private void SwitchMessage(ZMessage zMsgReply, string message, string[] info)
{
string traderName = info[1];
ShareLimitGroupItem shareLimitGroup = ShareLimitAdapter.Instance.GetLimitGroup(traderName);
switch (info[0])
{
case "1": // 策略端发送指令格式： 1|交易员id|股票编码|开/平|开仓价格|股数 . 开/平：OPEN\CLOSE; code:股票编码
SendOrderMessageInit(zMsgReply, info, traderName, shareLimitGroup);
break;
case "2":
CancelOrderMessageInit(zMsgReply, info, traderName);
break;
case "3": // 查询 额度分配，订单，委托 3|交易员id|订单json|委托json
QueryOrderMessageInit(zMsgReply, traderName);
break;
case "5":
LimitQueryMessageInit(zMsgReply, traderName, shareLimitGroup);
break;
default:
zMsgReply.Add(new ZFrame("Invalid Message, Not Implement branch, branch Value:" + info[0] + "\r\n Total Message:" + message));
break;
}
}
public string SendSharedLimitOrder(string UserName, string 证券代码, string tradeDirection, string quatity, string price, ShareLimitGroupItem shareLimitGroup)
{
StringBuilder sb = new StringBuilder(128);
lock (Sync)
{
try
{
sb.Append("1|").Append(UserName).Append('|');
int 买卖方向 = int.Parse(tradeDirection);
decimal 委托数量 = decimal.Parse(quatity);
decimal 委托价格 = decimal.Parse(price);
var market = 证券代码.GetCodeMarket();
var limitItem = shareLimitGroup.GroupStockList.FirstOrDefault(_ => _.StockID == 证券代码);
if (limitItem == null)
{
sb.AppendFormat("0|1|该股票没有额度|0");
return(sb.ToString());
}
decimal commissionCharge = decimal.Parse(limitItem.Commission);
string zqName = limitItem.StockName;
List <string> lstSendedOrderID = new List <string>();
decimal 已买股数, 已卖股数, traderBuy, traderSale;
shareLimitGroup.GetShareGroupHasBuyCount(证券代码, UserName, lstSendedOrderID, out 已买股数, out 已卖股数, out traderBuy, out traderSale);
decimal 开仓数量 = Tool.Get开仓数量From已买卖数量(买卖方向, 委托数量, 已买股数, 已卖股数);
#region 仓位，亏损，买数量，卖数量，限制判定
#region 仓位亏损限制
if (开仓数量 > 0)
{
DbDataSet.平台用户Row AASUser1 = Program.db.平台用户.Get平台用户(UserName);
//仓位限制
decimal 欲下仓位 = 委托价格 * 开仓数量;
decimal 已用仓位 = Program.db.已发委托.Get已用仓位(UserName);
if (已用仓位 + 欲下仓位 > AASUser1.仓位限制)
{
sb.AppendFormat("0|1|仓位超限, 已用仓位{0:f2},欲下仓位{1:f2}, 超过设定值{2:f2}|0", 已用仓位, 欲下仓位, AASUser1.仓位限制);
return(sb.ToString());
}
//亏损限制
decimal 当日委托交易费用 = Program.db.已发委托.Get交易费用(UserName, commissionCharge);
decimal 当日亏损 = Program.db.已平仓订单.Get当日已平仓亏损(UserName) + 当日委托交易费用;
if (当日亏损 >= AASUser1.亏损限制)
{
sb.AppendFormat("0|2|用户亏损{0:f2}超过设定值{1:f2}|0", 当日亏损, AASUser1.亏损限制);
return(sb.ToString());
}
}
#endregion
#region 买卖数量限制
//
//将缓存数量加上。
if (CommonUtils.OrderCacheQueue.Count > 0)
{
var cache = CommonUtils.OrderCacheQueue.Where(_ =>
_.Trader == UserName &&
_.Zqdm == 证券代码 &&
!lstSendedOrderID.Contains(_.OrderID) &&
(DateTime.Now - _.SendTime).TotalSeconds < 10).ToList();
if (cache.Count > 0)
{
var buy = cache.Where(_ => _.Category % 2 == 0).Sum(_ => _.Quantity);
var sale = cache.Where(_ => _.Category % 2 == 1).Sum(_ => _.Quantity);
已买股数 += buy;
