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Функционал покупки продажи
test / deploy_trader_prod (push) Successful in 1m19s Details

main
vlad zverzhkhovskiy 2025-09-05 12:41:05 +03:00
parent 859fba68ed
commit 9114dda27f
34 changed files with 780 additions and 472 deletions
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8
KLHZ.Trader.Core.Contracts/Messaging/Dtos/Enums/TradeCommandType.cs
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@ -3,14 +3,8 @@
public enum TradeCommandType public enum TradeCommandType
{ {
Unknown = 0, Unknown = 0,
MarketBuy = 1, MarketBuy = 1,
MarketSell = 101, MarketSell = 101,
SoftClosePosition = 110,
ForceClosePosition = 201,
UpdatePortfolio = 10000,
} }
} }

13
KLHZ.Trader.Core.Contracts/Messaging/Dtos/Interfaces/ITradeCommand.cs Normal file
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@ -0,0 +1,13 @@
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces
{
public interface ITradeCommand
{
public TradeCommandType CommandType { get; }
public string Figi { get; }
public decimal? RecomendPrice { get; }
public long Count { get; }
public string AccountId { get; }
}
}

12
KLHZ.Trader.Core.Contracts/Messaging/Dtos/TradeCommand.cs
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@ -1,16 +1,14 @@
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums; using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
{ {
public class TradeCommand public class TradeCommand : ITradeCommand
{ {
public TradeCommandType CommandType { get; init; } public TradeCommandType CommandType { get; init; }
public string? Figi { get; init; } public required string Figi { get; init; }
public string? Ticker { get; init; }
public decimal? RecomendPrice { get; init; } public decimal? RecomendPrice { get; init; }
public decimal? Count { get; init; } public long Count { get; init; }
public decimal? LotsCount { get; init; } public required string AccountId { get; init; }
public string? AccountId { get; init; }
public bool IsNeedBigCashOnAccount { get; init; }
} }
} }

7
KLHZ.Trader.Core.Contracts/Messaging/Interfaces/IDataBus.cs
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@ -1,5 +1,4 @@
using KLHZ.Trader.Core.Contracts.Messaging.Dtos; using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using System.Threading.Channels; using System.Threading.Channels;
namespace KLHZ.Trader.Core.Contracts.Messaging.Interfaces namespace KLHZ.Trader.Core.Contracts.Messaging.Interfaces
@ -9,11 +8,11 @@ namespace KLHZ.Trader.Core.Contracts.Messaging.Interfaces
public bool AddChannel(string key, Channel<IOrderbook> channel); public bool AddChannel(string key, Channel<IOrderbook> channel);
public bool AddChannel(string key, Channel<IProcessedPrice> channel); public bool AddChannel(string key, Channel<IProcessedPrice> channel);
public bool AddChannel(string key, Channel<INewPrice> channel); public bool AddChannel(string key, Channel<INewPrice> channel);
public bool AddChannel(string key, Channel<TradeCommand> channel); public bool AddChannel(string key, Channel<ITradeCommand> channel);
public bool AddChannel(string key, Channel<IMessage> channel); public bool AddChannel(string key, Channel<IMessage> channel);
public bool AddChannel(string key, Channel<INewCandle> channel); public bool AddChannel(string key, Channel<INewCandle> channel);
public Task Broadcast(INewPrice newPriceMessage); public Task Broadcast(INewPrice newPriceMessage);
public Task Broadcast(TradeCommand command); public Task Broadcast(ITradeCommand command);
public Task Broadcast(INewCandle command); public Task Broadcast(INewCandle command);
public Task Broadcast(IProcessedPrice command); public Task Broadcast(IProcessedPrice command);
public Task Broadcast(IOrderbook orderbook); public Task Broadcast(IOrderbook orderbook);

15
KLHZ.Trader.Core.Tests/ExchangeSchedulerTests.cs
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@ -1,3 +1,4 @@
using KLHZ.Trader.Core.Exchange.Models.Trading;
using KLHZ.Trader.Core.Exchange.Utils; using KLHZ.Trader.Core.Exchange.Utils;
namespace KLHZ.Trader.Core.Tests namespace KLHZ.Trader.Core.Tests
@ -9,7 +10,7 @@ namespace KLHZ.Trader.Core.Tests
{ {
var dt = new DateTime(2025, 9, 6, 0, 0, 0, DateTimeKind.Utc); var dt = new DateTime(2025, 9, 6, 0, 0, 0, DateTimeKind.Utc);
var res = ExchangeScheduler.GetCurrentState(dt); var res = ExchangeScheduler.GetCurrentState(dt);
Assert.IsTrue(res == Exchange.Models.ExchangeState.Close); Assert.IsTrue(res == ExchangeState.Close);
} }
[Test] [Test]
@ -17,7 +18,7 @@ namespace KLHZ.Trader.Core.Tests
{ {
var dt = new DateTime(2025, 9, 5, 7, 0, 0, DateTimeKind.Utc); var dt = new DateTime(2025, 9, 5, 7, 0, 0, DateTimeKind.Utc);
var res = ExchangeScheduler.GetCurrentState(dt); var res = ExchangeScheduler.GetCurrentState(dt);
Assert.IsTrue(res == Exchange.Models.ExchangeState.Open); Assert.IsTrue(res == ExchangeState.Open);
} }
[Test] [Test]
@ -25,7 +26,7 @@ namespace KLHZ.Trader.Core.Tests
{ {
var dt = new DateTime(2025, 9, 5, 6, 0, 0, DateTimeKind.Utc); var dt = new DateTime(2025, 9, 5, 6, 0, 0, DateTimeKind.Utc);
var res = ExchangeScheduler.GetCurrentState(dt); var res = ExchangeScheduler.GetCurrentState(dt);
Assert.IsTrue(res == Exchange.Models.ExchangeState.Close); Assert.IsTrue(res == ExchangeState.Close);
} }
[Test] [Test]
@ -33,7 +34,7 @@ namespace KLHZ.Trader.Core.Tests
{ {
var dt = new DateTime(2025, 9, 5, 11, 0, 0, DateTimeKind.Utc); var dt = new DateTime(2025, 9, 5, 11, 0, 0, DateTimeKind.Utc);
var res = ExchangeScheduler.GetCurrentState(dt); var res = ExchangeScheduler.GetCurrentState(dt);
Assert.IsTrue(res == Exchange.Models.ExchangeState.ClearingTime); Assert.IsTrue(res == ExchangeState.ClearingTime);
} }
[Test] [Test]
@ -41,7 +42,7 @@ namespace KLHZ.Trader.Core.Tests
{ {
var dt = new DateTime(2025, 9, 7, 11, 0, 0, DateTimeKind.Utc); var dt = new DateTime(2025, 9, 7, 11, 0, 0, DateTimeKind.Utc);
var res = ExchangeScheduler.GetCurrentState(dt); var res = ExchangeScheduler.GetCurrentState(dt);
Assert.IsTrue(res == Exchange.Models.ExchangeState.Open); Assert.IsTrue(res == ExchangeState.Open);
} }
[Test] [Test]
@ -49,7 +50,7 @@ namespace KLHZ.Trader.Core.Tests
{ {
var dt = new DateTime(2025, 9, 5, 16, 0, 0, DateTimeKind.Utc); var dt = new DateTime(2025, 9, 5, 16, 0, 0, DateTimeKind.Utc);
var res = ExchangeScheduler.GetCurrentState(dt); var res = ExchangeScheduler.GetCurrentState(dt);
Assert.IsTrue(res == Exchange.Models.ExchangeState.ClearingTime); Assert.IsTrue(res == ExchangeState.ClearingTime);
} }
[Test] [Test]
@ -57,7 +58,7 @@ namespace KLHZ.Trader.Core.Tests
{ {
var dt = new DateTime(2025, 9, 7, 15, 0, 0, DateTimeKind.Utc); var dt = new DateTime(2025, 9, 7, 15, 0, 0, DateTimeKind.Utc);
var res = ExchangeScheduler.GetCurrentState(dt); var res = ExchangeScheduler.GetCurrentState(dt);
Assert.IsTrue(res == Exchange.Models.ExchangeState.Open); Assert.IsTrue(res == ExchangeState.Open);
} }
} }
} }

