Files
JSETC/new_prac.py
2026-05-09 15:04:52 +09:00

212 lines
6.8 KiB
Python

#!/usr/bin/env python3
import argparse, socket, json, time
from enum import Enum
from state import StateManager
team_name = "HanyangFloorFunction"
# ===== 튜닝 파라미터 =====
ORDER_SIZE = 3
MAX_POS = 40
KILL_POS = 55
REFRESH = 0.25 # 주문 리프레시 주기
ARB_THRESHOLD = 12 # XLF 차익 임계
SKEW_K = 0.2 # 포지션 스큐 강도
class Dir(str, Enum):
BUY = "BUY"
SELL = "SELL"
# ===== Exchange =====
class ExchangeConnection:
def __init__(self, args):
s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
s.connect((args.exchange_hostname, args.port))
self.reader = s.makefile("r", 1)
self.writer = s
self._write({"type": "hello", "team": team_name.upper()})
def read(self):
m = json.loads(self.reader.readline())
if "dir" in m: m["dir"] = Dir(m["dir"])
return m
def add(self, oid, sym, d, px, sz, tif="DAY"):
self._write({"type":"add","order_id":oid,"symbol":sym,"dir":d,"price":px,"size":sz,"tif":tif})
def ioc(self, oid, sym, d, px, sz):
self.add(oid, sym, d, px, sz, "IOC")
def cancel(self, oid):
self._write({"type":"cancel","order_id":oid})
def convert(self, oid, sym, d, sz):
self._write({"type":"convert","order_id":oid,"symbol":sym,"dir":d,"size":sz})
def _write(self, m):
self.writer.send((json.dumps(m)+"\n").encode())
# ===== args =====
def parse_arguments():
p = argparse.ArgumentParser()
g = p.add_mutually_exclusive_group(required=True)
g.add_argument("--production", action="store_true")
g.add_argument("--test", type=str, default="prod-like")
a = p.parse_args()
if a.production:
a.exchange_hostname, a.port = "production", 25000
else:
a.exchange_hostname, a.port = "test-exch-"+team_name, 22000
return a
# ===== main =====
def main():
args = parse_arguments()
ex = ExchangeConnection(args)
st = StateManager()
hello = ex.read()
pos = {s["symbol"]: s["position"] for s in hello["symbols"]}
oid = 0
def nid():
nonlocal oid; oid += 1; return oid
active = {} # oid -> sym
last_refresh = 0.0
# ---- 유틸 ----
def mid(sym):
b, a = st.bid_prices.get(sym), st.ask_prices.get(sym)
return None if (b is None or a is None) else (b+a)//2
def spread(sym):
b, a = st.bid_prices.get(sym), st.ask_prices.get(sym)
return None if (b is None or a is None) else (a-b)
# ---- MM (스큐 포함) ----
def place_mm(sym):
b, a = st.bid_prices.get(sym), st.ask_prices.get(sym)
if b is None or a is None: return
if spread(sym) is None or spread(sym) < 2: return
p = pos.get(sym, 0)
if abs(p) >= MAX_POS: return
# 기본: bid+1 / ask-1
buy_px = b + 1
sell_px = a - 1
if buy_px >= sell_px: return
# 포지션 스큐: 롱이면 매도 쪽 강화, 숏이면 매수 쪽 강화
skew = int(SKEW_K * p)
buy_sz = max(1, ORDER_SIZE - max(0, skew))
sell_sz = max(1, ORDER_SIZE + max(0, skew))
if p < 0:
buy_sz = max(1, ORDER_SIZE + max(0, -skew))
sell_sz = max(1, ORDER_SIZE - max(0, -skew))
# 안전 클램프
buy_sz = min(buy_sz, MAX_POS - max(p, 0))
sell_sz = min(sell_sz, MAX_POS + min(p, 0))
if buy_sz <= 0 and sell_sz <= 0: return
if buy_sz > 0:
o = nid(); ex.add(o, sym, Dir.BUY, buy_px, buy_sz); active[o] = sym
if sell_sz > 0:
o = nid(); ex.add(o, sym, Dir.SELL, sell_px, sell_sz); active[o] = sym
# ---- XLF 차익 (정석) ----
def xlf_arb():
bond_ask = st.ask_prices.get("BOND")
gs_ask = st.ask_prices.get("GS")
ms_ask = st.ask_prices.get("MS")
wfc_ask = st.ask_prices.get("WFC")
xlf_bid = st.bid_prices.get("XLF")
bond_bid = st.bid_prices.get("BOND")
gs_bid = st.bid_prices.get("GS")
ms_bid = st.bid_prices.get("MS")
wfc_bid = st.bid_prices.get("WFC")
xlf_ask = st.ask_prices.get("XLF")
if None in [bond_ask, gs_ask, ms_ask, wfc_ask, xlf_bid,
bond_bid, gs_bid, ms_bid, wfc_bid, xlf_ask]:
return
# 케이스1: 바스켓 매수 → XLF 변환 → XLF 매도
cost = bond_ask*3 + gs_ask*2 + ms_ask*3 + wfc_ask*2
p1 = xlf_bid*10 - cost
if p1 > ARB_THRESHOLD and pos.get("XLF",0) < MAX_POS:
ex.ioc(nid(),"BOND",Dir.BUY,bond_ask,3)
ex.ioc(nid(),"GS", Dir.BUY,gs_ask, 2)
ex.ioc(nid(),"MS", Dir.BUY,ms_ask, 3)
ex.ioc(nid(),"WFC", Dir.BUY,wfc_ask, 2)
ex.convert(nid(),"XLF",Dir.BUY,10)
ex.ioc(nid(),"XLF",Dir.SELL,xlf_bid,10)
# 케이스2: XLF 매수 → 바스켓 변환 → 바스켓 매도
rev = bond_bid*3 + gs_bid*2 + ms_bid*3 + wfc_bid*2
p2 = rev - xlf_ask*10
if p2 > ARB_THRESHOLD and pos.get("XLF",0) > -MAX_POS:
ex.ioc(nid(),"XLF",Dir.BUY,xlf_ask,10)
ex.convert(nid(),"XLF",Dir.SELL,10)
ex.ioc(nid(),"BOND",Dir.SELL,bond_bid,3)
ex.ioc(nid(),"GS", Dir.SELL,gs_bid, 2)
ex.ioc(nid(),"MS", Dir.SELL,ms_bid, 3)
ex.ioc(nid(),"WFC", Dir.SELL,wfc_bid, 2)
# ---- 리스크 컷 ----
def risk():
for s, p in pos.items():
if abs(p) >= KILL_POS:
b, a = st.bid_prices.get(s), st.ask_prices.get(s)
if p > 0 and b:
ex.ioc(nid(), s, Dir.SELL, b, abs(p))
elif p < 0 and a:
ex.ioc(nid(), s, Dir.BUY, a, abs(p))
# ---- 주문 리프레시 (전부 취소 후 재호가) ----
def refresh_all():
# 전부 취소
for o in list(active.keys()):
ex.cancel(o)
active.pop(o, None)
# 재호가
for s in ["GS","MS","WFC"]:
place_mm(s)
# ===== LOOP =====
while True:
m = ex.read()
if m["type"] == "close":
break
elif m["type"] == "book":
sym = m["symbol"]
b = m["buy"][0][0] if m["buy"] else None
a = m["sell"][0][0] if m["sell"] else None
st.update_bid_ask_price(sym, b, a)
# 주기적 리프레시
now = time.time()
if now - last_refresh > REFRESH:
last_refresh = now
refresh_all()
# XLF 차익 + 리스크
if sym in ["BOND","GS","MS","WFC","XLF"]:
xlf_arb()
risk()
elif m["type"] == "fill":
s, q, d = m["symbol"], m["size"], m["dir"]
pos[s] = pos.get(s,0) + (q if d == Dir.BUY else -q)
# 체결 즉시 해당 심볼만 재호가 (속도 ↑)
if s in ["GS","MS","WFC"]:
place_mm(s)
if __name__ == "__main__":
main()