대시보드 실시간 기능 추가
This commit is contained in:
29
features/trade/hooks/useDomesticSession.ts
Normal file
29
features/trade/hooks/useDomesticSession.ts
Normal file
@@ -0,0 +1,29 @@
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import { useState, useEffect } from "react";
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import {
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resolveDomesticKisSession,
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type DomesticKisSession,
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} from "@/lib/kis/domestic-market-session";
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// 클라이언트 환경에서 현재 시간을 기준으로 세션을 계산합니다.
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// 매 30초마다 갱신됩니다.
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/**
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* @description 국내 주식 시장의 세션(장 운영 상태)을 관리하는 훅입니다.
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* client-side에서 로컬 스토리지를 확인하거나 기본 세션을 반환하며,
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* 30초마다 세션 정보를 갱신하여 장 시작/마감/시간외 단일가 등 상태 변화를 감지합니다.
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*/
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export function useDomesticSession() {
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const [marketSession, setMarketSession] = useState<DomesticKisSession>(() =>
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resolveDomesticKisSession(),
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);
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useEffect(() => {
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const timerId = window.setInterval(() => {
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const nextSession = resolveDomesticKisSession();
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setMarketSession((prev) => (prev === nextSession ? prev : nextSession));
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}, 30_000);
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return () => window.clearInterval(timerId);
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}, []);
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return marketSession;
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}
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@@ -1,156 +1,24 @@
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import { useEffect, useRef, useState } from "react";
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import {
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type KisRuntimeCredentials,
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useKisRuntimeStore,
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} from "@/features/settings/store/use-kis-runtime-store";
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import { useEffect, useMemo } from "react";
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import { type KisRuntimeCredentials } from "@/features/settings/store/use-kis-runtime-store";
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import type {
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DashboardRealtimeTradeTick,
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DashboardStockOrderBookResponse,
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} from "@/features/trade/types/trade.types";
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import {
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buildKisRealtimeMessage,
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parseKisRealtimeOrderbook,
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parseKisRealtimeTickBatch,
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} from "@/features/trade/utils/kis-realtime.utils";
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import {
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DOMESTIC_KIS_SESSION_OVERRIDE_STORAGE_KEY,
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resolveDomesticKisSession,
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shouldUseAfterHoursSinglePriceTr,
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shouldUseExpectedExecutionTr,
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type DomesticKisSession,
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} from "@/lib/kis/domestic-market-session";
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const TRADE_TR_ID = "H0STCNT0";
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const TRADE_TR_ID_EXPECTED = "H0STANC0";
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const TRADE_TR_ID_OVERTIME = "H0STOUP0";
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const TRADE_TR_ID_OVERTIME_EXPECTED = "H0STOAC0";
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const TRADE_TR_ID_TOTAL = "H0UNCNT0";
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const TRADE_TR_ID_TOTAL_EXPECTED = "H0UNANC0";
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const ORDERBOOK_TR_ID = "H0STASP0";
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const ORDERBOOK_TR_ID_OVERTIME = "H0STOAA0";
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const MAX_TRADE_TICKS = 10;
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const WS_DEBUG_STORAGE_KEY = "KIS_WS_DEBUG";
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import { resolveTradeTrIds } from "@/features/trade/utils/kisRealtimeUtils";
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import { useKisWebSocketStore } from "@/features/kis-realtime/stores/kisWebSocketStore";
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import { useDomesticSession } from "@/features/trade/hooks/useDomesticSession";
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import { useTradeTickSubscription } from "@/features/trade/hooks/useTradeTickSubscription";
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import { useOrderbookSubscription } from "@/features/trade/hooks/useOrderbookSubscription";
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/**
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* @description 장 구간/시장별 누락을 줄이기 위해 TR ID를 우선순위 배열로 반환합니다.
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* @see features/trade/hooks/useKisTradeWebSocket.ts useEffect WebSocket 구독 등록
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* @see temp-kis-domestic-functions-ws.py ccnl_krx/ccnl_total/exp_ccnl_krx/exp_ccnl_total/overtime_ccnl_krx
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*/
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function resolveTradeTrIds(
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env: KisRuntimeCredentials["tradingEnv"],
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session: DomesticKisSession,
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) {
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if (env === "mock") return [TRADE_TR_ID];
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if (shouldUseAfterHoursSinglePriceTr(session)) {
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// 시간외 단일가(16:00~18:00): 전용 TR + 통합 TR 백업
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return uniqueTrIds([
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TRADE_TR_ID_OVERTIME,
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TRADE_TR_ID_OVERTIME_EXPECTED,
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TRADE_TR_ID_TOTAL,
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TRADE_TR_ID_TOTAL_EXPECTED,
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]);
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}
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if (shouldUseExpectedExecutionTr(session)) {
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// 동시호가 구간(장전/장마감): 예상체결 TR을 우선, 일반체결/통합체결을 백업
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return uniqueTrIds([
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TRADE_TR_ID_EXPECTED,
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TRADE_TR_ID_TOTAL_EXPECTED,
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TRADE_TR_ID,
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TRADE_TR_ID_TOTAL,
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]);
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}
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if (session === "afterCloseFixedPrice") {
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// 시간외 종가(15:40~16:00): 브로커별 라우팅 차이를 대비해 일반/시간외/통합 TR을 함께 구독
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return uniqueTrIds([
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TRADE_TR_ID,
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TRADE_TR_ID_TOTAL,
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TRADE_TR_ID_OVERTIME,
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TRADE_TR_ID_OVERTIME_EXPECTED,
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TRADE_TR_ID_TOTAL_EXPECTED,
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]);
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}
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return uniqueTrIds([TRADE_TR_ID, TRADE_TR_ID_TOTAL]);
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}
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/**
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* @description 장 구간별 호가 TR ID 후보를 우선순위 배열로 반환합니다.
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* @see features/trade/hooks/useKisTradeWebSocket.ts useEffect WebSocket 구독 등록
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* @see temp-kis-domestic-functions-ws.py asking_price_krx/asking_price_total/overtime_asking_price_krx
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*/
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function resolveOrderBookTrIds(
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env: KisRuntimeCredentials["tradingEnv"],
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session: DomesticKisSession,
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) {
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if (env === "mock") return [ORDERBOOK_TR_ID];
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if (shouldUseAfterHoursSinglePriceTr(session)) {
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// 시간외 단일가(16:00~18:00)는 KRX 전용 호가 TR만 구독합니다.
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// 통합 TR(H0UNASP0)을 같이 구독하면 종목별로 포맷/잔량이 섞여 보일 수 있습니다.
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return uniqueTrIds([ORDERBOOK_TR_ID_OVERTIME]);
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}
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if (session === "afterCloseFixedPrice") {
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return uniqueTrIds([ORDERBOOK_TR_ID_OVERTIME]);
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}
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// UI 흐름: 호가창 UI -> useKisTradeWebSocket onmessage -> onOrderBookMessage
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// -> TradeContainer setRealtimeOrderBook -> useOrderBook 병합 -> OrderBook 렌더
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// 장중에는 KRX 전용(H0STASP0)만 구독해 값이 번갈아 덮이는 현상을 방지합니다.
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return uniqueTrIds([ORDERBOOK_TR_ID]);
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}
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/**
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* @description 콘솔 디버그 플래그를 확인합니다.
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* @see features/trade/hooks/useKisTradeWebSocket.ts socket.onmessage
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*/
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function isWsDebugEnabled() {
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if (typeof window === "undefined") return false;
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try {
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return window.localStorage.getItem(WS_DEBUG_STORAGE_KEY) === "1";
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} catch {
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return false;
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}
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}
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/**
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* @description 실시간 웹소켓 제어(JSON) 메시지를 파싱합니다.
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* @see features/trade/hooks/useKisTradeWebSocket.ts socket.onmessage
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*/
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function parseWsControlMessage(raw: string) {
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if (!raw.startsWith("{")) return null;
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try {
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return JSON.parse(raw) as {
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header?: { tr_id?: string };
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body?: { rt_cd?: string; msg1?: string };
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};
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} catch {
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return null;
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}
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}
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/**
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* @description 실시간 원문에서 파이프 구분 TR ID를 빠르게 추출합니다.
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* @see features/trade/hooks/useKisTradeWebSocket.ts socket.onmessage
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*/
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function peekPipeTrId(raw: string) {
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const parts = raw.split("|");
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return parts.length > 1 ? parts[1] : "";
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}
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function uniqueTrIds(ids: string[]) {
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return [...new Set(ids)];
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}
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/**
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* @description Subscribes trade ticks and orderbook over one websocket.
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* @see features/trade/components/TradeContainer.tsx
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* @see lib/kis/domestic-market-session.ts
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* @description KIS 실시간 매매/호가 데이터를 통합 구독하는 커스텀 훅입니다.
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* @summary
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* - `useDomesticSession`: 장 운영 시간(정규장, 시간외 등) 세션 관리
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* - `useTradeTickSubscription`: 실시간 체결가(Tick) 데이터 구독 및 상태 관리
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* - `useOrderbookSubscription`: 실시간 호가(Orderbook) 데이터 구독
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* - `useKisWebSocketStore`: 전역 웹소켓 연결 상태 및 에러 관리
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*
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* 위 훅들을 조합(Composition)하여 트레이딩 화면에 필요한 모든 실시간 데이터를 제공합니다.
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*/
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export function useKisTradeWebSocket(
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symbol: string | undefined,
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@@ -162,305 +30,41 @@ export function useKisTradeWebSocket(
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onOrderBookMessage?: (data: DashboardStockOrderBookResponse) => void;
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},
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) {
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const [latestTick, setLatestTick] =
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useState<DashboardRealtimeTradeTick | null>(null);
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const [recentTradeTicks, setRecentTradeTicks] = useState<
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DashboardRealtimeTradeTick[]
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>([]);
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const [isConnected, setIsConnected] = useState(false);
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const [error, setError] = useState<string | null>(null);
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const [lastTickAt, setLastTickAt] = useState<number | null>(null);
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const [marketSession, setMarketSession] = useState<DomesticKisSession>(() =>
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resolveSessionInClient(),
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const marketSession = useDomesticSession();
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const { isConnected, error } = useKisWebSocketStore();
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const { latestTick, recentTradeTicks, lastTickAt } = useTradeTickSubscription(
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{
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symbol,
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isVerified,
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credentials,
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marketSession,
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onTick,
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},
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);
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const socketRef = useRef<WebSocket | null>(null);
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const approvalKeyRef = useRef<string | null>(null);
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const seenTickRef = useRef<Set<string>>(new Set());
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const obSymbol = options?.orderBookSymbol;
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const onOrderBookMsg = options?.onOrderBookMessage;
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const realtimeTrIds = credentials
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? resolveTradeTrIds(credentials.tradingEnv, marketSession)
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: [TRADE_TR_ID];
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const realtimeTrId = credentials
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? realtimeTrIds[0] ?? TRADE_TR_ID
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: TRADE_TR_ID;
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useEffect(() => {
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const timerId = window.setInterval(() => {
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const nextSession = resolveSessionInClient();
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setMarketSession((prev) => (prev === nextSession ? prev : nextSession));
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}, 30_000);
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return () => window.clearInterval(timerId);
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}, []);
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useEffect(() => {
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if (!isConnected || lastTickAt) return;
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const timer = window.setTimeout(() => {
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setError(
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"실시간 연결은 되었지만 체결 데이터가 없습니다. 장 시간(한국시간)과 TR ID를 확인해 주세요.",
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);
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}, 8000);
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return () => window.clearTimeout(timer);
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}, [isConnected, lastTickAt]);
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useEffect(() => {
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setLatestTick(null);
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setRecentTradeTicks([]);
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setError(null);
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setLastTickAt(null);
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seenTickRef.current.clear();
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if (!symbol || !isVerified || !credentials) {
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socketRef.current?.close();
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socketRef.current = null;
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approvalKeyRef.current = null;
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setIsConnected(false);
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return;
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}
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let disposed = false;
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let socket: WebSocket | null = null;
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const debugEnabled = isWsDebugEnabled();
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const tradeTrIds = resolveTradeTrIds(credentials.tradingEnv, marketSession);
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const orderBookTrIds =
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obSymbol && onOrderBookMsg
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? resolveOrderBookTrIds(credentials.tradingEnv, marketSession)
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: [];
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const subscribe = (
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key: string,
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targetSymbol: string,
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trId: string,
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trType: "1" | "2",
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) => {
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socket?.send(
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JSON.stringify(buildKisRealtimeMessage(key, targetSymbol, trId, trType)),
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);
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};
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const connect = async () => {
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try {
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setError(null);
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setIsConnected(false);
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const wsConnection = await useKisRuntimeStore
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.getState()
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.getOrFetchWsConnection();
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if (!wsConnection) {
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throw new Error("웹소켓 승인키 발급에 실패했습니다.");
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}
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if (disposed) return;
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approvalKeyRef.current = wsConnection.approvalKey;
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// 공식 샘플과 동일하게 /tryitout 엔드포인트로 연결하고, TR은 payload로 구독합니다.
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socket = new WebSocket(`${wsConnection.wsUrl}/tryitout`);
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socketRef.current = socket;
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socket.onopen = () => {
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if (disposed || !approvalKeyRef.current) return;
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for (const trId of tradeTrIds) {
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subscribe(approvalKeyRef.current, symbol, trId, "1");
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}
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if (obSymbol) {
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for (const trId of orderBookTrIds) {
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subscribe(approvalKeyRef.current, obSymbol, trId, "1");
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}
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}
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if (debugEnabled) {
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console.info("[KisRealtime] Subscribed", {
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symbol,
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marketSession,
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tradeTrIds,
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orderBookSymbol: obSymbol ?? null,
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orderBookTrIds,
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});
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}
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setIsConnected(true);
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};
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socket.onmessage = (event) => {
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if (disposed || typeof event.data !== "string") return;
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const control = parseWsControlMessage(event.data);
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if (control) {
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const trId = control.header?.tr_id ?? "";
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if (trId === "PINGPONG") {
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// 서버 Keepalive에 응답하지 않으면 연결이 끊길 수 있습니다.
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socket?.send(event.data);
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return;
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}
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if (debugEnabled) {
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console.info("[KisRealtime] Control", {
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trId,
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rt_cd: control.body?.rt_cd,
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message: control.body?.msg1,
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});
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}
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return;
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}
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if (obSymbol && onOrderBookMsg) {
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const orderBook = parseKisRealtimeOrderbook(event.data, obSymbol);
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if (orderBook) {
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orderBook.tradingEnv = credentials.tradingEnv;
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if (debugEnabled) {
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console.debug("[KisRealtime] OrderBook", {
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trId: peekPipeTrId(event.data),
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symbol: orderBook.symbol,
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businessHour: orderBook.businessHour,
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hourClassCode: orderBook.hourClassCode,
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});
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}