9
KLHZ.Trader.Core/Common/Messaging/Services/DataBus.cs
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@ -1,5 +1,4 @@
using KLHZ.Trader.Core.Contracts.Messaging.Dtos; using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Interfaces; using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
using System.Collections.Concurrent; using System.Collections.Concurrent;
using System.Threading.Channels; using System.Threading.Channels;
@ -13,7 +12,7 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
private readonly ConcurrentDictionary<string, Channel<INewCandle>> _candlesChannels = new(); private readonly ConcurrentDictionary<string, Channel<INewCandle>> _candlesChannels = new();
private readonly ConcurrentDictionary<string, Channel<INewPrice>> _priceChannels = new(); private readonly ConcurrentDictionary<string, Channel<INewPrice>> _priceChannels = new();
private readonly ConcurrentDictionary<string, Channel<IProcessedPrice>> _processedPricesChannels = new(); private readonly ConcurrentDictionary<string, Channel<IProcessedPrice>> _processedPricesChannels = new();
private readonly ConcurrentDictionary<string, Channel<TradeCommand>> _commandChannels = new(); private readonly ConcurrentDictionary<string, Channel<ITradeCommand>> _commandChannels = new();
public bool AddChannel(string key, Channel<IProcessedPrice> channel) public bool AddChannel(string key, Channel<IProcessedPrice> channel)
{ {
@ -35,7 +34,7 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
return _candlesChannels.TryAdd(key, channel); return _candlesChannels.TryAdd(key, channel);
} }
public bool AddChannel(string key, Channel<TradeCommand> channel) public bool AddChannel(string key, Channel<ITradeCommand> channel)
{ {
return _commandChannels.TryAdd(key, channel); return _commandChannels.TryAdd(key, channel);
} }
@ -69,7 +68,7 @@ namespace KLHZ.Trader.Core.Common.Messaging.Services
} }
} }
public async Task Broadcast(TradeCommand command) public async Task Broadcast(ITradeCommand command)
{ {
foreach (var channel in _commandChannels.Values) foreach (var channel in _commandChannels.Values)
{ {

3
KLHZ.Trader.Core/DataLayer/Entities/Trades/Enums/AssetType.cs
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@ -4,6 +4,7 @@
{ {
Unknown = 0, Unknown = 0,
Common = 1, Common = 1,
Future = 2 Future = 2,
Currency = 3,
} }
} }

2
KLHZ.Trader.Core/Exchange/Extentions/StringExtensions.cs
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@ -1,4 +1,4 @@
using KLHZ.Trader.Core.Exchange.Models.Assets; using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
namespace KLHZ.Trader.Core.Exchange.Extentions namespace KLHZ.Trader.Core.Exchange.Extentions
{ {

10
KLHZ.Trader.Core/Exchange/Models/Assets/AssetType.cs
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@ -1,10 +0,0 @@
namespace KLHZ.Trader.Core.Exchange.Models.Assets
{
public enum AssetType
{
Unknown = 0,
Currency = 1,
Common = 2,
Futures = 3,
}
}

9
KLHZ.Trader.Core/Exchange/Models/Assets/PositionType.cs
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@ -1,9 +0,0 @@
namespace KLHZ.Trader.Core.Exchange.Models.Assets
{
public enum PositionType
{
Unknown = 0,
Long = 1,
Short = 2
}
}

2
KLHZ.Trader.Core/Exchange/Models/Assets/Asset.cs → KLHZ.Trader.Core/Exchange/Models/AssetsAccounting/Asset.cs
View File

@ -1,4 +1,4 @@
namespace KLHZ.Trader.Core.Exchange.Models.Assets namespace KLHZ.Trader.Core.Exchange.Models.AssetsAccounting
{ {
public class Asset public class Asset
{ {

10
KLHZ.Trader.Core/Exchange/Models/AssetsAccounting/AssetType.cs Normal file
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@ -0,0 +1,10 @@
namespace KLHZ.Trader.Core.Exchange.Models.AssetsAccounting
{
public enum AssetType
{
Unknown = 0,
Common = 1,
Futures = 2,
Currency = 3,
}
}

9
KLHZ.Trader.Core/Exchange/Models/AssetsAccounting/DealDirection.cs Normal file
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@ -0,0 +1,9 @@
namespace KLHZ.Trader.Core.Exchange.Models.AssetsAccounting
{
public enum DealDirection
{
Unknown = 0,
Buy = 1,
Sell = 2
}
}

12
KLHZ.Trader.Core/Exchange/Models/AssetsAccounting/DealResult.cs Normal file
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@ -0,0 +1,12 @@
namespace KLHZ.Trader.Core.Exchange.Models.AssetsAccounting
{
public class DealResult
{
public required string AccountId { get; set; }
public required string Figi { get; set; }
public decimal Price { get; set; }
public decimal Count { get; set; }
public bool Success { get; set; }
public DealDirection Direction { get; set; }
}
}

258
KLHZ.Trader.Core/Exchange/Models/AssetsAccounting/ManagedAccount.cs Normal file
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@ -0,0 +1,258 @@
using System.Collections.Concurrent;
namespace KLHZ.Trader.Core.Exchange.Models.AssetsAccounting
{
public class ManagedAccount
{
public readonly string AccountId;
private readonly object _locker = new();
private decimal _balance = 0;
private decimal _total = 0;
internal decimal Balance
{
get
{
lock (_locker)
return _balance;
}
set
{
lock (_locker)
_balance = value;
}
}
internal decimal Total
{
get
{
lock (_locker)
return _total;
}
set
{
lock (_locker)
_total = value;
}
}
internal readonly ConcurrentDictionary<string, Asset> Assets = new();
public ManagedAccount(string accountId)
{
AccountId = accountId;
}
// private async Task ProcessCommands()
// {
// while (await _channel.Reader.WaitToReadAsync())
// {
// var command = await _channel.Reader.ReadAsync();
// try
// {
// await ProcessMarketCommand(command);
// }
// catch (Exception ex)
// {
// _logger.LogError(ex, "Ошибка при обработке команды.");
// }
// }
// }
// internal async Task SyncPortfolio()
// {
// try
// {
// //await _semaphoreSlim.WaitAsync();
// var portfolio = await _investApiClient.Operations.GetPortfolioAsync(new PortfolioRequest()
// {
// AccountId = AccountId,
// });
// var oldAssets = Assets.Keys.ToHashSet();
// using var context = await _dbContextFactory.CreateDbContextAsync();
// context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
// var trades = await context.Trades
// .Where(t => t.AccountId == AccountId && t.ArchiveStatus == 0)
// .ToListAsync();
// foreach (var position in portfolio.Positions)
// {
// decimal price = 0;
// var trade = trades.FirstOrDefault(t => t.Figi == position.Figi);
// if (trade != null)
// {
// trades.Remove(trade);
// price = trade.Price;
// }
// else
// {
// price = position.AveragePositionPrice;
// }
//#pragma warning disable CS0612 // Тип или член устарел
// var asset = new Models.Assets.Asset()
// {
// TradeId = trade?.Id,
// AccountId = AccountId,
// Figi = position.Figi,
// Ticker = position.Ticker,
// BoughtAt = trade?.BoughtAt ?? DateTime.UtcNow,
// BoughtPrice = price,
// Type = position.InstrumentType.ParseInstrumentType(),
// Position = position.Quantity > 0 ? PositionType.Long : PositionType.Short,
// BlockedItems = position.BlockedLots,
// Count = position.Quantity,
// CountLots = position.QuantityLots,
// };
//#pragma warning restore CS0612 // Тип или член устарел
// Assets.AddOrUpdate(asset.Figi, asset, (k, v) => asset);
// oldAssets.Remove(asset.Figi);
// }
// Total = portfolio.TotalAmountPortfolio;
// Balance = portfolio.TotalAmountCurrencies;
// foreach (var asset in oldAssets)
// {
// Assets.TryRemove(asset, out _);
// }
// var ids = trades.Select(t => t.Id).ToArray();
// await context.Trades
// .Where(t => ids.Contains(t.Id))
// .ExecuteUpdateAsync(t => t.SetProperty(tr => tr.ArchiveStatus, 1));
// }
// catch (Exception ex)
// {
// _logger.LogError(ex, "Ошибка при синхранизации портфеля счёта {accountId}", AccountId);
// }
// finally
// {
// //_semaphoreSlim.Release();
// }
// }
// internal async Task<DealResult> ClosePosition(string figi)
// {
// if (!string.IsNullOrEmpty(figi) && Assets.TryGetValue(figi, out var asset))
// {
// try
// {
// var req = new PostOrderRequest()
// {
// AccountId = AccountId,
// InstrumentId = figi,
// };
// if (asset != null)
// {
// req.Direction = OrderDirection.Sell;
// req.OrderType = OrderType.Market;
// req.Quantity = (long)asset.Count;
// req.ConfirmMarginTrade = true;
// var res = await _investApiClient.Orders.PostOrderAsync(req);
// return new DealResult
// {
// Count = res.LotsExecuted,
// Price = res.ExecutedOrderPrice,
// Success = true,
// };
// }
// }
// catch (Exception ex)
// {
// _logger.LogError(ex, "Ошибка при закрытии позиции по счёту {acc}. figi: {figi}", AccountId, figi);
// }
// }
// return new DealResult
// {
// Count = 0,
// Price = 0,
// Success = false,
// };
// }
// internal async Task<DealResult> BuyAsset(string figi, decimal count, string? ticker = null, decimal? recommendedPrice = null)
// {
// try
// {
// var req = new PostOrderRequest()
// {
// AccountId = AccountId,
// InstrumentId = figi,
// Direction = OrderDirection.Buy,
// OrderType = OrderType.Market,
// Quantity = (long)count,
// };
// var res = await _investApiClient.Orders.PostOrderAsync(req);
// using var context = await _dbContextFactory.CreateDbContextAsync();
// context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
// var trade = await context.Trades.FirstOrDefaultAsync(t => t.ArchiveStatus == 0 && t.Figi == figi);
// if (trade == null)
// {
// var newTrade = new DataLayer.Entities.Trades.Trade()
// {
// AccountId = AccountId,
// Figi = figi,
// Ticker = ticker ?? string.Empty,
// BoughtAt = DateTime.UtcNow,
// Count = res.LotsExecuted,
// Price = res.ExecutedOrderPrice,
// Position = DataLayer.Entities.Trades.Enums.PositionType.Long,
// Direction = DataLayer.Entities.Trades.Enums.TradeDirection.Buy,
// Asset = DataLayer.Entities.Trades.Enums.AssetType.Common,
// };
// await context.Trades.AddAsync(newTrade);
// }
// else
// {
// var oldAmount = trade.Price * trade.Count;
// var newAmount = res.ExecutedOrderPrice * res.LotsExecuted;
// trade.Count = res.LotsExecuted + trade.Count;
// trade.Price = (oldAmount + newAmount) / trade.Count;
// context.Trades.Update(trade);
// }
// await context.SaveChangesAsync();
// return new DealResult
// {
// Count = res.LotsExecuted,
// Price = res.ExecutedOrderPrice,
// Success = true,
// };
// }
// catch (Exception ex)
// {
// _logger.LogError(ex, "Ошибка при покупке актива на счёт {acc}. figi: {figi}", AccountId, figi);
// }
// return new DealResult
// {
// Count = 0,
// Price = 0,
// Success = false,
// };
// }
// private async Task ProcessMarketCommand(TradeCommand command)
// {
// if (string.IsNullOrWhiteSpace(command.Figi)) return;
// if (command.CommandType == TradeCommandType.MarketBuy)
// {
// await BuyAsset(command.Figi, command.Count ?? 1, command.Ticker, command.RecomendPrice);
// }
// else if (command.CommandType == TradeCommandType.ForceClosePosition)
// {
// await ClosePosition(command.Figi);
// }
// else return;
// await SyncPortfolio();
// }
}
}

