From a8ad37d35c9a26957dd8c4cc4ee498354c4eaf10 Mon Sep 17 00:00:00 2001
From: khwkim1111 <kimhoungwoo2005@gmail.com>
Date: Sat, 9 May 2026 17:01:57 +0900
Subject: [PATCH] commit

---
 new_prac.py | 38 +++++++++++++++++++-------------------
 1 file changed, 19 insertions(+), 19 deletions(-)

diff --git a/new_prac.py b/new_prac.py
index 6b066c8..2666a33 100644
--- a/new_prac.py
+++ b/new_prac.py
@@ -81,16 +81,16 @@ def main():
     # GS/MS/WFC 마켓 메이킹 active orders
     stock_orders  = {}  # {order_id: {"symbol": ..., "dir": ..., "price": ..., "size": ...}}
 
-    last_refresh      = time.time()
+    last_refresh       = time.time()
     last_stock_refresh = time.time()
 
-    # hello 메시지에서 기존 포지션 로드
-for sym_info in hello_message["symbols"]:  # "symbol" → "symbols"
-    sym = sym_info["symbol"]
-    pos = sym_info["position"]
-    if sym in om.positions:
-        om.positions[sym]        = pos
-        om.future_positions[sym] = pos
+    # hello 메시지에서 기존 포지션 로드 (재접속 시 필수) ← 들여쓰기 수정
+    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():
@@ -122,9 +122,9 @@ for sym_info in hello_message["symbols"]:  # "symbol" → "symbols"
             return
         cancel_all_bond_orders()
 
-        pos       = om.positions["BOND"]
-        base      = BOND_ORDER_SIZE
-        adj       = abs(pos) // 5
+        pos  = om.positions["BOND"]
+        base = BOND_ORDER_SIZE
+        adj  = abs(pos) // 5
 
         if pos < 0:
             buy_sz  = min(base + adj, 100 - pos)
@@ -160,11 +160,11 @@ for sym_info in hello_message["symbols"]:  # "symbol" → "symbols"
             info = stock_orders[oid]
             if symbol is None or info["symbol"] == symbol:
                 size = info.get("size", 0)
-                sym  = info["symbol"]
+                s    = info["symbol"]
                 if info["dir"] == Dir.BUY:
-                    om.future_positions[sym] -= size
+                    om.future_positions[s] -= size
                 else:
-                    om.future_positions[sym] += size
+                    om.future_positions[s] += size
                 om.cancel(oid)
                 stock_orders.pop(oid, None)
 
@@ -178,14 +178,13 @@ for sym_info in hello_message["symbols"]:  # "symbol" → "symbols"
         if bid_price is None or ask_price is None:
             return
 
-        mid = (bid_price + ask_price) // 2
+        mid     = (bid_price + ask_price) // 2
         our_bid = mid - STOCK_SPREAD
         our_ask = mid + STOCK_SPREAD
 
-        pos = om.positions[sym]
+        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))
@@ -206,7 +205,8 @@ for sym_info in hello_message["symbols"]:  # "symbol" → "symbols"
     # ── XLF 차익거래 ─────────────────────────────────────────────
 
     def try_xlf_arb():
-        nonlocal xlf_state, xlf_direction, xlf_pending, xlf_arb_size, xlf_convert_oid
+        # nonlocal에 xlf_last_fail 추가 ← 수정
+        nonlocal xlf_state, xlf_direction, xlf_pending, xlf_arb_size, xlf_convert_oid, xlf_last_fail
 
         if not market_open or xlf_state != "IDLE":
             return
@@ -505,7 +505,7 @@ for sym_info in hello_message["symbols"]:  # "symbol" → "symbols"
             if sym in ["VALE", "VALBZ"]:
                 try_vale_arb()
 
-            # GS/MS/WFC 마켓 메이킹 갱신 (호가 바뀔 때마다)
+            # GS/MS/WFC 마켓 메이킹 갱신 (2초마다)
             if sym in ("GS", "MS", "WFC") and xlf_state == "IDLE":
                 now = time.time()
                 if now - last_stock_refresh > 2.0: