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>
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core/market.py
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62
core/market.py
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"""Market data utilities."""
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from __future__ import annotations
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import logging
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import pyupbit
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import requests
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logger = logging.getLogger(__name__)
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TOP_N = 20 # 거래량 상위 N개 종목만 스캔
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_TICKER_URL = "https://api.upbit.com/v1/ticker"
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def get_top_tickers() -> list[str]:
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"""24시간 거래대금 상위 KRW 마켓 티커 반환."""
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try:
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all_tickers = pyupbit.get_tickers(fiat="KRW")
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if not all_tickers:
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return []
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# 100개씩 나눠서 조회 (URL 길이 제한)
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chunk_size = 100
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ticker_data = []
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for i in range(0, len(all_tickers), chunk_size):
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chunk = all_tickers[i:i + chunk_size]
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params = {"markets": ",".join(chunk)}
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resp = requests.get(_TICKER_URL, params=params, timeout=5)
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resp.raise_for_status()
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ticker_data.extend(resp.json())
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# 스테이블코인 제외
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EXCLUDE = {"KRW-USDT", "KRW-USDC", "KRW-DAI", "KRW-BUSD"}
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ticker_data = [t for t in ticker_data if t["market"] not in EXCLUDE]
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# 24h 거래대금 기준 정렬
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ticker_data.sort(key=lambda x: x.get("acc_trade_price_24h", 0), reverse=True)
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top = [t["market"] for t in ticker_data[:TOP_N]]
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logger.debug(f"상위 {TOP_N}개: {top[:5]}...")
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return top
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except Exception as e:
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logger.error(f"get_top_tickers 실패: {e}")
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return []
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def get_ohlcv(ticker: str, count: int = 21):
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"""일봉 OHLCV 데이터 반환."""
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try:
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return pyupbit.get_ohlcv(ticker, interval="day", count=count)
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except Exception as e:
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logger.error(f"get_ohlcv({ticker}) 실패: {e}")
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return None
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def get_current_price(ticker: str) -> float | None:
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"""현재가 반환."""
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try:
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return pyupbit.get_current_price(ticker)
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except Exception as e:
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logger.error(f"get_current_price({ticker}) 실패: {e}")
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return None
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