upbit-trader/core/order.py

"""Upbit 주문 실행 모듈.

주문 제출, 취소, 체결 조회, 시장가 매도 등
Upbit REST API와 직접 통신하는 로직을 담당한다.
"""
from __future__ import annotations

import logging
import math
import time
from typing import Optional, Tuple

import pyupbit

log = logging.getLogger(__name__)


def round_price(price: float) -> float:
    """Upbit 호가 단위로 내림 처리.

    Args:
        price: 원본 가격.

    Returns:
        호가 단위에 맞춰 내림된 가격.
    """
    if price >= 2_000_000:   unit = 1000
    elif price >= 1_000_000: unit = 500
    elif price >= 100_000:   unit = 100
    elif price >= 10_000:    unit = 10
    elif price >= 1_000:     unit = 5
    elif price >= 100:       unit = 1
    elif price >= 10:        unit = 0.1
    else:                    unit = 0.01
    return math.floor(price / unit) * unit


def submit_limit_buy(
    client: pyupbit.Upbit,
    ticker: str,
    price: float,
    qty: float,
    sim_mode: bool = False,
) -> Optional[str]:
    """지정가 매수 주문 제출.

    Returns:
        주문 UUID. 실패 시 None.
    """
    price = round_price(price)
    if sim_mode:
        return f"sim-buy-{ticker}"
    try:
        order = client.buy_limit_order(ticker, price, qty)
        if not order or 'error' in str(order):
            log.error(f"지정가 매수 실패 {ticker}: {order}")
            return None
        return order.get('uuid')
    except (ConnectionError, TimeoutError, ValueError) as e:
        log.error(f"지정가 매수 오류 {ticker}: {e}")
        return None


def submit_limit_sell(
    client: pyupbit.Upbit,
    ticker: str,
    qty: float,
    price: float,
    sim_mode: bool = False,
) -> Optional[str]:
    """지정가 매도 주문 제출.

    Returns:
        주문 UUID. 실패 시 None.
    """
    price = round_price(price)
    if sim_mode:
        return f"sim-{ticker}"
    try:
        order = client.sell_limit_order(ticker, price, qty)
        if not order or 'error' in str(order):
            log.error(f"지정가 매도 실패 {ticker}: price={price} qty={qty} -> {order}")
            return None
        return order.get('uuid')
    except (ConnectionError, TimeoutError, ValueError) as e:
        log.error(f"지정가 매도 오류 {ticker}: {e}")
        return None


def cancel_order(
    client: pyupbit.Upbit,
    uuid: Optional[str],
    sim_mode: bool = False,
) -> None:
    """주문 취소. sim_mode이거나 uuid가 없으면 무시."""
    if sim_mode or not uuid or uuid.startswith('sim-'):
        return
    try:
        client.cancel_order(uuid)
    except (ConnectionError, TimeoutError, ValueError) as e:
        log.warning(f"주문 취소 실패 {uuid}: {e}")


def check_order_state(
    client: pyupbit.Upbit,
    uuid: str,
) -> Tuple[Optional[str], Optional[float]]:
    """주문 상태 조회.

    Returns:
        (state, avg_price) 튜플. state: 'done'|'wait'|'cancel'|None.
    """
    try:
        detail = client.get_order(uuid)
        if not detail:
            return None, None
        state = detail.get('state')
        avg_price = float(detail.get('avg_price') or 0) or None
        return state, avg_price
    except (ConnectionError, TimeoutError, ValueError) as e:
        log.warning(f"주문 조회 실패 {uuid}: {e}")
        return None, None


def _avg_price_from_order(
    client: pyupbit.Upbit,
    uuid: str,
) -> Optional[float]:
    """체결 내역에서 가중평균 체결가를 계산."""
    try:
        detail = client.get_order(uuid)
        if not detail:
            return None
        trades = detail.get('trades', [])
        if trades:
            total_funds = sum(float(t['funds']) for t in trades)
            total_vol = sum(float(t['volume']) for t in trades)
            return total_funds / total_vol if total_vol > 0 else None
        avg = detail.get('avg_price')
        return float(avg) if avg else None
    except (ConnectionError, TimeoutError, ValueError) as e:
        log.warning(f"체결가 조회 실패 {uuid}: {e}")
        return None


def sell_market(
    client: pyupbit.Upbit,
    ticker: str,
    qty: float,
    sim_mode: bool = False,
) -> Optional[float]:
    """시장가 매도. 체결가를 반환.

    Args:
        client: Upbit 클라이언트.
        ticker: 종목 코드.
        qty: 매도 수량.
        sim_mode: 시뮬레이션 모드.

    Returns:
        체결 평균가. 실패 시 None.
    """
    if sim_mode:
        price = pyupbit.get_current_price(ticker)
        log.info(f"[SIM 시장가매도] {ticker} {qty:.6f}개 @ {price:,.0f}")
        return price
    try:
        order = client.sell_market_order(ticker, qty)
        if not order or 'error' in str(order):
            log.error(f"시장가 매도 실패: {order}")
            return None
        uuid = order.get('uuid')
        time.sleep(1.5)
        avg_price = _avg_price_from_order(client, uuid) if uuid else None
        return avg_price or pyupbit.get_current_price(ticker)
    except (ConnectionError, TimeoutError, ValueError) as e:
        log.error(f"시장가 매도 오류 {ticker}: {e}")
        return None