commit

prac.py

@@ -14,44 +14,70 @@ 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)
 
-    BOND_FAIR_VALUE     = 1000
+    # Send an order for BOND at a good price, but it is low enough that it is
-    BOND_ORDER_SIZE     = 60
+    # unlikely it will be traded against. Maybe there is a better price to
-    XLF_CONVERSION_FEE  = 100
+    # pick? Also, you will need to send more orders over time.
-    XLF_MIN_PROFIT      = 5
+    # --- 설정 ---
-    VALE_CONVERSION_FEE = 10
+    BOND_FAIR_VALUE     = 1000  # BOND fair value (고정)
-    VALE_MIN_PROFIT     = 1
+    BOND_ORDER_SIZE     = 50    # BOND 주문당 수량
-    VALE_ARB_SIZE       = 10
+    XLF_CONVERSION_FEE  = 100   # XLF 변환 비용
-    REFRESH_INTERVAL    = 5.0
+    XLF_MIN_PROFIT      = 10    # XLF 차익거래 최소 수익 (불확실한 거래 방지)
+    VALE_CONVERSION_FEE = 10    # VALE 변환 비용
+    VALE_MIN_PROFIT     = 3     # VALE 차익거래 최소 수익
+    VALE_ARB_SIZE       = 10    # VALE 차익거래 단위
+    REFRESH_INTERVAL    = 5.0   # 주문 갱신 주기 (초)
 
+    # XLF state machine
+    # IDLE → BUYING_BASKET → CONVERTING → SELLING_XLF → IDLE
+    # IDLE → BUYING_XLF → CONVERTING → SELLING_BASKET → IDLE
     xlf_state     = "IDLE"
     xlf_pending   = {}
     xlf_direction = None
     xlf_arb_size  = 0
-    xlf_convert_oid = None
 
+    # VALE state machine
+    # IDLE → BUYING_VALBZ → CONVERTING → SELLING_VALE → IDLE
+    # IDLE → BUYING_VALE → CONVERTING → SELLING_VALBZ → IDLE
     vale_state     = "IDLE"
     vale_pending   = {}
     vale_direction = None
     vale_arb_size  = 0
-    vale_convert_oid = None
 
     state         = StateManager()
     om            = OrderManager(exchange)
     market_open   = False
-    active_orders = {}
+    active_orders = {}  # BOND 전용 {order_id: {"dir": ..., "price": ..., "size": ...}}
 
-    last_refresh = time.time()
+    last_refresh     = time.time()
 
+    # hello 메시지에서 기존 포지션 로드 (재접속 시 필수)
     for sym_info in hello_message["symbols"]:
         sym = sym_info["symbol"]
         pos = sym_info["position"]
@@ -63,16 +89,8 @@ def main():
     def next_id():
         return om.next_order()
 
-    def cancel_bond_sell_orders():
-        for oid in list(active_orders.keys()):
-            order_info = active_orders[oid]
-            if order_info["dir"] == Dir.SELL:
-                size = order_info.get("size", 0)
-                om.future_positions["BOND"] += size
-                om.cancel(oid)
-                active_orders.pop(oid, None)
-
     def cancel_all_bond_orders():
+        """활성 BOND 주문 전부 취소 + future_positions 롤백"""
         for oid in list(active_orders.keys()):
             order_info = active_orders[oid]
             size = order_info.get("size", 0)
@@ -84,13 +102,17 @@ def main():
             active_orders.pop(oid, None)
 
     def place_bond_orders():
+        """포지션 한도 안에서 bid/ask 양방향 주문"""
         if not market_open:
             return
+
         cancel_all_bond_orders()
 
-        buy_price  = BOND_FAIR_VALUE - 1
+        buy_price  = BOND_FAIR_VALUE - 1   # 999
-        sell_price = BOND_FAIR_VALUE + 1
+        sell_price = BOND_FAIR_VALUE + 1   # 1001
         position   = om.positions["BOND"]
+
+        # 포지션에 따라 size 비대칭 조정
         base_size  = BOND_ORDER_SIZE
         adjustment = abs(position) // 5
 
@@ -104,25 +126,34 @@ def main():
             buy_size  = base_size
             sell_size = base_size
 
