using KLHZ.Trader.Core.Common;
using KLHZ.Trader.Core.Contracts.Common.Enums;
using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
using KLHZ.Trader.Core.DataLayer.Entities.Declisions.Enums;
using KLHZ.Trader.Core.Exchange.Interfaces;
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.Utils;
using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Options;
using System.Collections.Concurrent;
using System.Collections.Immutable;
using System.Security.Cryptography;
using System.Threading.Channels;
using Tinkoff.InvestApi;

namespace KLHZ.Trader.Core.Exchange.Services
{
    public class Trader : IHostedService
    {
        private readonly IDataBus _dataBus;
        private readonly TraderDataProvider _tradeDataProvider;
        private readonly PortfolioWrapper _portfolioWrapper;
        private readonly ExchangeConfig _exchangeConfig;
        private readonly ILogger<Trader> _logger;

        private readonly ConcurrentDictionary<string, TradingMode> TradingModes = new();

        private readonly ConcurrentDictionary<string, SupportLevel[]> SupportLevels = new();
        private readonly ConcurrentDictionary<string, decimal> DPirsonValues = new();
        private readonly ConcurrentDictionary<string, DateTime> _supportLevelsCalculationTimes = new();

        private readonly Channel<ITradeDataItem> _pricesChannel = Channel.CreateUnbounded<ITradeDataItem>();
        private readonly Channel<ITradeCommand> _commands = Channel.CreateUnbounded<ITradeCommand>();
        private readonly Channel<IOrderbook> _orderbooks = Channel.CreateUnbounded<IOrderbook>();
        public Trader(
            ILogger<Trader> logger,
            IOptions<ExchangeConfig> options,
            IDataBus dataBus,
            PortfolioWrapper portfolioWrapper,
            TraderDataProvider tradeDataProvider,
            InvestApiClient investApiClient)
        {
            _portfolioWrapper = portfolioWrapper;
            _tradeDataProvider = tradeDataProvider;
            _logger = logger;
            _dataBus = dataBus;
            _exchangeConfig = options.Value;
            foreach (var f in _exchangeConfig.TradingInstrumentsFigis)
            {
                TradingModes[f] = TradingMode.None;
            }
        }

        public Task StartAsync(CancellationToken cancellationToken)
        {
            _dataBus.AddChannel(nameof(Trader), _pricesChannel);
            _dataBus.AddChannel(nameof(Trader), _orderbooks);
            _dataBus.AddChannel(nameof(Trader), _commands);
            _ = ProcessPrices();
            _ = ProcessOrderbooks();
            _ = ProcessCommands();
            return Task.CompletedTask;
        }

        private async Task ProcessCommands()
        {
            while (await _commands.Reader.WaitToReadAsync())
            {
                var command = await _commands.Reader.ReadAsync();
                try
                {
                    if (command.CommandType == TradeCommandType.OpenLong
                        || command.CommandType == TradeCommandType.OpenShort)
                    {
                        var fakeMessage = new TradeDataItem() { Figi = command.Figi, Ticker = "", Count = command.Count, Direction = 1, IsHistoricalData = false, Time = DateTime.UtcNow, Price = command.RecomendPrice ?? 0m };
                        var positionType = command.CommandType == TradeCommandType.OpenLong ? PositionType.Long : PositionType.Short;
                        var st = GetStops(fakeMessage);
                        var stops = st.GetStops(positionType);
                        var accounts = _portfolioWrapper.Accounts
                            .Where(a => !a.Value.Assets.ContainsKey(command.Figi))
                            .Take(1)
                            .Select(a => a.Value)
                            .ToArray();
                        await OpenPositions(accounts, fakeMessage, positionType, stops.stopLoss, stops.takeProfit, System.Math.Abs(command.Count));
                    }
                    else
                    {
                        var fakeMessage = new TradeDataItem() { Figi = command.Figi, Ticker = "", Count = command.Count, Direction = 1, IsHistoricalData = false, Time = DateTime.UtcNow, Price = command.RecomendPrice ?? 0m };
                        var assetsForClose = _portfolioWrapper.Accounts
                            .SelectMany(a => a.Value.Assets.Values)
                            .Where(a => a.Figi == fakeMessage.Figi)
                            .ToArray();
                        await ClosePositions(assetsForClose, fakeMessage, false);
                    }
                }
                catch (Exception ex)
                {
                    _logger.LogError(ex, "Ошибка при выполнении команды.");
                }
            }
        }

        private async Task ProcessOrderbooks()
        {
            while (await _orderbooks.Reader.WaitToReadAsync())
            {
                var message = await _orderbooks.Reader.ReadAsync();
                await _tradeDataProvider.AddOrderbook(message);
            }
        }

        private async Task ProcessPrices()
        {
            var pricesCache1 = new Dictionary<string, List<ITradeDataItem>>();
            var pricesCache2 = new Dictionary<string, List<ITradeDataItem>>();

            while (await _pricesChannel.Reader.WaitToReadAsync())
            {
                var message = await _pricesChannel.Reader.ReadAsync();
                if (!message.IsHistoricalData && DateTime.UtcNow - message.Time > TimeSpan.FromMinutes(1))
                {
                    continue;
                }
                await CloseMarginPositionsIfNeed(message);

                try
                {
                    if (message.IsHistoricalData)
                    {
                        message = TraderUtils.FilterHighFreqValues(message, message.Direction == 1 ? pricesCache1 : pricesCache2);
                    }

                    if (_exchangeConfig.TradingInstrumentsFigis.Contains(message.Figi) && message.Direction == 1)
                    {
                        await _tradeDataProvider.AddData(message);

                        if (message.Figi == "FUTIMOEXF000")
                        {
                            await ProcessIMOEXF(message);
                        }
                    }
                }
                catch (Exception ex)
                {
                    _logger.LogError(ex, "Ошибка при боработке новой цены.");
                }

            }
        }

        private async Task ProcessIMOEXF(ITradeDataItem message)
        {
            if (message.Figi == "FUTIMOEXF000")
            {
                await CalcSupportLevels(message, 3, 5);
                var stops = GetStops(message);
                var pirson = await CalcPirson(message);
                var declisionPirson = await ProcessPirson(pirson, message);
                var declisionsSupportLevels = await ProcessSupportLevels(message);
                var declisionsStops = ProcessStops(stops, 1.5m);
                var res = TraderUtils.MergeResultsMult(declisionPirson, declisionsSupportLevels);
                res = TraderUtils.MergeResultsMult(res, declisionsStops);

                await ExecuteDeclisions(res.ToImmutableDictionary(), message, stops, 1);
            }
        }

        private async Task<ImmutableDictionary<TradingEvent, decimal>> ProcessPirson(PirsonCalculatingResult pirson, ITradeDataItem message)
        {
            var res = TraderUtils.GetInitDict(0);
            if (pirson.Success && DPirsonValues.TryGetValue(message.Figi, out var olddpirs))
            {
                if (olddpirs < -0.3m && pirson.Pirson > -0.3m && pirson.PriceDiff > 0 && (pirson.TradesDiff > 0))
                {
                    res[TradingEvent.OpenLong] = Constants.PowerUppingCoefficient;
                    await _tradeDataProvider.LogPrice(message, "diffs_pirson_diff_point_long_in", message.Price);
                }
                if (olddpirs > 0.3m && pirson.Pirson < 0.3m && pirson.PriceDiff < 0 && (pirson.TradesDiff > 0))
                {
                    res[TradingEvent.OpenShort] = Constants.PowerUppingCoefficient;
                    await _tradeDataProvider.LogPrice(message, "diffs_pirson_diff_point_short_in", message.Price);
                }
                if (olddpirs > 0.7m && pirson.Pirson < 0.7m)
                {
                    // await _tradeDataProvider.LogPrice(message, "diffs_pirson_diff_point_long_out", message.Price);
                }
                if (olddpirs < -0.7m && pirson.Pirson > -0.7m)
                {
                    // await _tradeDataProvider.LogPrice(message, "diffs_pirson_diff_point_short_out", message.Price);
                }
            }
            DPirsonValues[message.Figi] = pirson.Pirson;
            return res.ToImmutableDictionary();
        }

        private async Task<PirsonCalculatingResult> CalcPirson(ITradeDataItem message)
        {
            var cacheSize = TimeSpan.FromSeconds(400);
            var smallWindow = TimeSpan.FromSeconds(180);
            var bigWindow = TimeSpan.FromSeconds(360);
            var meanWindowForCottelation = TimeSpan.FromSeconds(360);
            var currentTime = message.IsHistoricalData ? message.Time : DateTime.UtcNow;

            var buys = await _tradeDataProvider.GetDataForTimeWindow(message.Figi, cacheSize, selector: (i) => i.Direction == 1);
            var trades = await _tradeDataProvider.GetDataForTimeWindow(message.Figi, cacheSize);
            if (trades.TryCalcTimeWindowsDiff(bigWindow, smallWindow, v => v.Count, false, out var tradesDiff)
                && buys.TryCalcTimeDiff(bigWindow, smallWindow, v => v.Price, true, out var pricesDiff))
            {
                await _tradeDataProvider.LogPrice(message, "privcesDiff", pricesDiff);
                await _tradeDataProvider.LogPrice(message, "tradevolume_diff", tradesDiff);
                await _tradeDataProvider.AddData(message.Figi, "5min_diff", new Contracts.Declisions.Dtos.CachedValue()
                {
                    Time = message.Time,
                    Value2 = tradesDiff,
                    Value = pricesDiff,
                    Figi = message.Figi,
                    Ticker = message.Ticker,
                });

                var diffs = await _tradeDataProvider.GetDataForTimeWindow(message.Figi, cacheSize, "5min_diff");
                if (diffs.TryCalcPirsonCorrelation(meanWindowForCottelation, out var pirson))
                {
                    var res = pirson;
                    await _tradeDataProvider.LogPrice(message, "diffs_pirson", (decimal)pirson);
                    //await _tradeDataProvider.AddData(message.Figi, "diffs_pirson", new Contracts.Declisions.Dtos.CachedValue()
                    //{
                    //    Time = message.Time,
                    //    Value = (decimal)pirson,
                    //    Figi = message.Figi,
                    //    Ticker = message.Ticker,
                    //});
                    return new PirsonCalculatingResult()
                    {
                        Pirson = res,
                        PriceDiff = pricesDiff,
                        TradesDiff = tradesDiff,
                        Success = true,
                    };
                }
            }
            return new PirsonCalculatingResult()
            {
                Success = false,
            };
        }

        private async Task CloseMarginPositionsIfNeed(ITradeDataItem message)
        {
            var state = ExchangeScheduler.GetCurrentState(message.Time);
            if (!message.IsHistoricalData && state == ExchangeState.ClearingTime)
            {
                var futuresFigis = _portfolioWrapper.Accounts.Values.SelectMany(v => v.Assets.Values.Where(a => a.Type == AssetType.Futures)).ToArray();
                await ClosePositions(futuresFigis, message, false);
            }
        }

        private async Task CalcSupportLevels(ITradeDataItem message, int leverage, decimal supportLevelWidth, int depthHours = 3)
        {
            if (_supportLevelsCalculationTimes.TryGetValue(message.Figi, out var lastTime))
            {
                if ((message.Time - lastTime).TotalMinutes < 30)
                {
                    return;
                }
            }

            var data = await _tradeDataProvider.GetDataForTimeWindow(message.Figi, TimeSpan.FromHours(depthHours));
            if (data.Length > 0)
            {
                if (data[^1].Time - data[0].Time < TimeSpan.FromHours(depthHours - 1))
                {
                    data = await _tradeDataProvider.GetDataForTimeWindow(message.Figi, TimeSpan.FromHours(depthHours + 12));
                    if (data[^1].Time - data[0].Time < TimeSpan.FromHours(depthHours - 1))
                    {
                        return;
                    }
                }

                var hist = Statistics.CalcHistogram(data);
                var convs = Statistics.CalcConvolution(hist, leverage).ToList();
                var orderedConvs = convs.OrderByDescending(c => c.Sum).Take(5).ToList();
                orderedConvs = [.. orderedConvs.OrderBy(c => c.Value)];
                var levelsForAdd = new List<SupportLevel>();
                foreach (var c in orderedConvs)
                {
                    var low = c.Value - supportLevelWidth;
                    var high = c.Value + supportLevelWidth;

                    if (levelsForAdd.Count > 0)
                    {
                        var last = levelsForAdd.Last();
                        if (last.HighValue < low)
                        {
                            levelsForAdd.Add(new SupportLevel()
                            {
                                HighValue = high,
                                LowValue = low,
                                Value = c.Value,
                            });
                        }
                        else if (last.HighValue >= low && last.HighValue < high)
                        {
                            levelsForAdd[^1] = new SupportLevel()
                            {
                                LowValue = last.LowValue,
                                HighValue = high,
                                Value = last.LowValue + (high - last.LowValue) / 2
                            };
                        }
                    }
                    else
                    {
                        levelsForAdd.Add(new SupportLevel()
                        {
                            HighValue = high,
                            LowValue = low,
                            Value = c.Value,
                        });
                    }
                }
                var finalLevels = new SupportLevel[levelsForAdd.Count];
                var i = 0;
                foreach (var level in levelsForAdd)
                {

                    DateTime? time = null;
                    foreach (var item in data)
                    {
                        if (item.Price >= level.LowValue && item.Price < level.HighValue)
                        {
                            time = item.Time;
                        }
                    }
                    finalLevels[i] = new SupportLevel()
                    {
                        HighValue = level.HighValue,
                        LowValue = level.LowValue,
                        Value = level.Value,
                        LastLevelTime = time,
                    };
                    i++;
                }

                SupportLevels[message.Figi] = finalLevels;
                await _tradeDataProvider.LogPrice(message, "support_level_calc", message.Price);
            }

            _supportLevelsCalculationTimes[message.Figi] = message.Time;
        }

        private async Task ClosePositions(Asset[] assets, ITradeDataItem message, bool withProfitOnly = true)
        {
            var loggedDeclisions = 0;
            var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi);
            var assetsForClose = new List<Asset>();
            var price = message.Price;
            if (price == 0)
            {
                price = await _tradeDataProvider.GetLastPrice(message.Figi);
            }
            price = System.Math.Round(price, 2);
            var messages = new List<string>();
            foreach (var asset in assets)
            {
                Asset? assetForClose = null;
                string? mess = null;
                if (withProfitOnly)
                {
                    var profit = 0m;

                    if (assetType == AssetType.Futures)
                    {
                        if (_tradeDataProvider.Orderbooks.TryGetValue(message.Figi, out var orderbook))
                        {
                            if (asset.Count < 0 && orderbook.Asks.Length > 0)
                            {
                                price = orderbook.Asks[0].Price;
                            }
                            else if (orderbook.Bids.Length > 0)
                            {
                                price = orderbook.Bids[0].Price;
                            }
                        }

                        profit = TradingCalculator.CaclProfit(asset.BoughtPrice, price,
                            GetComission(assetType), GetLeverage(message.Figi, asset.Count < 0), asset.Count < 0);
                    }
                    if (profit > 0)
                    {
                        profit = System.Math.Round(profit, 2);
                        assetForClose = asset;
                        mess = $"Закрываю позицию {asset.Figi} ({(asset.Count > 0 ? "лонг" : "шорт")}) на счёте {_portfolioWrapper.Accounts[asset.AccountId].AccountName}. Количество {(long)asset.Count}, цена ~{price}, профит {profit}";
                        if (loggedDeclisions == 0)
                        {
                            loggedDeclisions++;
                            await _tradeDataProvider.LogDeclision(asset.Count < 0 ? DeclisionTradeAction.CloseShortReal : DeclisionTradeAction.CloseLongReal, message, profit);
                        }
                    }
                }
                else
                {
                    mess = $"Закрываю позицию {asset.Figi} ({(asset.Count > 0 ? "лонг" : "шорт")}) на счёте {_portfolioWrapper.Accounts[asset.AccountId].AccountName}. Количество {(long)asset.Count}, цена ~{price}";
                    assetForClose = asset;
                }

                if (assetForClose != null && mess != null)
                {
                    await _portfolioWrapper.Accounts[asset.AccountId].ClosePosition(message.Figi);
                    await _dataBus.Broadcast(new MessageForAdmin() { Text = mess });
                }
            }
        }

        private async Task OpenPositions(IManagedAccount[] accounts, ITradeDataItem message, PositionType positionType, decimal stopLossShift, decimal takeProfitShift, long count = 1)
        {
            var loggedDeclisions = 0;
            var sign = positionType == PositionType.Long ? 1 : 1;
            foreach (var acc in accounts)
            {
                if (TraderUtils.IsOperationAllowed(acc, message.Price, 1, _exchangeConfig.AccountCashPartFutures, _exchangeConfig.AccountCashPart))
                {
                    await acc.OpenPosition(message.Figi, positionType, stopLossShift, takeProfitShift, count);
                    await _dataBus.Broadcast(new MessageForAdmin()
                    {
                        Text = $"Открываю позицию {message.Figi} ({(positionType == PositionType.Long ? "лонг" : "шорт")}) " +
                        $"на счёте {acc.AccountName}. Количество {(positionType == PositionType.Long ? "" : "-")}{count}, " +
                        $"цена ~{System.Math.Round(message.Price, 2)}. Стоп лосс: {(positionType == PositionType.Long ? "-" : "+")}{stopLossShift}. " +
                        $"Тейк профит: {(positionType == PositionType.Long ? "+" : "-")}{takeProfitShift}"
                    });
                }

                if (loggedDeclisions == 0)
                {
                    await _tradeDataProvider.LogDeclision(DeclisionTradeAction.OpenLongReal, message);
                    loggedDeclisions++;
                }
            }
        }

        private async Task ExecuteDeclisions(ImmutableDictionary<TradingEvent, decimal> result, ITradeDataItem message, Stops st, int accountsForOpening = 1)
        {
            var state = ExchangeScheduler.GetCurrentState();
            if (result[TradingEvent.OpenLong] >= Constants.UppingCoefficient
                && state == ExchangeState.Open
                )
            {
                var stops = st.GetStops(PositionType.Long);

                if (!message.IsHistoricalData && BotModeSwitcher.CanPurchase())
                {
                    var accounts = _portfolioWrapper.Accounts
                        .Where(a => !a.Value.Assets.ContainsKey(message.Figi))
                        .Take(accountsForOpening)
                        .Select(a => a.Value)
                        .ToArray();
                    await OpenPositions(accounts, message, PositionType.Long, stops.stopLoss, stops.takeProfit, 1);
                }
                await _tradeDataProvider.LogDeclision(DeclisionTradeAction.OpenLong, message.Price, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(-100, 100)), message);
                await _tradeDataProvider.LogDeclision(DeclisionTradeAction.ResetStopsLong, message.Price + stops.takeProfit, message.Time.AddMilliseconds(-RandomNumberGenerator.GetInt32(300, 1000)), message);
                await _tradeDataProvider.LogDeclision(DeclisionTradeAction.ResetStopsLong, message.Price - stops.stopLoss, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(300, 1000)), message);
            }
            if (result[TradingEvent.OpenShort] >= Constants.UppingCoefficient
               && state == ExchangeState.Open
                )
            {
                var stops = st.GetStops(PositionType.Long);
                if (!message.IsHistoricalData && BotModeSwitcher.CanPurchase())
                {
                    var accounts = _portfolioWrapper.Accounts
                        .Where(a => !a.Value.Assets.ContainsKey(message.Figi))
                        .Take(1)
                        .Select(a => a.Value)
                        .ToArray();
                    await OpenPositions(accounts, message, PositionType.Short, stops.stopLoss, stops.takeProfit, 1);
                }

                await _tradeDataProvider.LogDeclision(DeclisionTradeAction.OpenShort, message.Price, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(-100, 100)), message);
                await _tradeDataProvider.LogDeclision(DeclisionTradeAction.ResetStopsShort, message.Price - stops.takeProfit, message.Time.AddMilliseconds(-RandomNumberGenerator.GetInt32(300, 1000)), message);
                await _tradeDataProvider.LogDeclision(DeclisionTradeAction.ResetStopsShort, message.Price + stops.stopLoss, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(300, 1000)), message);
            }
            if (result[TradingEvent.CloseLong] >= Constants.UppingCoefficient * 10)
            {
                if (!message.IsHistoricalData && BotModeSwitcher.CanSell())
                {
                    var assetsForClose = _portfolioWrapper.Accounts
                        .SelectMany(a => a.Value.Assets.Values)
                        .Where(a => a.Figi == message.Figi && a.Count > 0)
                        .ToArray();
                    await ClosePositions(assetsForClose, message);
                }
                await _tradeDataProvider.LogDeclision(DeclisionTradeAction.CloseLong, message.Price, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(-100, 100)), message);

            }

            if (result[TradingEvent.CloseShort] >= Constants.UppingCoefficient * 10)
            {
                if (!message.IsHistoricalData && BotModeSwitcher.CanPurchase())
                {
                    var assetsForClose = _portfolioWrapper.Accounts
                        .SelectMany(a => a.Value.Assets.Values)
                        .Where(a => a.Figi == message.Figi && a.Count < 0)
                        .ToArray();
                    await ClosePositions(assetsForClose, message);
                }
                await _tradeDataProvider.LogDeclision(DeclisionTradeAction.CloseShort, message.Price, message.Time.AddMilliseconds(RandomNumberGenerator.GetInt32(-100, 100)), message);

            }
        }

        public Task StopAsync(CancellationToken cancellationToken)
        {
            return Task.CompletedTask;
        }

        private decimal GetComission(AssetType assetType)
        {
            if (assetType == AssetType.Common)
            {
                return _exchangeConfig.ShareComission;
            }
            else if (assetType == AssetType.Futures)
            {
                return _exchangeConfig.FutureComission;
            }
            else
            {
                return 0;
            }
        }

        private decimal GetLeverage(string figi, bool isShort)
        {
            var res = 1m;
            var leverage = _exchangeConfig.InstrumentsSettings.FirstOrDefault(l => l.Figi == figi);
            if (leverage != null)
            {
                res = isShort ? leverage.ShortLeverage : leverage.LongLeverage;
            }
            return res;
        }

        private Stops GetStops(ITradeDataItem message)
        {
            decimal longStopLossShift = message.Value * 0.99m;
            decimal longTakeProfitShift = message.Value * 1.03m;
            decimal shortStopLossShift = message.Value * 0.99m;
            decimal shortTakeProfitShift = message.Value * 1.03m;
            if (SupportLevels.TryGetValue(message.Figi, out var levels))
            {
                if (levels.Length > 0)
                {
                    var levelsByTime = levels.Where(l => l.LastLevelTime.HasValue)
                        .OrderByDescending(l => l.LastLevelTime)
                        .ToArray();
                    if (message.Price >= levelsByTime[0].LowValue && message.Price < levelsByTime[0].HighValue)
                    {
                        longStopLossShift = message.Price - levelsByTime[0].LowValue;
                        shortStopLossShift = message.Price + levelsByTime[0].HighValue;
                    }
                    else
                    {
                        var levelsByDiff = levels.Where(l => l.LastLevelTime.HasValue)
                            .OrderBy(l => System.Math.Abs(l.Value - message.Price))
                            .ToArray();
                        var nearestLevel = levelsByDiff[0];
                        longStopLossShift = message.Price - nearestLevel.HighValue;
                        shortStopLossShift = nearestLevel.LowValue - message.Price;
                    }
                }
            }
            return new Stops(longStopLossShift, longTakeProfitShift, shortStopLossShift, shortTakeProfitShift);
        }

        private static ImmutableDictionary<TradingEvent, decimal> ProcessStops(Stops stops, decimal meanfullLevel)
        {
            var res = TraderUtils.GetInitDict(1);
            if (stops.LongTakeProfitShift < meanfullLevel || stops.LongStopLossShift < meanfullLevel)
            {
                res[TradingEvent.OpenLong] = Constants.BlockingCoefficient;
            }
            if (stops.ShortTakeProfitShift < meanfullLevel || stops.ShortStopLossShift < meanfullLevel)
            {
                res[TradingEvent.OpenShort] = Constants.BlockingCoefficient;
            }

            return res.ToImmutableDictionary();
        }

        private async Task<ImmutableDictionary<TradingEvent, decimal>> ProcessSupportLevels(ITradeDataItem message)
        {
            var res = TraderUtils.GetInitDict(1);
            if (SupportLevels.TryGetValue(message.Figi, out var levels))
            {
                foreach (var lev in levels)
                {
                    if (message.Price >= lev.LowValue && message.Price < lev.HighValue)
                    {
                        await _tradeDataProvider.LogPrice(message, "support_level", message.Price);
                    }
                }

                if (levels.Length > 0)
                {
                    var levelsByTime = levels.Where(l => l.LastLevelTime.HasValue)
                        .OrderByDescending(l => l.LastLevelTime)
                        .ToArray();

                    if (message.Price >= levelsByTime[0].LowValue && message.Price < levelsByTime[0].HighValue)
                    {
                        if (message.Price > levelsByTime[0].Value)
                        {
                            res[TradingEvent.OpenLong] = Constants.BlockingCoefficient;
                        }
                        if (message.Price < levelsByTime[0].Value)
                        {
                            res[TradingEvent.OpenShort] = Constants.BlockingCoefficient;
                        }
                    }
                }
            }
            return res.ToImmutableDictionary();
        }
    }
}