commit

new_prac.py

@@ -1,144 +1,74 @@
 #!/usr/bin/env python3
-import argparse, socket, json, time
+import argparse, socket, json
 from enum import Enum
 from state import StateManager
 
 team_name = "HanyangFloorFunction"
 
-ORDER_SIZE = 1
-MAX_POS = 10
-KILL_POS = 15
-REFRESH = 1.0   # 매우 느리게
-
 class Dir(str, Enum):
     BUY = "BUY"
     SELL = "SELL"
 
-class ExchangeConnection:
-    def __init__(self, args):
-        s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
-        s.connect((args.exchange_hostname, args.port))
-        self.reader = s.makefile("r", 1)
-        self.writer = s
-        self.send({"type":"hello","team":team_name.upper()})
-
-    def read(self):
-        m = json.loads(self.reader.readline())
-        if "dir" in m:
-            m["dir"] = Dir(m["dir"])
-        return m
-
-    def send(self, m):
-        self.writer.send((json.dumps(m)+"\n").encode())
-
-    def add(self, oid,sym,d,px,sz,tif="DAY"):
-        self.send({"type":"add","order_id":oid,"symbol":sym,"dir":d,"price":px,"size":sz,"tif":tif})
-
-    def cancel(self, oid):
-        self.send({"type":"cancel","order_id":oid})
-
-    def ioc(self, oid,sym,d,px,sz):
-        self.add(oid,sym,d,px,sz,"IOC")
-
-def parse_arguments():
-    p=argparse.ArgumentParser()
-    g=p.add_mutually_exclusive_group(required=True)
-    g.add_argument("--production",action="store_true")
-    g.add_argument("--test",type=str,default="prod-like")
-    a=p.parse_args()
-
-    if a.production:
-        a.exchange_hostname="production"; a.port=25000
-    else:
-        a.exchange_hostname="test-exch-"+team_name; a.port=22000
-    return a
-
 def main():
-    args=parse_arguments()
+    parser = argparse.ArgumentParser()
-    ex=ExchangeConnection(args)
+    parser.add_argument("--test", default="prod-like")
-    st=StateManager()
+    args = parser.parse_args()
 
-    hello=ex.read()
+    s = socket.socket()
-    pos={s["symbol"]:s["position"] for s in hello["symbols"]}
+    s.connect(("test-exch-"+team_name, 22000))
+    r = s.makefile("r",1)
 
-    oid=0
+    def send(m):
+        s.send((json.dumps(m)+"\n").encode())
+
+    send({"type":"hello","team":team_name.upper()})
+
+    st = StateManager()
+
+    hello = json.loads(r.readline())
+
+    pos = {}
+    for sym in hello["symbols"]:
+        pos[sym["symbol"]] = sym["position"]
+
+    oid = 0
     def nid():
         nonlocal oid; oid+=1; return oid
 
-    active={}
-    last_refresh=0
-
-    def safe_trade(sym):
-        b=st.bid_prices.get(sym)
-        a=st.ask_prices.get(sym)
-
-        if b is None or a is None:
-            return
-
-        spread = a - b
-
-        # 🔥 핵심: 확실할 때만
-        if spread < 4:
-            return
-
-        p = pos.get(sym,0)
-
-        if abs(p) > MAX_POS:
-            return
-
-        # 🔥 절대 무리하지 않음
-        buy_px = b
-        sell_px = a
-
-        o=nid(); ex.add(o,sym,Dir.BUY,buy_px,ORDER_SIZE); active[o]=sym
-        o=nid(); ex.add(o,sym,Dir.SELL,sell_px,ORDER_SIZE); active[o]=sym
-
-    def risk():
-        for s,p in pos.items():
-            if abs(p)>KILL_POS:
-                b=st.bid_prices.get(s)
-                a=st.ask_prices.get(s)
-                if p>0 and b:
-                    ex.ioc(nid(),s,Dir.SELL,b,abs(p))
-                elif p<0 and a:
-                    ex.ioc(nid(),s,Dir.BUY,a,abs(p))
-
     while True:
-        m=ex.read()
+        m = json.loads(r.readline())
 
-        if m["type"]=="close":
+        if m["type"] == "close":
             break
 
-        elif m["type"]=="book":
+        if m["type"] == "book":
-            s=m["symbol"]
+            sym = m["symbol"]
 
-            b=m["buy"][0][0] if m["buy"] else None
+            if not m["buy"] or not m["sell"]:
-            a=m["sell"][0][0] if m["sell"] else None
+                continue
 
-            st.update_bid_ask_price(s,b,a)
+            bid = m["buy"][0][0]
+            ask = m["sell"][0][0]
 
-            now=time.time()
+            # 🔥 spread 충분할 때만
-            if now-last_refresh>REFRESH:
+            if ask - bid >= 3:
-                last_refresh=now
+                send({"type":"add","order_id":nid(),"symbol":sym,
+                      "dir":"BUY","price":bid+1,"size":1})
+                send({"type":"add","order_id":nid(),"symbol":sym,
+                      "dir":"SELL","price":ask-1,"size":1})
 
-                # 최소 cancel
+        if m["type"] == "fill":
-                for o in list(active.keys()):
+            sym = m["symbol"]
-                    ex.cancel(o)
+            q = m["size"]
-                    active.pop(o,None)
 
-                for sym in ["GS","MS","WFC"]:
+            pos[sym] = pos.get(sym,0)
-                    safe_trade(sym)
 
-            risk()
+            if m["dir"] == "BUY":
-
+                pos[sym] += q
-        elif m["type"]=="fill":
-            s=m["symbol"]
-            q=m["size"]
-
-            if m["dir"]==Dir.BUY:
-                pos[s]+=q
             else:
-                pos[s]-=q
+                pos[sym] -= q
 
-if __name__=="__main__":
+            print("POS:", pos)
+
+if __name__ == "__main__":
     main()