add many change
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@@ -1,97 +0,0 @@
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from collections import deque
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from enum import Enum
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import time
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import socket
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import json
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import order
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team_name = "HanyangFloorFunction"
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class Dir(str, Enum):
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BUY = "BUY"
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SELL = "SELL"
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class ExchangeConnection:
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def __init__(self, args):
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self.message_timestamps = deque(maxlen=500)
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self.exchange_hostname = args.exchange_hostname
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self.port = args.port
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exchange_socket = self._connect(add_socket_timeout=args.add_socket_timeout)
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self.reader = exchange_socket.makefile("r", 1)
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self.writer = exchange_socket
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self._write_message({"type": "hello", "team": team_name.upper()})
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def read_message(self):
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"""Read a single message from the exchange"""
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message = json.loads(self.reader.readline())
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if "dir" in message:
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message["dir"] = Dir(message["dir"])
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return message
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def send_add_message(
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self, order_id: int, symbol: str, dir: Dir, price: int, size: int
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):
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"""Add a new order"""
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self._write_message(
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{
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"type": "add",
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"order_id": order_id,
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"symbol": symbol,
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"dir": dir,
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"price": price,
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"size": size,
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}
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)
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def send_convert_message(self, order_id: int, symbol: str, dir: Dir, size: int):
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"""Convert between related symbols"""
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self._write_message(
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{
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"type": "convert",
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"order_id": order_id,
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"symbol": symbol,
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"dir": dir,
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"size": size,
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}
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)
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def send_cancel_message(self, order_id: int):
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"""Cancel an existing order"""
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self._write_message({"type": "cancel", "order_id": order_id})
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def _connect(self, add_socket_timeout):
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s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
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if add_socket_timeout:
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# Automatically raise an exception if no data has been recieved for
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# multiple seconds. This should not be enabled on an "empty" test
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# exchange.
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s.settimeout(5)
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s.connect((self.exchange_hostname, self.port))
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return s
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def _write_message(self, message):
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what_to_write = json.dumps(message)
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if not what_to_write.endswith("\n"):
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what_to_write = what_to_write + "\n"
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length_to_send = len(what_to_write)
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total_sent = 0
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while total_sent < length_to_send:
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sent_this_time = self.writer.send(
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what_to_write[total_sent:].encode("utf-8")
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)
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if sent_this_time == 0:
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raise Exception("Unable to send data to exchange")
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total_sent += sent_this_time
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now = time.time()
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self.message_timestamps.append(now)
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if len(
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self.message_timestamps
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) == self.message_timestamps.maxlen and self.message_timestamps[0] > (now - 1):
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print(
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"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."
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)
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@@ -1,52 +0,0 @@
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import time
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from collections import deque
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from ETC import ExchangeConnection, Dir
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class OrderManager:
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def __init__(self, exchange: ExchangeConnection):
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self.exchange = exchange
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self._order_size = 0
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# 최근 500개의 전송 시간만 기록하는 데크
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self._send_timestamps = deque(maxlen=500)
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def next_order(self):
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self._order_size += 1
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return self._order_size
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def _attempt_send(self, action_type: str, **kwargs) -> bool:
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"""
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주문 전송을 시도합니다.
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제한에 걸려 무시되면 False를, 정상 전송되면 True를 반환합니다.
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"""
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now = time.time()
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# 최근 500개를 이미 보냈다면, 가장 오래된 주문(0번 인덱스)의 시간을 확인
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if len(self._send_timestamps) == 500:
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elapsed = now - self._send_timestamps[0]
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if elapsed < 1.01:
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# 1.01초 내에 500개를 이미 보냈으므로 이 요청은 무시합니다.
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# (print문은 필요시 주석 해제하여 로깅 용도로 사용하세요)
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# print("전송 제한 초과! 주문이 무시되었습니다.")
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return False
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# 전송 조건 통과 시 실제 통신 수행
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if action_type == "add":
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self.exchange.send_add_message(**kwargs)
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elif action_type == "cancel":
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self.exchange.send_cancel_message(**kwargs)
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elif action_type == "convert":
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self.exchange.send_convert_message(**kwargs)
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# 전송한 시간 기록
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self._send_timestamps.append(now)
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return True
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def sell(self, symbol: str, dir: Dir, price: int, size: int):
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return self._attempt_send("add", order_id=self.next_order(), symbol=symbol, dir=dir, price=price, size=size)
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def buy(self, symbol: str, dir: Dir, price: int, size: int):
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return self._attempt_send("add", order_id=self.next_order(), symbol=symbol, dir=dir, price=price, size=size)
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def cancel(self, order_id: int):
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return self._attempt_send("cancel", order_id=order_id)
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