대시보드 실시간 기능 추가

This commit is contained in:
2026-02-13 12:17:35 +09:00
parent 12feeb2775
commit 1ac907cd27
35 changed files with 2790 additions and 1032 deletions

View File

@@ -0,0 +1,29 @@
import { useState, useEffect } from "react";
import {
resolveDomesticKisSession,
type DomesticKisSession,
} from "@/lib/kis/domestic-market-session";
// 클라이언트 환경에서 현재 시간을 기준으로 세션을 계산합니다.
// 매 30초마다 갱신됩니다.
/**
* @description 국내 주식 시장의 세션(장 운영 상태)을 관리하는 훅입니다.
* client-side에서 로컬 스토리지를 확인하거나 기본 세션을 반환하며,
* 30초마다 세션 정보를 갱신하여 장 시작/마감/시간외 단일가 등 상태 변화를 감지합니다.
*/
export function useDomesticSession() {
const [marketSession, setMarketSession] = useState<DomesticKisSession>(() =>
resolveDomesticKisSession(),
);
useEffect(() => {
const timerId = window.setInterval(() => {
const nextSession = resolveDomesticKisSession();
setMarketSession((prev) => (prev === nextSession ? prev : nextSession));
}, 30_000);
return () => window.clearInterval(timerId);
}, []);
return marketSession;
}

