Релиз!

KLHZ.Trader.Core.Contracts/Declisions/Interfaces/IPriceHistoryCacheUnit.cs

@@ -8,6 +8,7 @@ namespace KLHZ.Trader.Core.Contracts.Declisions.Interfaces
         public int Length { get; }
         public ValueTask AddData(INewPrice priceChange);
         public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData(int? length = null);
+        public ValueTask<(DateTime[] timestamps, decimal[] prices, bool isFullIntervalExists)> GetData(TimeSpan period);
         public ValueTask AddOrderbook(IOrderbook orderbook);
 
         /// <summary>
@@ -19,5 +20,7 @@ namespace KLHZ.Trader.Core.Contracts.Declisions.Interfaces
         /// Число заявок на покупку в стакане.
         /// </summary>
         public decimal BidsCount { get; }
+
+        public ValueTask<(DateTime time, decimal price)> GetLastValues();
     }
 }

KLHZ.Trader.Core.Math/Declisions/Dtos/ProcessedPrice.cs

@@ -1,14 +0,0 @@
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-
-namespace KLHZ.Trader.Core.Math.Declisions.Dtos
-{
-    public class ProcessedPrice : IProcessedPrice
-    {
-        public required string Processor { get; set; }
-        public bool IsHistoricalData { get; set; }
-        public decimal Value { get; set; }
-        public required string Figi { get; set; }
-        public required string Ticker { get; set; }
-        public DateTime Time { get; set; }
-    }
-}

KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit.cs

@@ -1,94 +0,0 @@
-using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-
-namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
-{
-    public class PriceHistoryCacheUnit : IPriceHistoryCacheUnit
-    {
-        public const int CacheMaxLength = 500;
-
-        public string Figi { get; init; }
-
-        public int Length
-        {
-            get
-            {
-                lock (_locker)
-                {
-                    return _length;
-                }
-            }
-        }
-
-        public decimal AsksCount => 1;
-        public decimal BidsCount => 1;
-
-        private readonly object _locker = new();
-        private readonly decimal[] Prices = new decimal[CacheMaxLength];
-        private readonly DateTime[] Timestamps = new DateTime[CacheMaxLength];
-
-        private int _length = 0;
-
-        public ValueTask AddData(INewPrice priceChange)
-        {
-            lock (_locker)
-            {
-                Array.Copy(Prices, 1, Prices, 0, Prices.Length - 1);
-                Array.Copy(Timestamps, 1, Timestamps, 0, Timestamps.Length - 1);
-
-                Prices[Prices.Length - 1] = priceChange.Value;
-                Timestamps[Timestamps.Length - 1] = priceChange.Time;
-
-                if (_length < CacheMaxLength)
-                {
-                    _length++;
-                }
-            }
-            return ValueTask.CompletedTask;
-        }
-
-        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData(int? length = null)
-        {
-            lock (_locker)
-            {
-                var prices = new decimal[_length];
-                var timestamps = new DateTime[_length];
-                Array.Copy(Prices, Prices.Length - _length, prices, 0, prices.Length);
-                Array.Copy(Timestamps, Prices.Length - _length, timestamps, 0, timestamps.Length);
-                return ValueTask.FromResult((timestamps, prices));
-            }
-        }
-
-        public ValueTask AddOrderbook(IOrderbook orderbook)
-        {
-            return ValueTask.CompletedTask;
-        }
-
-        public PriceHistoryCacheUnit(string figi, params INewPrice[] priceChanges)
-        {
-            Figi = figi;
-
-
-            if (priceChanges.Length == 0)
-            {
-                return;
-            }
-
-            var selectedPriceChanges = priceChanges
-                .OrderBy(pc => pc.Time)
-                .Skip(priceChanges.Length - CacheMaxLength)
-                .ToArray();
-            var prices = selectedPriceChanges
-                .Select(pc => pc.Value)
-                .ToArray();
-            var times = selectedPriceChanges
-                .Select(pc => pc.Time)
-                .ToArray();
-
-            Array.Copy(prices, 0, Prices, Prices.Length - prices.Length, prices.Length);
-            Array.Copy(times, 0, Timestamps, Timestamps.Length - times.Length, times.Length);
-
-            _length = times.Length > CacheMaxLength ? CacheMaxLength : times.Length;
-        }
-    }
-}

KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit2.cs

@@ -108,6 +108,46 @@ namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
             return ValueTask.CompletedTask;
         }
 
+        public ValueTask<(DateTime time, decimal price)> GetLastValues()
+        {
+            lock (_locker)
+            {
+                return ValueTask.FromResult((Timestamps[_pointer], Prices[_pointer]));
+            }
+        }
+
+        public ValueTask<(DateTime[] timestamps, decimal[] prices, bool isFullIntervalExists)> GetData(TimeSpan period)
+        {
+            lock (_locker)
+            {
+                if (_pointer < 0)
+                {
+                    return ValueTask.FromResult((Array.Empty<DateTime>(), Array.Empty<decimal>(), false));
+                }
+                else
+                {
+                    var i = _pointer;
+                    var lastTime = Timestamps[i];
+                    for (i = _pointer - 1; i >= 0; i--)
+                    {
+                        var currentTime = Timestamps[i];
+                        if (lastTime - currentTime >= period)
+                        {
+                            break;
+                        }
+                    }
+
+                    var dataLength = _pointer - i;
+                    var prices = new decimal[dataLength];
+                    var timestamps = new DateTime[dataLength];
+                    var index = 1 + _pointer - dataLength;
+                    Array.Copy(Prices, index, prices, 0, prices.Length);
+                    Array.Copy(Timestamps, index, timestamps, 0, timestamps.Length);
+                    return ValueTask.FromResult((timestamps, prices, i + 1 != 0));
+                }
+            }
+        }
+
         public PriceHistoryCacheUnit2(string figi, params INewPrice[] priceChanges)
         {
             Figi = figi;

KLHZ.Trader.Core.Math/Declisions/Utils/MovingAverage.cs

@@ -20,7 +20,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             return (startTime, sum / count);
         }
 