9
KLHZ.Trader.Core/Exchange/Models/AssetsAccounting/PositionType.cs Normal file
View File

@ -0,0 +1,9 @@
namespace KLHZ.Trader.Core.Exchange.Models.AssetsAccounting
{
public enum PositionType
{
Unknown = 0,
Long = 1,//Пока считаем, что маржинального лонга для обычных акций не существует.
Short = 2
}
}

3
KLHZ.Trader.Core/Exchange/ExchangeConfig.cs → KLHZ.Trader.Core/Exchange/Models/Configs/ExchangeConfig.cs
View File

@ -1,4 +1,4 @@
namespace KLHZ.Trader.Core.Exchange namespace KLHZ.Trader.Core.Exchange.Models.Configs
{ {
public class ExchangeConfig public class ExchangeConfig
{ {
@ -12,5 +12,6 @@
public string[] DataRecievingInstrumentsFigis { get; set; } = []; public string[] DataRecievingInstrumentsFigis { get; set; } = [];
public string[] TradingInstrumentsFigis { get; set; } = []; public string[] TradingInstrumentsFigis { get; set; } = [];
public string[] ManagingAccountNamePatterns { get; set; } = []; public string[] ManagingAccountNamePatterns { get; set; } = [];
public InstrumentSettings[] InstrumentsSettings { get; set; } = [];
} }
} }

10
KLHZ.Trader.Core/Exchange/Models/Configs/InstrumentSettings.cs Normal file
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@ -0,0 +1,10 @@
namespace KLHZ.Trader.Core.Exchange.Models.Configs
{
public class InstrumentSettings
{
public required string Figi { get; init; }
public decimal ShortLeverage { get; init; }
public decimal LongLeverage { get; init; }
public decimal PriceToRubConvertationCoefficient { get; init; } = 1;
}
}

9
KLHZ.Trader.Core/Exchange/Models/DealResult.cs
View File

@ -1,9 +0,0 @@
namespace KLHZ.Trader.Core.Exchange.Models
{
public class DealResult
{
public decimal Price { get; set; }
public decimal Count { get; set; }
public bool Success { get; set; }
}
}

2
KLHZ.Trader.Core/Exchange/Models/DeferredTrade.cs → KLHZ.Trader.Core/Exchange/Models/Trading/DeferredTrade.cs
View File

@ -1,4 +1,4 @@
namespace KLHZ.Trader.Core.Exchange.Models namespace KLHZ.Trader.Core.Exchange.Models.Trading
{ {
internal class DeferredTrade internal class DeferredTrade
{ {

2
KLHZ.Trader.Core/Exchange/Models/ExchangeState.cs → KLHZ.Trader.Core/Exchange/Models/Trading/ExchangeState.cs
View File

@ -1,4 +1,4 @@
namespace KLHZ.Trader.Core.Exchange.Models namespace KLHZ.Trader.Core.Exchange.Models.Trading
{ {
internal enum ExchangeState internal enum ExchangeState
{ {

