feat: Discord 알림, 포지션 복구, 설정 개선 및 docs 추가

Made-with: Cursor
This commit is contained in:
21in7
2026-03-01 15:57:08 +09:00
parent 117fd9e6bc
commit 3d05806155
10 changed files with 2119 additions and 94 deletions

View File

@@ -1,11 +1,10 @@
import asyncio
import os
from loguru import logger
from src.config import Config
from src.exchange import BinanceFuturesClient
from src.indicators import Indicators
from src.data_stream import KlineStream
from src.database import TradeRepository
from src.notifier import DiscordNotifier
from src.risk_manager import RiskManager
@@ -13,12 +12,9 @@ class TradingBot:
def __init__(self, config: Config):
self.config = config
self.exchange = BinanceFuturesClient(config)
self.db = TradeRepository(
token=config.notion_token,
database_id=config.notion_database_id,
)
self.notifier = DiscordNotifier(config.discord_webhook_url)
self.risk = RiskManager(config)
self.current_trade_id: str | None = None
self.current_trade_side: str | None = None # "LONG" | "SHORT"
self.stream = KlineStream(
symbol=config.symbol,
interval="1m",
@@ -30,6 +26,24 @@ class TradingBot:
if df is not None:
asyncio.create_task(self.process_candle(df))
async def _recover_position(self) -> None:
"""재시작 시 바이낸스에서 현재 포지션을 조회하여 상태 복구."""
position = await self.exchange.get_position()
if position is not None:
amt = float(position["positionAmt"])
self.current_trade_side = "LONG" if amt > 0 else "SHORT"
entry = float(position["entryPrice"])
logger.info(
f"기존 포지션 복구: {self.current_trade_side} | "
f"진입가={entry:.4f} | 수량={abs(amt)}"
)
self.notifier.notify_info(
f"봇 재시작 - 기존 포지션 감지: {self.current_trade_side} "
f"진입가={entry:.4f} 수량={abs(amt)}"
)
else:
logger.info("기존 포지션 없음 - 신규 진입 대기")
async def process_candle(self, df):
if not self.risk.is_trading_allowed():
logger.warning("리스크 한도 초과 - 거래 중단")
@@ -38,11 +52,13 @@ class TradingBot:
ind = Indicators(df)
df_with_indicators = ind.calculate_all()
signal = ind.get_signal(df_with_indicators)
logger.info(f"신호: {signal}")
current_price = df_with_indicators["close"].iloc[-1]
logger.info(f"신호: {signal} | 현재가: {current_price:.4f} USDT")
position = await self.exchange.get_position()
if position is None and signal != "HOLD":
self.current_trade_side = None
if not self.risk.can_open_new_position():
logger.info("최대 포지션 수 도달")
return
@@ -62,6 +78,14 @@ class TradingBot:
)
stop_loss, take_profit = Indicators(df).get_atr_stop(df, signal, price)
notional = quantity * price
if quantity <= 0 or notional < self.exchange.MIN_NOTIONAL:
logger.warning(
f"주문 건너뜀: 명목금액 {notional:.2f} USDT < 최소 {self.exchange.MIN_NOTIONAL} USDT "
f"(잔고={balance:.2f}, 수량={quantity})"
)
return
side = "BUY" if signal == "LONG" else "SELL"
await self.exchange.set_leverage(self.config.leverage)
await self.exchange.place_order(side=side, quantity=quantity)
@@ -72,15 +96,18 @@ class TradingBot:
"macd_hist": float(last_row.get("macd_hist", 0)),
"atr": float(last_row.get("atr", 0)),
}
trade = self.db.save_trade(
self.current_trade_side = signal
self.notifier.notify_open(
symbol=self.config.symbol,
side=signal,
entry_price=price,
quantity=quantity,
leverage=self.config.leverage,
stop_loss=stop_loss,
take_profit=take_profit,
signal_data=signal_snapshot,
)
self.current_trade_id = trade["id"]
logger.success(
f"{signal} 진입: 가격={price}, 수량={quantity}, "
f"SL={stop_loss:.4f}, TP={take_profit:.4f}"
@@ -105,6 +132,7 @@ class TradingBot:
async def _close_position(self, position: dict):
amt = abs(float(position["positionAmt"]))
side = "SELL" if float(position["positionAmt"]) > 0 else "BUY"
pos_side = "LONG" if side == "SELL" else "SHORT"
await self.exchange.cancel_all_orders()
await self.exchange.place_order(side=side, quantity=amt, reduce_only=True)
@@ -112,14 +140,19 @@ class TradingBot:
mark = float(position["markPrice"])
pnl = (mark - entry) * amt if side == "SELL" else (entry - mark) * amt
if self.current_trade_id:
self.db.close_trade(self.current_trade_id, exit_price=mark, pnl=pnl)
self.notifier.notify_close(
symbol=self.config.symbol,
side=pos_side,
exit_price=mark,
pnl=pnl,
)
self.risk.record_pnl(pnl)
self.current_trade_id = None
self.current_trade_side = None
logger.success(f"포지션 청산: PnL={pnl:.4f} USDT")
async def run(self):
logger.info(f"봇 시작: {self.config.symbol}, 레버리지 {self.config.leverage}x")
await self._recover_position()
await self.stream.start(
api_key=self.config.api_key,
api_secret=self.config.api_secret,