public Result PositionTransfer(PositionTransfer model)
{
if (model.from_unit_id > 0 && model.to_unit_id > 0)
{
HQItem hq = HQService.Get(model.code);
decimal price_latest = hq != null ? hq.Last : 0;
List <Position> list = new List <Position>();
string[] keys = TradeRA.KeySearch("P_" + model.code + "_*_U_" + model.from_unit_id);
foreach (var key in keys)
{
list.Add(PositionRA.Get(key));
}
if (model.count > list.Sum(p => p.count_sellable))
{
int transfer_total = 0;
foreach (Position position in list)
{
int transfer = Math.Min(model.count, position.count_sellable);
PositionRA.UpdateTransfer(model.from_unit_id, model.to_unit_id, position.account_id, (model.to_account_id == 0 ? position.account_id : model.to_account_id), model.code, transfer, price_latest);
transfer_total += transfer;
if (transfer_total == model.count)
{
break;
}
}
return(Result(ApiResultEnum.Success));
}
}
return(Result(ApiResultEnum.Failed));
}
public static void SavePosition()
{
string[] keys = TradeRA.KeySearch("P_*");
foreach (string key in keys)
{
Position position = PositionRA.Get(key);
if (position.count == 0)
{
if (position.id > 0)
{
PositionDA.Delete(position.id);
}
}
else
{
position.price_latest = HQService.Get(position.code).Last;
if (position.id > 0)
{
PositionDA.Update(position);
}
else
{
PositionDA.Add(position);
}
}
}
}
private void JY_OrderCanceled(object sender, OrderItem e)
{
string[] keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
if (keys.Length == 0 || keys[0].EndsWith("U_0") || keys[0].EndsWith("_F"))
{
return;
}
Order model = new Order()
{
order_no = e.order_no,
deal_count = (int)decimal.Parse(e.deal_count),
cancel_count = (int)decimal.Parse(e.cancel_count),
status = e.status,
};
OrderRA.UpdateStatus(model, keys[0]);
//撤单成功取消冻结
Order order = OrderRA.Get(keys[0]);
MessageBiz.Send(order.user_id.ToString(), MessageTypeEnum.Order_Canceled, "[" + order.code + "]" + order.name + "撤单成功，撤单数量：" + model.cancel_count);
if (e.type == "0")
{
string key_unit = "U_" + order.unit_id;
UnitRA.UpdateCapitalOrderBuy(-order.price * model.cancel_count, key_unit);
}
else if (e.type == "1")
{
string key_position = "P_" + order.code + "_A_" + order.account_id + "_U_" + order.unit_id;
PositionRA.UpdateSellableOrderSell(order.cancel_count, key_position);
}
MonitorRA.Increment("account_" + account_id, "cancel_count");
}
public Result UpdateUnits(UserUnits model)
{
ApiResultEnum result = UnitDA.UpdateUserID(model);
if (result == ApiResultEnum.Success && MonitorRA.GetStatusTrade() != 0)
{
string[] keys = TradeRA.KeySearch("U_*");
foreach (string key in keys)
{
string _user_id = TradeRA.Get(key, "user_id");
if (model.unit_ids.Contains(int.Parse(key.Substring(2))))
{
if (model.id != _user_id)
{
UnitRA.UpdateUserID(model.id, key);
}
}
else
{
if (model.id == _user_id)
{
UnitRA.UpdateUserID("0", key);
}
}
}
}
return(Result(result));
}
public static void SaveAccountCapital()
{
string[] keys = TradeRA.KeySearch("A_*");
foreach (string key in keys)
{
Account account = AccountRA.Get(key);
AccountDA.UpdateCapital(account);
}
}
//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 static void RunUnitCapitalMonitor()
{
string[] keys = TradeRA.KeySearch("U_*");
foreach (string key in keys)
{
Unit unit = UnitRA.Get(key);
if (unit.user_id > 0 && unit.ratio_warning > 0)
{
if (unit.capital_total < unit.ratio_warning * unit.capital_scale && unit.status_order_enum == StatusOrderEnum.Allowed)
{
StatusOrder model = new StatusOrder(unit.id, StatusOrderEnum.NoBuying);
UnitDA.UpdateStatusOrder(model);
UnitRA.UpdateStatusOrder(model.status, "U_" + model.id);
UserDA.ListParents(unit.user_id).ForEach(user_id =>
{
MessageBiz.Send(user_id.ToString(), MessageTypeEnum.Unit_Warning, "单元[" + unit.code + "]资产已低于预警线，被禁止买入");
});
