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

using KLHZ.Trader.Core.Contracts.Messaging.Dtos;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Enums;
using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
using KLHZ.Trader.Core.DataLayer;
using KLHZ.Trader.Core.Exchange.Extentions;
using KLHZ.Trader.Core.Exchange.Models;
using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.Logging;
using System.Collections.Concurrent;
using System.Threading.Channels;
using Tinkoff.InvestApi;
using Tinkoff.InvestApi.V1;
using PositionType = KLHZ.Trader.Core.Exchange.Models.PositionType;

namespace KLHZ.Trader.Core.Exchange.Services
{
    public class ManagedAccount
    {
        public string AccountId { get; private set; } = string.Empty;
        private readonly Channel<TradeCommand> _channel = Channel.CreateUnbounded<TradeCommand>();

        #region Поля, собираемые из контейнера DI
        private readonly InvestApiClient _investApiClient;
        private readonly IDbContextFactory<TraderDbContext> _dbContextFactory;
        private readonly ILogger<ManagedAccount> _logger;
        private readonly IDataBus _dataBus;

        #endregion

        #region Кеш рабочих данных
        private readonly object _locker = new();
        private decimal _balance = 0;
        private decimal _total = 0;
        internal decimal Balance
        {
            get
            {
                lock (_locker)
                    return _balance;
            }
            set
            {
                lock (_locker)
                    _balance = value;
            }
        }
        internal decimal Total
        {
            get
            {
                lock (_locker)
                    return _total;
            }
            set
            {
                lock (_locker)
                    _total = value;
            }
        }

        internal readonly ConcurrentDictionary<string, Models.Asset> Assets = new();

        #endregion

        public ManagedAccount(InvestApiClient investApiClient, IDataBus dataBus, IDbContextFactory<TraderDbContext> dbContextFactory, ILogger<ManagedAccount> logger)
        {
            _dataBus = dataBus;
            _investApiClient = investApiClient;
            _dbContextFactory = dbContextFactory;
            _logger = logger;
        }

        public async Task Init(string accountId)
        {
            AccountId = accountId;
            await SyncPortfolio();
            _dataBus.AddChannel(accountId, _channel);
            _ = ProcessCommands();
        }

        private async Task ProcessCommands()
        {
            while (await _channel.Reader.WaitToReadAsync())
            {
                var command = await _channel.Reader.ReadAsync();
                try
                {
                    await ProcessMarketCommand(command);
                }
                catch (Exception ex)
                {
                    _logger.LogError(ex, "Ошибка при обработке команды.");
                }
            }
        }

        internal async Task SyncPortfolio()
        {
            try
            {
                //await _semaphoreSlim.WaitAsync();
                var portfolio = await _investApiClient.Operations.GetPortfolioAsync(new PortfolioRequest()
                {
                    AccountId = AccountId,
                });

                var oldAssets = Assets.Keys.ToHashSet();
                using var context = await _dbContextFactory.CreateDbContextAsync();
                context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;

                var trades = await context.Trades
                    .Where(t => t.AccountId == AccountId && t.ArchiveStatus == 0)
                    .ToListAsync();
                foreach (var position in portfolio.Positions)
                {
                    decimal price = 0;
                    var trade = trades.FirstOrDefault(t => t.Figi == position.Figi);

                    if (trade != null)
                    {
                        trades.Remove(trade);
                        price = trade.Price;
                    }
                    else
                    {
                        price = position.AveragePositionPrice;
                    }
#pragma warning disable CS0612 // Тип или член устарел
                    var asset = new Models.Asset()
                    {
                        AccountId = AccountId,
                        Figi = position.Figi,
                        Ticker = position.Ticker,
                        BoughtAt = trade?.BoughtAt ?? DateTime.UtcNow,
                        BoughtPrice = price,
                        Type = position.InstrumentType.ParseInstrumentType(),
                        Position = position.Quantity > 0 ? PositionType.Long : PositionType.Short,
                        BlockedItems = position.BlockedLots,
                        Count = position.Quantity,
                        CountLots = position.QuantityLots,
                    };
#pragma warning restore CS0612 // Тип или член устарел
                    Assets.AddOrUpdate(asset.Figi, asset, (k, v) => asset);
                    oldAssets.Remove(asset.Figi);
                }

                Total = portfolio.TotalAmountPortfolio;
                Balance = portfolio.TotalAmountCurrencies;

                foreach (var asset in oldAssets)
                {
                    Assets.TryRemove(asset, out _);
                }

                var ids = trades.Select(t => t.Id).ToArray();
                await context.Trades
                              .Where(t => ids.Contains(t.Id))
                              .ExecuteUpdateAsync(t => t.SetProperty(tr => tr.ArchiveStatus, 1));
            }
            catch (Exception ex)
            {
                _logger.LogError(ex, "Ошибка при синхранизации портфеля счёта {accountId}", AccountId);
            }
            finally
            {
                //_semaphoreSlim.Release();
            }

        }

        internal async Task<DealResult> ClosePosition(string figi)
        {
            if (!string.IsNullOrEmpty(figi) && Assets.TryGetValue(figi, out var asset))
            {
                try
                {
                    var req = new PostOrderRequest()
                    {
                        AccountId = AccountId,
                        InstrumentId = figi,
                    };
                    if (asset != null)
                    {
                        req.Direction = OrderDirection.Sell;
                        req.OrderType = OrderType.Market;
                        req.Quantity = (long)asset.Count;

                        var res = await _investApiClient.Orders.PostOrderAsync(req);
                        return new DealResult
                        {
                            Count = res.LotsExecuted,
                            Price = res.ExecutedOrderPrice,
                            Success = true,
                        };
                    }
                }
                catch (Exception ex)
                {
                    _logger.LogError(ex, "Ошибка при закрытии позиции по счёту {acc}. figi: {figi}", AccountId, figi);
                }
            }
            return new DealResult
            {
                Count = 0,
                Price = 0,
                Success = false,
            };
        }

        internal async Task<DealResult> BuyAsset(string figi, decimal count, string? ticker = null, decimal? recommendedPrice = null)
        {
            try
            {
                var req = new PostOrderRequest()
                {
                    AccountId = AccountId,
                    InstrumentId = figi,
                    Direction = OrderDirection.Buy,
                    OrderType = OrderType.Market,
                    Quantity = (long)count,
                };

                var res = await _investApiClient.Orders.PostOrderAsync(req);

                using var context = await _dbContextFactory.CreateDbContextAsync();
                context.ChangeTracker.QueryTrackingBehavior = QueryTrackingBehavior.NoTracking;

                var trade = await context.Trades.FirstOrDefaultAsync(t => t.ArchiveStatus == 0 && t.Figi == figi);
                if (trade == null)
                {
                    var newTrade = new DataLayer.Entities.Trades.Trade()
                    {
                        AccountId = AccountId,
                        Figi = figi,
                        Ticker = ticker ?? string.Empty,
                        BoughtAt = DateTime.UtcNow,
                        Count = res.LotsExecuted,
                        Price = res.ExecutedOrderPrice,
                        Position = DataLayer.Entities.Trades.PositionType.Long,
                        Direction = DataLayer.Entities.Trades.TradeDirection.Buy,
                        Asset = DataLayer.Entities.Trades.AssetType.Common,
                    };

                    await context.Trades.AddAsync(newTrade);
                }
                else
                {
                    var oldAmount = trade.Price * trade.Count;
                    var newAmount = res.ExecutedOrderPrice * res.LotsExecuted;
                    trade.Count = res.LotsExecuted + trade.Count;
                    trade.Price = (oldAmount + newAmount) / trade.Count;
                    context.Trades.Update(trade);
                }

                await context.SaveChangesAsync();
                return new DealResult
                {
                    Count = res.LotsExecuted,
                    Price = res.ExecutedOrderPrice,
                    Success = true,
                };
            }
            catch (Exception ex)
            {
                _logger.LogError(ex, "Ошибка при покупке актива на счёт {acc}. figi: {figi}", AccountId, figi);
            }
            return new DealResult
            {
                Count = 0,
                Price = 0,
                Success = false,
            };
        }

        private async Task ProcessMarketCommand(TradeCommand command)
        {
            if (string.IsNullOrWhiteSpace(command.Figi)) return;
            if (command.CommandType == TradeCommandType.MarketBuy)
            {
                await BuyAsset(command.Figi, command.Count ?? 1, command.Ticker, command.RecomendPrice);
            }
            else if (command.CommandType == TradeCommandType.ForceClosePosition)
            {
                await ClosePosition(command.Figi);
            }
            else return;

            await SyncPortfolio();
        }
    }
}