остановка торговли вообще

KLHZ.Trader.Core/Exchange/Constants.cs

@@ -3,8 +3,11 @@
     internal static class Constants
     {
         internal const string _1minCacheKey = "1min";
+        internal const string _5minSellCacheKey = "5min_sell";
+        internal const string _5minBuyCacheKey = "5min_buy";
         internal const string _1minSellCacheKey = "1min_sell";
         internal const string _1minBuyCacheKey = "1min_buy";
+
         internal const string BigWindowCrossingAverageProcessor = "Trader_big";
         internal const string SmallWindowCrossingAverageProcessor = "Trader_small";
         internal const string AreasRelationProcessor = "balancescalc30min";

KLHZ.Trader.Core/Exchange/Services/ExchangeDataReader.cs

@@ -157,7 +157,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     };
 
                     await _tradeDataProvider.AddData(message, TimeSpan.FromHours(7));
-                    await _eventBus.Broadcast(message);
+                    //await _eventBus.Broadcast(message);
 
                     var exchangeState = ExchangeScheduler.GetCurrentState();
                     if (exchangeState == Models.Trading.ExchangeState.ClearingTime

KLHZ.Trader.Core/Exchange/Services/Trader.cs

@@ -35,6 +35,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly ConcurrentDictionary<string, TradingMode> TradingModes = new();
 
         private readonly ConcurrentDictionary<string, DateTime> LongOpeningStops = new();
+        private readonly ConcurrentDictionary<string, DateTime> ShortOpeningStops = new();
         private readonly ConcurrentDictionary<string, DateTime> LongClosingStops = new();
         private readonly ConcurrentDictionary<string, DateTime> ShortClosingStops = new();
         private readonly ConcurrentDictionary<string, InstrumentSettings> Leverages = new();
@@ -171,6 +172,63 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         }
                     }
 
+                    #endregion
+
+                    #region Подсчёт торгового баланса по сберу и IMOEXF
+                    if (message.Figi == "BBG004730N88" || message.Figi == "FUTIMOEXF000")
+                    {
+                        if (message.Direction == 1)
+                        {
+                            await _tradeDataProvider.AddDataTo5MinuteWindowCache(message.Figi, Constants._5minBuyCacheKey, new Contracts.Declisions.Dtos.CachedValue()
+                            {
+                                Time = message.Time,
+                                Value = (decimal)message.Count
+                            });
+                            await _tradeDataProvider.AddDataTo1MinuteWindowCache(message.Figi, Constants._1minBuyCacheKey, new Contracts.Declisions.Dtos.CachedValue()
+                            {
+                                Time = message.Time,
+                                Value = (decimal)message.Count
+                            });
+                        }
+                        if (message.Direction == 2)
+                        {
+                            await _tradeDataProvider.AddDataTo5MinuteWindowCache(message.Figi, Constants._5minSellCacheKey, new Contracts.Declisions.Dtos.CachedValue()
+                            {
+                                Time = message.Time,
+                                Value = (decimal)message.Count
+                            });
+                            await _tradeDataProvider.AddDataTo1MinuteWindowCache(message.Figi, Constants._1minSellCacheKey, new Contracts.Declisions.Dtos.CachedValue()
+                            {
+                                Time = message.Time,
+                                Value = (decimal)message.Count
+                            });
+                        }
+
+                        var sberSells5min = await _tradeDataProvider.GetDataFrom5MinuteWindowCache(message.Figi, Constants._5minSellCacheKey);
+                        var sberBuys5min = await _tradeDataProvider.GetDataFrom5MinuteWindowCache(message.Figi, Constants._5minBuyCacheKey);
+
+                        var sberSells1min = await _tradeDataProvider.GetDataFrom5MinuteWindowCache(message.Figi, Constants._1minSellCacheKey);
+                        var sberBuys1min = await _tradeDataProvider.GetDataFrom5MinuteWindowCache(message.Figi, Constants._1minBuyCacheKey);
+
+                        var sells5min = sberSells5min.Sum(s => s.Value);
+                        var buys5min = sberBuys5min.Sum(s => s.Value);
+                        var sells1min = sberSells1min.Sum(s => s.Value);
+                        var buys1min = sberBuys1min.Sum(s => s.Value);
+
+                        var su = sells5min + buys5min;
+                        if (su != 0)
+                        {
+                            await LogPrice(message, "sellsbuysbalance", (sells5min / su - 0.5m) * 2);
+                            await LogPrice(message, "trades_diff", (buys1min + sells1min) / (su));
+                        }
+
+                        
+
+                    }
+                    #endregion
+                    if (_tradingInstrumentsFigis.Contains(message.Figi))
+                    {
+                        var currentTime = message.IsHistoricalData ? message.Time : DateTime.UtcNow;
                         try
                         {
                             if (timesCache.TryGetValue(message.Figi, out var dt))
@@ -195,50 +253,12 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         {
                             await LogPrice(message, "trading_mode", (decimal)mode);
                         }
-
-                    //continue;
-                    #endregion
-                    if (message.Figi == "BBG004730N88")
-                    {
-                        if (message.Direction == 1)
-                        {
-                            await _tradeDataProvider.AddDataTo5MinuteWindowCache(message.Figi, Constants._1minBuyCacheKey, new Contracts.Declisions.Dtos.CachedValue()
-                            {
-                                Time = message.Time,
-                                Value = (decimal)message.Count
-                            });
-                        }
-                        if (message.Direction == 2)
-                        {
-                            await _tradeDataProvider.AddDataTo5MinuteWindowCache(message.Figi, Constants._1minSellCacheKey, new Contracts.Declisions.Dtos.CachedValue()
-                            {
-                                Time = message.Time,
-                                Value = (decimal)message.Count
-                            });
-
-                        }
-                        var sberSells = await _tradeDataProvider.GetDataFrom5MinuteWindowCache("BBG004730N88", Constants._1minSellCacheKey);
-                        var sberBuys = await _tradeDataProvider.GetDataFrom5MinuteWindowCache("BBG004730N88", Constants._1minBuyCacheKey);
-                        var sells = sberSells.Sum(s => s.Value);
-                        var buys = sberBuys.Sum(s => s.Value);
-                        var su = sells + buys;
-                        if (su != 0)
-                        {
-                            await LogPrice(message, "sellsbuysbalance", (sells / su - 0.5m) * 2);
-                        }
-                    }
-
-                    if (_tradingInstrumentsFigis.Contains(message.Figi))
-                    {
-                        var currentTime = message.IsHistoricalData ? message.Time : DateTime.UtcNow;
-
                         try
                         {
                             ProcessStops(message, currentTime);
                             var windowMaxSize = 2000;
                             var data = await _tradeDataProvider.GetData(message.Figi, windowMaxSize);
                             var state = ExchangeScheduler.GetCurrentState(message.Time);
-                            await ProcessClearing(data, state, message);
 
