diff --git a/prac.py b/prac.py index 6101624..f35e029 100644 --- a/prac.py +++ b/prac.py @@ -11,7 +11,7 @@ team_name = "HanyangFloorFunction" # ==================== μ„€μ • ==================== ORDER_SIZE = 2 MAX_POS = 20 -ARB_THRESHOLD = 40 # πŸ”₯ 보수적으둜 (μ€‘μš”) +ARB_THRESHOLD = 40 # ==================== class Dir(str, Enum): @@ -47,7 +47,7 @@ def main(): if bid is None or ask is None: return - if ask - bid <= 2: # πŸ”₯ μŠ€ν”„λ ˆλ“œ λ„ˆλ¬΄ 쒁으면 패슀 + if ask - bid <= 2: return pos = positions.get(sym, 0) @@ -113,16 +113,13 @@ def main(): pos = positions.get("XLF", 0) - # πŸ”₯ ν¬μ§€μ…˜ μ œν•œ if abs(pos) > 10: return - # πŸ”₯ μΌ€μ΄μŠ€ 1 profit1 = xlf_bid * 10 - basket_ask if profit1 > ARB_THRESHOLD: exchange.send_add_message_ioc(next_id(), "XLF", Dir.SELL, xlf_bid, 10) - # πŸ”₯ μΌ€μ΄μŠ€ 2 profit2 = basket_bid - xlf_ask * 10 if profit2 > ARB_THRESHOLD: exchange.send_add_message_ioc(next_id(), "XLF", Dir.BUY, xlf_ask, 10) @@ -159,7 +156,6 @@ def main(): state.update_bid_ask_price(sym, bid, ask) - # πŸ”₯ λͺ¨λ“  μ£Όλ¬Έ μ·¨μ†Œ (핡심) for oid in list(active_orders.keys()): exchange.send_cancel_message(oid) del active_orders[oid] @@ -212,11 +208,20 @@ class ExchangeConnection: # ==================== def parse_arguments(): parser = argparse.ArgumentParser() - parser.add_argument("--test", default="prod-like") + + group = parser.add_mutually_exclusive_group(required=True) + group.add_argument("--production", action="store_true") + group.add_argument("--test", type=str, default="prod-like") + args = parser.parse_args() - args.exchange_hostname = "test-exch-" + team_name - args.port = 22000 + if args.production: + args.exchange_hostname = "production" + args.port = 25000 + else: + args.exchange_hostname = "test-exch-" + team_name + args.port = 22000 + return args if __name__ == "__main__":