CleanEngine · caniro · Jun 23, 2025 · Jun 23, 2025 · Jun 23, 2025
diff --git a/src/main/java/com/cleanengine/coin/realitybot/api/ApiScheduler.java b/src/main/java/com/cleanengine/coin/realitybot/api/ApiScheduler.java
@@ -1,13 +1,13 @@
 package com.cleanengine.coin.realitybot.api;
 
-import com.cleanengine.coin.common.annotation.WorkingServerProfile;
 import com.cleanengine.coin.order.adapter.out.persistentce.asset.AssetRepository;
 import com.cleanengine.coin.order.domain.Asset;
 import com.cleanengine.coin.realitybot.domain.APIVWAPState;
 import com.cleanengine.coin.realitybot.domain.VWAPMetricsRecorder;
 import com.cleanengine.coin.realitybot.dto.Ticks;
 import com.cleanengine.coin.realitybot.parser.TickParser;
 import com.cleanengine.coin.realitybot.service.OrderGenerateService;
+import com.cleanengine.coin.realitybot.service.PlatformVWAPService;
 import com.cleanengine.coin.realitybot.service.TickServiceManager;
 import io.micrometer.core.instrument.MeterRegistry;
 import io.micrometer.core.instrument.Timer;
@@ -33,8 +33,9 @@ public class ApiScheduler {
     private final CoinoneAPIClient coinoneAPIClient;
     private final VWAPMetricsRecorder recorder;
     private final MeterRegistry meterRegistry;
+    private final PlatformVWAPService platformVWAPService;
 
-//    @Scheduled(fixedRate = 5000)
+    //    @Scheduled(fixedRate = 5000)
     public void MarketAllRequest() throws InterruptedException {
         Timer timer = meterRegistry.timer("apischeduler.request.duration");
         timer.record(() -> {
@@ -53,24 +54,37 @@ public void MarketDataRequest(String ticker){
 
         APIVWAPState apiVWAPState = tickServiceManager.getService(ticker);
         long lastSeqId = lastSequentialIdMap.getOrDefault(ticker,0L);
+        boolean newTickAdded = false;
 
         //api 중복검사하여 queue에 저장하기
         for (int i = gson.size()-1; i >=0 ; i--) {//2차 : 10 - 역순으로 정렬되어 - 순회해야 함.
             Ticks ticks = gson.get(i);
             if (ticks.getSequential_id() > lastSeqId){ //중복 검증용
                 apiVWAPState.addTick(ticks);
                 lastSeqId = Math.max(lastSeqId, ticks.getSequential_id()); //중복 id 갱신
-
+                newTickAdded = true;
             }
         }
         lastSequentialIdMap.put(ticker,lastSeqId);
+
         double vwap = apiVWAPState.getVWAP();
         double volume = apiVWAPState.getAvgVolumePerOrder();
+        double platformVwap = platformVWAPService.calculateVWAPbyTrades(ticker,vwap);
+        double difference = Math.abs((platformVwap - vwap)/vwap);
         recorder.recordApiVwap(ticker,vwap);
 
-        orderGenerateService.generateOrder(ticker,vwap,volume); //1tick 당 매수/매도 3개씩 제작
+        if (difference>0.001){
+            orderGenerateService.generateOrder(ticker,vwap,volume); //1tick 당 매수/매도 3개씩 제작
+//        log.info("기준치 초과시 {}의 가격 : {} , 볼륨 : {}, 오차 : {}",ticker, vwap, volume, difference);
+        } else {
+            if (newTickAdded){
+                orderGenerateService.generateOrder(ticker,vwap,volume);
+//             log.info("기준치 이내  {}의 가격 : {} , 볼륨 : {}, 오차 : {}",ticker, vwap, volume, difference);
+            }
+        }
+
+
 
-//        log.info("작동확인 {}의 가격 : {} , 볼륨 : {}",ticker, vwap, volume);
     }
 
 /*    @Override

diff --git a/src/main/java/com/cleanengine/coin/realitybot/domain/APIVWAPState.java b/src/main/java/com/cleanengine/coin/realitybot/domain/APIVWAPState.java
@@ -31,7 +31,7 @@ public void addTick(Ticks tick){
 