                             if (TradingModes[message.Figi] == TradingMode.Stable)
                             {
@@ -641,22 +661,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
         }
 
-        private async Task ProcessClearing((DateTime[] timestamps, decimal[] prices) data, ExchangeState state, INewPrice message)
-        {
-            if (state == ExchangeState.ClearingTime
-                && !message.IsHistoricalData
-                && data.timestamps.Length > 1
-                && (data.timestamps[data.timestamps.Length - 1] - data.timestamps[data.timestamps.Length - 2]) > TimeSpan.FromMinutes(3))
-            {
-                var assets = _portfolioWrapper.Accounts.Values.SelectMany(a => a.Assets.Values).Where(a => a.Figi == message.Figi).ToArray();
-                foreach (var a in assets)
-                {
-
-                }
-                //await _tradeDataProvider.UpdateFuturesPrice(message, data.prices[data.prices.Length - 2]);
-            }
-        }
-
         private void ProcessStops(INewPrice message, DateTime currentTime)
         {
             if (LongOpeningStops.TryGetValue(message.Figi, out var dt))
@@ -680,6 +684,13 @@ namespace KLHZ.Trader.Core.Exchange.Services
                     LongClosingStops.TryRemove(message.Figi, out _);
                 }
             }
+            if (ShortOpeningStops.TryGetValue(message.Figi, out var dt4))
+            {
+                if (dt4 < currentTime)
+                {
+                    ShortOpeningStops.TryRemove(message.Figi, out _);
+                }
+            }
         }
 
         private async Task LogPrice(INewPrice message, string processor, decimal value)

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -34,7 +34,7 @@ namespace KLHZ.Trader.Service.Controllers
                 //var figi1 = "BBG004730N88";
                 var figi2 = "BBG004730N88";
                 //var figi2 = "FUTIMOEXF000";
-                var time1 = startDate ?? DateTime.UtcNow.AddDays(-17);
+                var time1 = startDate ?? DateTime.UtcNow.AddDays(-7);
                 //var time1 = new DateTime(2025, 9, 4, 14, 0, 0, DateTimeKind.Utc);
                 //var time2 = DateTime.UtcNow.AddMinutes(18);
                 using var context1 = await _dbContextFactory.CreateDbContextAsync();