NLog.Info(string.Format("单元[{0}]资产已低于预警线，被禁止买入。总资产：{1}", unit.code, unit.capital_total));
}
else if (unit.capital_total > unit.ratio_warning * unit.capital_scale && unit.status_order_enum == StatusOrderEnum.NoBuying)
{
StatusOrder model = new StatusOrder(unit.id, StatusOrderEnum.Allowed);
UnitDA.UpdateStatusOrder(model);
UnitRA.UpdateStatusOrder(model.status, "U_" + model.id);
MessageBiz.Send(unit.user_id.ToString(), MessageTypeEnum.Unit_Recovery, "单元[" + unit.code + "]资产已高于预警线，恢复交易");
}
}
if (unit.user_id > 0 && unit.ratio_close_position > 0 && unit.capital_total < unit.ratio_close_position * unit.capital_scale)
{
List <Position> list = PositionRA.List4Unit(unit.id).Where(p => p.count_sellable > 0).ToList();
if (list.Count > 0)
{
list.ForEach(p =>
{
Order order = new Order()
{
code = p.code,
count = p.count_sellable,
type_enum = OrderTypeEnum.Sell,
unit_id = unit.id,
price = DataBiz.GetPriceByPriceType(p.code, OrderPriceEnum.Buy5),
user_id = 1,
platform = 1
};
Order(order);
});
UserDA.ListParents(unit.user_id).ForEach(user_id =>
{
MessageBiz.Send(unit.id.ToString(), MessageTypeEnum.Unit_Close_Position, "单元[" + unit.code + "]资产已低于平仓线，被强制平仓");
});
NLog.Info(string.Format("单元[{0}]资产已低于平仓线，被强制平仓。总资产：{1}", unit.code, unit.capital_total));
}
}
}
}
public static void SaveOrder()
{
string[] keys = TradeRA.KeySearch("O_*");
foreach (string key in keys)
{
Order order = OrderRA.Get(key);
if (order.state_enum == OrderStatusEnum.Submitted)
{
order.state_enum = OrderStatusEnum.Abnormal;
}
OrderDA.Add(order);
}
}
private void JY_NewOrder(object sender, OrderItem e)
{
Order order;
string[] keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
//处理系统中是否存在未能正常收到回报但已成功的委托（通常由于下单超时导致）
if (keys.Length == 0 && !string.IsNullOrWhiteSpace(e.request_id) && e.request_id != "0")
{
JY_Order_Done(null, new OrderResult(true, e.order_no, "", e.request_id));
keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
}
if (keys.Length > 0)
{
order = OrderRA.Get(keys[0]);
if (order.cancel_count != (int)decimal.Parse(e.cancel_count))
{
JY_OrderCanceled(null, e);
return;
}
}
else
{
order = new Order();
}
order.deal_count = (int)decimal.Parse(e.deal_count);
order.cancel_count = (int)decimal.Parse(e.cancel_count);
order.status = e.status;
order.time_dt = DateTime.Parse(e.date.ToDate() + " " + e.time.ToTime());
if (keys.Length > 0)
{
OrderRA.UpdateNew(order, keys[0]);
}
else
{
string key = "O_" + e.order_no + "_T_0_U_0";
order.trade_no = "0";
order.order_no = e.order_no;
order.name = e.name;
order.code = e.code;
order.price = decimal.Parse(e.price);
order.count = order.trade_count = (int)decimal.Parse(e.count);
order.type = int.Parse(e.type);
order.account_id = account_id;
order.state_enum = OrderStatusEnum.Success;
OrderRA.Add(order, key);
}
}
private void JY_OrderChanged(object sender, OrderItem e)
{
string[] keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
if (keys.Length > 0)
{
Order model = new Order()
{
order_no = e.order_no,
deal_count = (int)decimal.Parse(e.deal_count),
cancel_count = (int)decimal.Parse(e.cancel_count),
status = e.status
};
OrderRA.UpdateStatus(model, keys[0]);
}
}
private void JY_NewDeal(object sender, DealItem e)
{
Order order = null;
int unit_id = 0;
string[] keys = TradeRA.KeySearch("O_" + e.order_no + "_*");
if (keys.Length > 0)
{
order = OrderRA.Get(keys[0]);
unit_id = order.unit_id;
}
string key = "D_" + e.deal_no + "_O_" + e.order_no + "_U_" + unit_id;
if (TradeRA.KeyExists(key))
{
return;
}
Deal deal = new Deal()
{
code = e.code,
name = e.name,
type = int.Parse(e.type),
count = (int)decimal.Parse(e.count),
money = decimal.Parse(e.money),
time_dt = DateTime.Parse(e.date.ToDate() + " " + e.time.ToTime()),
deal_no = e.deal_no,
order_no = e.order_no,
price = decimal.Parse(e.price),
