commit

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()