обновление логики + обновление механизма логирования сделок

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

@@ -6,5 +6,6 @@
 
         MarketBuy = 1,
         MarketSell = 101,
+        LimitBuy = 200,
     }
 }

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

@@ -7,5 +7,6 @@
         public string Figi { get; set; }
         public string Ticker { get; set; }
         public DateTime Time { get; set; }
+        public bool IsSellPrice { get; set; }
     }
 }

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

@@ -1,4 +1,5 @@
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
+using System.ComponentModel.DataAnnotations.Schema;
 
 namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
 {
@@ -9,5 +10,7 @@ namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
         public required string Ticker { get; set; }
         public DateTime Time { get; set; }
         public bool IsHistoricalData { get; set; }
+        [NotMapped]
+        public bool IsSellPrice { get; set; }
     }
 }

KLHZ.Trader.Core.Math/Declisions/Utils/MovingAverage.cs

@@ -61,7 +61,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                         twavbs[i2 + 1]);
 
                     if (shift == 1 && !isCrossing.res) //если нет пересечения скользящих средний с окном 120 и 15 секунд между
-                                                        //текущей и предыдущей точкой - можно не продолжать выполнение.
+                                                       //текущей и предыдущей точкой - можно не продолжать выполнение.
                     {
                         break;
                     }

KLHZ.Trader.Core.Tests/HistoryCacheUnit2Tests.cs

@@ -211,7 +211,7 @@ namespace KLHZ.Trader.Core.Tests
             for (int i = 0; i < 5 * PriceHistoryCacheUnit2.CacheMaxLength; i++)
             {
                 cacheUnit.AddData(new PriceChange() { Figi = "", Ticker = "", Value = i, Time = DateTime.UtcNow });
-                if (i >= 500)
+                if (i >= PriceHistoryCacheUnit2.CacheMaxLength)
                 {
                     var data = cacheUnit.GetData().Result;
                     Assert.IsTrue(data.prices.Length == PriceHistoryCacheUnit2.CacheMaxLength);

KLHZ.Trader.Core.Tests/TraderTests.cs

@@ -1,5 +1,6 @@
 using KLHZ.Trader.Core.Common;
 using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
+using KLHZ.Trader.Core.Exchange.Utils;
 
 namespace KLHZ.Trader.Core.Tests
 {
@@ -89,5 +90,11 @@ namespace KLHZ.Trader.Core.Tests
             };
             Assert.IsTrue(KLHZ.Trader.Core.Exchange.Services.Trader.IsBuyAllowed(account, 3000, 1, 0.5m, 0.1m));
         }
+
+        [Test]
+        public void CalcProfitTest()
+        {
+            var profit = TradingCalculator.CaclProfit(2990, 2991.5m, 0.0025m, 10.3m, false);
+        }
     }
 }

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

@@ -9,5 +9,6 @@
         BidsSummary10 = 4,
         AsksSummary4 = 5,
         BidsSummary4 = 6,
+        BidsAsksSummary4 = 7,
     }
 }

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

@@ -23,5 +23,7 @@ namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
 
         [NotMapped]
         public bool IsHistoricalData { get; set; }
+        [NotMapped]
+        public bool IsSellPrice { get; set; }
     }
 }

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

@@ -21,10 +21,12 @@ namespace KLHZ.Trader.Core.DataLayer.Entities.Prices
         [Column("ticker")]
         public required string Ticker { get; set; }
 
-        [NotMapped]
         public bool IsHistoricalData { get; set; }
 
         [Column("processor")]
         public required string Processor { get; set; }
+
+        [NotMapped]
+        public bool IsSellPrice { get; set; }
     }
 }

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

@@ -13,7 +13,6 @@ using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Options;
 using Tinkoff.InvestApi;
 using Tinkoff.InvestApi.V1;
-using static Google.Rpc.Context.AttributeContext.Types;
 
 namespace KLHZ.Trader.Core.Exchange.Services
 {
@@ -28,6 +27,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly CancellationTokenSource _cts = new();
         private readonly IDataBus _eventBus;
         private readonly bool _exchangeDataRecievingEnabled;
+        private readonly SemaphoreSlim _semaphoreSlim = new SemaphoreSlim(1, 1);
+
         public ExchangeDataReader(InvestApiClient investApiClient, IDataBus eventBus, TraderDataProvider tradeDataProvider,
             IOptions<ExchangeConfig> options, IDbContextFactory<TraderDbContext> dbContextFactory,
             ILogger<ExchangeDataReader> logger)
@@ -72,28 +73,30 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         private async Task SubscribeMyTrades()
         {
-            var req = new TradesStreamRequest();
+            var req = new PortfolioStreamRequest();
             foreach (var a in _tradeDataProvider.Accounts)
             {
                 req.Accounts.Add(a.Key);
             }
-            using var stream = _investApiClient.OrdersStream.TradesStream(req);
+
+            using var stream = _investApiClient.OperationsStream.PortfolioStream(req);
             await foreach (var response in stream.ResponseStream.ReadAllAsync())
             {
-                if (response.OrderTrades != null)
+                if (response.Portfolio?.Positions != null)
                 {
-                    foreach(var t in response.OrderTrades.Trades)
+                    if (_semaphoreSlim.CurrentCount == 1)
                     {
-                        //await _tradeDataProvider.LogDeal(new Models.AssetsAccounting.DealResult()
+                        try
-                        //{
+                        {
-                        //    AccountId = response.OrderTrades.AccountId,
+                            await _semaphoreSlim.WaitAsync(TimeSpan.FromSeconds(5));
-                        //    Figi = response.OrderTrades.Figi,
+                            await _tradeDataProvider.SyncPortfolio(response.Portfolio.AccountId);
-                        //    Count = t.Quantity,
+                        }
-                        //    Price = t.Price,
+                        catch (Exception ex)
-                        //    Direction = Models.AssetsAccounting.DealDirection
+                        {
-                        //})
+
+                        }
+                        _semaphoreSlim.Release();
                     }
-                    
                 }
             }
         }
@@ -152,6 +155,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         Time = response.Trade.Time.ToDateTime().ToUniversalTime(),
                         Value = response.Trade.Price,
                         IsHistoricalData = false,
+                        IsSellPrice = response.Trade.Direction == TradeDirection.Sell
                     };
                     await _eventBus.Broadcast(message);
 

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

@@ -118,7 +118,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
             var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi);
             foreach (var acc in accounts)
             {
-                var assets = acc.Assets.Values.Where(a => a.Figi == message.Figi && DateTime.UtcNow - a.BoughtAt > TimeSpan.FromHours(4)).ToArray();
+                var assets = acc.Assets.Values.Where(a => a.Figi == message.Figi && (DateTime.UtcNow - a.BoughtAt > TimeSpan.FromHours(4))).ToArray();
                 foreach (var asset in assets)
                 {
                     var profit = TradingCalculator.CaclProfit(asset.BoughtPrice, message.Value,

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

@@ -17,6 +17,7 @@ using Tinkoff.InvestApi;
 using Tinkoff.InvestApi.V1;
 using Asset = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.Asset;
 using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType;
+using PositionType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.PositionType;
 
 namespace KLHZ.Trader.Core.Exchange.Services
 {
@@ -181,6 +182,14 @@ namespace KLHZ.Trader.Core.Exchange.Services
             return _assetTypesCache.TryGetValue(figi, out var t) ? t : AssetType.Unknown;
         }
 
+        internal async Task SyncPortfolio(string accountId)
+        {
+            if (Accounts.TryGetValue(accountId, out var account))
+            {
+                await SyncPortfolio(account);
+            }
+        }
+
         internal async Task SyncPortfolio(ManagedAccount account)
         {
             try
@@ -231,6 +240,24 @@ namespace KLHZ.Trader.Core.Exchange.Services
 #pragma warning restore CS0612 // Тип или член устарел
                     account.Assets.AddOrUpdate(asset.Figi, asset, (k, v) => asset);
                     oldAssets.Remove(asset.Figi);
+                    if (trade == null && position.InstrumentType != "currency")
+                    {
+                        trade = new DataLayer.Entities.Trades.Trade()
+                        {
+                            AccountId = account.AccountId,
+                            Figi = position.Figi,
+                            Ticker = position.Ticker,
+                            ArchiveStatus = 0,
+                            Asset = (DataLayer.Entities.Trades.Enums.AssetType)(int)GetAssetTypeByFigi(position.Figi),
+                            BoughtAt = DateTime.UtcNow,
+                            Count = position.Quantity,
+                            Direction = position.Quantity > 0 ? DataLayer.Entities.Trades.Enums.TradeDirection.Buy : DataLayer.Entities.Trades.Enums.TradeDirection.Sell,
+                            Position = position.Quantity > 0 ? DataLayer.Entities.Trades.Enums.PositionType.Long : DataLayer.Entities.Trades.Enums.PositionType.Short,
+                            Price = price
+                        };
+                        await context.Trades.AddAsync(trade);
+                        await context.SaveChangesAsync();
+                    }
                 }
 
                 account.Total = portfolio.TotalAmountPortfolio;

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

@@ -1,6 +1,5 @@
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
-using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
 using Microsoft.Extensions.Hosting;
 using Microsoft.Extensions.Logging;
 using System.Threading.Channels;
@@ -42,18 +41,21 @@ namespace KLHZ.Trader.Core.Exchange.Services
             try
             {
                 var dir = OrderDirection.Unspecified;
-                var dealDirection = DealDirection.Unknown;
+                var orderType = OrderType.Unspecified;
-                var sign = 1;
                 if (tradeCommand.CommandType == Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy)
                 {
                     dir = OrderDirection.Buy;
-                    dealDirection = DealDirection.Buy;
+                    orderType = OrderType.Market;
                 }
                 else if (tradeCommand.CommandType == Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell)
                 {
-                    sign = -1;
                     dir = OrderDirection.Sell;
-                    dealDirection = DealDirection.Sell;
+                    orderType = OrderType.Market;
+                }
+                else if (tradeCommand.CommandType == Contracts.Messaging.Dtos.Enums.TradeCommandType.LimitBuy && tradeCommand.RecomendPrice.HasValue)
+                {
+                    dir = OrderDirection.Buy;
+                    orderType = OrderType.Limit;
                 }
 
                 var req = new PostOrderRequest()
@@ -61,23 +63,24 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     AccountId = tradeCommand.AccountId,
                     InstrumentId = tradeCommand.Figi,
                     Direction = dir,
-                    OrderType = OrderType.Market,
+                    Price = tradeCommand.RecomendPrice ?? 0,
+                    OrderType = orderType,
                     Quantity = tradeCommand.Count,
                     ConfirmMarginTrade = tradeCommand.EnableMargin,
                 };
 
                 var res = await _investApiClient.Orders.PostOrderAsync(req);
 
-                var result = new DealResult
+                //var result = new DealResult
-                {
+                //{
-                    Count = sign * res.LotsExecuted,
+                //    Count = sign * res.LotsExecuted,
-                    Price = res.ExecutedOrderPrice,
+                //    Price = res.ExecutedOrderPrice,
-                    Success = true,
+                //    Success = true,
-                    Direction = dealDirection,
+                //    Direction = dealDirection,
-                    AccountId = tradeCommand.AccountId,
+                //    AccountId = tradeCommand.AccountId,
-                    Figi = tradeCommand.Figi,
+                //    Figi = tradeCommand.Figi,
-                };
+                //};
-                await _tradeDataProvider.LogDeal(result);
+                //await _tradeDataProvider.LogDeal(result);
             }
             catch (Exception ex)
             {