/// <summary>
/// 是否禁止交易指定证券类型的证券
/// </summary>
/// <param name="sType"></param>
/// <returns></returns>
private bool IsBanned(TradingSystem.StockType sType)
{
try
{
string strSpecies = "";
for (int i = 0; i < 100; i++)
{
strSpecies = Common.Config("Trading", "Species-" + i.ToString("00").Trim());
if (strSpecies.Length > 0)
{
if (string.Compare(strSpecies.ToUpper().Trim(),
sType.ToString().ToUpper().Trim()) == 0)
{
return(false);
}
}
}
return(true);
}
catch
{
return(true);
}
}
/// <summary>
/// 获取快照，存储片断
/// </summary>
/// <returns></returns>
public bool GetSnapShot()
{
try
{
lock (mapSHRates)
{
if (mapSHRates != null && mapSHRates.Count > 0)
{
lock (mapSHSnapShot)
{
mapSHSnapShot.Clear();
mapSHSnapShot = new Dictionary <string, Show2003DBFRecord>(mapSHRates);
}
}
}
lock (mapSZRates)
{
if (mapSZRates != null && mapSZRates.Count > 0)
{
lock (mapSZSnapShot)
{
mapSZSnapShot.Clear();
mapSZSnapShot = new Dictionary <string, SjshqDBFRecord>(mapSZRates);
}
}
}
if (mapSHSnapShot != null && mapSHSnapShot.Count > 0 &&
mapSZSnapShot != null && mapSZSnapShot.Count > 0)
{
foreach (object objSh in mapSHSnapShot.Keys)
{
if (objSh == null || objSh.ToString() == null)
{
continue;
}
string strKey = objSh.ToString().Trim();
if (!mapSHSnapShot.ContainsKey(strKey))
{
continue;
}
TradingSystem.StockType sType = Common.stkTrading.GetStockType(strKey, TradingSystem.StockMarket.Shanghai);
if (sType != TradingSystem.StockType.SH_A &&
sType != TradingSystem.StockType.ETF &&
sType != TradingSystem.StockType.SH_ClosedFund &&
sType != TradingSystem.StockType.SH_Warrant &&
sType != TradingSystem.StockType.SH_B &&
sType != TradingSystem.StockType.SH_Bond)
{
continue;
}
SaveQuotation(mapSHSnapShot[strKey]);//存储上证类股票
}
foreach (object objSh in mapSZSnapShot.Keys)
{
if (objSh == null || objSh.ToString() == null)
{
continue;
}
string strKey = objSh.ToString().Trim();
if (!mapSZSnapShot.ContainsKey(strKey))
{
continue;
}
TradingSystem.StockType sType = Common.stkTrading.GetStockType(strKey, TradingSystem.StockMarket.Shenzhen);
if (sType != TradingSystem.StockType.SZ_A &&
sType != TradingSystem.StockType.ETF &&
sType != TradingSystem.StockType.SZ_ClosedFund &&
sType != TradingSystem.StockType.SZ_Warrant &&
sType != TradingSystem.StockType.SZ_B &&
sType != TradingSystem.StockType.SZ_Bond)
{
continue;
}
SaveQuotation(mapSZSnapShot[strKey]);//存储深证类股票
}
return(true);
}
else
{
return(false);
}
}
catch (Exception err)
{
Common.Log(err);
return(false);
}
}
/// <summary>
/// 添加即时订单
/// </summary>
/// <param name="strUserKey"></param>
/// <param name="UserID"></param>
/// <param name="StockCode"></param>
/// <param name="Market"></param>
/// <param name="Volume"></param>
/// <param name="Side"></param>
/// <param name="ValidDays"></param>
/// <param name="OrderID"></param>
/// <returns></returns>
public RI_Result RequestImmediateOrder(string strUserKey, int UserID, string StockCode, RI_Market Market, int Volume, bool Side, ushort ValidDays, out int OrderID)
{
OrderID = -1;
try
{
if (strUserKey == null || string.Compare(strUserKey.Trim(),
Common.Config("Authorization", "UserKey").Trim()) != 0)
{
if (strUserKey != null)
{
Common.Log("The Invoker [" + strUserKey.Trim() + "] Is Unauthorized. [UserID=" + UserID + "]");
}
else
{
Common.Log("The Invoker [null] Is Unauthorized. [UserID=" + UserID + "]");
}
return(RI_Result.Unauthorized);
}
else if (!Common.Switch_ImmediateOrder || !Management.Work)
{
Common.Log("The Interface [ProcessImmediateOrder] Is Closed. [UserID=" + UserID + "]");
return(RI_Result.Closed_Interface);
}
if (!Common.IsInInterfaceQuotationTime)
{
return(RI_Result.Out_Of_Quotation_Time);
}
else if (Common.stkTrading == null)
{
return(RI_Result.Internal_Error);
}
else if (UserID <= 0)
{
return(RI_Result.Illegal_UserID);
}
TradingSystem.StockType stkType = Common.stkTrading.GetStockType(StockCode, (TradingSystem.StockMarket)((byte)Market));
if (Volume <= 0 || (Side &&
(stkType != TradingSystem.StockType.SH_Warrant && stkType != TradingSystem.StockType.SZ_Warrant && Volume % 100 != 0) ||
((stkType == TradingSystem.StockType.SH_Warrant || stkType == TradingSystem.StockType.SZ_Warrant) && Volume % 1000 != 0)))
{
return(RI_Result.Illegal_Volume);
}
else if (StockCode == null || Market == RI_Market.Unknown)
{
return(RI_Result.Banned_Stock);
}
StockCode = StockCode.Trim();
if (IsBanned(stkType))
{
return(RI_Result.Banned_Stock);
}
TradingSystem.Currency Curr = TradingSystem.Currency.Unknown;
switch (stkType)
{
case TradingSystem.StockType.SH_B:
Curr = TradingSystem.Currency.USD;
break;
case TradingSystem.StockType.SZ_B:
Curr = TradingSystem.Currency.HKD;
break;
default:
Curr = TradingSystem.Currency.RMB;
break;
}
Show2003DBFRecord SHRec = new Show2003DBFRecord(); SHRec.Clear();
SjshqDBFRecord SZRec = new SjshqDBFRecord(); SZRec.Clear();
if (Common.stkQuotation.CheckSuspended(StockCode, (TradingSystem.StockMarket)((byte)Market)))
{
if (Market == RI_Market.Shanghai && SHRec.OpenPrice < 0.001)
{
return(RI_Result.Suspended_Stock);
}
else if (Market == RI_Market.Shenzhen && SZRec.OpenPrice < 0.001)
{
return(RI_Result.Suspended_Stock);
}
}
else
{
return(RI_Result.Banned_Stock);
}
short sCurrCount = Common.stkTrading.GetUserOrdersCount(UserID);
if (sCurrCount == -2)
{
return(RI_Result.Illegal_UserID);
}
if (sCurrCount < 0 || sCurrCount >= Common.MaxOrders)
{
return(RI_Result.Too_Many_Orders);
}
Dictionary <byte, TradingSystem.UserFund> mapUsableFund = new Dictionary <byte, TradingSystem.UserFund>();
if (!Common.stkTrading.GetUserFund(UserID, out mapUsableFund))
{
return(RI_Result.Illegal_UserID);
}
int UserVolume = Common.stkTrading.GetSellableStockVolume(UserID, StockCode, (TradingSystem.StockMarket)((byte)Market));
if (!Side && (UserVolume < Volume))
{
return(RI_Result.Not_Enough_Stock);
}
if (!Side && (Volume % 100 != 0) && (Volume % 100 != UserVolume % 100))
{
return(RI_Result.Illegal_Volume);
}
if (Side && !Common.stkTrading.CanBuy(UserID, StockCode, (TradingSystem.StockMarket)((byte)Market), Curr, 10 * Volume * (1 + Common.stkTrading.defaultBuyTax)))
{
return(RI_Result.Speculation_Behavior);
}
TradingSystem.UserOrders userOrder = new TradingSystem.UserOrders();
userOrder.Initialize();
userOrder.OrderID = Common.stkTrading.nLastOrderID++;
userOrder.UserID = UserID;
userOrder.StockCode = StockCode.Trim();
userOrder.Market = (TradingSystem.StockMarket)((byte)Market);
userOrder.OrderVolume = Volume;
userOrder.Side = Side;
userOrder.OrderDate = DateTime.Now;
userOrder.ExpiredDate = userOrder.OrderDate.Date.Add(new TimeSpan(ValidDays,
Common.EndPMTS.Hours, Common.EndPMTS.Minutes, Common.EndPMTS.Seconds));
userOrder.OrdStatus = TradingSystem.OrderStatus.Waiting;
userOrder.OrdType = TradingSystem.OrderType.ImmediateOrder;
userOrder.Curr = Curr;
lock (Common.stkTrading.listNewUserOrders)
{
Common.stkTrading.listNewUserOrders.Add(userOrder);
Common.DBSync.OrderAppended(userOrder, UserID);
}
Common.Debug("Immediate Order Requested [UserID=" + UserID + "; StockCode=" + StockCode.Trim() + "-" + (byte)Market + "].");
OrderID = userOrder.OrderID;
return(RI_Result.Success);
}
catch (Exception ex)
{
Common.Debug("Immediate Order Requested error :" + UserID + "; StockCode=" + StockCode.Trim() + "-" + (byte)Market + "]." + ex.ToString());
return(RI_Result.Internal_Error);
}
}
/// <summary>
/// 添加限价订单
/// </summary>
/// <param name="strUserKey"></param>
/// <param name="UserID"></param>
/// <param name="StockCode"></param>
/// <param name="Market"></param>
/// <param name="Volume"></param>
/// <param name="OrderPrice"></param>
/// <param name="Side"></param>
/// <param name="ValidDays"></param>
/// <param name="OrderID"></param>
/// <returns></returns>
public RI_Result RequestLimitedOrder(string strUserKey, int UserID, string StockCode, RI_Market Market, int Volume, double OrderPrice, bool Side, ushort ValidDays, out int OrderID)
{
OrderID = -1;
try
{
if (strUserKey == null || string.Compare(strUserKey.Trim(),
Common.Config("Authorization", "UserKey").Trim()) != 0)
{
if (strUserKey != null)
{
Common.Log("The Invoker [" + strUserKey.Trim() + "] Is Unauthorized. [UserID=" + UserID + "]");
}
else
{
Common.Log("The Invoker [null] Is Unauthorized. [UserID=" + UserID + "]");
}
return(RI_Result.Unauthorized);
}
else if (!Common.Switch_LimitedOrder || !Management.Work)
{
Common.Log("The Interface [ProcessLimitedOrder] Is Closed. [UserID=" + UserID + "]");
return(RI_Result.Closed_Interface);
}
if (!Common.IsInInterfaceQuotationTime)
{
return(RI_Result.Out_Of_Quotation_Time);
}
else if (Common.stkTrading == null)
{
return(RI_Result.Internal_Error);
}
else if (UserID <= 0)
{
return(RI_Result.Illegal_UserID);
}
TradingSystem.StockType stkType = Common.stkTrading.GetStockType(StockCode, (TradingSystem.StockMarket)((byte)Market));
if (Volume <= 0 || (Side &&
(stkType != TradingSystem.StockType.SH_Warrant && stkType != TradingSystem.StockType.SZ_Warrant && Volume % 100 != 0) ||
