рефакторинг: вынос контрактов в отдельный проект

KLHZ.Trader.Core.Contracts/Declisions/Dtos/TradingEventsDto.cs

@@ -0,0 +1,16 @@
+namespace KLHZ.Trader.Core.Contracts.Declisions.Dtos
+{
+    public readonly struct TradingEventsDto
+    {
+        public readonly bool LongClose;
+        public readonly bool LongOpen;
+
+        public TradingEventsDto(bool longClose, bool longOpen)
+        {
+            LongClose = longClose;
+            LongOpen = longOpen;
+        }
+
+        public readonly static TradingEventsDto Empty = new TradingEventsDto(false, false);
+    }
+}

KLHZ.Trader.Core.Contracts/Declisions/Interfaces/IPriceHistoryCacheUnit.cs

@@ -0,0 +1,12 @@
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
+
+namespace KLHZ.Trader.Core.Contracts.Declisions.Interfaces
+{
+    public interface IPriceHistoryCacheUnit
+    {
+        public string Figi { get; }
+        public ValueTask AddData(INewPriceMessage priceChange);
+
+        public ValueTask<(DateTime[] timestamps, float[] prices)> GetData();
+    }
+}

KLHZ.Trader.Core.Contracts/Declisions/Interfaces/ITradingEventsDetector.cs

@@ -0,0 +1,9 @@
+using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
+
+namespace KLHZ.Trader.Core.Contracts.Declisions.Interfaces
+{
+    public interface ITradingEventsDetector
+    {
+        public ValueTask<TradingEventsDto> Detect(IPriceHistoryCacheUnit unit);
+    }
+}

KLHZ.Trader.Core.Contracts/KLHZ.Trader.Core.Contracts.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+
+</Project>

KLHZ.Trader.Core.Contracts/Messaging/Dtos/Enums/TradeCommandType.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.Common.Messaging.Contracts.Messages.Enums
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums
 {
     public enum TradeCommandType
     {

KLHZ.Trader.Core.Contracts/Messaging/Dtos/Intarfaces/IMessage.cs

@@ -0,0 +1,7 @@
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces
+{
+    public interface IMessage
+    {
+        public string Text { get; set; }
+    }
+}

KLHZ.Trader.Core.Contracts/Messaging/Dtos/Intarfaces/INewCandle.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.Common.Messaging.Contracts.Messages
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces
 {
     public interface INewCandle
     {

KLHZ.Trader.Core.Contracts/Messaging/Dtos/Intarfaces/INewPriceMessage.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.Common.Messaging.Contracts.Messages
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces
 {
     public interface INewPriceMessage
     {

KLHZ.Trader.Core.Contracts/Messaging/Dtos/MessageForAdmin.cs

@@ -0,0 +1,9 @@
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
+
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
+{
+    public class MessageForAdmin : IMessage
+    {
+        public required string Text { get; set; }
+    }
+}

KLHZ.Trader.Core.Contracts/Messaging/Dtos/NewPriceMessage.cs

@@ -1,4 +1,6 @@
-namespace KLHZ.Trader.Core.Common.Messaging.Contracts.Messages
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
+
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
 {
     public class NewPriceMessage : INewPriceMessage
     {

KLHZ.Trader.Core.Contracts/Messaging/Dtos/TradeCommand.cs

@@ -1,6 +1,6 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages.Enums;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
 
-namespace KLHZ.Trader.Core.Common.Messaging.Contracts.Messages
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
 {
     public class TradeCommand
     {

KLHZ.Trader.Core.Contracts/Messaging/Interfaces/IDataBus.cs

@@ -1,22 +1,17 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
 using System.Threading.Channels;
 
-namespace KLHZ.Trader.Core.Common.Messaging.Contracts
+namespace KLHZ.Trader.Core.Contracts.Messaging.Interfaces
 {
     public interface IDataBus
     {
         public bool AddChannel(string key, Channel<INewPriceMessage> channel);
-
         public bool AddChannel(string key, Channel<TradeCommand> channel);
+        public bool AddChannel(string key, Channel<IMessage> channel);
         public bool AddChannel(string key, Channel<INewCandle> channel);
-
-        public bool AddChannel(Channel<MessageForAdmin> channel);
-
         public Task BroadcastNewPrice(INewPriceMessage newPriceMessage);
-
         public Task BroadcastCommand(TradeCommand command);
-
-        public Task BroadcastCommand(MessageForAdmin command);
         public Task BroadcastNewCandle(INewCandle command);
     }
 }

KLHZ.Trader.Core.Tests/HistoryCacheUnitTests.cs

@@ -1,5 +1,5 @@
 using KLHZ.Trader.Core.DataLayer.Entities.Prices;
-using KLHZ.Trader.Core.Declisions.Models;
+using KLHZ.Trader.Core.Declisions.Services;
 
 namespace KLHZ.Trader.Core.Tests
 {
@@ -34,7 +34,7 @@ namespace KLHZ.Trader.Core.Tests
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData();
+            var data = cacheUnit.GetData().Result;
 
             Assert.That(data.prices.Length == count);
             Assert.That(data.timestamps.Length == count);
@@ -47,7 +47,7 @@ namespace KLHZ.Trader.Core.Tests
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData();
+            var data = cacheUnit.GetData().Result;
 
             Assert.That(data.prices.Length == count);
             Assert.That(data.timestamps.Length == count);
@@ -65,7 +65,7 @@ namespace KLHZ.Trader.Core.Tests
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData();
+            var data = cacheUnit.GetData().Result;
 
             Assert.That(data.prices.Length == count);
             Assert.That(data.timestamps.Length == count);
@@ -84,7 +84,7 @@ namespace KLHZ.Trader.Core.Tests
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData();
+            var data = cacheUnit.GetData().Result;
 
             Assert.That(data.prices.Length == count);
             Assert.That(data.timestamps.Length == count);
@@ -104,7 +104,7 @@ namespace KLHZ.Trader.Core.Tests
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData();
+            var data = cacheUnit.GetData().Result;
 
             Assert.That(data.prices.Length == count - shift);
             Assert.That(data.timestamps.Length == count - shift);
@@ -128,7 +128,7 @@ namespace KLHZ.Trader.Core.Tests
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData();
+            var data = cacheUnit.GetData().Result;
 
             Assert.That(data.prices.Length == count - shift);
             Assert.That(data.timestamps.Length == count - shift);
@@ -152,7 +152,7 @@ namespace KLHZ.Trader.Core.Tests
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData();
+            var data = cacheUnit.GetData().Result;
 
             Assert.That(data.prices.Length == count - shift);
             Assert.That(data.timestamps.Length == count - shift);
@@ -176,7 +176,7 @@ namespace KLHZ.Trader.Core.Tests
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData();
+            var data = cacheUnit.GetData().Result;
 
             Assert.That(data.prices.Length == count);
             Assert.That(data.timestamps.Length == count);
@@ -191,7 +191,7 @@ namespace KLHZ.Trader.Core.Tests
 
             cacheUnit.AddData(newData1);
 
-            var data2 = cacheUnit.GetData();
+            var data2 = cacheUnit.GetData().Result;
             Assert.IsTrue(data2.prices[data2.prices.Length - 1] == (float)newData1.Value);
             Assert.IsTrue(data2.timestamps[data2.timestamps.Length - 1] == newData1.Time);
 
@@ -199,7 +199,7 @@ namespace KLHZ.Trader.Core.Tests
 
             cacheUnit.AddData(newData2);
 
-            var data3 = cacheUnit.GetData();
+            var data3 = cacheUnit.GetData().Result;
             Assert.IsTrue(data3.prices[data3.prices.Length - 1] == (float)newData2.Value);
             Assert.IsTrue(data3.timestamps[data3.timestamps.Length - 1] == newData2.Time);
         }

KLHZ.Trader.Core.Tests/HistoryProcessingInstrumentsTests.cs

@@ -1,5 +1,5 @@
 using KLHZ.Trader.Core.DataLayer.Entities.Prices;
-using KLHZ.Trader.Core.Declisions.Models;
+using KLHZ.Trader.Core.Declisions.Services;
 using KLHZ.Trader.Core.Declisions.Utils;
 
 namespace KLHZ.Trader.Core.Tests
@@ -38,7 +38,7 @@ namespace KLHZ.Trader.Core.Tests
             var startValue = 10;
             var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
 
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var endDate = startDate.AddSeconds(count);
             Assert.IsTrue(data.timestamps.Last() == endDate);
             Assert.IsTrue(data.prices.Last() == startValue + step * count);
@@ -72,7 +72,7 @@ namespace KLHZ.Trader.Core.Tests
             var startValue = 10;
             var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
 
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var endDate = startDate.AddSeconds(count);
             Assert.IsTrue(data.timestamps.Last() == endDate);
             Assert.IsTrue(data.prices.Last() == startValue + step * count);
@@ -107,7 +107,7 @@ namespace KLHZ.Trader.Core.Tests
 
             var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
 
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var endDate = startDate.AddSeconds(count);
             Assert.IsTrue(data.timestamps.Last() == endDate);
             Assert.IsTrue(data.prices.Last() == startValue + step * count);
@@ -142,7 +142,7 @@ namespace KLHZ.Trader.Core.Tests
 
             var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
 
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var endDate = startDate.AddSeconds(count);
             Assert.IsTrue(data.timestamps.Last() == endDate);
             Assert.IsTrue(data.prices.Last() == startValue + step * count);
@@ -177,7 +177,7 @@ namespace KLHZ.Trader.Core.Tests
 
             var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
 
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var endDate = startDate.AddSeconds(count);
             Assert.IsTrue(data.timestamps.Last() == endDate);
             Assert.IsTrue(data.prices.Last() == startValue + step * count);
@@ -212,7 +212,7 @@ namespace KLHZ.Trader.Core.Tests
 
             var unit = new PriceHistoryCacheUnit(figi, GetHistory(count, figi, startDate, startValue, step));
 
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var endDate = startDate.AddSeconds(count);
             Assert.IsTrue(data.timestamps.Last() == endDate);
             Assert.IsTrue(data.prices.Last() == startValue + step * count);
@@ -238,7 +238,7 @@ namespace KLHZ.Trader.Core.Tests
 
 
             var unit2 = new PriceHistoryCacheUnit(figi);
-            var data2 = unit.GetData();
+            var data2 = unit.GetData().Result;
             for (int i = 0; i < data2.prices.Length; i++)
             {
                 var value = (decimal)data2.prices[i];

KLHZ.Trader.Core/Common/Messaging/Contracts/Messages/MessageForAdmin.cs

@@ -1,7 +0,0 @@
-namespace KLHZ.Trader.Core.Common.Messaging.Contracts.Messages
-{
-    public class MessageForAdmin
-    {
-        public required string Text { get; set; }
-    }
-}

KLHZ.Trader.Core/Common/Messaging/Services/DataBus.cs

@@ -1,5 +1,6 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
+using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using System.Collections.Concurrent;
 using System.Threading.Channels;
 
@@ -7,14 +8,14 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
 {
     public class DataBus : IDataBus
     {
+        private readonly ConcurrentDictionary<string, Channel<IMessage>> _messagesChannels = new();
         private readonly ConcurrentDictionary<string, Channel<INewCandle>> _candlesChannels = new();
         private readonly ConcurrentDictionary<string, Channel<INewPriceMessage>> _priceChannels = new();
         private readonly ConcurrentDictionary<string, Channel<TradeCommand>> _commandChannels = new();
-        private readonly ConcurrentDictionary<string, Channel<MessageForAdmin>> _chatMessages = new();
 
-        public bool AddChannel(Channel<MessageForAdmin> channel)
+        public bool AddChannel(string key, Channel<IMessage> channel)
         {
-            return _chatMessages.TryAdd(Guid.NewGuid().ToString(), channel);
+            return _messagesChannels.TryAdd(key, channel);
         }
 
         public bool AddChannel(string key, Channel<INewPriceMessage> channel)
@@ -55,13 +56,5 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
                 await channel.Writer.WriteAsync(command);
             }
         }
-
-        public async Task BroadcastCommand(MessageForAdmin message)
-        {
-            foreach (var channel in _chatMessages.Values)
-            {
-                await channel.Writer.WriteAsync(message);
-            }
-        }
     }
 }

KLHZ.Trader.Core/DataLayer/Entities/Prices/Candle.cs

@@ -1,4 +1,4 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
 using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.DataLayer.Entities.Prices

KLHZ.Trader.Core/DataLayer/Entities/Prices/PriceChange.cs

@@ -1,4 +1,4 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
 using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.DataLayer.Entities.Prices

KLHZ.Trader.Core/Declisions/Dtos/PeriodPricesInfoDto.cs

@@ -1,6 +1,6 @@
-namespace KLHZ.Trader.Core.Declisions.Models
+namespace KLHZ.Trader.Core.Declisions.Dtos
 {
-    public readonly struct PeriodPricesInfo
+    internal readonly struct PeriodPricesInfoDto
     {
         public readonly int Start;
         public readonly int End;
@@ -12,7 +12,7 @@
         public readonly bool Success;
         public readonly TimeSpan Period;
 
-        public PeriodPricesInfo(bool success, float firstPrice, float lastPrice, float periodDiff, float periodMin, float periodMax, TimeSpan period, int start, int end)
+        public PeriodPricesInfoDto(bool success, float firstPrice, float lastPrice, float periodDiff, float periodMin, float periodMax, TimeSpan period, int start, int end)
         {
             Success = success;
             LastPrice = lastPrice;

KLHZ.Trader.Core/Declisions/Dtos/TwoPeriodsProcessingDto.cs

@@ -1,6 +1,6 @@
-namespace KLHZ.Trader.Core.Declisions.Models
+namespace KLHZ.Trader.Core.Declisions.Dtos
 {
-    public readonly struct TwoPeriodsProcessingData
+    internal readonly struct TwoPeriodsProcessingDto
     {
         public readonly int Start;
         public readonly int Bound;
@@ -11,7 +11,7 @@
         public readonly TimeSpan PeriodStart;
         public readonly TimeSpan PeriodEnd;
 
-        public TwoPeriodsProcessingData(bool success, float diffStart, float diffEnd, int start, int bound, int end,
+        public TwoPeriodsProcessingDto(bool success, float diffStart, float diffEnd, int start, int bound, int end,
             TimeSpan periodStart, TimeSpan periodEnd)
         {
             Success = success;

KLHZ.Trader.Core/Declisions/Services/PriceHistoryCacheUnit.cs

@@ -1,12 +1,13 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
 
-namespace KLHZ.Trader.Core.Declisions.Models
+namespace KLHZ.Trader.Core.Declisions.Services
 {
-    public class PriceHistoryCacheUnit
+    public class PriceHistoryCacheUnit : IPriceHistoryCacheUnit
     {
         public const int ArrayMaxLength = 500;
 
-        public readonly string Figi;
+        public string Figi { get; init; }
 
         private readonly object _locker = new();
         private readonly float[] Prices = new float[ArrayMaxLength];
@@ -14,7 +15,7 @@ namespace KLHZ.Trader.Core.Declisions.Models
 
         private int Length = 0;
 
-        public void AddData(INewPriceMessage priceChange)
+        public ValueTask AddData(INewPriceMessage priceChange)
         {
             lock (_locker)
             {
@@ -29,9 +30,10 @@ namespace KLHZ.Trader.Core.Declisions.Models
                     Length++;
                 }
             }
+            return ValueTask.CompletedTask;
         }
 
-        public (DateTime[] timestamps, float[] prices) GetData()
+        public ValueTask<(DateTime[] timestamps, float[] prices)> GetData()
         {
             var prices = new float[Length];
             var timestamps = new DateTime[Length];
@@ -39,7 +41,7 @@ namespace KLHZ.Trader.Core.Declisions.Models
             {
                 Array.Copy(Prices, Prices.Length - Length, prices, 0, prices.Length);
                 Array.Copy(Timestamps, Prices.Length - Length, timestamps, 0, timestamps.Length);
-                return (timestamps, prices);
+                return ValueTask.FromResult((timestamps, prices));
             }
         }
 

KLHZ.Trader.Core/Declisions/Services/Trader.cs

@@ -1,10 +1,10 @@
 using KLHZ.Trader.Core.Common;
-using KLHZ.Trader.Core.Common.Messaging.Contracts;
+using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages.Enums;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
+using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
 using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
-using KLHZ.Trader.Core.Declisions.Models;
 using KLHZ.Trader.Core.Declisions.Utils;
 using KLHZ.Trader.Core.Exchange;
 using KLHZ.Trader.Core.Exchange.Extentions;
@@ -30,6 +30,8 @@ namespace KLHZ.Trader.Core.Declisions.Services
         private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
         private readonly ConcurrentDictionary<string, ManagedAccount> Accounts = new();
         private readonly ConcurrentDictionary<string, PriceHistoryCacheUnit> _historyCash = new();
+        private readonly ITradingEventsDetector _tradingEventsDetector;
+
 
         private readonly decimal _futureComission;
         private readonly decimal _shareComission;
@@ -41,6 +43,7 @@ namespace KLHZ.Trader.Core.Declisions.Services
         private readonly Channel<INewPriceMessage> _pricesChannel = Channel.CreateUnbounded<INewPriceMessage>();
 
         public Trader(
+            ITradingEventsDetector tradingEventsDetector,
             BotModeSwitcher botModeSwitcher,
             IServiceProvider provider,
             IOptions<ExchangeConfig> options,
@@ -48,6 +51,7 @@ namespace KLHZ.Trader.Core.Declisions.Services
             IDbContextFactory<TraderDbContext> dbContextFactory,
             InvestApiClient investApiClient)
         {
+            _tradingEventsDetector = tradingEventsDetector;
             _botModeSwitcher = botModeSwitcher;
             _dataBus = dataBus;
             _provider = provider;
@@ -100,59 +104,11 @@ namespace KLHZ.Trader.Core.Declisions.Services
                     data = new PriceHistoryCacheUnit(message.Figi, message);
                     _historyCash.TryAdd(message.Figi, data);
                 }
-
+                var result = await _tradingEventsDetector.Detect(data);
-                float meanfullDiff;
-                if (message.Figi == "BBG004730N88")
-                {
-                    meanfullDiff = 0.05f;
-                }
-                else if (message.Figi == "FUTIMOEXF000")
-                {
-                    meanfullDiff = 1f;
-                }
-                else
-                {
-                    continue;
-                }
 
