- tick_trader.py를 Controller로 축소, 로직을 3개 모듈로 분리: - core/signal.py: 시그널 감지, 지표 계산 (calc_vr, calc_atr, detect_signal) - core/order.py: Upbit 주문 실행 (매수/매도/취소/조회) - core/position_manager.py: 포지션 관리, DB sync, 복구, 청산 조건 - type hints, Google docstring, 구체적 예외 타입 적용 - 50줄 초과 함수 분리 (process_signal, restore_positions) - 미사용 파일 58개 archive/ 폴더로 이동 - README.md 추가 Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
185 lines
6.3 KiB
Python
185 lines
6.3 KiB
Python
"""10초 주기로 Upbit 잔고/미체결 주문을 조회하여 position_sync 테이블 동기화.
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상태:
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PENDING_BUY — 매수 주문 제출됨 (미체결)
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HOLDING — 보유 중 (매도 주문 없음)
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PENDING_SELL — 매도 주문 제출됨 (미체결)
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IDLE — 아무 것도 없음 (행 삭제)
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tick_trader는 이 테이블을 읽어서 positions/pending_buys를 복구한다.
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실행:
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.venv/bin/python3 daemons/state_sync.py
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로그:
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/tmp/state_sync.log
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"""
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import sys, os, time, logging
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from datetime import datetime
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from dotenv import load_dotenv
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load_dotenv(os.path.join(os.path.dirname(os.path.dirname(os.path.abspath(__file__))), '.env'))
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import pyupbit
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import oracledb
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TICKERS = [
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'KRW-XRP', 'KRW-BTC', 'KRW-ETH', 'KRW-SOL', 'KRW-DOGE',
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'KRW-ADA', 'KRW-SUI', 'KRW-NEAR', 'KRW-KAVA', 'KRW-SXP',
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'KRW-AKT', 'KRW-SONIC', 'KRW-IP', 'KRW-ORBS', 'KRW-VIRTUAL',
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'KRW-BARD', 'KRW-XPL', 'KRW-KITE', 'KRW-ENSO', 'KRW-0G',
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'KRW-MANTRA', 'KRW-EDGE', 'KRW-CFG', 'KRW-ARDR', 'KRW-SIGN',
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'KRW-AZTEC', 'KRW-ATH', 'KRW-HOLO', 'KRW-BREV', 'KRW-SHIB',
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]
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INTERVAL = 10 # 초
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s %(levelname)s %(message)s',
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handlers=[
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logging.FileHandler('/tmp/state_sync.log'),
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logging.StreamHandler(sys.stdout),
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]
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)
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log = logging.getLogger(__name__)
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upbit = pyupbit.Upbit(os.environ['ACCESS_KEY'], os.environ['SECRET_KEY'])
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def get_conn():
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kwargs = dict(user=os.environ["ORACLE_USER"], password=os.environ["ORACLE_PASSWORD"],
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dsn=os.environ["ORACLE_DSN"])
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if w := os.environ.get("ORACLE_WALLET"):
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kwargs["config_dir"] = w
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return oracledb.connect(**kwargs)
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def sync_once(conn):
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"""Upbit 실제 상태를 조회하여 position_sync 테이블 갱신."""
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cur = conn.cursor()
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now = datetime.now()
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# 1. 잔고 조회 → 보유 종목 파악
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balances = upbit.get_balances() or []
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held = {} # ticker → {qty, avg_price}
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for b in balances:
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currency = b.get('currency', '')
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if currency == 'KRW':
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continue
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ticker = f'KRW-{currency}'
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if ticker not in TICKERS:
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continue
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bal = float(b.get('balance', 0))
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locked = float(b.get('locked', 0))
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total = bal + locked
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avg = float(b.get('avg_buy_price', 0))
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if total > 0 and avg > 0:
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held[ticker] = {'qty': total, 'avg_price': avg, 'invested': int(total * avg)}
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# 2. 미체결 주문 조회 → 매수/매도 대기 파악
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pending_buys = {} # ticker → {uuid, price, qty}
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pending_sells = {} # ticker → {uuid, price, qty}
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for ticker in TICKERS:
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try:
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orders = upbit.get_order(ticker, state='wait') or []
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if not isinstance(orders, list):
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continue
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for o in orders:
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side = o.get('side')
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uuid = o.get('uuid')
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price = float(o.get('price', 0))
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rem = float(o.get('remaining_volume', 0))
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if price <= 0 or rem <= 0:
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continue
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if side == 'bid':
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pending_buys[ticker] = {'uuid': uuid, 'price': price, 'qty': rem}
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elif side == 'ask':
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pending_sells[ticker] = {'uuid': uuid, 'price': price, 'qty': rem}
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except Exception:
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pass
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# 3. 상태 결정 및 DB 반영
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active_tickers = set(held.keys()) | set(pending_buys.keys()) | set(pending_sells.keys())
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for ticker in active_tickers:
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if ticker in pending_buys and ticker not in held:
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state = 'PENDING_BUY'
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pb = pending_buys[ticker]
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buy_price = pb['price']
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sell_price = None
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qty = pb['qty']
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order_uuid = pb['uuid']
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invested = int(qty * buy_price)
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elif ticker in held and ticker in pending_sells:
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state = 'PENDING_SELL'
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h = held[ticker]
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ps = pending_sells[ticker]
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buy_price = h['avg_price']
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sell_price = ps['price']
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qty = h['qty']
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order_uuid = ps['uuid']
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invested = h['invested']
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elif ticker in held:
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state = 'HOLDING'
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h = held[ticker]
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buy_price = h['avg_price']
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sell_price = None
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qty = h['qty']
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order_uuid = None
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invested = h['invested']
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else:
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continue
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cur.execute(
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"""MERGE INTO position_sync ps
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USING (SELECT :1 AS ticker FROM dual) src
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ON (ps.ticker = src.ticker)
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WHEN MATCHED THEN UPDATE SET
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state = :2, buy_price = :3, sell_price = :4,
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qty = :5, order_uuid = :6, invested_krw = :7, updated_at = :8
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WHEN NOT MATCHED THEN INSERT
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(ticker, state, buy_price, sell_price, qty, order_uuid, invested_krw, updated_at)
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VALUES (:9, :10, :11, :12, :13, :14, :15, :16)""",
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[ticker, state, buy_price, sell_price, qty, order_uuid, invested, now,
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ticker, state, buy_price, sell_price, qty, order_uuid, invested, now]
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)
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# 4. 이제 없는 종목은 삭제
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if active_tickers:
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placeholders = ','.join(f"'{t}'" for t in active_tickers)
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cur.execute(f"DELETE FROM position_sync WHERE ticker NOT IN ({placeholders})")
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else:
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cur.execute("DELETE FROM position_sync")
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conn.commit()
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if active_tickers:
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summary = ', '.join(f"{t.split('-')[1]}={cur.execute('SELECT state FROM position_sync WHERE ticker=:1',[t]).fetchone()[0]}" for t in sorted(active_tickers))
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log.info(f"[동기화] {summary}")
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def main():
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log.info(f"=== state_sync 시작 (주기 {INTERVAL}초) ===")
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conn = get_conn()
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fail_count = 0
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while True:
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try:
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sync_once(conn)
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fail_count = 0
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except Exception as e:
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fail_count += 1
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log.error(f"[동기화 오류] {e}", exc_info=(fail_count <= 3))
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try:
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conn.close()
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except Exception:
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pass
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try:
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conn = get_conn()
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except Exception:
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pass
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time.sleep(INTERVAL)
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if __name__ == '__main__':
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main()
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