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10 changed files with 44 additions and 335 deletions
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1
KLHZ.Trader.Core.Contracts/Messaging/Dtos/Interfaces/ITradeCommand.cs
View File

@ -4,7 +4,6 @@ namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces
{ {
public interface ITradeCommand public interface ITradeCommand
{ {
public Guid CommandId { get; }
public TradeCommandType CommandType { get; } public TradeCommandType CommandType { get; }
public string Figi { get; } public string Figi { get; }
public decimal? RecomendPrice { get; } public decimal? RecomendPrice { get; }

1
KLHZ.Trader.Core.Contracts/Messaging/Dtos/TradeCommand.cs
View File

@ -5,7 +5,6 @@ namespace KLHZ.Trader.Core.Contracts.Messaging.Dtos
{ {
public class TradeCommand : ITradeCommand public class TradeCommand : ITradeCommand
{ {
public Guid CommandId { get; init; } = Guid.NewGuid();
public TradeCommandType CommandType { get; init; } public TradeCommandType CommandType { get; init; }
public required string Figi { get; init; } public required string Figi { get; init; }
public decimal? RecomendPrice { get; init; } public decimal? RecomendPrice { get; init; }

104
KLHZ.Trader.Core.Math/Declisions/Utils/FFT.cs
View File

@ -26,27 +26,6 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
} }
} }
public static void А()
{
var da = new List<float>();
for (int i = 0; i < 1000; i++)
{
da.Add((float)System.Math.Sin(0.01 * i) + (float)System.Math.Cos(0.01 * i));
}
var start = da.ToArray();
var arrv = da.Select(d => new Complex32(d, 0)).ToArray();
Fourier.Forward(arrv);
Fourier.Inverse(arrv);
var res = arrv.Select(a => a.Real).ToArray();
for (int i = 0; i < 1000; i++)
{
var d = res[i] - start[i];
}
}
public static TimeSpan CaclHarmonycPeriod(TimeSpan signalLength, int signalLengthItems, int harmonyNumber) public static TimeSpan CaclHarmonycPeriod(TimeSpan signalLength, int signalLengthItems, int harmonyNumber)
{ {
var fdiscretisation = signalLengthItems /signalLength.TotalSeconds ; var fdiscretisation = signalLengthItems /signalLength.TotalSeconds ;
@ -60,89 +39,32 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
return System.Math.Atan(item.Imaginary / item.Real); return System.Math.Atan(item.Imaginary / item.Real);
} }
public static (double min, double max) CalcPhaseRangeFoxMax(double aSin, double aCos, double initPhase, double level) public static (double min, double max) CalcPhaseRange(double aSin, double aCos, double initPhase, double maxLevel)
{
return CalcPhaseRange(aSin, aCos,initPhase, level, CheckMaxValue);
}
public static (double min, double max) CalcPhaseRangeFoxMin(double aSin, double aCos, double initPhase, double level)
{
return CalcPhaseRange(aSin, aCos, initPhase, level, CheckMinValue);
}
internal static (double min, double max) CalcPhaseRange(double aSin, double aCos, double initPhase, double level, Func<double, double, double, double,bool> comparer)
{ {
var x = new List<double>(); var x = new List<double>();
var xIndexes = new List<int>(); var x2 = new List<double>();
var y = new List<double>(); var y = new List<double>();
var max = double.MinValue; for (double i = 0; i <= 10 * System.Math.PI; i += 0.0001)
var min = double.MaxValue; {
var _2pi = 2 * System.Math.PI; var _2pi = 2 * System.Math.PI;
for (double i = 0; i <= 10 * System.Math.PI; i += 0.01) var df = ((i / _2pi) % 1) * _2pi;
{
var df = (((i) / _2pi) % 1) * _2pi;
var val = aSin * System.Math.Sin(i + initPhase) + aCos * System.Math.Cos(i + initPhase);
if (val > max)
{
max = val;
}
if (val < min)
{
min = val;
}
x.Add(df); x.Add(df);
y.Add(val); y.Add(aSin * System.Math.Sin(i + initPhase) + aCos * System.Math.Cos(i + initPhase));
} }
int start = -2; var prevI = -1;
int prevI = -2; var max = y.Max();
int end = -2;
var drange = -2;
var minPhaseTmp = 0d;
var maxPhaseTmp = 0d;
var minPhase = 0d;
var maxPhase = 0d;
for (int i = 0; i < y.Count; i++) for (int i = 0; i < y.Count; i++)
{ {
if (comparer(y[i],min,max,level)) if (y[i] > (1 - maxLevel) * max && (i - prevI == 1 || prevI < 0))
{ {
if (start < 0) x2.Add(x[i]);
{
minPhaseTmp = x[i];
start = i;
}
}
else if (start >= 0 && i - prevI == 1)
{
end = prevI;
maxPhaseTmp = x[end];
var drangeTmp = end - start;
if (drangeTmp > drange)
{
drange = drangeTmp;
minPhase = minPhaseTmp;
maxPhase = maxPhaseTmp;
}
start = -2;
}
prevI = i; prevI = i;
} }
}
var minPhase = x2.Min();
var maxPhase = x2.Max();
return (minPhase, maxPhase); return (minPhase, maxPhase);
} }
internal static bool CheckMaxValue(double val, double min, double max, double relativeValue)
{
return (val > (1 - relativeValue) * max);
}
internal static bool CheckMinValue(double val, double min, double max, double relativeValue)
{
return (val < (1 - relativeValue) * min);
}
} }
} }

