add many change

bot split/ETC.py

@@ -1,97 +0,0 @@
-from collections import deque
-from enum import Enum
-import time
-import socket
-import json
-import order
-
-team_name = "HanyangFloorFunction"
-
-class Dir(str, Enum):
-    BUY = "BUY"
-    SELL = "SELL"
-
-class ExchangeConnection:
-    def __init__(self, args):
-        self.message_timestamps = deque(maxlen=500)
-        self.exchange_hostname = args.exchange_hostname
-        self.port = args.port
-        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):
-        """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,
-            }
-        )
-
-    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):
-        what_to_write = json.dumps(message)
-        if not what_to_write.endswith("\n"):
-            what_to_write = what_to_write + "\n"
-
-        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
-
-        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."
-            )
-