feat: initial upbit auto-trader implementation

Strategy C: volatility breakout (Larry Williams K=0.5) AND momentum
(MA20 + 2x volume surge) must both trigger for a buy signal.

Hard rules:
- Trailing stop: sell when price drops -10% from peak
- Max budget: 1,000,000 KRW total, up to 3 positions (333,333 KRW each)
- Scan top 20 KRW tickers by 24h trading volume every 60s
- Monitor positions every 10s

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

core/market.py

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+"""Market data utilities."""
+
+from __future__ import annotations
+
+import logging
+
+import pyupbit
+import requests
+
+logger = logging.getLogger(__name__)
+
+TOP_N = 20  # 거래량 상위 N개 종목만 스캔
+_TICKER_URL = "https://api.upbit.com/v1/ticker"
+
+
+def get_top_tickers() -> list[str]:
+    """24시간 거래대금 상위 KRW 마켓 티커 반환."""
+    try:
+        all_tickers = pyupbit.get_tickers(fiat="KRW")
+        if not all_tickers:
+            return []
+
+        # 100개씩 나눠서 조회 (URL 길이 제한)
+        chunk_size = 100
+        ticker_data = []
+        for i in range(0, len(all_tickers), chunk_size):
+            chunk = all_tickers[i:i + chunk_size]
+            params = {"markets": ",".join(chunk)}
+            resp = requests.get(_TICKER_URL, params=params, timeout=5)
+            resp.raise_for_status()
+            ticker_data.extend(resp.json())
+
+        # 스테이블코인 제외
+        EXCLUDE = {"KRW-USDT", "KRW-USDC", "KRW-DAI", "KRW-BUSD"}
+        ticker_data = [t for t in ticker_data if t["market"] not in EXCLUDE]
+
+        # 24h 거래대금 기준 정렬
+        ticker_data.sort(key=lambda x: x.get("acc_trade_price_24h", 0), reverse=True)
+        top = [t["market"] for t in ticker_data[:TOP_N]]
+        logger.debug(f"상위 {TOP_N}개: {top[:5]}...")
+        return top
+    except Exception as e:
+        logger.error(f"get_top_tickers 실패: {e}")
+        return []
+
+
+def get_ohlcv(ticker: str, count: int = 21):
+    """일봉 OHLCV 데이터 반환."""
+    try:
+        return pyupbit.get_ohlcv(ticker, interval="day", count=count)
+    except Exception as e:
+        logger.error(f"get_ohlcv({ticker}) 실패: {e}")
+        return None
+
+
+def get_current_price(ticker: str) -> float | None:
+    """현재가 반환."""
+    try:
+        return pyupbit.get_current_price(ticker)
+    except Exception as e:
+        logger.error(f"get_current_price({ticker}) 실패: {e}")
+        return None

core/monitor.py

@@ -0,0 +1,58 @@
+"""트레일링 스탑 감시 - 백그라운드 스레드에서 실행."""
+
+import logging
+import time
+
+from .market import get_current_price
+from . import trader
+
+logger = logging.getLogger(__name__)
+
+STOP_LOSS_PCT = 0.10   # 최고가 대비 -10%
+CHECK_INTERVAL = 10    # 10초마다 체크
+
+
+def _check_stop(ticker: str, pos: dict) -> None:
+    """단일 포지션 스탑 체크."""
+    current = get_current_price(ticker)
+    if current is None:
+        return
+
+    # 최고가 갱신
+    trader.update_peak(ticker, current)
+
+    # 최신 peak_price 읽기 (update 후)
+    pos = trader.get_positions().get(ticker)
+    if pos is None:
+        return
+
+    peak = pos["peak_price"]
+    buy_price = pos["buy_price"]
+    drop_from_peak = (peak - current) / peak
+
+    # 로그 (보유 중 상태 확인)
+    pnl = (current - buy_price) / buy_price * 100
+    logger.info(
+        f"[감시] {ticker} 현재={current:,.0f} | "
+        f"최고={peak:,.0f} | 하락={drop_from_peak:.1%} | 수익률={pnl:+.1f}%"
+    )
+
+    if drop_from_peak >= STOP_LOSS_PCT:
+        reason = (
+            f"트레일링스탑 | 최고가={peak:,.0f}원 → "
+            f"현재={current:,.0f}원 ({drop_from_peak:.1%} 하락)"
+        )
+        trader.sell(ticker, reason=reason)
+
+
+def run_monitor(interval: int = CHECK_INTERVAL) -> None:
+    """전체 포지션 감시 루프."""
+    logger.info(f"모니터 시작 (체크 주기={interval}초, 스탑={STOP_LOSS_PCT:.0%})")
+    while True:
+        positions_snapshot = dict(trader.get_positions())
+        for ticker, pos in positions_snapshot.items():
+            try:
+                _check_stop(ticker, pos)
+            except Exception as e:
+                logger.error(f"모니터 오류 {ticker}: {e}")
+        time.sleep(interval)