已卖股数 += sale;
}
}
var dict = shareLimitGroup.GetShareGroupBuySaleList(证券代码);
decimal needPlaceBuyCount = 0;
if (买卖方向 == 0)
{//如已反方向下了大于等于委托数的单子，则可以跳过判断
if (traderSale - traderBuy < 委托数量)
{
foreach (var item in dict)
{
if (item.Key != UserName && item.Value.SoldCount > item.Value.BuyCount)
{
needPlaceBuyCount += item.Value.SoldCount - item.Value.BuyCount;
}
}
if (needPlaceBuyCount + 已买股数 + 委托数量 > decimal.Parse(limitItem.LimitCount))
{
var wt = Program.帐户委托DataTable[limitItem.GroupAccount].Where(_ => _.证券代码 == 证券代码);
sb.AppendFormat("0|3|额度不足,总额度{0},已买股数{1},需保留仓位{2}|{3}",
limitItem.LimitCount, 已买股数, needPlaceBuyCount, decimal.Parse(limitItem.LimitCount) - needPlaceBuyCount - 已买股数);
Program.logger.LogInfoDetail("买数量超限！交易员买卖此股票数量:{0}，总额度{1},已买股数{2},需保留仓位{3},该交易员买数{4} 卖数{5}",
dict.ToJson(), limitItem.LimitCount, 已买股数, needPlaceBuyCount, traderBuy, traderSale);
return(sb.ToString());
}
}
}
else
{
if (traderBuy - traderSale < 委托数量)
{
foreach (var item in dict)
{
if (item.Key != UserName && item.Value.BuyCount > item.Value.SoldCount)
{
needPlaceBuyCount += item.Value.BuyCount - item.Value.SoldCount;
}
}
if (needPlaceBuyCount + 已卖股数 + 委托数量 > decimal.Parse(limitItem.LimitCount))
{
var wt = Program.帐户委托DataTable[limitItem.GroupAccount].Where(_ => _.证券代码 == 证券代码);
sb.AppendFormat("0|4|额度不足,总额度{0},已卖股数{1},需保留仓位{2}|{3}",
limitItem.LimitCount, 已卖股数, needPlaceBuyCount, decimal.Parse(limitItem.LimitCount) - needPlaceBuyCount - 已卖股数);
Program.logger.LogInfoDetail("卖数量超限！交易员买卖此股票数量:{0}，总额度{1},已卖股数{2},需保留仓位{3},该股票相关委托{4}", dict.ToJson(),
limitItem.LimitCount, 已卖股数, needPlaceBuyCount, wt.ToJson());
return(sb.ToString());
}
}
}
#endregion
#endregion
string 委托编号;
string ErrInfo;
var orderCacheObj = new OrderCacheEntity()
{
Category = 买卖方向,
Zqdm = 证券代码,
ZqName = zqName,
Price = 委托价格,
Quantity = 委托数量,
Trader = UserName,
Sender = UserName,
SendTime = DateTime.Now,
};
CommonUtils.OrderCacheQueue.Enqueue(orderCacheObj);
bool hasOrderNo;
if (Program.db.券商帐户.Exists(limitItem.GroupAccount))
{
var bsFlag = limitItem.GetTradeType(买卖方向);
Program.logger.LogInfo("额度共享策略：组合号{0}, 买卖方向原始值{1},买卖方向最终值{2}, 股票代码{3}", limitItem.GroupAccount, 买卖方向, bsFlag, 证券代码);
Program.db.券商帐户.SendOrder(limitItem.GroupAccount, bsFlag, market, 证券代码, 委托价格, 委托数量, orderCacheObj, out 委托编号, out ErrInfo, out hasOrderNo);
}
else
{
sb.Append("0|5|帐户不存在|0");
return(sb.ToString());
}
if (ErrInfo == string.Empty)
{
if (hasOrderNo)
{
orderCacheObj.OrderID = 委托编号;
Program.AddConsignmentCache(UserName, 证券代码, 买卖方向, 委托数量, 委托价格, 委托编号, limitItem.GroupAccount, limitItem.StockName, market);
Program.db.已发委托.Add(DateTime.Today, limitItem.GroupAccount, 委托编号, UserName, "程序自动委托下单成功", market, 证券代码, limitItem.StockName, 买卖方向, 0m, 0m, (decimal)委托价格, (decimal)委托数量, 0m);
string Msg = UserName + " 程序自动下单成功";
