From 1b35f0092312b9ef6610687edb8efe63f0351b58 Mon Sep 17 00:00:00 2001
From: khwkim1111 <kimhoungwoo2005@gmail.com>
Date: Sat, 9 May 2026 15:57:25 +0900
Subject: [PATCH] commit

---
 bot bond sell.py | 13 +++++++++----
 1 file changed, 9 insertions(+), 4 deletions(-)

diff --git a/bot bond sell.py b/bot bond sell.py
index c4264c9..20d16ea 100644
--- a/bot bond sell.py	
+++ b/bot bond sell.py	
@@ -46,7 +46,7 @@ def main():
     # pick? Also, you will need to send more orders over time.
     # --- 설정 ---
     BOND_FAIR_VALUE     = 1000  # BOND fair value (고정)
-    BOND_ORDER_SIZE     = 50    # BOND 주문당 수량 (한도 초과 방지)
+    BOND_ORDER_SIZE     = 50    # BOND 주문당 수량
     XLF_CONVERSION_FEE  = 100   # XLF 변환 비용
     VALE_CONVERSION_FEE = 10    # VALE 변환 비용
     VALE_ARB_SIZE       = 10    # VALE 차익거래 단위
@@ -74,7 +74,6 @@ def main():
     active_orders = {}  # BOND 전용 {order_id: {"dir": ..., "price": ...}}
 
     last_refresh     = time.time()
-    vale_last_print  = time.time()
 
     def next_id():
         return om.next_order()
@@ -161,6 +160,8 @@ def main():
         profit1 = xlf_bid * 10 - basket_ask - XLF_CONVERSION_FEE
         if profit1 > 0 and om.check_pos_limit("XLF"):
             print(f"  XLF 차익(바스켓→XLF) 시작, 예상수익:{profit1}")
+            # BOND 주문 먼저 취소 (XLF용 BOND 매수가 기존 매도에 상쇄되지 않도록)
+            cancel_all_bond_orders()
             xlf_state     = "BUYING_BASKET"
             xlf_direction = "BASKET_TO_XLF"
             xlf_arb_size  = 10
@@ -175,6 +176,7 @@ def main():
         profit2 = basket_bid - xlf_ask * 10 - XLF_CONVERSION_FEE
         if profit2 > 0 and om.check_pos_limit("XLF"):
             print(f"  XLF 차익(XLF→바스켓) 시작, 예상수익:{profit2}")
+            cancel_all_bond_orders()
             xlf_state     = "BUYING_XLF"
             xlf_direction = "XLF_TO_BASKET"
             xlf_arb_size  = 10
@@ -318,6 +320,7 @@ def main():
                 xlf_state = "IDLE"
                 xlf_pending.clear()
                 xlf_direction = None
+                place_bond_orders()
             if oid in vale_pending:
                 print("  VALE 주문 reject → IDLE 복귀")
                 vale_state = "IDLE"
@@ -325,7 +328,7 @@ def main():
                 vale_direction = None
 
         elif message["type"] == "ack":
-            # XLF 변환 ack 처리 - om.positions 직접 수정
+            # XLF 변환 ack 처리
             if xlf_state == "CONVERTING":
                 print("  XLF 변환 완료 → 매도 시작")
                 if xlf_direction == "BASKET_TO_XLF":
@@ -356,7 +359,7 @@ def main():
                         )
                         xlf_pending[oid] = qty
 
-            # VALE 변환 ack 처리 - om.positions 직접 수정
+            # VALE 변환 ack 처리
             elif vale_state == "CONVERTING":
                 print("  VALE 변환 완료 → 매도 시작")
                 if vale_direction == "VALBZ_TO_VALE":
@@ -406,6 +409,8 @@ def main():
                 print("  XLF 차익거래 완료 → IDLE 복귀")
                 xlf_state = "IDLE"
                 xlf_direction = None
+                # XLF 완료 후 BOND 주문 재배치
+                place_bond_orders()
 
             # VALE state machine 체결 처리
             handle_vale_fill(oid, sym, dir_, qty)