добавил сбор данных по стаканам.

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

@@ -8,5 +8,8 @@ namespace KLHZ.Trader.Core.Contracts.Declisions.Interfaces
         public int Length { get; }
         public ValueTask AddData(INewPrice priceChange);
         public ValueTask<(DateTime[] timestamps, float[] prices)> GetData();
+        public ValueTask AddOrderbook(IOrderbook orderbook);
+        public int AsksCount { get; }
+        public int BidsCount { get; }
     }
 }

KLHZ.Trader.Core.Contracts/Messaging/Dtos/Interfaces/IOrderbook.cs

@@ -0,0 +1,13 @@
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces
+{
+    public interface IOrderbook
+    {
+        public string Ticker { get; }
+        public string Figi { get; }
+        public int AsksCount {get;}
+        public int BidsCount {get;}
+        public DateTime Time { get; }
+        public IOrderbookItem[] Asks { get; }
+        public IOrderbookItem[] Bids { get; }
+    }
+}

KLHZ.Trader.Core.Contracts/Messaging/Dtos/Interfaces/IOrderbookItem.cs

@@ -0,0 +1,8 @@
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces
+{
+    public interface IOrderbookItem
+    {
+        public decimal Count { get; }
+        public decimal Price { get; }
+    }
+}

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

@@ -0,0 +1,15 @@
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+
+namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
+{
+    public class NewOrderbookMessage : IOrderbook
+    {
+        public required string Ticker { get; init; }
+        public required string Figi { get; init; }
+        public DateTime Time { get; init; }
+        public IOrderbookItem[] Asks { get; init; } = [];
+        public IOrderbookItem[] Bids { get; init; } = [];
+        public int AsksCount { get; init; }
+        public int BidsCount { get; init; }
+    }
+}

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

@@ -6,14 +6,16 @@ namespace KLHZ.Trader.Core.Contracts.Messaging.Interfaces
 {
     public interface IDataBus
     {
+        public bool AddChannel(string key, Channel<IOrderbook> channel);
         public bool AddChannel(string key, Channel<IProcessedPrice> channel);
         public bool AddChannel(string key, Channel<INewPrice> 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 Task BroadcastNewPrice(INewPrice newPriceMessage);
+        public Task Broadcast(INewPrice newPriceMessage);
-        public Task BroadcastCommand(TradeCommand command);
+        public Task Broadcast(TradeCommand command);
-        public Task BroadcastNewCandle(INewCandle command);
+        public Task Broadcast(INewCandle command);
-        public Task BroadcastProcessedPrice(IProcessedPrice command);
+        public Task Broadcast(IProcessedPrice command);
+        public Task Broadcast(IOrderbook orderbook);
     }
 }

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

@@ -20,6 +20,9 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
             }
         }
 
+        public int AsksCount => 1;
+        public int BidsCount => 1;
+
         private readonly object _locker = new();
         private readonly float[] Prices = new float[CacheMaxLength];
         private readonly DateTime[] Timestamps = new DateTime[CacheMaxLength];
@@ -56,6 +59,11 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
             }
         }
 
+        public ValueTask AddOrderbook(IOrderbook orderbook)
+        {
+            return ValueTask.CompletedTask;
+        }
+
         public PriceHistoryCacheUnit(string figi, params INewPrice[] priceChanges)
         {
             Figi = figi;

KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit2.cs

@@ -21,6 +21,28 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
             }
         }
 
+        public int AsksCount 
+            { 
+                get
+                {
+                    lock (_locker)
+                    {
+                        return _asksCount;
+                    }
+                }
+            }
+
+        public int BidsCount
+        {
+            get
+            {
+                lock (_locker)
+                {
+                    return _bidsCount;
+                }
+            }
+        }
+
         private readonly object _locker = new();
         private readonly float[] Prices = new float[_arrayMaxLength];
         private readonly DateTime[] Timestamps = new DateTime[_arrayMaxLength];
@@ -28,8 +50,12 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
         private int _length = 0;
         private int _pointer = -1;
 
+        private int _asksCount = 1;
+        private int _bidsCount = 1;
+
         public ValueTask AddData(INewPrice priceChange)
         {
+            if (priceChange.Figi != Figi) return ValueTask.CompletedTask;
             lock (_locker)
             {
                 _pointer++;
@@ -69,6 +95,17 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
             }
         }
 
+        public ValueTask AddOrderbook(IOrderbook orderbook)
+        {
+            if (orderbook.Figi != Figi) return ValueTask.CompletedTask;
+            lock (_locker)
+            {
+                _asksCount = orderbook.AsksCount;
+                _bidsCount = orderbook.BidsCount;
+            }
+            return ValueTask.CompletedTask;
+        }
+
         public PriceHistoryCacheUnit2(string figi, params INewPrice[] priceChanges)
         {
             Figi = figi;

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

@@ -8,6 +8,7 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
 {
     public class DataBus : IDataBus
     {
+        private readonly ConcurrentDictionary<string, Channel<IOrderbook>> _orderbooksChannels = new();
         private readonly ConcurrentDictionary<string, Channel<IMessage>> _messagesChannels = new();
         private readonly ConcurrentDictionary<string, Channel<INewCandle>> _candlesChannels = new();
         private readonly ConcurrentDictionary<string, Channel<INewPrice>> _priceChannels = new();
@@ -39,7 +40,12 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
             return _commandChannels.TryAdd(key, channel);
         }
 
-        public async Task BroadcastNewPrice(INewPrice newPriceMessage)
+        public bool AddChannel(string key, Channel<IOrderbook> channel)
+        {
+            return _orderbooksChannels.TryAdd(key, channel);
+        }
+
+        public async Task Broadcast(INewPrice newPriceMessage)
         {
             foreach (var channel in _priceChannels.Values)
             {
@@ -47,7 +53,7 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
             }
         }
 
-        public async Task BroadcastProcessedPrice(IProcessedPrice mess)
+        public async Task Broadcast(IProcessedPrice mess)
         {
             foreach (var channel in _processedPricesChannels.Values)
             {
@@ -55,7 +61,7 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
             }
         }
 
-        public async Task BroadcastNewCandle(INewCandle newPriceMessage)
+        public async Task Broadcast(INewCandle newPriceMessage)
         {
             foreach (var channel in _candlesChannels.Values)
             {
@@ -63,12 +69,20 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
             }
         }
 
-        public async Task BroadcastCommand(TradeCommand command)
+        public async Task Broadcast(TradeCommand command)
         {
             foreach (var channel in _commandChannels.Values)
             {
                 await channel.Writer.WriteAsync(command);
             }
         }
+
+        public async Task Broadcast(IOrderbook orderbook)
+        {
+            foreach (var channel in _orderbooksChannels.Values)
+            {
+                await channel.Writer.WriteAsync(orderbook);
+            }
+        }
     }
 }

KLHZ.Trader.Core/DataLayer/Entities/Declisions/Declision.cs

@@ -1,4 +1,5 @@
-using System.ComponentModel.DataAnnotations.Schema;
+using KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums;
+using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.DataLayer.Entities.Declisions
 {

KLHZ.Trader.Core/DataLayer/Entities/Declisions/Enums/DeclisionTradeAction.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.DataLayer.Entities.Declisions
+namespace KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums
 {
     public enum DeclisionTradeAction
     {

KLHZ.Trader.Core/DataLayer/Entities/Orders/Enums/OrderbookItemType.cs

@@ -0,0 +1,11 @@
+namespace KLHZ.Trader.Core.DataLayer.Entities.Orders.Enums
+{
+    public enum OrderbookItemType
+    {
+        Unknown = 0,
+        Ask = 1,
+        Bid = 2,
+        AsksSummary = 3,
+        BidsSummary = 4
+    }
+}

