commit

new_prac.py

@@ -84,8 +84,8 @@ def main():
     last_refresh       = time.time()
     last_stock_refresh = time.time()
 
-    # hello 메시지에서 기존 포지션 로드
-for sym_info in hello_message["symbols"]:  # "symbol" → "symbols"
+    # 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:
@@ -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)
 
@@ -185,7 +185,6 @@ for sym_info in hello_message["symbols"]:  # "symbol" → "symbols"
         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: