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index.js

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+import ccxt from 'ccxt';
+import WebSocket from 'ws';
+import fs from 'fs';
+import { aiSignal } from './strategy.js';
+import logger from './logger.js';
+
+const cfg = JSON.parse(fs.readFileSync('./config.json', 'utf8'));
+const ex = new ccxt.bybit({
+    apiKey: '',
+    secret: '',
+    options: { defaultType: 'swap' }
+});
+
+let bars = [];
+let balance = cfg.startBalance;
+let position = null;
+let trades = [];
+let curPrice = null;
+
+async function bootstrap() {
+    try {
+        const ohlcv = await ex.fetchOHLCV(cfg.cctxSymbol, cfg.ohlcvInterval, undefined, 200);
+        bars = ohlcv.map(c => ({
+            t: c[0],
+            o: c[1],
+            h: c[2],
+            l: c[3],
+            c: c[4],
+            v: c[5]
+        }));
+
+        logger.info(`Bootstrapped ${bars.length} bars | Balance: ${balance}`);
+    } catch (error) {
+        logger.critical('초기화 중 심각한 오류 발생', error, {
+            stage: 'bootstrap'
+        });
+        process.exit(1);
+    }
+}
+
+
+function initWs() {
+    try {
+        const ws = new WebSocket(`wss://stream.bybit.com/v5/public/linear`);
+
+        ws.on('open', () => {
+            logger.info('WebSocket 연결 성공');
+            ws.send(JSON.stringify({
+                op: 'subscribe',
+                args: [
+                    `kline.${cfg.interval}.${cfg.symbol}`,
+                    `tickers.${cfg.symbol}`,
+                ]
+            }));
+        });
+
+        ws.on('message', (msg) => {
+            try {
+                const m = JSON.parse(msg);
+                if (m.op !== 'subscribe') {
+                    if (m.topic?.startsWith('tickers')) {
+                        const t = m.data;
+                        if (t) {
+                            if(t.lastPrice) {
+                                curPrice = +t.lastPrice;
+                                // logger.debug('현재 가격 업데이트', { curPrice });
+                            }
+                        }
+                    }
+
+                    if (m.topic?.startsWith('kline')) {
+                        const k = m.data[0];
+                        if (!k || !k.confirm) return;
+
+                        const bar = {
+                            t: +k.start,
+                            o: +k.open,
+                            h: +k.high,
+                            l: +k.low,
+                            c: +k.close,
+                            v: +k.volume
+                        };
+
+                        bars.push(bar);
+                        if (bars.length > 300) bars.shift();
+
+                        logger.debug('새로운 분봉 수신', {
+                            timestamp: new Date(bar.t).toISOString(),
+                            open: bar.o,
+                            high: bar.h,
+                            low: bar.l,
+                            close: bar.c,
+                            volume: bar.v
+                        });
+
+                        onNewBar(bar);
+                    }
+                }
+            } catch (e) {
+                logger.error('WebSocket 메시지 처리 중 오류', e, {
+                    rawMessage: msg.toString().substr(0, 100) + '...'
+                });
+            }
+        });
+
+        ws.on('error', (error) => {
+            logger.error('WebSocket 연결 오류', error);
+        });
+
+        ws.on('close', (code, reason) => {
+            logger.warn('WebSocket 연결 종료', {
+                code,
+                reason: reason.toString()
+            });
+            // 재연결 시도 로직 추가 가능
+        });
+    } catch (error) {
+        logger.critical('WebSocket 초기화 실패', error);
+        setTimeout(initWs, 5000); // 5초 후 재시도
+    }
+}
+
+async function onNewBar(bar) {
+    logger.debug(`새로운 ${cfg.interval}분 봉 수신`, {
+        timestamp: new Date(bar.t).toISOString(),
+        open: bar.o,
+        high: bar.h,
+        low: bar.l,
+        close: bar.c,
+        volume: bar.v
+    });
+
+
+    if (position) {
+        logger.debug(`진입 보류: 이미 포지션 존재`, {
+            position: {
+                side: position.side,
+                entry: position.entry,
+                qty: position.qty
+            }
+        });
+        return;
+    }
+
+    const sig = await aiSignal(bars);
+    if(sig.side !== 'HOLD') enterMarket(sig);
+}
+
+function enterMarket(sig) {
+
+    const qty = ((balance * cfg.leverage) / curPrice).toFixed(4);
+
+    const notional = curPrice * +qty;
+    const fee = notional * cfg.feeTaker / 100;
+    balance -= fee;
+
+    position = {
+        id: `m${Date.now()}`,
+        side: sig.side,
+        entry: curPrice,
+        qty: +qty,
+        sl: sig.sl,
+        tp: sig.tp,
+        openTime: Date.now(),
+        fee,
+        initialBalance: balance + fee
+    };
+
+    logger.info(`[FILLED] ${sig.side} 시장가 @${curPrice} qty=${qty}`, { position });
+}
+
+
+function checkExit() {
+    if (!position || curPrice === null) return;
+
+    const { side, entry, qty, sl, tp } = position;
+    let exit = null;
+
+    if (side === 'LONG') {
+        if (curPrice >= tp) exit = 'TP';
+        if (curPrice <= sl) exit = 'SL';
+    } else {
+        if (curPrice <= tp) exit = 'TP';
+        if (curPrice >= sl) exit = 'SL';
+    }
+
+    if (!exit) return;
+
+    const pnl = (side === 'LONG' ? curPrice - entry : entry - curPrice) * qty;
+    const fee = qty * curPrice * (cfg.feeTaker / 100);
+    const netPnl = pnl - fee;
+    balance += netPnl;
+
+    // 음수 잔고 방지를 위한 체크
+    if (balance < 0) {
+        logger.critical('음수 잔고 발생! 시스템 중지 필요', {
+            balanceBefore: balance - netPnl,
+            pnl,
+            fee,
+            netPnl,
+            position
+        });
+        balance = 0; // 안전장치
+    }
+
+    const tradeRecord = {
+        ...position,
+        closed: true,
+        exitPrice: curPrice,
+        exitReason: exit,
+        pnl: netPnl,
+        closeTime: Date.now(),
+        finalBalance: balance,
+        leverage: cfg.leverage
+    };
+
+    trades.push(tradeRecord);
+    fs.writeFileSync(cfg.logPath, JSON.stringify(trades, null, 2));
+
+    logger.info(`[EXIT] ${exit} @${curPrice.toFixed(4)} | PnL=${netPnl.toFixed(2)} | Balance=${balance.toFixed(2)}`, {
+        trade: tradeRecord,
+        market: { currentPrice: curPrice }
+    });
+
+    // 종료된 포지션 로깅
+    logger.logPosition(tradeRecord, `포지션 종료 (${exit})`);
+
+    position = null;
+}
+
+// 시스템 시작
+try {
+    await bootstrap();
+    initWs();
+    setInterval(checkExit, 1000);
+} catch (error) {
+    logger.critical('시스템 시작 중 심각한 오류', error);
+    process.exit(1);
+}