57 lines
1.6 KiB
TypeScript
57 lines
1.6 KiB
TypeScript
export type ExecutableOrderSide = "buy" | "sell";
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export interface ClampExecutableOrderQuantityParams {
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side: ExecutableOrderSide;
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requestedQuantity: number;
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maxBuyQuantity?: number;
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holdingQuantity?: number;
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sellableQuantity?: number;
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}
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export interface ClampExecutableOrderQuantityResult {
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ok: boolean;
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quantity: number;
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adjusted: boolean;
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}
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/**
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* [목적]
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* 주문 전 계좌 제약(매수가능/보유/매도가능)에 맞춰 최종 실행 수량을 순수 계산합니다.
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*
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* [입력 -> 처리 -> 결과]
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* 요청 수량/사이드/제약값 -> 가능 최대 수량으로 clamp -> 실행 가능 여부와 수량 반환
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*/
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export function clampExecutableOrderQuantity(
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params: ClampExecutableOrderQuantityParams,
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): ClampExecutableOrderQuantityResult {
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const requestedQuantity = Math.max(0, Math.floor(params.requestedQuantity));
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if (requestedQuantity <= 0) {
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return {
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ok: false,
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quantity: 0,
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adjusted: false,
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};
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}
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if (params.side === "buy") {
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const maxBuyQuantity = Math.max(0, Math.floor(params.maxBuyQuantity ?? 0));
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const quantity = Math.min(requestedQuantity, maxBuyQuantity);
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return {
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ok: quantity > 0,
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quantity,
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adjusted: quantity !== requestedQuantity,
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};
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}
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const holdingQuantity = Math.max(0, Math.floor(params.holdingQuantity ?? 0));
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const sellableQuantity = Math.max(0, Math.floor(params.sellableQuantity ?? 0));
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const maxSellQuantity = Math.min(holdingQuantity, sellableQuantity);
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const quantity = Math.min(requestedQuantity, maxSellQuantity);
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return {
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ok: quantity > 0,
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quantity,
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adjusted: quantity !== requestedQuantity,
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};
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}
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