From a004d498abaf34ebbc792e37753eeee62f85e6ea Mon Sep 17 00:00:00 2001
From: khwkim1111 <kimhoungwoo2005@gmail.com>
Date: Sat, 9 May 2026 13:22:16 +0900
Subject: [PATCH] commit

---
 bot bond sell.py | 48 +++++++++++++++++++++++++-----------------------
 1 file changed, 25 insertions(+), 23 deletions(-)

diff --git a/bot bond sell.py b/bot bond sell.py
index 94b8bfd..a036399 100644
--- a/bot bond sell.py	
+++ b/bot bond sell.py	
@@ -55,17 +55,17 @@ def main():
     # XLF state machine
     # IDLE → BUYING_BASKET → CONVERTING → SELLING_XLF → IDLE  (바스켓→XLF)
     # IDLE → BUYING_XLF → CONVERTING → SELLING_BASKET → IDLE  (XLF→바스켓)
-    xlf_state         = "IDLE"
-    xlf_pending       = set()   # 체결 대기 중인 주문 ID
-    xlf_direction     = None    # "BASKET_TO_XLF" or "XLF_TO_BASKET"
+    xlf_state     = "IDLE"
+    xlf_pending   = {}      # {order_id: remaining_size} 부분 체결 추적
+    xlf_direction = None    # "BASKET_TO_XLF" or "XLF_TO_BASKET"
 
-    state   = StateManager()
-    om      = OrderManager()
-    market_open   = False
+    state        = StateManager()
+    om           = OrderManager()
+    market_open  = False
     active_orders = {}  # BOND 전용 {order_id: {"dir": ..., "price": ...}}
 
-    last_refresh       = time.time()
-    vale_last_print    = time.time()
+    last_refresh      = time.time()
+    vale_last_print   = time.time()
 
     def next_id():
         return om.next_order()
@@ -156,11 +156,11 @@ def main():
             xlf_direction = "BASKET_TO_XLF"
             xlf_pending.clear()
 
-            # 바스켓 구성 종목 매수
+            # 바스켓 구성 종목 매수 (size 추적)
             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.add(oid)
+                xlf_pending[oid] = qty
             return
 
         # 케이스 2: XLF 매수 → 바스켓 변환 → 각 종목 매도
@@ -173,16 +173,19 @@ def main():
 
             oid = next_id()
             exchange.send_add_message(oid, "XLF", Dir.BUY, xlf_ask, 10)
-            xlf_pending.add(oid)
+            xlf_pending[oid] = 10
 
     def handle_xlf_fill(order_id: int, symbol: str, dir_: Dir, qty: int):
-        """XLF state machine 체결 처리"""
+        """XLF state machine 체결 처리 (부분 체결 추적)"""
         nonlocal xlf_state, xlf_pending
 
         if order_id not in xlf_pending:
             return
 
-        xlf_pending.discard(order_id)
+        # 부분 체결 차감
+        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:
             # 바스켓 전부 체결 → XLF로 변환
@@ -237,15 +240,14 @@ def main():
 
         elif message["type"] == "reject":
             print(message)
-            # 거부된 주문은 active_orders에서 제거
             oid = message.get("order_id")
             active_orders.pop(oid, None)
-            xlf_pending.discard(oid)
             # XLF 주문 reject 시 IDLE로 복귀
-            if xlf_state != "IDLE" and oid in xlf_pending:
+            if oid in xlf_pending:
                 print(f"  XLF 주문 reject → IDLE 복귀")
                 xlf_state = "IDLE"
                 xlf_pending.clear()
+                xlf_direction = None
 
         elif message["type"] == "ack":
             # 변환 ack 처리 (convert는 fill이 아닌 ack로 완료됨)
@@ -258,7 +260,7 @@ def main():
                     exchange.send_add_message(
                         oid, "XLF", Dir.SELL, state.bid_prices["XLF"], 10
                     )
-                    xlf_pending.add(oid)
+                    xlf_pending[oid] = 10
                 elif xlf_direction == "XLF_TO_BASKET":
                     # 바스켓 각 종목 매도
                     xlf_state = "SELLING_BASKET"
@@ -267,13 +269,14 @@ def main():
                         exchange.send_add_message(
                             oid, sym, Dir.SELL, state.bid_prices[sym], qty
                         )
-                        xlf_pending.add(oid)
+                        xlf_pending[oid] = qty
 
         elif message["type"] == "fill":
             print(message)
             qty  = message["size"]
             sym  = message["symbol"]
             dir_ = message["dir"]
+            oid  = message["order_id"]
 
             # 포지션 업데이트
             if dir_ == Dir.BUY:
@@ -283,17 +286,16 @@ def main():
 
             print(f"  포지션 → {state.positions}")
 
-            # BOND 체결 시 재주문
-            if sym == "BOND" and message["order_id"] in active_orders:
-                active_orders.pop(message["order_id"], None)
+            # BOND 체결 시 무조건 재주문
+            if sym == "BOND" and oid in active_orders:
+                active_orders.pop(oid, None)
                 place_bond_orders()
 
             # XLF state machine 체결 처리
-            handle_xlf_fill(message["order_id"], sym, dir_, qty)
+            handle_xlf_fill(oid, sym, dir_, qty)
 
             # SELLING 단계에서 pending 소진 시 IDLE 복귀
             if xlf_state in ("SELLING_XLF", "SELLING_BASKET"):
-                xlf_pending.discard(message["order_id"])
                 if not xlf_pending:
                     print("  XLF 차익거래 완료 → IDLE 복귀")
                     xlf_state = "IDLE"