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| 1 | +package com.cleanengine.coin.chart.service.minute; |
| 2 | + |
| 3 | +import com.cleanengine.coin.chart.dto.RealTimeOhlcDto; |
| 4 | +import jakarta.persistence.EntityManager; |
| 5 | +import jakarta.persistence.Query; |
| 6 | +import lombok.RequiredArgsConstructor; |
| 7 | +import org.springframework.stereotype.Service; |
| 8 | + |
| 9 | +import java.time.LocalDateTime; |
| 10 | +import java.time.format.DateTimeFormatter; |
| 11 | +import java.util.Collections; |
| 12 | +import java.util.Comparator; |
| 13 | +import java.util.List; |
| 14 | +import java.util.stream.Collectors; |
| 15 | + |
| 16 | +@RequiredArgsConstructor |
| 17 | +@Service |
| 18 | +public class PagingMinuteOhlcDataServiceImpl implements PagingMinuteOhlcDataService { |
| 19 | + |
| 20 | + private final EntityManager em; |
| 21 | + |
| 22 | + @Override |
| 23 | + public List<RealTimeOhlcDto> getMinuteOhlcData(String ticker, int count, int interval, LocalDateTime from) { |
| 24 | + validateTicker(ticker); |
| 25 | + |
| 26 | + String timeSlotQuery = """ |
| 27 | + SELECT DISTINCT DATE_FORMAT( |
| 28 | + DATE_SUB(trade_time, INTERVAL MOD(MINUTE(trade_time), :interval) MINUTE), |
| 29 | + '%Y-%m-%d %H:%i:00') AS time_slot |
| 30 | + FROM trade |
| 31 | + WHERE ticker = :ticker AND trade_time <= :from |
| 32 | + GROUP BY DATE_FORMAT( |
| 33 | + DATE_SUB(trade_time, INTERVAL MOD(MINUTE(trade_time), :interval) MINUTE), |
| 34 | + '%Y-%m-%d %H:%i:00') |
| 35 | + ORDER BY time_slot DESC |
| 36 | + LIMIT :count |
| 37 | + """; |
| 38 | + |
| 39 | + Query nativeQuery = em.createNativeQuery(timeSlotQuery); |
| 40 | + nativeQuery.setParameter("ticker", ticker); |
| 41 | + nativeQuery.setParameter("from", from); |
| 42 | + nativeQuery.setParameter("interval", interval); |
| 43 | + nativeQuery.setParameter("count", count); |
| 44 | + |
| 45 | + @SuppressWarnings("unchecked") |
| 46 | + List<String> timeSlotResults = nativeQuery.getResultList(); |
| 47 | + List<LocalDateTime> timeSlots = timeSlotResults.stream() |
| 48 | + .map(str -> LocalDateTime.parse(str, DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss"))) |
| 49 | + .sorted(Comparator.naturalOrder()) |
| 50 | + .toList(); |
| 51 | + |
| 52 | + if (timeSlots.isEmpty()) { |
| 53 | + return Collections.emptyList(); |
| 54 | + } |
| 55 | + |
| 56 | + String ohlcQuery = """ |
| 57 | + SELECT |
| 58 | + :ticker AS ticker, |
| 59 | + t.time_slot AS timestamp, |
| 60 | + MAX(CASE WHEN rn_open = 1 THEN price END) AS open, |
| 61 | + MAX(price) AS high, |
| 62 | + MIN(price) AS low, |
| 63 | + MAX(CASE WHEN rn_close = 1 THEN price END) AS close, |
| 64 | + SUM(size) AS volume |
| 65 | + FROM ( |
| 66 | + SELECT |
| 67 | + trade_time, |
| 68 | + price, |
| 69 | + size, |
| 70 | + DATE_FORMAT( |
| 71 | + DATE_SUB(trade_time, INTERVAL MOD(MINUTE(trade_time), :interval) MINUTE), |
| 72 | + '%Y-%m-%d %H:%i:00') AS time_slot, |
| 73 | + ROW_NUMBER() OVER (PARTITION BY DATE_FORMAT( |
| 74 | + DATE_SUB(trade_time, INTERVAL MOD(MINUTE(trade_time), :interval) MINUTE), |
| 75 | + '%Y-%m-%d %H:%i:00') ORDER BY trade_time) AS rn_open, |
| 76 | + ROW_NUMBER() OVER (PARTITION BY DATE_FORMAT( |
| 77 | + DATE_SUB(trade_time, INTERVAL MOD(MINUTE(trade_time), :interval) MINUTE), |
| 78 | + '%Y-%m-%d %H:%i:00') ORDER BY trade_time DESC) AS rn_close |
| 79 | + FROM trade |
| 80 | + WHERE ticker = :ticker |
| 81 | + AND DATE_FORMAT( |
| 82 | + DATE_SUB(trade_time, INTERVAL MOD(MINUTE(trade_time), :interval) MINUTE), |
| 83 | + '%Y-%m-%d %H:%i:00') IN (:timeSlots) |
| 84 | + ) t |
| 85 | + GROUP BY t.time_slot |
| 86 | + ORDER BY t.time_slot |
| 87 | + """; |
| 88 | + |
| 89 | + Query ohlcNativeQuery = em.createNativeQuery(ohlcQuery); |
| 90 | + ohlcNativeQuery.setParameter("ticker", ticker); |
| 91 | + ohlcNativeQuery.setParameter("interval", interval); |
| 92 | + ohlcNativeQuery.setParameter("timeSlots", timeSlotResults); |
| 93 | + |
| 94 | + @SuppressWarnings("unchecked") |
| 95 | + List<Object[]> results = ohlcNativeQuery.getResultList(); |
| 96 | + return results.stream() |
| 97 | + .map(row -> new RealTimeOhlcDto( |
| 98 | + (String) row[0], // ticker |
| 99 | + LocalDateTime.parse((String) row[1], DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss")), |
| 100 | + ((Number) row[2]).doubleValue(), // open |
| 101 | + ((Number) row[3]).doubleValue(), // high |
| 102 | + ((Number) row[4]).doubleValue(), // low |
| 103 | + ((Number) row[5]).doubleValue(), // close |
| 104 | + ((Number) row[6]).doubleValue() // volume |
| 105 | + )) |
| 106 | + .collect(Collectors.toList()); |
| 107 | + } |
| 108 | + |
| 109 | + static void validateTicker(String ticker) { |
| 110 | + if (ticker == null || ticker.trim().isEmpty()) { |
| 111 | + throw new IllegalArgumentException("티커는 비어있을 수 없습니다"); |
| 112 | + } |
| 113 | + } |
| 114 | + |
| 115 | +} |
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