((stkType == TradingSystem.StockType.SH_Warrant || stkType == TradingSystem.StockType.SZ_Warrant) && Volume % 1000 != 0)))
{
return(RI_Result.Illegal_Volume);
}
else if (OrderPrice < 0.001)
{
return(RI_Result.Illegal_Price);
}
else if ((stkType == TradingSystem.StockType.SH_A || stkType == TradingSystem.StockType.SZ_A) && OrderPrice < 0.01)
{
return(RI_Result.Illegal_Price);
}
else if (StockCode == null || Market == RI_Market.Unknown)
{
return(RI_Result.Banned_Stock);
}
StockCode = StockCode.Trim();
TradingSystem.Currency Curr = TradingSystem.Currency.Unknown;
switch (stkType)
{
case TradingSystem.StockType.SH_B:
Curr = TradingSystem.Currency.USD;
break;
case TradingSystem.StockType.SZ_B:
Curr = TradingSystem.Currency.HKD;
break;
default:
Curr = TradingSystem.Currency.RMB;
break;
}
if (IsBanned(stkType))
{
Common.Debug("Banned_Stock:" + UserID + ";" + StockCode + ";" + Market.ToString().Trim() + ";" + stkType.ToString().Trim());
return(RI_Result.Banned_Stock);
}
Show2003DBFRecord SHRec = new Show2003DBFRecord(); SHRec.Clear();
SjshqDBFRecord SZRec = new SjshqDBFRecord(); SZRec.Clear();
if (Common.stkQuotation.CheckSuspended(StockCode, (TradingSystem.StockMarket)((byte)Market)))
{
Common.Debug("Suspended_Stock:" + UserID + ";" + StockCode + ";" + Market.ToString());
return(RI_Result.Suspended_Stock);
}
short sCurrCount = Common.stkTrading.GetUserOrdersCount(UserID);
if (sCurrCount == -2)
{
return(RI_Result.Illegal_UserID);
}
if (sCurrCount < 0 || sCurrCount >= Common.MaxOrders)
{
Common.Debug("Too_Many_Orders:" + UserID + ";" + sCurrCount + "/" + Common.MaxOrders);
return(RI_Result.Too_Many_Orders);
}
int SellableVolume = Common.stkTrading.GetSellableStockVolume(UserID, StockCode, (TradingSystem.StockMarket)((byte)Market));
if (!Side && (SellableVolume < Volume))
{
Common.Debug("Not_Enough_Stock:" + UserID + "/" + StockCode.Trim() + "-" +
(byte)Market + ";" + SellableVolume + "/" + Volume);
return(RI_Result.Not_Enough_Stock);
}
if (!Side && (Volume % 100 != 0) && (Volume % 100 != SellableVolume % 100))
{
return(RI_Result.Illegal_Volume);
}
if (Side && !Common.stkTrading.CanBuy(UserID, StockCode, (TradingSystem.StockMarket)((byte)Market), Curr, OrderPrice * Volume * (1 + Common.stkTrading.defaultBuyTax)))
{
Common.Debug("Speculation_Behavior:" + UserID + "/" + StockCode.Trim() + "-"
+ (byte)Market + "/" + (OrderPrice * Volume * (1 + Common.stkTrading.defaultBuyTax)).ToString("f2"));
return(RI_Result.Speculation_Behavior);
}
TradingSystem.UserOrders userOrder = new TradingSystem.UserOrders();
userOrder.Initialize();
userOrder.OrderID = Common.stkTrading.nLastOrderID++;
userOrder.UserID = UserID;
userOrder.StockCode = StockCode.Trim();
userOrder.Market = (TradingSystem.StockMarket)((byte)Market);
userOrder.Side = Side;
userOrder.OrderVolume = Volume;
userOrder.OrderPrice = OrderPrice;
userOrder.OrderDate = DateTime.Now;
userOrder.ExpiredDate = userOrder.OrderDate.Date.Add(new TimeSpan(ValidDays,
Common.EndPMTS.Hours, Common.EndPMTS.Minutes, Common.EndPMTS.Seconds));
userOrder.OrdStatus = TradingSystem.OrderStatus.Waiting;
userOrder.OrdType = TradingSystem.OrderType.LimitedOrder;
userOrder.Curr = Curr;
if (Side)
{
lock (Common.stkTrading.listNewUserFund)
{
TradingSystem.UserFund usableFund = new TradingSystem.UserFund(); usableFund.Initialize();
for (int i = 0; i < Common.stkTrading.listNewUserFund.Count; i++)
{
if (Common.stkTrading.listNewUserFund[i].UserID == UserID &&
((stkType == TradingSystem.StockType.SH_B && Common.stkTrading.listNewUserFund[i].Curr == TradingSystem.Currency.USD) ||
(stkType == TradingSystem.StockType.SZ_B && Common.stkTrading.listNewUserFund[i].Curr == TradingSystem.Currency.HKD) ||
Common.stkTrading.listNewUserFund[i].Curr == TradingSystem.Currency.RMB))
{
usableFund = Common.stkTrading.listNewUserFund[i];
usableFund.UsableCash -= Common.ConvertPrice((userOrder.OrderVolume * userOrder.OrderPrice) * (1 + Common.stkTrading.defaultBuyTax) + 0.0099);
if (usableFund.UsableCash < 0)
{
return(RI_Result.Not_Enough_Cash);
}
if (!Common.stkTrading.SetUserFund(UserID, usableFund))
{
return(RI_Result.Illegal_UserID);
}
Common.stkTrading.listNewUserFund[i] = usableFund;
Common.DBSync.FundUpdate(usableFund, UserID);
lock (Common.stkTrading.listNewUserOrders)
{
Common.stkTrading.listNewUserOrders.Add(userOrder);
Common.DBSync.OrderAppended(userOrder, UserID);
}
Common.Debug("Limited Order Requested [UserID=" + UserID + "; StockCode=" + StockCode.Trim() + "-" + (byte)Market + "].");
OrderID = userOrder.OrderID;
return(RI_Result.Success);
}
}
Dictionary <byte, TradingSystem.UserFund> mapUsableFund = new Dictionary <byte, TradingSystem.UserFund>();
if (!Common.stkTrading.GetUserFund(UserID, out mapUsableFund))
{
return(RI_Result.Illegal_UserID);
}
switch (stkType)
{
case TradingSystem.StockType.SH_B:
{
if (mapUsableFund.ContainsKey((byte)TradingSystem.Currency.USD))
{
usableFund = mapUsableFund[(byte)TradingSystem.Currency.USD];
}
else
{
return(RI_Result.Not_Enough_Cash);
}
}
break;
case TradingSystem.StockType.SZ_B:
{
if (mapUsableFund.ContainsKey((byte)TradingSystem.Currency.HKD))
{
usableFund = mapUsableFund[(byte)TradingSystem.Currency.HKD];
}
else
{
return(RI_Result.Not_Enough_Cash);
}
}
break;
default:
{
if (mapUsableFund.ContainsKey((byte)TradingSystem.Currency.RMB))
{
usableFund = mapUsableFund[(byte)TradingSystem.Currency.RMB];
}
else
{
return(RI_Result.Not_Enough_Cash);
}
}
break;
}
usableFund.UsableCash -= Common.ConvertPrice((userOrder.OrderVolume * userOrder.OrderPrice) * (1 + Common.stkTrading.defaultBuyTax) + 0.0099);
if (usableFund.UsableCash < 0)
{
Common.Debug("Not_Enough_Cash:" + UserID + "/" + StockCode.Trim() + "-" + (byte)Market + ";" +
(usableFund.UsableCash + Common.ConvertPrice((userOrder.OrderVolume * userOrder.OrderPrice) * (1 + Common.stkTrading.defaultBuyTax)))
+ "/" + ((userOrder.OrderVolume * userOrder.OrderPrice) * (1 + Common.stkTrading.defaultBuyTax)));
