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фикс записи в бд
test / deploy_trader_prod (push) Successful in 6m41s Details

dev
vlad zverzhkhovskiy 2025-09-09 11:57:43 +03:00
parent 7d2618dd54
commit c2105ad019
3 changed files with 87 additions and 82 deletions
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7
KLHZ.Trader.Core.Math/Declisions/Utils/MovingAverage.cs
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@ -26,8 +26,6 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
var bigWindowAv = 0m; var bigWindowAv = 0m;
var smallWindowAv = 0m; var smallWindowAv = 0m;
var s = 0; var s = 0;
try
{
var pricesForFinalComparison = new decimal[size]; var pricesForFinalComparison = new decimal[size];
var twavss = new decimal[size]; var twavss = new decimal[size];
var twavbs = new decimal[size]; var twavbs = new decimal[size];
@ -123,11 +121,6 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
} }
} }
} }
}
catch (Exception ex)
{
}
return (res, bigWindowAv, smallWindowAv); return (res, bigWindowAv, smallWindowAv);
} }
} }

18
KLHZ.Trader.Core/Exchange/Services/ExchangeDataReader.cs
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@ -13,6 +13,7 @@ using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Options; using Microsoft.Extensions.Options;
using Tinkoff.InvestApi; using Tinkoff.InvestApi;
using Tinkoff.InvestApi.V1; using Tinkoff.InvestApi.V1;
using static Google.Rpc.Context.AttributeContext.Types;
namespace KLHZ.Trader.Core.Exchange.Services namespace KLHZ.Trader.Core.Exchange.Services
{ {
@ -55,7 +56,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
try try
{ {
//_ = SubscribeUpdates(); _ = SubscribeMyTrades();
if (_exchangeDataRecievingEnabled) if (_exchangeDataRecievingEnabled)
{ {
_ = SubscribePrices(); _ = SubscribePrices();
@ -69,7 +70,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
} }
} }
private async Task SubscribeUpdates() private async Task SubscribeMyTrades()
{ {
var req = new TradesStreamRequest(); var req = new TradesStreamRequest();
foreach (var a in _tradeDataProvider.Accounts) foreach (var a in _tradeDataProvider.Accounts)
@ -81,6 +82,17 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
if (response.OrderTrades != null) if (response.OrderTrades != null)
{ {
foreach(var t in response.OrderTrades.Trades)
{
//await _tradeDataProvider.LogDeal(new Models.AssetsAccounting.DealResult()
//{
// AccountId = response.OrderTrades.AccountId,
// Figi = response.OrderTrades.Figi,
// Count = t.Quantity,
// Price = t.Price,
// Direction = Models.AssetsAccounting.DealDirection
//})
}
} }
} }
@ -210,7 +222,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
await _eventBus.Broadcast(message); await _eventBus.Broadcast(message);
} }
if (orderbookItemsBuffer.Count + pricesBuffer.Count + tradesBuffer.Count > 0 || (DateTime.UtcNow - lastWrite).TotalSeconds > 10) if (orderbookItemsBuffer.Count + pricesBuffer.Count + tradesBuffer.Count > 100 || (DateTime.UtcNow - lastWrite).TotalSeconds > 5)
{ {
try try
{ {

6
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -210,7 +210,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi); var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi);
var loggedDeclisions = 0; var loggedDeclisions = 0;
if (BotModeSwitcher.CanSell()) if (!message.IsHistoricalData && BotModeSwitcher.CanSell())
{ {
var assetsForClose = _tradeDataProvider.Accounts var assetsForClose = _tradeDataProvider.Accounts
.SelectMany(a => a.Value.Assets.Values) .SelectMany(a => a.Value.Assets.Values)
@ -283,7 +283,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
Processor = processor, Processor = processor,
Time = message.Time, Time = message.Time,
Value = value, Value = value,
}, !message.IsHistoricalData); }, false);
} }
private async Task LogDeclision(DeclisionTradeAction action, INewPrice message, decimal? profit = null) private async Task LogDeclision(DeclisionTradeAction action, INewPrice message, decimal? profit = null)
@ -297,7 +297,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
Price = message.Value, Price = message.Value,
Time = message.IsHistoricalData ? message.Time : DateTime.UtcNow, Time = message.IsHistoricalData ? message.Time : DateTime.UtcNow,
Action = action, Action = action,
}, !message.IsHistoricalData); }, false);
} }
public Task StopAsync(CancellationToken cancellationToken) public Task StopAsync(CancellationToken cancellationToken)