add many change

bot.py

@@ -12,7 +12,7 @@ import socket
 import json
 
 from state import StateManager
-
+from order import OrderManager
 # ~~~~~============== CONFIGURATION  ==============~~~~~
 # Replace "REPLACEME" with your team name!
 team_name = "HanyangFloorFunction"
@@ -32,48 +32,18 @@ team_name = "HanyangFloorFunction"
 def main():
     args = parse_arguments()
     state = StateManager()
-
     exchange = ExchangeConnection(args=args)
+    orderman = OrderManager(exchange)
 
-    # 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.
-    exchange.send_add_message(order_id=1, symbol="BOND", dir=Dir.BUY, price=990, size=1)
+    orderman.sell("BOND", 1001, 99)
+    orderman.buy("BOND", 999, 99)
 
-    # 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()
-
-    # 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
@@ -81,28 +51,55 @@ def main():
             print(message)
         elif message["type"] == "reject":
             print(message)
-        elif message["type"] == "fill":
-            print(message)
         elif message["type"] == "book":
-            if message["symbol"] == "VALE":
+            on_book(message, state)
+        elif message["type"] == "trade":
+            on_trade(message, state)
+        elif message["type"] == "fill":
+            on_fill(message, orderman, state)
 
-                def best_price(side):
-                    if message[side]:
-                        return message[side][0][0]
 
-                vale_bid_price = best_price("buy")
-                vale_ask_price = best_price("sell")
+def on_book(message: dict, state: StateManager):
+    symbol = message["symbol"]
 
-                now = time.time()
+    def best_price(side) -> int:
+        if message[side]:
+            return message[side][0][0]
 
-                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,
-                        }
-                    )
+    bid_price = int(best_price("buy"))
+    ask_price = int(best_price("sell"))
+
+    state.update_bid_ask_price(symbol, bid_price, ask_price)
+
+def on_fill(message: dict, orderman: OrderManager, state: StateManager):
+    symbol = message["symbol"]
+    dir = message["dir"]
+    size = message["size"]
+
+    quantity = size if dir == Dir.BUY else -size
+    orderman.update_position(symbol, message["order_id"], quantity)
+
+
+def on_trade(message: dict, orderman: OrderManager, state: StateManager):
+    symbol = message["symbol"]
+    price = message["price"]
+
+    state.set_last_price(symbol, price)
+
+    # 거래도
+    p_valbz = state.get_fair_value("VALBZ")
+    p_vale = state.get_fair_value("VALE")
+    
+    if state.get_last_price("VALBZ") is None or state.get_last_price("VALE") is None:
+        return
+    
+    FEE = 10
+    SZ = 10
+    if p_vale < p_valbz:
+        if p_vale * SZ + FEE < p_valbz * SZ:
+            orderman.buy("VALE", p_vale, SZ)
+            orderman.sell("VALBZ", p_valbz, SZ)
+        
 
 
 # ~~~~~============== PROVIDED CODE ==============~~~~~