add: bot bond selling

bot bond sell.py

@@ -1,32 +1,3 @@
-#!/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"
-
-# ~~~~~============== 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()
 
@@ -43,9 +14,9 @@ def main():
     # 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, 설명서 명시)
+    FAIR_VALUE = 1000       # BOND fair value (고정)
-    ORDER_SIZE = 10         # 주문당 수량
+    ORDER_SIZE = 100        # 한 번에 최대한 많이 (포지션 한도 = 100)
-    MAX_POSITION = 100      # 포지션 한도 (설명서: BOND limit = 100)
+    MAX_POSITION = 100      # 최대 포지션 한도
     REFRESH_INTERVAL = 5.0  # 주문 갱신 주기 (초)
 
     position = 0            # 현재 BOND 포지션
@@ -53,57 +24,50 @@ def main():
     active_orders = {}      # {order_id: {"dir": ..., "price": ...}}
     market_open = False     # 시장 open 여부 (open 전에는 주문 불가)
 
-    # 호가창에서 파악한 BOND 최우선 bid/ask
-    bond_best_bid = None
-    bond_best_ask = None
-
     def next_id():
         nonlocal order_id
         order_id += 1
         return order_id
 
     def cancel_all_bond_orders():
-        """활성 BOND 주문 전부 취소"""
+        """BOND 주문 전부 한 번에 취소 (mass_cancel 사용)"""
-        for oid in list(active_orders.keys()):
+        exchange.send_mass_cancel_message(symbol="BOND")
-            exchange.send_cancel_message(oid)
+        active_orders.clear()
-            active_orders.pop(oid, None)
 
     def place_bond_orders():
-        """호가창 기반으로 경쟁자보다 1틱 더 좋은 가격에 주문"""
+        """포지션 한도 안에서 bid/ask 양방향 주문"""
         if not market_open:
             return
 
         cancel_all_bond_orders()
 
-        # 호가창 정보가 없으면 기본값 사용
+        # 포지션이 음수면 매수 가격을 올려서 빨리 사들임
-        best_bid = bond_best_bid if bond_best_bid is not None else 999
+        # 포지션이 양수면 매도 가격을 내려서 빨리 팖
-        best_ask = bond_best_ask if bond_best_ask is not None else 1001
+        skew = position // 10  # 포지션 10마다 1틱 조정
 
-        # 경쟁자보다 1틱 더 좋은 가격, 단 fair value를 절대 넘지 않음
+        buy_price  = min(FAIR_VALUE - 1 + skew, FAIR_VALUE - 1)  # 최대 999
-        # 매수: 경쟁자 bid + 1 (단, fair value - 1 이하)
+        sell_price = max(FAIR_VALUE + 1 + skew, FAIR_VALUE + 1)  # 최소 1001
-        # 매도: 경쟁자 ask - 1 (단, fair value + 1 이상)
-        buy_price  = min(best_bid + 1, FAIR_VALUE - 1)   # 최대 999
-        sell_price = max(best_ask - 1, FAIR_VALUE + 1)   # 최소 1001
 
-        print(f"  BOND 주문 → 매수: {buy_price}, 매도: {sell_price}")
+        buy_size  = min(ORDER_SIZE, MAX_POSITION - position)
+        sell_size = min(ORDER_SIZE, MAX_POSITION + position)
 
-        # 포지션이 한도에 걸리면 한쪽 방향 주문 스킵
+        if buy_size > 0:
-        if position < MAX_POSITION:
             bid = next_id()
             exchange.send_add_message(
                 order_id=bid, symbol="BOND",
-                dir=Dir.BUY, price=buy_price, size=ORDER_SIZE
+                dir=Dir.BUY, price=buy_price, size=buy_size
             )
             active_orders[bid] = {"dir": Dir.BUY, "price": buy_price}
 
-        if position > -MAX_POSITION:
+        if sell_size > 0:
             ask = next_id()
             exchange.send_add_message(
                 order_id=ask, symbol="BOND",
-                dir=Dir.SELL, price=sell_price, size=ORDER_SIZE
+                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.
@@ -156,20 +120,8 @@ def main():
                 position += qty
             else:
                 position -= qty
-            print(f"  → BOND position: {position}")
             place_bond_orders()
         elif message["type"] == "book":
-            if message["symbol"] == "BOND":
-                # BOND 호가창 업데이트 → 가격 재계산 후 주문 갱신
-                bond_best_bid = message["buy"][0][0] if message["buy"] else None
-                bond_best_ask = message["sell"][0][0] if message["sell"] else None
-
-                # 호가창이 바뀔 때마다 주문 갱신 (단, rate limit 주의)
-                now = time.time()
-                if now - last_refresh > REFRESH_INTERVAL:
-                    last_refresh = now
-                    place_bond_orders()
-
             if message["symbol"] == "VALE":
 
                 def best_price(side):
@@ -190,147 +142,8 @@ def main():
                         }
                     )
 
-
+            # 주기적으로 BOND 주문 갱신 (주문 만료 방지)
-# ~~~~~============== 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 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,
-                "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):
-        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 now - last_refresh > REFRESH_INTERVAL:
-        if len(
+                last_refresh = now
-            self.message_timestamps
+                place_bond_orders()
-        ) == 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."
-            )
-
-
-def parse_arguments():
-    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()
-    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()