Merge pull request #77 from CSID-DGU/feature/#33/trading

[feat] : 자동매매 기능 구현
CSID-DGU · Jun 17, 2024 · 73b10d9 · 73b10d9
2 parents 67936bf + bfe661f
commit 73b10d9
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Showing 16 changed files with 429 additions and 149 deletions.
diff --git a/backend/src/main/java/org/dgu/backend/common/BaseEntity.java b/backend/src/main/java/org/dgu/backend/common/BaseEntity.java
@@ -8,11 +8,13 @@
 import org.springframework.data.jpa.domain.support.AuditingEntityListener;
 
 import java.time.LocalDateTime;
+import java.time.ZoneId;
 
 @EntityListeners(AuditingEntityListener.class)
 @MappedSuperclass
 @Getter
 public abstract class BaseEntity {
+
     @CreatedDate
     @Column(name = "created_at", updatable = false)
     @Convert(converter = Jsr310JpaConverters.LocalDateTimeConverter.class)
@@ -22,4 +24,15 @@ public abstract class BaseEntity {
     @Column(name = "updated_at")
     @Convert(converter = Jsr310JpaConverters.LocalDateTimeConverter.class)
     private LocalDateTime updatedAt;
+
+    @PrePersist
+    public void prePersist() {
+        this.createdAt = LocalDateTime.now(ZoneId.of("Asia/Seoul")).plusHours(9);
+        this.updatedAt = this.createdAt;
+    }
+
+    @PreUpdate
+    public void preUpdate() {
+        this.updatedAt = LocalDateTime.now(ZoneId.of("Asia/Seoul")).plusHours(9);
+    }
 }
diff --git a/backend/src/main/java/org/dgu/backend/domain/TradingOption.java b/backend/src/main/java/org/dgu/backend/domain/TradingOption.java
@@ -40,7 +40,7 @@ public class TradingOption extends BaseEntity {
     @Column(name = "trading_unit_price", nullable = false)
     private Long tradingUnitPrice;
 
-    @Column(name = "coin_count", nullable = false, scale = 10)
+    @Column(name = "coin_count", nullable = false, precision = 30, scale = 15)
     private BigDecimal coinCount;
 
     @Column(name = "trading_count", nullable = false)
@@ -56,24 +56,40 @@ public class TradingOption extends BaseEntity {
     private LocalDateTime endDate;
 
     @Builder
-    public TradingOption(User user, Portfolio portfolio, Long initialCapital, Long currentCapital, Long tradingUnitPrice, int tradingCount, int buyingCount, LocalDateTime startDate, LocalDateTime endDate) {
+    public TradingOption(User user, Portfolio portfolio, Long initialCapital, Long currentCapital, Long tradingUnitPrice, int tradingCount, LocalDateTime startDate, LocalDateTime endDate) {
         this.user = user;
         this.portfolio = portfolio;
         this.initialCapital = initialCapital;
         this.currentCapital = currentCapital;
         this.tradingUnitPrice = tradingUnitPrice;
         this.coinCount = BigDecimal.ZERO;
         this.tradingCount = tradingCount;
-        this.buyingCount = buyingCount;
+        this.buyingCount = 0;
         this.startDate = startDate;
         this.endDate = endDate;
     }
 
+    public void updateCurrentCapital(Long currentCapital) {
+        this.currentCapital = currentCapital;
+    }
+
+    public void updateInitialCapital(Long initialCapital) {
+        this.initialCapital = initialCapital;
+    }
+
     public void updateAvgPrice(Double avgPrice) {
         this.avgPrice = avgPrice;
     }
 
     public void updateCoinCount(BigDecimal coinCount) {
         this.coinCount = coinCount;
     }
+
+    public void resetBuyingCount() {
+        this.buyingCount= 0;
+    }
+
+    public void plusBuyingCount() {
+        this.buyingCount++;
+    }
 }
diff --git a/backend/src/main/java/org/dgu/backend/domain/User.java b/backend/src/main/java/org/dgu/backend/domain/User.java
@@ -44,6 +44,9 @@ public class User extends BaseEntity {
     @OneToOne(mappedBy = "user", cascade = CascadeType.ALL, orphanRemoval = true)
     private TradingOption tradingOption;
 
