41b0aa3f28
Critical: - #2: Add _entry_lock in RiskManager to serialize concurrent entry (balance race) - #3: Add startTime to get_recent_income + record _entry_time_ms (SYNC PnL fix) Important: - #1: Add threading.Lock + _run_api() helper for thread-safe Client access - #4: Convert reset_daily to async with lock - #8: Add 24h TTL to exchange_info_cache Minor: - #7: Remove duplicate Indicators creation in _open_position (use ATR directly) - #11: Add input validation for LEVERAGE, MARGIN ratios, ML_THRESHOLD - #12: Replace hardcoded corr[0]/corr[1] with dict-based dynamic access - #14: Add fillna(0.0) to LightGBM path for NaN consistency with ONNX Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
94 lines
3.2 KiB
Python
94 lines
3.2 KiB
Python
import asyncio
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import signal
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from datetime import datetime, timedelta, timezone
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from dotenv import load_dotenv
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from loguru import logger
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from src.config import Config
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from src.bot import TradingBot
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from src.risk_manager import RiskManager
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from src.logger_setup import setup_logger
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load_dotenv()
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async def _daily_reset_loop(risk: RiskManager):
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"""매일 UTC 자정에 daily_pnl을 초기화한다."""
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while True:
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now = datetime.now(timezone.utc)
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next_midnight = (now + timedelta(days=1)).replace(
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hour=0, minute=0, second=0, microsecond=0,
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)
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await asyncio.sleep((next_midnight - now).total_seconds())
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await risk.reset_daily()
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async def _graceful_shutdown(bots: list[TradingBot], tasks: list[asyncio.Task]):
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"""모든 봇의 오픈 주문 취소 후 태스크를 정리한다."""
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logger.info("Graceful shutdown 시작 — 오픈 주문 취소 중...")
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for bot in bots:
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try:
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await asyncio.wait_for(bot.exchange.cancel_all_orders(), timeout=5)
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logger.info(f"[{bot.symbol}] 오픈 주문 취소 완료")
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except Exception as e:
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logger.warning(f"[{bot.symbol}] 오픈 주문 취소 실패 (무시): {e}")
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for task in tasks:
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task.cancel()
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results = await asyncio.gather(*tasks, return_exceptions=True)
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for r in results:
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if isinstance(r, Exception) and not isinstance(r, asyncio.CancelledError):
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logger.warning(f"태스크 종료 중 예외: {r}")
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logger.info("Graceful shutdown 완료")
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async def main():
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setup_logger(log_level="INFO")
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config = Config()
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risk = RiskManager(config)
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# 기준 잔고를 main에서 한 번만 설정 (경쟁 조건 방지)
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from src.exchange import BinanceFuturesClient
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exchange = BinanceFuturesClient(config, symbol=config.symbols[0])
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balance = await exchange.get_balance()
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risk.set_base_balance(balance)
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logger.info(f"기준 잔고 설정: {balance:.2f} USDT")
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bots = []
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for symbol in config.symbols:
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bot = TradingBot(config, symbol=symbol, risk=risk)
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bots.append(bot)
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logger.info(f"멀티심볼 봇 시작: {config.symbols} ({len(bots)}개 인스턴스)")
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# 시그널 핸들러 등록
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loop = asyncio.get_running_loop()
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shutdown_event = asyncio.Event()
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def _signal_handler():
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logger.warning("종료 시그널 수신 (SIGTERM/SIGINT)")
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shutdown_event.set()
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for sig in (signal.SIGTERM, signal.SIGINT):
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loop.add_signal_handler(sig, _signal_handler)
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tasks = [
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asyncio.create_task(bot.run(), name=f"bot-{bot.symbol}")
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for bot in bots
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]
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tasks.append(asyncio.create_task(_daily_reset_loop(risk), name="daily-reset"))
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# 종료 시그널 대기 vs 태스크 완료 (먼저 발생하는 쪽)
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shutdown_task = asyncio.create_task(shutdown_event.wait(), name="shutdown-wait")
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done, pending = await asyncio.wait(
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tasks + [shutdown_task],
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return_when=asyncio.FIRST_COMPLETED,
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)
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# 시그널이든 태스크 종료든 graceful shutdown 수행
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shutdown_task.cancel()
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await _graceful_shutdown(bots, tasks)
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if __name__ == "__main__":
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asyncio.run(main())
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