+        # 포지션 한도 초과 방지
         buy_size  = max(0, min(buy_size,  100 - position))
         sell_size = max(0, min(sell_size, 100 + position))
 
         if buy_size > 0:
             bid = next_id()
-            exchange.send_add_message(order_id=bid, symbol="BOND", dir=Dir.BUY, price=buy_price, size=buy_size)
+            exchange.send_add_message(
+                order_id=bid, symbol="BOND",
+                dir=Dir.BUY, price=buy_price, size=buy_size
+            )
             om.future_positions["BOND"] += buy_size
             active_orders[bid] = {"dir": Dir.BUY, "price": buy_price, "size": buy_size}
 
         if sell_size > 0:
             ask = next_id()
-            exchange.send_add_message(order_id=ask, symbol="BOND", dir=Dir.SELL, price=sell_price, size=sell_size)
+            exchange.send_add_message(
+                order_id=ask, symbol="BOND",
+                dir=Dir.SELL, price=sell_price, size=sell_size
+            )
             om.future_positions["BOND"] -= sell_size
             active_orders[ask] = {"dir": Dir.SELL, "price": sell_price, "size": sell_size}
 
         print(f"  BOND 주문 → 매수:{buy_price} x{buy_size}, 매도:{sell_price} x{sell_size}, 포지션:{position}")
 
     def try_xlf_arb():
-        nonlocal xlf_state, xlf_direction, xlf_pending, xlf_arb_size, xlf_convert_oid
+        """XLF 차익거래 시도 - IDLE 상태일 때만"""
+        nonlocal xlf_state, xlf_direction, xlf_pending, xlf_arb_size
+
         if not market_open or xlf_state != "IDLE":
             return
 
@@ -137,17 +168,22 @@ def main():
         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]:
+        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
 
+        # 케이스 1: 바스켓 매수 → XLF 변환 → XLF 매도
         profit1 = xlf_bid * 10 - basket_ask - XLF_CONVERSION_FEE
         if profit1 > XLF_MIN_PROFIT and om.check_pos_limit("XLF"):
             print(f"  XLF 차익(바스켓→XLF) 시작, 예상수익:{profit1}")
-            cancel_bond_sell_orders()
+            # BOND 주문 먼저 취소 (XLF용 BOND 매수가 기존 매도에 상쇄되지 않도록)
-            xlf_state = "BUYING_BASKET"; xlf_direction = "BASKET_TO_XLF"; xlf_arb_size = 10
+            cancel_all_bond_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()
@@ -155,36 +191,44 @@ def main():
                 xlf_pending[oid] = qty
             return
 
+        # 케이스 2: XLF 매수 → 바스켓 변환 → 각 종목 매도
         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()
-            xlf_state = "BUYING_XLF"; xlf_direction = "XLF_TO_BASKET"; xlf_arb_size = 10
+            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
+        """XLF state machine 체결 처리 (부분 체결 추적)"""
+        nonlocal xlf_state, xlf_pending
+
         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(next_id(), "XLF", Dir.BUY, xlf_arb_size)
-            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(next_id(), "XLF", Dir.SELL, xlf_arb_size)
-            exchange.send_convert_message(xlf_convert_oid, "XLF", Dir.SELL, xlf_arb_size)
 
     def try_vale_arb():
-        nonlocal vale_state, vale_direction, vale_pending, vale_arb_size, vale_convert_oid
+        """VALE/VALBZ 차익거래 시도 - IDLE 상태일 때만"""
+        nonlocal vale_state, vale_direction, vale_pending, vale_arb_size
+
         if not market_open or vale_state != "IDLE":
             return
 
@@ -199,55 +243,86 @@ def main():
         valbz_pos = om.positions["VALBZ"]
         vale_pos  = om.positions["VALE"]
 
+        # 케이스 1: VALE가 비쌀 때 → VALBZ 매수 → VALE 변환 → VALE 매도
         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_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
 
+        # 케이스 2: VALBZ가 비쌀 때 → VALE 매수 → VALBZ 변환 → VALBZ 매도
         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_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
+        """VALE state machine 체결 처리 (부분 체결 추적)"""
+        nonlocal vale_state, vale_pending
+
         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(next_id(), "VALE", Dir.BUY, vale_arb_size)
-            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(next_id(), "VALE", Dir.SELL, vale_arb_size)
-            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()
@@ -261,56 +336,84 @@ def main():
             active_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_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"; vale_pending.clear(); vale_direction = None
+                vale_state = "IDLE"
+                vale_pending.clear()
+                vale_direction = None
 
         elif message["type"] == "ack":
-            ack_oid = message.get("order_id")
+            # XLF 변환 ack 처리
-
+            if xlf_state == "CONVERTING":
-            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
+                    # 변환: BOND -3, GS -2, MS -3, WFC -2, XLF +10
-                    om.positions["MS"]   -= 3; om.positions["WFC"] -= 2
+                    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["BOND"] -= 3
-                    om.future_positions["MS"]   -= 3; om.future_positions["WFC"] -= 2
+                    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)
+                    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":
+                    # 변환: XLF -10, BOND +3, GS +2, MS +3, WFC +2
                     om.positions["XLF"]  -= xlf_arb_size
-                    om.positions["BOND"] += 3; om.positions["GS"] += 2
+                    om.positions["BOND"] += 3
-                    om.positions["MS"]   += 3; om.positions["WFC"] += 2
+                    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["BOND"] += 3
-                    om.future_positions["MS"]   += 3; om.future_positions["WFC"] += 2
+                    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)
+                        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:
+            # VALE 변환 ack 처리
+            elif vale_state == "CONVERTING":
                 print("  VALE 변환 완료 → 매도 시작")
                 if vale_direction == "VALBZ_TO_VALE":
-                    om.positions["VALBZ"]       -= vale_arb_size; om.positions["VALE"]  += vale_arb_size
+                    # 변환: VALBZ -size, VALE +size
-                    om.future_positions["VALBZ"] -= vale_arb_size; om.future_positions["VALE"] += vale_arb_size
+                    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)
+                    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
+                    # 변환: VALE -size, VALBZ +size
-                    om.future_positions["VALE"]  -= vale_arb_size; om.future_positions["VALBZ"] += vale_arb_size
+                    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)
+                    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":
@@ -334,15 +437,15 @@ def main():
             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
+                xlf_state = "IDLE"
+                xlf_direction = None
                 place_bond_orders()
-                try_xlf_arb()
 
             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
+                vale_state = "IDLE"
-                try_vale_arb()
+                vale_direction = None
 
         elif message["type"] == "book":
             sym = message["symbol"]
@@ -356,13 +459,20 @@ def main():
                 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"]})
+                    print({
+                        "vale_bid_price": state.bid_prices["VALE"],
+                        "vale_ask_price": state.ask_prices["VALE"],
+                    })
 
+            # XLF 관련 심볼 호가 업데이트마다 차익거래 시도
             if sym in ["BOND", "GS", "MS", "WFC", "XLF"]:
                 try_xlf_arb()
+
+            # VALE/VALBZ 호가 업데이트마다 차익거래 시도
             if sym in ["VALE", "VALBZ"]:
                 try_vale_arb()
 
+            # 주기적으로 BOND 주문 갱신 (주문 만료 방지)
             now = time.time()
             if now - last_refresh > REFRESH_INTERVAL:
                 last_refresh = now
@@ -371,6 +481,11 @@ def main():
 
 # ~~~~~============== 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"
@@ -384,27 +499,55 @@ class ExchangeConnection:
         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):
+    def send_add_message(
-        self._write_message({"type": "add", "order_id": order_id, "symbol": symbol,
+        self, order_id: int, symbol: str, dir: Dir, price: int, size: int
-                             "dir": dir, "price": price, "size": size, "tif": "DAY"})
+    ):
+        """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):
-        self._write_message({"type": "convert", "order_id": order_id, "symbol": symbol, "dir": dir, "size": size})
+        """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
@@ -413,30 +556,53 @@ class ExchangeConnection:
         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"))
+            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):
+        if len(
-            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.")
+            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")
+    exchange_address_group.add_argument(
-    exchange_address_group.add_argument("--test", type=str, choices=test_exchange_port_offsets.keys())
+        "--production", action="store_true", help="Connect to the production exchange."
-    exchange_address_group.add_argument("--specific-address", type=str, metavar="HOST:PORT", help=argparse.SUPPRESS)
+    )
+    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
+
     if args.production:
-        args.exchange_hostname = "production"; args.port = 25000
+        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]
@@ -445,9 +611,14 @@ def parse_arguments():
     elif args.specific_address:
         args.exchange_hostname, port = args.specific_address.split(":")
         args.port = int(port)
+
     return args
 
 
 if __name__ == "__main__":
-    assert team_name != "REPLAC" + "EME"
+    # Check that [team_name] has been updated.
+    assert team_name != "REPLAC" + "EME", (
+        "Please put your team name in the variable [team_name]."
+    )
+
     main()