//获取主账户最大可下单数量
public static int GetAccountCount(Order order)
{
Account account = AccountRA.Get("A_" + order.account_id);
if (order.type_enum == OrderTypeEnum.Buy && !string.IsNullOrWhiteSpace(account.limit_no_buying) && account.limit_no_buying.Contains(order.code))
{
return(0);
}
if (account.status_enum == StatusEnum.Forbidden)
{
return(0);
}
if (account.status_order_enum == StatusOrderEnum.Forbidden)
{
return(0);
}
if (order.type_enum == OrderTypeEnum.Buy && account.status_order_enum == StatusOrderEnum.NoBuying)
{
return(0);
}
if (order.type_enum == OrderTypeEnum.Buy)
{
decimal count = account.capital_initial / order.price;
if (account.limit_ratio_single > 0)
{
count = Math.Min(count, account.capital_initial * account.limit_ratio_single / order.price);
}
BlockInfo block = StockInfoBiz.GetBlock(order.code);
if (block.block_type_enum == BlockEnum.gem)
{
if (account.limit_ratio_gem_single > 0)
{
count = Math.Min(count, account.capital_initial * account.limit_ratio_gem_single / order.price);
}
if (account.limit_ratio_gem_total > 0)
{
count = Math.Min(count, (account.capital_initial * account.limit_ratio_gem_total - account.capital_stock_value_gem) / order.price);
}
}
string[] keys = TradeRA.KeySearch("G_*_U_" + order.unit_id + "_A_" + order.account_id);
AccountGroupItem item = AccountGroupRA.Get(keys[0]);
if (item.capital_available > 0)
{
count = Math.Min(count, (item.capital_available - item.capital_stock_value) / order.price);
}
return((int)Math.Ceiling(count / 100) * 100);
}
else
{
return(PositionRA.GetSellable(order.unit_id, order.code, order.account_id));
}
}
public void Order(Order order)
{
string request_id = FuncHelper.GetUniqueID().ToString();
order.account_id = account_id;
order.name = StockInfoBiz.GetStock(order.code).name;
order.time_dt = DateTime.Now;
OrderRA.Add(order, "O_" + request_id + "_T_" + order.trade_no + "_U_" + order.unit_id + "_F");
JY.Order(new JY.Order(order.code, order.type, order.count, order.price, request_id));
MonitorRA.Increment("account_" + account_id, "order_count");
}
public static void Close()
{
TradeBiz.Stop();
HQBiz.Save();
SaveOrder();
Dictionary <int, decimal[]> dic = new Dictionary <int, decimal[]>();
SaveDeal(ref dic);
SavePosition();
SaveAccountCapital();
SaveUnitCapital(dic);
StockInfoBiz.RefreshBlockList();
}
//检查系统和用户是否满足下单条件
public static ApiResultEnum CheckStatus(Order model)
{
StatusOrderEnum status_order = (StatusOrderEnum)int.Parse(UserRA.Get(model.user_id.ToString(), "status_order"));
if (status_order == StatusOrderEnum.Forbidden)
{
return(ApiResultEnum.Order_User_Forbidden_Order);
}
if (model.type_enum == OrderTypeEnum.Buy && status_order == StatusOrderEnum.NoBuying)
{
return(ApiResultEnum.Order_User_NoBuying_Order);
}
StatusTradeEnum status_trade = (StatusTradeEnum)MonitorRA.GetStatusTrade();
if (status_trade == StatusTradeEnum.Closed)
{
return(ApiResultEnum.Order_Closed);
}
else if (status_trade == StatusTradeEnum.Pause)
{
return(ApiResultEnum.Order_Paused);
}
BlockInfo block = StockInfoBiz.GetBlock(model.code);
if (block == null)
{
return(ApiResultEnum.Order_Code_Error);
}
if (model.price == 0)
{
return(ApiResultEnum.Order_Price_Error);
}
if (model.count == 0)
{
return(ApiResultEnum.Order_Count_Error);
}
return(ApiResultEnum.Success);
}
public static void AdjustPosition(Position position, Deal deal, decimal order_price, int type)
{
string key_unit = "U_" + deal.unit_id;
string key_position = "P_" + deal.code + "_A_" + deal.account_id + "_U_" + deal.unit_id;
//更新单元余额和冻结
if (deal.type_enum == OrderTypeEnum.Buy)
{
UnitRA.UpdateCapitalDealBuy(order_price * deal.count, type == 0, key_unit);
}
else if (deal.type_enum == OrderTypeEnum.Sell)
{
UnitRA.UpdateCapitalDealSell(deal.price * deal.count, key_unit);
}
//更新持仓
decimal amount = deal.money + deal.commission;
if (position != null)