View File

@@ -1,156 +1,24 @@
import { useEffect, useRef, useState } from "react";
import {
type KisRuntimeCredentials,
useKisRuntimeStore,
} from "@/features/settings/store/use-kis-runtime-store";
import { useEffect, useMemo } from "react";
import { type KisRuntimeCredentials } from "@/features/settings/store/use-kis-runtime-store";
import type {
DashboardRealtimeTradeTick,
DashboardStockOrderBookResponse,
} from "@/features/trade/types/trade.types";
import {
buildKisRealtimeMessage,
parseKisRealtimeOrderbook,
parseKisRealtimeTickBatch,
} from "@/features/trade/utils/kis-realtime.utils";
import {
DOMESTIC_KIS_SESSION_OVERRIDE_STORAGE_KEY,
resolveDomesticKisSession,
shouldUseAfterHoursSinglePriceTr,
shouldUseExpectedExecutionTr,
type DomesticKisSession,
} from "@/lib/kis/domestic-market-session";
const TRADE_TR_ID = "H0STCNT0";
const TRADE_TR_ID_EXPECTED = "H0STANC0";
const TRADE_TR_ID_OVERTIME = "H0STOUP0";
const TRADE_TR_ID_OVERTIME_EXPECTED = "H0STOAC0";
const TRADE_TR_ID_TOTAL = "H0UNCNT0";
const TRADE_TR_ID_TOTAL_EXPECTED = "H0UNANC0";
const ORDERBOOK_TR_ID = "H0STASP0";
const ORDERBOOK_TR_ID_OVERTIME = "H0STOAA0";
const MAX_TRADE_TICKS = 10;
const WS_DEBUG_STORAGE_KEY = "KIS_WS_DEBUG";
import { resolveTradeTrIds } from "@/features/trade/utils/kisRealtimeUtils";
import { useKisWebSocketStore } from "@/features/kis-realtime/stores/kisWebSocketStore";
import { useDomesticSession } from "@/features/trade/hooks/useDomesticSession";
import { useTradeTickSubscription } from "@/features/trade/hooks/useTradeTickSubscription";
import { useOrderbookSubscription } from "@/features/trade/hooks/useOrderbookSubscription";
/**
* @description 장 구간/시장별 누락을 줄이기 위해 TR ID를 우선순위 배열로 반환합니다.
* @see features/trade/hooks/useKisTradeWebSocket.ts useEffect WebSocket 구독 등록
* @see temp-kis-domestic-functions-ws.py ccnl_krx/ccnl_total/exp_ccnl_krx/exp_ccnl_total/overtime_ccnl_krx
*/
function resolveTradeTrIds(
env: KisRuntimeCredentials["tradingEnv"],
session: DomesticKisSession,
) {
if (env === "mock") return [TRADE_TR_ID];
if (shouldUseAfterHoursSinglePriceTr(session)) {
// 시간외 단일가(16:00~18:00): 전용 TR + 통합 TR 백업
return uniqueTrIds([
TRADE_TR_ID_OVERTIME,
TRADE_TR_ID_OVERTIME_EXPECTED,
TRADE_TR_ID_TOTAL,
TRADE_TR_ID_TOTAL_EXPECTED,
]);
}
if (shouldUseExpectedExecutionTr(session)) {
// 동시호가 구간(장전/장마감): 예상체결 TR을 우선, 일반체결/통합체결을 백업
return uniqueTrIds([
TRADE_TR_ID_EXPECTED,
TRADE_TR_ID_TOTAL_EXPECTED,
TRADE_TR_ID,
TRADE_TR_ID_TOTAL,
]);
}
if (session === "afterCloseFixedPrice") {
// 시간외 종가(15:40~16:00): 브로커별 라우팅 차이를 대비해 일반/시간외/통합 TR을 함께 구독
return uniqueTrIds([
TRADE_TR_ID,
TRADE_TR_ID_TOTAL,
TRADE_TR_ID_OVERTIME,
TRADE_TR_ID_OVERTIME_EXPECTED,
TRADE_TR_ID_TOTAL_EXPECTED,
]);
}
return uniqueTrIds([TRADE_TR_ID, TRADE_TR_ID_TOTAL]);
}
/**
* @description 장 구간별 호가 TR ID 후보를 우선순위 배열로 반환합니다.
* @see features/trade/hooks/useKisTradeWebSocket.ts useEffect WebSocket 구독 등록
* @see temp-kis-domestic-functions-ws.py asking_price_krx/asking_price_total/overtime_asking_price_krx
*/
function resolveOrderBookTrIds(
env: KisRuntimeCredentials["tradingEnv"],
session: DomesticKisSession,
) {
if (env === "mock") return [ORDERBOOK_TR_ID];
if (shouldUseAfterHoursSinglePriceTr(session)) {
// 시간외 단일가(16:00~18:00)는 KRX 전용 호가 TR만 구독합니다.
// 통합 TR(H0UNASP0)을 같이 구독하면 종목별로 포맷/잔량이 섞여 보일 수 있습니다.
return uniqueTrIds([ORDERBOOK_TR_ID_OVERTIME]);
}
if (session === "afterCloseFixedPrice") {
return uniqueTrIds([ORDERBOOK_TR_ID_OVERTIME]);
}
// UI 흐름: 호가창 UI -> useKisTradeWebSocket onmessage -> onOrderBookMessage
// -> TradeContainer setRealtimeOrderBook -> useOrderBook 병합 -> OrderBook 렌더
// 장중에는 KRX 전용(H0STASP0)만 구독해 값이 번갈아 덮이는 현상을 방지합니다.
return uniqueTrIds([ORDERBOOK_TR_ID]);
}
/**
* @description 콘솔 디버그 플래그를 확인합니다.
* @see features/trade/hooks/useKisTradeWebSocket.ts socket.onmessage
*/
function isWsDebugEnabled() {
if (typeof window === "undefined") return false;
try {
return window.localStorage.getItem(WS_DEBUG_STORAGE_KEY) === "1";
} catch {
return false;
}
}
/**
* @description 실시간 웹소켓 제어(JSON) 메시지를 파싱합니다.
* @see features/trade/hooks/useKisTradeWebSocket.ts socket.onmessage
*/
function parseWsControlMessage(raw: string) {
if (!raw.startsWith("{")) return null;
try {
return JSON.parse(raw) as {
header?: { tr_id?: string };
body?: { rt_cd?: string; msg1?: string };
};
} catch {
return null;
}
}
/**
* @description 실시간 원문에서 파이프 구분 TR ID를 빠르게 추출합니다.
* @see features/trade/hooks/useKisTradeWebSocket.ts socket.onmessage
*/
function peekPipeTrId(raw: string) {
const parts = raw.split("|");
return parts.length > 1 ? parts[1] : "";
}
function uniqueTrIds(ids: string[]) {
return [...new Set(ids)];
}
/**
* @description Subscribes trade ticks and orderbook over one websocket.
* @see features/trade/components/TradeContainer.tsx
* @see lib/kis/domestic-market-session.ts
* @description KIS 실시간 매매/호가 데이터를 통합 구독하는 커스텀 훅입니다.
* @summary
* - `useDomesticSession`: 장 운영 시간(정규장, 시간외 등) 세션 관리
* - `useTradeTickSubscription`: 실시간 체결가(Tick) 데이터 구독 및 상태 관리
* - `useOrderbookSubscription`: 실시간 호가(Orderbook) 데이터 구독
* - `useKisWebSocketStore`: 전역 웹소켓 연결 상태 및 에러 관리
*
* 위 훅들을 조합(Composition)하여 트레이딩 화면에 필요한 모든 실시간 데이터를 제공합니다.
*/
export function useKisTradeWebSocket(
symbol: string | undefined,
