/// <summary>
/// 增加一条记录
/// </summary>
public static int Add(FutureDealBackEntity model)
{
StringBuilder strSql = null;
strSql = new StringBuilder();
strSql.Append("insert into FutureDealOrder(");
strSql.Append("DealOrderNo,OrderNo,ChannelID,");
strSql.Append("OrderPrice,DealAmount,DealTime");
strSql.Append("");
strSql.Append(")");
strSql.Append(" values (");
strSql.Append("'" + model.Id + "',");
strSql.Append("'" + model.OrderNo + "',");
strSql.Append("'" + model.ChannelNo + "',");
strSql.Append("" + model.DealPrice + ",");
strSql.Append("" + model.DealAmount + ",");
strSql.Append("'" + model.DealTime + "'");
strSql.Append(")");
try
{
Database db = DatabaseFactory.CreateDatabase();
DbCommand dbCommand = db.GetSqlStringCommand(strSql.ToString());
object obj = db.ExecuteNonQuery(dbCommand);
return(1);
}
catch (Exception ex)
{
LogHelper.WriteError("CH-111:数据库连接受阻", ex);
return(0);
}
}
/// <summary>
/// 保存股指期货成交回报
/// </summary>
/// <param name="entity">成交回报</param>
public bool InsertGZQHDealBackEntity(FutureDealBackEntity entity)
{
if (HasAddId(entity.Id))
{
return(false);
}
BD_UnReckonedDealTableInfo table = new BD_UnReckonedDealTableInfo();
table.id = entity.Id;
table.OrderNo = entity.OrderNo;
table.Price = entity.DealPrice;
table.Amount = (int)entity.DealAmount;
table.Time = entity.DealTime;
table.EntityType = (int)DealBackEntityType.GZXH;
string desc = GetGZQHDesc(entity);
LogHelper.WriteDebug("$-------$CrashManager.InsertGZQHDealBackEntity" + desc);
SaveEntity(table);
//entity.Id = table.Id.ToString();
AddID(entity.Id);
return(true);
}
public string GetGZQHDesc(FutureDealBackEntity entity)
{
string format = "股指期货成交回报[OrderNo={0},DealPrice={1},DealAmount={2},DealTime={3}, ID={4}, CounterID={5}]";
return(string.Format(format, entity.OrderNo, entity.DealPrice, entity.DealAmount, entity.DealTime, entity.Id,
CountID));
}
/// <summary>
/// 保存成交回报
/// </summary>
/// <param name="model">成交回报实体</param>
public void SaveDealBack(FutureDealBackEntity model)
{
#region 通道号或者成交实体不能为空
//实体判断,成交回报实体不能为空。
if (model == null || string.IsNullOrEmpty(model.ChannelNo))
{
return;
}
#endregion
#region 步撮合中心委托回报实体
lock (((ICollection)MatchCenterManager.Instance.DealFutureBackEntitys).SyncRoot)
{
if (MatchCenterManager.Instance.DealFutureBackEntitys.ContainsKey(model.ChannelNo))
{
Queue <FutureDealBackEntity> queue = MatchCenterManager.Instance.DealFutureBackEntitys[model.ChannelNo];
queue.Enqueue(model);
//MatchCenter.Instance.DealFutureBackEntitys.Remove(model.ChannelNo);
//MatchCenter.Instance.DealFutureBackEntitys[model.ChannelNo] = queue;
}
else
{
//队列实体
var queue = new Queue <FutureDealBackEntity>();
queue.Enqueue(model);
MatchCenterManager.Instance.DealFutureBackEntitys[model.ChannelNo] = queue;
}
}
#endregion
}
/// <summary>
/// 股指期货成交回报
/// </summary>
/// <param name="model">委托单</param>
private void ProcessFutureStock(FutureDealBackEntity model)
{
//期货成交实体不能为空
if (model == null)
{
return;
}
model.DealTime = DateTime.Now;
OperationContext context = null;
if (model.ChannelNo != null) //上下文通道不能为空
{
if (MatchCenterManager.Instance.OperationContexts.ContainsKey(model.ChannelNo))
{