-        public static (TradingEvent events, decimal bigWindowAv, decimal smallWindowAv) CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size, int smallWindow, int bigWindow, decimal meanfullStep = 3m)
+        public static (TradingEvent events, decimal bigWindowAv, decimal smallWindowAv) CheckByWindowAverageMean(DateTime[] timestamps, decimal[] prices, int size, int smallWindow, int bigWindow, TimeSpan timeForUptreandStart, decimal meanfullStep = 3m)
         {
             var res = TradingEvent.None;
             var bigWindowAv = 0m;
@@ -29,6 +29,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
             try
             {
                 var pricesForFinalComparison = new decimal[size];
+                var timesForFinalComparison = new DateTime[size];
                 var twavss = new decimal[size];
                 var twavbs = new decimal[size];
                 var times = new DateTime[size];
@@ -42,6 +43,7 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                     var twavs = CalcTimeWindowAverageValue(timestamps, prices, smallWindow, shift);
                     var twavb = CalcTimeWindowAverageValue(timestamps, prices, bigWindow, shift);
                     pricesForFinalComparison[i2] = prices[prices.Length - 1 - shift];
+                    timesForFinalComparison[i2] = timestamps[prices.Length - 1 - shift];
                     if (shift == 0)
                     {
                         bigWindowAv = twavb.value;
@@ -75,7 +77,8 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                             // если фильтрация окном 120 наползает на окно 15 сверху, потенциальное время открытия лонга и закрытия шорта
                             if (twavbs[size - 1] <= twavss[size - 1] && twavbs[size - 2] > twavss[size - 2])
                             {
-                                if (pricesForFinalComparison[i2 + 1] - pricesForFinalComparison[size - 1] >= meanfullStep)
+                                if (pricesForFinalComparison[i2 + 1] - pricesForFinalComparison[size - 1] >= meanfullStep
+                                    && timesForFinalComparison[size - 1] - timesForFinalComparison[i2 + 1] >= timeForUptreandStart)
                                 {
                                     res |= TradingEvent.UptrendStart;
                                 }
@@ -85,7 +88,8 @@ namespace KLHZ.Trader.Core.Math.Declisions.Utils
                             // если фильтрация окном 15 наползает на окно 120 сверху, потенциальное время закрытия лонга и возможно открытия шорта
                             if (twavss[size - 1] <= twavbs[size - 1] && twavss[size - 2] > twavbs[size - 2])
                             {
-                                if (pricesForFinalComparison[i2 + 1] - pricesForFinalComparison[size - 1] <= -meanfullStep)
+                                if (pricesForFinalComparison[i2 + 1] - pricesForFinalComparison[size - 1] <= -meanfullStep
+                                    && timesForFinalComparison[size - 1] - timesForFinalComparison[i2 + 1] >= timeForUptreandStart)
                                 {
                                     res |= TradingEvent.UptrendEnd;
                                 }

KLHZ.Trader.Core.Tests/HistoryCacheUnit2Tests.cs

@@ -13,7 +13,7 @@ namespace KLHZ.Trader.Core.Tests
                 var startDt = DateTime.UtcNow.AddSeconds(-count);
                 for (int i = 0; i < count; i++)
                 {
-                    startDt = startDt.AddSeconds(i);
+                    startDt = startDt.AddSeconds(1);
                     res[i] = new PriceChange()
                     {
                         Figi = figi,
@@ -80,7 +80,7 @@ namespace KLHZ.Trader.Core.Tests
         [Test]
         public void Test4()
         {
-            var count = PriceHistoryCacheUnit.CacheMaxLength;
+            var count = PriceHistoryCacheUnit2.CacheMaxLength;
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
@@ -100,7 +100,7 @@ namespace KLHZ.Trader.Core.Tests
         public void Test5()
         {
             var shift = 7;
-            var count = PriceHistoryCacheUnit.CacheMaxLength + shift;
+            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
@@ -124,7 +124,7 @@ namespace KLHZ.Trader.Core.Tests
         public void Test6()
         {
             var shift = 10;
-            var count = PriceHistoryCacheUnit.CacheMaxLength + shift;
+            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
@@ -148,7 +148,7 @@ namespace KLHZ.Trader.Core.Tests
         public void Test7()
         {
             var shift = 334;
-            var count = PriceHistoryCacheUnit.CacheMaxLength + shift;
+            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
@@ -172,7 +172,7 @@ namespace KLHZ.Trader.Core.Tests
         [Test]
         public void Test8()
         {
-            var count = PriceHistoryCacheUnit.CacheMaxLength;
+            var count = PriceHistoryCacheUnit2.CacheMaxLength;
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
@@ -216,6 +216,9 @@ namespace KLHZ.Trader.Core.Tests
                     var data = cacheUnit.GetData().Result;
                     Assert.IsTrue(data.prices.Length == PriceHistoryCacheUnit2.CacheMaxLength);
                     Assert.IsTrue(data.prices.Last() == i);
+                    var lastValues = cacheUnit.GetLastValues().Result;
+                    Assert.IsTrue(data.prices.Last() == lastValues.price);
+                    Assert.IsTrue(data.timestamps.Last() == lastValues.time);
                 }
             }
         }
@@ -225,7 +228,7 @@ namespace KLHZ.Trader.Core.Tests
         {
             var length = 77;
             var shift = 334;
-            var count = PriceHistoryCacheUnit.CacheMaxLength + shift;
+            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
             var figi = "figi";
             var hist = GetHistory(count, figi);
             var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
@@ -242,5 +245,49 @@ namespace KLHZ.Trader.Core.Tests
                 Assert.That(hist[hist.Length - i].Time, Is.EqualTo(data.timestamps[data.prices.Length - i]));
             }
         }
+
+        [Test]
+        public void Test11()
+        {
+            var length = 77;
+            var shift = 334;
+            var count = PriceHistoryCacheUnit2.CacheMaxLength + shift;
+            var figi = "figi";
+            var hist = GetHistory(count, figi);
+            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
+            var data = cacheUnit.GetData(length).Result;
+            var span = TimeSpan.FromSeconds(100);
+            var dataForPeriod = cacheUnit.GetData(span).Result;
+
+            Assert.That(dataForPeriod.isFullIntervalExists);
+            Assert.That(data.prices.Last() == dataForPeriod.prices.Last());
+            Assert.That(data.timestamps.Last() == dataForPeriod.timestamps.Last());
+            var dt = dataForPeriod.timestamps.Last() - dataForPeriod.timestamps.First();
+            Assert.That(dt <= span);
+            Assert.That(data.prices.Length == length);
+            Assert.That(data.timestamps.Length == length);
+
+            Assert.That(data.prices.Last() == hist.Last().Value);
+            Assert.That(data.timestamps.Last() == hist.Last().Time);
+        }
+
+        [Test]
+        public void Test12()
+        {
+            var count = 30;
+            var figi = "figi";
+            var hist = GetHistory(count, figi);
+            var cacheUnit = new PriceHistoryCacheUnit2(figi, hist);
+            var data = cacheUnit.GetData().Result;
+            var span = TimeSpan.FromSeconds(100);
+            var dataForPeriod = cacheUnit.GetData(span).Result;
+
+            Assert.IsFalse(dataForPeriod.isFullIntervalExists);
+            Assert.That(data.prices.Last() == dataForPeriod.prices.Last());
+            Assert.That(data.timestamps.Last() == dataForPeriod.timestamps.Last());
+
+            Assert.That(data.prices.First() == dataForPeriod.prices.First());
+            Assert.That(data.timestamps.First() == dataForPeriod.timestamps.First());
+        }
     }
 }