@@ -162,305 +30,41 @@ export function useKisTradeWebSocket(
onOrderBookMessage?: (data: DashboardStockOrderBookResponse) => void;
},
) {
const [latestTick, setLatestTick] =
useState<DashboardRealtimeTradeTick | null>(null);
const [recentTradeTicks, setRecentTradeTicks] = useState<
DashboardRealtimeTradeTick[]
>([]);
const [isConnected, setIsConnected] = useState(false);
const [error, setError] = useState<string | null>(null);
const [lastTickAt, setLastTickAt] = useState<number | null>(null);
const [marketSession, setMarketSession] = useState<DomesticKisSession>(() =>
resolveSessionInClient(),
const marketSession = useDomesticSession();
const { isConnected, error } = useKisWebSocketStore();
const { latestTick, recentTradeTicks, lastTickAt } = useTradeTickSubscription(
{
symbol,
isVerified,
credentials,
marketSession,
onTick,
},
);
const socketRef = useRef<WebSocket | null>(null);
const approvalKeyRef = useRef<string | null>(null);
const seenTickRef = useRef<Set<string>>(new Set());
const obSymbol = options?.orderBookSymbol;
const onOrderBookMsg = options?.onOrderBookMessage;
const realtimeTrIds = credentials
? resolveTradeTrIds(credentials.tradingEnv, marketSession)
: [TRADE_TR_ID];
const realtimeTrId = credentials
? realtimeTrIds[0] ?? TRADE_TR_ID
: TRADE_TR_ID;
useEffect(() => {
const timerId = window.setInterval(() => {
const nextSession = resolveSessionInClient();
setMarketSession((prev) => (prev === nextSession ? prev : nextSession));
}, 30_000);
return () => window.clearInterval(timerId);
}, []);
useEffect(() => {
if (!isConnected || lastTickAt) return;
const timer = window.setTimeout(() => {
setError(
"실시간 연결은 되었지만 체결 데이터가 없습니다. 장 시간(한국시간)과 TR ID를 확인해 주세요.",
);
}, 8000);
return () => window.clearTimeout(timer);
}, [isConnected, lastTickAt]);
useEffect(() => {
setLatestTick(null);
setRecentTradeTicks([]);
setError(null);
setLastTickAt(null);
seenTickRef.current.clear();
if (!symbol || !isVerified || !credentials) {
socketRef.current?.close();
socketRef.current = null;
approvalKeyRef.current = null;
setIsConnected(false);
return;
}
let disposed = false;
let socket: WebSocket | null = null;
const debugEnabled = isWsDebugEnabled();
const tradeTrIds = resolveTradeTrIds(credentials.tradingEnv, marketSession);
const orderBookTrIds =
obSymbol && onOrderBookMsg
? resolveOrderBookTrIds(credentials.tradingEnv, marketSession)
: [];
const subscribe = (
key: string,
targetSymbol: string,
trId: string,
trType: "1" | "2",
) => {
socket?.send(
JSON.stringify(buildKisRealtimeMessage(key, targetSymbol, trId, trType)),
);
};
const connect = async () => {
try {
setError(null);
setIsConnected(false);
const wsConnection = await useKisRuntimeStore
.getState()
.getOrFetchWsConnection();
if (!wsConnection) {
throw new Error("웹소켓 승인키 발급에 실패했습니다.");
}
if (disposed) return;
approvalKeyRef.current = wsConnection.approvalKey;
// 공식 샘플과 동일하게 /tryitout 엔드포인트로 연결하고, TR은 payload로 구독합니다.
socket = new WebSocket(`${wsConnection.wsUrl}/tryitout`);
socketRef.current = socket;
socket.onopen = () => {
if (disposed || !approvalKeyRef.current) return;
for (const trId of tradeTrIds) {
subscribe(approvalKeyRef.current, symbol, trId, "1");
}
if (obSymbol) {
for (const trId of orderBookTrIds) {
subscribe(approvalKeyRef.current, obSymbol, trId, "1");
}
}
if (debugEnabled) {
console.info("[KisRealtime] Subscribed", {
symbol,
marketSession,
tradeTrIds,
orderBookSymbol: obSymbol ?? null,
orderBookTrIds,
});
}
setIsConnected(true);
};
socket.onmessage = (event) => {
if (disposed || typeof event.data !== "string") return;
const control = parseWsControlMessage(event.data);
if (control) {
const trId = control.header?.tr_id ?? "";
if (trId === "PINGPONG") {
// 서버 Keepalive에 응답하지 않으면 연결이 끊길 수 있습니다.
socket?.send(event.data);
return;
}
if (debugEnabled) {
console.info("[KisRealtime] Control", {
trId,
rt_cd: control.body?.rt_cd,
message: control.body?.msg1,
});
}
return;
}
if (obSymbol && onOrderBookMsg) {
const orderBook = parseKisRealtimeOrderbook(event.data, obSymbol);
if (orderBook) {
orderBook.tradingEnv = credentials.tradingEnv;
if (debugEnabled) {
console.debug("[KisRealtime] OrderBook", {
trId: peekPipeTrId(event.data),
symbol: orderBook.symbol,
businessHour: orderBook.businessHour,
hourClassCode: orderBook.hourClassCode,
});
}
onOrderBookMsg(orderBook);
return;
}
}
const ticks = parseKisRealtimeTickBatch(event.data, symbol);
if (ticks.length === 0) {
if (debugEnabled && event.data.includes("|")) {
console.debug("[KisRealtime] Unparsed payload", {
trId: peekPipeTrId(event.data),
preview: event.data.slice(0, 220),
});
}
return;
}
const meaningfulTicks = ticks.filter((tick) => tick.tradeVolume > 0);
if (meaningfulTicks.length === 0) {
if (debugEnabled) {
console.debug("[KisRealtime] Ignored zero-volume ticks", {
trId: peekPipeTrId(event.data),
parsedCount: ticks.length,
});
}
return;
}
const dedupedTicks = meaningfulTicks.filter((tick) => {
const key = `${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);
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();
}
}

View File

@@ -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,
);
}

View 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]);
}

View 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 };
}