+    @OneToMany(mappedBy = "user", cascade = CascadeType.ALL, orphanRemoval = true)
+    private List<UserTradingLog> userTradingLogs;
+
     @Builder
     public User(UUID userId, String name, String provider, String providerId) {
         this.userId = userId;

diff --git a/backend/src/main/java/org/dgu/backend/domain/UserTradingLog.java b/backend/src/main/java/org/dgu/backend/domain/UserTradingLog.java
@@ -0,0 +1,50 @@
+package org.dgu.backend.domain;
+
+import jakarta.persistence.*;
+import lombok.AccessLevel;
+import lombok.Builder;
+import lombok.Getter;
+import lombok.NoArgsConstructor;
+import org.dgu.backend.common.BaseEntity;
+
+import java.math.BigDecimal;
+
+@Entity
+@NoArgsConstructor(access = AccessLevel.PROTECTED)
+@Getter
+@Table(name = "users_trading_logs")
+public class UserTradingLog extends BaseEntity {
+    @Id
+    @GeneratedValue(strategy = GenerationType.IDENTITY)
+    @Column(name = "trading_logs_id")
+    private Long id;
+
+    @ManyToOne(fetch = FetchType.LAZY)
+    @JoinColumn(name = "users_id", foreignKey = @ForeignKey(name = "users_trading_logs_fk_portfolios_id"))
+    private User user;
+
+    @Column(name = "type", nullable = false)
+    private String type;
+
+    @Column(name = "capital", nullable = false)
+    private Long capital;
+
+    @Column(name = "coin", nullable = false, precision = 30, scale = 15)
+    private BigDecimal coin;
+
+    @Column(name = "coin_price", nullable = false)
+    private Double coinPrice;
+
+    @Column(name = "rate", nullable = false)
+    private Double rate;
+
+    @Builder
+    public UserTradingLog(User user, String type, Long capital, BigDecimal coin, Double coinPrice, Double rate){
+        this.user = user;
+        this.type = type;
+        this.capital = capital;
+        this.coin = coin;
+        this.coinPrice = coinPrice;
+        this.rate = rate;
+    }
+}
diff --git a/backend/src/main/java/org/dgu/backend/dto/TradingDto.java b/backend/src/main/java/org/dgu/backend/dto/TradingDto.java
@@ -34,7 +34,6 @@ public TradingOption to(User user, Portfolio portfolio, PortfolioOption portfoli
                     .currentCapital(fund)
                     .tradingUnitPrice(fund / portfolioOption.getTradingUnit())
                     .tradingCount(portfolioOption.getTradingUnit())
-                    .buyingCount(0)
                     .startDate(startDate)
                     .endDate(endDate)
                     .build();

diff --git a/backend/src/main/java/org/dgu/backend/dto/UpbitDto.java b/backend/src/main/java/org/dgu/backend/dto/UpbitDto.java
@@ -8,7 +8,6 @@
 import org.dgu.backend.domain.Market;
 
 import java.math.BigDecimal;
-import java.time.LocalDateTime;
 
 public class UpbitDto {
     @Builder
@@ -137,12 +136,13 @@ public static OrderRequest of(String market, String side, BigDecimal volume, Dou
     public static class OrderResponse {
         private String uuid;
         private String side;
+        @JsonProperty("ord_type")
         private String ordType;
         private String price;
         private String state;
         private String market;
         @JsonProperty("created_at")
-        private LocalDateTime createdAt;
+        private String createdAt;
         private String volume;
         @JsonProperty("remaining_volume")
         private String remainingVolume;
@@ -157,5 +157,7 @@ public static class OrderResponse {
         private String executedVolume;
         @JsonProperty("trades_count")
         private Integer tradesCount;
+        @JsonProperty("time_in_force")
+        private Integer timeInForce;
     }
 }
diff --git a/backend/src/main/java/org/dgu/backend/exception/UpbitErrorResult.java b/backend/src/main/java/org/dgu/backend/exception/UpbitErrorResult.java
@@ -8,10 +8,27 @@
 