KLHZ.Trader.Core/DataLayer/Entities/Orders/OrderbookItem.cs

@@ -0,0 +1,32 @@
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using KLHZ.Trader.Core.DataLayer.Entities.Orders.Enums;
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace KLHZ.Trader.Core.DataLayer.Entities.Orders
+{
+    [Table("orderbook_items")]
+    public class OrderbookItem : IOrderbookItem
+    {
+        [Column("id")]
+        public long Id { get; set; }
+
+        [Column("time")]
+        public DateTime Time { get; set; }
+
+        [Column("price")]
+        public decimal Price { get; set; }
+
+        [Column("count")]
+        public decimal Count { get; set; }
+
+        [Column("figi")]
+        public required string Figi { get; set; }
+
+        [Column("ticker")]
+        public required string Ticker { get; set; }
+
+        [Column("item_type")]
+        public OrderbookItemType ItemType { get; set; }
+
+    }
+}

KLHZ.Trader.Core/DataLayer/Entities/Trades/Enums/AssetType.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.DataLayer.Entities.Trades
+namespace KLHZ.Trader.Core.DataLayer.Entities.Trades.Enums
 {
     public enum AssetType
     {

KLHZ.Trader.Core/DataLayer/Entities/Trades/Enums/PositionType.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.DataLayer.Entities.Trades
+namespace KLHZ.Trader.Core.DataLayer.Entities.Trades.Enums
 {
     public enum PositionType
     {

KLHZ.Trader.Core/DataLayer/Entities/Trades/Enums/TradeDirection.cs

@@ -1,4 +1,4 @@
-namespace KLHZ.Trader.Core.DataLayer.Entities.Trades
+namespace KLHZ.Trader.Core.DataLayer.Entities.Trades.Enums
 {
     public enum TradeDirection
     {

KLHZ.Trader.Core/DataLayer/Entities/Trades/InstrumentTrade.cs

@@ -1,4 +1,5 @@
-using System.ComponentModel.DataAnnotations.Schema;
+using KLHZ.Trader.Core.DataLayer.Entities.Trades.Enums;
+using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.DataLayer.Entities.Trades
 {

KLHZ.Trader.Core/DataLayer/Entities/Trades/Trade.cs

@@ -1,4 +1,5 @@
-using System.ComponentModel.DataAnnotations.Schema;
+using KLHZ.Trader.Core.DataLayer.Entities.Trades.Enums;
+using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.DataLayer.Entities.Trades
 {

KLHZ.Trader.Core/DataLayer/TraderDbContext.cs

@@ -1,4 +1,5 @@
 using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
+using KLHZ.Trader.Core.DataLayer.Entities.Orders;
 using KLHZ.Trader.Core.DataLayer.Entities.Prices;
 using KLHZ.Trader.Core.DataLayer.Entities.Trades;
 using Microsoft.EntityFrameworkCore;
@@ -14,6 +15,7 @@ namespace KLHZ.Trader.Core.DataLayer
         public DbSet<PriceChange> PriceChanges { get; set; }
         public DbSet<ProcessedPrice> ProcessedPrices { get; set; }
         public DbSet<Candle> Candles { get; set; }
+        public DbSet<OrderbookItem> OrderbookItems { get; set; }
         public TraderDbContext(DbContextOptions<TraderDbContext> options)
             : base(options)
         {
@@ -60,6 +62,15 @@ namespace KLHZ.Trader.Core.DataLayer
                         v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
             });
 
+            modelBuilder.Entity<OrderbookItem>(entity =>
+            {
+                entity.HasKey(e1 => e1.Id);
+                entity.Property(e => e.Time)
+                    .HasConversion(
+                        v => v.ToUniversalTime(),
+                        v => DateTime.SpecifyKind(v, DateTimeKind.Utc));
+            });
+
             modelBuilder.Entity<ProcessedPrice>(entity =>
             {
                 entity.HasKey(e1 => e1.Id);