context = MatchCenterManager.Instance.OperationContexts[model.ChannelNo];
}
else
{
LogHelper.WriteError("股指期货成交回报，在缓存通道号列表中找不到指定的" + model.ChannelNo +
"通道号，回报数据以缓存到回推队列中!", new Exception("股指期货成交回报获取回推通道!"));
}
}
//撮合中心上下文不能为空
if (context == null)
{
TradePushBackImpl.Instanse.SaveDealBack(model);
return;
}
var channel = context.Channel;
//撮合中心通道为空
if (channel == null)
{
TradePushBackImpl.Instanse.SaveDealBack(model);
return;
}
if (channel.State != CommunicationState.Opened)
{
TradePushBackImpl.Instanse.SaveDealBack(model);
return;
}
try
{
var callback = context.GetCallbackChannel <IDoOrderCallback>();
if (callback != null)
{
callback.ProcessStockIndexFuturesDealRpt(model);
DeleteFuture(model.Id);
}
}
//成交回报异常处理
catch (Exception ex)
{
string ip = ";" + channel.RemoteAddress.ToString() + ";" + channel.LocalAddress.ToString();
TradePushBackImpl.Instanse.SaveDealBack(model);
LogHelper.WriteError(GenerateInfo.CH_E002 + ip, ex);
return;
}
}
public static string DescInfo(this FutureDealBackEntity entity)
{
string format = "FutureDealBackEntity[OrderNo={0},DealPrice={1},DealAmount={2},DealTime={3},ID={4}]";
string desc = string.Format(format, entity.OrderNo, entity.DealPrice, entity.DealAmount, entity.DealTime,
entity.Id);
return(desc);
}
/// <summary>
/// 商品期货成交实体转换为股指期货成交实体
/// </summary>
/// <param name="model"></param>
/// <returns></returns>
public static FutureDealBackEntity SPQHDealEntryConversionGZQHDealEntry(CommoditiesDealBackEntity model)
{
FutureDealBackEntity dealEntry = new FutureDealBackEntity();
dealEntry.DealAmount = model.DealAmount;
dealEntry.DealPrice = model.DealPrice;
dealEntry.DealTime = model.DealTime;
dealEntry.Id = model.Id;
dealEntry.OrderNo = model.OrderNo;
return(dealEntry);
}
private void ProcessGZQHTable(BD_UnReckonedDealTableInfo table)
{
FutureDealBackEntity entity = new FutureDealBackEntity();
entity.Id = table.id;
entity.OrderNo = table.OrderNo;
entity.DealPrice = table.Price.Value;
entity.DealAmount = table.Amount.Value;
entity.DealTime = table.Time.Value;
LogHelper.WriteInfo("$-------$CrashManager.ProcessXHTable重新发送股指期货成交回报" + GetGZQHDesc(entity));
ReckonCenter.Instace.AcceptGZQHDealOrder(entity);
}
/// <summary>
/// 股指期货成交回报接收
/// </summary>
/// <param name="model"></param>
public void ProcessStockIndexFuturesDealRpt(FutureDealBackEntity model)
{
string desc = CrashManager.GetInstance().GetGZQHDesc(model);
LogHelper.WriteDebug("<---股指期货成交回报接收DoCallbackProcess.ProcessStockIndexFuturesDealRpt" + desc);
if (string.IsNullOrEmpty(model.Id))
{
model.Id = Guid.NewGuid().ToString();
}
if (CrashManager.GetInstance().InsertGZQHDealBackEntity(model))
{
//即时清算
ReckonCenter.Instace.AcceptGZQHDealOrder(model);
}
}
/// <summary>
/// 绑定数据
/// </summary>
/// <param name="reader">IDataReader</param>
/// <returns></returns>
public static FutureDealBackEntity ReaderBind(IDataReader reader)
{
if (reader == null)
{
return(null);
}
FutureDealBackEntity model = new FutureDealBackEntity();
object obj;
obj = reader["DealOrderNo"];
if (obj != null && obj != DBNull.Value)
{
model.Id = obj.ToString();
}
obj = reader["OrderNo"];
if (obj != null && obj != DBNull.Value)