{
if (deal.type == 0)
{
position.price_cost = Math.Round((position.price_cost * position.count + amount) / (deal.count + position.count), 6);
position.count = position.count + deal.count;
if (type == 0 || type == 1)
{
position.price_cost_today_buy = Math.Round((amount + position.price_cost_today_buy * position.count_today_buy) / (deal.count + position.count_today_buy), 6);
position.count_today_buy = deal.count + position.count_today_buy;
}
PositionRA.UpdateBuy(position, key_position);
}
else
{
position.count = position.count - deal.count;
if (type == 0 || type == 1)
{
position.price_cost_today_sell = Math.Round((amount + position.price_cost_today_sell * position.count_today_sell) / (deal.count + position.count_today_sell), 6);
position.count_today_sell = deal.count + position.count_today_sell;
}
PositionRA.UpdateSell(position, key_position);
}
}
else
{
HQItem hq = HQService.Get(deal.code);
BlockInfo block = StockInfoBiz.GetBlock(deal.code);
if (block == null)
{
return;
}
position = new Position()
{
code = deal.code,
name = deal.name,
unit_id = deal.unit_id,
account_id = deal.account_id,
block_enum = block.block_type_enum,
price_latest = hq != null ? hq.Last : 0
};
if (deal.type == 0)
{
position.price_cost = Math.Round(amount / deal.count, 6);
position.count = deal.count;
if (type == 0 || type == 1)
{
position.price_cost_today_buy = position.price_cost;
position.count_today_buy = position.count;
}
else if (type == 2)
{
position.count_sellable = position.count;
}
}
else
{
position.price_cost = Math.Round(amount / deal.count, 6);
position.count = position.count_sellable = -deal.count;
if (type == 0 || type == 1)
{
position.price_cost_today_sell = position.price_cost;
position.count_today_sell = deal.count;
}
}
PositionRA.Add(position, key_position);
}
RunCalculateValue();
}
public static ApiResultEnum Order(Order order)
{
ApiResultEnum result = LimitBiz.CheckStatus(order);
if (result != ApiResultEnum.Success)
{
return(result);
}
result = LimitBiz.CheckUnit(order);
if (result != ApiResultEnum.Success)
{
return(result);
}
Dictionary <int, int> order_items;
if (order.account_id == 0)
{
order_items = LimitBiz.GetOrderAccount(order);
}
else
{
order_items = new Dictionary <int, int>()
{
{ order.account_id, order.count }
}
};
if (order_items.Count == 0)
{
return(ApiResultEnum.Order_Unit_No_Account);
}
if (order_items.Sum(i => i.Value) == 0)
{
return(ApiResultEnum.Order_Group_Negative_Amount);
}
int order_count = 0;
order.trade_no = FuncHelper.GetUniqueID().ToString();
order.trade_count = order.count;
foreach (var kvp in order_items)
{
if (kvp.Value == 0)
{
continue;
}
order.account_id = kvp.Key;
order.count = kvp.Value;
result = LimitBiz.CheckAccount(order);
if (result != ApiResultEnum.Success)
{
continue;
}
BlockInfo block = StockInfoBiz.GetBlock(order.code);
order.price = Math.Round(order.price, block.@decimal);
jybizs[order.account_id].Order(order);
order_count += order.count;
}
if (order_count == 0)
{
return(result);
}
if (order_count < order.count)
{
return(ApiResultEnum.Success_Portion);
}
return(ApiResultEnum.Success);
}
//检查单元是否满足下单条件
public static ApiResultEnum CheckUnit(Order order)
{
Unit unit = UnitRA.Get("U_" + order.unit_id);
if (unit == null || unit.user_id != order.user_id)
{
return(ApiResultEnum.Order_Unit_Null);
}
if (order.type_enum == OrderTypeEnum.Buy && !string.IsNullOrWhiteSpace(unit.limit_no_buying) && unit.limit_no_buying.Contains(order.code))
{
return(ApiResultEnum.Order_Unit_NoBuying_Code);
}
if (unit.status_enum == StatusEnum.Forbidden)
{
return(ApiResultEnum.Order_Unit_Forbidden);
}
if (unit.status_order_enum == StatusOrderEnum.Forbidden)
{
return(ApiResultEnum.Order_Unit_Forbidden_Order);
}
if (order.type_enum == OrderTypeEnum.Buy && unit.status_order_enum == StatusOrderEnum.NoBuying)
{
