bot/index.js

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, 672);
        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} interval: ${cfg.ohlcvInterval}`);
    } 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 > 672) 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);
}