UserPosition createPosition(int count, decimal price, OrderType type, TradeDirectType dir)
{
UserPosition up = new UserPosition
{
Order = new Order
{
Contract = new Contract
{
Code = "1",
Name = "1",
Coin = new Coin {
Id = 1
}
},
OrderType = type,
Direction = dir,
Count = count,
DonePrice = price,
DoneCount = count,
},
Count = count,
Trader = new Trader {
}
};
return(up);
}
public List <Order> FindByDirAndPos(string contractCode, TradeDirectType dir, OrderType orderType)
{
if (!dic.ContainsKey(contractCode))
{
return(new List <Order>());
}
return(dic[contractCode].FindByDirAndPos(dir, orderType));
}
public void AddOrder(int contract, TradeDirectType dir, OrderType orderType, OrderPolicy policy, decimal count, decimal price, string userOpId = "")
{
Execute(() =>
{
var r = srv.AddOrder(CurTrader.Id, contract, dir, orderType, policy, (int)count, price, userOpId);
CurCallBack.OnOrder(new OrderDto(r.Order), r);
}, "add order");
}
public List <Order> FindByDirAndPos(TradeDirectType dir, OrderType orderType)
{
if (dir == TradeDirectType.买)
{
return(sellPack.Items);
}
else
{
return(buyPack.Items);
}
}
public List <Order> GetByDirAndOrderType(TradeDirectType dir, OrderType type)
{
lock (Sync)
{
var q = list.Where(a => a.Direction == dir && a.OrderType == type);
if (q == null)
{
return(new List <Order>());
}
return(q.ToList());
}
}
public static int GetCloseOrderCount(this Trader t, Contract c, TradeDirectType dir)
{
try
{
return(t.Orders().GetCloseCount(c, dir));
}
catch (Exception e)
{
Singleton <TextLog> .Instance.Error(e);
return(0);
}
}
public static Order CreateOrder(Trader who, Contract contract, TradeDirectType dir, OrderType orderType, OrderPolicy policy, int count, decimal price1)
{
var w = who;
if (w == null)
{
return(null);
}
var c = contract;
if (c == null)
{
return(null);
}
if (count <= 0)
{
return(null);
}
var price = Math.Round(price1, 2);
if (price < 0)
{
return(null);
}
if (price == 0 && (policy != OrderPolicy.市价剩余转限价 && policy != OrderPolicy.市价IOC && policy != OrderPolicy.市价FOK))
{
return(null);
}
Order o;
lock (createOrderSync)
{
o = new Order
{
Id = IdService <Order> .Instance.NewId(),
Contract = c,
Trader = w,
Count = count,
ReportCount = count,
Direction = dir,
Price = price,
OrderType = orderType,
OrderPolicy = policy,
State = OrderState.等待中,
OrderTime = DateTime.Now
};
}
return(o);
}
public int GetCloseCount(string ccode, TradeDirectType dir)
{
lock (Sync)
{
if (Count == 0)
{
return(0);
}
var os = list.Where(a => a != null &&
(a.State == OrderState.部分成交 || a.State == OrderState.等待中) &&
a.Contract.Code == ccode &&
a.Direction == dir && a.OrderType == OrderType.平仓).Select(a => a.Count).Sum();
return(os);
}
}
public List <Order> GetByDir(string contractCode, TradeDirectType dir)
{
if (!dic.ContainsKey(contractCode))
{
return(new List <Order>());
}
if (dir == TradeDirectType.卖)
{
return(dic[contractCode].SellQueue);
}
else
{
return(dic[contractCode].BuyQueue);
}
}
/// <summary>
/// 创建委托
/// </summary>
/// <param name="who"></param>
/// <param name="contract"></param>
/// <param name="dir"></param>
/// <param name="pos"></param>
/// <param name="orderType"></param>
/// <param name="policy"></param>
/// <param name="count"></param>
/// <param name="price"></param>