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onOrderBookMsg(orderBook);
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return;
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}
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}
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const ticks = parseKisRealtimeTickBatch(event.data, symbol);
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if (ticks.length === 0) {
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if (debugEnabled && event.data.includes("|")) {
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console.debug("[KisRealtime] Unparsed payload", {
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trId: peekPipeTrId(event.data),
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preview: event.data.slice(0, 220),
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});
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}
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return;
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}
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const meaningfulTicks = ticks.filter((tick) => tick.tradeVolume > 0);
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if (meaningfulTicks.length === 0) {
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if (debugEnabled) {
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console.debug("[KisRealtime] Ignored zero-volume ticks", {
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trId: peekPipeTrId(event.data),
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parsedCount: ticks.length,
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});
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}
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return;
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}
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const dedupedTicks = meaningfulTicks.filter((tick) => {
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const key = `${tick.tickTime}-${tick.price}-${tick.tradeVolume}`;
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if (seenTickRef.current.has(key)) return false;
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seenTickRef.current.add(key);
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if (seenTickRef.current.size > 5_000) {
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seenTickRef.current.clear();
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}
|
||||
return true;
|
||||
});
|
||||
|
||||
const latest = meaningfulTicks[meaningfulTicks.length - 1];
|
||||
setLatestTick(latest);
|
||||
|
||||
if (debugEnabled) {
|
||||
console.debug("[KisRealtime] Tick", {
|
||||
trId: peekPipeTrId(event.data),
|
||||
symbol: latest.symbol,
|
||||
tickTime: latest.tickTime,
|
||||
price: latest.price,
|
||||
tradeVolume: latest.tradeVolume,
|
||||
executionClassCode: latest.executionClassCode,
|
||||
buyExecutionCount: latest.buyExecutionCount,
|
||||
sellExecutionCount: latest.sellExecutionCount,
|
||||
netBuyExecutionCount: latest.netBuyExecutionCount,
|
||||
parsedCount: ticks.length,
|
||||
});
|
||||
}
|
||||
|
||||
if (dedupedTicks.length > 0) {
|
||||
setRecentTradeTicks((prev) =>
|
||||
[...dedupedTicks.reverse(), ...prev].slice(0, MAX_TRADE_TICKS),
|
||||
);
|
||||
}
|
||||
|
||||
setError(null);
|
||||
setLastTickAt(Date.now());
|
||||
onTick?.(latest);
|
||||
};
|
||||
|
||||
socket.onerror = () => {
|
||||
if (!disposed) {
|
||||
if (debugEnabled) {
|
||||
console.warn("[KisRealtime] WebSocket error", {
|
||||
symbol,
|
||||
marketSession,
|
||||
tradeTrIds,
|
||||
});
|
||||
}
|
||||
setIsConnected(false);
|
||||
}
|
||||
};
|
||||
|
||||
socket.onclose = () => {
|
||||
if (!disposed) {
|
||||
if (debugEnabled) {
|
||||
console.warn("[KisRealtime] WebSocket closed", {
|
||||
symbol,
|
||||
marketSession,
|
||||
tradeTrIds,
|
||||
});
|
||||
}
|
||||
setIsConnected(false);
|
||||
}
|
||||
};
|
||||
} catch (err) {
|
||||
if (disposed) return;
|
||||
|
||||
setError(
|
||||
err instanceof Error
|
||||
? err.message
|
||||
: "실시간 웹소켓 초기화 중 오류가 발생했습니다.",
|
||||
);
|
||||
setIsConnected(false);
|
||||
}
|
||||
};
|
||||
|
||||
void connect();
|
||||
const seenRef = seenTickRef.current;
|
||||
|
||||
return () => {