57
KLHZ.Trader.Core.Math/Declisions/Utils/SignalProcessing.cs
View File

@ -1,57 +0,0 @@
namespace KLHZ.Trader.Core.Math.Declisions.Utils
{
public static class SignalProcessing
{
public static (DateTime[], double[]) InterpolateData(DateTime[] timestamps, double[] values, TimeSpan timeStep)
{
var res = new List<double>();
var res2 = new List<DateTime>();
var startTime = new DateTime(timestamps[0].Year, timestamps[0].Month, timestamps[0].Day, 0, 0, 0, DateTimeKind.Utc);
var dt = timestamps[0] - startTime;
var totalSteps = System.Math.Ceiling((timestamps[timestamps.Length - 1] - timestamps[0]).TotalSeconds / timeStep.TotalSeconds);
var deltaSeconds = System.Math.Floor(dt.TotalSeconds / timeStep.TotalSeconds);
startTime = startTime.AddSeconds(deltaSeconds * timeStep.TotalSeconds) ;
var firstBound = startTime;
var secondBound = startTime + timeStep;
var bound = 0;
for (int i = 0; i < totalSteps; i++)
{
var count = 0;
var sum = 0d;
for (int i1 = bound; i1 < timestamps.Length; i1++)
{
if (timestamps[i1]> firstBound && timestamps[i1] <= secondBound)
{
count++;
sum += values[i1];
}
else if (count != 0)
{
bound = i1;
break;
}
}
if (count != 0)
{
res.Add(sum / count);
res2.Add(secondBound);
}
else if (bound< timestamps.Length-2)
{
res.Add(res.Last());
res2.Add(secondBound);
}
firstBound += timeStep;
secondBound += timeStep;
}
return (res2.ToArray(), res.ToArray());
}
}
}