/// <returns></returns>
public Order CreateOrder(int who, int contract, TradeDirectType dir, OrderType orderType, OrderPolicy policy, int count, decimal price)
{
var w = Traders.Where(a => a.Id == who).FirstOrDefault();
if (w == null)
{
return(null);
}
var c = Contracts.Where(a => a.Id == contract).FirstOrDefault();
if (c == null)
{
return(null);
}
return(EntityFactory.CreateOrder(w, c, dir, orderType, policy, count, price));
}
/// <summary>
/// 下单(委托)
/// </summary>
/// <param name="code"></param>
/// <param name="policy"></param>
/// <param name="price"></param>
/// <param name="count"></param>
/// <param name="direct"></param>
/// <param name="openclose"></param>
/// <returns></returns>
public JsonResult OrderIt(string code, OrderPolicy policy,
decimal price, int count, TradeDirectType direct,
OrderType openclose, string userOpId, string pwd = "")
{
try
{
var au = UserManager.FindByName(User.Identity.Name);
if (au == null)
{
return(Json(new OperationResult(501, "必须登录"), JsonRequestBehavior.AllowGet));
}
var u = User.GetTraderId();
if (u <= 0)
{
return(Json(new OperationResult {
ResultCode = 500, Desc = "必须登录"
}, JsonRequestBehavior.AllowGet));
}
string pwdPolicy = GetInputTradeCount();
if (pwdPolicy == "n" || pwdPolicy == "1")
{
if (pwd != au.TradePwd)
{
return(Json(new OperationResult(501, "交易密码错误"), JsonRequestBehavior.AllowGet));
}
}
var ThisUser = adb.Users.Where(a => a.UserName == User.Identity.Name).FirstOrDefault();
if (ThisUser.PhoneNumber == "" || ThisUser.PhoneNumber == null)
{
return(Json(new OperationResult(1, "请进入安全中心绑定手机号"), JsonRequestBehavior.AllowGet));
}
var rr = tradeMgr.OrderIt(u, code, policy, price, count, direct, openclose, userOpId);
return(Json(rr, JsonRequestBehavior.AllowGet));
}
catch (Exception e)
{
Singleton <TextLog> .Instance.Error(e, "order it in home");
return(Json(new OperationResult {
ResultCode = 600, Desc = "服务器未知错误"
}, JsonRequestBehavior.AllowGet));
}
}
public static List <Order> SortForDir(this List <Order> l, TradeDirectType forDir)
{
if (l == null)
{
return(new List <Order>());
}
if (l.Count() < 2)
{
return(l);
}
if (forDir == TradeDirectType.买)
{
return(l.OrderBy(a => a.Price).ToList());
}
else
{
return(l.OrderByDescending(a => a.Price).ToList());
}
}
public OrderResultDto OrderIt(int uid, string code, OrderPolicy policy,
decimal price, int count, TradeDirectType direct,
OrderType openclose, string userOpId)
{
if (count <= 0)
{
return new OrderResultDto {
ResultCode = 101, Desc = "数量不能小于等于0"
}
}
;
if (price == 0 && (policy != OrderPolicy.市价FOK && policy != OrderPolicy.市价IOC && policy != OrderPolicy.市价剩余转限价))
{
return(new OrderResultDto {
ResultCode = 102, Desc = "非市价策略价格不能为空"
});
}
price = Math.Round(price, 2);
var srv = MvcApplication.OptionService;
var contract = srv.Model.Contracts.Where(a => a.Code == code && a.IsDel == false).FirstOrDefault();
if (contract == null)
{
return new OrderResultDto {
ResultCode = 100, Desc = "无此合约代码"
}
}
;
//if (uid <= 0)
// return new OrderResultDto { ResultCode = 500, Desc = "必须登录" };
var r = MvcApplication.OptionService.AddOrder(uid,
contract.Id, direct,
openclose, policy, count, price, userOpId);
return(new OrderResultDto
{
Desc = r.Desc,
ResultCode = r.ResultCode,
UserOpId = userOpId,
Order = new OrderDto(r.Order)
