Feat/realitybot

build.gradle

@@ -56,7 +56,7 @@ dependencies {
 
 	implementation 'org.springdoc:springdoc-openapi-starter-webmvc-ui:2.8.8'
 	implementation 'org.springframework.boot:spring-boot-starter-actuator'
-
+	implementation 'io.micrometer:micrometer-registry-prometheus'
 
 	implementation 'com.squareup.okhttp3:okhttp:4.12.0'
 	implementation 'com.google.code.gson:gson:2.13.1'

src/main/java/com/cleanengine/coin/realitybot/api/ApiScheduler.java

@@ -4,12 +4,16 @@
 import com.cleanengine.coin.order.adapter.out.persistentce.asset.AssetRepository;
 import com.cleanengine.coin.order.domain.Asset;
 import com.cleanengine.coin.realitybot.domain.APIVWAPState;
+import com.cleanengine.coin.realitybot.domain.VWAPMetricsRecorder;
 import com.cleanengine.coin.realitybot.dto.Ticks;
 import com.cleanengine.coin.realitybot.parser.TickParser;
 import com.cleanengine.coin.realitybot.service.OrderGenerateService;
 import com.cleanengine.coin.realitybot.service.TickServiceManager;
+import io.micrometer.core.instrument.MeterRegistry;
+import io.micrometer.core.instrument.Timer;
 import lombok.RequiredArgsConstructor;
 import lombok.extern.slf4j.Slf4j;
+import org.springframework.scheduling.annotation.Scheduled;
 import org.springframework.stereotype.Component;
 
 import java.util.List;
@@ -29,16 +33,20 @@ public class ApiScheduler {
     private final Map<String,Long> lastSequentialIdMap = new ConcurrentHashMap<>();
     private final AssetRepository assetRepository;
     private final CoinoneAPIClient coinoneAPIClient;
+    private final VWAPMetricsRecorder recorder;
+    private final MeterRegistry meterRegistry;
     private String ticker;
 
-//    @Scheduled(fixedRate = 5000)
+    @Scheduled(fixedRate = 5000)
     public void MarketAllRequest() throws InterruptedException {
-        List<Asset> tickers = assetRepository.findAll();
-        for (Asset ticker : tickers){
-            String tickerName = ticker.getTicker();
-            MarketDataRequest(tickerName);
-//            Thread.sleep(500);
-        }
+        Timer timer = meterRegistry.timer("apischeduler.request.duration");
+        timer.record(() -> {
+            List<Asset> tickers = assetRepository.findAll();
+            for (Asset ticker : tickers) {
+                String tickerName = ticker.getTicker();
+                MarketDataRequest(tickerName);
+            }
+        });
     }
 
     public void MarketDataRequest(String ticker){
@@ -62,7 +70,10 @@ public void MarketDataRequest(String ticker){
         lastSequentialIdMap.put(ticker,lastSeqId);
         double vwap = apiVWAPState.getVWAP();
         double volume = apiVWAPState.getAvgVolumePerOrder();
+        recorder.recordApiVwap(ticker,vwap);
+
         orderGenerateService.generateOrder(ticker,vwap,volume); //1tick 당 매수/매도 3개씩 제작
+
 //        log.info("작동확인 {}의 가격 : {} , 볼륨 : {}",ticker, vwap, volume);
     }
 
@@ -89,7 +100,7 @@ public void destroy() throws Exception { //담긴 Queue데이터 확인용
 
     } catch (Exception e) {
         log.error("Bithumb API 오류 발생: {} → Coinone으로 대체 요청", e.getMessage());
-        return coinoneAPIClient.get(ticker);
+        return coinoneAPIClient.geta(ticker);
     }
 }*/
 

src/main/java/com/cleanengine/coin/realitybot/api/UnitPriceRefresher.java

@@ -10,14 +10,14 @@
 import org.springframework.boot.ApplicationArguments;
 import org.springframework.boot.ApplicationRunner;
 import org.springframework.scheduling.annotation.Scheduled;
-import org.springframework.stereotype.Service;
+import org.springframework.stereotype.Component;
 
 import java.util.List;
 import java.util.Map;
 import java.util.concurrent.ConcurrentHashMap;
 