KLHZ.Trader.Core.Tests/HistoryCacheUnitTests.cs

@@ -1,207 +0,0 @@
-using KLHZ.Trader.Core.DataLayer.Entities.Prices;
-using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
-
-namespace KLHZ.Trader.Core.Tests
-{
-    public class HistoryCacheUnitTests
-    {
-        private static PriceChange[] GetHistory(int count, string figi)
-        {
-            var res = new PriceChange[count];
-            if (count != 0)
-            {
-                var startDt = DateTime.UtcNow.AddSeconds(-count);
-                for (int i = 0; i < count; i++)
-                {
-                    startDt = startDt.AddSeconds(i);
-                    res[i] = new PriceChange()
-                    {
-                        Figi = figi,
-                        Ticker = figi + "_ticker",
-                        Id = i,
-                        Time = startDt,
-                        Value = (decimal)(i + 0.5)
-                    };
-                }
-            }
-            return res;
-        }
-
-        [Test]
-        public void Test1()
-        {
-            var count = 0;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-        }
-
-        [Test]
-        public void Test2()
-        {
-            var count = 1;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-            for (var i = 0; i < count; i++)
-            {
-                Assert.That((float)hist[i].Value, Is.EqualTo(data.prices[i]));
-                Assert.That(hist[i].Time, Is.EqualTo(data.timestamps[i]));
-            }
-        }
-
-        [Test]
-        public void Test3()
-        {
-            var count = 20;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-
-            for (var i = 0; i < count; i++)
-            {
-                Assert.That((float)hist[i].Value, Is.EqualTo(data.prices[i]));
-                Assert.That(hist[i].Time, Is.EqualTo(data.timestamps[i]));
-            }
-        }
-
-        [Test]
-        public void Test4()
-        {
-            var count = PriceHistoryCacheUnit.CacheMaxLength;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-
-            for (var i = 0; i < count; i++)
-            {
-                Assert.That((float)hist[i].Value, Is.EqualTo(data.prices[i]));
-                Assert.That(hist[i].Time, Is.EqualTo(data.timestamps[i]));
-            }
-        }
-
-        [Test]
-        public void Test5()
-        {
-            var shift = 7;
-            var count = PriceHistoryCacheUnit.CacheMaxLength + shift;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count - shift);
-            Assert.That(data.timestamps.Length == count - shift);
-
-            for (var i = 0; i < count; i++)
-            {
-                var k = i + shift;
-                if (k < hist.Length)
-                {
-                    Assert.That((float)hist[k].Value, Is.EqualTo(data.prices[i]));
-                    Assert.That(hist[k].Time, Is.EqualTo(data.timestamps[i]));
-                }
-            }
-        }
-
-        [Test]
-        public void Test6()
-        {
-            var shift = 10;
-            var count = PriceHistoryCacheUnit.CacheMaxLength + shift;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count - shift);
-            Assert.That(data.timestamps.Length == count - shift);
-
-            for (var i = 0; i < count; i++)
-            {
-                var k = i + shift;
-                if (k < hist.Length)
-                {
-                    Assert.That((float)hist[k].Value, Is.EqualTo(data.prices[i]));
-                    Assert.That(hist[k].Time, Is.EqualTo(data.timestamps[i]));
-                }
-            }
-        }
-
-        [Test]
-        public void Test7()
-        {
-            var shift = 334;
-            var count = PriceHistoryCacheUnit.CacheMaxLength + shift;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count - shift);
-            Assert.That(data.timestamps.Length == count - shift);
-
-            for (var i = 0; i < count; i++)
-            {
-                var k = i + shift;
-                if (k < hist.Length)
-                {
-                    Assert.That((float)hist[k].Value, Is.EqualTo(data.prices[i]));
-                    Assert.That(hist[k].Time, Is.EqualTo(data.timestamps[i]));
-                }
-            }
-        }
-
-
-        [Test]
-        public void Test8()
-        {
-            var count = PriceHistoryCacheUnit.CacheMaxLength;
-            var figi = "figi";
-            var hist = GetHistory(count, figi);
-            var cacheUnit = new PriceHistoryCacheUnit("", hist);
-            var data = cacheUnit.GetData().Result;
-
-            Assert.That(data.prices.Length == count);
-            Assert.That(data.timestamps.Length == count);
-
-            for (var i = 0; i < count; i++)
-            {
-                Assert.That((float)hist[i].Value, Is.EqualTo(data.prices[i]));
-                Assert.That(hist[i].Time, Is.EqualTo(data.timestamps[i]));
-            }
-
-            var newData1 = new PriceChange() { Figi = figi, Ticker = figi, Value = 100500, Time = DateTime.UtcNow };
-
-            cacheUnit.AddData(newData1);
-
-            var data2 = cacheUnit.GetData().Result;
-            Assert.IsTrue(data2.prices[data2.prices.Length - 1] == newData1.Value);
-            Assert.IsTrue(data2.timestamps[data2.timestamps.Length - 1] == newData1.Time);
-
-            var newData2 = new PriceChange() { Figi = figi, Ticker = figi, Value = 100501, Time = DateTime.UtcNow };
-
-            cacheUnit.AddData(newData2);
-
-            var data3 = cacheUnit.GetData().Result;
-            Assert.IsTrue(data3.prices[data3.prices.Length - 1] == newData2.Value);
-            Assert.IsTrue(data3.timestamps[data3.timestamps.Length - 1] == newData2.Time);
-        }
-    }
-}

KLHZ.Trader.Core.Tests/TraderTests.cs

@@ -1,4 +1,5 @@
-using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
+using KLHZ.Trader.Core.Common;
+using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
 
 namespace KLHZ.Trader.Core.Tests
 {
@@ -7,7 +8,7 @@ namespace KLHZ.Trader.Core.Tests
         [Test]
         public void IsBuyAllowedTest1()
         {
-
+            BotModeSwitcher.StartPurchase();
             var account = new ManagedAccount("111");
             account.Total = 10000;
             account.Balance = 9000;
@@ -24,7 +25,7 @@ namespace KLHZ.Trader.Core.Tests
         [Test]
         public void IsBuyAllowedTest2()
         {
-
+            BotModeSwitcher.StartPurchase();
             var account = new ManagedAccount("111");
             account.Total = 10000;
             account.Balance = 5000;
@@ -41,7 +42,7 @@ namespace KLHZ.Trader.Core.Tests
         [Test]
         public void IsBuyAllowedTest3()
         {
-
+            BotModeSwitcher.StartPurchase();
             var account = new ManagedAccount("111");
             account.Total = 10000;
             account.Balance = 5000;
@@ -58,7 +59,7 @@ namespace KLHZ.Trader.Core.Tests
         [Test]
         public void IsBuyAllowedTest4()
         {
-
+            BotModeSwitcher.StartPurchase();
             var account = new ManagedAccount("111");
             account.Total = 10000;
             account.Balance = 3000;
@@ -75,7 +76,7 @@ namespace KLHZ.Trader.Core.Tests
         [Test]
         public void IsBuyAllowedTest5()
         {
-
+            BotModeSwitcher.StartPurchase();
             var account = new ManagedAccount("111");
             account.Total = 10000;
             account.Balance = 5000;