Program.db.交易日志.Add(DateTime.Today, DateTime.Now.ToString("HH:mm:ss"), UserName, limitItem.GroupAccount, 证券代码, limitItem.StockName, 委托编号, 买卖方向, 委托数量, 委托价格, Msg);
sb.AppendFormat("{0}||{1}", limitItem.GroupAccount + '_' + 委托编号, Msg);
BagNewOrderTraderStock.Add(new KeyValuePair <string, string>(UserName, 证券代码));
}
else
{
sb.AppendFormat("0|6|已报，等待接口处理");
}
}
else
{
sb.AppendFormat("0|6|{0}|0", ErrInfo);
}
}
catch (Exception ex)
{
Program.logger.LogInfoDetail("服务器下单异常:{0} {1}", ex.Message, ex.StackTrace);
sb.AppendFormat("0|7|程序自动下单接口异常\r\n 交易员账号:{0}\r\n 证券代码{1}\r\n ExceptionMessage:{2}|0", UserName, 证券代码, ex.Message);
}
}
return(sb.ToString());
}
private void SendOrderMessageInit(ZMessage zMsgReply, string[] infos, string traderName, ShareLimitGroupItem shareLimitGroup)
{
//Program.logger.LogInfoDetail("自动下单接口1 订单发送：收到消息时间{0}", DateTime.Now.ToString("HH:mm:ss:fff"));
string buySaleFlag = infos[3].ToUpper() == "OPEN" ? "0" : "1";
string strSend = string.Empty;
if (shareLimitGroup == null)
{
strSend = string.Format("1|{0}|0|7|对应共享额度组不存在!", traderName);
}
else
{
strSend = SendSharedLimitOrder(traderName, infos[2], buySaleFlag, infos[5], infos[4], shareLimitGroup);
}
zMsgReply.Add(new ZFrame(strSend));
//Program.logger.LogInfoDetail("自动下单接口1 订单发送：返回下单结果时间{0}", DateTime.Now.ToString("HH:mm:ss:fff"));
}
private static void LimitQueryMessageInit(ZMessage zMsgReply, string traderName, ShareLimitGroupItem shareLimitGroup)
{
var dict = new Dictionary <string, decimal>();
if (shareLimitGroup == null)
{
Program.logger.LogInfoDetail("{0}额度共享组为空,将返回额度分配表对应配置。", traderName);
Program.db.额度分配.Where(_ => _.交易员 == traderName).ToList().ForEach(_ => dict.Add(_.证券代码, _.交易额度));
zMsgReply.Add(new ZFrame(string.Format("5|{0}|{1}", traderName, dict.ToJson())));
}
else
{
foreach (var item in shareLimitGroup.GroupStockList)
{
var limit = decimal.Parse(item.LimitCount);
decimal buyCount, saleCount;
List <string> lstOrderID = new List <string>();
var dictStockBuySaleList = shareLimitGroup.GetShareGroupBuySaleList(item.StockID);
shareLimitGroup.GetShareGroupHasBuyCount(item.StockID, out buyCount, out saleCount);
decimal needPlaceBuyCount = 0;
decimal needPlaceSaleCount = 0;
foreach (var TraderBuySaleItem in dictStockBuySaleList)
{
if (TraderBuySaleItem.Key != traderName)
{
if (TraderBuySaleItem.Value.SoldCount > TraderBuySaleItem.Value.BuyCount)
{
needPlaceBuyCount += TraderBuySaleItem.Value.SoldCount - TraderBuySaleItem.Value.BuyCount;
}
else
{
needPlaceSaleCount += TraderBuySaleItem.Value.BuyCount - TraderBuySaleItem.Value.SoldCount;
}
}
}
if (dict.ContainsKey(item.StockID))
{
Program.logger.LogInfoDetail("已存在股票{0}的配置项，股票代码重复", item.StockID);
}
else
{
dict.Add(item.StockID, Math.Min(limit - buyCount - needPlaceBuyCount, limit - saleCount - needPlaceSaleCount));
}
}
}
zMsgReply.Add(new ZFrame(string.Format("5|{0}|{1}", traderName, dict.ToJson())));
}