 @Getter
 @RequiredArgsConstructor
-public enum UpbitErrorResult implements BaseErrorCode  {
+public enum UpbitErrorResult implements BaseErrorCode {
+    // HTTP 401 Unauthorized 에러 처리
+    INVALID_QUERY_PAYLOAD(HttpStatus.UNAUTHORIZED, "invalid_query_payload", "JWT 헤더의 페이로드가 올바르지 않습니다. 서명에 사용한 페이로드 값을 확인해주세요."),
+    JWT_VERIFICATION(HttpStatus.UNAUTHORIZED, "jwt_verification", "JWT 헤더 검증에 실패했습니다. 토큰이 올바르게 생성, 서명되었는지 확인해주세요."),
+    EXPIRED_ACCESS_KEY(HttpStatus.UNAUTHORIZED, "expired_access_key", "API 키가 만료되었습니다."),
+    NONCE_USED(HttpStatus.UNAUTHORIZED, "nonce_used", "이미 요청한 nonce값이 다시 사용되었습니다. JWT 헤더 페이로드의 nonce 값은 매번 새로운 값을 사용해야합니다."),
+    NO_AUTHORIZATION_IP(HttpStatus.UNAUTHORIZED, "no_authorization_ip", "허용되지 않은 IP 주소입니다."),
+    OUT_OF_SCOPE(HttpStatus.UNAUTHORIZED, "out_of_scope", "허용되지 않은 기능입니다."),
     FAIL_GET_RESPONSE(HttpStatus.UNAUTHORIZED, "401", "업비트에서 데이터를 가져오는 데 실패했습니다."),
-    UNAUTHORIZED_IP(HttpStatus.UNAUTHORIZED, "401", "허용되지 않은 IP 주소입니다."),
-    UNAUTHORIZED_KEY(HttpStatus.UNAUTHORIZED, "401", "올바른 업비트 키가 아닙니다.");
+    UNAUTHORIZED_KEY(HttpStatus.UNAUTHORIZED, "401", "올바른 업비트 키가 아닙니다."),
+    // HTTP 400 Bad Request 에러 처리
+    CREATE_ASK_ERROR(HttpStatus.BAD_REQUEST, "create_ask_error", "주문 요청 정보가 올바르지 않습니다."),
+    CREATE_BID_ERROR(HttpStatus.BAD_REQUEST, "create_bid_error", "주문 요청 정보가 올바르지 않습니다."),
+    INSUFFICIENT_FUNDS_ASK(HttpStatus.BAD_REQUEST, "insufficient_funds_ask", "매수 가능 잔고가 부족합니다."),
+    INSUFFICIENT_FUNDS_BID(HttpStatus.BAD_REQUEST, "insufficient_funds_bid", "매도 가능 잔고가 부족합니다."),
+    UNDER_MIN_TOTAL_ASK(HttpStatus.BAD_REQUEST, "under_min_total_ask", "주문 요청 금액이 최소주문금액 미만입니다."),
+    UNDER_MIN_TOTAL_BID(HttpStatus.BAD_REQUEST, "under_min_total_bid", "주문 요청 금액이 최소주문금액 미만입니다."),
+    WITHDRAW_ADDRESS_NOT_REGISTERED(HttpStatus.BAD_REQUEST, "withdraw_address_not_registerd", "허용되지 않은 출금 주소입니다. 허용 목록에 등록된 주소로만 출금이 가능합니다."),
+    VALIDATION_ERROR(HttpStatus.BAD_REQUEST, "validation_error", "잘못된 API 요청입니다. 누락된 파라미터가 없는지 확인해주세요."),
+    // 그 외
+    HAS_NO_BITCOIN(HttpStatus.NOT_FOUND, "404", "비트코인을 소유하고 있지 않습니다.");
 
