diff --git a/KLHZ.Trader.Core/Exchange/Models/Trading/DeferredDeclision.cs b/KLHZ.Trader.Core/Exchange/Models/Trading/DeferredDeclision.cs deleted file mode 100644 index dddc365..0000000 --- a/KLHZ.Trader.Core/Exchange/Models/Trading/DeferredDeclision.cs +++ /dev/null @@ -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 Events { get; init; } = ImmutableDictionary.Empty; - public Stops Stops { get; init; } - public DateTime ExpirationTime { get; init; } - public required ITradeDataItem Message { get; init; } - } -} diff --git a/KLHZ.Trader.Core/Exchange/Services/Trader.cs b/KLHZ.Trader.Core/Exchange/Services/Trader.cs index 5ff8128..3368b72 100644 --- a/KLHZ.Trader.Core/Exchange/Services/Trader.cs +++ b/KLHZ.Trader.Core/Exchange/Services/Trader.cs @@ -32,7 +32,6 @@ namespace KLHZ.Trader.Core.Exchange.Services private readonly ExchangeConfig _exchangeConfig; private readonly ILogger _logger; - private readonly ConcurrentDictionary DeferredDeclisions = new(); private readonly ConcurrentDictionary SupportLevels = new(); private readonly ConcurrentDictionary _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; } }