/// <summary>
/// 校验入口
/// </summary>
/// <param name="errMsg">错误信息</param>
/// <returns>是否成功</returns>
public bool Check(out string errMsg)
{
bool result = Initialize(Types.BreedClassTypeEnum.HKStock, request.TraderId, request.Code, out errMsg);
//基础验证，包括商品的基础验证，账户的基础验证
if (result)
{
result = CheckTraderAvalible(out errMsg);
}
//如果是在交易时间内，那么检查停牌，连续3次，预下单不检查
if (ValidateCenter.IsMatchTradingTime(Types.BreedClassTypeEnum.HKStock, request.Code))
{
if (result)
{
result = CheckStopTrading(ref errMsg);
if (!result)
{
result = CheckStopTrading(ref errMsg);
}
if (!result)
{
result = CheckStopTrading(ref errMsg);
}
}
}
return(result);
}
private bool PO_HoldValidate_Sell(ref string strMessage)
{
bool result = false;
strMessage = "GT-2220:[现货委托持久化]卖持仓检查,无持仓";
var ahtMemory = MemoryDataManager.XHHoldMemoryList.GetByHoldAccountAndCurrencyType(HoldingAccount, Code,
CurrencyType);
if (ahtMemory == null)
{
ahtMemory = XHCommonLogic.GetHoldMemoryTable(HoldingAccount, Code, CurrencyType);
}
if (ahtMemory == null)
{
return(false);
}
var aht = ahtMemory.Data;
if (aht == null)
{
return(false);
}
/*update 李健华 2009-12-11===========
* 当程序没有加载持仓时第一次为-1，那么这里在内部从数据库获取持仓表的主键持仓账户ID时获取到了数据并加载到了内
* 存表中，那么这里也应把持仓账户ID附值回这里,要不然在数据库提交时会有主外键的冲突,如果不设置数据库的主外键那么
*这里可以不用修改，因为后面清算的时候是以委托编号去查询相关的冻结记录
*/
if (HoldingAccountId == -1)
{
HoldingAccountId = aht.AccountHoldLogoId;
}
//======================
strMessage = "GT-2221:[现货委托持久化]卖持仓检查,无足够可用持仓";
int position = Convert.ToInt32(aht.AvailableAmount);
//持仓帐户是否存在判断
if (ValidateCenter.ValidateStockMinVolumeOfBusiness(Request, position, ref strMessage))
{
//已经统一使用撮合单位了
decimal orderAmount = Convert.ToDecimal(Request.OrderAmount); // *unitMultiple;
//可用持仓＞＝委托量
result = aht.AvailableAmount >= orderAmount;
}
if (result)
{
strMessage = "";
}
return(result);
}
private bool PO_HoldValidate_Buy(ref string strMessage)
{
bool result = false;
strMessage = "GT-2219:[现货委托持久化]买持仓检查,超过持仓限制";
int position = 0;
decimal freezeAmount = 0;
var ahtMemory = MemoryDataManager.XHHoldMemoryList.GetByAccountHoldLogoId(HoldingAccountId);
if (ahtMemory == null)
{
ahtMemory = XHCommonLogic.GetHoldMemoryTable(HoldingAccount, Code, CurrencyType);
}
if (ahtMemory != null)
{
var aht = ahtMemory.Data;
if (aht != null)
{
/*update 李健华 2009-12-11===========
* 当程序没有加载持仓时第一次为-1，那么这里在内部从数据库获取持仓表的主键持仓账户ID时获取到了数据并加载到了内
* 存表中，那么这里也应把持仓账户ID附值回这里,要不然在数据库提交时会有主外键的冲突,如果不设置数据库的主外键那么
*这里可以不用修改，因为后面清算的时候是以委托编号去查询相关的冻结记录
*/
if (HoldingAccountId == -1)
{
HoldingAccountId = aht.AccountHoldLogoId;
}
//======================
position = Convert.ToInt32(aht.AvailableAmount);
freezeAmount = aht.FreezeAmount;
}
}
if (ValidateCenter.ValidateStockMinVolumeOfBusiness(Request, position, ref strMessage))
{
//获取持仓限制