                 try
                 {
-                    //var downtrendStarts = data.CheckDowntrendStarting(TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(7), meanfullDiff);
+                    if (result.LongOpen)
-                    var uptrendStarts = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), meanfullDiff, 8, 3);
-                    var uptrendStarts2 = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), meanfullDiff, 15, 2);
-                    var downtrendEnds = data.CheckLongOpen(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), meanfullDiff, 15, 5);
-                    uptrendStarts |= downtrendEnds;
-                    uptrendStarts |= uptrendStarts2;
-                    //var downtrendEnds = data.CheckDowntrendEnding(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(15), meanfullDiff);
-
-                    var uptrendEnds = data.CheckLongClose(TimeSpan.FromSeconds(15), TimeSpan.FromSeconds(20), meanfullDiff * 1.5f, 8, 8);
-                    var uptrendEnds2 = data.CheckLongClose(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(30), meanfullDiff, 15, 8);
-                    uptrendEnds |= uptrendEnds2;
-
-                    //var uptrendEnds2 = data.CheckUptrendEnding(TimeSpan.FromSeconds(20), TimeSpan.FromSeconds(20), meanfullDiff);
-
-                    //var uptrendEnds = uptrendEnds1 || uptrendEnds2;
-
-                    var declisionAction = DeclisionTradeAction.Unknown;
-
-                    //if (downtrendStarts)
-                    //{
-                    //    //declisionAction = DeclisionTradeAction.OpenShort;
-                    //}
-                    if (uptrendStarts)
-                    {
-                        declisionAction = DeclisionTradeAction.OpenLong;
-                    }
-                    //else if (downtrendEnds)
-                    //{
-                    //    //declisionAction = DeclisionTradeAction.CloseShort;
-                    //}
-                    else if (uptrendEnds)
-                    {
-                        declisionAction = DeclisionTradeAction.CloseLong;
-                    }
-
-                    if (declisionAction != DeclisionTradeAction.Unknown)
                     {
                         using var context = await _dbContextFactory.CreateDbContextAsync();
                         context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
@@ -163,7 +119,22 @@ namespace KLHZ.Trader.Core.Declisions.Services
                             Ticker = message.Ticker,
                             Price = message.Value,
                             Time = message.IsHistoricalData ? message.Time : DateTime.UtcNow,
-                            Action = declisionAction,
+                            Action = DeclisionTradeAction.OpenLong,
+                        });
+                        await context.SaveChangesAsync();
+                    }
+                    if (result.LongClose)
+                    {
+                        using var context = await _dbContextFactory.CreateDbContextAsync();
+                        context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+                        await context.Declisions.AddAsync(new Declision()
+                        {
+                            AccountId = string.Empty,
+                            Figi = message.Figi,
+                            Ticker = message.Ticker,
+                            Price = message.Value,
+                            Time = message.IsHistoricalData ? message.Time : DateTime.UtcNow,
+                            Action = DeclisionTradeAction.CloseLong,
                         });
                         await context.SaveChangesAsync();
                     }

KLHZ.Trader.Core/Declisions/Services/TradingEventsDetector.cs

@@ -0,0 +1,64 @@
+using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
+using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
+using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
+using KLHZ.Trader.Core.Declisions.Utils;
+
+namespace KLHZ.Trader.Core.Declisions.Services
+{
+    public class TradingEventsDetector : ITradingEventsDetector
+    {
+        public async ValueTask<TradingEventsDto> Detect(IPriceHistoryCacheUnit data)
+        {
+            await Task.Delay(0);
+            float meanfullDiff;
+            if (data.Figi == "BBG004730N88")
+            {
+                meanfullDiff = 0.05f;
+            }
+            else if (data.Figi == "FUTIMOEXF000")
+            {
+                meanfullDiff = 1f;
+            }
+            else
+            {
+                return TradingEventsDto.Empty;
+            }
+
+            //var downtrendStarts = data.CheckDowntrendStarting(TimeSpan.FromSeconds(30), TimeSpan.FromSeconds(7), meanfullDiff);
+            var uptrendStarts = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(7), meanfullDiff, 8, 3);
+            var uptrendStarts2 = data.CheckLongOpen(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), meanfullDiff, 15, 2);
+            var downtrendEnds = data.CheckLongOpen(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(10), meanfullDiff, 15, 5);
+            uptrendStarts |= downtrendEnds;
+            uptrendStarts |= uptrendStarts2;
+            //var downtrendEnds = data.CheckDowntrendEnding(TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(15), meanfullDiff);
+
+            var uptrendEnds = data.CheckLongClose(TimeSpan.FromSeconds(15), TimeSpan.FromSeconds(20), meanfullDiff * 1.5f, 8, 8);
+            var uptrendEnds2 = data.CheckLongClose(TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(30), meanfullDiff, 15, 8);
+            uptrendEnds |= uptrendEnds2;
+
+            //var uptrendEnds2 = data.CheckUptrendEnding(TimeSpan.FromSeconds(20), TimeSpan.FromSeconds(20), meanfullDiff);
+
+            //var uptrendEnds = uptrendEnds1 || uptrendEnds2;
+
+            var declisionAction = DeclisionTradeAction.Unknown;
+
+            //if (downtrendStarts)
+            //{
+            //    //declisionAction = DeclisionTradeAction.OpenShort;
+            //}
+            if (uptrendStarts)
+            {
+                declisionAction = DeclisionTradeAction.OpenLong;
+            }
+            //else if (downtrendEnds)
+            //{
+            //    //declisionAction = DeclisionTradeAction.CloseShort;
+            //}
+            else if (uptrendEnds)
+            {
+                declisionAction = DeclisionTradeAction.CloseLong;
+            }
+            return new TradingEventsDto(uptrendEnds, uptrendStarts);
+        }
+    }
+}