unit_id = unit_id,
account_id = account_id,
transferred = unit_id > 0 ? 0 : 1,
};
DealRA.Add(deal, key);
//更新成交均价
DealAveragePrice(deal);
//系统内成交
if (unit_id > 0)
{
MessageBiz.Send(order.user_id.ToString(), MessageTypeEnum.Order_Dealt, "[" + deal.code + "]" + deal.name + "已成交，成交数量：" + deal.count);
TradeBiz.NewDeal(deal, order.price);
MonitorRA.Increment("account_" + account_id, "deal_count");
}
}
public static void RunAccountCapitalMonitor()
{
string[] keys = TradeRA.KeySearch("A_*");
foreach (string key in keys)
{
Account account = AccountRA.Get(key);
if (account.ratio_capital_warning > 0 && account.capital_total > 0 && account.capital_total < account.ratio_capital_warning * account.capital_initial)
{
UserDA.ListParents(account.created_by).ForEach(user_id =>
{
MessageBiz.Send(user_id.ToString(), MessageTypeEnum.Account_Warning, "主账户[" + account.code + "]资产已低于预警线");
});
NLog.Info(string.Format("主账户[{0}]资产已低于预警线。总资产：{1}", account.code, account.capital_total));
}
}
}
public Result OrderAutoUpdateStatus(StatusAutoOrder model)
{
if (model.status != StatusAutoOrderEnum.Run && model.status != StatusAutoOrderEnum.Pause)
{
return(Result(ApiResultEnum.Parameter_Error));
}
string[] keys = TradeRA.KeySearch("S_" + model.id + "_*_D_0");
if (keys.Length == 0)
{
return(Result(ApiResultEnum.NO_Action));
}
OrderAutoRA.UpdateStatus(model.status, user_id, keys[0]);
return(Result(ApiResultEnum.Success));
}
//更新成交均价
private void DealAveragePrice(Deal deal)
{
string[] keys = TradeRA.KeySearch("D_*_O_" + deal.order_no + "_U_*");
decimal money = 0;
int count = 0;
foreach (string key in keys)
{
Deal dl = DealRA.Get(key);
money += dl.price * dl.count;
count += dl.count;
}
string[] keys_order = TradeRA.KeySearch("O_" + deal.order_no + "_*_U_" + deal.unit_id);
if (keys_order.Length > 0)
{
decimal deal_average_price = (money + deal.price * deal.count) / (count + deal.count);
OrderRA.UpdateAverageOrice(Math.Round(deal_average_price, 3), keys_order[0]);
}
}
public static void SaveUnitCapital(Dictionary <int, decimal[]> dic)
{
string[] keys = TradeRA.KeySearch("U_*");
foreach (string key in keys)
{
Unit unit = UnitRA.Get(key);
UnitDA.UpdateCapital(unit);
Statement statement = new Statement()
{
unit_id = unit.id,
capital_total = unit.capital_total,
capital_stock_value = unit.capital_stock_value,
capital_inout = unit.capital_inout,
fee = dic.ContainsKey(unit.id) ? dic[unit.id][0] : 0,
profit = dic.ContainsKey(unit.id) ? dic[unit.id][1] : 0,
};
StatementDA.Add(statement);
}
}
private void JY_Order_Done(object sender, OrderResult e)
{
string[] keys = TradeRA.KeySearch("O_" + e.request_id + "_*");
if (keys.Length == 0)
{
return;
}
Order order = OrderRA.Get(keys[0]);
if (order.state_enum != OrderStatusEnum.Submitted)
{
return;
}
//委托失败解除冻结
if (!e.result)
{
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);
}
OrderRA.UpdateOrderFailed(keys[0], e.message);
MessageBiz.Send(order.user_id.ToString(), MessageTypeEnum.Order_Failed, "[" + order.code + "]" + order.name + "委托失败。" + e.message);
MonitorRA.Increment("account_" + account_id, "failed_count");
}
else
{
OrderRA.UpdateOrderSuccess(keys[0], order.unit_id, order.trade_no, e.order_no);
MonitorRA.Increment("account_" + account_id, "success_count");
}
}
public Result Transfer(Transfer model)
{
string[] keys = TradeRA.KeySearch("D_" + model.deal_no + "_*_U_0");
if (keys.Length > 0 && TradeRA.KeyExists("U_" + model.unit_id))
{
Deal deal = DealRA.Get(keys[0]);
if (deal.type_enum == OrderTypeEnum.Sell)
{
int sellable_count = PositionRA.GetSellable(model.unit_id, deal.code, deal.account_id);
if (deal.count > sellable_count)
{
return(Result(ApiResultEnum.Order_Account_Negative_Position));
}
}
deal.unit_id = model.unit_id;
DealRA.UpdateUnit(model.unit_id, keys[0]);
TradeRA.KeyRename(keys[0], keys[0].Substring(0, keys[0].Length - 1) + model.unit_id);
TradeBiz.NewDeal(deal, deal.price, 1);
return(Result(ApiResultEnum.Success));
}
return(Result(ApiResultEnum.Failed));
}
public static void SaveDeal(ref Dictionary <int, decimal[]> dic)
{
string[] keys = TradeRA.KeySearch("D_*");
foreach (string key in keys)
{
Deal deal = DealRA.Get(key);
DealDA.Add(deal);
if (deal.unit_id > 0)
{
if (dic.ContainsKey(deal.unit_id))
{
dic[deal.unit_id][0] = dic[deal.unit_id][0] + deal.commission;
dic[deal.unit_id][1] = dic[deal.unit_id][1] + deal.profit;
}
else
{
dic.Add(deal.unit_id, new decimal[2] {
deal.commission, deal.profit
});
}
}
}
}
public Result <List <AccountPosition> > ListAccountPosition(int account_id)
{
List <AccountPosition> list = new List <AccountPosition>();
List <Position> list_in = (account_id == 0) ? PositionRA.List() : PositionRA.List4Account(account_id);
list_in.ForEach(p =>
{
list.Add(new AccountPosition()
{
account_id = p.account_id,
account_name = p.account_name,
code = p.code,
name = p.name,
count = 0,
count_in = p.count
});
});
List <Tuple <int, JY.PositionItem> > list_sys = new List <Tuple <int, JY.PositionItem> >();
if (account_id > 0)
{
TradeBiz.QueryPosition(account_id).ForEach(p =>
{
list_sys.Add(new Tuple <int, JY.PositionItem>(account_id, p));
});
}
else
{
string[] keys = TradeRA.KeySearch("A_*");
foreach (var key in keys)
{
int id = int.Parse(key.Substring(2));
TradeBiz.QueryPosition(id).ForEach(p =>
{
list_sys.Add(new Tuple <int, JY.PositionItem>(id, p));
});
}
}
foreach (var t in list_sys)
{
AccountPosition ap = list.Find(p => p.account_id == t.Item1 && p.code == t.Item2.code);
if (ap == null)
{
list.Add(new AccountPosition()
{
account_id = t.Item1,
account_name = AccountRA.GetName(t.Item1),
code = t.Item2.code,
name = t.Item2.name,
count = (int)decimal.Parse(t.Item2.count),
count_in = 0
});
}
else
{
ap.count = (int)decimal.Parse(t.Item2.count);
}
}
return(Result(list));
}
public static void RunCalculateValue()
{
//单元的市值
Dictionary <int, decimal[]> dic_unit = new Dictionary <int, decimal[]>();
//主账户的市值
Dictionary <int, decimal> dic_account = new Dictionary <int, decimal>();
//单元下主账户组中的主账户市值
Dictionary <string, decimal> dic_account_group = new Dictionary <string, decimal>();
string[] keys = TradeRA.KeySearch("P_*");
foreach (string key in keys)
{
Position position = PositionRA.Get(key);
HQItem hq = HQService.Get(position.code);
decimal price = hq == null ? position.price_latest : hq.Last;
decimal value = price * position.count;
decimal profit = (price - position.price_cost) * position.count;
if (dic_unit.ContainsKey(position.unit_id))
{
dic_unit[position.unit_id][position.block] += value;
dic_unit[position.unit_id][4] += value;
dic_unit[position.unit_id][5] += profit;
}
else
{
decimal[] values = new decimal[6] {
0, 0, 0, 0, value, profit
};
values[position.block] = value;
dic_unit.Add(position.unit_id, values);
}
//主账户市值暂只计算创业板
if (position.block_enum == BlockEnum.gem)
{
if (dic_account.ContainsKey(position.account_id))
{
dic_account[position.account_id] += value;
}
else
{
dic_account.Add(position.account_id, value);
}
}
string ua = "U_" + position.unit_id + "_A_" + position.account_id;
if (dic_account_group.ContainsKey(ua))
{
dic_account_group[ua] += value;
}
else
{
dic_account_group.Add(ua, value);
}
}
foreach (var kvp in dic_unit)
{
UnitRA.UpdateCapitalStockValue(kvp.Value, "U_" + kvp.Key);
}
foreach (var kvp in dic_account)
{
AccountRA.UpdateCapitalStockValue(kvp.Value, "A_" + kvp.Key);
}
foreach (var kvp in dic_account_group)
{
AccountGroupRA.UpdateCapitalStockValue(kvp.Key, kvp.Value);
}
}
//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);
}
//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));
}
}