|
||||
disposed = true;
|
||||
setIsConnected(false);
|
||||
|
||||
const key = approvalKeyRef.current;
|
||||
if (socket?.readyState === WebSocket.OPEN && key) {
|
||||
for (const trId of tradeTrIds) {
|
||||
subscribe(key, symbol, trId, "2");
|
||||
}
|
||||
|
||||
if (obSymbol) {
|
||||
for (const trId of orderBookTrIds) {
|
||||
subscribe(key, obSymbol, trId, "2");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
socket?.close();
|
||||
if (socketRef.current === socket) socketRef.current = null;
|
||||
approvalKeyRef.current = null;
|
||||
seenRef.clear();
|
||||
};
|
||||
}, [
|
||||
symbol,
|
||||
useOrderbookSubscription({
|
||||
symbol: options?.orderBookSymbol,
|
||||
isVerified,
|
||||
credentials,
|
||||
marketSession,
|
||||
onTick,
|
||||
obSymbol,
|
||||
onOrderBookMsg,
|
||||
]);
|
||||
onOrderBookMessage: options?.onOrderBookMessage,
|
||||
});
|
||||
|
||||
// Connection/Data warning
|
||||
useEffect(() => {
|
||||
if (!isConnected || lastTickAt || !symbol) return;
|
||||
const timer = window.setTimeout(() => {
|
||||
// Just a warning, not blocking
|
||||
}, 8000);
|
||||
return () => window.clearTimeout(timer);
|
||||
}, [isConnected, lastTickAt, symbol]);
|
||||
|
||||
const realtimeTrId = useMemo(() => {
|
||||
if (!credentials) return "H0STCNT0";
|
||||
const ids = resolveTradeTrIds(credentials.tradingEnv, marketSession);
|
||||
return ids[0] ?? "H0STCNT0";
|
||||
}, [credentials, marketSession]);
|
||||
|
||||
return {
|
||||
latestTick,
|
||||
@@ -471,18 +75,3 @@ export function useKisTradeWebSocket(
|
||||
realtimeTrId,
|
||||
};
|
||||
}
|
||||
|
||||
function resolveSessionInClient() {
|
||||
if (typeof window === "undefined") {
|
||||
return resolveDomesticKisSession();
|
||||
}
|
||||
|
||||
try {
|
||||
const override = window.localStorage.getItem(
|
||||
DOMESTIC_KIS_SESSION_OVERRIDE_STORAGE_KEY,
|
||||
);
|
||||
return resolveDomesticKisSession(override);
|
||||
} catch {
|
||||
return resolveDomesticKisSession();
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,4 +1,4 @@
|
||||
import { useEffect, useRef, useState } from "react";
|
||||
import { useEffect, useMemo, useRef, useState } from "react";
|
||||
import type { KisRuntimeCredentials } from "@/features/settings/store/use-kis-runtime-store";
|
||||
import type { DashboardStockOrderBookResponse } from "@/features/trade/types/trade.types";
|
||||
import { fetchStockOrderBook } from "@/features/trade/apis/kis-stock.api";
|
||||
@@ -29,9 +29,22 @@ export function useOrderBook(
|
||||
|
||||
const [initialData, setInitialData] =
|
||||
useState<DashboardStockOrderBookResponse | null>(null);
|
||||
const [lastRealtimeWithLevels, setLastRealtimeWithLevels] =
|
||||
useState<DashboardStockOrderBookResponse | null>(null);
|
||||
const [isLoading, setIsLoading] = useState(false);
|
||||
const [error, setError] = useState<string | null>(null);
|
||||
|
||||
useEffect(() => {
|
||||
if (!isRequestEnabled) {
|
||||
setLastRealtimeWithLevels(null);
|
||||
return;
|
||||
}
|
||||
|
||||
if (externalRealtimeOrderBook && hasOrderBookLevelData(externalRealtimeOrderBook)) {
|
||||
setLastRealtimeWithLevels(externalRealtimeOrderBook);
|
||||
}
|
||||
}, [externalRealtimeOrderBook, isRequestEnabled]);
|
||||
|
||||
useEffect(() => {
|
||||
if (!isRequestEnabled || !symbol || !credentials) {
|
||||
return;
|
||||
@@ -75,10 +88,67 @@ export function useOrderBook(
|
||||
};
|
||||
}, [isRequestEnabled, symbol, credentials]);
|
||||
|
||||
// 외부 실시간 호가 → 초기 데이터 → null 순 우선
|
||||
const orderBook = isRequestEnabled
|
||||
? (externalRealtimeOrderBook ?? initialData)
|
||||
: null;
|
||||
// 외부 실시간 호가가 비어 있으면(가격/잔량 레벨 0) 마지막 정상 실시간 또는 REST 초기값을 유지합니다.
|
||||
const orderBook = useMemo(() => {
|
||||
if (!isRequestEnabled) return null;
|
||||
|
||||
if (externalRealtimeOrderBook) {
|
||||
if (hasOrderBookLevelData(externalRealtimeOrderBook)) {
|
||||
return externalRealtimeOrderBook;
|
||||
}
|
||||
|
||||
if (lastRealtimeWithLevels) {
|
||||
return {
|
||||
...lastRealtimeWithLevels,
|
||||
totalAskSize: externalRealtimeOrderBook.totalAskSize,
|
||||
totalBidSize: externalRealtimeOrderBook.totalBidSize,
|
||||
anticipatedPrice: externalRealtimeOrderBook.anticipatedPrice,
|
||||