return(RI_Result.Not_Enough_Cash);
}
if (!Common.stkTrading.SetUserFund(UserID, usableFund))
{
return(RI_Result.Illegal_UserID);
}
Common.stkTrading.listNewUserFund.Add(usableFund);
Common.DBSync.FundUpdate(usableFund, UserID);
}
}
lock (Common.stkTrading.listNewUserOrders)
{
Common.stkTrading.listNewUserOrders.Add(userOrder);
Common.DBSync.OrderAppended(userOrder, UserID);
}
Common.Debug("Limited Order Requested [UserID=" + UserID + "; StockCode=" + StockCode.Trim() + "-" + (byte)Market + "].");
OrderID = userOrder.OrderID;
return(RI_Result.Success);
}
catch
{
return(RI_Result.Internal_Error);
}
}
/// <summary>
/// 更新用户订单
/// </summary>
/// <param name="UserID"></param>
/// <param name="UserOrder"></param>
/// <returns></returns>
public bool SetUserOrders(int UserID, RemotingInterface.RI_Order UserOrder)
{
try
{
if (UserID <= 0)
{
return(false);
}
if (UserOrder.OrderDate.Date != DateTime.Now.Date ||
DateTime.Now.TimeOfDay > Common.EndPMTS)
{
return(false);
}
TradingSystem.StockMarket sMarket = TradingSystem.StockMarket.Unknown;
if (UserOrder.StockMarket == RemotingInterface.RI_Market.Shanghai)
{
sMarket = TradingSystem.StockMarket.Shanghai;
}
else if (UserOrder.StockMarket == RemotingInterface.RI_Market.Shenzhen)
{
sMarket = TradingSystem.StockMarket.Shenzhen;
}
TradingSystem.StockType sType = Common.stkTrading.GetStockType(UserOrder.StockCode, sMarket);
switch (sType)
{
case TradingSystem.StockType.SH_A:
case TradingSystem.StockType.SZ_A:
case TradingSystem.StockType.SH_Bond:
case TradingSystem.StockType.SZ_Bond:
{
UserOrder.OrderPrice = Common.ConvertPrice(UserOrder.OrderPrice, 2);
UserOrder.TradePrice = Common.ConvertPrice(UserOrder.TradePrice, 2);
}
break;
default:
{
UserOrder.OrderPrice = Common.ConvertPrice(UserOrder.OrderPrice);
UserOrder.TradePrice = Common.ConvertPrice(UserOrder.TradePrice);
}
break;
}
if (UserOrder.UpdatedDate < UserOrder.OrderDate)
{
UserOrder.UpdatedDate = UserOrder.OrderDate;
}
lock (mapRIUserOrders)
{
if (mapRIUserOrders.ContainsKey(UserID))
{
Dictionary <int, RemotingInterface.RI_Order> mapOrders = mapRIUserOrders[UserID];
mapOrders[UserOrder.OrderID] = UserOrder;
mapRIUserOrders[UserID] = mapOrders;
Common.Debug("SetOrderInfoInBuffer: UserID-" + UserID + "; StockCode-" + UserOrder.StockCode + (byte)UserOrder.StockMarket +
"; OrderID-" + UserOrder.OrderID + "; Type-" + UserOrder.OrderType.ToString() + "; Status-" + UserOrder.OrderStatus.ToString());
}
else
{
Dictionary <int, RemotingInterface.RI_Order> mapOrders = new Dictionary <int, RemotingInterface.RI_Order>();
mapOrders[UserOrder.OrderID] = UserOrder;
mapRIUserOrders[UserID] = mapOrders;
Common.Debug("SetOrderInfoInBuffer: UserID-" + UserID + "; StockCode-" + UserOrder.StockCode + (byte)UserOrder.StockMarket +
"; OrderID-" + UserOrder.OrderID + "; Type-" + UserOrder.OrderType.ToString() + "; Status-" + UserOrder.OrderStatus.ToString());
}
}
return(true);
}
catch (Exception err)
{
Common.Log(err);
return(false);
}
}
