Initial public release

hydra/core/kill_switch.py

@@ -0,0 +1,92 @@
+import time
+from dataclasses import dataclass, field
+
+from hydra.logging.setup import get_logger
+
+logger = get_logger(__name__)
+
+KILL_BLOCKED_KEY = "hydra:kill_switch_active"
+DAILY_PNL_KEY = "hydra:daily_pnl"
+KILL_THRESHOLD = -0.05
+
+
+@dataclass
+class KillSwitchResult:
+    success: bool
+    source: str
+    reason: str
+    duration_ms: float
+    closed_positions: list = field(default_factory=list)
+    errors: list = field(default_factory=list)
+
+
+class KillSwitch:
+    def __init__(self, exchanges: dict, position_tracker, telegram, redis_client):
+        self._exchanges = exchanges
+        self._positions = position_tracker
+        self._telegram = telegram
+        self._redis = redis_client
+
+    async def execute(self, reason: str, source: str) -> KillSwitchResult:
+        t0 = time.monotonic()
+        logger.warning("kill_switch_triggered", reason=reason, source=source)
+
+        # 1. 신규 주문 차단
+        self._redis.set(KILL_BLOCKED_KEY, "1")
+
+        # 2. 전 거래소 미체결 취소
+        errors = []
+        for name, ex in self._exchanges.items():
+            try:
+                await ex.cancel_all()
+            except Exception as e:
+                errors.append(f"{name}: cancel_all failed: {e}")
+                logger.error("kill_switch_cancel_error", exchange=name, error=str(e))
+
+        # 3. 전 포지션 시장가 청산
+        positions = self._positions.get_all()
+        closed = []
+        for pos in positions:
+            market = pos["market"]
+            ex = self._exchanges.get(market)
+            if ex:
+                try:
+                    close_side = "sell" if pos["side"] == "buy" else "buy"
+                    await ex.create_order(
+                        symbol=pos["symbol"],
+                        side=close_side,
+                        order_type="market",
+                        qty=pos["qty"],
+                    )
+                    closed.append(pos["symbol"])
+                except Exception as e:
+                    errors.append(f"close {pos['symbol']}: {e}")
+
+        duration_ms = (time.monotonic() - t0) * 1000
+
+        # 4. Telegram 알림
+        msg = f"🚨 Kill Switch 발동\n원인: {reason}\n경로: {source}\n청산: {len(closed)}개\n소요: {duration_ms:.0f}ms"
+        try:
+            await self._telegram.send_message(msg)
+        except Exception as e:
+            logger.error("kill_switch_telegram_error", error=str(e))
+
+        logger.warning("kill_switch_complete", closed=len(closed), errors=len(errors), duration_ms=duration_ms)
+        return KillSwitchResult(
+            success=len(errors) == 0,
+            source=source,
+            reason=reason,
+            duration_ms=duration_ms,
+            closed_positions=closed,
+            errors=errors,
+        )
+
+    async def check_auto_triggers(self) -> tuple[bool, str]:
+        raw = self._redis.get(DAILY_PNL_KEY)
+        daily_pnl = float(raw) if raw else 0.0
+        if daily_pnl <= KILL_THRESHOLD:
+            return True, f"daily_loss:{daily_pnl*100:.1f}%"
+        return False, ""
+
+    def is_active(self) -> bool:
+        return bool(self._redis.get(KILL_BLOCKED_KEY))