});
}
public List <Order> FindByDirAndPos(TradeDirectType dir, OrderType orderType)
{
try
{
if (dir == TradeDirectType.卖)
{
return(BuyList.OrderByDescending(d => d.Price).ToList());
}
else
{
return(SellList.ToList());
}
}
catch (Exception ex)
{
Singleton <TextLog> .Instance.Error(ex, "findbydirandpos");
return(null);
}
}
public static int GetClosableCount(this Trader t, string code, TradeDirectType dir)
{
try
{
var p = t.GetPositionSummary(code, PositionType.权利仓);
if (p == null)
{
return(0);
}
if (p.PositionType == "权利仓" && dir == TradeDirectType.买)
{
return(0);
}
if (p.PositionType == "义务仓" && dir == TradeDirectType.卖)
{
return(0);
}
if (t.Orders() == null || t.Orders().Count == 0)
{
return(p.Count);
}
var tl = t.Orders();
if (tl == null)
{
return(p.Count);
}
var c = tl.GetCloseCount(code, dir);
var r = p.Count - c;
return(r);
}
catch (Exception e)
{
Singleton <TextLog> .Instance.Error(e, "getclosablecountextension");
return(0);
}
}
public Order CreateOrder(int who, int contract, TradeDirectType dir, OrderPolicy policy, int count, decimal price)
{
var w = dbContext.Set <Trader>().Where(a => a.Id == who).FirstOrDefault();
if (w == null)
{
return(null);
}
var c = dbContext.Set <Contract>().Where(a => a.Id == contract).FirstOrDefault();
if (c == null)
{
return(null);
}
Order o = new Order {
Contract = c, Trader = w, OrderPolicy = policy,
Id = IdService <Contract> .Instance.NewId(),
Count = count, Direction = dir, Price = price, State = OrderState.等待中, OrderTime = DateTime.Now
};
return(o);
}
PositionType GetPositionTypeForClose(TradeDirectType dir)
{
return(dir == TradeDirectType.买 ? Core.PositionType.义务仓 : Core.PositionType.权利仓);
}
public OrderResult AddOrder(int who, int contract, TradeDirectType dir, OrderType orderType, OrderPolicy policy, int count, decimal price,
string userOpId = "")
{
if (IsStoped)
{
return new OrderResult {
ResultCode = 330, Desc = "系统维护中,请稍后重试"
}
}
;
var o = Model.CreateOrder(who, contract, dir, orderType, policy, count, price);
if (o == null)
{
return new OrderResult {
ResultCode = 10, Desc = "不能创建委托,请检查参数", UserOpId = userOpId
}
}
;
o.State = OrderState.等待中;
if (!IsAcceptByFuse(o))
{
return(new OrderResult
{
UserOpId = userOpId,
Desc = "价格不能超出熔断范围",
Order = o,
ResultCode = 401
});
}
var r = preHandler.CouldOrder(o);
if (r.ResultCode == 10)
{
log.Info(string.Format("异常:人{0}-约{1}-向{2}-开{3}-策{4}-量{5}-价{6}-{7}", who, contract, dir, orderType, policy, count, price, userOpId));
return(new OrderResult
{
UserOpId = userOpId,
Desc = "下单未知错误",
Order = o,
ResultCode = 401
});
}
log.Info(string.Format("下单前检查=={0}=={1}", o, r));
if (r.IsSuccess)
{
var br = postHandler.Handle(o);
if (!br)
{
return(new OrderResult {
UserOpId = userOpId, Desc = "保证金不足", Order = o, ResultCode = 5
});
}
log.Info(string.Format("下单后处理=={0}=={1}", o, r));
Matcher.Handle(o);
log.Info(string.Format("撮合后=={0}=={1}", o, r));
}
return(new OrderResult {
UserOpId = userOpId, Desc = r.Desc, Order = o, ResultCode = r.ResultCode
});
}
public OrderResult AddOrder(int who, int contract, TradeDirectType dir, OrderType orderType,
OrderPolicy policy, int count, decimal price,
string userOpId = "")
{
return(processor.AddOrder(who, contract, dir, orderType, policy, count, price, userOpId));
}