core/strategy.py

@@ -0,0 +1,69 @@
+"""Strategy C: 변동성 돌파 AND 모멘텀 동시 충족 시 매수 신호."""
+
+import logging
+
+from .market import get_current_price, get_ohlcv
+
+logger = logging.getLogger(__name__)
+
+# 변동성 돌파 계수 (래리 윌리엄스 기본값)
+BREAKOUT_K = 0.5
+# 모멘텀 이동평균 기간
+MA_PERIOD = 20
+# 거래량 급증 배수
+VOLUME_MULTIPLIER = 2.0
+
+
+def check_volatility_breakout(ticker: str) -> bool:
+    """변동성 돌파 조건: 현재가 > 오늘 시가 + 전일 변동폭 × K."""
+    df = get_ohlcv(ticker, count=2)
+    if df is None or len(df) < 2:
+        return False
+
+    prev = df.iloc[-2]
+    today = df.iloc[-1]
+    target = today["open"] + (prev["high"] - prev["low"]) * BREAKOUT_K
+    current = get_current_price(ticker)
+
+    if current is None:
+        return False
+
+    result = current > target
+    if result:
+        logger.debug(f"[변동성돌파] {ticker} 현재가={current:,.0f} 목표가={target:,.0f}")
+    return result
+
+
+def check_momentum(ticker: str) -> bool:
+    """모멘텀 조건: 현재가 > MA20 AND 오늘 거래량 > 20일 평균 × 2."""
+    df = get_ohlcv(ticker, count=MA_PERIOD + 1)
+    if df is None or len(df) < MA_PERIOD + 1:
+        return False
+
+    ma = df["close"].iloc[-MA_PERIOD:].mean()
+    avg_vol = df["volume"].iloc[:-1].mean()  # 오늘 제외한 20일 평균
+    today_vol = df["volume"].iloc[-1]
+    current = get_current_price(ticker)
+
+    if current is None:
+        return False
+
+    price_ok = current > ma
+    vol_ok = today_vol > avg_vol * VOLUME_MULTIPLIER
+    result = price_ok and vol_ok
+
+    if result:
+        logger.debug(
+            f"[모멘텀] {ticker} 현재가={current:,.0f} MA20={ma:,.0f} "
+            f"오늘거래량={today_vol:.1f} 평균={avg_vol:.1f}"
+        )
+    return result
+
+
+def should_buy(ticker: str) -> bool:
+    """Strategy C: 변동성 돌파 AND 모멘텀 모두 충족 시 True."""
+    vb = check_volatility_breakout(ticker)
+    if not vb:
+        return False
+    mo = check_momentum(ticker)
+    return vb and mo

core/trader.py

@@ -0,0 +1,119 @@
+"""매수/매도 실행 및 포지션 관리."""
+
+from __future__ import annotations
+
+import logging
+import os
+import threading
+import time
+from typing import Optional
+
+import pyupbit
+from dotenv import load_dotenv
+
+load_dotenv()
+
+logger = logging.getLogger(__name__)
+
+MAX_BUDGET = 1_000_000       # 총 운용 한도: 100만원
+MAX_POSITIONS = 3            # 최대 동시 보유 종목 수
+PER_POSITION = MAX_BUDGET // MAX_POSITIONS  # 종목당 33만3천원
+
+_lock = threading.Lock()
+_positions: dict = {}
+# 구조: { ticker: { buy_price, peak_price, amount, invested_krw } }
+
+_upbit: Optional[pyupbit.Upbit] = None
+
+
+def _get_upbit() -> pyupbit.Upbit:
+    global _upbit
+    if _upbit is None:
+        _upbit = pyupbit.Upbit(os.getenv("ACCESS_KEY"), os.getenv("SECRET_KEY"))
+    return _upbit
+
+
+def get_positions() -> dict:
+    return _positions
+
+
+def buy(ticker: str) -> bool:
+    """시장가 매수. 예산·포지션 수 확인 후 진입."""
+    with _lock:
+        if ticker in _positions:
+            logger.debug(f"{ticker} 이미 보유 중")
+            return False
+
+        if len(_positions) >= MAX_POSITIONS:
+            logger.info(f"최대 포지션 도달({MAX_POSITIONS}), {ticker} 패스")
+            return False
+
+        invested = sum(p["invested_krw"] for p in _positions.values())
+        available = MAX_BUDGET - invested
+        order_krw = min(available, PER_POSITION)
+
+        if order_krw < 10_000:
+            logger.info(f"잔여 예산 부족({order_krw:,}원), {ticker} 패스")
+            return False
+
+        upbit = _get_upbit()
+        try:
+            current = pyupbit.get_current_price(ticker)
+            result = upbit.buy_market_order(ticker, order_krw)
+            if not result or "error" in str(result):
+                logger.error(f"매수 실패: {result}")
+                return False
+
+            time.sleep(0.5)  # 체결 대기
+            currency = ticker.split("-")[1]
+            amount = float(upbit.get_balance(currency) or 0)
+
+            _positions[ticker] = {
+                "buy_price": current,
+                "peak_price": current,
+                "amount": amount,
+                "invested_krw": order_krw,
+            }
+            logger.info(
+                f"[매수] {ticker} @ {current:,.0f}원 | "
+                f"수량={amount} | 투자금={order_krw:,}원"
+            )
+            return True
+        except Exception as e:
+            logger.error(f"매수 예외 {ticker}: {e}")
+            return False
+
+
+def sell(ticker: str, reason: str = "") -> bool:
+    """시장가 전량 매도."""
+    with _lock:
+        if ticker not in _positions:
+            return False
+
+        pos = _positions[ticker]
+        upbit = _get_upbit()
+        try:
+            result = upbit.sell_market_order(ticker, pos["amount"])
+            if not result or "error" in str(result):
+                logger.error(f"매도 실패: {result}")
+                return False
+
+            current = pyupbit.get_current_price(ticker)
+            pnl = (current - pos["buy_price"]) / pos["buy_price"] * 100
+            logger.info(
+                f"[매도] {ticker} @ {current:,.0f}원 | "
+                f"수익률={pnl:+.1f}% | 사유={reason}"
+            )
+            del _positions[ticker]
+            return True
+        except Exception as e:
+            logger.error(f"매도 예외 {ticker}: {e}")
+            return False
+
+
+def update_peak(ticker: str, current_price: float) -> None:
+    """최고가 갱신 (트레일링 스탑 기준선 상향)."""
+    with _lock:
+        if ticker in _positions:
+            if current_price > _positions[ticker]["peak_price"]:
+                _positions[ticker]["peak_price"] = current_price