KLHZ.Trader.Core/Declisions/Utils/HistoryProcessingInstruments.cs

@@ -1,13 +1,15 @@
-using KLHZ.Trader.Core.Declisions.Models;
+using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
+using KLHZ.Trader.Core.Declisions.Dtos;
+using KLHZ.Trader.Core.Declisions.Services;
 
 namespace KLHZ.Trader.Core.Declisions.Utils
 {
     internal static class HistoryProcessingInstruments
     {
-        internal static PeriodPricesInfo GetPriceDiffForTimeSpan(this PriceHistoryCacheUnit unit, TimeSpan timeShift, TimeSpan timeSpan, int? pointsShift = null)
+        internal static PeriodPricesInfoDto GetPriceDiffForTimeSpan(this IPriceHistoryCacheUnit unit, TimeSpan timeShift, TimeSpan timeSpan, int? pointsShift = null)
         {
-            var res = new PeriodPricesInfo(false, 0, 0, 0, 0, 0, timeSpan, 0, 0);
+            var res = new PeriodPricesInfoDto(false, 0, 0, 0, 0, 0, timeSpan, 0, 0);
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var times = data.timestamps;
             var prices = data.prices;
             if (times.Length < 2) return res;
@@ -47,7 +49,7 @@ namespace KLHZ.Trader.Core.Declisions.Utils
 
             if (intervaStartIndex >= 0 && intervaEndIndex >= 0)
             {
-                res = new PeriodPricesInfo(
+                res = new PeriodPricesInfoDto(
                     true,
                     prices[intervaStartIndex],
                     prices[intervaEndIndex],
@@ -62,31 +64,31 @@ namespace KLHZ.Trader.Core.Declisions.Utils
             return res;
         }
 
-        internal static bool CheckStable(this PeriodPricesInfo data, float meanfullDiff)
+        internal static bool CheckStable(this PeriodPricesInfoDto data, float meanfullDiff)
         {
             meanfullDiff = Math.Abs(meanfullDiff);
             return data.Success && Math.Abs(data.PeriodDiff) < 1.5 * meanfullDiff && Math.Abs(data.PeriodMax - data.PeriodMin) < 2 * meanfullDiff;
         }
 
-        internal static bool CheckGrowing(this PeriodPricesInfo data, float meanfullDiff)
+        internal static bool CheckGrowing(this PeriodPricesInfoDto data, float meanfullDiff)
         {
             return meanfullDiff > 0 && data.Success && data.PeriodDiff > meanfullDiff && Math.Abs(data.PeriodMax - data.PeriodMin) < 3 * Math.Abs(data.PeriodDiff);
         }
 
-        internal static bool CheckFalling(this PeriodPricesInfo data, float meanfullDiff)
+        internal static bool CheckFalling(this PeriodPricesInfoDto data, float meanfullDiff)
         {
             meanfullDiff = -meanfullDiff;
             return meanfullDiff < 0 && data.Success && data.PeriodDiff < meanfullDiff && Math.Abs(data.PeriodMax - data.PeriodMin) < 3 * Math.Abs(data.PeriodDiff);
         }
 
-        internal static float CalcTrendRelationAbs(PeriodPricesInfo first, PeriodPricesInfo second)
+        internal static float CalcTrendRelationAbs(PeriodPricesInfoDto first, PeriodPricesInfoDto second)
         {
             var k1 = Math.Abs(first.PeriodDiff) / Math.Abs(first.Period.TotalSeconds);
             var k2 = Math.Abs(second.PeriodDiff) / Math.Abs(second.Period.TotalSeconds);
             if (k2 == 0 && k1 != 0) return 1000;
             return (float)(k1 / k2);
         }
-        internal static float CalcTrendRelationAbs(TwoPeriodsProcessingData data)
+        internal static float CalcTrendRelationAbs(TwoPeriodsProcessingDto data)
         {
             var k1 = Math.Abs(data.DiffStart) / Math.Abs(data.PeriodStart.TotalSeconds);
             var k2 = Math.Abs(data.DiffEnd) / Math.Abs(data.PeriodEnd.TotalSeconds);
@@ -94,7 +96,7 @@ namespace KLHZ.Trader.Core.Declisions.Utils
             return (float)(k1 / k2);
         }
 