45
KLHZ.Trader.Core/Exchange/Services/ExchangeDataReader.cs
View File

@ -6,6 +6,7 @@ using KLHZ.Trader.Core.DataLayer.Entities.Orders;
using KLHZ.Trader.Core.DataLayer.Entities.Prices; using KLHZ.Trader.Core.DataLayer.Entities.Prices;
using KLHZ.Trader.Core.DataLayer.Entities.Trades; using KLHZ.Trader.Core.DataLayer.Entities.Trades;
using KLHZ.Trader.Core.Exchange.Extentions; using KLHZ.Trader.Core.Exchange.Extentions;
using KLHZ.Trader.Core.Exchange.Models.Configs;
using Microsoft.EntityFrameworkCore; using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.Hosting; using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
@ -18,6 +19,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
public class ExchangeDataReader : IHostedService public class ExchangeDataReader : IHostedService
{ {
private readonly TradeDataProvider _tradeDataProvider;
private readonly InvestApiClient _investApiClient; private readonly InvestApiClient _investApiClient;
private readonly string[] _instrumentsFigis = []; private readonly string[] _instrumentsFigis = [];
private readonly string[] _managedAccountNamePatterns; private readonly string[] _managedAccountNamePatterns;
@ -27,7 +29,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
private readonly CancellationTokenSource _cts = new(); private readonly CancellationTokenSource _cts = new();
private readonly IDataBus _eventBus; private readonly IDataBus _eventBus;
private readonly bool _exchangeDataRecievingEnabled; private readonly bool _exchangeDataRecievingEnabled;
public ExchangeDataReader(InvestApiClient investApiClient, IDataBus eventBus, public ExchangeDataReader(InvestApiClient investApiClient, IDataBus eventBus, TradeDataProvider tradeDataProvider,
IOptions<ExchangeConfig> options, IDbContextFactory<TraderDbContext> dbContextFactory, IOptions<ExchangeConfig> options, IDbContextFactory<TraderDbContext> dbContextFactory,
ILogger<ExchangeDataReader> logger) ILogger<ExchangeDataReader> logger)
{ {
@ -38,36 +40,16 @@ namespace KLHZ.Trader.Core.Exchange.Services
_instrumentsFigis = options.Value.DataRecievingInstrumentsFigis.ToArray(); _instrumentsFigis = options.Value.DataRecievingInstrumentsFigis.ToArray();
_logger = logger; _logger = logger;
_managedAccountNamePatterns = options.Value.ManagingAccountNamePatterns.ToArray(); _managedAccountNamePatterns = options.Value.ManagingAccountNamePatterns.ToArray();
_tradeDataProvider = tradeDataProvider;
} }
public async Task StartAsync(CancellationToken cancellationToken) public async Task StartAsync(CancellationToken cancellationToken)
{ {
_logger.LogInformation("Инициализация приемника данных с биржи"); _logger.LogInformation("Инициализация приемника данных с биржи");
var accounts = await _investApiClient.GetAccounts(_managedAccountNamePatterns); var accounts = await _investApiClient.GetAccounts(_managedAccountNamePatterns);
await InitCache();
_ = CycleSubscribtion(accounts); _ = CycleSubscribtion(accounts);
} }
private async Task InitCache()
{
var shares = await _investApiClient.Instruments.SharesAsync();
foreach (var share in shares.Instruments)
{
if (_instrumentsFigis.Contains(share.Figi))
{
_tickersCache.TryAdd(share.Figi, share.Ticker);
}
}
var futures = await _investApiClient.Instruments.FuturesAsync();
foreach (var future in futures.Instruments)
{
if (_instrumentsFigis.Contains(future.Figi))
{
_tickersCache.TryAdd(future.Figi, future.Ticker);
}
}
}
private async Task CycleSubscribtion(string[] accounts) private async Task CycleSubscribtion(string[] accounts)
{ {
while (true) while (true)
@ -154,7 +136,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
var message = new PriceChange() var message = new PriceChange()
{ {
Figi = response.LastPrice.Figi, Figi = response.LastPrice.Figi,
Ticker = GetTickerByFigi(response.LastPrice.Figi), Ticker = _tradeDataProvider.GetTickerByFigi(response.LastPrice.Figi),
Time = response.LastPrice.Time.ToDateTime().ToUniversalTime(), Time = response.LastPrice.Time.ToDateTime().ToUniversalTime(),
Value = response.LastPrice.Price, Value = response.LastPrice.Price,
IsHistoricalData = false, IsHistoricalData = false,
@ -169,7 +151,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
Figi = response.Trade.Figi, Figi = response.Trade.Figi,
BoughtAt = response.Trade.Time.ToDateTime().ToUniversalTime(), BoughtAt = response.Trade.Time.ToDateTime().ToUniversalTime(),
Ticker = GetTickerByFigi(response.Trade.Figi), Ticker = _tradeDataProvider.GetTickerByFigi(response.Trade.Figi),
Price = response.Trade.Price, Price = response.Trade.Price,
Count = response.Trade.Quantity, Count = response.Trade.Quantity,
Direction = response.Trade.Direction == Tinkoff.InvestApi.V1.TradeDirection.Sell ? DataLayer.Entities.Trades.Enums.TradeDirection.Sell : DataLayer.Entities.Trades.Enums.TradeDirection.Buy, Direction = response.Trade.Direction == Tinkoff.InvestApi.V1.TradeDirection.Sell ? DataLayer.Entities.Trades.Enums.TradeDirection.Sell : DataLayer.Entities.Trades.Enums.TradeDirection.Buy,
@ -181,7 +163,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
var asksSummary10 = new OrderbookItem() var asksSummary10 = new OrderbookItem()
{ {
Figi = response.Orderbook.Figi, Figi = response.Orderbook.Figi,
Ticker = GetTickerByFigi(response.Orderbook.Figi), Ticker = _tradeDataProvider.GetTickerByFigi(response.Orderbook.Figi),
Count = response.Orderbook.Asks.Sum(a => (int)a.Quantity), Count = response.Orderbook.Asks.Sum(a => (int)a.Quantity),
ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.AsksSummary10, ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.AsksSummary10,
Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(), Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
@ -190,7 +172,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
var asksSummary4 = new OrderbookItem() var asksSummary4 = new OrderbookItem()
{ {
Figi = response.Orderbook.Figi, Figi = response.Orderbook.Figi,
Ticker = GetTickerByFigi(response.Orderbook.Figi), Ticker = _tradeDataProvider.GetTickerByFigi(response.Orderbook.Figi),
Count = response.Orderbook.Asks.Take(4).Sum(a => (int)a.Quantity), Count = response.Orderbook.Asks.Take(4).Sum(a => (int)a.Quantity),
ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.AsksSummary4, ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.AsksSummary4,
Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(), Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
@ -199,7 +181,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
var bidsSummary10 = new OrderbookItem() var bidsSummary10 = new OrderbookItem()
{ {
Figi = response.Orderbook.Figi, Figi = response.Orderbook.Figi,
Ticker = GetTickerByFigi(response.Orderbook.Figi), Ticker = _tradeDataProvider.GetTickerByFigi(response.Orderbook.Figi),
Count = response.Orderbook.Bids.Sum(a => (int)a.Quantity), Count = response.Orderbook.Bids.Sum(a => (int)a.Quantity),
ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.BidsSummary10, ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.BidsSummary10,
Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(), Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
@ -208,7 +190,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
var bidsSummary4 = new OrderbookItem() var bidsSummary4 = new OrderbookItem()
{ {
Figi = response.Orderbook.Figi, Figi = response.Orderbook.Figi,
Ticker = GetTickerByFigi(response.Orderbook.Figi), Ticker = _tradeDataProvider.GetTickerByFigi(response.Orderbook.Figi),
Count = response.Orderbook.Bids.Take(4).Sum(a => (int)a.Quantity), Count = response.Orderbook.Bids.Take(4).Sum(a => (int)a.Quantity),
ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.BidsSummary4, ItemType = DataLayer.Entities.Orders.Enums.OrderbookItemType.BidsSummary4,
Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(), Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
@ -221,7 +203,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
var message = new NewOrderbookMessage() var message = new NewOrderbookMessage()
{ {
Ticker = GetTickerByFigi(response.Orderbook.Figi), Ticker = _tradeDataProvider.GetTickerByFigi(response.Orderbook.Figi),
Figi = response.Orderbook.Figi, Figi = response.Orderbook.Figi,
Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(), Time = response.Orderbook.Time.ToDateTime().ToUniversalTime(),
AsksCount = asksSummary10.Count, AsksCount = asksSummary10.Count,
@ -262,11 +244,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
private string GetTickerByFigi(string figi)
{
return _tickersCache.TryGetValue(figi, out var ticker) ? ticker : string.Empty;
}
public Task StopAsync(CancellationToken cancellationToken) public Task StopAsync(CancellationToken cancellationToken)
{ {
_cts.Cancel(); _cts.Cancel();