     private final HttpStatus httpStatus;
     private final String code;

diff --git a/backend/src/main/java/org/dgu/backend/repository/UserTradingLogRepository.java b/backend/src/main/java/org/dgu/backend/repository/UserTradingLogRepository.java
@@ -0,0 +1,15 @@
+package org.dgu.backend.repository;
+
+import io.lettuce.core.dynamic.annotation.Param;
+import org.dgu.backend.domain.User;
+import org.dgu.backend.domain.UserTradingLog;
+import org.springframework.data.jpa.repository.JpaRepository;
+import org.springframework.data.jpa.repository.Query;
+
+import java.util.List;
+
+public interface UserTradingLogRepository extends JpaRepository<UserTradingLog,Long> {
+    @Query("SELECT utl FROM UserTradingLog utl WHERE utl.user = :user " +
+            "AND utl.createdAt > (SELECT MAX(utl2.createdAt) FROM UserTradingLog utl2 WHERE utl2.user = :user AND utl2.type = 'SELL')")
+    List<UserTradingLog> findRecentLogsAfterLastSell(@Param("user") User user);
+}
diff --git a/backend/src/main/java/org/dgu/backend/service/DashBoardServiceImpl.java b/backend/src/main/java/org/dgu/backend/service/DashBoardServiceImpl.java
@@ -5,14 +5,13 @@
 import lombok.extern.slf4j.Slf4j;
 import org.dgu.backend.constant.Coin;
 import org.dgu.backend.domain.Market;
-import org.dgu.backend.domain.UpbitKey;
 import org.dgu.backend.domain.User;
 import org.dgu.backend.domain.UserCoin;
 import org.dgu.backend.dto.DashBoardDto;
 import org.dgu.backend.dto.UpbitDto;
-import org.dgu.backend.exception.*;
+import org.dgu.backend.exception.MarketErrorResult;
+import org.dgu.backend.exception.MarketException;
 import org.dgu.backend.repository.MarketRepository;
-import org.dgu.backend.repository.UpbitKeyRepository;
 import org.dgu.backend.repository.UserCoinRepository;
 import org.dgu.backend.util.JwtUtil;
 import org.springframework.beans.factory.annotation.Value;
@@ -29,21 +28,18 @@
 @RequiredArgsConstructor
 @Slf4j
 public class DashBoardServiceImpl implements DashBoardService {
-    @Value("${upbit.url.account}")
-    private String UPBIT_URL_ACCOUNT;
     @Value("${upbit.url.ticker}")
     private String UPBIT_URL_TICKER;
     private final JwtUtil jwtUtil;
     private final UpbitApiClient upbitApiClient;
-    private final UpbitKeyRepository upbitKeyRepository;
     private final UserCoinRepository userCoinRepository;
     private final MarketRepository marketRepository;
 
     // 유저 업비트 잔고를 반환하는 메서드
     @Override
     public DashBoardDto.UserAccountResponse getUserAccount(String authorizationHeader) {
         User user = jwtUtil.getUserFromHeader(authorizationHeader);
-        UpbitDto.Account[] accounts = getUpbitAccounts(user);
+        UpbitDto.Account[] accounts = upbitApiClient.getUpbitAccounts(user);
 
         BigDecimal accountSum = getAccountSum(accounts);
 