96
KLHZ.Trader.Core.Tests/FFTTests.cs
View File

@ -10,24 +10,24 @@ namespace KLHZ.Trader.Core.Tests
[Test] [Test]
public static void Test() public static void Test()
{ {
//var da = new List<float>(); var da = new List<float>();
//for (int i = 0; i < 100; i++) for (int i = 0; i < 100; i++)
//{ {
// da.Add((float)System.Math.Sin(0.5 * i)+(float)System.Math.Cos(0.5 * i)); da.Add((float)System.Math.Sin(0.5 * i)+(float)System.Math.Cos(0.5 * i));
//} }
//var start = da.ToArray(); var start = da.ToArray();
//var arrv = da.Select(d => new Complex32(d, 0)).ToArray(); var arrv = da.Select(d => new Complex32(d, 0)).ToArray();
//Fourier.Forward(arrv); Fourier.Forward(arrv);
//var tem = arrv.Select(a => Complex32.Abs(a)).ToArray(); var tem = arrv.Select(a => Complex32.Abs(a)).ToArray();
//var s = tem.Sum(); var s = tem.Sum();
//Fourier.Inverse(arrv); Fourier.Inverse(arrv);
//var res = arrv.Select(a => a.Real).ToArray(); var res = arrv.Select(a => a.Real).ToArray();
//for (int i = 0; i < 1000; i++) for (int i = 0; i < 1000; i++)
//{ {
// var d = res[i] - start[i]; var d = res[i] - start[i];
//} }
} }
[Test] [Test]
@ -41,69 +41,9 @@ namespace KLHZ.Trader.Core.Tests
[Test] [Test]
public static void CalcPhaseRangeForMax_Sin() public static void CalcPhaseRange()
{ {
var res = FFT.CalcPhaseRangeFoxMax(1, 0, 0, 0.001); var res = FFT.CalcPhaseRange(1, 0, 0, 0.001);
Assert.IsTrue(res.min < System.Math.PI / 2);
Assert.IsTrue(res.min > System.Math.PI / 2 * 0.9);
Assert.IsTrue(res.max > System.Math.PI / 2);
Assert.IsTrue(res.max < System.Math.PI / 2 * 1.1);
}
[Test]
public static void CalcPhaseRangeForMin_Sin()
{
var res = FFT.CalcPhaseRangeFoxMin(1, 0, 0, 0.001);
Assert.IsTrue(res.min < 3*System.Math.PI / 2);
Assert.IsTrue(res.min > 3*System.Math.PI / 2 * 0.9);
Assert.IsTrue(res.max > 3*System.Math.PI / 2);
Assert.IsTrue(res.max < 3*System.Math.PI / 2 * 1.1);
}
[Test]
public static void CalcPhaseRangeForMax_MinusSin()
{
var res = FFT.CalcPhaseRangeFoxMax(-1, 0, 0, 0.001);
Assert.IsTrue(res.min < 3*System.Math.PI / 2);
Assert.IsTrue(res.min > 3*System.Math.PI / 2 * 0.9);
Assert.IsTrue(res.max > 3*System.Math.PI / 2);
Assert.IsTrue(res.max < 3*System.Math.PI / 2 * 1.1);
}
[Test]
public static void CalcPhaseRangeForMax_Cos()
{
var res = FFT.CalcPhaseRangeFoxMax(0, 1, 0, 0.001);
Assert.IsTrue(res.min < System.Math.PI * 2);
Assert.IsTrue(res.min > System.Math.PI * 2 * 0.9);
Assert.IsTrue(res.max > 0);
Assert.IsTrue(res.max < System.Math.PI * 2*0.1);
}
[Test]
public static void CalcPhaseRangeForMin_Cos()
{
var res = FFT.CalcPhaseRangeFoxMin(0, 1, 0, 0.001);
Assert.IsTrue(res.min < System.Math.PI);
Assert.IsTrue(res.min > System.Math.PI * 0.9);
Assert.IsTrue(res.max > System.Math.PI);
Assert.IsTrue(res.max < System.Math.PI * 1.1);
}
[Test]
public static void CalcPhaseRangeForMax_CosWithShift()
{
var res = FFT.CalcPhaseRangeFoxMax(0, 1, System.Math.PI / 2, 0.001);
Assert.IsTrue(res.min < 3 * System.Math.PI / 2);
Assert.IsTrue(res.min > 3 * System.Math.PI / 2 * 0.9);
Assert.IsTrue(res.max > 3 * System.Math.PI / 2);
Assert.IsTrue(res.max < 3 * System.Math.PI / 2 * 1.1);
}
[Test]
public static void CalcPhaseRangeForMax_CosWithShift2()
{
var res = FFT.CalcPhaseRangeFoxMax(0, 1, - System.Math.PI / 2, 0.001);
Assert.IsTrue(res.min < System.Math.PI / 2); Assert.IsTrue(res.min < System.Math.PI / 2);
Assert.IsTrue(res.min > System.Math.PI / 2 * 0.9); Assert.IsTrue(res.min > System.Math.PI / 2 * 0.9);
Assert.IsTrue(res.max > System.Math.PI / 2); Assert.IsTrue(res.max > System.Math.PI / 2);