return(ApiResultEnum.Order_Unit_NoBuying_Order);
}
string[] keys = TradeRA.KeySearch("P_" + order.code + "_A_*_U_" + order.unit_id);
if (unit.limit_stock_count > 0)
{
if (PositionRA.GetCodeCount(order.unit_id, order.code) > unit.limit_stock_count)
{
return(ApiResultEnum.Order_Unit_Limit_Count);
}
}
if (unit.limit_order_price_enum == OrderPriceLimitEnum.In5LeverPrice)
{
decimal price_min = DataBiz.GetPriceByPriceType(order.code, OrderPriceEnum.Buy5);
decimal price_max = DataBiz.GetPriceByPriceType(order.code, OrderPriceEnum.Sell5);
if (order.price < price_min || order.price > price_max)
{
return(ApiResultEnum.Order_Unit_Limit_Price);
}
}
if (order.type_enum == OrderTypeEnum.Buy)
{
if (unit.capital_available < order.price * order.count)
{
return(ApiResultEnum.Order_Unit_Negative_Amount);
}
BlockInfo block = StockInfoBiz.GetBlock(order.code);
if (block.block_type_enum == BlockEnum.mbm)
{
if (unit.limit_ratio_mbm_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_mbm_single)
{
return(ApiResultEnum.Order_Unit_Limit_MBM_Single);
}
}
else if (block.block_type_enum == BlockEnum.gem)
{
if (unit.limit_ratio_gem_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_gem_single)
{
return(ApiResultEnum.Order_Unit_Limit_GEM_Single);
}
if (unit.limit_ratio_gem_total > 0 && order.price * order.count + unit.capital_stock_value_gem > unit.capital_scale * unit.limit_ratio_gem_total)
{
return(ApiResultEnum.Order_Unit_Limit_GEM_Total);
}
}
else if (block.block_type_enum == BlockEnum.sme)
{
if (unit.limit_ratio_sme_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_sme_single)
{
return(ApiResultEnum.Order_Unit_Limit_SME_Single);
}
if (unit.limit_ratio_sme_total > 0 && order.price * order.count + unit.capital_stock_value_sme > unit.capital_scale * unit.limit_ratio_sme_total)
{
return(ApiResultEnum.Order_Unit_Limit_SME_Total);
}
}
else if (block.block_type_enum == BlockEnum.star)
{
if (unit.limit_ratio_star_single > 0 && order.price * order.count > unit.capital_scale * unit.limit_ratio_star_single)
{
return(ApiResultEnum.Order_Unit_Limit_STAR_Single);
}
if (unit.limit_ratio_star_total > 0 && order.price * order.count + unit.capital_stock_value_star > unit.capital_scale * unit.limit_ratio_star_total)
{
return(ApiResultEnum.Order_Unit_Limit_STAR_Total);
}
}
if (block.block_type_enum == BlockEnum.sme || block.block_type_enum == BlockEnum.gem)
{
if (unit.limit_ratio_smg_total > 0 && order.price * order.count + unit.capital_stock_value_sme + unit.capital_stock_value_gem > unit.capital_scale * unit.limit_ratio_smg_total)
{
return(ApiResultEnum.Order_Unit_Limit_SMG_Total);
}
}
}
else
{
if (PositionRA.GetSellable(order.unit_id, order.code) < order.count)
{
return(ApiResultEnum.Order_Unit_Negative_Position);
}
}
return(ApiResultEnum.Success);
}
//获取单元最大可下单数量
public static int GetUnitCount(Order order)
{
Unit unit = UnitRA.Get("U_" + order.unit_id);
if (unit == null)
{
return(0);
}
if (order.type_enum == OrderTypeEnum.Buy && !string.IsNullOrWhiteSpace(unit.limit_no_buying) && unit.limit_no_buying.Contains(order.code))
{
return(0);
}
if (unit.status_enum == StatusEnum.Forbidden)
{
return(0);
}
if (unit.status_order_enum == StatusOrderEnum.Forbidden)
{
return(0);
}
if (order.type_enum == OrderTypeEnum.Buy && unit.status_order_enum == StatusOrderEnum.NoBuying)
{
return(0);
}
string[] keys = TradeRA.KeySearch("P_" + order.code + "_A_*_U_" + order.unit_id);
if (unit.limit_stock_count > 0)
{
if (PositionRA.GetCodeCount(order.unit_id, order.code) > unit.limit_stock_count)
{
return(0);
}
}
if (order.type_enum == OrderTypeEnum.Buy)
{
decimal count = unit.capital_available / order.price;
BlockInfo block = StockInfoBiz.GetBlock(order.code);
if (block.block_type_enum == BlockEnum.mbm)
{
if (unit.limit_ratio_mbm_single > 0)
{
