diff --git a/bot bond sell.py b/bot bond sell.py index daac993..d21cf14 100644 --- a/bot bond sell.py +++ b/bot bond sell.py @@ -14,72 +14,56 @@ 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) - # Send an order for BOND at a good price, but it is low enough that it is - # unlikely it will be traded against. Maybe there is a better price to - # pick? Also, you will need to send more orders over time. # --- 설정 --- - BOND_FAIR_VALUE = 1000 # BOND fair value (고정) - BOND_ORDER_SIZE = 30 # BOND 주문당 수량 - BOND_MAX_POSITION = 100 # BOND 최대 포지션 한도 - XLF_CONVERSION_FEE = 100 # XLF 변환 비용 - XLF_MAX_POSITION = 100 # XLF 포지션 한도 - VALE_CONVERSION_FEE = 10 # VALE 변환 비용 - VALE_MAX_POSITION = 10 # VALE/VALBZ 포지션 한도 - REFRESH_INTERVAL = 5.0 # 주문 갱신 주기 (초) + BOND_FAIR_VALUE = 1000 + BOND_SPREAD = 2 # ±1 → ±2로 확대해서 수익성 개선 (테스트 후 조정) + BOND_ORDER_SIZE = 30 + BOND_MAX_POSITION = 100 + XLF_CONVERSION_FEE = 100 + XLF_MAX_POSITION = 100 + VALE_CONVERSION_FEE = 10 + VALE_MAX_POSITION = 10 + REFRESH_INTERVAL = 5.0 # XLF state machine - xlf_state = "IDLE" - xlf_pending = {} - xlf_direction = None + xlf_state = "IDLE" + xlf_pending = {} # order_id -> remaining qty + xlf_direction = None + xlf_convert_oid = None # 변환 주문 ID (ack 구분용) # VALE state machine - vale_state = "IDLE" - vale_pending = {} - vale_direction = None + vale_state = "IDLE" + vale_pending = {} + vale_direction = None + vale_convert_oid = None # 변환 주문 ID (ack 구분용) state = StateManager() om = OrderManager() market_open = False - active_orders = {} # BOND 전용 + active_orders = {} # BOND 전용: order_id -> {"dir": ..., "price": ...} - last_refresh = time.time() - vale_last_print = time.time() + last_refresh = time.time() + last_bond_fill_time = 0.0 # BOND 체결 시 재주문 throttle용 + BOND_REORDER_DELAY = 0.2 # 0.2초 이내 중복 재주문 방지 def next_id(): return om.next_order() def cancel_all_bond_orders(): - """활성 BOND 주문 전부 취소""" for oid in list(active_orders.keys()): exchange.send_cancel_message(oid) - active_orders.pop(oid, None) + active_orders.clear() def place_bond_orders(): """포지션 한도 안에서 bid/ask 양방향 주문""" @@ -88,8 +72,8 @@ def main(): cancel_all_bond_orders() - buy_price = BOND_FAIR_VALUE - 1 - sell_price = BOND_FAIR_VALUE + 1 + buy_price = BOND_FAIR_VALUE - BOND_SPREAD + sell_price = BOND_FAIR_VALUE + BOND_SPREAD position = state.get_position("BOND") base_size = BOND_ORDER_SIZE @@ -105,41 +89,38 @@ def main(): buy_size = base_size sell_size = base_size + # 포지션 한도 초과 방지 + buy_size = min(buy_size, BOND_MAX_POSITION - max(position, 0)) + sell_size = min(sell_size, BOND_MAX_POSITION + min(position, 0)) + 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(bid, "BOND", Dir.BUY, buy_price, buy_size) active_orders[bid] = {"dir": Dir.BUY, "price": buy_price} 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(ask, "BOND", Dir.SELL, sell_price, sell_size) active_orders[ask] = {"dir": Dir.SELL, "price": sell_price} - print(f" BOND 주문 → 매수:{buy_price} x{buy_size}, 매도:{sell_price} x{sell_size}, 포지션:{position}") + print(f" BOND 주문 → 매수:{buy_price}x{buy_size}, 매도:{sell_price}x{sell_size}, 포지션:{position}") def try_xlf_arb(): - """XLF 차익거래 시도 - IDLE 상태일 때만""" - nonlocal xlf_state, xlf_direction, xlf_pending + nonlocal xlf_state, xlf_direction, xlf_pending, xlf_convert_oid if not market_open or xlf_state != "IDLE": return - bond_ask = state.ask_prices["BOND"] - gs_ask = state.ask_prices["GS"] - ms_ask = state.ask_prices["MS"] - wfc_ask = state.ask_prices["WFC"] - xlf_bid = state.bid_prices["XLF"] - bond_bid = state.bid_prices["BOND"] - gs_bid = state.bid_prices["GS"] - ms_bid = state.bid_prices["MS"] - wfc_bid = state.bid_prices["WFC"] - xlf_ask = state.ask_prices["XLF"] + bond_ask = state.ask_prices.get("BOND") + gs_ask = state.ask_prices.get("GS") + ms_ask = state.ask_prices.get("MS") + wfc_ask = state.ask_prices.get("WFC") + xlf_bid = state.bid_prices.get("XLF") + bond_bid = state.bid_prices.get("BOND") + gs_bid = state.bid_prices.get("GS") + ms_bid = state.bid_prices.get("MS") + wfc_bid = state.bid_prices.get("WFC") + xlf_ask = state.ask_prices.get("XLF") if None in [bond_ask, gs_ask, ms_ask, wfc_ask, xlf_bid, bond_bid, gs_bid, ms_bid, wfc_bid, xlf_ask]: @@ -150,65 +131,84 @@ def main(): # 케이스 1: 바스켓 매수 → XLF 변환 → XLF 매도 profit1 = xlf_bid * 10 - basket_ask - XLF_CONVERSION_FEE - if profit1 > 0 and state.get_position("XLF") < XLF_MAX_POSITION: + pos_xlf = state.get_position("XLF") + if profit1 > 0 and pos_xlf < XLF_MAX_POSITION: print(f" XLF 차익(바스켓→XLF) 시작, 예상수익:{profit1}") xlf_state = "BUYING_BASKET" xlf_direction = "BASKET_TO_XLF" xlf_pending.clear() + # IOC 주문: 즉시 체결 안 되면 자동 취소 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) + exchange.send_add_message_ioc(oid, sym, Dir.BUY, state.ask_prices[sym], qty) 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 > 0 and state.get_position("XLF") > -XLF_MAX_POSITION: + if profit2 > 0 and pos_xlf > -XLF_MAX_POSITION: print(f" XLF 차익(XLF→바스켓) 시작, 예상수익:{profit2}") xlf_state = "BUYING_XLF" xlf_direction = "XLF_TO_BASKET" xlf_pending.clear() oid = next_id() - exchange.send_add_message(oid, "XLF", Dir.BUY, xlf_ask, 10) + exchange.send_add_message_ioc(oid, "XLF", Dir.BUY, xlf_ask, 10) xlf_pending[oid] = 10 def handle_xlf_fill(order_id, symbol, dir_, qty): - """XLF state machine 체결 처리""" - nonlocal xlf_state, xlf_pending + nonlocal xlf_state, xlf_pending, xlf_convert_oid if order_id not in xlf_pending: return - xlf_pending[order_id] -= qty - if xlf_pending[order_id] <= 0: + xlf_pending[order_id] = max(0, 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" - exchange.send_convert_message(next_id(), "XLF", Dir.BUY, 10) + xlf_convert_oid = next_id() + exchange.send_convert_message(xlf_convert_oid, "XLF", Dir.BUY, 10) elif xlf_state == "BUYING_XLF" and not xlf_pending: print(" XLF 매수 완료 → 바스켓 변환 시작") xlf_state = "CONVERTING" - exchange.send_convert_message(next_id(), "XLF", Dir.SELL, 10) + xlf_convert_oid = next_id() + exchange.send_convert_message(xlf_convert_oid, "XLF", Dir.SELL, 10) + + def handle_xlf_out(order_id): + """out 메시지 처리 - IOC 주문이 체결 안 됐거나 BOND 주문 만료""" + nonlocal xlf_state, xlf_pending, xlf_direction + + if order_id not in xlf_pending: + return + + remaining = xlf_pending.pop(order_id, 0) + # 아직 살아있는 pending이 없으면 state 정리 + if not xlf_pending: + if xlf_state in ("BUYING_BASKET", "BUYING_XLF"): + # 부분 체결이나 미체결로 인해 arb 포기 → IDLE 복귀 + # 이미 체결된 포지션은 다음 arb에서 자연 해소됨 + print(f" XLF 주문 out (미체결/부분체결) → IDLE 복귀. 남은:{remaining}") + xlf_state = "IDLE" + xlf_direction = None def try_vale_arb(): - """VALE/VALBZ 차익거래 시도 - IDLE 상태일 때만""" - nonlocal vale_state, vale_direction, vale_pending + nonlocal vale_state, vale_direction, vale_pending, vale_convert_oid if not market_open or vale_state != "IDLE": return - vale_bid = state.bid_prices["VALE"] - vale_ask = state.ask_prices["VALE"] - valbz_bid = state.bid_prices["VALBZ"] - valbz_ask = state.ask_prices["VALBZ"] + vale_bid = state.bid_prices.get("VALE") + vale_ask = state.ask_prices.get("VALE") + valbz_bid = state.bid_prices.get("VALBZ") + valbz_ask = state.ask_prices.get("VALBZ") if None in [vale_bid, vale_ask, valbz_bid, valbz_ask]: return - # 케이스 1: VALE가 비쌀 때 → VALBZ 매수 → VALE 변환 → VALE 매도 + # 케이스 1: VALBZ 매수 → VALE 변환 → VALE 매도 profit1 = vale_bid - valbz_ask - VALE_CONVERSION_FEE if profit1 > 0 and state.get_position("VALBZ") < VALE_MAX_POSITION: print(f" VALE 차익(VALBZ→VALE) 시작, 예상수익:{profit1}") @@ -216,11 +216,11 @@ def main(): vale_direction = "VALBZ_TO_VALE" vale_pending.clear() oid = next_id() - exchange.send_add_message(oid, "VALBZ", Dir.BUY, valbz_ask, 1) + exchange.send_add_message_ioc(oid, "VALBZ", Dir.BUY, valbz_ask, 1) vale_pending[oid] = 1 return - # 케이스 2: VALBZ가 비쌀 때 → VALE 매수 → VALBZ 변환 → VALBZ 매도 + # 케이스 2: VALE 매수 → VALBZ 변환 → VALBZ 매도 profit2 = valbz_bid - vale_ask - VALE_CONVERSION_FEE if profit2 > 0 and state.get_position("VALE") < VALE_MAX_POSITION: print(f" VALE 차익(VALE→VALBZ) 시작, 예상수익:{profit2}") @@ -228,155 +228,188 @@ def main(): vale_direction = "VALE_TO_VALBZ" vale_pending.clear() oid = next_id() - exchange.send_add_message(oid, "VALE", Dir.BUY, vale_ask, 1) + exchange.send_add_message_ioc(oid, "VALE", Dir.BUY, vale_ask, 1) vale_pending[oid] = 1 def handle_vale_fill(order_id, symbol, dir_, qty): - """VALE state machine 체결 처리""" - nonlocal vale_state, vale_pending + nonlocal vale_state, vale_pending, vale_convert_oid if order_id not in vale_pending: return - vale_pending[order_id] -= qty - if vale_pending[order_id] <= 0: + vale_pending[order_id] = max(0, 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" - exchange.send_convert_message(next_id(), "VALE", Dir.BUY, 1) + vale_convert_oid = next_id() + exchange.send_convert_message(vale_convert_oid, "VALE", Dir.BUY, 1) elif vale_state == "BUYING_VALE" and not vale_pending: print(" VALE 매수 완료 → VALBZ 변환 시작") vale_state = "CONVERTING" - exchange.send_convert_message(next_id(), "VALE", Dir.SELL, 1) + vale_convert_oid = next_id() + exchange.send_convert_message(vale_convert_oid, "VALE", Dir.SELL, 1) + + def handle_vale_out(order_id): + nonlocal vale_state, vale_pending, vale_direction + + if order_id not in vale_pending: + return + + remaining = vale_pending.pop(order_id, 0) + if not vale_pending: + if vale_state in ("BUYING_VALBZ", "BUYING_VALE"): + print(f" VALE 주문 out (미체결) → IDLE 복귀. 남은:{remaining}") + vale_state = "IDLE" + vale_direction = None - # 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() elif message["type"] == "error": - print(message) + print("ERROR:", message) elif message["type"] == "reject": - print(message) + print("REJECT:", message) oid = message.get("order_id") 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_convert_oid = None + if oid in vale_pending: print(" VALE 주문 reject → IDLE 복귀") vale_state = "IDLE" vale_pending.clear() vale_direction = None + vale_convert_oid = None elif message["type"] == "ack": - # XLF 변환 ack 처리 - if xlf_state == "CONVERTING": + oid = message.get("order_id") + + # ★ 핵심 수정: 변환 주문의 ack인지 명확히 구분 + if xlf_state == "CONVERTING" and oid == xlf_convert_oid: print(" XLF 변환 완료 → 매도 시작") if xlf_direction == "BASKET_TO_XLF": xlf_state = "SELLING_XLF" - oid = next_id() - exchange.send_add_message( - oid, "XLF", Dir.SELL, state.bid_prices["XLF"], 10 - ) - xlf_pending[oid] = 10 + sell_oid = next_id() + xlf_bid_now = state.bid_prices.get("XLF") + if xlf_bid_now: + exchange.send_add_message_ioc(sell_oid, "XLF", Dir.SELL, xlf_bid_now, 10) + xlf_pending[sell_oid] = 10 + else: + print(" XLF bid 없음 → IDLE 복귀") + xlf_state = "IDLE" + xlf_direction = None + elif xlf_direction == "XLF_TO_BASKET": 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 - ) - xlf_pending[oid] = qty + sell_oid = next_id() + bid_now = state.bid_prices.get(sym) + if bid_now: + exchange.send_add_message_ioc(sell_oid, sym, Dir.SELL, bid_now, qty) + xlf_pending[sell_oid] = qty + if not xlf_pending: + xlf_state = "IDLE" + xlf_direction = None - # VALE 변환 ack 처리 - elif vale_state == "CONVERTING": + elif vale_state == "CONVERTING" and oid == vale_convert_oid: print(" VALE 변환 완료 → 매도 시작") if vale_direction == "VALBZ_TO_VALE": vale_state = "SELLING_VALE" - oid = next_id() - exchange.send_add_message( - oid, "VALE", Dir.SELL, state.bid_prices["VALE"], 1 - ) - vale_pending[oid] = 1 + sell_oid = next_id() + vale_bid_now = state.bid_prices.get("VALE") + if vale_bid_now: + exchange.send_add_message_ioc(sell_oid, "VALE", Dir.SELL, vale_bid_now, 1) + vale_pending[sell_oid] = 1 + else: + vale_state = "IDLE" + vale_direction = None + elif vale_direction == "VALE_TO_VALBZ": vale_state = "SELLING_VALBZ" - oid = next_id() - exchange.send_add_message( - oid, "VALBZ", Dir.SELL, state.bid_prices["VALBZ"], 1 - ) - vale_pending[oid] = 1 + sell_oid = next_id() + valbz_bid_now = state.bid_prices.get("VALBZ") + if valbz_bid_now: + exchange.send_add_message_ioc(sell_oid, "VALBZ", Dir.SELL, valbz_bid_now, 1) + vale_pending[sell_oid] = 1 + else: + vale_state = "IDLE" + vale_direction = None + + elif message["type"] == "out": + # ★ 핵심 수정: out 메시지 처리 + oid = message.get("order_id") + active_orders.pop(oid, None) + handle_xlf_out(oid) + handle_vale_out(oid) + + # 매도 완료 체크 + 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_convert_oid = None + + 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_convert_oid = None 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: state.update_position(sym, qty) else: state.update_position(sym, -qty) - print(f" 포지션 → {state.positions}") + print(f" FILL {sym} {dir_} x{qty} @ {message['price']} | 포지션:{state.positions}") - # BOND 체결 시 무조건 재주문 + # ★ 핵심 수정: BOND 체결 시 throttle - 너무 자주 재주문 방지 if sym == "BOND" and oid in active_orders: active_orders.pop(oid, None) - place_bond_orders() + now = time.time() + if now - last_bond_fill_time > BOND_REORDER_DELAY: + last_bond_fill_time = now + place_bond_orders() - # XLF state machine 체결 처리 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_convert_oid = None - # VALE state machine 체결 처리 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_convert_oid = None elif message["type"] == "book": sym = message["symbol"] @@ -391,19 +424,18 @@ def main(): 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"], + "vale_bid": state.bid_prices.get("VALE"), + "vale_ask": state.ask_prices.get("VALE"), + "valbz_bid": state.bid_prices.get("VALBZ"), + "valbz_ask": state.ask_prices.get("VALBZ"), }) - # 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 @@ -412,11 +444,6 @@ 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" @@ -434,51 +461,50 @@ class ExchangeConnection: 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 - ): - """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_add_message(self, order_id: int, symbol: str, dir: Dir, price: int, size: int): + """DAY 주문 (장 마감까지 유지)""" + self._write_message({ + "type": "add", + "order_id": order_id, + "symbol": symbol, + "dir": dir, + "price": price, + "size": size, + "tif": "DAY", + }) + + def send_add_message_ioc(self, order_id: int, symbol: str, dir: Dir, price: int, size: int): + """IOC 주문 (즉시 체결 안 되면 자동 취소) - 차익거래에 사용""" + self._write_message({ + "type": "add", + "order_id": order_id, + "symbol": symbol, + "dir": dir, + "price": price, + "size": size, + "tif": "IOC", + }) def send_convert_message(self, order_id: int, symbol: str, dir: Dir, size: int): - """Convert between related symbols""" - self._write_message( - { - "type": "convert", - "order_id": order_id, - "symbol": symbol, - "dir": dir, - "size": size, - } - ) + 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 @@ -500,12 +526,9 @@ class ExchangeConnection: now = time.time() self.message_timestamps.append(now) - if len( - 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." - ) + if (len(self.message_timestamps) == self.message_timestamps.maxlen + and self.message_timestamps[0] > (now - 1)): + print("WARNING: 메시지 전송 너무 빈번! Rate limit 위험.") def parse_arguments(): @@ -513,17 +536,10 @@ def parse_arguments(): 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( - "--production", action="store_true", help="Connect to the production exchange." + "--test", type=str, choices=test_exchange_port_offsets.keys() ) - 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 ) @@ -547,9 +563,7 @@ def parse_arguments(): if __name__ == "__main__": - # Check that [team_name] has been updated. assert team_name != "REPLAC" + "EME", ( "Please put your team name in the variable [team_name]." ) - main() \ No newline at end of file