commit

new_prac.py

@@ -5,10 +5,10 @@ from state import StateManager
 
 team_name = "HanyangFloorFunction"
 
-ORDER_SIZE = 2
-MAX_POS = 20
-KILL_POS = 30
-REFRESH = 0.8   # 🔥 주문 오래 유지
+ORDER_SIZE = 1
+MAX_POS = 10
+KILL_POS = 15
+REFRESH = 1.0   # 매우 느리게
 
 class Dir(str, Enum):
     BUY = "BUY"
@@ -20,7 +20,7 @@ class ExchangeConnection:
         s.connect((args.exchange_hostname, args.port))
         self.reader = s.makefile("r", 1)
         self.writer = s
-        self._write({"type":"hello","team":team_name.upper()})
+        self._send({"type":"hello","team":team_name.upper()})
 
     def read(self):
         m = json.loads(self.reader.readline())
@@ -28,18 +28,18 @@ class ExchangeConnection:
             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._write({"type":"add","order_id":oid,"symbol":sym,"dir":d,"price":px,"size":sz,"tif":tif})
+        self.send({"type":"add","order_id":oid,"symbol":sym,"dir":d,"price":px,"size":sz,"tif":tif})
 
     def cancel(self, oid):
-        self._write({"type":"cancel","order_id":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 _write(self,m):
-        self.writer.send((json.dumps(m)+"\n").encode())
-
 def parse_arguments():
     p=argparse.ArgumentParser()
     g=p.add_mutually_exclusive_group(required=True)
@@ -68,40 +68,30 @@ def main():
     active={}
     last_refresh=0
 
-    def market_make(sym):
+    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
+        spread = a - b
 
-        # 🔥 핵심: 넓을 때만 거래
-        if spread < 3:
+        # 🔥 핵심: 확실할 때만
+        if spread < 4:
             return
 
-        p=pos.get(sym,0)
-        if abs(p)>MAX_POS:
+        p = pos.get(sym,0)
+
+        if abs(p) > MAX_POS:
             return
 
-        buy_px=b+1
-        sell_px=a-1
+        # 🔥 절대 무리하지 않음
+        buy_px = b
+        sell_px = a
 
-        if buy_px>=sell_px:
-            return
-
-        buy_sz=ORDER_SIZE
-        sell_sz=ORDER_SIZE
-
-        # 포지션 줄이기
-        if p>0:
-            sell_sz+=1
-        elif p<0:
-            buy_sz+=1
-
-        o=nid(); ex.add(o,sym,Dir.BUY,buy_px,buy_sz); active[o]=sym
-        o=nid(); ex.add(o,sym,Dir.SELL,sell_px,sell_sz); active[o]=sym
+        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():
@@ -131,13 +121,13 @@ def main():
             if now-last_refresh>REFRESH:
                 last_refresh=now
 
-                # cancel 줄임
+                # 최소 cancel
                 for o in list(active.keys()):
                     ex.cancel(o)
                     active.pop(o,None)
 
                 for sym in ["GS","MS","WFC"]:
-                    market_make(sym)
+                    safe_trade(sym)
 
             risk()