fix: resolve 4 critical bugs from code review

1. Margin ratio calculated on per_symbol_balance instead of total balance
   — previously amplified margin reduction by num_symbols factor
2. Replace Algo Order API (algoType=CONDITIONAL) with standard
   futures_create_order for SL/TP — algo API is for VP/TWAP, not
   conditional orders; SL/TP may have silently failed
3. Fallback PnL (SYNC close) now sums all recent income rows instead
   of using only the last entry — prevents daily_pnl corruption in
   multi-fill scenarios
4. Explicit state transition in _close_and_reenter — clear local
   position state after close order to prevent race with User Data
   Stream callback on position count

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

src/bot.py

@@ -191,7 +191,7 @@ class TradingBot:
         num_symbols = len(self.config.symbols)
         per_symbol_balance = balance / num_symbols
         price = df["close"].iloc[-1]
-        margin_ratio = self.risk.get_dynamic_margin_ratio(balance)
+        margin_ratio = self.risk.get_dynamic_margin_ratio(per_symbol_balance)
         quantity = self.exchange.calculate_quantity(
             balance=per_symbol_balance, price=price, leverage=self.config.leverage, margin_ratio=margin_ratio
         )
@@ -325,11 +325,11 @@ class TradingBot:
                         commission = 0.0
                         exit_price = 0.0
                         try:
-                            pnl_rows, comm_rows = await self.exchange.get_recent_income(limit=5)
+                            pnl_rows, comm_rows = await self.exchange.get_recent_income(limit=10)
                             if pnl_rows:
-                                realized_pnl = float(pnl_rows[-1].get("income", "0"))
+                                realized_pnl = sum(float(r.get("income", "0")) for r in pnl_rows)
                             if comm_rows:
-                                commission = abs(float(comm_rows[-1].get("income", "0")))
+                                commission = sum(abs(float(r.get("income", "0"))) for r in comm_rows)
                         except Exception:
                             pass
                         net_pnl = realized_pnl - commission
@@ -399,9 +399,16 @@ class TradingBot:
         """기존 포지션을 청산하고, ML 필터 통과 시 반대 방향으로 즉시 재진입한다."""
         # 재진입 플래그: User Data Stream 콜백이 신규 포지션 상태를 초기화하지 않도록 보호
         self._is_reentering = True
+        prev_side = self.current_trade_side
         try:
             await self._close_position(position)
 
+            # 청산 완료 확인: 콜백이 처리했든 아니든 로컬 상태를 명시적으로 Flat으로 전환
+            self.current_trade_side = None
+            self._entry_price = None
+            self._entry_quantity = None
+            await self.risk.close_position(self.symbol, 0.0) if prev_side and self.symbol not in self.risk.open_positions else None
+
             if not await self.risk.can_open_new_position(self.symbol, signal):
                 logger.info(f"[{self.symbol}] 최대 포지션 수 도달 — 재진입 건너뜀")
                 return

src/exchange.py

@@ -91,8 +91,6 @@ class BinanceFuturesClient:
                 return float(b["balance"])
         return 0.0
 
-    _ALGO_ORDER_TYPES = {"STOP_MARKET", "TAKE_PROFIT_MARKET", "STOP", "TAKE_PROFIT", "TRAILING_STOP_MARKET"}
-
     async def place_order(
         self,
         side: str,
@@ -104,15 +102,6 @@ class BinanceFuturesClient:
     ) -> dict:
         loop = asyncio.get_event_loop()
 
-        if order_type in self._ALGO_ORDER_TYPES:
-            return await self._place_algo_order(
-                side=side,
-                quantity=quantity,
-                order_type=order_type,
-                stop_price=stop_price,
-                reduce_only=reduce_only,
-            )
-
         params = dict(
             symbol=self.symbol,
             side=side,
@@ -133,34 +122,6 @@ class BinanceFuturesClient:
             logger.error(f"주문 실패: {e}")
             raise
 
-    async def _place_algo_order(
-        self,
-        side: str,
-        quantity: float,
-        order_type: str,
-        stop_price: float = None,
-        reduce_only: bool = False,
-    ) -> dict:
-        """STOP_MARKET / TAKE_PROFIT_MARKET 등 Algo Order API(/fapi/v1/algoOrder)로 전송."""
-        loop = asyncio.get_event_loop()
-        params = dict(
-            symbol=self.symbol,
-            side=side,
-            algoType="CONDITIONAL",
-            type=order_type,
-            quantity=quantity,
-            reduceOnly="true" if reduce_only else "false",
-        )
-        if stop_price:
-            params["triggerPrice"] = stop_price
-        try:
-            return await loop.run_in_executor(
-                None, lambda: self.client.futures_create_algo_order(**params)
-            )
-        except BinanceAPIException as e:
-            logger.error(f"Algo 주문 실패: {e}")
-            raise
-
     async def get_position(self) -> dict | None:
         loop = asyncio.get_event_loop()
         positions = await loop.run_in_executor(
@@ -175,7 +136,7 @@ class BinanceFuturesClient:
         return None
 
     async def cancel_all_orders(self):
-        """일반 오픈 주문과 Algo 오픈 주문을 모두 취소한다."""
+        """오픈 주문을 모두 취소한다."""
         loop = asyncio.get_event_loop()
         await loop.run_in_executor(
             None,
@@ -183,15 +144,6 @@ class BinanceFuturesClient:
                 symbol=self.symbol
             ),
         )
-        try:
-            await loop.run_in_executor(
-                None,
-                lambda: self.client.futures_cancel_all_algo_open_orders(
-                    symbol=self.symbol
-                ),
-            )
-        except Exception as e:
-            logger.warning(f"Algo 주문 전체 취소 실패 (무시): {e}")
 
     async def get_recent_income(self, limit: int = 5) -> list[dict]:
         """최근 REALIZED_PNL + COMMISSION 내역을 조회한다."""