KLHZ.Trader.Core/Common/BotModeSwitcher.cs

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

KLHZ.Trader.Core/Common/Messaging/Services/ProcessedPricesLogger.cs

@@ -1,74 +0,0 @@
-using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
-using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
-using KLHZ.Trader.Core.DataLayer;
-using Microsoft.EntityFrameworkCore;
-using Microsoft.Extensions.Hosting;
-using Microsoft.Extensions.Logging;
-using System.Threading.Channels;
-
-namespace KLHZ.Trader.Core.Common.Messaging.Services
-{
-    public class ProcessedPricesLogger : IHostedService
-    {
-        private readonly ILogger<ProcessedPricesLogger> _logger;
-        private readonly IDataBus _dataBus;
-        private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
-
-        private readonly Channel<IProcessedPrice> _channel = Channel.CreateUnbounded<IProcessedPrice>();
-        public ProcessedPricesLogger(IDataBus dataBus, IDbContextFactory<TraderDbContext> dbContextFactory, ILogger<ProcessedPricesLogger> logger)
-        {
-            _dataBus = dataBus;
-            _dbContextFactory = dbContextFactory;
-            _logger = logger;
-            _dataBus.AddChannel(nameof(ProcessedPricesLogger), _channel);
-            _ = ProcessMessages();
-        }
-
-        private async Task ProcessMessages()
-        {
-            var buffer = new List<DataLayer.Entities.Prices.ProcessedPrice>();
-            var lastWrite = DateTime.UtcNow;
-            while (await _channel.Reader.WaitToReadAsync())
-            {
-                try
-                {
-                    var message = await _channel.Reader.ReadAsync();
-
-                    buffer.Add(new DataLayer.Entities.Prices.ProcessedPrice()
-                    {
-                        Figi = message.Figi,
-                        Processor = message.Processor,
-                        Ticker = message.Ticker,
-                        IsHistoricalData = message.IsHistoricalData,
-                        Time = message.Time,
-                        Value = message.Value,
-                    });
-
-                    if (buffer.Count > 10000 || DateTime.UtcNow - lastWrite > TimeSpan.FromSeconds(5) || _channel.Reader.Count == 0)
-                    {
-                        lastWrite = DateTime.UtcNow;
-                        using var context = await _dbContextFactory.CreateDbContextAsync();
-                        context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
-                        await context.AddRangeAsync(buffer);
-                        buffer.Clear();
-                        await context.SaveChangesAsync();
-                    }
-                }
-                catch (Exception ex)
-                {
-
-                }
-            }
-        }
-
-        public Task StartAsync(CancellationToken cancellationToken)
-        {
-            return Task.CompletedTask;
-        }
-
-        public Task StopAsync(CancellationToken cancellationToken)
-        {
-            return Task.CompletedTask;
-        }
-    }
-}

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

@@ -11,7 +11,6 @@ using Microsoft.EntityFrameworkCore;
 using Microsoft.Extensions.Hosting;
 using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Options;
-using System.Collections.Concurrent;
 using Tinkoff.InvestApi;
 using Tinkoff.InvestApi.V1;
 
@@ -19,17 +18,16 @@ namespace KLHZ.Trader.Core.Exchange.Services
 {
     public class ExchangeDataReader : IHostedService
     {
-        private readonly TradeDataProvider _tradeDataProvider;
+        private readonly TraderDataProvider _tradeDataProvider;
         private readonly InvestApiClient _investApiClient;
         private readonly string[] _instrumentsFigis = [];
         private readonly string[] _managedAccountNamePatterns;
         private readonly ILogger<ExchangeDataReader> _logger;
-        private readonly ConcurrentDictionary<string, string> _tickersCache = new();
         private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
         private readonly CancellationTokenSource _cts = new();
         private readonly IDataBus _eventBus;
         private readonly bool _exchangeDataRecievingEnabled;
-        public ExchangeDataReader(InvestApiClient investApiClient, IDataBus eventBus, TradeDataProvider tradeDataProvider,
+        public ExchangeDataReader(InvestApiClient investApiClient, IDataBus eventBus, TraderDataProvider tradeDataProvider,
             IOptions<ExchangeConfig> options, IDbContextFactory<TraderDbContext> dbContextFactory,
             ILogger<ExchangeDataReader> logger)
         {
@@ -45,6 +43,7 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         public async Task StartAsync(CancellationToken cancellationToken)
         {
+            await _tradeDataProvider.Init();
             _logger.LogInformation("Инициализация приемника данных с биржи");
             var accounts = await _investApiClient.GetAccounts(_managedAccountNamePatterns);
             _ = CycleSubscribtion(accounts);
@@ -61,7 +60,6 @@ namespace KLHZ.Trader.Core.Exchange.Services
                         await SubscribePrices();
                     }
                     await Task.Delay(1000);
-                    //await SubscribeCandles();
                 }
                 catch (Exception ex)
                 {

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

@@ -1,10 +1,8 @@
 using KLHZ.Trader.Core.Common;
 using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
-using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
 using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
-using KLHZ.Trader.Core.DataLayer;
 using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
 using KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums;
 using KLHZ.Trader.Core.DataLayer.Entities.Prices;
@@ -12,13 +10,13 @@ using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
 using KLHZ.Trader.Core.Exchange.Models.Configs;
 using KLHZ.Trader.Core.Exchange.Models.Trading;
 using KLHZ.Trader.Core.Exchange.Utils;
-using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
 using KLHZ.Trader.Core.Math.Declisions.Utils;
 using Microsoft.EntityFrameworkCore;
 using Microsoft.Extensions.Hosting;
 using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Options;
 using System.Collections.Concurrent;
+using System.Security.Cryptography;
 using System.Threading.Channels;
 using Tinkoff.InvestApi;
 using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType;
@@ -28,15 +26,15 @@ namespace KLHZ.Trader.Core.Exchange.Services
     public class Trader : IHostedService
     {
         private readonly IDataBus _dataBus;
-        private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
+        private readonly TraderDataProvider _tradeDataProvider;
-        private readonly TradeDataProvider _tradeDataProvider;
         private readonly ILogger<Trader> _logger;
-        internal readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongOpens = new();
+        private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongOpens = new();
-        internal readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongCloses = new();
+        private readonly ConcurrentDictionary<string, DeferredTrade> DeferredLongCloses = new();
         private readonly ConcurrentDictionary<string, DateTime> OpeningStops = new();
         private readonly ConcurrentDictionary<string, InstrumentSettings> Leverages = new();
-        private readonly ConcurrentDictionary<string, IPriceHistoryCacheUnit> _historyCash = new();
 
+        private readonly string _bigWindowProcessor = nameof(Trader) + "_big";
+        private readonly string _smallWindowProcessor = nameof(Trader) + "_small";
 
         private readonly double _buyStopLength;
         private readonly decimal _futureComission;
@@ -47,19 +45,17 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         private readonly Channel<INewPrice> _pricesChannel = Channel.CreateUnbounded<INewPrice>();
         private readonly Channel<IOrderbook> _ordersbookChannel = Channel.CreateUnbounded<IOrderbook>();
-        private readonly CancellationTokenSource _cts = new();
+
         public Trader(
             ILogger<Trader> logger,
             IOptions<ExchangeConfig> options,
             IDataBus dataBus,
-            IDbContextFactory<TraderDbContext> dbContextFactory,
+            TraderDataProvider tradeDataProvider,
-            TradeDataProvider tradeDataProvider,
             InvestApiClient investApiClient)
         {
             _tradeDataProvider = tradeDataProvider;
             _logger = logger;
             _dataBus = dataBus;
-            _dbContextFactory = dbContextFactory;
             _futureComission = options.Value.FutureComission;
             _shareComission = options.Value.ShareComission;
             _accountCashPart = options.Value.AccountCashPart;
@@ -84,28 +80,154 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
         private async Task ProcessPrices()
         {
-            var declisionsForSave = new List<Declision>();
-            var processedPrices = new List<ProcessedPrice>();
             while (await _pricesChannel.Reader.WaitToReadAsync())
             {
-
-                var bigWindowProcessor = nameof(Trader) + "_big";
-                var smallWindowProcessor = nameof(Trader) + "_small";
                 var message = await _pricesChannel.Reader.ReadAsync();
 