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

@@ -1,6 +1,8 @@
 using Grpc.Core;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
+using KLHZ.Trader.Core.DataLayer.Entities.Orders;
 using KLHZ.Trader.Core.DataLayer.Entities.Prices;
 using KLHZ.Trader.Core.DataLayer.Entities.Trades;
 using KLHZ.Trader.Core.Exchange.Extentions;
@@ -51,7 +53,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
             var shares = await _investApiClient.Instruments.SharesAsync();
             foreach (var share in shares.Instruments)
             {
-                //if (_instrumentsFigis.Contains(share.Figi))
+                if (_instrumentsFigis.Contains(share.Figi))
                 {
                     _tickersCache.TryAdd(share.Figi, share.Ticker);
                 }
@@ -59,7 +61,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
             var futures = await _investApiClient.Instruments.FuturesAsync();
             foreach (var future in futures.Instruments)
             {
-                //if (_instrumentsFigis.Contains(future.Figi))
+                if (_instrumentsFigis.Contains(future.Figi))
                 {
                     _tickersCache.TryAdd(future.Figi, future.Ticker);
                 }
@@ -100,37 +102,49 @@ namespace KLHZ.Trader.Core.Exchange.Services
                 SubscriptionAction = SubscriptionAction.Subscribe
             };
 
+            var bookRequest = new SubscribeOrderBookRequest
+            {
+                SubscriptionAction = SubscriptionAction.Subscribe
+            };
+
             foreach (var f in _instrumentsFigis)
             {
-                request.Instruments.Add(
+                //request.Instruments.Add(
-                    new LastPriceInstrument()
+                //    new LastPriceInstrument()
-                    {
+                //    {
-                        InstrumentId = f
+                //        InstrumentId = f
-                    });
+                //    });
 
-                tradesRequest.Instruments.Add(
+                //tradesRequest.Instruments.Add(
-                    new TradeInstrument()
+                //    new TradeInstrument()
+                //    {
+                //        InstrumentId = f
+                //    });
+
+                bookRequest.Instruments.Add(
+                    new OrderBookInstrument()
                     {
-                        InstrumentId = f
+                        InstrumentId = f,
+                        Depth = 10
                     });
             }
 
             await stream.RequestStream.WriteAsync(new MarketDataRequest
             {
                 SubscribeLastPriceRequest = request,
-            });
-
-            await stream.RequestStream.WriteAsync(new MarketDataRequest
-            {
                 SubscribeTradesRequest = tradesRequest,
+                SubscribeOrderBookRequest = bookRequest
             });
 
             using var context = await _dbContextFactory.CreateDbContextAsync();
             context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
             var pricesBuffer = new List<PriceChange>();
+            var orderbookItemsBuffer = new List<OrderbookItem>();
             var tradesBuffer = new List<InstrumentTrade>();
-            var lastWritePrices = DateTime.UtcNow;
+            var lastWriteOrderbooks = DateTime.UtcNow;
             var lastWriteTrades = DateTime.UtcNow;
+            var lastWritePrices = DateTime.UtcNow;
+            var lastWrite = DateTime.UtcNow;
             await foreach (var response in stream.ResponseStream.ReadAllAsync())
             {
                 if (response.LastPrice != null)
@@ -143,7 +157,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         Value = response.LastPrice.Price,
                         IsHistoricalData = false,
                     };
-                    await _eventBus.BroadcastNewPrice(message);
+                    await _eventBus.Broadcast(message);
 
                     pricesBuffer.Add(message);
                 }
@@ -156,24 +170,78 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         Ticker = GetTickerByFigi(response.Trade.Figi),
                         Price = response.Trade.Price,
                         Count = response.Trade.Quantity,
-                        Direction = response.Trade.Direction == Tinkoff.InvestApi.V1.TradeDirection.Sell ? KLHZ.Trader.Core.DataLayer.Entities.Trades.TradeDirection.Sell : KLHZ.Trader.Core.DataLayer.Entities.Trades.TradeDirection.Buy,
+                        Direction = response.Trade.Direction == Tinkoff.InvestApi.V1.TradeDirection.Sell ? DataLayer.Entities.Trades.Enums.TradeDirection.Sell : DataLayer.Entities.Trades.Enums.TradeDirection.Buy,
                     };
                     tradesBuffer.Add(trade);
                 }
-
+                if (response.Orderbook != null)
-
-                //if (pricesBuffer.Count > 200 || (DateTime.UtcNow - lastWritePrices).TotalSeconds > 10)
                 {
-                    lastWritePrices = DateTime.UtcNow;
+                    var asks = response.Orderbook.Asks.Select(a => new OrderbookItem()
-                    await context.PriceChanges.AddRangeAsync(pricesBuffer);
+                    {
-                    pricesBuffer.Clear();
+                        Figi = response.Orderbook.Figi,
-                    await context.SaveChangesAsync();
+                        Ticker = GetTickerByFigi(response.Orderbook.Figi),
+                        ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.Ask,
+                        Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
+                        Price = a.Price,
+                        Count = a.Quantity,
+                    }).ToArray();
+                    orderbookItemsBuffer.AddRange(asks);
+                    var bids = response.Orderbook.Bids.Select(a => new OrderbookItem()
+                    {
+                        Figi = response.Orderbook.Figi,
+                        Ticker = GetTickerByFigi(response.Orderbook.Figi),
+                        ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.Bid,
+                        Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
+                        Price = a.Price,
+                        Count = a.Quantity,
+                    }).ToArray();
+                    orderbookItemsBuffer.AddRange(bids);
+                    orderbookItemsBuffer.Add(new OrderbookItem()
+                    {
+                        Figi = response.Orderbook.Figi,
+                        Ticker = GetTickerByFigi(response.Orderbook.Figi),
+                        Count = bids.Sum(a => (int)a.Count),
+                        ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.BidsSummary,
+                        Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
+                    });
+
+                    var message = new NewOrderbookMessage()
+                    {
+                        Ticker = GetTickerByFigi(response.Orderbook.Figi),
+                        Figi = response.Orderbook.Figi,
+                        Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
+                        Asks = asks,
+                        Bids = bids,
+                    };
+                    orderbookItemsBuffer.Add(new OrderbookItem()
+                    {
+                        Figi = response.Orderbook.Figi,
+                        Ticker = GetTickerByFigi(response.Orderbook.Figi),
+                        Count = asks.Sum(a => (int)a.Count),
+                        ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.AsksSummary,
+                        Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
+                    });
+                    await _eventBus.Broadcast(message);
                 }
-                //if (tradesBuffer.Count > 200 || (DateTime.UtcNow - lastWriteTrades).TotalSeconds > 10)
+
+                if (orderbookItemsBuffer.Count + pricesBuffer.Count + tradesBuffer.Count > 1000 || (DateTime.UtcNow - lastWrite).TotalSeconds > 10)
                 {
-                    lastWriteTrades = DateTime.UtcNow;
+                    lastWrite = DateTime.UtcNow;
-                    await context.InstrumentTrades.AddRangeAsync(tradesBuffer);
+                    if (orderbookItemsBuffer.Count > 0)
-                    tradesBuffer.Clear();
+                    {
+                        await context.OrderbookItems.AddRangeAsync(orderbookItemsBuffer);
+                        orderbookItemsBuffer.Clear();
+                    }
+                    if (pricesBuffer.Count > 0)
+                    {
+                        await context.PriceChanges.AddRangeAsync(pricesBuffer);
+                        pricesBuffer.Clear();
+                    }
+                    if (tradesBuffer.Count > 0)
+                    {
+                        await context.InstrumentTrades.AddRangeAsync(tradesBuffer);
+                        tradesBuffer.Clear();
+                    }
                     await context.SaveChangesAsync();
                 }
             }

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

@@ -236,9 +236,9 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         BoughtAt = DateTime.UtcNow,
                         Count = res.LotsExecuted,
                         Price = res.ExecutedOrderPrice,
-                        Position = DataLayer.Entities.Trades.PositionType.Long,
+                        Position = DataLayer.Entities.Trades.Enums.PositionType.Long,
-                        Direction = DataLayer.Entities.Trades.TradeDirection.Buy,
+                        Direction = DataLayer.Entities.Trades.Enums.TradeDirection.Buy,
-                        Asset = DataLayer.Entities.Trades.AssetType.Common,
+                        Asset = DataLayer.Entities.Trades.Enums.AssetType.Common,
                     };
 
                     await context.Trades.AddAsync(newTrade);

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

@@ -6,6 +6,7 @@ using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
 using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
+using KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums;
 using KLHZ.Trader.Core.Exchange.Extentions;
 using KLHZ.Trader.Core.Exchange.Models;
 using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
@@ -42,8 +43,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly string[] _managedAccountsNamePatterns = [];
 
         private readonly Channel<INewPrice> _pricesChannel = Channel.CreateUnbounded<INewPrice>();
+        private readonly Channel<IOrderbook> _ordersbookChannel = Channel.CreateUnbounded<IOrderbook>();
 
         public Trader(
+            ILogger<Trader> logger,
             ITradingEventsDetector tradingEventsDetector,
             BotModeSwitcher botModeSwitcher,
             IServiceProvider provider,
@@ -52,6 +55,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
             IDbContextFactory<TraderDbContext> dbContextFactory,
             InvestApiClient investApiClient)
         {
+            _logger = logger;
             _tradingEventsDetector = tradingEventsDetector;
             _botModeSwitcher = botModeSwitcher;
             _dataBus = dataBus;
@@ -87,10 +91,12 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
 
             _dataBus.AddChannel(nameof(Trader), _pricesChannel);
-            _ = ProcessMessages();
+            _dataBus.AddChannel(nameof(Trader), _ordersbookChannel);
+            _ = ProcessPrices();
+            _ = ProcessOrdersbooks();
         }
 
-        private async Task ProcessMessages()
+        private async Task ProcessPrices()
         {
             while (await _pricesChannel.Reader.WaitToReadAsync())
             {
@@ -146,6 +152,20 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
         }
 
+        private async Task ProcessOrdersbooks()
+        {
+            while (await _ordersbookChannel.Reader.WaitToReadAsync())
+            {
+                var message = await _ordersbookChannel.Reader.ReadAsync();
+                if (!_historyCash.TryGetValue(message.Figi, out var data))
+                {
+                    data = new PriceHistoryCacheUnit2(message.Figi);
+                    _historyCash.TryAdd(message.Figi, data);
+                }
+                await data.AddOrderbook(message);
+            }
+        }
+
         public Task StopAsync(CancellationToken cancellationToken)
         {
             return Task.CompletedTask;

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

@@ -82,7 +82,7 @@ namespace KLHZ.Trader.Core.TG.Services
                                     RecomendPrice = null,
                                     Figi = "BBG004730N88",
                                 };
-                                await _eventBus.BroadcastCommand(command);
+                                await _eventBus.Broadcast(command);
                                 break;
                             }
                         case "продать сбер":
@@ -95,7 +95,7 @@ namespace KLHZ.Trader.Core.TG.Services
                                     Count = 1,
                                     LotsCount = 1,
                                 };
-                                await _eventBus.BroadcastCommand(command);
+                                await _eventBus.Broadcast(command);
                                 break;
                             }
                         case "купить сбер":
@@ -107,7 +107,7 @@ namespace KLHZ.Trader.Core.TG.Services
                                     Figi = "BBG004730N88",
                                     Count = 1
                                 };
-                                await _eventBus.BroadcastCommand(command);
+                                await _eventBus.Broadcast(command);
                                 break;
                             }
                     }

KLHZ.Trader.Infrastructure/postgres/migration3.sql

@@ -0,0 +1,12 @@
+drop table if exists instrument_trades;
+create table instrument_trades
+(
+    trade_id bigserial,
+    bought_at timestamp default current_timestamp,
+    figi text not null,
+    ticker text not null,
+    price decimal not null,
+    count decimal not null,
+    direction int not null default 1,
+    primary key (trade_id)
+);

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -41,7 +41,7 @@ namespace KLHZ.Trader.Service.Controllers
 
                 foreach (var mess in data)
                 {
-                    await _dataBus.BroadcastNewPrice(mess);
+                    await _dataBus.Broadcast(mess);
                 }
             }
             catch (Exception ex)