29
KLHZ.Trader.Core.Tests/SignalProcessingTests.cs
View File

@ -1,29 +0,0 @@
using KLHZ.Trader.Core.Math.Declisions.Utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Security.Cryptography;
using System.Text;
using System.Threading.Tasks;
namespace KLHZ.Trader.Core.Tests
{
public class SignalProcessingTests
{
[Test]
public static void Test()
{
var da = new List<double>();
var times = new List<DateTime>();
var startDt = DateTime.UtcNow;
for (int i = 0; i < 100; i++)
{
startDt = startDt.AddSeconds(((double)(RandomNumberGenerator.GetInt32(1, 100)))/100);
times.Add(startDt);
da.Add((float)System.Math.Sin(0.01 * i) + (float)System.Math.Cos(0.01 * i));
}
var res = SignalProcessing.InterpolateData(times.ToArray(), da.ToArray(), TimeSpan.FromSeconds(5));
}
}
}

4
KLHZ.Trader.Core/Common/BotModeSwitcher.cs
View File

@ -3,8 +3,8 @@
public static class BotModeSwitcher public static class BotModeSwitcher
{ {
private readonly static object _locker = new(); private readonly static object _locker = new();
private static bool _canSell = true; private static bool _canSell = false;
private static bool _canPurchase = true; private static bool _canPurchase = false;
public static bool CanSell() public static bool CanSell()
{ {

