차트 수정

2026-02-13 16:41:10 +09:00
parent b73867c65d
commit 276ef09d89
8 changed files with 421 additions and 177 deletions
--- a/features/trade/utils/kisRealtimeUtils.ts
+++ b/features/trade/utils/kisRealtimeUtils.ts
@@ -36,6 +36,10 @@ const TICK_FIELD_INDEX = {
  bidPrice1: 11,
  tradeVolume: 12,
  accumulatedVolume: 13,
+  askSize1: 36,
+  bidSize1: 37,
+  totalAskSize: 38,
+  totalBidSize: 39,
  sellExecutionCount: 15,
  buyExecutionCount: 16,
  netBuyExecutionCount: 17,
@@ -50,6 +54,7 @@ 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_TOTAL = "H0UNASP0";
 const ORDERBOOK_TR_ID_OVERTIME = "H0STOAA0";
 export function parseKisRealtimeTickBatch(raw: string, expectedSymbol: string) {
  if (!/^([01])\|/.test(raw)) return [] as DashboardRealtimeTradeTick[];
@@ -117,6 +122,10 @@ export function parseKisRealtimeTickBatch(raw: string, expectedSymbol: string) {
      tradeStrength: readNumber(values, base + TICK_FIELD_INDEX.tradeStrength),
      askPrice1: readNumber(values, base + TICK_FIELD_INDEX.askPrice1),
      bidPrice1: readNumber(values, base + TICK_FIELD_INDEX.bidPrice1),
+      askSize1: readNumber(values, base + TICK_FIELD_INDEX.askSize1),
+      bidSize1: readNumber(values, base + TICK_FIELD_INDEX.bidSize1),
+      totalAskSize: readNumber(values, base + TICK_FIELD_INDEX.totalAskSize),
+      totalBidSize: readNumber(values, base + TICK_FIELD_INDEX.totalBidSize),
      sellExecutionCount: readNumber(
        values,
        base + TICK_FIELD_INDEX.sellExecutionCount,
@@ -191,15 +200,25 @@ export function resolveOrderBookTrIds(
 ) {
  if (env === "mock") return [ORDERBOOK_TR_ID];

+  // 시간외(16:00~18:00): 공식 문서 TR(H0STOAA0)을 최우선 구독하고
+  // 누락 대비용으로 통합/정규 TR을 뒤에 둡니다.
  if (shouldUseAfterHoursSinglePriceTr(session)) {
-    return uniqueTrIds([ORDERBOOK_TR_ID_OVERTIME, ORDERBOOK_TR_ID]);
+    return uniqueTrIds([
+      ORDERBOOK_TR_ID_OVERTIME,
+      ORDERBOOK_TR_ID_TOTAL,
+      ORDERBOOK_TR_ID,
+    ]);
  }

  if (session === "afterCloseFixedPrice") {
-    return uniqueTrIds([ORDERBOOK_TR_ID, ORDERBOOK_TR_ID_OVERTIME]);
+    return uniqueTrIds([
+      ORDERBOOK_TR_ID_TOTAL,
+      ORDERBOOK_TR_ID,
+      ORDERBOOK_TR_ID_OVERTIME,
+    ]);
  }

-  return uniqueTrIds([ORDERBOOK_TR_ID]);
+  return uniqueTrIds([ORDERBOOK_TR_ID, ORDERBOOK_TR_ID_TOTAL]);
 }

 /**
@@ -242,71 +261,35 @@ export function parseKisRealtimeOrderbook(
  }

  const values = parts[3].split("^");
-  // 시간외(H0STOAA0)는 문서 버전에 따라 9레벨/10레벨이 혼재할 수 있어
-  // payload 길이로 레벨 수를 동적으로 판별합니다.
-  const levelCount = trId === "H0STOAA0" ? (values.length >= 56 ? 10 : 9) : 10;

  const symbol = values[0]?.trim() ?? "";
  const normalizedSymbol = normalizeDomesticSymbol(symbol);
  const normalizedExpected = normalizeDomesticSymbol(expectedSymbol);
  if (normalizedSymbol !== normalizedExpected) return null;

-  const askPriceStart = 3;
-  const bidPriceStart = askPriceStart + levelCount;
-  const askSizeStart = bidPriceStart + levelCount;
-  const bidSizeStart = askSizeStart + levelCount;
-  const totalAskIndex = bidSizeStart + levelCount;
-  const totalBidIndex = totalAskIndex + 1;
-  const overtimeTotalAskIndex = totalBidIndex + 1;
-  const overtimeTotalBidIndex = overtimeTotalAskIndex + 1;
-  const anticipatedPriceIndex = overtimeTotalBidIndex + 1;
-  const anticipatedVolumeIndex = anticipatedPriceIndex + 1;
-  const anticipatedTotalVolumeIndex = anticipatedPriceIndex + 2;
-  const anticipatedChangeIndex = anticipatedPriceIndex + 3;
-  const anticipatedChangeSignIndex = anticipatedPriceIndex + 4;
-  const anticipatedChangeRateIndex = anticipatedPriceIndex + 5;
-  const accumulatedVolumeIndex = anticipatedPriceIndex + 6;
-  const totalAskDeltaIndex = anticipatedPriceIndex + 7;
-  const totalBidDeltaIndex = anticipatedPriceIndex + 8;
-  const minFieldLength = totalBidDeltaIndex + 1;
+  // 시간외(H0STOAA0)는 문서 버전에 따라 9호가/10호가가 혼재할 수 있어
+  // 두 형식을 모두 시도한 뒤 의미 있는 데이터 점수가 더 높은 결과를 선택합니다.
+  if (trId === "H0STOAA0") {
+    const parsedByNineLevels = parseOrderBookByLevelCount(
+      values,
+      normalizedExpected,
+      9,
+    );
+    const parsedByTenLevels = parseOrderBookByLevelCount(
+      values,
+      normalizedExpected,
+      10,
+    );

-  if (values.length < minFieldLength) return null;
+    const candidates = [parsedByNineLevels, parsedByTenLevels].filter(
+      (item): item is DashboardStockOrderBookResponse => item !== null,
+    );
+    if (candidates.length === 0) return null;

-  const realtimeLevels = Array.from({ length: levelCount }, (_, i) => ({
-    askPrice: readNumber(values, askPriceStart + i),
-    bidPrice: readNumber(values, bidPriceStart + i),
-    askSize: readNumber(values, askSizeStart + i),
-    bidSize: readNumber(values, bidSizeStart + i),
-  }));
+    return pickBestOrderBookPayload(candidates);
+  }

-  const regularTotalAskSize = readNumber(values, totalAskIndex);
-  const regularTotalBidSize = readNumber(values, totalBidIndex);
-  const overtimeTotalAskSize = readNumber(values, overtimeTotalAskIndex);
-  const overtimeTotalBidSize = readNumber(values, overtimeTotalBidIndex);
-
-  return {
-    symbol: normalizedExpected,
-    // 장후 시간외에서는 일반 총잔량이 0이고 OVTM 총잔량만 채워지는 경우가 있습니다.
-    totalAskSize:
-      regularTotalAskSize > 0 ? regularTotalAskSize : overtimeTotalAskSize,
-    totalBidSize:
-      regularTotalBidSize > 0 ? regularTotalBidSize : overtimeTotalBidSize,
-    businessHour: readString(values, 1),
-    hourClassCode: readString(values, 2),
-    anticipatedPrice: readNumber(values, anticipatedPriceIndex),
-    anticipatedVolume: readNumber(values, anticipatedVolumeIndex),
-    anticipatedTotalVolume: readNumber(values, anticipatedTotalVolumeIndex),
-    anticipatedChange: readNumber(values, anticipatedChangeIndex),
-    anticipatedChangeSign: readString(values, anticipatedChangeSignIndex),
-    anticipatedChangeRate: readNumber(values, anticipatedChangeRateIndex),
-    accumulatedVolume: readNumber(values, accumulatedVolumeIndex),
-    totalAskSizeDelta: readNumber(values, totalAskDeltaIndex),
-    totalBidSizeDelta: readNumber(values, totalBidDeltaIndex),
-    levels: realtimeLevels,
-    source: "REALTIME",
-    tradingEnv: "real",
-    fetchedAt: new Date().toISOString(),
-  };
+  return parseOrderBookByLevelCount(values, normalizedExpected, 10);
 }

 /**
@@ -336,3 +319,103 @@ function readNumber(values: string[], index: number) {
 function uniqueTrIds(ids: string[]) {
  return [...new Set(ids)];
 }
+
+/**
+ * @description levelCount(9/10)에 맞춰 호가 payload를 파싱합니다.
+ * @see features/trade/utils/kisRealtimeUtils.ts parseKisRealtimeOrderbook 시간외/정규장 파서에서 공통 사용합니다.
+ */
+function parseOrderBookByLevelCount(
+  values: string[],
+  symbol: string,
+  levelCount: 9 | 10,
+): DashboardStockOrderBookResponse | null {
+  const askPriceStart = 3;
+  const bidPriceStart = askPriceStart + levelCount;
+  const askSizeStart = bidPriceStart + levelCount;
+  const bidSizeStart = askSizeStart + levelCount;
+  const totalAskIndex = bidSizeStart + levelCount;
+  const totalBidIndex = totalAskIndex + 1;
+  const overtimeTotalAskIndex = totalBidIndex + 1;
+  const overtimeTotalBidIndex = overtimeTotalAskIndex + 1;
+  const anticipatedPriceIndex = overtimeTotalBidIndex + 1;
+  const anticipatedVolumeIndex = anticipatedPriceIndex + 1;
+  const anticipatedTotalVolumeIndex = anticipatedPriceIndex + 2;
+  const anticipatedChangeIndex = anticipatedPriceIndex + 3;
+  const anticipatedChangeSignIndex = anticipatedPriceIndex + 4;
+  const anticipatedChangeRateIndex = anticipatedPriceIndex + 5;
+  const accumulatedVolumeIndex = anticipatedPriceIndex + 6;
+  const totalAskDeltaIndex = anticipatedPriceIndex + 7;
+  const totalBidDeltaIndex = anticipatedPriceIndex + 8;
+  const minFieldLength = totalBidDeltaIndex + 1;
+
+  if (values.length < minFieldLength) return null;
+
+  const levels = Array.from({ length: levelCount }, (_, index) => ({
+    askPrice: readNumber(values, askPriceStart + index),
+    bidPrice: readNumber(values, bidPriceStart + index),
+    askSize: readNumber(values, askSizeStart + index),
+    bidSize: readNumber(values, bidSizeStart + index),
+  }));
+
+  const regularTotalAskSize = readNumber(values, totalAskIndex);
+  const regularTotalBidSize = readNumber(values, totalBidIndex);
+  const overtimeTotalAskSize = readNumber(values, overtimeTotalAskIndex);
+  const overtimeTotalBidSize = readNumber(values, overtimeTotalBidIndex);
+
+  return {
+    symbol,
+    totalAskSize:
+      regularTotalAskSize > 0 ? regularTotalAskSize : overtimeTotalAskSize,
+    totalBidSize:
+      regularTotalBidSize > 0 ? regularTotalBidSize : overtimeTotalBidSize,
+    businessHour: readString(values, 1),
+    hourClassCode: readString(values, 2),
+    anticipatedPrice: readNumber(values, anticipatedPriceIndex),
+    anticipatedVolume: readNumber(values, anticipatedVolumeIndex),
+    anticipatedTotalVolume: readNumber(values, anticipatedTotalVolumeIndex),
+    anticipatedChange: readNumber(values, anticipatedChangeIndex),
+    anticipatedChangeSign: readString(values, anticipatedChangeSignIndex),
+    anticipatedChangeRate: readNumber(values, anticipatedChangeRateIndex),
+    accumulatedVolume: readNumber(values, accumulatedVolumeIndex),
+    totalAskSizeDelta: readNumber(values, totalAskDeltaIndex),
+    totalBidSizeDelta: readNumber(values, totalBidDeltaIndex),
+    levels,
+    source: "REALTIME",
+    tradingEnv: "real",
+    fetchedAt: new Date().toISOString(),
+  };
+}
+
+/**
+ * @description 복수 파싱 결과 중 실제 표시 값이 풍부한 payload를 선택합니다.
+ * @see features/trade/utils/kisRealtimeUtils.ts parseKisRealtimeOrderbook 시간외 9/10호가 자동 선택에 사용합니다.
+ */
+function pickBestOrderBookPayload(
+  candidates: DashboardStockOrderBookResponse[],
+) {
+  return [...candidates].sort((left, right) => {
+    return scoreOrderBookPayload(right) - scoreOrderBookPayload(left);
+  })[0];
+}
+
+/**
+ * @description 호가 payload가 실제로 얼마나 유효한지 점수화합니다.
+ * @see features/trade/utils/kisRealtimeUtils.ts pickBestOrderBookPayload 시간외 파서 후보 비교용입니다.
+ */
+function scoreOrderBookPayload(payload: DashboardStockOrderBookResponse) {
+  const nonZeroLevels = payload.levels.filter(
+    (level) =>
+      level.askPrice > 0 ||
+      level.bidPrice > 0 ||
+      level.askSize > 0 ||
+      level.bidSize > 0,
+  ).length;
+
+  return (
+    nonZeroLevels * 10 +
+    (payload.totalAskSize > 0 ? 4 : 0) +
+    (payload.totalBidSize > 0 ? 4 : 0) +
+    ((payload.anticipatedPrice ?? 0) > 0 ? 2 : 0) +
+    ((payload.accumulatedVolume ?? 0) > 0 ? 1 : 0)
+  );
+}