count = Math.Min(count, unit.capital_scale * unit.limit_ratio_mbm_single / order.price);
}
}
else if (block.block_type_enum == BlockEnum.gem)
{
if (unit.limit_ratio_gem_single > 0)
{
count = Math.Min(count, unit.capital_scale * unit.limit_ratio_gem_single / order.price);
}
if (unit.limit_ratio_gem_total > 0)
{
count = Math.Min(count, (unit.capital_scale * unit.limit_ratio_gem_total - unit.capital_stock_value_gem) / order.price);
}
}
else if (block.block_type_enum == BlockEnum.sme)
{
if (unit.limit_ratio_sme_single > 0)
{
count = Math.Min(count, unit.capital_scale * unit.limit_ratio_sme_single / order.price);
}
if (unit.limit_ratio_sme_total > 0)
{
count = Math.Min(count, (unit.capital_scale * unit.limit_ratio_sme_total - unit.capital_stock_value_sme) / order.price);
}
}
else if (block.block_type_enum == BlockEnum.star)
{
if (unit.limit_ratio_star_single > 0)
{
count = Math.Min(count, unit.capital_scale * unit.limit_ratio_star_single / order.price);
}
if (unit.limit_ratio_star_total > 0)
{
count = Math.Min(count, (unit.capital_scale * unit.limit_ratio_star_total - unit.capital_stock_value_star) / order.price);
}
}
if (block.block_type_enum == BlockEnum.sme || block.block_type_enum == BlockEnum.gem)
{
if (unit.limit_ratio_smg_total > 0)
{
count = Math.Min(count, (unit.capital_scale * unit.limit_ratio_smg_total - unit.capital_stock_value_sme - unit.capital_stock_value_gem) / order.price);
}
}
return((int)Math.Ceiling(count / 100) * 100);
}
else
{
return(PositionRA.GetSellable(order.unit_id, order.code));
}
}
//检查主账户是否满足下单条件
public static ApiResultEnum CheckAccount(Order order)
{
Account account = AccountRA.Get("A_" + order.account_id);
if (order.type_enum == OrderTypeEnum.Buy && !string.IsNullOrWhiteSpace(account.limit_no_buying) && account.limit_no_buying.Contains(order.code))
{
return(ApiResultEnum.Order_Account_NoBuying_Code);
}
if (account.status_enum == StatusEnum.Forbidden)
{
return(ApiResultEnum.Order_Account_Forbidden);
}
if (account.status_order_enum == StatusOrderEnum.Forbidden)
{
return(ApiResultEnum.Order_Account_Forbidden_Order);
}
if (order.type_enum == OrderTypeEnum.Buy && account.status_order_enum == StatusOrderEnum.NoBuying)
{
return(ApiResultEnum.Order_Account_NoBuying_Order);
}
if (order.type_enum == OrderTypeEnum.Buy)
{
if (account.limit_ratio_single > 0 && order.price * order.count > account.capital_initial * account.limit_ratio_single)
{
return(ApiResultEnum.Order_Account_Limit_Single);
}
BlockInfo block = StockInfoBiz.GetBlock(order.code);
if (block.block_type_enum == BlockEnum.gem)
{
if (account.limit_ratio_gem_single > 0 && order.price * order.count > account.capital_initial * account.limit_ratio_gem_single)
{
return(ApiResultEnum.Order_Account_Limit_GEM_Single);
}
if (account.limit_ratio_gem_total > 0 && order.price * order.count + account.capital_stock_value_gem > account.capital_initial * account.limit_ratio_gem_total)
{
return(ApiResultEnum.Order_Account_Limit_GEM_Total);
}
}
string[] keys = TradeRA.KeySearch("G_*_U_" + order.unit_id + "_A_" + order.account_id);
AccountGroupItem item = AccountGroupRA.Get(keys[0]);
if (item.capital_available > 0 && item.capital_available < order.price * order.count + item.capital_stock_value)
{
return(ApiResultEnum.Order_Account_Negative_Amount);
}
}
else
{
if (PositionRA.GetSellable(order.unit_id, order.code, order.account_id) < order.count)
{
return(ApiResultEnum.Order_Account_Negative_Position);
}
}
//风控通过进行冻结
if (order.type_enum == OrderTypeEnum.Buy)
{
string key_unit = "U_" + order.unit_id;
UnitRA.UpdateCapitalOrderBuy(order.price * order.count, key_unit);
}
else if (order.type_enum == OrderTypeEnum.Sell)
{
string key_position = "P_" + order.code + "_A_" + order.account_id + "_U_" + order.unit_id;
PositionRA.UpdateSellableOrderSell(-order.count, key_position);
}
return(ApiResultEnum.Success);
}