > 0);
return row?.[key] ?? 0;
}
function calcImbalance(totalBid: number, totalAsk: number) {
const sum = totalBid + totalAsk;
if (sum === 0) return 0;
return ((totalBid - totalAsk) / sum) * 100;
}
/**
* @description ( 10) UI .
* @see OrderBook /
*/
function toFixedDepthRows(
rows: DashboardOrderBookLevel[],
targetCount: number,
padDirection: "start" | "end",
) {
if (rows.length === targetCount) return rows;
if (rows.length > targetCount) {
return rows.slice(0, targetCount);
}
const emptyRows = Array.from({ length: targetCount - rows.length }, () => ({
askPrice: 0,
bidPrice: 0,
askSize: 0,
bidSize: 0,
}));
return padDirection === "start"
? [...emptyRows, ...rows]
: [...rows, ...emptyRows];
}
function resolveHighlightedPrice(
latestTickPrice: number | undefined,
asks: DashboardOrderBookLevel[],
bids: DashboardOrderBookLevel[],
) {
const preferred = latestTickPrice && latestTickPrice > 0 ? latestTickPrice : 0;
if (preferred <= 0) return 0;
const candidates = [
...asks.map((row) => row.askPrice),
...bids.map((row) => row.bidPrice),
].filter((price) => price > 0);
if (candidates.length === 0) return 0;
return candidates.includes(preferred) ? preferred : 0;
}
function formatTickTime(hhmmss: string) {
if (!hhmmss || hhmmss.length !== 6) return "--:--:--";
return `${hhmmss.slice(0, 2)}:${hhmmss.slice(2, 4)}:${hhmmss.slice(4, 6)}`;
}
function formatNumber(value: number) {
return Number.isFinite(value) ? value.toLocaleString("ko-KR") : "0";
}
function formatSignedNumber(value: number) {
const sign = value > 0 ? "+" : "";
return `${sign}${value.toLocaleString("ko-KR")}`;
}
function calcChangePercent(price: number, basePrice: number) {
if (basePrice <= 0) return 0;
return ((price - basePrice) / basePrice) * 100;
}
function formatSignedPercent(value: number) {
const sign = value > 0 ? "+" : "";
return `${sign}${value.toFixed(2)}%`;
}