                 if (_tradingInstrumentsFigis.Contains(message.Figi))
                 {
                     var currentTime = message.IsHistoricalData ? message.Time : DateTime.UtcNow;
-                    if (_historyCash.TryGetValue(message.Figi, out var unit))
+
-                    {
-                        await unit.AddData(message);
-                    }
-                    else
-                    {
-                        unit = new PriceHistoryCacheUnit2(message.Figi, message);
-                        _historyCash.TryAdd(message.Figi, unit);
-                    }
                     try
+                    {
+                        await _tradeDataProvider.AddData(message, TimeSpan.FromHours(7));
+                        await ProcessDeferredLongOpens(message, currentTime);
+                        await ProcessDeferredLongCloses(message, currentTime);
+                        if (message.Figi == "FUTIMOEXF000")
+                        {
+                            var windowMaxSize = 100;
+
+                            var data = await _tradeDataProvider.GetData(message.Figi, windowMaxSize);
+                            var state = ExchangeScheduler.GetCurrentState(message.Time);
+                            await ProcessClearing(data, state, message);
+                            await SellOldAssetsIfCan(message);
+
+                            ProcessOpeningStops(message, currentTime);
+                            await ProcessNewPriceIMOEXF(data, state, message, windowMaxSize);
+                        }
+                    }
+                    catch (Exception ex)
+                    {
+                        _logger.LogError(ex, "Ошибка при боработке новой цены IMOEXF");
+                    }
+                }
+            }
+        }
+
+        private async Task SellOldAssetsIfCan(INewPrice message)
+        {
+            var accounts = _tradeDataProvider.Accounts.Values.ToArray();
+            var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi);
+            foreach (var acc in accounts)
+            {
+                var assets = acc.Assets.Values.Where(a => a.Figi == message.Figi && DateTime.UtcNow - a.BoughtAt > TimeSpan.FromHours(4)).ToArray();
+                foreach (var asset in assets)
+                {
+                    var profit = TradingCalculator.CaclProfit(asset.BoughtPrice, message.Value,
+                        GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0);
+                    if (profit > 0)
+                    {
+                        await _dataBus.Broadcast(new TradeCommand()
+                        {
+                            AccountId = asset.AccountId,
+                            Figi = message.Figi,
+                            CommandType = Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell,
+                            Count = (long)asset.Count,
+                            RecomendPrice = null,
+                        });
+                        await LogDeclision(DeclisionTradeAction.CloseLong, message, profit);
+                    }
+                }
+            }
+        }
+
+        private async Task ProcessNewPriceIMOEXF((DateTime[] timestamps, decimal[] prices, decimal bidsCount, decimal asksCount) data,
+            ExchangeState state,
+            INewPrice message, int windowMaxSize)
+        {
+            var res = TradingEvent.None;
+            var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 45, 180, TimeSpan.FromSeconds(30), 1m);
+            //var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 15, 120, 1.5m).events;
+
+            //ar uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(20), 1.5m, 15);
+
+
+            //res |= (uptrendStarts & TradingEvent.UptrendStart);
+            //res |= resultLongClose;
+            res |= resultMoveAvFull.events;
+
+            if (resultMoveAvFull.bigWindowAv != 0)
+            {
+                await LogPrice(message, _bigWindowProcessor, resultMoveAvFull.bigWindowAv);
+                await LogPrice(message, _smallWindowProcessor, resultMoveAvFull.smallWindowAv);
+            }
+            if ((resultMoveAvFull.events & TradingEvent.StopBuy) == TradingEvent.StopBuy)
+            {
+                var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength / 2);
+                //OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
+                //await LogDeclision(DeclisionTradeAction.StopBuy, message);
+            }
+
+            if ((res & TradingEvent.UptrendStart) == TradingEvent.UptrendStart
+                && !OpeningStops.TryGetValue(message.Figi, out _)
+                && state == ExchangeState.Open
+                && data.timestamps.Length > 1
+                && (data.timestamps[data.timestamps.Length - 1] - data.timestamps[data.timestamps.Length - 2] < TimeSpan.FromMinutes(1)))
+            {
+                var fullData = await _tradeDataProvider.GetData(message.Figi, TimeSpan.FromMinutes(60));
+                if (fullData.isFullIntervalExists)
+                {
+                    var max = fullData.prices.Max();
+                    var min = fullData.prices.Min();
+
+                    if (max - min < 15 && fullData.prices.Last() - fullData.prices.First() < 4)
+                    {
+                        var trade = new DeferredTrade()
+                        {
+                            Figi = message.Figi,
+                            Price = message.Value,
+                            Time = message.Time.AddSeconds(15)
+                        };
+                        DeferredLongOpens[message.Figi] = trade;
+                    }
+                }
+            }
+
+            if ((res & TradingEvent.UptrendEnd) == TradingEvent.UptrendEnd)
+            {
+                var trade = new DeferredTrade()
+                {
+                    Figi = message.Figi,
+                    Price = message.Value,
+                    Time = message.Time.AddSeconds(15)
+                };
+                DeferredLongCloses[message.Figi] = trade;
+            }
+        }
+
+        private async Task ProcessClearing((DateTime[] timestamps, decimal[] prices, decimal bidsCount, decimal asksCount) 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))
+            {
+                await _tradeDataProvider.UpdateFuturesPrice(message, data.prices[data.prices.Length - 2]);
+            }
+        }
+
+        private void ProcessOpeningStops(INewPrice message, DateTime currentTime)
+        {
+            if (OpeningStops.TryGetValue(message.Figi, out var dt))
+            {
+                if (dt < currentTime)
+                {
+                    OpeningStops.TryRemove(message.Figi, out _);
+                }
+            }
+        }
+
+        private async Task ProcessDeferredLongOpens(INewPrice message, DateTime currentTime)
         {
             if (message.Figi == "FUTIMOEXF000")
             {
@@ -128,6 +250,8 @@ namespace KLHZ.Trader.Core.Exchange.Services
                                 foreach (var acc in accounts)
                                 {
                                     if (IsBuyAllowed(acc.Value, message.Value, 1, _accountCashPartFutures, _accountCashPart))
+                                    {
+                                        if (RandomNumberGenerator.GetInt32(100) > 50)
                                         {
                                             await _dataBus.Broadcast(new TradeCommand()
                                             {
@@ -137,18 +261,26 @@ namespace KLHZ.Trader.Core.Exchange.Services
                                                 Count = 1,
                                                 RecomendPrice = null,
                                             });
-                                                    LogDeclision(declisionsForSave, DeclisionTradeAction.OpenLong, message);
+                                        }
+
+                                        await LogDeclision(DeclisionTradeAction.OpenLong, message);
                                     }
                                 }
                             }
                             else
                             {
-                                            LogDeclision(declisionsForSave, DeclisionTradeAction.OpenLong, message);
+                                await LogDeclision(DeclisionTradeAction.OpenLong, message);
+                            }
+                        }
                     }
                 }
             }
         }
 
+        private async Task ProcessDeferredLongCloses(INewPrice message, DateTime currentTime)
+        {
+            if (message.Figi == "FUTIMOEXF000")
+            {
                 DeferredTrade? longClose;
                 DeferredLongCloses.TryGetValue(message.Figi, out longClose);
                 if (longClose != null)
@@ -189,201 +321,48 @@ namespace KLHZ.Trader.Core.Exchange.Services
                                             Count = (long)asset.Count,
                                             RecomendPrice = null,
                                         });
-                                                    LogDeclision(declisionsForSave, DeclisionTradeAction.CloseLong, message);
+                                        await LogDeclision(DeclisionTradeAction.CloseLong, message, profit);
                                     }
                                 }
                             }
                             else
                             {
-                                            LogDeclision(declisionsForSave, DeclisionTradeAction.CloseLong, message);
+                                await LogDeclision(DeclisionTradeAction.CloseLong, message);
+                            }
+                        }
                     }
                 }
             }
         }
 
