From 23ee31c18f1648c1e921dbb66da60ffb5fc3ecd4 Mon Sep 17 00:00:00 2001 From: khwkim1111 Date: Sat, 9 May 2026 16:51:37 +0900 Subject: [PATCH] commit --- new_prac.py | 708 +++++++++++++++++++++++++++++++++++++++++++++++----- 1 file changed, 649 insertions(+), 59 deletions(-) diff --git a/new_prac.py b/new_prac.py index cc28455..6f9053f 100644 --- a/new_prac.py +++ b/new_prac.py @@ -1,74 +1,664 @@ #!/usr/bin/env python3 -import argparse, socket, json -from enum import Enum -from state import StateManager +# ~~~~~============== HOW TO RUN ==============~~~~~ +# 1) Configure things in CONFIGURATION section +# 2) Change permissions: chmod +x bot.py +# 3) Run in loop: while true; do ./bot.py --test prod-like; sleep 1; done +import argparse +from collections import deque +from enum import Enum +import time +import socket +import json +from state import StateManager +from order import OrderManager + +# ~~~~~============== CONFIGURATION ==============~~~~~ +# Replace "REPLACEME" with your team name! team_name = "HanyangFloorFunction" +# ~~~~~============== MAIN LOOP ==============~~~~~ + +# You should put your code here! We provide some starter code as an example, +# but feel free to change/remove/edit/update any of it as you'd like. If you +# have any questions about the starter code, or what to do next, please ask us! +# +# To help you get started, the sample code below tries to buy BOND for a low +# price, and it prints the current prices for VALE every second. The sample +# code is intended to be a working example, but it needs some improvement +# before it will start making good trades! + + +def main(): + args = parse_arguments() + exchange = ExchangeConnection(args=args) + + # Store and print the "hello" message received from the exchange. This + # contains useful information about your positions. Normally you start with + # all positions at zero, but if you reconnect during a round, you might + # have already bought/sold symbols and have non-zero positions. + hello_message = exchange.read_message() + print("First message from exchange:", hello_message) + + # Send an order for BOND at a good price, but it is low enough that it is + # unlikely it will be traded against. Maybe there is a better price to + # pick? Also, you will need to send more orders over time. + # --- 설정 --- + BOND_FAIR_VALUE = 1000 + BOND_ORDER_SIZE = 50 + STOCK_ORDER_SIZE = 10 # GS/MS/WFC 마켓 메이킹 주문량 + STOCK_SPREAD = 1 # GS/MS/WFC 마켓 메이킹 스프레드 (mid ± 1) + STOCK_MAX_POSITION = 50 # GS/MS/WFC 포지션 한도 + XLF_CONVERSION_FEE = 100 + XLF_MIN_PROFIT = 50 # 수익 클 때만 XLF 차익거래 + XLF_COOLDOWN = 3.0 + VALE_CONVERSION_FEE = 10 + VALE_MIN_PROFIT = 1 + VALE_ARB_SIZE = 10 + REFRESH_INTERVAL = 5.0 + + # XLF state machine + xlf_state = "IDLE" + xlf_pending = {} + xlf_direction = None + xlf_arb_size = 0 + xlf_convert_oid = None + xlf_last_fail = 0.0 + + # VALE state machine + vale_state = "IDLE" + vale_pending = {} + vale_direction = None + vale_arb_size = 0 + vale_convert_oid = None + + state = StateManager() + om = OrderManager(exchange) + market_open = False + + # BOND 전용 active orders + bond_orders = {} # {order_id: {"dir": ..., "price": ..., "size": ...}} + # GS/MS/WFC 마켓 메이킹 active orders + stock_orders = {} # {order_id: {"symbol": ..., "dir": ..., "price": ..., "size": ...}} + + last_refresh = time.time() + last_stock_refresh = time.time() + + # hello 메시지에서 기존 포지션 로드 + for sym_info in hello_message["symbols"]: + sym = sym_info["symbol"] + pos = sym_info["position"] + if sym in om.positions: + om.positions[sym] = pos + om.future_positions[sym] = pos + print(f" 초기 포지션 로드: {om.positions}") + + def next_id(): + return om.next_order() + + # ── BOND 마켓 메이킹 ────────────────────────────────────────── + + def cancel_bond_sell_orders(): + for oid in list(bond_orders.keys()): + info = bond_orders[oid] + if info["dir"] == Dir.SELL: + om.future_positions["BOND"] += info.get("size", 0) + om.cancel(oid) + bond_orders.pop(oid, None) + + def cancel_all_bond_orders(): + for oid in list(bond_orders.keys()): + info = bond_orders[oid] + size = info.get("size", 0) + if info["dir"] == Dir.BUY: + om.future_positions["BOND"] -= size + else: + om.future_positions["BOND"] += size + om.cancel(oid) + bond_orders.pop(oid, None) + + def place_bond_orders(): + if not market_open: + return + cancel_all_bond_orders() + + pos = om.positions["BOND"] + base = BOND_ORDER_SIZE + adj = abs(pos) // 5 + + if pos < 0: + buy_sz = min(base + adj, 100 - pos) + sell_sz = max(base - adj, 1) + elif pos > 0: + buy_sz = max(base - adj, 1) + sell_sz = min(base + adj, 100 + pos) + else: + buy_sz = sell_sz = base + + buy_sz = max(0, min(buy_sz, 100 - pos)) + sell_sz = max(0, min(sell_sz, 100 + pos)) + + if buy_sz > 0: + bid = next_id() + exchange.send_add_message(bid, "BOND", Dir.BUY, 999, buy_sz) + om.future_positions["BOND"] += buy_sz + bond_orders[bid] = {"dir": Dir.BUY, "price": 999, "size": buy_sz} + + if sell_sz > 0: + ask = next_id() + exchange.send_add_message(ask, "BOND", Dir.SELL, 1001, sell_sz) + om.future_positions["BOND"] -= sell_sz + bond_orders[ask] = {"dir": Dir.SELL, "price": 1001, "size": sell_sz} + + print(f" BOND 주문 → 매수:999 x{buy_sz}, 매도:1001 x{sell_sz}, 포지션:{pos}") + + # ── GS/MS/WFC 마켓 메이킹 ──────────────────────────────────── + + def cancel_stock_orders(symbol=None): + """symbol=None이면 전부 취소, 아니면 해당 심볼만""" + for oid in list(stock_orders.keys()): + info = stock_orders[oid] + if symbol is None or info["symbol"] == symbol: + size = info.get("size", 0) + sym = info["symbol"] + if info["dir"] == Dir.BUY: + om.future_positions[sym] -= size + else: + om.future_positions[sym] += size + om.cancel(oid) + stock_orders.pop(oid, None) + + def place_stock_orders(sym): + """mid price 기준 ±1 스프레드로 마켓 메이킹""" + if not market_open: + return + + bid_price = state.bid_prices[sym] + ask_price = state.ask_prices[sym] + if bid_price is None or ask_price is None: + return + + mid = (bid_price + ask_price) // 2 + our_bid = mid - STOCK_SPREAD + our_ask = mid + STOCK_SPREAD + + pos = om.positions[sym] + limit = STOCK_MAX_POSITION + + # 기존 해당 심볼 주문 취소 + cancel_stock_orders(sym) + + buy_sz = max(0, min(STOCK_ORDER_SIZE, limit - pos)) + sell_sz = max(0, min(STOCK_ORDER_SIZE, limit + pos)) + + if buy_sz > 0 and our_bid > 0: + bid = next_id() + exchange.send_add_message(bid, sym, Dir.BUY, our_bid, buy_sz) + om.future_positions[sym] += buy_sz + stock_orders[bid] = {"symbol": sym, "dir": Dir.BUY, "price": our_bid, "size": buy_sz} + + if sell_sz > 0: + ask = next_id() + exchange.send_add_message(ask, sym, Dir.SELL, our_ask, sell_sz) + om.future_positions[sym] -= sell_sz + stock_orders[ask] = {"symbol": sym, "dir": Dir.SELL, "price": our_ask, "size": sell_sz} + + # ── XLF 차익거래 ───────────────────────────────────────────── + + def try_xlf_arb(): + nonlocal xlf_state, xlf_direction, xlf_pending, xlf_arb_size, xlf_convert_oid + + if not market_open or xlf_state != "IDLE": + return + if time.time() - xlf_last_fail < XLF_COOLDOWN: + return + + bond_ask = state.ask_prices["BOND"] + gs_ask = state.ask_prices["GS"] + ms_ask = state.ask_prices["MS"] + wfc_ask = state.ask_prices["WFC"] + xlf_bid = state.bid_prices["XLF"] + bond_bid = state.bid_prices["BOND"] + gs_bid = state.bid_prices["GS"] + ms_bid = state.bid_prices["MS"] + wfc_bid = state.bid_prices["WFC"] + xlf_ask = state.ask_prices["XLF"] + + if None in [bond_ask, gs_ask, ms_ask, wfc_ask, xlf_bid, + bond_bid, gs_bid, ms_bid, wfc_bid, xlf_ask]: + return + + basket_ask = bond_ask*3 + gs_ask*2 + ms_ask*3 + wfc_ask*2 + basket_bid = bond_bid*3 + gs_bid*2 + ms_bid*3 + wfc_bid*2 + + def basket_has_room(): + return ( + om.positions["BOND"] + 3 <= 100 and + om.positions["GS"] + 2 <= 100 and + om.positions["MS"] + 3 <= 100 and + om.positions["WFC"] + 2 <= 100 + ) + + profit1 = xlf_bid * 10 - basket_ask - XLF_CONVERSION_FEE + if profit1 > XLF_MIN_PROFIT and om.check_pos_limit("XLF") and basket_has_room(): + print(f" XLF 차익(바스켓→XLF) 시작, 예상수익:{profit1}") + cancel_all_bond_orders() + cancel_stock_orders() + xlf_state = "BUYING_BASKET"; xlf_direction = "BASKET_TO_XLF"; xlf_arb_size = 10 + xlf_pending.clear() + for sym, qty in [("BOND", 3), ("GS", 2), ("MS", 3), ("WFC", 2)]: + oid = next_id() + exchange.send_add_message(oid, sym, Dir.BUY, state.ask_prices[sym], qty) + xlf_pending[oid] = qty + return + + profit2 = basket_bid - xlf_ask * 10 - XLF_CONVERSION_FEE + if profit2 > XLF_MIN_PROFIT and om.check_pos_limit("XLF"): + print(f" XLF 차익(XLF→바스켓) 시작, 예상수익:{profit2}") + cancel_all_bond_orders() + cancel_stock_orders() + xlf_state = "BUYING_XLF"; xlf_direction = "XLF_TO_BASKET"; xlf_arb_size = 10 + xlf_pending.clear() + oid = next_id() + exchange.send_add_message(oid, "XLF", Dir.BUY, xlf_ask, 10) + xlf_pending[oid] = 10 + + def handle_xlf_fill(order_id, symbol, dir_, qty): + nonlocal xlf_state, xlf_pending, xlf_convert_oid + if order_id not in xlf_pending: + return + xlf_pending[order_id] -= qty + if xlf_pending[order_id] <= 0: + del xlf_pending[order_id] + if xlf_state == "BUYING_BASKET" and not xlf_pending: + print(" 바스켓 매수 완료 → XLF 변환 시작") + xlf_state = "CONVERTING" + xlf_convert_oid = next_id() + exchange.send_convert_message(xlf_convert_oid, "XLF", Dir.BUY, xlf_arb_size) + elif xlf_state == "BUYING_XLF" and not xlf_pending: + print(" XLF 매수 완료 → 바스켓 변환 시작") + xlf_state = "CONVERTING" + xlf_convert_oid = next_id() + exchange.send_convert_message(xlf_convert_oid, "XLF", Dir.SELL, xlf_arb_size) + + # ── VALE 차익거래 ───────────────────────────────────────────── + + def try_vale_arb(): + nonlocal vale_state, vale_direction, vale_pending, vale_arb_size, vale_convert_oid + if not market_open or vale_state != "IDLE": + return + + vale_bid = state.bid_prices["VALE"] + vale_ask = state.ask_prices["VALE"] + valbz_bid = state.bid_prices["VALBZ"] + valbz_ask = state.ask_prices["VALBZ"] + + if None in [vale_bid, vale_ask, valbz_bid, valbz_ask]: + return + + valbz_pos = om.positions["VALBZ"] + vale_pos = om.positions["VALE"] + + profit1 = vale_bid - valbz_ask - VALE_CONVERSION_FEE + arb_size1 = min(VALE_ARB_SIZE, 10 - valbz_pos) + if profit1 > VALE_MIN_PROFIT and arb_size1 > 0: + print(f" VALE 차익(VALBZ→VALE) 시작, 예상수익:{profit1 * arb_size1}, size:{arb_size1}") + vale_state = "BUYING_VALBZ"; vale_direction = "VALBZ_TO_VALE"; vale_arb_size = arb_size1 + vale_pending.clear() + oid = next_id() + exchange.send_add_message(oid, "VALBZ", Dir.BUY, valbz_ask, arb_size1) + vale_pending[oid] = arb_size1 + return + + profit2 = valbz_bid - vale_ask - VALE_CONVERSION_FEE + arb_size2 = min(VALE_ARB_SIZE, 10 - vale_pos) + if profit2 > VALE_MIN_PROFIT and arb_size2 > 0: + print(f" VALE 차익(VALE→VALBZ) 시작, 예상수익:{profit2 * arb_size2}, size:{arb_size2}") + vale_state = "BUYING_VALE"; vale_direction = "VALE_TO_VALBZ"; vale_arb_size = arb_size2 + vale_pending.clear() + oid = next_id() + exchange.send_add_message(oid, "VALE", Dir.BUY, vale_ask, arb_size2) + vale_pending[oid] = arb_size2 + + def handle_vale_fill(order_id, symbol, dir_, qty): + nonlocal vale_state, vale_pending, vale_convert_oid + if order_id not in vale_pending: + return + vale_pending[order_id] -= qty + if vale_pending[order_id] <= 0: + del vale_pending[order_id] + if vale_state == "BUYING_VALBZ" and not vale_pending: + print(" VALBZ 매수 완료 → VALE 변환 시작") + vale_state = "CONVERTING" + vale_convert_oid = next_id() + exchange.send_convert_message(vale_convert_oid, "VALE", Dir.BUY, vale_arb_size) + elif vale_state == "BUYING_VALE" and not vale_pending: + print(" VALE 매수 완료 → VALBZ 변환 시작") + vale_state = "CONVERTING" + vale_convert_oid = next_id() + exchange.send_convert_message(vale_convert_oid, "VALE", Dir.SELL, vale_arb_size) + + # Set up some variables to track the bid and ask price of a symbol. Right + # now this doesn't track much information, but it's enough to get a sense + # of the VALE market. + vale_last_print_time = time.time() + + # Here is the main loop of the program. It will continue to read and + # process messages in a loop until a "close" message is received. You + # should write to code handle more types of messages (and not just print + # the message). Feel free to modify any of the starter code below. + # + # Note: a common mistake people make is to call write_message() at least + # once for every read_message() response. + # + # Every message sent to the exchange generates at least one response + # message. Sending a message in response to every exchange message will + # cause a feedback loop where your bot's messages will quickly be + # rate-limited and ignored. Please, don't do that! + while True: + message = exchange.read_message() + + # Some of the message types below happen infrequently and contain + # important information to help you understand what your bot is doing, + # so they are printed in full. We recommend not always printing every + # message because it can be a lot of information to read. Instead, let + # your code handle the messages and just print the information + # important for you! + if message["type"] == "close": + print("The round has ended") + break + + elif message["type"] == "open": + # 시장이 열렸을 때 주문 시작 (open 전에 주문하면 