-        internal static bool CheckDowntrendEnding(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff)
+        internal static bool CheckDowntrendEnding(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff)
         {
             var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod);
             var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod);
@@ -114,7 +116,7 @@ namespace KLHZ.Trader.Core.Declisions.Utils
             return res;
         }
 
-        internal static bool CheckUptrendEnding(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff)
+        internal static bool CheckUptrendEnding(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff)
         {
             var totalDiff = unit.GetPriceDiffForTimeSpan(TimeSpan.Zero, firstPeriod + secondPeriod);
             var startDiff = unit.GetPriceDiffForTimeSpan(secondPeriod, firstPeriod);
@@ -178,9 +180,9 @@ namespace KLHZ.Trader.Core.Declisions.Utils
             return res;
         }
 
-        internal static TwoPeriodsProcessingData GetTwoPeriodsProcessingData(this (DateTime[] timestamps, float[] prices) data, TimeSpan shift, int shiftPointsStart, int shiftPointsEnd, TimeSpan firstPeriod, float meanfullDiff)
+        internal static TwoPeriodsProcessingDto GetTwoPeriodsProcessingData(this (DateTime[] timestamps, float[] prices) data, TimeSpan shift, int shiftPointsStart, int shiftPointsEnd, TimeSpan firstPeriod, float meanfullDiff)
         {
-            var res = new TwoPeriodsProcessingData(success: false, 0, 0, 0, 0, 0, TimeSpan.Zero, TimeSpan.Zero);
+            var res = new TwoPeriodsProcessingDto(success: false, 0, 0, 0, 0, 0, TimeSpan.Zero, TimeSpan.Zero);
             var time = data.timestamps;
             var prices = data.prices;
             int count = -1;
@@ -210,14 +212,14 @@ namespace KLHZ.Trader.Core.Declisions.Utils
             {
                 var diff1 = prices[bound] - prices[start];
                 var diff2 = prices[end] - prices[bound];
-                res = new TwoPeriodsProcessingData(true, diff1, diff2, start, bound, end, time[bound] - time[start], time[end] - time[bound]);
+                res = new TwoPeriodsProcessingDto(true, diff1, diff2, start, bound, end, time[bound] - time[start], time[end] - time[bound]);
             }
             return res;
         }
 
-        internal static bool CheckLongClose(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff, int pointsStart, int pointsEnd)
+        internal static bool CheckLongClose(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff, int pointsStart, int pointsEnd)
         {
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var periodStat = data.GetTwoPeriodsProcessingData(secondPeriod, pointsStart, pointsEnd, firstPeriod, meanfullDiff);
             var trendRelation = CalcTrendRelationAbs(periodStat);
             var isStartOk = periodStat.Success && periodStat.DiffStart > 0 && periodStat.DiffStart > 1.5 * meanfullDiff;
@@ -240,9 +242,9 @@ namespace KLHZ.Trader.Core.Declisions.Utils
             return isStartOk && isEndOk && (data.prices[periodStat.End] - data.prices[periodStat.Start] >= meanfullDiff);
         }
 
-        internal static bool CheckUptrendStarting2(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff)
+        internal static bool CheckUptrendStarting2(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff)
         {
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var periodStat = data.GetTwoPeriodsProcessingData(secondPeriod, 15, 2, firstPeriod, meanfullDiff);
             var trendRelation = CalcTrendRelationAbs(periodStat);
             var isStartOk = periodStat.Success && periodStat.DiffStart < -meanfullDiff;
@@ -265,9 +267,9 @@ namespace KLHZ.Trader.Core.Declisions.Utils
             return isStartOk && isEndOk;
         }
 
-        internal static bool _CheckUptrendStarting2(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff)
+        internal static bool _CheckUptrendStarting2(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff)
         {
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var periodStat = data.GetTwoPeriodsProcessingData(secondPeriod, 15, 1, firstPeriod, meanfullDiff);
             var trendRelation = CalcTrendRelationAbs(periodStat);
             var isStartOk = periodStat.Success && periodStat.DiffStart < -meanfullDiff;
@@ -291,9 +293,9 @@ namespace KLHZ.Trader.Core.Declisions.Utils
         }
 
 
-        internal static bool CheckLongOpen(this PriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff, int pointsStart, int pointsEnd)
+        internal static bool CheckLongOpen(this IPriceHistoryCacheUnit unit, TimeSpan firstPeriod, TimeSpan secondPeriod, float meanfullDiff, int pointsStart, int pointsEnd)
         {
-            var data = unit.GetData();
+            var data = unit.GetData().Result;
             var periodStat = data.GetTwoPeriodsProcessingData(secondPeriod, pointsStart, pointsEnd, firstPeriod, meanfullDiff);
             var trendRelation = CalcTrendRelationAbs(periodStat);
             var isStartOk = periodStat.Success && periodStat.DiffStart < -meanfullDiff;