 @Slf4j
-@Service
+@Component
 @RequiredArgsConstructor
 public class UnitPriceRefresher implements ApplicationRunner {
     private final UnitPricePolicy unitPricePolicy;

src/main/java/com/cleanengine/coin/realitybot/config/MetricConfig.java

@@ -0,0 +1,18 @@
+package com.cleanengine.coin.realitybot.config;
+
+import io.micrometer.core.instrument.MeterRegistry;
+import org.springframework.boot.actuate.autoconfigure.metrics.MeterRegistryCustomizer;
+import org.springframework.context.annotation.Bean;
+import org.springframework.context.annotation.Configuration;
+import org.springframework.context.annotation.Profile;
+
+//@Profile("actuator")
+@Configuration
+public class MetricConfig {
+
+    @Bean
+    MeterRegistryCustomizer<MeterRegistry> metricsCommonTags() {
+        return registry -> registry.config().commonTags("application", "my-app");
+    }
+
+}

src/main/java/com/cleanengine/coin/realitybot/domain/APIVWAPState.java

@@ -17,8 +17,10 @@ public void addTick(Ticks tick){
         if (ticksQueue.size() >= maxQueueSize) {
             //10개 이상이 되면 선착순으로 제거해나감
         Ticks removed = ticksQueue.poll();
+        if (removed != null){
             calculator.removeTrade(removed.getTrade_price(), removed.getTrade_volume());
-    }
+            }
+        }
         //초기엔 들어온 갯수에 따라 증가시켜서 계산함
         ticksQueue.add(tick);
         calculator.recordTrade(tick.getTrade_price(),tick.getTrade_volume());

src/main/java/com/cleanengine/coin/realitybot/domain/VWAPMetricsRecorder.java

@@ -0,0 +1,65 @@
+package com.cleanengine.coin.realitybot.domain;
+
+import io.micrometer.core.instrument.DistributionSummary;
+import io.micrometer.core.instrument.MeterRegistry;
+import io.micrometer.core.instrument.Tags;
+import lombok.RequiredArgsConstructor;
+import org.springframework.stereotype.Component;
+
+import java.time.Instant;
+import java.util.concurrent.ConcurrentHashMap;
+import java.util.concurrent.atomic.AtomicReference;
+
+@Component
+@RequiredArgsConstructor
+public class VWAPMetricsRecorder {
+    private final MeterRegistry meterRegistry;
+    private final ConcurrentHashMap<String, AtomicReference<Double>> orderPriceMap = new ConcurrentHashMap<>();
+    private final ConcurrentHashMap<String, DistributionSummary> orderPriceSummery = new ConcurrentHashMap<>();
+    private final ConcurrentHashMap<String, AtomicReference<Double>> apiVwapMap = new ConcurrentHashMap<>();
+    private final ConcurrentHashMap<String, AtomicReference<Double>> platformVwapMap = new ConcurrentHashMap<>();
+
+    public void recordPrice(String ticker, boolean isBuy, double price){
+        String type = isBuy ? "buy" : "sell";
+        String timeStamp = Instant.now().toString();
+//        String key = ticker +"|"+type+"|"+timeStamp;
+        String key = ticker +"|"+type;
+
+
+        AtomicReference<Double> priceRef = orderPriceMap.computeIfAbsent(key, k -> {
+
+            AtomicReference<Double> value = new AtomicReference<>(price);
+
+            meterRegistry.gauge("order_price",
+                    Tags.of("ticker",ticker,"type",type)
+                    ,value,AtomicReference::get);
+            return value;
+        });
+        priceRef.set(price);
+
+        DistributionSummary summary = orderPriceSummery.computeIfAbsent(key,k ->
+                DistributionSummary.builder("order_price_summary")
+                        .tags(Tags.of("ticker",ticker,"type",type))
+                        .publishPercentiles(0.05,0.95)
+                        .register(meterRegistry)
+        );
+        summary.record(price);
+    }
+
+
+    public void recordApiVwap(String ticker, double price){
+        apiVwapMap.computeIfAbsent(ticker, t -> {
+            AtomicReference<Double> ref = new AtomicReference<>(price);
+            meterRegistry.gauge("api_vwap",Tags.of("ticker",t),ref,AtomicReference::get);
+            return ref;
+        }).set(price);
+    }
+    public void recordPlatformVwap(String ticker, double price){
+        platformVwapMap.computeIfAbsent(ticker, t -> {
+            AtomicReference<Double> ref = new AtomicReference<>(price);
+            meterRegistry.gauge("platform_vwap",Tags.of("ticker",t),ref,AtomicReference::get);
+            return ref;
+        }).set(price);
+    }
+
+}

src/main/java/com/cleanengine/coin/realitybot/dto/Ticks.java

@@ -12,7 +12,7 @@ public class Ticks {
     private String trade_date_utc; // LocalDate
     private String trade_time_utc; // LocalTime
     private String timestamp; //instant 에러 발생
-    private float trade_price;
+    private double trade_price;
     private double trade_volume;
     private float prev_closing_price;
     private double change_price;

src/main/java/com/cleanengine/coin/realitybot/service/OrderGenerateService.java

@@ -1,14 +1,13 @@
 package com.cleanengine.coin.realitybot.service;
 
+import com.cleanengine.coin.order.adapter.out.persistentce.account.OrderAccountRepository;
+import com.cleanengine.coin.order.adapter.out.persistentce.wallet.OrderWalletRepository;
 import com.cleanengine.coin.order.application.OrderService;
 import com.cleanengine.coin.realitybot.api.UnitPriceRefresher;
+import com.cleanengine.coin.realitybot.domain.VWAPMetricsRecorder;
 import com.cleanengine.coin.realitybot.vo.DeviationPricePolicy;
 import com.cleanengine.coin.realitybot.vo.OrderPricePolicy;
 import com.cleanengine.coin.realitybot.vo.OrderVolumePolicy;
-import com.cleanengine.coin.order.adapter.out.persistentce.account.OrderAccountRepository;
-import com.cleanengine.coin.order.adapter.out.persistentce.wallet.OrderWalletRepository;
-import com.cleanengine.coin.trade.entity.Trade;
-import com.cleanengine.coin.trade.repository.TradeRepository;
 import com.cleanengine.coin.user.domain.Account;
 import com.cleanengine.coin.user.domain.Wallet;
 import lombok.RequiredArgsConstructor;
@@ -18,8 +17,6 @@
 import org.springframework.stereotype.Service;
 
 import java.text.DecimalFormat;
-import java.util.List;
-import java.util.concurrent.TimeUnit;
 
 import static com.cleanengine.coin.common.CommonValues.BUY_ORDER_BOT_ID;
 import static com.cleanengine.coin.common.CommonValues.SELL_ORDER_BOT_ID;
@@ -29,19 +26,20 @@
 @Order(5)
 @RequiredArgsConstructor
 public class OrderGenerateService {
+    private final VWAPMetricsRecorder VWAPMetricsRecorder;
     @Value("${bot-handler.order-level}")
     private int[] orderLevels; //체결 강도
     private double unitPrice = 0; //TODO : 거래쌍 시세에 따른 호가 정책 개발 필요
     private final UnitPriceRefresher unitPriceRefresher;
     private final PlatformVWAPService platformVWAPService;
     private final OrderService orderService;
-    private final TradeRepository tradeRepository;
-    private final VWAPerrorInJectionScheduler vwaPerrorInJectionScheduler;
     private final OrderPricePolicy orderPricePolicy;
     private final DeviationPricePolicy deviationPricePolicy;
     private final OrderVolumePolicy orderVolumePolicy;
     private final OrderWalletRepository orderWalletRepository;
     private final OrderAccountRepository accountExternalRepository;
+
+    private final VWAPMetricsRecorder recorder;
     private String ticker;
 
 
@@ -51,15 +49,14 @@ public void generateOrder(String ticker, double apiVWAP, double avgVolume) {//
         //호가 정책 적용
         this.unitPrice = unitPriceRefresher.getUnitPriceByTicker(ticker);
 
-        //최근 체결 내역 가져오기
-        List<Trade> trades = tradeRepository.findTop10ByTickerOrderByTradeTimeDesc(ticker);
+//        //최근 체결 내역 가져오기
+//        List<Trade> trades = tradeRepository.findTop10ByTickerOrderByTradeTimeDesc(ticker);
 
         // Platform 기반 가격 생성 (10개 이하, 10개 이상에 따른 가격 생성)
-        double platformVWAP = platformVWAPService.calculateVWAPbyTrades(ticker,trades,apiVWAP);
-
+        double platformVWAP = platformVWAPService.calculateVWAPbyTrades(ticker,apiVWAP);
+        recorder.recordPlatformVwap(ticker,platformVWAP);
         //편차 계산 (vwap 기준)
         double trendLineRate = (platformVWAP - apiVWAP)/ apiVWAP;
-
         for(int level : orderLevels) { //1주문당 3회 매수매도 처리
             OrderPricePolicy.OrderPrice basePrice = orderPricePolicy.calculatePrice(level,platformVWAP,unitPrice,trendLineRate);
             DeviationPricePolicy.AdjustPrice adjustPrice = deviationPricePolicy.adjust(
@@ -74,15 +71,7 @@ public void generateOrder(String ticker, double apiVWAP, double avgVolume) {//
                 createOrderWithFallback(ticker,false, sellVolume, sellPrice);
                 createOrderWithFallback(ticker,true, buyVolume, buyPrice);
 
