Добавил режимы торговли
test / deploy_trader_prod (push) Successful in 3m54s Details

dev
vlad zverzhkhovskiy 2025-09-17 16:27:22 +03:00
parent 6643549a93
commit 8b38421be4
1 changed files with 142 additions and 127 deletions

View File

@ -140,6 +140,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
var message = await _pricesChannel.Reader.ReadAsync(); var message = await _pricesChannel.Reader.ReadAsync();
try
{
#region Ускорение обработки исторических данных при отладке #region Ускорение обработки исторических данных при отладке
if (message.IsHistoricalData) if (message.IsHistoricalData)
{ {
@ -192,8 +194,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
var mode = (decimal)TradingModes[message.Figi];
await LogPrice(message, "trading_mode", (int)TradingModes[message.Figi]); await LogPrice(message, "trading_mode", mode);
//continue; //continue;
#endregion #endregion
if (message.Figi == "BBG004730N88") if (message.Figi == "BBG004730N88")
@ -262,6 +264,12 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
} }
catch(Exception e)
{
}
}
} }
private async Task ProcessOrders() private async Task ProcessOrders()
@ -711,6 +719,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
await LogDeclision(DeclisionTradeAction.OpenLong, message); await LogDeclision(DeclisionTradeAction.OpenLong, message);
} }
if (!message.IsHistoricalData)
{
foreach (var acc in _tradeDataProvider.Accounts) foreach (var acc in _tradeDataProvider.Accounts)
{ {
if (acc.Value.Assets.TryGetValue(message.Figi, out var asset)) if (acc.Value.Assets.TryGetValue(message.Figi, out var asset))
@ -732,6 +742,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
} }
}
private async Task ProcessNewPriceIMOEXF_Dropping( private async Task ProcessNewPriceIMOEXF_Dropping(
(DateTime[] timestamps, decimal[] prices) data, (DateTime[] timestamps, decimal[] prices) data,
@ -845,6 +856,9 @@ namespace KLHZ.Trader.Core.Exchange.Services
await LogDeclision(DeclisionTradeAction.CloseShort, message); await LogDeclision(DeclisionTradeAction.CloseShort, message);
} }
} }
if (!message.IsHistoricalData)
{
foreach (var acc in _tradeDataProvider.Accounts) foreach (var acc in _tradeDataProvider.Accounts)
{ {
if (acc.Value.Assets.TryGetValue(message.Figi, out var asset)) if (acc.Value.Assets.TryGetValue(message.Figi, out var asset))
@ -866,6 +880,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
} }
}
private async Task ProcessClearing((DateTime[] timestamps, decimal[] prices) data, ExchangeState state, INewPrice message) private async Task ProcessClearing((DateTime[] timestamps, decimal[] prices) data, ExchangeState state, INewPrice message)
{ {