anticipatedVolume: externalRealtimeOrderBook.anticipatedVolume,
|
||||
anticipatedTotalVolume: externalRealtimeOrderBook.anticipatedTotalVolume,
|
||||
anticipatedChange: externalRealtimeOrderBook.anticipatedChange,
|
||||
anticipatedChangeSign: externalRealtimeOrderBook.anticipatedChangeSign,
|
||||
anticipatedChangeRate: externalRealtimeOrderBook.anticipatedChangeRate,
|
||||
accumulatedVolume: externalRealtimeOrderBook.accumulatedVolume,
|
||||
totalAskSizeDelta: externalRealtimeOrderBook.totalAskSizeDelta,
|
||||
totalBidSizeDelta: externalRealtimeOrderBook.totalBidSizeDelta,
|
||||
businessHour:
|
||||
externalRealtimeOrderBook.businessHour ?? lastRealtimeWithLevels.businessHour,
|
||||
hourClassCode:
|
||||
externalRealtimeOrderBook.hourClassCode ?? lastRealtimeWithLevels.hourClassCode,
|
||||
fetchedAt: externalRealtimeOrderBook.fetchedAt,
|
||||
tradingEnv: externalRealtimeOrderBook.tradingEnv,
|
||||
source: externalRealtimeOrderBook.source,
|
||||
};
|
||||
}
|
||||
|
||||
if (initialData && hasOrderBookLevelData(initialData)) {
|
||||
return {
|
||||
...initialData,
|
||||
totalAskSize: externalRealtimeOrderBook.totalAskSize,
|
||||
totalBidSize: externalRealtimeOrderBook.totalBidSize,
|
||||
anticipatedPrice: externalRealtimeOrderBook.anticipatedPrice,
|
||||
anticipatedVolume: externalRealtimeOrderBook.anticipatedVolume,
|
||||
anticipatedTotalVolume: externalRealtimeOrderBook.anticipatedTotalVolume,
|
||||
anticipatedChange: externalRealtimeOrderBook.anticipatedChange,
|
||||
anticipatedChangeSign: externalRealtimeOrderBook.anticipatedChangeSign,
|
||||
anticipatedChangeRate: externalRealtimeOrderBook.anticipatedChangeRate,
|
||||
accumulatedVolume: externalRealtimeOrderBook.accumulatedVolume,
|
||||
totalAskSizeDelta: externalRealtimeOrderBook.totalAskSizeDelta,
|
||||
totalBidSizeDelta: externalRealtimeOrderBook.totalBidSizeDelta,
|
||||
businessHour: externalRealtimeOrderBook.businessHour ?? initialData.businessHour,
|
||||
hourClassCode: externalRealtimeOrderBook.hourClassCode ?? initialData.hourClassCode,
|
||||
fetchedAt: externalRealtimeOrderBook.fetchedAt,
|
||||
tradingEnv: externalRealtimeOrderBook.tradingEnv,
|
||||
source: externalRealtimeOrderBook.source,
|
||||
};
|
||||
}
|
||||
|
||||
return externalRealtimeOrderBook;
|
||||
}
|
||||
|
||||
return initialData;
|
||||
}, [externalRealtimeOrderBook, initialData, isRequestEnabled, lastRealtimeWithLevels]);
|
||||
|
||||
const mergedError = isRequestEnabled ? error : null;
|
||||
const mergedLoading = isRequestEnabled ? isLoading && !orderBook : false;
|
||||
|
||||
@@ -89,3 +159,13 @@ export function useOrderBook(
|
||||
isWsConnected: !!externalRealtimeOrderBook,
|
||||
};
|
||||
}
|
||||
|
||||
function hasOrderBookLevelData(orderBook: DashboardStockOrderBookResponse) {
|
||||
return orderBook.levels.some(
|
||||
(level) =>
|
||||
level.askPrice > 0 ||
|
||||
level.bidPrice > 0 ||
|
||||
level.askSize > 0 ||
|
||||
level.bidSize > 0,
|
||||
);
|
||||
}
|
||||
|
||||
63
features/trade/hooks/useOrderbookSubscription.ts
Normal file
63
features/trade/hooks/useOrderbookSubscription.ts
Normal file
@@ -0,0 +1,63 @@
|
||||
import { useRef, useEffect } from "react";
|
||||
import type { KisRuntimeCredentials } from "@/features/settings/store/use-kis-runtime-store";
|
||||
import type { DashboardStockOrderBookResponse } from "@/features/trade/types/trade.types";
|
||||
import { useKisWebSocketStore } from "@/features/kis-realtime/stores/kisWebSocketStore";
|
||||
import {
|
||||
parseKisRealtimeOrderbook,
|
||||
resolveOrderBookTrIds,
|
||||
} from "@/features/trade/utils/kisRealtimeUtils";
|
||||
import type { DomesticKisSession } from "@/lib/kis/domestic-market-session";
|
||||
|
||||
interface UseOrderbookSubscriptionParams {
|
||||
symbol: string | undefined; // orderBookSymbol
|
||||
isVerified: boolean;
|
||||
credentials: KisRuntimeCredentials | null;
|
||||
marketSession: DomesticKisSession;
|
||||
onOrderBookMessage?: (data: DashboardStockOrderBookResponse) => void;
|
||||
}
|
||||
|
||||
/**
|
||||
* @description 실시간 호가(Orderbook) 구독 로직을 담당하는 훅입니다.
|
||||
* - 호가 데이터는 빈도가 매우 높으므로 별도의 상태(state)에 저장하지 않고,
|
||||
* - 콜백 함수(onOrderBookMessage)를 통해 상위 컴포넌트로 데이터를 직접 전달합니다.
|
||||
* - 이를 통해 불필요한 리렌더링을 방지합니다.
|
||||
*/
|
||||
export function useOrderbookSubscription({
|
||||
symbol,
|
||||
isVerified,
|
||||
credentials,
|
||||
marketSession,
|
||||
onOrderBookMessage,
|
||||
}: UseOrderbookSubscriptionParams) {
|
||||
const { subscribe, connect } = useKisWebSocketStore();
|
||||
const onOrderBookMessageRef = useRef(onOrderBookMessage);
|
||||
|
||||
useEffect(() => {
|
||||
onOrderBookMessageRef.current = onOrderBookMessage;
|
||||
}, [onOrderBookMessage]);
|
||||
|
||||
useEffect(() => {
|
||||
if (!symbol || !isVerified || !credentials) return;
|
||||
|
||||
connect();
|
||||
|
||||
const trIds = resolveOrderBookTrIds(credentials.tradingEnv, marketSession);
|
||||
const unsubscribers: Array<() => void> = [];
|
||||
|
||||
const handleOrderBookMessage = (data: string) => {
|
||||
const ob = parseKisRealtimeOrderbook(data, symbol);
|
||||
if (ob) {
|
||||
ob.tradingEnv = credentials.tradingEnv;
|
||||
onOrderBookMessageRef.current?.(ob);
|
||||
}
|
||||
};
|
||||
|
||||
for (const trId of trIds) {
|
||||
unsubscribers.push(subscribe(trId, symbol, handleOrderBookMessage));
|
||||
}
|
||||
|
||||
return () => {
|
||||
unsubscribers.forEach((unsub) => unsub());
|
||||
};
|
||||
}, [symbol, isVerified, credentials, marketSession, connect, subscribe]);
|
||||
}
|
||||
110
features/trade/hooks/useTradeTickSubscription.ts
Normal file
110
features/trade/hooks/useTradeTickSubscription.ts
Normal file
@@ -0,0 +1,110 @@
|
||||
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 {
|
||||
parseKisRealtimeTickBatch,
|
||||
resolveTradeTrIds,
|
||||
} from "@/features/trade/utils/kisRealtimeUtils";
|
||||
import type { DomesticKisSession } from "@/lib/kis/domestic-market-session";
|
||||
|
||||
const MAX_TRADE_TICKS = 10;
|
||||
|
||||
interface UseTradeTickSubscriptionParams {
|
||||
symbol: string | undefined;
|
||||
isVerified: boolean;
|
||||
credentials: KisRuntimeCredentials | null;
|
||||
marketSession: DomesticKisSession;
|
||||
onTick?: (tick: DashboardRealtimeTradeTick) => void;
|
||||
}
|
||||
|
||||
/**
|
||||
* @description 실시간 체결가(Tick) 구독 로직을 담당하는 훅입니다.
|
||||
* - 웹소켓을 통해 들어오는 체결 데이터를 파싱(parsing)하고
|
||||
* - 중복 데이터(deduplication)를 필터링하며
|
||||
* - 최근 N개의 체결 내역(recentTradeTicks)과 최신 체결가(latestTick) 상태를 관리합니다.
|
||||
*/
|
||||
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());
|
||||
|
||||
const { subscribe, connect } = useKisWebSocketStore();
|
||||
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();
|
||||
}, [symbol]);
|
||||
|
||||
// 2. 실시간 데이터 구독
|
||||
useEffect(() => {
|
||||
if (!symbol || !isVerified || !credentials) return;
|
||||
|
||||
connect();
|
||||
|
||||
const trIds = resolveTradeTrIds(credentials.tradingEnv, marketSession);
|
||||
const unsubscribers: Array<() => void> = [];
|
||||
|
||||
const handleTradeMessage = (data: string) => {
|
||||
const ticks = parseKisRealtimeTickBatch(data, symbol);
|
||||
if (ticks.length === 0) return;
|
||||
|
||||
const meaningfulTicks = ticks.filter((tick) => tick.tradeVolume > 0);
|
||||
if (meaningfulTicks.length === 0) return;
|
||||
|
||||
const dedupedTicks = meaningfulTicks.filter((tick) => {
|
||||
const key = `${tick.tickTime}-${tick.price}-${tick.tradeVolume}`;
|
||||
if (seenTickRef.current.has(key)) return false;
|
||||
seenTickRef.current.add(key);
|
||||
if (seenTickRef.current.size > 5_000) seenTickRef.current.clear();
|
||||
return true;
|
||||
});
|
||||
|
||||
const latest = meaningfulTicks[meaningfulTicks.length - 1];
|
||||
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(subscribe(trId, symbol, handleTradeMessage));
|
||||
}
|
||||
|
||||
return () => {
|
||||
unsubscribers.forEach((unsub) => unsub());
|
||||
};
|
||||
}, [symbol, isVerified, credentials, marketSession, connect, subscribe]);
|
||||
|
||||
return { latestTick, recentTradeTicks, lastTickAt };
|
||||
}
|
||||
Reference in New Issue
Block a user