-
-            try {
-                TimeUnit.MICROSECONDS.sleep(100);
-            } catch (InterruptedException e) {
-                throw new RuntimeException(e);
-            }
-//            vwaPerrorInJectionScheduler.enableInjection(); //에러 발생기 비활성화
-
-           /* DecimalFormat df = new DecimalFormat("#,##0.00");
+/*            DecimalFormat df = new DecimalFormat("#,##0.00");
             DecimalFormat dfv = new DecimalFormat("#,###.########");
             //모니터링용
             System.out.println("sellPrice = " + df.format(sellPrice));
@@ -92,8 +81,7 @@ public void generateOrder(String ticker, double apiVWAP, double avgVolume) {//
             System.out.println("buyVolume = " + dfv.format(buyVolume));
 
             System.out.println("====================================");
-            System.out.println(ticker+"의 현재 시장 vwap :"+df.format(apiVWAP)+" | 현재 플랫폼 vwap :"+df.format(platformVWAP));
-*/
+            System.out.println(ticker+"의 현재 시장 vwap :"+df.format(apiVWAP)+" | 현재 플랫폼 vwap :"+df.format(platformVWAP));*/
         }
         /*System.out.println("📦"+ticker+" [체결 기록 Top 10]");
         trades.forEach(t ->
@@ -109,7 +97,7 @@ private void createOrderWithFallback(String ticker,boolean isBuy, double volume,
                     new DecimalFormat("#,###.########").format(volume));
             return;
         }
-
+        recorder.recordPrice(ticker,isBuy,price);
         try {
             orderService.createOrderWithBot(ticker, isBuy, volume, price);
         } catch (IllegalArgumentException e) {

src/main/java/com/cleanengine/coin/realitybot/service/PlatformVWAPService.java

@@ -2,25 +2,65 @@
 
 import com.cleanengine.coin.realitybot.domain.PlatformVWAPState;
 import com.cleanengine.coin.trade.entity.Trade;
-import lombok.extern.slf4j.Slf4j;
+import com.cleanengine.coin.trade.repository.TradeRepository;
+import lombok.RequiredArgsConstructor;
 import org.springframework.stereotype.Service;
 
+import java.time.LocalDateTime;
 import java.util.List;
 import java.util.Map;
 import java.util.concurrent.ConcurrentHashMap;
 
 @Service
-@Slf4j
+@RequiredArgsConstructor
 public class PlatformVWAPService {//TODO 가상 시장 조회용 사라질 예정임
+    private final TradeRepository tradeRepository;
+
     Map<String, PlatformVWAPState> vwapMap = new ConcurrentHashMap<>();
+    Map<String, LocalDateTime> lastTradeTimeMap = new ConcurrentHashMap<>();
+
 
-    public double calculateVWAPbyTrades(String ticker,List<Trade> trades,double apiVWAP) {
+    public double calculateVWAPbyTrades(String ticker,double apiVWAP) {
         PlatformVWAPState state = vwapMap.computeIfAbsent(ticker, PlatformVWAPState::new);
-            if (trades.size() < 10){
-                //체결 내역이 10개 이하일 경우 자체 계산
-                return generateVWAP(apiVWAP);
+        LocalDateTime lastTradeTime = lastTradeTimeMap.get(ticker);
+
+        //최근 체결 내역 가져오기
+        List<Trade> trades = tradeRepository.findTop10ByTickerOrderByTradeTimeDesc(ticker);
+
+        if ( trades.size() < 10){
+            //체결 내역이 10개 이하일 경우 자체 계산
+            return generateVWAP(apiVWAP);
+        }
+        LocalDateTime newestTime = trades.get(0).getTradeTime();
+        if (lastTradeTime == null) {
+            lastTradeTimeMap.put(ticker, newestTime);
+            state.addTrades(trades);
+            return state.getVWAP();
+        }
+        boolean containsSameTime = false;
+        for (Trade trade : trades) {
+            if (trade.getTradeTime().isEqual(lastTradeTime)) {
+                containsSameTime = true;
+                break;
             }
+        }
+
+        if (!containsSameTime) {
+            trades = tradeRepository.findByTickerAndTradeTimeGreaterThanEqualOrderByTradeTimeDesc(ticker, lastTradeTime);
+            newestTime = trades.get(0).getTradeTime();
+            lastTradeTimeMap.put(ticker, newestTime);
+        }
+
+        //=================
         state.addTrades(trades);
+
+        /*System.out.println("📦"+ticker+" [체결 기록]");
+        state.addTrades(trades);trades.forEach(t ->
+                System.out.printf("🕒 %s | 가격: %.0f | 수량: %.8f | 매수: #%d ↔ 매도: #%d%n",
+                        t.getTradeTime(), t.getPrice(), t.getSize(), t.getBuyUserId(), t.getSellUserId())
+        );*/
+
+
         return state.getVWAP();
     }