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убрал отложенное выполнение решений

dev
vlad zverzhkhovskiy 2025-10-15 11:34:14 +03:00
parent 6770d12640
commit a20609ae72
2 changed files with 0 additions and 63 deletions
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14
KLHZ.Trader.Core/Exchange/Models/Trading/DeferredDeclision.cs
View File

@ -1,14 +0,0 @@
using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using System.Collections.Immutable;
namespace KLHZ.Trader.Core.Exchange.Models.Trading
{
internal class DeferredDeclision
{
public ImmutableDictionary<TradingEvent, decimal> Events { get; init; } = ImmutableDictionary<TradingEvent, decimal>.Empty;
public Stops Stops { get; init; }
public DateTime ExpirationTime { get; init; }
public required ITradeDataItem Message { get; init; }
}
}

49
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -32,7 +32,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
private readonly ExchangeConfig _exchangeConfig;
private readonly ILogger<Trader> _logger;
private readonly ConcurrentDictionary<string, DeferredDeclision> DeferredDeclisions = new();
private readonly ConcurrentDictionary<string, SupportLevel[]> SupportLevels = new();
private readonly ConcurrentDictionary<string, decimal> _pirsonValues = new();
@ -169,40 +168,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
{
if (message.Figi == "FUTIMOEXF000")
{
if (DeferredDeclisions.TryGetValue(message.Figi, out var dec))
{
if (dec.ExpirationTime < message.Time)
{
if (dec.Events[TradingEvent.OpenShort] > Constants.BlockingCoefficient)
{
if (dec.Message.Price < message.Price)
{
var stops2 = GetStops(message);
var declisionsStops2 = ProcessStops(stops2, 2m);
var e = TraderUtils.MergeResultsMult(dec.Events, declisionsStops2);
await ExecuteDeclisions(e.ToImmutableDictionary(), message, stops2, 1);
}
}
else if (dec.Events[TradingEvent.OpenLong] > Constants.BlockingCoefficient)
{
if (dec.Message.Price > message.Price)
{
var stops2 = GetStops(message);
var declisionsStops2 = ProcessStops(stops2, 2m);
var e = TraderUtils.MergeResultsMult(dec.Events, declisionsStops2);
await ExecuteDeclisions(e.ToImmutableDictionary(), message, stops2, 1);
}
}
else if (dec.Events[TradingEvent.CloseLong] > Constants.BlockingCoefficient
|| dec.Events[TradingEvent.CloseShort] > Constants.BlockingCoefficient)
{
await ExecuteDeclisions(dec.Events, dec.Message, dec.Stops, 1);
}
DeferredDeclisions.TryRemove(message.Figi, out _);
}
}
await CalcSupportLevels(message, 3, 5);
var stops = GetStops(message);
var pirson = await CalcPirson(message);
@ -215,20 +180,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
res = TraderUtils.MergeResultsMax(res, mavRes);
await ExecuteDeclisions(res.ToImmutableDictionary(), message, stops, 1);
var declision = new DeferredDeclision()
{
Message = message,
Stops = stops,
Events = res.ToImmutableDictionary(),
ExpirationTime = message.Time.AddSeconds(5)
};
if (declision.Events.Values.Any(v => v > Constants.BlockingCoefficient))
{
//DeferredDeclisions.TryAdd(message.Figi, declision);
}
_oldItems[message.Figi] = message;
}
}