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269
features/dashboard/utils/kis-realtime.utils.ts
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269
features/dashboard/utils/kis-realtime.utils.ts
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import type {
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DashboardRealtimeTradeTick,
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DashboardStockOrderBookResponse,
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StockCandlePoint,
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} from "@/features/dashboard/types/dashboard.types";
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const REALTIME_SIGN_NEGATIVE = new Set(["4", "5"]);
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const TICK_FIELD_INDEX = {
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symbol: 0,
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tickTime: 1,
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price: 2,
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sign: 3,
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change: 4,
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changeRate: 5,
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open: 7,
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high: 8,
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low: 9,
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askPrice1: 10,
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bidPrice1: 11,
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tradeVolume: 12,
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accumulatedVolume: 13,
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sellExecutionCount: 15,
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buyExecutionCount: 16,
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netBuyExecutionCount: 17,
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tradeStrength: 18,
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} as const;
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/**
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* KIS 실시간 구독/해제 웹소켓 메시지를 생성합니다.
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*/
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export function buildKisRealtimeMessage(
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approvalKey: string,
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symbol: string,
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trId: string,
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trType: "1" | "2",
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) {
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return {
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header: {
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approval_key: approvalKey,
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custtype: "P",
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tr_type: trType,
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"content-type": "utf-8",
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},
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body: {
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input: {
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tr_id: trId,
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tr_key: symbol,
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},
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},
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};
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}
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/**
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* 실시간 체결 스트림(raw)을 배열 단위로 파싱합니다.
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* - 배치 전송(복수 틱)일 때도 모든 틱을 추출
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* - 심볼 불일치/가격 0 이하 데이터는 제외
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*/
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export function parseKisRealtimeTickBatch(raw: string, expectedSymbol: string) {
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if (!/^([01])\|/.test(raw)) return [] as DashboardRealtimeTradeTick[];
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const parts = raw.split("|");
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if (parts.length < 4) return [] as DashboardRealtimeTradeTick[];
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// TR ID Check: Allow H0STCNT0 (Real/Mock) or H0STOUP0 (Overtime)
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const receivedTrId = parts[1];
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if (receivedTrId !== "H0STCNT0" && receivedTrId !== "H0STOUP0") {
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// console.warn("[KisRealtime] Unknown TR ID for Trade Tick:", receivedTrId);
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return [] as DashboardRealtimeTradeTick[];
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}
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// if (parts[1] !== expectedTrId) return [] as DashboardRealtimeTradeTick[];
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const tickCount = Number(parts[2] ?? "1");
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const values = parts[3].split("^");
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if (values.length === 0) return [] as DashboardRealtimeTradeTick[];
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const parsedCount =
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Number.isInteger(tickCount) && tickCount > 0 ? tickCount : 1;
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const fieldsPerTick = Math.floor(values.length / parsedCount);
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if (fieldsPerTick <= TICK_FIELD_INDEX.tradeStrength) {
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return [] as DashboardRealtimeTradeTick[];
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}
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const ticks: DashboardRealtimeTradeTick[] = [];
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for (let index = 0; index < parsedCount; index++) {
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const base = index * fieldsPerTick;
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const symbol = readString(values, base + TICK_FIELD_INDEX.symbol);
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if (symbol !== expectedSymbol) {
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if (symbol.trim() !== expectedSymbol.trim()) {
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console.warn(
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`[KisRealtime] Symbol mismatch: received '${symbol}', expected '${expectedSymbol}'`,
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);
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continue;
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}
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}
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const price = readNumber(values, base + TICK_FIELD_INDEX.price);
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if (!Number.isFinite(price) || price <= 0) continue;
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const sign = readString(values, base + TICK_FIELD_INDEX.sign);
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const rawChange = readNumber(values, base + TICK_FIELD_INDEX.change);
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const rawChangeRate = readNumber(
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values,
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base + TICK_FIELD_INDEX.changeRate,
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);
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const change = REALTIME_SIGN_NEGATIVE.has(sign)
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? -Math.abs(rawChange)
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: rawChange;
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const changeRate = REALTIME_SIGN_NEGATIVE.has(sign)
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? -Math.abs(rawChangeRate)
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: rawChangeRate;
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ticks.push({
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symbol,
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tickTime: readString(values, base + TICK_FIELD_INDEX.tickTime),
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price,
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change,
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changeRate,
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tradeVolume: readNumber(values, base + TICK_FIELD_INDEX.tradeVolume),
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accumulatedVolume: readNumber(
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values,
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base + TICK_FIELD_INDEX.accumulatedVolume,
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),
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tradeStrength: readNumber(values, base + TICK_FIELD_INDEX.tradeStrength),
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askPrice1: readNumber(values, base + TICK_FIELD_INDEX.askPrice1),
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bidPrice1: readNumber(values, base + TICK_FIELD_INDEX.bidPrice1),
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sellExecutionCount: readNumber(
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values,
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base + TICK_FIELD_INDEX.sellExecutionCount,
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),
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buyExecutionCount: readNumber(
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values,
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base + TICK_FIELD_INDEX.buyExecutionCount,
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),
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netBuyExecutionCount: readNumber(
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values,
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base + TICK_FIELD_INDEX.netBuyExecutionCount,
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),
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open: readNumber(values, base + TICK_FIELD_INDEX.open),
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high: readNumber(values, base + TICK_FIELD_INDEX.high),
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low: readNumber(values, base + TICK_FIELD_INDEX.low),
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});
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}
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return ticks;
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}
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export function formatRealtimeTickTime(hhmmss?: string) {
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if (!hhmmss || hhmmss.length !== 6) return "실시간";
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return `${hhmmss.slice(0, 2)}:${hhmmss.slice(2, 4)}:${hhmmss.slice(4, 6)}`;
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}
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export function appendRealtimeTick(
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prev: StockCandlePoint[],
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next: StockCandlePoint,
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) {
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if (prev.length === 0) return [next];
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const last = prev[prev.length - 1];
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if (last.time === next.time) {
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return [...prev.slice(0, -1), next];
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}
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return [...prev, next].slice(-80);
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}
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export function toTickOrderValue(hhmmss?: string) {
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if (!hhmmss || !/^\d{6}$/.test(hhmmss)) return -1;
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return Number(hhmmss);
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}
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/**
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* KIS 실시간 호가(H0STASP0/H0UNASP0/H0STOAA0)를 OrderBook 구조로 파싱합니다.