292
KLHZ.Trader.Core/Exchange/Services/ManagedAccount.cs
View File

@ -1,292 +0,0 @@
using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.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;
using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.Logging;
using System.Collections.Concurrent;
using System.Threading.Channels;
using Tinkoff.InvestApi;
using Tinkoff.InvestApi.V1;
using PositionType = KLHZ.Trader.Core.Exchange.Models.Assets.PositionType;
namespace KLHZ.Trader.Core.Exchange.Services
{
public class ManagedAccount
{
public string AccountId { get; private set; } = string.Empty;
private readonly Channel<TradeCommand> _channel = Channel.CreateUnbounded<TradeCommand>();
#region Поля, собираемые из контейнера DI
private readonly InvestApiClient _investApiClient;
private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
private readonly ILogger<ManagedAccount> _logger;
private readonly IDataBus _dataBus;
#endregion
#region Кеш рабочих данных
private readonly object _locker = new();
private decimal _balance = 0;
private decimal _total = 0;
internal decimal Balance
{
get
{
lock (_locker)
return _balance;
}
set
{
lock (_locker)
_balance = value;
}
}
internal decimal Total
{
get
{
lock (_locker)
return _total;
}
set
{
lock (_locker)
_total = value;
}
}
internal readonly ConcurrentDictionary<string, Models.Assets.Asset> Assets = new();
#endregion
public ManagedAccount(InvestApiClient investApiClient, IDataBus dataBus, IDbContextFactory<TraderDbContext> dbContextFactory, ILogger<ManagedAccount> logger)
{
_dataBus = dataBus;
_investApiClient = investApiClient;
_dbContextFactory = dbContextFactory;
_logger = logger;
}
public async Task Init(string accountId)
{
AccountId = accountId;
await SyncPortfolio();
_dataBus.AddChannel(accountId, _channel);
_ = ProcessCommands();
}
private async Task ProcessCommands()
{
while (await _channel.Reader.WaitToReadAsync())
{
var command = await _channel.Reader.ReadAsync();
try
{
await ProcessMarketCommand(command);
}
catch (Exception ex)
{
_logger.LogError(ex, "Ошибка при обработке команды.");
}
}
}
internal async Task SyncPortfolio()
{
try
{
//await _semaphoreSlim.WaitAsync();
var portfolio = await _investApiClient.Operations.GetPortfolioAsync(new PortfolioRequest()
{
AccountId = AccountId,
});
var oldAssets = Assets.Keys.ToHashSet();
using var context = await _dbContextFactory.CreateDbContextAsync();
context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
var trades = await context.Trades
.Where(t => t.AccountId == AccountId && t.ArchiveStatus == 0)
.ToListAsync();
foreach (var position in portfolio.Positions)
{
decimal price = 0;
var trade = trades.FirstOrDefault(t => t.Figi == position.Figi);
if (trade != null)
{
trades.Remove(trade);
price = trade.Price;
}
else
{
price = position.AveragePositionPrice;
}
#pragma warning disable CS0612 // Тип или член устарел
var asset = new Models.Assets.Asset()
{
TradeId = trade?.Id,
AccountId = AccountId,
Figi = position.Figi,
Ticker = position.Ticker,
BoughtAt = trade?.BoughtAt ?? DateTime.UtcNow,
BoughtPrice = price,
Type = position.InstrumentType.ParseInstrumentType(),
Position = position.Quantity > 0 ? PositionType.Long : PositionType.Short,
BlockedItems = position.BlockedLots,
Count = position.Quantity,
CountLots = position.QuantityLots,
};
#pragma warning restore CS0612 // Тип или член устарел
Assets.AddOrUpdate(asset.Figi, asset, (k, v) => asset);
oldAssets.Remove(asset.Figi);
}
Total = portfolio.TotalAmountPortfolio;
Balance = portfolio.TotalAmountCurrencies;
foreach (var asset in oldAssets)
{
Assets.TryRemove(asset, out _);
}
var ids = trades.Select(t => t.Id).ToArray();
await context.Trades
.Where(t => ids.Contains(t.Id))
.ExecuteUpdateAsync(t => t.SetProperty(tr => tr.ArchiveStatus, 1));
}
catch (Exception ex)
{
_logger.LogError(ex, "Ошибка при синхранизации портфеля счёта {accountId}", AccountId);
}
finally
{
//_semaphoreSlim.Release();
}
}
internal async Task<DealResult> ClosePosition(string figi)
{
if (!string.IsNullOrEmpty(figi) && Assets.TryGetValue(figi, out var asset))
{
try
{
var req = new PostOrderRequest()
{
AccountId = AccountId,
InstrumentId = figi,
};
if (asset != null)
{
req.Direction = OrderDirection.Sell;
req.OrderType = OrderType.Market;
req.Quantity = (long)asset.Count;
var res = await _investApiClient.Orders.PostOrderAsync(req);
return new DealResult
{
Count = res.LotsExecuted,
Price = res.ExecutedOrderPrice,
Success = true,
};
}
}
catch (Exception ex)
{
_logger.LogError(ex, "Ошибка при закрытии позиции по счёту {acc}. figi: {figi}", AccountId, figi);
}
}
return new DealResult
{
Count = 0,
Price = 0,
Success = false,
};
}
internal async Task<DealResult> BuyAsset(string figi, decimal count, string? ticker = null, decimal? recommendedPrice = null)
{
try
{
var req = new PostOrderRequest()
{
AccountId = AccountId,
InstrumentId = figi,
Direction = OrderDirection.Buy,
OrderType = OrderType.Market,
Quantity = (long)count,
};
var res = await _investApiClient.Orders.PostOrderAsync(req);
using var context = await _dbContextFactory.CreateDbContextAsync();
context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
var trade = await context.Trades.FirstOrDefaultAsync(t => t.ArchiveStatus == 0 && t.Figi == figi);
if (trade == null)
{
var newTrade = new DataLayer.Entities.Trades.Trade()
{
AccountId = AccountId,
Figi = figi,
Ticker = ticker ?? string.Empty,
BoughtAt = DateTime.UtcNow,
Count = res.LotsExecuted,
Price = res.ExecutedOrderPrice,
Position = DataLayer.Entities.Trades.Enums.PositionType.Long,
Direction = DataLayer.Entities.Trades.Enums.TradeDirection.Buy,
Asset = DataLayer.Entities.Trades.Enums.AssetType.Common,
};
await context.Trades.AddAsync(newTrade);
}
else
{
var oldAmount = trade.Price * trade.Count;
var newAmount = res.ExecutedOrderPrice * res.LotsExecuted;
trade.Count = res.LotsExecuted + trade.Count;
trade.Price = (oldAmount + newAmount) / trade.Count;
context.Trades.Update(trade);
}
await context.SaveChangesAsync();
return new DealResult
{
Count = res.LotsExecuted,
Price = res.ExecutedOrderPrice,
Success = true,
};
}
catch (Exception ex)
{
_logger.LogError(ex, "Ошибка при покупке актива на счёт {acc}. figi: {figi}", AccountId, figi);
}
return new DealResult
{
Count = 0,
Price = 0,
Success = false,
};
}
private async Task ProcessMarketCommand(TradeCommand command)
{
if (string.IsNullOrWhiteSpace(command.Figi)) return;
if (command.CommandType == TradeCommandType.MarketBuy)
{
await BuyAsset(command.Figi, command.Count ?? 1, command.Ticker, command.RecomendPrice);
}
else if (command.CommandType == TradeCommandType.ForceClosePosition)
{
await ClosePosition(command.Figi);
}
else return;
await SyncPortfolio();
}
}
}

241
KLHZ.Trader.Core/Exchange/Services/TradeDataProvider.cs Normal file
View File

@ -0,0 +1,241 @@
using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
using KLHZ.Trader.Core.DataLayer;
using KLHZ.Trader.Core.Exchange.Extentions;
using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
using KLHZ.Trader.Core.Exchange.Models.Configs;
using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Options;
using System.Collections.Concurrent;
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;
namespace KLHZ.Trader.Core.Exchange.Services
{
//todo перенести сюда весь кэш и всю работу по сохранению данных.
public class TradeDataProvider
{
private readonly InvestApiClient _investApiClient;
private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
private readonly ILogger<ManagedAccount> _logger;
private readonly IDataBus _dataBus;
private readonly string[] _managedAccountsNamePatterns = [];
private readonly string[] _instrumentsFigis = [];
private readonly ConcurrentDictionary<string, InstrumentSettings> _instrumentsSettings = new();
private readonly ConcurrentDictionary<string, string> _tickersCache = new();
private readonly ConcurrentDictionary<string, AssetType> _assetTypesCache = new();
internal readonly ConcurrentDictionary<string, ManagedAccount> Accounts = new();
public TradeDataProvider(InvestApiClient investApiClient, IOptions<ExchangeConfig> options, IDbContextFactory<TraderDbContext> dbContextFactory, ILogger<ManagedAccount> logger, IDataBus dataBus)
{
_investApiClient = investApiClient;
_dbContextFactory = dbContextFactory;
_logger = logger;
_dataBus = dataBus;
_managedAccountsNamePatterns = options.Value.ManagingAccountNamePatterns.ToArray();
_instrumentsFigis = options.Value.DataRecievingInstrumentsFigis.ToArray();
foreach (var lev in options.Value.InstrumentsSettings)
{
_instrumentsSettings.TryAdd(lev.Figi, lev);
}
}
public async Task Init()
{
var shares = await _investApiClient.Instruments.SharesAsync();
foreach (var share in shares.Instruments)
{
if (_instrumentsFigis.Contains(share.Figi))
{
_tickersCache.TryAdd(share.Figi, share.Ticker);
_assetTypesCache.TryAdd(share.Figi, AssetType.Common);
}
}
var futures = await _investApiClient.Instruments.FuturesAsync();
foreach (var future in futures.Instruments)
{
if (_instrumentsFigis.Contains(future.Figi))
{
_tickersCache.TryAdd(future.Figi, future.Ticker);
_assetTypesCache.TryAdd(future.Figi, AssetType.Common);
}
}
var accounts = await _investApiClient.GetAccounts(_managedAccountsNamePatterns);
var accountsList = new List<ManagedAccount>();
int i = 0;
foreach (var accountId in accounts)
{
var acc = new ManagedAccount(accountId);
await SyncPortfolio(acc);
Accounts[accountId] = acc;
}
}
public string GetTickerByFigi(string figi)
{
return _tickersCache.TryGetValue(figi, out var ticker) ? ticker : string.Empty;
}
public AssetType GetAssetTypeByFigi(string figi)
{
return _assetTypesCache.TryGetValue(figi, out var t) ? t : AssetType.Unknown;
}
internal async Task SyncPortfolio(ManagedAccount account)
{
try
{
//await _semaphoreSlim.WaitAsync();
var portfolio = await _investApiClient.Operations.GetPortfolioAsync(new PortfolioRequest()
{
AccountId = account.AccountId,
});
var oldAssets = account.Assets.Keys.ToHashSet();
using var context = await _dbContextFactory.CreateDbContextAsync();
context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
var trades = await context.Trades
.Where(t => t.AccountId == account.AccountId && t.ArchiveStatus == 0)
.ToListAsync();
foreach (var position in portfolio.Positions)
{
decimal price = 0;
var trade = trades.FirstOrDefault(t => t.Figi == position.Figi);
if (trade != null)
{
trades.Remove(trade);
price = trade.Price;
}
else
{
price = position.AveragePositionPrice;
}
#pragma warning disable CS0612 // Тип или член устарел
var asset = new Models.AssetsAccounting.Asset()
{
TradeId = trade?.Id,
AccountId = account.AccountId,
Figi = position.Figi,
Ticker = position.Ticker,
BoughtAt = trade?.BoughtAt ?? DateTime.UtcNow,
BoughtPrice = price,
Type = position.InstrumentType.ParseInstrumentType(),
Position = position.Quantity > 0 ? PositionType.Long : PositionType.Short,
BlockedItems = position.BlockedLots,
Count = position.Quantity,
CountLots = position.QuantityLots,
};
#pragma warning restore CS0612 // Тип или член устарел
account.Assets.AddOrUpdate(asset.Figi, asset, (k, v) => asset);
oldAssets.Remove(asset.Figi);
}
account.Total = portfolio.TotalAmountPortfolio;
account.Balance = portfolio.TotalAmountCurrencies;
foreach (var asset in oldAssets)
{
account.Assets.TryRemove(asset, out _);
}
var ids = trades.Select(t => t.Id).ToArray();
await context.Trades
.Where(t => ids.Contains(t.Id))
.ExecuteUpdateAsync(t => t.SetProperty(tr => tr.ArchiveStatus, 1));
}
catch (Exception ex)
{
_logger.LogError(ex, "Ошибка при синхранизации портфеля счёта {accountId}", account.AccountId);
}
finally
{
//_semaphoreSlim.Release();
}
}
public async Task LogDeal(DealResult dealResult)
{
using var context = await _dbContextFactory.CreateDbContextAsync();
context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
var priceCoeff = 1m;
if (_instrumentsSettings.TryGetValue(dealResult.Figi, out var se))
{
priceCoeff = se.PriceToRubConvertationCoefficient;
}
var trade = await context.Trades.FirstOrDefaultAsync(t => t.ArchiveStatus == 0 && t.Figi == dealResult.Figi && t.AccountId == dealResult.AccountId);
if (trade == null)
{
var newTrade = new DataLayer.Entities.Trades.Trade()
{
AccountId = dealResult.AccountId,
Figi = dealResult.Figi,
Ticker = GetTickerByFigi(dealResult.Figi),
BoughtAt = DateTime.UtcNow,
Count = dealResult.Count,
Price = dealResult.Price * priceCoeff,
Position = dealResult.Count > 0 ? DataLayer.Entities.Trades.Enums.PositionType.Long : DataLayer.Entities.Trades.Enums.PositionType.Short,
Direction = (DataLayer.Entities.Trades.Enums.TradeDirection)(int)dealResult.Direction,
Asset = (DataLayer.Entities.Trades.Enums.AssetType)(int)GetAssetTypeByFigi(dealResult.Figi)
};
await context.Trades.AddAsync(newTrade);
await context.SaveChangesAsync();
}
else
{
var oldAmount = trade.Price * trade.Count;
var newAmount = dealResult.Price * priceCoeff * dealResult.Count;
var oldCount = trade.Count;
trade.Count = trade.Count + dealResult.Count;
if (trade.Count != 0 && System.Math.Abs(oldCount) < System.Math.Abs(trade.Count))// Если суммарное количество элементов позиции сокращается - пересчитывать цену не нужно.
{
trade.Price = (oldAmount + newAmount) / trade.Count;
}
if (Accounts.TryGetValue(dealResult.AccountId, out var account))
{
if (account.Assets.TryGetValue(dealResult.Figi, out var asset))
{
if (trade.Count == 0)
{
await context.Trades.Where(t => t.Id == trade.Id && t.ArchiveStatus == 0)
.ExecuteUpdateAsync(t => t.SetProperty(tr => tr.ArchiveStatus, 1));
account.Assets.TryRemove(dealResult.Figi, out _);
return;
}
else
{
context.Trades.Update(trade);
await context.SaveChangesAsync();
var newAsset = new Asset()
{
AccountId = asset.AccountId,
Figi = asset.Figi,
Ticker = asset.Ticker,
BlockedItems = asset.BlockedItems,
BoughtAt = DateTime.UtcNow,
BoughtPrice = trade.Price,
Count = trade.Count,
Position = trade.Count > 0 ? PositionType.Long : PositionType.Short,
Type = asset.Type,
TradeId = asset.TradeId,
};
account.Assets[dealResult.Figi] = newAsset;
return;
}
}
}
}
await SyncPortfolio(Accounts[dealResult.AccountId]);
}
}
}

106
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -1,44 +1,41 @@
using KLHZ.Trader.Core.Common; using KLHZ.Trader.Core.Common;
using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums; using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
using KLHZ.Trader.Core.Contracts.Declisions.Interfaces; using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces; using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Interfaces; using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
using KLHZ.Trader.Core.DataLayer; using KLHZ.Trader.Core.DataLayer;
using KLHZ.Trader.Core.DataLayer.Entities.Declisions; using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
using KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums; using KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums;
using KLHZ.Trader.Core.DataLayer.Entities.Prices; using KLHZ.Trader.Core.DataLayer.Entities.Prices;
using KLHZ.Trader.Core.Exchange.Extentions; using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
using KLHZ.Trader.Core.Exchange.Models; using KLHZ.Trader.Core.Exchange.Models.Configs;
using KLHZ.Trader.Core.Exchange.Models.Assets; using KLHZ.Trader.Core.Exchange.Models.Trading;
using KLHZ.Trader.Core.Exchange.Utils; using KLHZ.Trader.Core.Exchange.Utils;
using KLHZ.Trader.Core.Math.Declisions.Services.Cache; using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
using KLHZ.Trader.Core.Math.Declisions.Utils; using KLHZ.Trader.Core.Math.Declisions.Utils;
using Microsoft.EntityFrameworkCore; using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Hosting; using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Options; using Microsoft.Extensions.Options;
using System.Collections.Concurrent; using System.Collections.Concurrent;
using System.Threading.Channels; using System.Threading.Channels;
using Tinkoff.InvestApi; using Tinkoff.InvestApi;
using AssetType = KLHZ.Trader.Core.Exchange.Models.Assets.AssetType; using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType;
namespace KLHZ.Trader.Core.Exchange.Services namespace KLHZ.Trader.Core.Exchange.Services
{ {
public class Trader : IHostedService public class Trader : IHostedService
{ {
private readonly InvestApiClient _investApiClient;
private readonly IServiceProvider _provider;
private readonly IDataBus _dataBus; private readonly IDataBus _dataBus;
private readonly BotModeSwitcher _botModeSwitcher; private readonly BotModeSwitcher _botModeSwitcher;
private readonly IDbContextFactory<TraderDbContext> _dbContextFactory; private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
private readonly TradeDataProvider _tradeDataProvider;
private readonly ILogger<Trader> _logger;
private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongOpens = new(); private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongOpens = new();
private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongCloses = new(); private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongCloses = new();
private readonly ConcurrentDictionary<string, DateTime> OpeningStops = new(); private readonly ConcurrentDictionary<string, DateTime> OpeningStops = new();
private readonly ConcurrentDictionary<string, ManagedAccount> Accounts = new(); private readonly ConcurrentDictionary<string, InstrumentSettings> Leverages = new();
private readonly ConcurrentDictionary<string, IPriceHistoryCacheUnit> _historyCash = new(); private readonly ConcurrentDictionary<string, IPriceHistoryCacheUnit> _historyCash = new();
private readonly ILogger<Trader> _logger;
private readonly double _buyStopLength; private readonly double _buyStopLength;
@ -47,7 +44,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
private readonly decimal _accountCashPart; private readonly decimal _accountCashPart;
private readonly decimal _accountCashPartFutures; private readonly decimal _accountCashPartFutures;
private readonly decimal _defaultBuyPartOfAccount; private readonly decimal _defaultBuyPartOfAccount;
private readonly string[] _managedAccountsNamePatterns = [];
private readonly string[] _tradingInstrumentsFigis = []; private readonly string[] _tradingInstrumentsFigis = [];
private readonly Channel<INewPrice> _pricesChannel = Channel.CreateUnbounded<INewPrice>(); private readonly Channel<INewPrice> _pricesChannel = Channel.CreateUnbounded<INewPrice>();
@ -60,14 +56,13 @@ namespace KLHZ.Trader.Core.Exchange.Services
IOptions<ExchangeConfig> options, IOptions<ExchangeConfig> options,
IDataBus dataBus, IDataBus dataBus,
IDbContextFactory<TraderDbContext> dbContextFactory, IDbContextFactory<TraderDbContext> dbContextFactory,
TradeDataProvider tradeDataProvider,
InvestApiClient investApiClient) InvestApiClient investApiClient)
{ {
_tradeDataProvider = tradeDataProvider;
_logger = logger; _logger = logger;
_botModeSwitcher = botModeSwitcher; _botModeSwitcher = botModeSwitcher;
_dataBus = dataBus; _dataBus = dataBus;
_provider = provider;
_investApiClient = investApiClient;
_managedAccountsNamePatterns = options.Value.ManagingAccountNamePatterns.ToArray();
_dbContextFactory = dbContextFactory; _dbContextFactory = dbContextFactory;
_futureComission = options.Value.FutureComission; _futureComission = options.Value.FutureComission;
_shareComission = options.Value.ShareComission; _shareComission = options.Value.ShareComission;
@ -76,29 +71,16 @@ namespace KLHZ.Trader.Core.Exchange.Services
_defaultBuyPartOfAccount = options.Value.DefaultBuyPartOfAccount; _defaultBuyPartOfAccount = options.Value.DefaultBuyPartOfAccount;
_tradingInstrumentsFigis = options.Value.TradingInstrumentsFigis; _tradingInstrumentsFigis = options.Value.TradingInstrumentsFigis;
_buyStopLength = (double)options.Value.StopBuyLengthMinuts; _buyStopLength = (double)options.Value.StopBuyLengthMinuts;
foreach (var lev in options.Value.InstrumentsSettings)
{
Leverages.TryAdd(lev.Figi, lev);
}
} }
public async Task StartAsync(CancellationToken cancellationToken) public async Task StartAsync(CancellationToken cancellationToken)
{ {
//await InitStops(); await _tradeDataProvider.Init();
var accounts = await _investApiClient.GetAccounts(_managedAccountsNamePatterns);
var accountsList = new List<ManagedAccount>();
int i = 0;
foreach (var accountId in accounts)
{
var acc = _provider.GetKeyedService<ManagedAccount>(i);
if (acc != null)
{
await acc.Init(accountId);
Accounts[accountId] = acc;
i++;
}
else
{
break;
}
}
_dataBus.AddChannel(nameof(Trader), _pricesChannel); _dataBus.AddChannel(nameof(Trader), _pricesChannel);
_dataBus.AddChannel(nameof(Trader), _ordersbookChannel); _dataBus.AddChannel(nameof(Trader), _ordersbookChannel);
_ = ProcessPrices(); _ = ProcessPrices();
@ -284,9 +266,9 @@ namespace KLHZ.Trader.Core.Exchange.Services
await context.Trades await context.Trades
.Where(t => t.Figi == newPrice.Figi && t.ArchiveStatus == 0 && t.Asset == DataLayer.Entities.Trades.Enums.AssetType.Future) .Where(t => t.Figi == newPrice.Figi && t.ArchiveStatus == 0 && t.Asset == DataLayer.Entities.Trades.Enums.AssetType.Future)
.ExecuteUpdateAsync(t => t.SetProperty(tr => tr.Price, newPriceValue)); .ExecuteUpdateAsync(t => t.SetProperty(tr => tr.Price, newPriceValue));
foreach (var account in Accounts.Values) foreach (var account in _tradeDataProvider.Accounts.Values)
{ {
await account.SyncPortfolio(); await _tradeDataProvider.SyncPortfolio(account);
} }
} }
@ -351,9 +333,34 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
private decimal CalcProfit(string accountId, string figi, decimal closePrice)
{
if (_tradeDataProvider.Accounts.TryGetValue(accountId, out var account))
{
if (account.Assets.TryGetValue(figi, out var asset))
{
var leverageValue = 1m;
var isShort = asset.Position == PositionType.Short;
if (Leverages.TryGetValue(figi, out var leverage))
{
if (asset.Type == AssetType.Futures && !isShort)
{
leverageValue = leverage.LongLeverage;
}
else if (isShort)
{
leverageValue = leverage.ShortLeverage;
}
}
return TradingCalculator.CaclProfit(asset.BoughtPrice, closePrice, GetComission(asset.Type), leverageValue, isShort);
}
}
return 0;
}
private decimal GetCount(string accountId, decimal boutPrice) private decimal GetCount(string accountId, decimal boutPrice)
{ {
var balance = Accounts[accountId].Balance; var balance = _tradeDataProvider.Accounts[accountId].Balance;
return System.Math.Floor(balance * _defaultBuyPartOfAccount / boutPrice); return System.Math.Floor(balance * _defaultBuyPartOfAccount / boutPrice);
} }
@ -361,10 +368,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
if (!_botModeSwitcher.CanPurchase()) return false; if (!_botModeSwitcher.CanPurchase()) return false;
var balance = Accounts[accountId].Balance; var balance = _tradeDataProvider.Accounts[accountId].Balance;
var total = Accounts[accountId].Total; var total = _tradeDataProvider.Accounts[accountId].Total;
var futures = Accounts[accountId].Assets.Values.FirstOrDefault(v => v.Type == AssetType.Futures); var futures = _tradeDataProvider.Accounts[accountId].Assets.Values.FirstOrDefault(v => v.Type == AssetType.Futures);
if (futures != null || needBigCash) if (futures != null || needBigCash)
{ {
if ((balance - boutPrice * count) / total < _accountCashPartFutures) return false; if ((balance - boutPrice * count) / total < _accountCashPartFutures) return false;
@ -376,26 +383,5 @@ namespace KLHZ.Trader.Core.Exchange.Services
return true; return true;
} }
private bool IsSellAllowed(AssetType assetType, PositionType positionType, decimal boutPrice, decimal? requiredPrice, TradeCommandType commandType)
{
if (commandType >= TradeCommandType.MarketSell && commandType < TradeCommandType.ForceClosePosition && requiredPrice.HasValue)
{
var comission = GetComission(assetType);
if (positionType == PositionType.Long)
{
return requiredPrice.Value * (1 - comission) > boutPrice * (1 + comission);
}
else if (positionType == PositionType.Short)
{
return requiredPrice.Value * (1 + comission) < boutPrice * (1 - comission);
}
}
if (commandType == TradeCommandType.ForceClosePosition) return true;
return false;
}
} }
} }

97
KLHZ.Trader.Core/Exchange/Services/TradingCommandsExecutor.cs Normal file
View File

@ -0,0 +1,97 @@
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;
using Tinkoff.InvestApi;
using Tinkoff.InvestApi.V1;
namespace KLHZ.Trader.Core.Exchange.Services
{
public class TradingCommandsExecutor : IHostedService
{
private readonly TradeDataProvider _tradeDataProvider;
private readonly InvestApiClient _investApiClient;
private readonly IDataBus _dataBus;
private readonly ILogger<TradingCommandsExecutor> _logger;
private readonly Channel<ITradeCommand> _channel = Channel.CreateUnbounded<ITradeCommand>();
public TradingCommandsExecutor(InvestApiClient investApiClient, IDataBus dataBus, ILogger<TradingCommandsExecutor> logger, TradeDataProvider tradeDataProvider)
{
_investApiClient = investApiClient;
_dataBus = dataBus;
_dataBus.AddChannel(nameof(TradingCommandsExecutor), _channel);
_logger = logger;
_tradeDataProvider = tradeDataProvider;
}
public Task StartAsync(CancellationToken cancellationToken)
{
_ = ProcessCommands();
return Task.CompletedTask;
}
public Task StopAsync(CancellationToken cancellationToken)
{
return Task.CompletedTask;
}
internal async Task ExecuteCommand(ITradeCommand tradeCommand)
{
try
{
var dir = OrderDirection.Unspecified;
var dealDirection = DealDirection.Unknown;
var sign = 1;
if (tradeCommand.CommandType == Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy)
{
dir = OrderDirection.Buy;
dealDirection = DealDirection.Buy;
}
else if (tradeCommand.CommandType == Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell)
{
sign = -1;
dir = OrderDirection.Sell;
dealDirection = DealDirection.Sell;
}
var req = new PostOrderRequest()
{
AccountId = tradeCommand.AccountId,
InstrumentId = tradeCommand.Figi,
Direction = dir,
OrderType = OrderType.Market,
Quantity = tradeCommand.Count,
ConfirmMarginTrade = true,
};
var res = await _investApiClient.Orders.PostOrderAsync(req);
var result = new DealResult
{
Count = sign * res.LotsExecuted,
Price = res.ExecutedOrderPrice,
Success = true,
Direction = dealDirection,
AccountId = tradeCommand.AccountId,
Figi = tradeCommand.Figi,
};
await _tradeDataProvider.LogDeal(result);
}
catch (Exception ex)
{
_logger.LogError(ex, "Ошибка при покупке актива на счёт {acc}. figi: {figi}", tradeCommand.AccountId, tradeCommand.Figi);
}
}
private async Task ProcessCommands()
{
while (await _channel.Reader.WaitToReadAsync())
{
var command = await _channel.Reader.ReadAsync();
await ExecuteCommand(command);
}
}
}
}

2
KLHZ.Trader.Core/Exchange/Utils/ExchangeScheduler.cs
View File

@ -1,4 +1,4 @@
using KLHZ.Trader.Core.Exchange.Models; using KLHZ.Trader.Core.Exchange.Models.Trading;
namespace KLHZ.Trader.Core.Exchange.Utils namespace KLHZ.Trader.Core.Exchange.Utils
{ {

11
KLHZ.Trader.Core/Exchange/Utils/TradingCalculator.cs Normal file
View File

@ -0,0 +1,11 @@
namespace KLHZ.Trader.Core.Exchange.Utils
{
internal static class TradingCalculator
{
public static decimal CaclProfit(decimal openPrice, decimal closePrice, decimal comission, decimal leverage, bool isShort)
{
var diff = ((isShort ? (closePrice - openPrice) : (openPrice - closePrice)) - closePrice * comission - openPrice * comission) * leverage;
return diff;
}
}
}

22
KLHZ.Trader.Core/TG/Services/BotMessagesHandler.cs
View File

@ -74,37 +74,27 @@ namespace KLHZ.Trader.Core.TG.Services
await botClient.SendMessage(update.Message.Chat, "Покупки остановлены!"); await botClient.SendMessage(update.Message.Chat, "Покупки остановлены!");
break; break;
} }
case "сбросить сбер": case "продать IMOEXF":
{
var command = new TradeCommand()
{
CommandType = TradeCommandType.ForceClosePosition,
RecomendPrice = null,
Figi = "BBG004730N88",
};
await _eventBus.Broadcast(command);
break;
}
case "продать сбер":
{ {
var command = new TradeCommand() var command = new TradeCommand()
{ {
AccountId = "2274189208",
CommandType = TradeCommandType.MarketSell, CommandType = TradeCommandType.MarketSell,
RecomendPrice = null, RecomendPrice = null,
Figi = "BBG004730N88", Figi = "FUTIMOEXF000",
Count = 1, Count = 1,
LotsCount = 1,
}; };
await _eventBus.Broadcast(command); await _eventBus.Broadcast(command);
break; break;
} }
case "купить сбер": case "купить IMOEXF":
{ {
var command = new TradeCommand() var command = new TradeCommand()
{ {
AccountId = "2274189208",
CommandType = TradeCommandType.MarketBuy, CommandType = TradeCommandType.MarketBuy,
RecomendPrice = null, RecomendPrice = null,
Figi = "BBG004730N88", Figi = "FUTIMOEXF000",
Count = 1 Count = 1
}; };
await _eventBus.Broadcast(command); await _eventBus.Broadcast(command);

2
KLHZ.Trader.Core/TG/TgBotConfig.cs
View File

@ -4,6 +4,6 @@
{ {
public required string Token { get; set; } public required string Token { get; set; }
public required long[] Admins = []; public long[] Admins { get; set; } = [];
} }
} }

2
KLHZ.Trader.HistoryLoader/Program.cs
View File

@ -1,5 +1,5 @@
using KLHZ.Trader.Core.DataLayer; using KLHZ.Trader.Core.DataLayer;
using KLHZ.Trader.Core.Exchange; using KLHZ.Trader.Core.Exchange.Models.Configs;
using Microsoft.EntityFrameworkCore; using Microsoft.EntityFrameworkCore;

6
KLHZ.Trader.Service/Program.cs
View File

@ -2,7 +2,8 @@ using KLHZ.Trader.Core.Common;
using KLHZ.Trader.Core.Common.Messaging.Services; using KLHZ.Trader.Core.Common.Messaging.Services;
using KLHZ.Trader.Core.Contracts.Messaging.Interfaces; using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
using KLHZ.Trader.Core.DataLayer; using KLHZ.Trader.Core.DataLayer;
using KLHZ.Trader.Core.Exchange; using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
using KLHZ.Trader.Core.Exchange.Models.Configs;
using KLHZ.Trader.Core.Exchange.Services; using KLHZ.Trader.Core.Exchange.Services;
using KLHZ.Trader.Core.TG; using KLHZ.Trader.Core.TG;
using KLHZ.Trader.Core.TG.Services; using KLHZ.Trader.Core.TG.Services;
@ -44,11 +45,14 @@ builder.Services.AddDbContextFactory<TraderDbContext>(options =>
builder.Services.AddHostedService<BotStarter>(); builder.Services.AddHostedService<BotStarter>();
builder.Services.AddHostedService<ExchangeDataReader>(); builder.Services.AddHostedService<ExchangeDataReader>();
builder.Services.AddHostedService<Trader>(); builder.Services.AddHostedService<Trader>();
builder.Services.AddHostedService<TradingCommandsExecutor>();
//builder.Services.AddHostedService<ProcessedPricesLogger>(); //builder.Services.AddHostedService<ProcessedPricesLogger>();
//builder.Services.AddHostedService<KalmanPredictor>(); //builder.Services.AddHostedService<KalmanPredictor>();
builder.Services.AddSingleton<IUpdateHandler, BotMessagesHandler>(); builder.Services.AddSingleton<IUpdateHandler, BotMessagesHandler>();
builder.Services.AddSingleton<TradeDataProvider>();
builder.Services.AddSingleton<BotModeSwitcher>(); builder.Services.AddSingleton<BotModeSwitcher>();
builder.Services.AddSingleton<IDataBus, DataBus>(); builder.Services.AddSingleton<IDataBus, DataBus>();

10
KLHZ.Trader.Service/appsettings.json
View File

@ -18,7 +18,15 @@
"ShareComission": 0.0004, "ShareComission": 0.0004,
"AccountCashPart": 0.05, "AccountCashPart": 0.05,
"AccountCashPartFutures": 0.5, "AccountCashPartFutures": 0.5,
"DefaultBuyPartOfAccount": 0.3333 "DefaultBuyPartOfAccount": 0.3333,
"InstrumentsSettings": [
{
"Figi": "FUTIMOEXF000",
"LongLeverage": 10.3,
"ShortLeverage": 7.9,
"PriceToRubConvertationCoefficient" : 0.1
}
]
}, },
"Logging": { "Logging": {
"LogLevel": { "LogLevel": {

2
KLHZ.Trader.sln
View File

@ -25,8 +25,8 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "graphana", "graphana", "{4A
EndProject EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "postrgres", "postrgres", "{174A800A-6040-40CF-B331-8603E097CBAC}" Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "postrgres", "postrgres", "{174A800A-6040-40CF-B331-8603E097CBAC}"
ProjectSection(SolutionItems) = preProject ProjectSection(SolutionItems) = preProject
KLHZ.Trader.Infrastructure\postgres\init.sql = KLHZ.Trader.Infrastructure\postgres\init.sql
KLHZ.Trader.Infrastructure\postgres\migration1.sql = KLHZ.Trader.Infrastructure\postgres\migration1.sql KLHZ.Trader.Infrastructure\postgres\migration1.sql = KLHZ.Trader.Infrastructure\postgres\migration1.sql
KLHZ.Trader.Infrastructure\postgres\init.sql = KLHZ.Trader.Infrastructure\postgres\init.sql
KLHZ.Trader.Infrastructure\postgres\migration2.sql = KLHZ.Trader.Infrastructure\postgres\migration2.sql KLHZ.Trader.Infrastructure\postgres\migration2.sql = KLHZ.Trader.Infrastructure\postgres\migration2.sql
KLHZ.Trader.Infrastructure\postgres\migration3.sql = KLHZ.Trader.Infrastructure\postgres\migration3.sql KLHZ.Trader.Infrastructure\postgres\migration3.sql = KLHZ.Trader.Infrastructure\postgres\migration3.sql
EndProjectSection EndProjectSection