add: bot bond selling

bot bond sell.py

@@ -44,10 +44,14 @@ def main():
     # pick? Also, you will need to send more orders over time.
     # --- BOND 마켓 메이킹 설정 ---
     FAIR_VALUE = 1000       # BOND fair value (고정)
-    ORDER_SIZE = 10         # 주문당 기본 수량
+    ORDER_SIZE = 5          # 가격대별 주문 수량
     MAX_POSITION = 100      # 최대 포지션 한도
     REFRESH_INTERVAL = 5.0  # 주문 갱신 주기 (초)
 
+    # 매수: 999, 998, 997 / 매도: 1001, 1002, 1003
+    BUY_PRICES  = [FAIR_VALUE - 1, FAIR_VALUE - 2, FAIR_VALUE - 3]
+    SELL_PRICES = [FAIR_VALUE + 1, FAIR_VALUE + 2, FAIR_VALUE + 3]
+
     position = 0            # 현재 BOND 포지션
     order_id = 0            # 단조 증가하는 주문 ID
     active_orders = {}      # {order_id: {"dir": ..., "price": ...}}
@@ -65,33 +69,29 @@ def main():
             active_orders.pop(oid, None)
 
     def place_bond_orders():
-        """포지션 한도 안에서 bid/ask 양방향 주문"""
+        """여러 가격대에 분산해서 매수/매도 주문"""
         if not market_open:
             return
 
         cancel_all_bond_orders()
 
-        buy_price  = FAIR_VALUE - 1   # 999
+        # 포지션에 따라 size 조정
-        sell_price = FAIR_VALUE + 1   # 1001
-
-        # 포지션이 음수일수록 매수 size 크게, 매도 size 작게
-        # 포지션이 양수일수록 매도 size 크게, 매수 size 작게
         base_size = ORDER_SIZE
-        adjustment = abs(position) // 5  # 포지션 5마다 1씩 조정
+        adjustment = abs(position) // 5
 
         if position < 0:
-            # 숏 포지션 → 매수를 더 많이
+            buy_size  = min(base_size + adjustment, MAX_POSITION)
-            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)
+            sell_size = min(base_size + adjustment, MAX_POSITION)
         else:
             buy_size  = base_size
             sell_size = base_size
 
-        if buy_size > 0:
+        # 999, 998, 997 세 가격대에 매수 주문
+        for buy_price in BUY_PRICES:
+            if position < MAX_POSITION:
                 bid = next_id()
                 exchange.send_add_message(
                     order_id=bid, symbol="BOND",
@@ -99,7 +99,9 @@ def main():
                 )
                 active_orders[bid] = {"dir": Dir.BUY, "price": buy_price}
 
-        if sell_size > 0:
+        # 1001, 1002, 1003 세 가격대에 매도 주문
+        for sell_price in SELL_PRICES:
+            if position > -MAX_POSITION:
                 ask = next_id()
                 exchange.send_add_message(
                     order_id=ask, symbol="BOND",
@@ -107,7 +109,7 @@ def main():
                 )
                 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_PRICES} x{buy_size}, 매도: {SELL_PRICES} 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
@@ -123,7 +125,7 @@ def main():
     # 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.
+    # once for every read_machine() response.
     #
     # Every message sent to the exchange generates at least one response
     # message. Sending a message in response to every exchange message will