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khwkim1111
2026-05-09 14:00:18 +09:00
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prac.py
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#!/usr/bin/env python3
# ~~~~~============== HOW TO RUN ==============~~~~~
# 1) Configure things in CONFIGURATION section
# 2) Change permissions: chmod +x bot.py
# 3) Run in loop: while true; do ./bot.py --test prod-like; sleep 1; done
import argparse
from collections import deque
from enum import Enum
import time
import socket
import json
# ~~~~~============== CONFIGURATION ==============~~~~~
# Replace "REPLACEME" with your team name!
team_name = "HanyangFloorFunction"
# --- 상태 관리 및 유틸리티 ---
class Dir:
# ~~~~~============== 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.
# --- BOND 마켓 메이킹 설정 ---
FAIR_VALUE = 1000 # BOND fair value (고정)
ORDER_SIZE = 30 # 주문당 수량 (크게 설정해서 체결 기회 증가)
MAX_POSITION = 100 # 최대 포지션 한도
REFRESH_INTERVAL = 5.0 # 주문 갱신 주기 (초)
position = 0 # 현재 BOND 포지션
order_id = 0 # 단조 증가하는 주문 ID
active_orders = {} # {order_id: {"dir": ..., "price": ...}}
market_open = False # 시장 open 여부 (open 전에는 주문 불가)
def next_id():
nonlocal order_id
order_id += 1
return order_id
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)
def place_bond_orders():
"""포지션 한도 안에서 bid/ask 양방향 주문"""
if not market_open:
return
cancel_all_bond_orders()
buy_price = FAIR_VALUE - 1 # 999
sell_price = FAIR_VALUE + 1 # 1001
# 포지션에 따라 size 비대칭 조정
base_size = ORDER_SIZE
adjustment = abs(position) // 5
if position < 0:
# 숏 포지션 → 매수를 더 많이
buy_size = min(base_size + adjustment, MAX_POSITION - position)
sell_size = max(base_size - adjustment, 1)
elif position > 0:
# 롱 포지션 → 매도를 더 많이
buy_size = max(base_size - adjustment, 1)
sell_size = min(base_size + adjustment, MAX_POSITION + position)
else:
buy_size = base_size
sell_size = base_size
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
)
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
)
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}")
# 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_bid_price, vale_ask_price = None, None
vale_last_print_time = time.time()
last_refresh = 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)
elif message["type"] == "reject":
print(message)
# 거부된 주문은 active_orders에서 제거
oid = message.get("order_id")
active_orders.pop(oid, None)
elif message["type"] == "fill":
print(message)
# 체결 시 포지션 업데이트 후 주문 재보충
qty = message["size"]
if message["dir"] == Dir.BUY:
position += qty
else:
position -= qty
place_bond_orders()
elif message["type"] == "book":
if message["symbol"] == "VALE":
def best_price(side):
if message[side]:
return message[side][0][0]
vale_bid_price = best_price("buy")
vale_ask_price = best_price("sell")
now = time.time()
if now > vale_last_print_time + 1:
vale_last_print_time = now
print(
{
"vale_bid_price": vale_bid_price,
"vale_ask_price": vale_ask_price,
}
)
# 주기적으로 BOND 주문 갱신 (주문 만료 방지)
now = time.time()
if now - last_refresh > REFRESH_INTERVAL:
last_refresh = now
place_bond_orders()
# ~~~~~============== 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"
class StateManager:
def __init__(self):
self.positions = {}
self.bid_prices = {}
self.ask_prices = {}
def update_position(self, symbol, delta):
self.positions[symbol] = self.positions.get(symbol, 0) + delta
def get_position(self, symbol):
return self.positions.get(symbol, 0)
def update_bid_ask_price(self, symbol, bid, ask):
self.bid_prices[symbol] = bid
self.ask_prices[symbol] = ask
class OrderManager:
def __init__(self):
self.order_id_counter = 0
def next_order(self):
self.order_id_counter += 1
return self.order_id_counter
# --- 연결 클래스 ---
class ExchangeConnection:
def __init__(self, args):
self.message_timestamps = deque(maxlen=500)
self.exchange_hostname = args.exchange_hostname
self.port = args.port
# 타임아웃 설정으로 무한 대기 방지
self.s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
self.s.settimeout(5)
self.s.connect((self.exchange_hostname, self.port))
self.reader = self.s.makefile("r", 1)
# 초기 Handshake
exchange_socket = self._connect(add_socket_timeout=args.add_socket_timeout)
self.reader = exchange_socket.makefile("r", 1)
self.writer = exchange_socket
self._write_message({"type": "hello", "team": team_name.upper()})
def read_message(self):
line = self.reader.readline()
if not line: return None
return json.loads(line)
"""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_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,
}
)
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
def _write_message(self, message):
# 모든 메시지 끝에는 줄바꿈(\n)이 필수입니다
self.s.send((json.dumps(message) + "\n").encode("utf-8"))
what_to_write = json.dumps(message)
if not what_to_write.endswith("\n"):
what_to_write = what_to_write + "\n"
def send_add_message(self, order_id, symbol, direction, price, size):
self._write_message({
"type": "add", "order_id": order_id, "symbol": symbol,
"dir": direction, "price": price, "size": size, "tif": "DAY"
})
length_to_send = len(what_to_write)
total_sent = 0
while total_sent < length_to_send:
sent_this_time = self.writer.send(
what_to_write[total_sent:].encode("utf-8")
)
if sent_this_time == 0:
raise Exception("Unable to send data to exchange")
total_sent += sent_this_time
# --- 메인 봇 로직 ---
def main():
args = parse_arguments()
try:
exchange = ExchangeConnection(args)
except Exception as e:
print(f"연결 실패: {e}")
return
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."
)
state = StateManager()
om = OrderManager()
market_open = False
# 첫 메시지 처리 (Handshake Hello)
hello_msg = exchange.read_message()
if hello_msg and "symbols" in hello_msg:
for sym_info in hello_msg["symbols"]:
state.update_position(sym_info["symbol"], sym_info["position"])
print("봇이 시작되었습니다. P/L 복구 모드 가동.")
while True:
message = exchange.read_message()
if not message: continue
msg_type = message.get("type")
if msg_type == "open":
market_open = True
print("시장이 열렸습니다.")
elif msg_type == "book":
sym = message["symbol"]
# 최우선 호가 업데이트
bid = message["buy"][0][0] if message["buy"] else None
ask = message["sell"][0][0] if message["sell"] else None
state.update_bid_ask_price(sym, bid, ask)
# BOND 로직: 1000원 고정 가치를 활용한 안전 수익
if sym == "BOND" and market_open:
pos = state.get_position("BOND")
if pos < 100:
exchange.send_add_message(om.next_order(), "BOND", Dir.BUY, 999, 100 - pos)
if pos > -100:
exchange.send_add_message(om.next_order(), "BOND", Dir.SELL, 1001, 100 + pos)
elif msg_type == "fill":
# 체결 시 포지션 동기화
sym, qty, direction = message["symbol"], message["size"], message["dir"]
delta = qty if direction == Dir.BUY else -qty
state.update_position(sym, delta)
print(f"[FILL] {sym} {direction} {qty} | 포지션: {state.positions.get(sym)}")
elif msg_type == "close":
market_open = False
print("시장이 닫혔습니다.")
elif msg_type == "error":
print(f"서버 에러: {message.get('error')}")
def parse_arguments():
parser = argparse.ArgumentParser()
parser.add_argument("--test", type=str, default="prod-like", choices=["prod-like", "slower", "empty"])
test_exchange_port_offsets = {"prod-like": 0, "slower": 1, "empty": 2}
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", help="Connect to the production exchange."
)
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
)
args = parser.parse_args()
# 팀 이름에 맞게 호스트네임 설정
args.exchange_hostname = f"test-exch-{team_name.lower()}"
args.port = 22000 + (0 if args.test == "prod-like" else 1 if args.test == "slower" else 2)
args.add_socket_timeout = True
if args.production:
args.exchange_hostname = "production"
args.port = 25000
elif args.test:
args.exchange_hostname = "test-exch-" + team_name
args.port = 22000 + test_exchange_port_offsets[args.test]
if args.test == "empty":
args.add_socket_timeout = False
elif args.specific_address:
args.exchange_hostname, port = args.specific_address.split(":")
args.port = int(port)
return args
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()