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*/
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export function parseKisRealtimeOrderbook(
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raw: string,
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expectedSymbol: string,
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): DashboardStockOrderBookResponse | null {
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if (!/^([01])\|/.test(raw)) return null;
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const parts = raw.split("|");
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if (parts.length < 4) return null;
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const trId = parts[1];
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if (trId !== "H0STASP0" && trId !== "H0UNASP0" && trId !== "H0STOAA0") {
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return null;
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}
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const values = parts[3].split("^");
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const levelCount = trId === "H0STOAA0" ? 9 : 10;
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const symbol = values[0]?.trim() ?? "";
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const normalizedSymbol = normalizeDomesticSymbol(symbol);
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const normalizedExpected = normalizeDomesticSymbol(expectedSymbol);
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if (normalizedSymbol !== normalizedExpected) return null;
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const askPriceStart = 3;
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const bidPriceStart = askPriceStart + levelCount;
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const askSizeStart = bidPriceStart + levelCount;
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const bidSizeStart = askSizeStart + levelCount;
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const totalAskIndex = bidSizeStart + levelCount;
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const totalBidIndex = totalAskIndex + 1;
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const anticipatedPriceIndex = totalBidIndex + 3;
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const anticipatedVolumeIndex = anticipatedPriceIndex + 1;
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const anticipatedTotalVolumeIndex = anticipatedPriceIndex + 2;
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const anticipatedChangeIndex = anticipatedPriceIndex + 3;
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const anticipatedChangeSignIndex = anticipatedPriceIndex + 4;
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const anticipatedChangeRateIndex = anticipatedPriceIndex + 5;
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const accumulatedVolumeIndex = anticipatedPriceIndex + 6;
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const totalAskDeltaIndex = anticipatedPriceIndex + 7;
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const totalBidDeltaIndex = anticipatedPriceIndex + 8;
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const minFieldLength = totalBidDeltaIndex + 1;
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if (values.length < minFieldLength) return null;
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const realtimeLevels = Array.from({ length: levelCount }, (_, i) => ({
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askPrice: readNumber(values, askPriceStart + i),
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bidPrice: readNumber(values, bidPriceStart + i),
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askSize: readNumber(values, askSizeStart + i),
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bidSize: readNumber(values, bidSizeStart + i),
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}));
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return {
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symbol: normalizedExpected,
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totalAskSize: readNumber(values, totalAskIndex),
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totalBidSize: readNumber(values, totalBidIndex),
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businessHour: readString(values, 1),
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hourClassCode: readString(values, 2),
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anticipatedPrice: readNumber(values, anticipatedPriceIndex),
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anticipatedVolume: readNumber(values, anticipatedVolumeIndex),
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anticipatedTotalVolume: readNumber(values, anticipatedTotalVolumeIndex),
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anticipatedChange: readNumber(values, anticipatedChangeIndex),
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anticipatedChangeSign: readString(values, anticipatedChangeSignIndex),
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anticipatedChangeRate: readNumber(values, anticipatedChangeRateIndex),
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accumulatedVolume: readNumber(values, accumulatedVolumeIndex),
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totalAskSizeDelta: readNumber(values, totalAskDeltaIndex),
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totalBidSizeDelta: readNumber(values, totalBidDeltaIndex),
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levels: realtimeLevels,
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source: "REALTIME",
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tradingEnv: "real",
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fetchedAt: new Date().toISOString(),
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};
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}
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/**
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* @description 국내 종목코드 비교를 위해 접두 문자를 제거하고 6자리 코드로 정규화합니다.
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* @see features/dashboard/utils/kis-realtime.utils.ts parseKisRealtimeOrderbook 종목 매칭 비교
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*/
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function normalizeDomesticSymbol(value: string) {
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const trimmed = value.trim();
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const digits = trimmed.replace(/\D/g, "");
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if (digits.length >= 6) {
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return digits.slice(-6);
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}
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return trimmed;
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}
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function readString(values: string[], index: number) {
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return (values[index] ?? "").trim();
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}
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function readNumber(values: string[], index: number) {
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const raw = readString(values, index).replaceAll(",", "");
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const value = Number(raw);
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return Number.isFinite(value) ? value : 0;
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}
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