feat: BinanceFuturesClient 구현

Made-with: Cursor

src/exchange.py

@@ -0,0 +1,92 @@
+import asyncio
+from binance.client import Client
+from binance.exceptions import BinanceAPIException
+from loguru import logger
+from src.config import Config
+
+
+class BinanceFuturesClient:
+    def __init__(self, config: Config):
+        self.config = config
+        self.client = Client(
+            api_key=config.api_key,
+            api_secret=config.api_secret,
+        )
+
+    def calculate_quantity(self, balance: float, price: float, leverage: int) -> float:
+        """리스크 기반 포지션 크기 계산"""
+        risk_amount = balance * self.config.risk_per_trade
+        notional = risk_amount * leverage
+        quantity = notional / price
+        return round(quantity, 1)
+
+    async def set_leverage(self, leverage: int) -> dict:
+        loop = asyncio.get_event_loop()
+        return await loop.run_in_executor(
+            None,
+            lambda: self.client.futures_change_leverage(
+                symbol=self.config.symbol, leverage=leverage
+            ),
+        )
+
+    async def get_balance(self) -> float:
+        loop = asyncio.get_event_loop()
+        balances = await loop.run_in_executor(
+            None, self.client.futures_account_balance
+        )
+        for b in balances:
+            if b["asset"] == "USDT":
+                return float(b["balance"])
+        return 0.0
+
+    async def place_order(
+        self,
+        side: str,
+        quantity: float,
+        order_type: str = "MARKET",
+        price: float = None,
+        stop_price: float = None,
+        reduce_only: bool = False,
+    ) -> dict:
+        loop = asyncio.get_event_loop()
+        params = dict(
+            symbol=self.config.symbol,
+            side=side,
+            type=order_type,
+            quantity=quantity,
+            reduceOnly=reduce_only,
+        )
+        if price:
+            params["price"] = price
+            params["timeInForce"] = "GTC"
+        if stop_price:
+            params["stopPrice"] = stop_price
+        try:
+            return await loop.run_in_executor(
+                None, lambda: self.client.futures_create_order(**params)
+            )
+        except BinanceAPIException as e:
+            logger.error(f"주문 실패: {e}")
+            raise
+
+    async def get_position(self) -> dict | None:
+        loop = asyncio.get_event_loop()
+        positions = await loop.run_in_executor(
+            None,
+            lambda: self.client.futures_position_information(
+                symbol=self.config.symbol
+            ),
+        )
+        for p in positions:
+            if float(p["positionAmt"]) != 0:
+                return p
+        return None
+
+    async def cancel_all_orders(self):
+        loop = asyncio.get_event_loop()
+        return await loop.run_in_executor(
+            None,
+            lambda: self.client.futures_cancel_all_open_orders(
+                symbol=self.config.symbol
+            ),
+        )

tests/test_exchange.py

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+import pytest
+from unittest.mock import AsyncMock, MagicMock, patch
+from src.exchange import BinanceFuturesClient
+from src.config import Config
+import os
+
+
+@pytest.fixture
+def config():
+    os.environ.update({
+        "BINANCE_API_KEY": "test_key",
+        "BINANCE_API_SECRET": "test_secret",
+        "SYMBOL": "XRPUSDT",
+        "LEVERAGE": "10",
+        "RISK_PER_TRADE": "0.02",
+    })
+    return Config()
+
+
+@pytest.mark.asyncio
+async def test_set_leverage(config):
+    client = BinanceFuturesClient(config)
+    with patch.object(
+        client.client,
+        "futures_change_leverage",
+        return_value={"leverage": 10},
+    ):
+        result = await client.set_leverage(10)
+        assert result is not None
+
+
+def test_calculate_quantity(config):
+    client = BinanceFuturesClient(config)
+    # 잔고 1000 USDT, 리스크 2%, 레버리지 10, 가격 0.5
+    qty = client.calculate_quantity(balance=1000.0, price=0.5, leverage=10)
+    # 1000 * 0.02 * 10 / 0.5 = 400
+    assert qty == pytest.approx(400.0, rel=0.01)