KLHZ.Trader.Core/Exchange/Services/ExchangeDataReader.cs

@@ -1,5 +1,5 @@
 using Grpc.Core;
-using KLHZ.Trader.Core.Common.Messaging.Contracts;
+using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
 using KLHZ.Trader.Core.DataLayer.Entities.Prices;
 using KLHZ.Trader.Core.Exchange.Extentions;

KLHZ.Trader.Core/Exchange/Services/ManagedAccount.cs

@@ -1,6 +1,6 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages.Enums;
+using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
 using KLHZ.Trader.Core.Exchange.Extentions;
 using KLHZ.Trader.Core.Exchange.Models;

KLHZ.Trader.Core/KLHZ.Trader.Core.csproj

@@ -14,4 +14,8 @@
     <PackageReference Include="Tinkoff.InvestApi" Version="0.6.17" />
   </ItemGroup>
 
+  <ItemGroup>
+    <ProjectReference Include="..\KLHZ.Trader.Core.Contracts\KLHZ.Trader.Core.Contracts.csproj" />
+  </ItemGroup>
+
 </Project>

KLHZ.Trader.Core/TG/Services/BotMessagesHandler.cs

@@ -1,7 +1,7 @@
 using KLHZ.Trader.Core.Common;
-using KLHZ.Trader.Core.Common.Messaging.Contracts;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages.Enums;
+using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Options;
 using System.Collections.Immutable;

KLHZ.Trader.Core/TG/Services/BotStarter.cs

@@ -1,5 +1,5 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using Microsoft.Extensions.Hosting;
 using Microsoft.Extensions.Options;
 using System.Collections.Immutable;
@@ -13,14 +13,14 @@ namespace KLHZ.Trader.Core.TG.Services
     {
         private readonly TelegramBotClient _botClient;
         private readonly IUpdateHandler _updateHandler;
-        private readonly Channel<MessageForAdmin> _messages = Channel.CreateUnbounded<MessageForAdmin>();
+        private readonly Channel<IMessage> _messages = Channel.CreateUnbounded<IMessage>();
         private readonly ImmutableArray<long> _admins = [];
 
         public BotStarter(IOptions<TgBotConfig> cfg, IUpdateHandler updateHandler, IDataBus dataBus, IOptions<TgBotConfig> options)
         {
             _botClient = new TelegramBotClient(cfg.Value.Token);
             _updateHandler = updateHandler;
-            dataBus.AddChannel(_messages);
+            dataBus.AddChannel("", _messages);
             _admins = ImmutableArray.CreateRange(options.Value.Admins);
             _ = ProcessMessages();
         }

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -1,5 +1,5 @@
-using KLHZ.Trader.Core.Common.Messaging.Contracts;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
-using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;
+using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
 using Microsoft.AspNetCore.Mvc;
 using Microsoft.EntityFrameworkCore;

KLHZ.Trader.Service/Program.cs

@@ -1,6 +1,7 @@
 using KLHZ.Trader.Core.Common;
-using KLHZ.Trader.Core.Common.Messaging.Contracts;
 using KLHZ.Trader.Core.Common.Messaging.Services;
+using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
+using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
 using KLHZ.Trader.Core.Declisions.Services;
 using KLHZ.Trader.Core.Exchange;
@@ -49,6 +50,7 @@ builder.Services.AddHostedService<Trader>();
 builder.Services.AddSingleton<IUpdateHandler, BotMessagesHandler>();
 builder.Services.AddSingleton<BotModeSwitcher>();
 builder.Services.AddSingleton<IDataBus, DataBus>();
+builder.Services.AddSingleton<ITradingEventsDetector, TradingEventsDetector>();
 
 for (int i = 0; i < 10; i++)
 {

KLHZ.Trader.sln

@@ -40,6 +40,8 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "deploy", "deploy", "{9DE95D
 		build-docker-compose.yml = build-docker-compose.yml
 	EndProjectSection
 EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "KLHZ.Trader.Core.Contracts", "KLHZ.Trader.Core.Contracts\KLHZ.Trader.Core.Contracts.csproj", "{C1ADC79B-ADDB-435D-A453-9D1623D144C4}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -66,6 +68,10 @@ Global
 		{9BF1E4ED-CCD5-401B-9F1C-3B7625258F7E}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{9BF1E4ED-CCD5-401B-9F1C-3B7625258F7E}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{9BF1E4ED-CCD5-401B-9F1C-3B7625258F7E}.Release|Any CPU.Build.0 = Release|Any CPU
+		{C1ADC79B-ADDB-435D-A453-9D1623D144C4}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{C1ADC79B-ADDB-435D-A453-9D1623D144C4}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{C1ADC79B-ADDB-435D-A453-9D1623D144C4}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{C1ADC79B-ADDB-435D-A453-9D1623D144C4}.Release|Any CPU.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE