106 lines
4.7 KiB
C#
106 lines
4.7 KiB
C#
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
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using KLHZ.Trader.Core.Contracts.Messaging.Interfaces;
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using Microsoft.Extensions.Hosting;
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using Microsoft.Extensions.Logging;
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using System.Threading.Channels;
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using Tinkoff.InvestApi;
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using Tinkoff.InvestApi.V1;
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namespace KLHZ.Trader.Core.Exchange.Services
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{
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public class TradingCommandsExecutor : IHostedService
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{
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private readonly TraderDataProvider _tradeDataProvider;
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private readonly InvestApiClient _investApiClient;
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private readonly IDataBus _dataBus;
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private readonly ILogger<TradingCommandsExecutor> _logger;
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private readonly Channel<ITradeCommand> _channel = Channel.CreateUnbounded<ITradeCommand>();
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public TradingCommandsExecutor(InvestApiClient investApiClient, IDataBus dataBus, ILogger<TradingCommandsExecutor> logger, TraderDataProvider tradeDataProvider)
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{
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_investApiClient = investApiClient;
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_dataBus = dataBus;
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_dataBus.AddChannel(nameof(TradingCommandsExecutor), _channel);
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_logger = logger;
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_tradeDataProvider = tradeDataProvider;
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}
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public Task StartAsync(CancellationToken cancellationToken)
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{
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_ = ProcessCommands();
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return Task.CompletedTask;
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}
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public Task StopAsync(CancellationToken cancellationToken)
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{
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return Task.CompletedTask;
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}
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internal async Task ExecuteCommand(ITradeCommand tradeCommand)
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{
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try
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{
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var dir = OrderDirection.Unspecified;
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var orderType = OrderType.Unspecified;
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if (tradeCommand.CommandType == Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketBuy)
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{
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dir = OrderDirection.Buy;
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orderType = OrderType.Market;
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}
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else if (tradeCommand.CommandType == Contracts.Messaging.Dtos.Enums.TradeCommandType.MarketSell)
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{
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dir = OrderDirection.Sell;
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orderType = OrderType.Market;
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}
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else if (tradeCommand.CommandType == Contracts.Messaging.Dtos.Enums.TradeCommandType.LimitBuy && tradeCommand.RecomendPrice.HasValue)
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{
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dir = OrderDirection.Buy;
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orderType = OrderType.Limit;
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}
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var req = new PostOrderRequest()
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{
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AccountId = tradeCommand.AccountId,
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InstrumentId = tradeCommand.Figi,
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Direction = dir,
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Price = tradeCommand.RecomendPrice ?? 0,
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OrderType = orderType,
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Quantity = tradeCommand.Count,
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ConfirmMarginTrade = tradeCommand.EnableMargin,
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};
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_logger.LogWarning("Получена команда c id {commandId} на операцию с активом {figi}! Тип заявки сделки: {dir}; Количество активов: {count}; Разрешена ли маржиналка: {margin}",
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tradeCommand.CommandId, req.InstrumentId, req.OrderType, req.Quantity, req.ConfirmMarginTrade);
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var res = await _investApiClient.Orders.PostOrderAsync(req);
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_logger.LogWarning("Исполнена команда c id {commandId} на операцию с активом {figi}! Направление: {dir}; Число лотов: {lots}; цена: {price}", tradeCommand.CommandId, res.Figi,
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res.Direction, res.LotsExecuted, (decimal)res.ExecutedOrderPrice);
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//var result = new DealResult
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//{
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// Count = sign * res.LotsExecuted,
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// Price = res.ExecutedOrderPrice,
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// Success = true,
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// Direction = dealDirection,
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// AccountId = tradeCommand.AccountId,
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// Figi = tradeCommand.Figi,
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//};
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//await _tradeDataProvider.LogDeal(result);
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Ошибка при покупке актива на счёт {acc}. figi: {figi}", tradeCommand.AccountId, tradeCommand.Figi);
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}
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}
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private async Task ProcessCommands()
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{
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while (await _channel.Reader.WaitToReadAsync())
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{
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var command = await _channel.Reader.ReadAsync();
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await ExecuteCommand(command);
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}
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}
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}
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}
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