commit

prac.py

@@ -1,34 +1,25 @@
 #!/usr/bin/env python3
 
 import argparse
-from collections import deque
 from enum import Enum
 import time
 import socket
 import json
 from state import StateManager
-from order import OrderManager
 
 team_name = "HanyangFloorFunction"
 
 # ==================== 설정 ====================
 BOND_FAIR_VALUE     = 1000
-BOND_SPREAD         = 2
-BOND_ORDER_SIZE     = 20
-BOND_MAX_POSITION   = 100
-
 STOCK_SPREAD        = 6
 STOCK_ORDER_SIZE    = 5
-STOCK_MAX_POSITION  = 100
-STOCK_REORDER_DELAY = 0.2
-
-XLF_CONVERSION_FEE  = 100
-VALE_CONVERSION_FEE = 10
-
 REFRESH_INTERVAL    = 1.0
 MIN_PROFIT_BUFFER   = 10
 MAX_POSITION_SOFT   = 50
 
+XLF_CONVERSION_FEE  = 100
+VALE_CONVERSION_FEE = 10
+
 # ==================== 방향 ====================
 class Dir(str, Enum):
     BUY = "BUY"
@@ -41,17 +32,19 @@ def main():
 
     hello = exchange.read_message()
     state = StateManager()
-    om    = OrderManager()
+
+    # 🔥 자체 order id
+    order_id = 0
+    def next_id():
+        nonlocal order_id
+        order_id += 1
+        return order_id
+
+    implied_fairs = {"GS": None, "MS": None, "WFC": None}
 
     for sym_info in hello.get("symbols", []):
         state.update_position(sym_info["symbol"], sym_info["position"])
 
-    implied_fairs = {"GS": None, "MS": None, "WFC": None}
-    active_orders = {}
-
-    def next_id():
-        return om.next_order()
-
     # ==================== FAIR VALUE ====================
     def update_fair():
         try:
@@ -75,7 +68,7 @@ def main():
         implied_fairs["MS"]  = int(0.7 * ms_mid  + 0.3 * raw_ms)
         implied_fairs["WFC"] = int(0.7 * wfc_mid + 0.3 * raw_wfc)
 
-    # ==================== BOND ARB ====================
+    # ==================== BOND ====================
     def bond_arb():
         bid = state.bid_prices.get("BOND")
         ask = state.ask_prices.get("BOND")
@@ -86,7 +79,7 @@ def main():
         if bid and bid > 1000:
             exchange.send_add_message_ioc(next_id(), "BOND", Dir.SELL, bid, 10)
 
-    # ==================== STOCK MM ====================
+    # ==================== MARKET MAKING ====================
     def market_make(sym):
         bid = state.bid_prices.get(sym)
         ask = state.ask_prices.get(sym)
@@ -107,13 +100,10 @@ def main():
         else:
             buy_size = sell_size = STOCK_ORDER_SIZE
 
-        if buy_size > 0:
         exchange.send_add_message(next_id(), sym, Dir.BUY, int(buy_price), buy_size)
-
-        if sell_size > 0:
         exchange.send_add_message(next_id(), sym, Dir.SELL, int(sell_price), sell_size)
 
-    # ==================== XLF ARB ====================
+    # ==================== XLF ====================
     def xlf_arb():
         try:
             basket_ask = (
@@ -131,7 +121,7 @@ def main():
         if profit > MIN_PROFIT_BUFFER:
             exchange.send_add_message_ioc(next_id(), "XLF", Dir.SELL, xlf_bid, 10)
 
-    # ==================== VALE ARB ====================
+    # ==================== VALE ====================
     def vale_arb():
         vale_bid  = state.bid_prices.get("VALE")
         valbz_ask = state.ask_prices.get("VALBZ")
@@ -142,7 +132,7 @@ def main():
         if vale_bid - valbz_ask - VALE_CONVERSION_FEE > 5:
             exchange.send_add_message_ioc(next_id(), "VALBZ", Dir.BUY, valbz_ask, 1)
 
-    # ==================== 리스크 관리 ====================
+    # ==================== 리스크 ====================
     def risk():
         for sym in ["GS", "MS", "WFC"]:
             pos = state.get_position(sym)
@@ -178,7 +168,6 @@ def main():
             )
 
             update_fair()
-
             bond_arb()
             xlf_arb()
             vale_arb()
@@ -201,13 +190,11 @@ def main():
             else:
                 state.update_position(sym, -qty)
 
-# ==================== 연결 코드 ====================
+# ==================== 연결 ====================
 class ExchangeConnection:
     def __init__(self, args):
-        self.exchange_hostname = args.exchange_hostname
-        self.port = args.port
         s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
-        s.connect((self.exchange_hostname, self.port))
+        s.connect((args.exchange_hostname, args.port))
         self.reader = s.makefile("r", 1)
         self.writer = s
         self._write({"type": "hello", "team": team_name.upper()})
@@ -225,8 +212,7 @@ class ExchangeConnection:
         self._write({"type":"add","order_id":oid,"symbol":sym,"dir":dir,"price":price,"size":size,"tif":"IOC"})
 
     def _write(self, msg):
-        data = json.dumps(msg) + "\n"
+        self.writer.send((json.dumps(msg)+"\n").encode())
-        self.writer.send(data.encode())
 
 # ==================== args ====================
 def parse_arguments():