-                            var windowMaxSize = 100;
+        private async Task LogPrice(INewPrice message, string processor, decimal value)
-                            var data = await unit.GetData(windowMaxSize);
-                            var state = ExchangeScheduler.GetCurrentState(message.Time);
-
-                            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))
         {
-                                await UpdateFuturesPrice(message, data.prices[data.prices.Length - 2]);
+            await _tradeDataProvider.LogPrice(new ProcessedPrice()
-                            }
-
-                            if (OpeningStops.TryGetValue(message.Figi, out var dt))
-                            {
-                                if (dt < currentTime)
-                                {
-                                    OpeningStops.TryRemove(message.Figi, out _);
-                                }
-                            }
-
-                            if ((unit.BidsCount / unit.AsksCount) < 0.5m || (unit.BidsCount / unit.AsksCount) > 2m)
-                            {
-                                var stopTo = currentTime.AddMinutes(3);
-                                //OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
-                                //LogDeclision(declisionsForSave, DeclisionTradeAction.StopBuyShortTime, message);
-                            }
-
-                            var res = TradingEvent.None;
-                            var resultMoveAvFull = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 45, 180, 2.5m);
-                            var resultLongClose = MovingAverage.CheckByWindowAverageMean(data.timestamps, data.prices, windowMaxSize, 15, 120, 2.5m).events;
-
-                            var uptrendStarts = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(120), TimeSpan.FromSeconds(20), 1.5m, 15);
-                            //var uptrendStarts2 = LocalTrends.CheckByLocalTrends(data.timestamps, data.prices, TimeSpan.FromSeconds(60), TimeSpan.FromSeconds(3), 1.5m, 2);
-
-
-                            res |= (uptrendStarts & TradingEvent.UptrendStart);
-                            res |= resultLongClose;
-                            res |= resultMoveAvFull.events;
-
-                            //res = TradingEvent.None;
-
-                            //if (!stopBuy &&RandomNumberGenerator.GetInt32(100) < 20)
-                            //{
-                            //    res |= TradingEvent.UptrendStart;
-                            //}
-                            //else if (!stopSell && (RandomNumberGenerator.GetInt32(100) < 20))
-                            //{
-                            //    res |= TradingEvent.UptrendEnd;
-                            //}
-
-
-
-                            if (resultMoveAvFull.bigWindowAv != 0)
-                            {
-                                LogPrice(processedPrices, message, bigWindowProcessor, resultMoveAvFull.bigWindowAv);
-                                LogPrice(processedPrices, message, smallWindowProcessor, resultMoveAvFull.smallWindowAv);
-                            }
-                            if ((resultLongClose & TradingEvent.StopBuy) == TradingEvent.StopBuy)
-                            {
-                                var stopTo = (message.IsHistoricalData ? message.Time : DateTime.UtcNow).AddMinutes(_buyStopLength / 2);
-                                OpeningStops.AddOrUpdate(message.Figi, stopTo, (k, v) => stopTo);
-                                //LogDeclision(declisionsForSave, DeclisionTradeAction.StopBuy, message);
-                            }
-
-                            if ((res & TradingEvent.UptrendStart) == TradingEvent.UptrendStart
-                                && !OpeningStops.TryGetValue(message.Figi, out _)
-                                && state == ExchangeState.Open
-                                && data.timestamps.Length > 1
-                                && (data.timestamps[data.timestamps.Length - 1] - data.timestamps[data.timestamps.Length - 2] < TimeSpan.FromMinutes(1)))
-                            {
-                                var trade = new DeferredTrade()
-                                {
-                                    Figi = message.Figi,
-                                    Price = message.Value,
-                                    Time = message.Time.AddSeconds(15)
-                                };
-                                DeferredLongOpens[message.Figi] = trade;
-                            }
-
-                            if ((res & TradingEvent.UptrendEnd) == TradingEvent.UptrendEnd)
-                            {
-                                var trade = new DeferredTrade()
-                                {
-                                    Figi = message.Figi,
-                                    Price = message.Value,
-                                    Time = message.Time.AddSeconds(15)
-                                };
-                                DeferredLongCloses[message.Figi] = trade;
-                            }
-
-                            //if ((resultLongOpen.events & TradingEvent.ShortOpen) == TradingEvent.ShortOpen
-                            //    && !OpeningStops.TryGetValue(message.Figi, out _))
-                            //{
-                            //    LogDeclision(declisionsForSave, DeclisionTradeAction.OpenShort, message);
-                            //}
-
-                            //if ((resultLongOpen.events & TradingEvent.ShortClose) == TradingEvent.ShortClose)
-                            //{
-                            //    LogDeclision(declisionsForSave, DeclisionTradeAction.CloseShort, message);
-                            //}
-
-                            if ((!message.IsHistoricalData && (processedPrices.Count > 0 || declisionsForSave.Count > 0))
-                                || (message.IsHistoricalData && ((processedPrices.Count + declisionsForSave.Count > 10000) || _pricesChannel.Reader.Count == 0)))
-                            {
-                                using var context = await _dbContextFactory.CreateDbContextAsync();
-                                context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
-
-                                if (processedPrices.Count > 0)
-                                {
-                                    await context.ProcessedPrices.AddRangeAsync(processedPrices);
-                                    processedPrices.Clear();
-                                }
-                                if (declisionsForSave.Count > 0)
-                                {
-                                    await context.Declisions.AddRangeAsync(declisionsForSave);
-                                    declisionsForSave.Clear();
-                                }
-                                await context.SaveChangesAsync();
-                            }
-                        }
-                    }
-                    catch (Exception ex)
-                    {
-                        _logger.LogError(ex, "Ошибка при боработке новой цены IMOEXF");
-                    }
-                }
-            }
-        }
-
-        private async Task UpdateFuturesPrice(INewPrice newPrice, decimal newPriceValue)
-        {
-            using var context = await _dbContextFactory.CreateDbContextAsync();
-            await context.Trades
-                 .Where(t => t.Figi == newPrice.Figi && t.ArchiveStatus == 0 && t.Asset == DataLayer.Entities.Trades.Enums.AssetType.Future)
-                 .ExecuteUpdateAsync(t => t.SetProperty(tr => tr.Price, newPriceValue));
-            foreach (var account in _tradeDataProvider.Accounts.Values)
-            {
-                await _tradeDataProvider.SyncPortfolio(account);
-            }
-        }
-
-        private static void LogPrice(List<ProcessedPrice> prices, INewPrice message, string processor, decimal value)
-        {
-            prices.Add(new ProcessedPrice()
             {
                 Figi = message.Figi,
                 Ticker = message.Ticker,
                 Processor = processor,
                 Time = message.Time,
                 Value = value,
-            });
+            }, !message.IsHistoricalData);
         }
 
-        private static void LogDeclision(List<Declision> declisions, DeclisionTradeAction action, INewPrice message)
+        private async Task LogDeclision(DeclisionTradeAction action, INewPrice message, decimal? profit = null)
         {
-            declisions.Add(new Declision()
+            await _tradeDataProvider.LogDeclision(new Declision()
             {
                 AccountId = string.Empty,
                 Figi = message.Figi,
                 Ticker = message.Ticker,
+                Value = profit,
                 Price = message.Value,
                 Time = message.IsHistoricalData ? message.Time : DateTime.UtcNow,
                 Action = action,
-            });
+            }, !message.IsHistoricalData);
-        }
-
-        private async Task ProcessOrdersbooks()
-        {
-            while (await _ordersbookChannel.Reader.WaitToReadAsync())
-            {
-                var message = await _ordersbookChannel.Reader.ReadAsync();
-                if (!_historyCash.TryGetValue(message.Figi, out var data))
-                {
-                    data = new PriceHistoryCacheUnit2(message.Figi);
-                    _historyCash.TryAdd(message.Figi, data);
-                }
-                await data.AddOrderbook(message);
-            }
         }
 
         public Task StopAsync(CancellationToken cancellationToken)
         {
-            _cts.Cancel();
             return Task.CompletedTask;
         }
 
@@ -433,5 +412,14 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
             return true;
         }
+
+        private async Task ProcessOrdersbooks()
+        {
+            while (await _ordersbookChannel.Reader.WaitToReadAsync())
+            {
+                var message = await _ordersbookChannel.Reader.ReadAsync();
+                await _tradeDataProvider.AddOrderbook(message);
+            }
+        }
     }
 }

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

@@ -1,12 +1,18 @@
-using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
+using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
+using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
 using KLHZ.Trader.Core.DataLayer;
+using KLHZ.Trader.Core.DataLayer.Entities.Declisions;
+using KLHZ.Trader.Core.DataLayer.Entities.Prices;
 using KLHZ.Trader.Core.Exchange.Extentions;
 using KLHZ.Trader.Core.Exchange.Models.AssetsAccounting;
 using KLHZ.Trader.Core.Exchange.Models.Configs;
+using KLHZ.Trader.Core.Math.Declisions.Services.Cache;
 using Microsoft.EntityFrameworkCore;
 using Microsoft.Extensions.Logging;
 using Microsoft.Extensions.Options;
 using System.Collections.Concurrent;
+using System.Threading.Channels;
 using Tinkoff.InvestApi;
 using Tinkoff.InvestApi.V1;
 using Asset = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.Asset;
@@ -14,13 +20,13 @@ using AssetType = KLHZ.Trader.Core.Exchange.Models.AssetsAccounting.AssetType;
 
 namespace KLHZ.Trader.Core.Exchange.Services
 {
-    //todo перенести сюда весь кэш и всю работу по сохранению данных.
+    public class TraderDataProvider
-    public class TradeDataProvider
     {
+        private readonly ConcurrentDictionary<string, IPriceHistoryCacheUnit> _historyCash = new();
+
         private readonly InvestApiClient _investApiClient;
         private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
         private readonly ILogger<ManagedAccount> _logger;
-        private readonly IDataBus _dataBus;
         private readonly string[] _managedAccountsNamePatterns = [];
         private readonly string[] _instrumentsFigis = [];
 
@@ -28,15 +34,18 @@ namespace KLHZ.Trader.Core.Exchange.Services
         private readonly ConcurrentDictionary<string, string> _tickersCache = new();
         private readonly ConcurrentDictionary<string, AssetType> _assetTypesCache = new();
         internal readonly ConcurrentDictionary<string, ManagedAccount> Accounts = new();
-        public TradeDataProvider(InvestApiClient investApiClient, IOptions<ExchangeConfig> options, IDbContextFactory<TraderDbContext> dbContextFactory, ILogger<ManagedAccount> logger, IDataBus dataBus)
+        private readonly bool _isDataRecievingAllowed = false;
+        private readonly Channel<object> _forSave = Channel.CreateUnbounded<object>();
+        private readonly SemaphoreSlim _initSemaphore = new SemaphoreSlim(1, 1);
+
+        public TraderDataProvider(InvestApiClient investApiClient, IOptions<ExchangeConfig> options, IDbContextFactory<TraderDbContext> dbContextFactory, ILogger<ManagedAccount> logger)
         {
             _investApiClient = investApiClient;
             _dbContextFactory = dbContextFactory;
             _logger = logger;
-            _dataBus = dataBus;
             _managedAccountsNamePatterns = options.Value.ManagingAccountNamePatterns.ToArray();
             _instrumentsFigis = options.Value.DataRecievingInstrumentsFigis.ToArray();
-
+            _isDataRecievingAllowed = options.Value.ExchangeDataRecievingEnabled;
 
             foreach (var lev in options.Value.InstrumentsSettings)
             {
@@ -44,7 +53,63 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
         }
 
+        public async ValueTask<(DateTime[] timestamps, decimal[] prices, bool isFullIntervalExists)> GetData(string figi, TimeSpan timeSpan)
+        {
+            if (_historyCash.TryGetValue(figi, out var unit))
+            {
+                var res = await unit.GetData(timeSpan);
+                return (res.timestamps, res.prices, res.isFullIntervalExists);
+            }
+            return (Array.Empty<DateTime>(), Array.Empty<decimal>(), false);
+        }
+
+        public async ValueTask<(DateTime[] timestamps, decimal[] prices, decimal bidsCount, decimal asksCount)> GetData(string figi, int? length = null)
+        {
+            if (_historyCash.TryGetValue(figi, out var unit))
+            {
+                var res = await unit.GetData(length);
+                return (res.timestamps, res.prices, unit.BidsCount, unit.AsksCount);
+            }
+            return (Array.Empty<DateTime>(), Array.Empty<decimal>(), 1, 1);
+        }
+
+        public async ValueTask AddData(INewPrice message, TimeSpan? clearingInterval = null)
+        {
+            if (_historyCash.TryGetValue(message.Figi, out var unit))
+            {
+                if (clearingInterval.HasValue)
+                {
+                    var lasts = await unit.GetLastValues();
+                    if (message.Time - lasts.time > clearingInterval.Value)
+                    {
+                        unit = new PriceHistoryCacheUnit2(message.Figi);
+                        _historyCash[message.Figi] = unit;
+                    }
+                }
+                await unit.AddData(message);
+            }
+            else
+            {
+                unit = new PriceHistoryCacheUnit2(message.Figi, message);
+                _historyCash.TryAdd(message.Figi, unit);
+            }
+        }
+
+        public async ValueTask AddOrderbook(IOrderbook orderbook)
+        {
+            if (!_historyCash.TryGetValue(orderbook.Figi, out var unit))
+            {
+                unit = new PriceHistoryCacheUnit2(orderbook.Figi);
+                _historyCash.TryAdd(orderbook.Figi, unit);
+            }
+
+            await unit.AddOrderbook(orderbook);
+        }
+
         public async Task Init()
+        {
+            await _initSemaphore.WaitAsync(TimeSpan.FromSeconds(15));
+            try
             {
                 var shares = await _investApiClient.Instruments.SharesAsync();
                 foreach (var share in shares.Instruments)
@@ -67,13 +132,43 @@ namespace KLHZ.Trader.Core.Exchange.Services
 
                 var accounts = await _investApiClient.GetAccounts(_managedAccountsNamePatterns);
                 var accountsList = new List<ManagedAccount>();
-            int i = 0;
                 foreach (var accountId in accounts)
                 {
                     var acc = new ManagedAccount(accountId);
                     await SyncPortfolio(acc);
                     Accounts[accountId] = acc;
                 }
+
+                if (_isDataRecievingAllowed)
+                {
+                    var time = DateTime.UtcNow.AddHours(-1.5);
+                    using var context1 = await _dbContextFactory.CreateDbContextAsync();
+                    context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+                    var data = await context1.PriceChanges
+                        .Where(c => _instrumentsFigis.Contains(c.Figi) && c.Time >= time)
+                        .OrderBy(c => c.Time)
+                        .Select(c => new NewPriceMessage()
+                        {
+                            Figi = c.Figi,
+                            Ticker = c.Ticker,
+                            Time = c.Time,
+                            Value = c.Value,
+                            IsHistoricalData = true
+                        })
+                        .ToArrayAsync();
+
+                    foreach (var price in data)
+                    {
+                        await AddData(price);
+                    }
+                }
+
+                _ = WritePricesTask();
+            }
+            catch(Exception ex)
+            {
+
+            }
         }
 
         public string GetTickerByFigi(string figi)
@@ -161,7 +256,20 @@ namespace KLHZ.Trader.Core.Exchange.Services
             }
         }
 
-        public async Task LogDeal(DealResult dealResult)
+        internal async Task UpdateFuturesPrice(INewPrice newPrice, decimal newPriceValue)
+        {
+            using var context = await _dbContextFactory.CreateDbContextAsync();
+            context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+            await context.Trades
+                 .Where(t => t.Figi == newPrice.Figi && t.ArchiveStatus == 0 && t.Asset == DataLayer.Entities.Trades.Enums.AssetType.Future)
+                 .ExecuteUpdateAsync(t => t.SetProperty(tr => tr.Price, newPriceValue).SetProperty(tr => tr.BoughtAt, DateTime.UtcNow));
+            foreach (var account in Accounts.Values)
+            {
+                await SyncPortfolio(account);
+            }
+        }
+
+        internal async Task LogDeal(DealResult dealResult)
         {
             using var context = await _dbContextFactory.CreateDbContextAsync();
             context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
@@ -237,5 +345,76 @@ namespace KLHZ.Trader.Core.Exchange.Services
             await SyncPortfolio(Accounts[dealResult.AccountId]);
         }
 
+        internal async Task LogPrice(ProcessedPrice price, bool saveImmediately)
+        {
+            if (saveImmediately)
+            {
+                using var context = await _dbContextFactory.CreateDbContextAsync();
+                context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+                await context.ProcessedPrices.AddRangeAsync(price);
+                await context.SaveChangesAsync();
+            }
+            else
+            {
+                await _forSave.Writer.WriteAsync(price);
+            }
+        }
+
+        internal async Task LogDeclision(Declision declision, bool saveImmediately)
+        {
+            if (saveImmediately)
+            {
+                using var context = await _dbContextFactory.CreateDbContextAsync();
+                context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+                await context.Declisions.AddRangeAsync(declision);
+                await context.SaveChangesAsync();
+            }
+            else
+            {
+                await _forSave.Writer.WriteAsync(declision);
+            }
+        }
+
+        private async Task WritePricesTask()
+        {
+            var buffer1 = new List<ProcessedPrice>();
+            var buffer2 = new List<Declision>();
+            while (await _forSave.Reader.WaitToReadAsync())
+            {
+                try
+                {
+                    var obj = await _forSave.Reader.ReadAsync();
+                    if (obj is ProcessedPrice price)
+                    {
+                        buffer1.Add(price);
+                    }
+                    if (obj is Declision dec)
+                    {
+                        buffer2.Add(dec);
+                    }
+                    if ((buffer1.Count + buffer2.Count) > 10000 || _forSave.Reader.Count == 0)
+                    {
+                        using var context = await _dbContextFactory.CreateDbContextAsync();
+                        context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
+                        if (buffer1.Count > 0)
+                        {
+                            await context.ProcessedPrices.AddRangeAsync(buffer1);
+                        }
+                        if (buffer2.Count > 0)
+                        {
+                            await context.Declisions.AddRangeAsync(buffer2);
+                        }
+
+                        await context.SaveChangesAsync();
+                        buffer1.Clear();
+                        buffer2.Clear();
+                    }
+                }
+                catch (Exception ex)
+                {
+
+                }
+            }
+        }
     }
 }

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

@@ -11,13 +11,13 @@ namespace KLHZ.Trader.Core.Exchange.Services
 {
     public class TradingCommandsExecutor : IHostedService
     {
-        private readonly TradeDataProvider _tradeDataProvider;
+        private readonly TraderDataProvider _tradeDataProvider;
         private readonly InvestApiClient _investApiClient;
         private readonly IDataBus _dataBus;
         private readonly ILogger<TradingCommandsExecutor> _logger;
         private readonly Channel<ITradeCommand> _channel = Channel.CreateUnbounded<ITradeCommand>();
 
-        public TradingCommandsExecutor(InvestApiClient investApiClient, IDataBus dataBus, ILogger<TradingCommandsExecutor> logger, TradeDataProvider tradeDataProvider)
+        public TradingCommandsExecutor(InvestApiClient investApiClient, IDataBus dataBus, ILogger<TradingCommandsExecutor> logger, TraderDataProvider tradeDataProvider)
         {
             _investApiClient = investApiClient;
             _dataBus = dataBus;

KLHZ.Trader.Service/Controllers/PlayController.cs

@@ -24,11 +24,11 @@ namespace KLHZ.Trader.Service.Controllers
         {
             try
             {
-                var time = new DateTime(2025, 9, 3, 13, 5, 0, DateTimeKind.Utc);
+                var time = DateTime.UtcNow.AddHours(-4);
                 using var context1 = await _dbContextFactory.CreateDbContextAsync();
                 context1.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;
                 var data = await context1.PriceChanges
-                    .Where(c => c.Figi == figi)
+                    .Where(c => c.Figi == figi && c.Time >= time)
                     .OrderBy(c => c.Time)
                     .Select(c => new NewPriceMessage()
                     {
@@ -39,7 +39,7 @@ namespace KLHZ.Trader.Service.Controllers
                         IsHistoricalData = true
                     })
                     .ToArrayAsync();
-                //data = data.Where(d=>d.Time> time).ToArray();
+
                 foreach (var mess in data)
                 {
                     await _dataBus.Broadcast(mess);

KLHZ.Trader.Service/Program.cs

@@ -51,7 +51,7 @@ builder.Services.AddHostedService<TradingCommandsExecutor>();
 
 builder.Services.AddSingleton<IUpdateHandler, BotMessagesHandler>();
 
-builder.Services.AddSingleton<TradeDataProvider>();
+builder.Services.AddSingleton<TraderDataProvider>();
 builder.Services.AddSingleton<IDataBus, DataBus>();
 
 for (int i = 0; i < 10; i++)

KLHZ.Trader.Service/appsettings.json

@@ -11,7 +11,7 @@
     "StopBuyLengthMinuts": 15,
     "ExchangeDataRecievingEnabled": true,
     "Token": "",
-    "ManagingAccountNamePatterns": [ "автотрейд 1" ],
+    "ManagingAccountNamePatterns": [ "автотрейд" ],
     "DataRecievingInstrumentsFigis": [ "BBG004730N88", "FUTIMOEXF000", "FUTGMKN09250", "FUTBR1025000", "FUTNG0925000", "FUTNASD09250" ],
     "TradingInstrumentsFigis": [ "FUTIMOEXF000" ],
     "FutureComission": 0.0025,