{
model.OrderNo = obj.ToString();
}
obj = reader["ChannelID"];
if (obj != null && obj != DBNull.Value)
{
model.ChannelNo = obj.ToString();
}
obj = reader["OrderPrice"];
if (obj != null && obj != DBNull.Value)
{
model.DealPrice = (decimal)obj;
}
obj = reader["DealAmount"];
if (obj != null && obj != DBNull.Value)
{
model.DealAmount = (decimal)obj;
}
obj = reader["DealTime"];
if (obj != null && obj != DBNull.Value)
{
model.DealTime = (DateTime)obj;
}
return(model);
}
/// <summary>
/// 构建股指期货成交回报
/// </summary>
/// <param name="tet"></param>
/// <param name="sdbe"></param>
/// <param name="qhcr"></param>
/// <param name="dMargin"></param>
/// <param name="tm"></param>
/// <param name="marketProfitLoss"></param>
/// <param name="dealRptType">成交类型</param>
/// <returns></returns>
public static QH_TodayTradeTableInfo BuildGZQHDealRpt(QH_TodayEntrustTableInfo tet, FutureDealBackEntity sdbe,
QHCostResult qhcr, decimal dMargin, decimal marketProfitLoss,
ReckoningTransaction tm, Types.DealRptType dealRptType)
{
string result = string.Empty;
//成交回报实体
var qhDealrpt = new QH_TodayTradeTableInfo();
//xhDealrpt.TradeNumber = this.BuildXHDealOrderNo();
qhDealrpt.TradeNumber = sdbe.Id; //不再自己构建id，使用成交回报的id，一一对应
//成交时间
qhDealrpt.TradeTime = sdbe.DealTime;
//成交价
qhDealrpt.TradePrice = sdbe.DealPrice;
//成交量
qhDealrpt.TradeAmount = Convert.ToInt32(sdbe.DealAmount);
//成交单位
qhDealrpt.TradeUnitId = tet.TradeUnitId;
//股东代码
qhDealrpt.TradeAccount = tet.TradeAccount;
//资金帐户
qhDealrpt.CapitalAccount = tet.CapitalAccount;
//成交回报类型
// qhDealrpt.TradeTypeId = (int)Types.DealRptType.DRTDealed;
qhDealrpt.TradeTypeId = (int)dealRptType;
//现货名称
qhDealrpt.ContractCode = tet.ContractCode;
//现货代码
//qhDealrpt = tet.ContractName;
//交易手续费
qhDealrpt.TradeProceduresFee = qhcr.Cosing;
//保证金
//qhDealrpt.Margin = 0; // dMargin;
//update date 2009-12-03 不管开平仓都记录保证金
//if (tet.OpenCloseTypeId == (int) Types.FutureOpenCloseType.OpenPosition)
qhDealrpt.Margin = dMargin;
//=============
//委托价格
qhDealrpt.EntrustPrice = tet.EntrustPrice;
//委托单号
qhDealrpt.EntrustNumber = tet.EntrustNumber;
//投组标识
qhDealrpt.PortfolioLogo = tet.PortfolioLogo;
//货币类型
qhDealrpt.CurrencyTypeId = tet.CurrencyTypeId;
qhDealrpt.BuySellTypeId = tet.BuySellTypeId;
qhDealrpt.OpenCloseTypeId = tet.OpenCloseTypeId;
//add 李健华 增加每笔盯市盈亏
qhDealrpt.MarketProfitLoss = marketProfitLoss;
//==========
QH_TodayTradeTableDal qhTodayTradeTableDal = new QH_TodayTradeTableDal();
if (qhTodayTradeTableDal.Exists(qhDealrpt.TradeNumber))
{
string format = "BuildGZQHDealRpt数据库已经存在TradeNumber={0}";
string desc = string.Format(format, qhDealrpt.TradeNumber);
LogHelper.WriteDebug(desc);
return(null);
}
try
{
qhTodayTradeTableDal.Add(qhDealrpt, tm);
}
catch (Exception ex)
{
LogHelper.WriteError(ex.Message, ex);
qhDealrpt = null;
}
return(qhDealrpt);
}
//void IOrderDealRptCallback.ProcessStockIndexFuturesDealRpt(FutureDealBackEntity model)
//{
// throw new NotImplementedException();
//}
IAsyncResult IOrderDealRptCallback.BeginProcessStockIndexFuturesDealRpt(FutureDealBackEntity model, AsyncCallback callback, object asyncState)
{
throw new NotImplementedException();
}
