feat: add position monitor logging with real-time price tracking

Log current price and unrealized PnL every 5 minutes while holding a position,
using the existing kline WebSocket's unclosed candle data for real-time price updates.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-03 20:36:46 +09:00
parent 292ecc3e33
commit a33283ecb3
4 changed files with 119 additions and 0 deletions

View File

@@ -235,6 +235,26 @@ class TradingBot:
self._entry_price = None
self._entry_quantity = None
_MONITOR_INTERVAL = 300 # 5분
async def _position_monitor(self):
"""포지션 보유 중일 때 5분마다 현재가·미실현 PnL을 로깅한다."""
while True:
await asyncio.sleep(self._MONITOR_INTERVAL)
if self.current_trade_side is None:
continue
price = self.stream.latest_price
if price is None or self._entry_price is None or self._entry_quantity is None:
continue
pnl = self._calc_estimated_pnl(price)
cost = self._entry_price * self._entry_quantity
pnl_pct = (pnl / cost * 100) if cost > 0 else 0.0
logger.info(
f"포지션 모니터 | {self.current_trade_side} | "
f"현재가={price:.4f} | PnL={pnl:+.4f} USDT ({pnl_pct:+.2f}%) | "
f"진입가={self._entry_price:.4f}"
)
async def _close_position(self, position: dict):
"""포지션 청산 주문만 실행한다. PnL 기록/알림은 _on_position_closed 콜백이 담당."""
amt = abs(float(position["positionAmt"]))
@@ -298,4 +318,5 @@ class TradingBot:
api_key=self.config.api_key,
api_secret=self.config.api_secret,
),
self._position_monitor(),
)

View File

@@ -116,6 +116,8 @@ class MultiSymbolStream:
}
# 첫 번째 심볼이 주 심볼 (XRP)
self.primary_symbol = self.symbols[0]
# 미종료 캔들 포함 최신 가격 (포지션 모니터링용)
self.latest_price: float | None = None
def parse_kline(self, msg: dict) -> dict:
k = msg["k"]
@@ -142,6 +144,9 @@ class MultiSymbolStream:
symbol = data["s"].lower()
candle = self.parse_kline(data)
if symbol == self.primary_symbol:
self.latest_price = candle["close"]
if candle["is_closed"] and symbol in self.buffers:
self.buffers[symbol].append(candle)
if symbol == self.primary_symbol and self.on_candle: