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фикс аварийного сброса активов
test / deploy_trader_prod (push) Successful in 2m51s Details

dev
vlad zverzhkhovskiy 2025-09-12 12:18:00 +03:00
parent c9bad810ac
commit 9bfff7e4d6
1 changed files with 19 additions and 6 deletions
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25
KLHZ.Trader.Core/Exchange/Services/Trader.cs
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@ -29,6 +29,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
private readonly TraderDataProvider _tradeDataProvider; private readonly TraderDataProvider _tradeDataProvider;
private readonly ILogger<Trader> _logger; private readonly ILogger<Trader> _logger;
private readonly ConcurrentDictionary<string, DateTime> OpeningStops = new(); private readonly ConcurrentDictionary<string, DateTime> OpeningStops = new();
private readonly ConcurrentDictionary<string, DateTime> ClosingStops = new();
private readonly ConcurrentDictionary<string, InstrumentSettings> Leverages = new(); private readonly ConcurrentDictionary<string, InstrumentSettings> Leverages = new();
private readonly decimal _futureComission; private readonly decimal _futureComission;
@ -87,13 +88,14 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
if (message.Figi == "FUTIMOEXF000") if (message.Figi == "FUTIMOEXF000")
{ {
ProcessStops(message, currentTime);
var windowMaxSize = 1000; var windowMaxSize = 1000;
await SellAssetsIfNeed(message); await SellAssetsIfNeed(message);
var data = await _tradeDataProvider.GetData(message.Figi, windowMaxSize); var data = await _tradeDataProvider.GetData(message.Figi, windowMaxSize);
var state = ExchangeScheduler.GetCurrentState(message.Time); var state = ExchangeScheduler.GetCurrentState(message.Time);
await ProcessClearing(data, state, message); await ProcessClearing(data, state, message);
ProcessOpeningStops(message, currentTime);
await ProcessNewPriceIMOEXF(data, state, message, windowMaxSize); await ProcessNewPriceIMOEXF(data, state, message, windowMaxSize);
} }
} }
@ -120,8 +122,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
var profit = TradingCalculator.CaclProfit(asset.BoughtPrice, message.Value, var profit = TradingCalculator.CaclProfit(asset.BoughtPrice, message.Value,
GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0); GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0);
var stoppingKey = message.Figi + asset.AccountId;
if (message.Time - asset.BoughtAt > TimeSpan.FromMinutes(4) && profit < -66m) if (message.Time - asset.BoughtAt > TimeSpan.FromMinutes(4) && profit < -66m && !ClosingStops.ContainsKey(stoppingKey))
{ {
await _dataBus.Broadcast(new TradeCommand() await _dataBus.Broadcast(new TradeCommand()
{ {
@ -134,11 +136,12 @@ namespace KLHZ.Trader.Core.Exchange.Services
EnableMargin = false, EnableMargin = false,
}); });
OpeningStops[message.Figi] = DateTime.UtcNow.AddMinutes(10); OpeningStops[message.Figi] = DateTime.UtcNow.AddMinutes(10);
ClosingStops[stoppingKey] = DateTime.UtcNow.AddSeconds(30);
await LogDeclision(DeclisionTradeAction.CloseLong, message, profit); await LogDeclision(DeclisionTradeAction.CloseLong, message, profit);
await LogDeclision(DeclisionTradeAction.CloseLongReal, message, profit); await LogDeclision(DeclisionTradeAction.CloseLongReal, message, profit);
} }
if (message.Time - asset.BoughtAt > TimeSpan.FromHours(4) && profit > 100) if (message.Time - asset.BoughtAt > TimeSpan.FromHours(4) && profit > 100 && !ClosingStops.ContainsKey(stoppingKey))
{ {
await _dataBus.Broadcast(new TradeCommand() await _dataBus.Broadcast(new TradeCommand()
{ {
@ -150,6 +153,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
RecomendPrice = null, RecomendPrice = null,
EnableMargin = false, EnableMargin = false,
}); });
ClosingStops[stoppingKey] = DateTime.UtcNow.AddSeconds(30);
await LogDeclision(DeclisionTradeAction.CloseLong, message, profit); await LogDeclision(DeclisionTradeAction.CloseLong, message, profit);
await LogDeclision(DeclisionTradeAction.CloseLongReal, message, profit); await LogDeclision(DeclisionTradeAction.CloseLongReal, message, profit);
} }
@ -253,8 +257,10 @@ namespace KLHZ.Trader.Core.Exchange.Services
profit = TradingCalculator.CaclProfit(asset.BoughtPrice, message.Value, profit = TradingCalculator.CaclProfit(asset.BoughtPrice, message.Value,
GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0); GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0);
} }
if (profit > 0) var stoppingKey = message.Figi + asset.AccountId;
if (profit > 0 && !ClosingStops.ContainsKey(stoppingKey))
{ {
ClosingStops[stoppingKey] = DateTime.UtcNow.AddSeconds(30);
await _dataBus.Broadcast(new TradeCommand() await _dataBus.Broadcast(new TradeCommand()
{ {
AccountId = asset.AccountId, AccountId = asset.AccountId,
@ -287,7 +293,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
private void ProcessOpeningStops(INewPrice message, DateTime currentTime) private void ProcessStops(INewPrice message, DateTime currentTime)
{ {
if (OpeningStops.TryGetValue(message.Figi, out var dt)) if (OpeningStops.TryGetValue(message.Figi, out var dt))
{ {
@ -296,6 +302,13 @@ namespace KLHZ.Trader.Core.Exchange.Services
OpeningStops.TryRemove(message.Figi, out _); OpeningStops.TryRemove(message.Figi, out _);
} }
} }
if (ClosingStops.TryGetValue(message.Figi, out var dt2))
{
if (dt2 < currentTime)
{
ClosingStops.TryRemove(message.Figi, out _);
}
}
} }
private async Task LogPrice(INewPrice message, string processor, decimal value) private async Task LogPrice(INewPrice message, string processor, decimal value)