29
KLHZ.Trader.Core/Exchange/Services/Trader.cs
View File

@ -19,7 +19,6 @@ using System.Collections.Concurrent;
using System.Security.Cryptography; using System.Security.Cryptography;
using System.Threading.Channels; using System.Threading.Channels;
using Tinkoff.InvestApi; using Tinkoff.InvestApi;
using static Microsoft.EntityFrameworkCore.DbLoggerCategory.Database;
using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType; using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType;
namespace KLHZ.Trader.Core.Exchange.Services namespace KLHZ.Trader.Core.Exchange.Services
@ -126,7 +125,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
var stoppingKey = message.Figi + asset.AccountId; var stoppingKey = message.Figi + asset.AccountId;
if (message.Time - asset.BoughtAt > TimeSpan.FromMinutes(4) && profit < -66m && !ClosingStops.ContainsKey(stoppingKey)) if (message.Time - asset.BoughtAt > TimeSpan.FromMinutes(4) && profit < -66m && !ClosingStops.ContainsKey(stoppingKey))
{ {
var command = new TradeCommand() await _dataBus.Broadcast(new TradeCommand()
{ {
AccountId = asset.AccountId, AccountId = asset.AccountId,
Figi = message.Figi, Figi = message.Figi,
@ -135,10 +134,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
Count = System.Math.Abs((long)asset.Count), Count = System.Math.Abs((long)asset.Count),
RecomendPrice = null, RecomendPrice = null,
EnableMargin = false, EnableMargin = false,
}; });
await _dataBus.Broadcast(command);
_logger.LogWarning("Сброс актива {figi}! id команды {commandId} Направление сделки: {dir}; Количество активов: {count}; Разрешена ли маржиналка: {margin}",
message.Figi, command.CommandId, command.CommandType, command.Count, command.EnableMargin);
OpeningStops[message.Figi] = DateTime.UtcNow.AddMinutes(10); OpeningStops[message.Figi] = DateTime.UtcNow.AddMinutes(10);
ClosingStops[stoppingKey] = DateTime.UtcNow.AddSeconds(30); ClosingStops[stoppingKey] = DateTime.UtcNow.AddSeconds(30);
await LogDeclision(DeclisionTradeAction.CloseLong, message, profit); await LogDeclision(DeclisionTradeAction.CloseLong, message, profit);
@ -147,7 +143,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
if (message.Time - asset.BoughtAt > TimeSpan.FromHours(4) && profit > 100 && !ClosingStops.ContainsKey(stoppingKey)) if (message.Time - asset.BoughtAt > TimeSpan.FromHours(4) && profit > 100 && !ClosingStops.ContainsKey(stoppingKey))
{ {
var command = new TradeCommand() await _dataBus.Broadcast(new TradeCommand()
{ {
AccountId = asset.AccountId, AccountId = asset.AccountId,
Figi = message.Figi, Figi = message.Figi,
@ -156,10 +152,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
Count = (long)asset.Count, Count = (long)asset.Count,
RecomendPrice = null, RecomendPrice = null,
EnableMargin = false, EnableMargin = false,
}; });
await _dataBus.Broadcast(command);
_logger.LogWarning("Сброс актива {figi}! id команды {commandId} Направление сделки: {dir}; Количество активов: {count}; Разрешена ли маржиналка: {margin}",
message.Figi, command.CommandId, command.CommandType, command.Count, command.EnableMargin);
ClosingStops[stoppingKey] = DateTime.UtcNow.AddSeconds(30); 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);
@ -218,17 +211,14 @@ namespace KLHZ.Trader.Core.Exchange.Services
{ {
if (RandomNumberGenerator.GetInt32(100) > 50) if (RandomNumberGenerator.GetInt32(100) > 50)
{ {
var command = new TradeCommand() await _dataBus.Broadcast(new TradeCommand()
{ {
AccountId = acc.Value.AccountId, AccountId = acc.Value.AccountId,
Figi = message.Figi, Figi = message.Figi,
CommandType = Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy, CommandType = Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy,
Count = 1, Count = 1,
RecomendPrice = null, RecomendPrice = null,
}; });
await _dataBus.Broadcast(command);
_logger.LogWarning("Покупка актива {figi}! id команды {commandId}. Направление сделки: {dir}; Количество активов: {count}; Разрешена ли маржиналка: {margin}",
message.Figi, command.CommandId, command.CommandType, command.Count, command.EnableMargin);
if (loggedDeclisions == 0) if (loggedDeclisions == 0)
{ {
await LogDeclision(DeclisionTradeAction.OpenLongReal, message); await LogDeclision(DeclisionTradeAction.OpenLongReal, message);
@ -271,7 +261,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
if (profit > 0 && !ClosingStops.ContainsKey(stoppingKey)) if (profit > 0 && !ClosingStops.ContainsKey(stoppingKey))
{ {
ClosingStops[stoppingKey] = DateTime.UtcNow.AddSeconds(30); ClosingStops[stoppingKey] = DateTime.UtcNow.AddSeconds(30);
var command = new TradeCommand() await _dataBus.Broadcast(new TradeCommand()
{ {
AccountId = asset.AccountId, AccountId = asset.AccountId,
Figi = message.Figi, Figi = message.Figi,
@ -279,10 +269,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
Count = (long)asset.Count, Count = (long)asset.Count,
RecomendPrice = null, RecomendPrice = null,
EnableMargin = false, EnableMargin = false,
}; });
await _dataBus.Broadcast(command);
_logger.LogWarning("Продажа актива {figi}! id команды {commandId}. Направление сделки: {dir}; Количество активов: {count}; Разрешена ли маржиналка: {margin}",
message.Figi, command.CommandId, command.CommandType, command.Count, command.EnableMargin);
if (loggedDeclisions == 0) if (loggedDeclisions == 0)
{ {
loggedDeclisions++; loggedDeclisions++;

7
KLHZ.Trader.Core/Exchange/Services/TradingCommandsExecutor.cs
View File

@ -3,10 +3,8 @@ using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
using Microsoft.Extensions.Hosting; using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
using System.Threading.Channels; using System.Threading.Channels;
using Telegram.Bot.Types;
using Tinkoff.InvestApi; using Tinkoff.InvestApi;
using Tinkoff.InvestApi.V1; using Tinkoff.InvestApi.V1;
using static Microsoft.EntityFrameworkCore.DbLoggerCategory.Database;
namespace KLHZ.Trader.Core.Exchange.Services namespace KLHZ.Trader.Core.Exchange.Services
{ {
@ -71,13 +69,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
ConfirmMarginTrade = tradeCommand.EnableMargin, ConfirmMarginTrade = tradeCommand.EnableMargin,
}; };
_logger.LogWarning("Получена команда c id {commandId} на операцию с активом {figi}! Тип заявки сделки: {dir}; Количество активов: {count}; Разрешена ли маржиналка: {margin}",
tradeCommand.CommandId, req.InstrumentId, req.OrderType, req.Quantity, req.ConfirmMarginTrade);
var res = await _investApiClient.Orders.PostOrderAsync(req); var res = await _investApiClient.Orders.PostOrderAsync(req);
_logger.LogWarning("Исполнена команда c id {commandId} на операцию с активом {figi}! Направление: {dir}; Число лотов: {lots}; цена: {price}", tradeCommand.CommandId, res.Figi,
res.Direction, res.LotsExecuted, (decimal)res.ExecutedOrderPrice);
//var result = new DealResult //var result = new DealResult
//{ //{
// Count = sign * res.LotsExecuted, // Count = sign * res.LotsExecuted,

45
KLHZ.Trader.Service/Controllers/PlayController.cs
View File

@ -4,10 +4,8 @@ using KLHZ.Trader.Core.DataLayer;
using KLHZ.Trader.Core.DataLayer.Entities.Orders; using KLHZ.Trader.Core.DataLayer.Entities.Orders;
using KLHZ.Trader.Core.DataLayer.Entities.Prices; using KLHZ.Trader.Core.DataLayer.Entities.Prices;
using KLHZ.Trader.Core.Exchange.Services; using KLHZ.Trader.Core.Exchange.Services;
using KLHZ.Trader.Core.Math.Declisions.Utils;
using Microsoft.AspNetCore.Mvc; using Microsoft.AspNetCore.Mvc;
using Microsoft.EntityFrameworkCore; using Microsoft.EntityFrameworkCore;
using System;
namespace KLHZ.Trader.Service.Controllers namespace KLHZ.Trader.Service.Controllers
{ {
@ -202,49 +200,6 @@ namespace KLHZ.Trader.Service.Controllers
} }
[HttpGet]
public async Task TestInmterpolate(string figi)
{
try
{
var t1 = DateTime.UtcNow.AddHours(-4);
var t2 = DateTime.UtcNow.AddHours(1);
//t1 = new DateTime(2025, 9, 15, 10, 1, 0, DateTimeKind.Utc);
//t2 = new DateTime(2025, 9, 15, 10, 1, 50, DateTimeKind.Utc);
using var context1 = await _dbContextFactory.CreateDbContextAsync();
context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
var data = await context1.PriceChanges
.Where(i => i.Time >= t1 && i.Time <= t2 && i.Figi == figi)
.OrderBy(i => i.Time)
.ToArrayAsync();
var buffer = new List<ProcessedPrice>();
var res = SignalProcessing.InterpolateData(data.Select(d => d.Time).ToArray(), data.Select(d => (double)d.Value).ToArray(),
TimeSpan.FromSeconds(1));
for (int i=0;i< res.Item1.Length; i++)
{
buffer.Add(new ProcessedPrice()
{
Figi = figi,
Processor = "1secinterpol",
Ticker = data[0].Ticker,
Count = 1,
Direction = 0,
Time = res.Item1[i],
Value =(decimal) res.Item2[i]
});
}
await context1.ProcessedPrices.AddRangeAsync(buffer);
await context1.SaveChangesAsync();
}
catch (Exception ex)
{
}
}
//[HttpGet] //[HttpGet]
//public async Task GetBalance(string figi) //public async Task GetBalance(string figi)
//{ //{