fix: use actual order fills for weighted avg sell price

After sell_market_order, query Upbit /v1/order API to get actual
trade fills. If split across multiple fills, compute weighted average
price and use actual paid_fee instead of estimate.

Falls back to get_current_price if order query fails.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

core/trader.py

@@ -286,6 +286,59 @@ def buy(ticker: str) -> bool:
             return False
 
 
+def _get_avg_fill_price(
+    upbit: pyupbit.Upbit,
+    order_uuid: str,
+    ticker: str,
+    fallback: float,
+) -> tuple[float, float | None]:
+    """주문 UUID로 실제 체결 내역을 조회해 가중평균 체결가와 실수수료를 반환.
+
+    분할 체결(여러 fills)이면 합산 평균가 계산.
+    조회 실패 시 (fallback_price, None) 반환.
+    """
+    if not order_uuid:
+        return fallback, None
+    try:
+        import hashlib
+        import jwt as _jwt
+        import requests as _req
+
+        query_str = f"uuid={order_uuid}"
+        payload = {
+            "access_key": upbit.access_key,
+            "nonce": str(uuid.uuid4()),
+            "query_hash": hashlib.sha512(query_str.encode()).hexdigest(),
+            "query_hash_alg": "SHA512",
+        }
+        token = _jwt.encode(payload, upbit.secret_key, algorithm="HS256")
+        resp = _req.get(
+            "https://api.upbit.com/v1/order",
+            params={"uuid": order_uuid},
+            headers={"Authorization": f"Bearer {token}"},
+            timeout=5,
+        )
+        data = resp.json()
+        trades = data.get("trades", [])
+        if not trades:
+            return fallback, None
+
+        total_vol = sum(float(t["volume"]) for t in trades)
+        total_krw = sum(float(t["price"]) * float(t["volume"]) for t in trades)
+        avg_price = total_krw / total_vol if total_vol > 0 else fallback
+        paid_fee  = float(data.get("paid_fee", 0))
+
+        if len(trades) > 1:
+            logger.info(
+                f"[분할체결] {ticker} {len(trades)}건 → "
+                f"평균={avg_price:,.4f}원 (수수료={paid_fee:,.0f}원)"
+            )
+        return avg_price, paid_fee
+    except Exception as e:
+        logger.debug(f"[체결조회 실패] {ticker} uuid={order_uuid[:8]}: {e}")
+    return fallback, None
+
+
 def sell(ticker: str, reason: str = "") -> bool:
     """시장가 전량 매도."""
     with _lock:
@@ -315,28 +368,36 @@ def sell(ticker: str, reason: str = "") -> bool:
                     return True
                 return False
 
-            current = pyupbit.get_current_price(ticker)
+            time.sleep(0.5)  # 체결 완료 대기
-            pnl = (current - pos["buy_price"]) / pos["buy_price"] * 100 if current else 0.0
+
-            # 실제 KRW 손익 및 수수료 계산 (업비트 수수료 0.05% 양방향)
+            # 실제 체결 내역으로 가중평균 매도가 계산 (분할 체결 대응)
-            sell_value = (current or pos["buy_price"]) * actual_amount
+            order_uuid = result.get("uuid", "") if isinstance(result, dict) else ""
-            fee = pos["invested_krw"] * 0.0005 + sell_value * 0.0005
+            fallback_price = pyupbit.get_current_price(ticker) or pos["buy_price"]
+            actual_sell_price, actual_fee_from_order = _get_avg_fill_price(
+                upbit, order_uuid, ticker, fallback_price
+            )
+
+            pnl = (actual_sell_price - pos["buy_price"]) / pos["buy_price"] * 100
+            sell_value = actual_sell_price * actual_amount
+            # 수수료: 주문 조회 성공 시 실제값, 아니면 추정값 (0.05% 양방향)
+            fee = actual_fee_from_order if actual_fee_from_order is not None \
+                  else (pos["invested_krw"] * 0.0005 + sell_value * 0.0005)
             krw_profit = sell_value - pos["invested_krw"] - fee
             logger.info(
-                f"[매도] {ticker} @ {current:,.0f}원 | "
+                f"[매도] {ticker} @ {actual_sell_price:,.4f}원 | "
                 f"수익률={pnl:+.1f}% | 순익={krw_profit:+,.0f}원 (수수료 {fee:,.0f}원) | 사유={reason}"
             )
-            notify_sell(ticker, current, pnl, reason)
+            notify_sell(ticker, actual_sell_price, pnl, reason)
-            if current:
+            _last_sell_prices[ticker] = actual_sell_price
-                _last_sell_prices[ticker] = current  # 재매수 기준가 기록
+            try:
-                try:
+                upsert_sell_price(ticker, actual_sell_price)
-                    upsert_sell_price(ticker, current)  # DB 영구 저장
+            except Exception as e:
-                except Exception as e:
+                logger.error(f"직전 매도가 DB 저장 실패 {ticker}: {e}")
-                    logger.error(f"직전 매도가 DB 저장 실패 {ticker}: {e}")
             _update_history(
                 ticker, pnl > 0, pnl, fee, krw_profit,
                 trade_id=pos.get("trade_id", ""),
                 buy_price=pos["buy_price"],
-                sell_price=current or pos["buy_price"],
+                sell_price=actual_sell_price,
                 invested_krw=pos["invested_krw"],
                 sell_reason=reason,
             )