@@ -56,7 +52,7 @@ public DashBoardDto.UserAccountResponse getUserAccount(String authorizationHeade
     @Override
     public List<DashBoardDto.UserCoinResponse> getUserCoins(String authorizationHeader) {
         User user = jwtUtil.getUserFromHeader(authorizationHeader);
-        UpbitDto.Account[] accounts = getUpbitAccounts(user);
+        UpbitDto.Account[] accounts = upbitApiClient.getUpbitAccounts(user);
 
         return processUserCoins(accounts, user);
     }
@@ -159,15 +155,4 @@ private BigDecimal getCoinPriceIncreaseRate(UserCoin userCoin, BigDecimal curPri
                 .divide(pastValue, 6, RoundingMode.HALF_UP)
                 .multiply(new BigDecimal("100"));
     }
-
-    // 유저 업비트 계좌 정보를 조회하는 메서드
-    private UpbitDto.Account[] getUpbitAccounts(User user) {
-        UpbitKey upbitKey = upbitKeyRepository.findByUser(user);
-        if (Objects.isNull(upbitKey)) {
-            throw new UserException(UserErrorResult.NOT_FOUND_KEY);
-        }
-
-        String token = jwtUtil.generateUpbitToken(upbitKey);
-        return upbitApiClient.getUserAccountsAtUpbit(UPBIT_URL_ACCOUNT, token);
-    }
 }
diff --git a/backend/src/main/java/org/dgu/backend/service/OrderService.java b/backend/src/main/java/org/dgu/backend/service/OrderService.java
@@ -0,0 +1,9 @@
+package org.dgu.backend.service;
+
+import org.dgu.backend.domain.UpbitKey;
+
+import java.util.Map;
+
+public interface OrderService {
+    void executeOrder(Map<String, String> params, UpbitKey upbitKey);
+}
diff --git a/backend/src/main/java/org/dgu/backend/service/OrderServiceImpl.java b/backend/src/main/java/org/dgu/backend/service/OrderServiceImpl.java
@@ -0,0 +1,31 @@
+package org.dgu.backend.service;
+
+import jakarta.transaction.Transactional;
+import lombok.RequiredArgsConstructor;
+import org.dgu.backend.domain.UpbitKey;
+import org.dgu.backend.util.HashUtil;
+import org.dgu.backend.util.JwtUtil;
+import org.springframework.beans.factory.annotation.Value;
+import org.springframework.stereotype.Service;
+
+import java.util.Map;
+
+@Service
+@RequiredArgsConstructor
+public class OrderServiceImpl implements OrderService {
+    @Value("${upbit.url.order}")
+    private String UPBIT_URL_ORDER;
+    private final JwtUtil jwtUtil;
+    private final UpbitApiClient upbitApiClient;
+
+    // 주문을 진행하는 메서드
+    @Override
+    @Transactional
+    public void executeOrder(Map<String, String> params, UpbitKey upbitKey) {
+        String queryString = HashUtil.buildQueryString(params);
+        String queryHash = HashUtil.generateQueryHash(queryString);
+        String authenticationToken = jwtUtil.generateUpbitOrderToken(upbitKey, queryHash);
+        upbitApiClient.createNewOrder(UPBIT_URL_ORDER, authenticationToken, params);
+        System.out.println("자동매매에 성공했습니다.");
+    }
+}
diff --git a/backend/src/main/java/org/dgu/backend/service/TradingService.java b/backend/src/main/java/org/dgu/backend/service/TradingService.java
@@ -1,8 +1,12 @@
 package org.dgu.backend.service;
 
+import org.dgu.backend.domain.PortfolioOption;
+import org.dgu.backend.domain.TradingOption;
+import org.dgu.backend.domain.User;
 import org.dgu.backend.dto.TradingDto;
 
 public interface TradingService {
     void registerAutoTrading(String authorizationHeader, TradingDto.AutoTradingRequest autoTradingRequest);
     void removeAutoTrading(String authorizationHeader, String portfolioId);
+    void executeTrade(User user, PortfolioOption portfolioOption, TradingOption tradingOption, Double curPrice);
 }