reject됨) + print("Market opened:", message) + market_open = True + place_bond_orders() + + elif message["type"] == "error": + print(message) + + elif message["type"] == "reject": + print(message) + oid = message.get("order_id") + bond_orders.pop(oid, None) + stock_orders.pop(oid, None) + if oid in xlf_pending: + print(" XLF 주문 reject → IDLE 복귀") + xlf_state = "IDLE"; xlf_pending.clear(); xlf_direction = None + xlf_last_fail = time.time() + place_bond_orders() + if oid in vale_pending: + print(" VALE 주문 reject → IDLE 복귀") + vale_state = "IDLE"; vale_pending.clear(); vale_direction = None + + elif message["type"] == "ack": + ack_oid = message.get("order_id") + + if xlf_state == "CONVERTING" and ack_oid == xlf_convert_oid: + print(" XLF 변환 완료 → 매도 시작") + if xlf_direction == "BASKET_TO_XLF": + om.positions["BOND"] -= 3; om.positions["GS"] -= 2 + om.positions["MS"] -= 3; om.positions["WFC"] -= 2 + om.positions["XLF"] += xlf_arb_size + om.future_positions["BOND"] -= 3; om.future_positions["GS"] -= 2 + om.future_positions["MS"] -= 3; om.future_positions["WFC"] -= 2 + om.future_positions["XLF"] += xlf_arb_size + xlf_state = "SELLING_XLF" + oid = next_id() + exchange.send_add_message(oid, "XLF", Dir.SELL, state.bid_prices["XLF"], xlf_arb_size) + xlf_pending[oid] = xlf_arb_size + elif xlf_direction == "XLF_TO_BASKET": + om.positions["XLF"] -= xlf_arb_size + om.positions["BOND"] += 3; om.positions["GS"] += 2 + om.positions["MS"] += 3; om.positions["WFC"] += 2 + om.future_positions["XLF"] -= xlf_arb_size + om.future_positions["BOND"] += 3; om.future_positions["GS"] += 2 + om.future_positions["MS"] += 3; om.future_positions["WFC"] += 2 + xlf_state = "SELLING_BASKET" + for sym, qty in [("BOND", 3), ("GS", 2), ("MS", 3), ("WFC", 2)]: + oid = next_id() + exchange.send_add_message(oid, sym, Dir.SELL, state.bid_prices[sym], qty) + xlf_pending[oid] = qty + + elif vale_state == "CONVERTING" and ack_oid == vale_convert_oid: + print(" VALE 변환 완료 → 매도 시작") + if vale_direction == "VALBZ_TO_VALE": + om.positions["VALBZ"] -= vale_arb_size + om.positions["VALE"] += vale_arb_size + om.future_positions["VALBZ"] -= vale_arb_size + om.future_positions["VALE"] += vale_arb_size + vale_state = "SELLING_VALE" + oid = next_id() + exchange.send_add_message(oid, "VALE", Dir.SELL, state.bid_prices["VALE"], vale_arb_size) + vale_pending[oid] = vale_arb_size + elif vale_direction == "VALE_TO_VALBZ": + om.positions["VALE"] -= vale_arb_size + om.positions["VALBZ"] += vale_arb_size + om.future_positions["VALE"] -= vale_arb_size + om.future_positions["VALBZ"] += vale_arb_size + vale_state = "SELLING_VALBZ" + oid = next_id() + exchange.send_add_message(oid, "VALBZ", Dir.SELL, state.bid_prices["VALBZ"], vale_arb_size) + vale_pending[oid] = vale_arb_size + + elif message["type"] == "fill": + print(message) + qty = message["size"] + sym = message["symbol"] + dir_ = message["dir"] + oid = message["order_id"] + + if dir_ == Dir.BUY: + om.update_position(sym, oid, qty) + else: + om.update_position(sym, oid, -qty) + + print(f" 포지션 → {om.positions}") + + # BOND 체결 → 재주문 + if sym == "BOND" and oid in bond_orders: + bond_orders.pop(oid, None) + place_bond_orders() + + # GS/MS/WFC 체결 → 해당 심볼 재주문 + if sym in ("GS", "MS", "WFC") and oid in stock_orders: + stock_orders.pop(oid, None) + place_stock_orders(sym) + + # XLF state machine + handle_xlf_fill(oid, sym, dir_, qty) + if xlf_state in ("SELLING_XLF", "SELLING_BASKET") and not xlf_pending: + print(" XLF 차익거래 완료 → IDLE 복귀") + xlf_state = "IDLE"; xlf_direction = None + place_bond_orders() + for s in ("GS", "MS", "WFC"): + place_stock_orders(s) + + # VALE state machine + handle_vale_fill(oid, sym, dir_, qty) + if vale_state in ("SELLING_VALE", "SELLING_VALBZ") and not vale_pending: + print(" VALE 차익거래 완료 → IDLE 복귀") + vale_state = "IDLE"; vale_direction = None + + elif message["type"] == "book": + sym = message["symbol"] + state.update_bid_ask_price( + sym, + message["buy"][0][0] if message["buy"] else None, + message["sell"][0][0] if message["sell"] else None + ) + + if sym == "VALE": + now = time.time() + if now > vale_last_print_time + 1: + vale_last_print_time = now + print({ + "vale_bid_price": state.bid_prices["VALE"], + "vale_ask_price": state.ask_prices["VALE"], + }) + + # XLF 차익거래 시도 + if sym in ["BOND", "GS", "MS", "WFC", "XLF"]: + try_xlf_arb() + + # VALE 차익거래 시도 + if sym in ["VALE", "VALBZ"]: + try_vale_arb() + + # GS/MS/WFC 마켓 메이킹 갱신 (호가 바뀔 때마다) + if sym in ("GS", "MS", "WFC") and xlf_state == "IDLE": + now = time.time() + if now - last_stock_refresh > 2.0: + last_stock_refresh = now + place_stock_orders(sym) + + # 주기적으로 BOND 주문 갱신 + now = time.time() + if now - last_refresh > REFRESH_INTERVAL: + last_refresh = now + place_bond_orders() + + +# ~~~~~============== PROVIDED CODE ==============~~~~~ + +# You probably don't need to edit anything below this line, but feel free to +# ask if you have any questions about what it is doing or how it works. If you +# do need to change anything below this line, please feel free to + + class Dir(str, Enum): BUY = "BUY" SELL = "SELL" -def main(): - parser = argparse.ArgumentParser() - parser.add_argument("--test", default="prod-like") + +class ExchangeConnection: + def __init__(self, args): + self.message_timestamps = deque(maxlen=500) + self.exchange_hostname = args.exchange_hostname + self.port = args.port + exchange_socket = self._connect(add_socket_timeout=args.add_socket_timeout) + self.reader = exchange_socket.makefile("r", 1) + self.writer = exchange_socket + + self._write_message({"type": "hello", "team": team_name.upper()}) + + def read_message(self): + """Read a single message from the exchange""" + message = json.loads(self.reader.readline()) + if "dir" in message: + message["dir"] = Dir(message["dir"]) + return message + + def send_add_message( + self, order_id: int, symbol: str, dir: Dir, price: int, size: int + ): + """Add a new order""" + self._write_message( + { + "type": "add", + "order_id": order_id, + "symbol": symbol, + "dir": dir, + "price": price, + "size": size, + "tif": "DAY", # 설명서 필수 필드: DAY or IOC + } + ) + + def send_convert_message(self, order_id: int, symbol: str, dir: Dir, size: int): + """Convert between related symbols""" + self._write_message( + { + "type": "convert", + "order_id": order_id, + "symbol": symbol, + "dir": dir, + "size": size, + } + ) + + def send_cancel_message(self, order_id: int): + """Cancel an existing order""" + self._write_message({"type": "cancel", "order_id": order_id}) + + def _connect(self, add_socket_timeout): + s = socket.socket(socket.AF_INET, socket.SOCK_STREAM) + + if add_socket_timeout: + # Automatically raise an exception if no data has been recieved for + # multiple seconds. This should not be enabled on an "empty" test + # exchange. + s.settimeout(5) + s.connect((self.exchange_hostname, self.port)) + return s + + def _write_message(self, message): + what_to_write = json.dumps(message) + if not what_to_write.endswith("\n"): + what_to_write = what_to_write + "\n" + + length_to_send = len(what_to_write) + total_sent = 0 + while total_sent < length_to_send: + sent_this_time = self.writer.send( + what_to_write[total_sent:].encode("utf-8") + ) + if sent_this_time == 0: + raise Exception("Unable to send data to exchange") + total_sent += sent_this_time + + now = time.time() + self.message_timestamps.append(now) + if len( + self.message_timestamps + ) == self.message_timestamps.maxlen and self.message_timestamps[0] > (now - 1): + print( + "WARNING: You are sending messages too frequently. The exchange will start ignoring your messages. Make sure you are not sending a message in response to every exchange message." + ) + + +def parse_arguments(): + test_exchange_port_offsets = {"prod-like": 0, "slower": 1, "empty": 2} + + parser = argparse.ArgumentParser(description="Trade on an ETC exchange!") + exchange_address_group = parser.add_mutually_exclusive_group(required=True) + exchange_address_group.add_argument( + "--production", action="store_true", help="Connect to the production exchange." + ) + exchange_address_group.add_argument( + "--test", + type=str, + choices=test_exchange_port_offsets.keys(), + help="Connect to a test exchange.", + ) + + # Connect to a specific host. This is only intended to be used for debugging. + exchange_address_group.add_argument( + "--specific-address", type=str, metavar="HOST:PORT", help=argparse.SUPPRESS + ) + args = parser.parse_args() + args.add_socket_timeout = True - s = socket.socket() - s.connect(("test-exch-"+team_name, 22000)) - r = s.makefile("r",1) + if args.production: + args.exchange_hostname = "production" + args.port = 25000 + elif args.test: + args.exchange_hostname = "test-exch-" + team_name + args.port = 22000 + test_exchange_port_offsets[args.test] + if args.test == "empty": + args.add_socket_timeout = False + elif args.specific_address: + args.exchange_hostname, port = args.specific_address.split(":") + args.port = int(port) - def send(m): - s.send((json.dumps(m)+"\n").encode()) + return args - 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 - - while True: - m = json.loads(r.readline()) - - if m["type"] == "close": - break - - if m["type"] == "book": - sym = m["symbol"] - - if not m["buy"] or not m["sell"]: - continue - - bid = m["buy"][0][0] - ask = m["sell"][0][0] - - # 🔥 spread 충분할 때만 - if ask - bid >= 3: - 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}) - - if m["type"] == "fill": - sym = m["symbol"] - q = m["size"] - - pos[sym] = pos.get(sym,0) - - if m["dir"] == "BUY": - pos[sym] += q - else: - pos[sym] -= q - - print("POS:", pos) if __name__ == "__main__": + # Check that [team_name] has been updated. + assert team_name != "REPLAC" + "EME", ( + "Please put your team name in the variable [team_name]." + ) + main() \ No newline at end of file