     //n초마다 5회 주문 , api 체결 내역에서 10종목씩 비교
     public double getAvgVolumePerOrder() {
-        return calculator.getTotalVolume() / 50;
+        return calculator.getTotalVolume() / ticksQueue.size();
     }//todo 에러 인젝션으로 50일때와 5일때 복귀 속도 알아보기
 
     public double getVWAP(){

diff --git a/src/main/java/com/cleanengine/coin/realitybot/service/OrderGenerateService.java b/src/main/java/com/cleanengine/coin/realitybot/service/OrderGenerateService.java
@@ -46,19 +46,20 @@ public void generateOrder(String ticker, double apiVWAP, double avgVolume) {//
         recorder.recordPlatformVwap(ticker,platformVWAP);
         //편차 계산 (vwap 기준)
         double trendLineRate = (platformVWAP - apiVWAP)/ apiVWAP;
+
+
         for(int level : orderLevels) { //1주문당 3회 매수매도 처리
-            OrderPricePolicy.OrderPrice basePrice = orderPricePolicy.calculatePrice(level,platformVWAP, unitPrice,trendLineRate);
-            DeviationPricePolicy.AdjustPrice adjustPrice = deviationPricePolicy.adjust(
-                    basePrice.sell(), basePrice.buy(), trendLineRate, apiVWAP, unitPrice);
+            OrderPricePolicy.OrderPrice basePrice = orderPricePolicy.calculatePrice(level,apiVWAP,platformVWAP, unitPrice);
+//            DeviationPricePolicy.AdjustPrice adjustPrice = deviationPricePolicy.adjust(basePrice.sell(), basePrice.buy(), trendLineRate, apiVWAP, unitPrice);
 
             double sellVolume = orderVolumePolicy.calculateVolume(avgVolume,trendLineRate,false);
             double buyVolume = orderVolumePolicy.calculateVolume(avgVolume,trendLineRate,true);
-            double sellPrice = adjustPrice.sell();
-            double buyPrice = adjustPrice.buy();
+//            double sellPrice = adjustPrice.sell();
+//            double buyPrice = adjustPrice.buy();
 
 
-                createOrderWithFallback(ticker,false, sellVolume, sellPrice);
-                createOrderWithFallback(ticker,true, buyVolume, buyPrice);
+                createOrderWithFallback(ticker,false, sellVolume, basePrice.sell());
+                createOrderWithFallback(ticker,true, buyVolume, basePrice.buy());
 
 /*            DecimalFormat df = new DecimalFormat("#,##0.00");
             DecimalFormat dfv = new DecimalFormat("#,###.########");

diff --git a/src/main/java/com/cleanengine/coin/realitybot/vo/DeviationPricePolicy.java b/src/main/java/com/cleanengine/coin/realitybot/vo/DeviationPricePolicy.java
@@ -18,17 +18,16 @@ public class DeviationPricePolicy {
 
     public AdjustPrice adjust(double platformSell,double platformBuy, double trendLineRate, double apiVWAP, double unitPrice){
         double deviation = Math.abs(trendLineRate);//음수값 보정
-        if (deviation <= 0.017){
-            return new AdjustPrice(platformSell,platformBuy);
+        //  1% 이내 편차는 조정 없이 원본 가격 반환
+        if (deviation <= 0.001) { // 0.017 → 0.01로 변경
+            return new AdjustPrice(platformSell, platformBuy);
         }
+
+        //  1% 초과 시에만 조정 로직 실행
         double weight = getCorrectionWeight(deviation);
-//            double closeness = 1-weight; // 보간 가중치: 0.7 ~ 1.0 -> 0.5
-            double closeness; // 보간 가중치: 0.7 ~ 1.0 -> 0.5
-        if (deviation > 0.07){
-             closeness = Math.max(0.2, 1 - weight);
-        } else {
-            closeness = 0.01;
-        }
+        double closeness = (deviation > 0.07)
+                ? Math.max(0.2, 1 - weight)
+                : 0.01;
 
 //        double targetVWAP = (trendLineRate > 0) //만약 closeness 를 0.5 입력시 중간값
 //                ? apiVWAP + (platformSell - apiVWAP) * closeness  // 고평가 → platformSell(25000) → apiVWAP(16000) 사이 가중치 %로 유도

diff --git a/src/main/java/com/cleanengine/coin/realitybot/vo/OrderPricePolicy.java b/src/main/java/com/cleanengine/coin/realitybot/vo/OrderPricePolicy.java
@@ -7,55 +7,38 @@ public class OrderPricePolicy {
     /**
      * 레벨에 따라 매수/매도 가격을 계산합니다.
      * @param level          주문 강도 (1~5)
-     * @param platformVWAP   플랫폼 기준 평균 체결 가격
+//     * @param platformVWAP   플랫폼 기준 평균 체결 가격
      * @param unitPrice      호가 단위
-     * @param trendLineRate  플랫폼과 API VWAP의 편차율
+//     * @param trendLineRate  플랫폼과 API VWAP의 편차율
      * @return PricePair (매도/매수 가격)
      */
-    public OrderPrice calculatePrice(int level,
-                                     double platformVWAP,
-                                     double unitPrice,
-                                     double trendLineRate) {
-        double priceOffset = unitPrice * level;
-        double sellPrice, buyPrice;
-        double randomOffset =  Math.abs(getRandomOffset(platformVWAP,getDynamicMaxRate(trendLineRate)));
-        double basePrice = normalizeToUnit(platformVWAP, unitPrice); //기준 가격 (호가 단위 정규화)
+    public OrderPrice calculatePrice(int level, double apiVWAP, double platformVWAP, double unitPrice) {
+        double basePrice = normalizeToUnit(apiVWAP, unitPrice);
+        double targetPrice = normalizeToUnit(platformVWAP, unitPrice);
 
+        // 🔥 점진적 접근: API VWAP에서 Platform VWAP로 20% 씩 이동
+        double convergenceRate = 0.2; // 천천히 접근
+        double adjustedBase = basePrice + (targetPrice - basePrice) * convergenceRate;
 
-        if (level == 1){ //1level일 경우 주문이 겹치도록 설정
-            //체결을 위해 매수가 올리고, 매도가 내리는 계산 적용
-            sellPrice = normalizeToUnit(basePrice - randomOffset,unitPrice);
-            buyPrice = normalizeToUnit(basePrice + randomOffset,unitPrice);
-        }
-        //2~3 단계 : orderbook 단위 주문
-        else {
-            randomOffset =  getRandomOffset(platformVWAP,0.001);
-            //체결 확률 증가용 코드
-            sellPrice = normalizeToUnit(platformVWAP + priceOffset - randomOffset,unitPrice);
-            buyPrice = normalizeToUnit(platformVWAP - priceOffset + randomOffset,unitPrice);
-            //안정적인 스프레드 유지
-//                sellPrice = normalizeToUnit(platformVWAP + priceOffset);
-//                buyPrice = normalizeToUnit(platformVWAP - priceOffset);
+        double priceOffset = unitPrice * level;
+
+        if (level == 1) {
+            // 1레벨: 조정된 기준가 근처 체결 유도
+            return new OrderPrice(adjustedBase + priceOffset/2, adjustedBase - priceOffset/2);
+        } else {
+            // 2~5레벨: 조정된 기준가 기준 스프레드
+            return new OrderPrice(adjustedBase + priceOffset, adjustedBase - priceOffset);
         }
-        return new OrderPrice(sellPrice, buyPrice);
     }
 
-    private double getRandomOffset(double basePrice, double maxRate){
-        //시장가에 해당하는 호가는 거래 체결 강하게 하기 위함
-        double percent = (Math.random() * 2-1)*maxRate;
+    private double getRandomOffset(double basePrice, double maxRate) {
+        double percent = (Math.random() * 2 - 1) * maxRate;
         return basePrice * percent;
     }
 
-    private double getDynamicMaxRate(double trendLineRate) {
-        // 편차가 벌어지면 벌어질수록 보정폭 확대
-        // 5% = 2.51의 가중치
-        // 11% = 5.51의 가중치
-        return 0.01 + Math.abs(trendLineRate) * 0.5;
-    }
-
-    private int normalizeToUnit(double price, double unitPrice){ //호가단위로 변환
-        return (int) ((double)(Math.round(price / unitPrice)) * unitPrice);
+    private double normalizeToUnit(double price, double unitPrice) {
+        return Math.round(price / unitPrice) * unitPrice;
     }
 
-    public record OrderPrice(double sell, double buy){}
-}
+    public record OrderPrice(double sell, double buy) {}
+}
diff --git a/src/main/resources/application.yml b/src/main/resources/application.yml
@@ -52,6 +52,6 @@ server:
   forward-headers-strategy: native
 
 bot-handler:
-  fixed-rate: 5000 #  5초마다 실행
+  fixed-rate: 1000 #  5초마다 실행
   cron : "0 0 0 * * *" # 매일 자정마다 호가
-  order-level : 1,2,3,4,5 #오더북 단계 설정 - 주문량 증가
+  order-level : 1,2 #오더북 단계 설정 - 주문량 증가