Decimal pLimit = MCService.GetPositionLimit(Request.Code).PositionValue;
//可用持仓+冻结量+委托量<持仓限制
result = pLimit >= position + freezeAmount +
Convert.ToDecimal(Request.OrderAmount);
}
//成功时需要清空错误信息。
if (result)
{
strMessage = "";
}
return(result);
}
private bool HodingCheck(XH_AccountHoldTableInfo hold, XH_AccountHoldTableInfo_Delta change)
{
string strMessage = "";
bool result = false;
if (Request.BuySell == GTA.VTS.Common.CommonObject.Types.TransactionDirection.Buying)
{
strMessage = "GT-2219:[现货委托持久化]买持仓检查,超过持仓限制";
int position = 0;
decimal freezeAmount = 0;
position = Convert.ToInt32(hold.AvailableAmount);
freezeAmount = hold.FreezeAmount;
if (ValidateCenter.ValidateStockMinVolumeOfBusiness(Request, position, ref strMessage))
{
//获取持仓限制
Decimal pLimit = MCService.GetPositionLimit(Request.Code).PositionValue;
//可用持仓+冻结量+委托量<持仓限制
result = pLimit >= position + freezeAmount +
Convert.ToDecimal(Request.OrderAmount);
}
}
else
{
strMessage = "GT-2220:[现货委托持久化]卖持仓检查,无持仓";
if (hold != null)
{
strMessage = "GT-2221:[现货委托持久化]卖持仓检查,无足够可用持仓";
int position = Convert.ToInt32(hold.AvailableAmount);
//持仓帐户是否存在判断
if (ValidateCenter.ValidateStockMinVolumeOfBusiness(Request, position, ref strMessage))
{
//已经统一使用撮合单位了
decimal orderAmount = Convert.ToDecimal(Request.OrderAmount); // *unitMultiple;
//可用持仓＞＝委托量
result = hold.AvailableAmount >= orderAmount;
}
}
}
if (result)
{
strMessage = "";
}
else
{
holdMessage = strMessage;
}
return(result);
}
/// <summary>
/// 校验入口
/// </summary>
/// <param name="errMsg">错误信息</param>
/// <returns>是否成功</returns>
public bool Check(out string errMsg)
{
bool result = Initialize(request.TraderId, request.Code, out errMsg);
//检查品种交易权限
//if(result)
//{
// result = CheckTradeRight(out errMsg);
//}
//基础验证，包括商品的基础验证，账户的基础验证
if (result)
{
result = CheckTraderAvalible(out errMsg);
}
////检查资金
//if(result)
//{
// result = CheckFuncTable(ref errMsg);
//}
////检查持仓
//if (result)
//{
// result = CheckHoldTable(ref errMsg);
//}
//如果是在交易时间内，那么检查停牌，连续3次，预下单不检查
if (ValidateCenter.IsMatchTradingTime(request.Code))
{
if (result)
{
result = CheckStopTrading(ref errMsg);
if (!result)
{
result = CheckStopTrading(ref errMsg);
}
if (!result)
{
result = CheckStopTrading(ref errMsg);
}
}
}
return(result);
}
/// <summary>
/// 校验入口
/// </summary>
/// <param name="errMsg">错误信息</param>
/// <param name="breedType">品种类型（这里是因为这里两种获取的行情实体方法有区别）</param>
/// <returns>是否成功</returns>
public bool Check(out string errMsg, Types.BreedClassTypeEnum breedType)
{
bool result = Initialize(traderId, code, out errMsg);
//基础验证，包括商品的基础验证，账户的基础验证
if (result)
{
result = CheckTraderAvalible(out errMsg);
}
//检查资金
//if (result)
//{
// result = CheckFuncTable(ref errMsg);
//}
////检查持仓
//if (result)
//{
// result = CheckHoldTable(ref errMsg);
//}
//如果是在交易时间内，那么检查停牌，连续3次，预下单不检查
if (ValidateCenter.IsMatchTradingTime(code))
{
if (result)
{
result = CheckStopTrading(ref errMsg, breedType);
if (!result)
{
result = CheckStopTrading(ref errMsg, breedType);
}
if (!result)
{
result = CheckStopTrading(ref errMsg, breedType);
}
}
}
return(result);
}
/// <summary>
/// 处理Type1类型改单-未报
/// </summary>
/// <param name="request">改单委托</param>
private void ProcessType1(HKModifyOrderRequest request)
{
LogHelper.WriteDebug("M————>ModifyOrderProcessor.ProcessType1接收类型1改单请求" + request);
//如果不在交易时间内，那么直接到缓存中删除原来的委托，生成新委托
if (!ValidateCenter.IsMatchTradingTime(Types.BreedClassTypeEnum.HKStock, request.Code))
{
LogHelper.WriteDebug("类型1改单请求" + request + "不在交易时间时间内，直接到缓存中删除原来的委托，生成新委托");
//1.删除缓存中的委托信息
OrderOfferCenter.Instance._orderCache.DeleteHKOrder(request.Code, request.EntrustNubmer);
//2.进行内存撤单
var tet = HKDataAccess.GetTodayEntrustTable(request.EntrustNubmer);
OrderOfferCenter.Instance.IntelnalCancelHKOrder(tet, "预委托被改单，作废");
//tet.OrderStatusID = (int)Entity.Contants.Types.OrderStateType.DOSCanceled;
//tet.OrderMessage = "未报的委托被改单，作废";
//HKDataAccess.UpdateEntrustTable(tet);
//3.回推原始委托变化到前台
ReckonEndObject <HK_TodayEntrustInfo, HK_TodayTradeInfo> reckonEndObject =
new ReckonEndObject <HK_TodayEntrustInfo, HK_TodayTradeInfo>();
reckonEndObject.IsSuccess = true;
reckonEndObject.EntrustTable = tet;
reckonEndObject.TradeTableList = new List <HK_TodayTradeInfo>();
reckonEndObject.TradeID = request.TraderId;
reckonEndObject.Message = "";
CounterOrderService.Instance.AcceptHKDealOrder(reckonEndObject);
ProcessType1_NewOrder(request);
}
else
{
//否则的话，放入类型1改单缓存，等原始委托报盘时再处理
LogHelper.WriteDebug("M————>ModifyOrderProcessor.ProcessType1类型1改单请求在交易时间内，放入缓存等待报盘时查找核对" + request);
AddType1Reqest(request);
}
}
public OrderResponse Process(HKModifyOrderRequest hkOrder)
{
LogHelper.WriteDebug("M——>ModifyOrderProcessor.Process接收改单入口" + hkOrder);
bool canModifyOrder = false;
OrderResponse orResult = new OrderResponse();
string strErrorMessage = "";
//hkOrder.ID = HKCommonLogic.BuildHKOrderNo();
hkOrder.ID = Guid.NewGuid().ToString();
#region 原始单位及成交量转换
var code = hkOrder.Code;
var oriUnitType = hkOrder.OrderUnitType;
decimal scale;
Types.UnitType matchUnitType;
bool canConvert = OrderAccepter.ConvertUnitType(Types.BreedClassTypeEnum.HKStock, code, oriUnitType, out scale, out matchUnitType);
if (!canConvert)
{
strErrorMessage = @"GT-2450:[港股委托]无法进行行情单位转换.";
goto EndProcess;
}
LogHelper.WriteDebug("委托单：" + hkOrder.EntrustNubmer + "当前改单获取到的转换倍数为: " + scale);
hkOrder.OrderUnitType = matchUnitType;
hkOrder.OrderAmount = hkOrder.OrderAmount * (float)scale;
#endregion
//记录改单操作记录数据
bool canSave = HKDataAccess.AddHKModifyOrderRequest(hkOrder);
if (!canSave)
{
strErrorMessage = @"GT-2451:[港股改单委托]无法保持改单委托，请查看错误日志.";
LogHelper.WriteInfo(strErrorMessage + "," + hkOrder);
goto EndProcess;
}
#region 校验
if ((string.IsNullOrEmpty(hkOrder.TraderId) && string.IsNullOrEmpty(hkOrder.FundAccountId)))
{
strErrorMessage = @"GT-2452:[港股改单委托]交易员ID或资金帐户无效.";
LogHelper.WriteInfo(strErrorMessage + "," + hkOrder);
goto EndProcess;
}
//柜台委托时间判断
if (!ValidateCenter.IsCountTradingTime(Types.BreedClassTypeEnum.HKStock, hkOrder.Code, ref strErrorMessage))
{
LogHelper.WriteInfo("ModifyOrderProcessor.Process" + strErrorMessage);
string oriMsg = "当前时间不接受委托";
if (strErrorMessage.Length > 0)
{
oriMsg = strErrorMessage;
}
strErrorMessage = @"GT-2453:[港股改单委托]" + oriMsg;
LogHelper.WriteInfo(strErrorMessage + "," + hkOrder);
goto EndProcess;
}
HK_TodayEntrustInfo tet = HKDataAccess.GetTodayEntrustTable(hkOrder.EntrustNubmer);
if (tet == null)
{
strErrorMessage = "GT-2454:[港股改单委托]无委托对象信息";
LogHelper.WriteInfo(strErrorMessage + "," + hkOrder);
goto EndProcess;
}
if ((float)tet.EntrustPrice == hkOrder.OrderPrice && tet.EntrustAmount == (int)hkOrder.OrderAmount)
{
strErrorMessage = "GT-2455:[港股改单委托]无效改单，改单量、改单价与原始委托相同";
LogHelper.WriteInfo(strErrorMessage + "," + hkOrder);
goto EndProcess;
}
//港股改单规则检验，这里有些与真实下单有些重复，但这样可以提高改单的成功率
if (!McValidater.GetInstance().ValidateHKModifyOrderRule(hkOrder, tet, ref strErrorMessage))
{
LogHelper.WriteInfo(strErrorMessage + "," + hkOrder);
goto EndProcess;
}
#endregion
//未报
if (tet.OrderStatusID == (int)Entity.Contants.Types.OrderStateType.DOSUnRequired)
{
ProcessType1(hkOrder);
canModifyOrder = true;
goto EndProcess;
}
#region 已报、部成
if (tet.OrderStatusID == (int)Entity.Contants.Types.OrderStateType.DOSIsRequired ||
tet.OrderStatusID == (int)Entity.Contants.Types.OrderStateType.DOSPartDealed)
{
//如果不在交易时间内，那么直接到缓存中删除原来的委托，生成新委托
if (!ValidateCenter.IsMatchTradingTime(Types.BreedClassTypeEnum.HKStock, hkOrder.Code))
{
strErrorMessage = "GT-2456:[港股改单委托]不在交易时间内";
LogHelper.WriteInfo(strErrorMessage + "," + hkOrder);
goto EndProcess;
}
if ((decimal)hkOrder.OrderPrice == tet.EntrustPrice && hkOrder.OrderAmount < tet.EntrustAmount)
{
ProcessType2(hkOrder);
canModifyOrder = true;
}
else
{
ProcessType3(hkOrder);
canModifyOrder = true;
goto EndProcess;
}
}
#endregion
EndProcess:
//结束
if (canModifyOrder)
{
hkOrder.ModifyOrderDateTime = DateTime.Now;
orResult.OrderDatetime = DateTime.Now;
}
else
{
int type = 0;
bool canGetErrorCode = Utils.GetErrorCode(strErrorMessage, out type);
if (canGetErrorCode)
{
orResult.ErrorType = type;
}
hkOrder.Message = strErrorMessage;
orResult.OrderMessage = strErrorMessage;
}
//更新改单委托
HKDataAccess.UpdateModifyOrderRequest(hkOrder);
orResult.IsSuccess = canModifyOrder;
orResult.OrderId = hkOrder.ID;
return(orResult);
}
