public BLLResponse Withdraw(Model.Database.EntrustCommand cmdItem, CallerCallback callerCallback)
{
BLLResponse bllResponse = new BLLResponse();
UFXBasketWithdrawRequest request = new UFXBasketWithdrawRequest
{
BatchNo = cmdItem.BatchNo,
};
Callbacker callbacker = new Callbacker
{
Token = new CallerToken
{
SubmitId = cmdItem.SubmitId,
CommandId = cmdItem.CommandId,
WaitEvent = new AutoResetEvent(false),
Caller = callerCallback,
},
DataHandler = WithdrawDataHandler,
};
var result = _securityBLL.WithdrawBasket(request, callbacker);
if (result == Model.ConnectionCode.Success)
{
if (callbacker.Token.WaitEvent.WaitOne(_timeOut))
{
var errorResponse = callbacker.Token.ErrorResponse as UFXErrorResponse;
if (errorResponse != null && T2ErrorHandler.Success(errorResponse.ErrorCode))
{
bllResponse.Code = Model.ConnectionCode.Success;
bllResponse.Message = "Success Withdraw";
}
else
{
bllResponse.Code = Model.ConnectionCode.FailWithdraw;
bllResponse.Message = errorResponse.ErrorMessage;
}
}
else
{
bllResponse.Code = Model.ConnectionCode.FailTimeoutWithdraw;
bllResponse.Message = "Fail to submit the basket withdraw to UFX!";
}
}
else
{
bllResponse.Code = Model.ConnectionCode.FailSubmit;
bllResponse.Message = "Fail to submit the basket withdraw to UFX!";
}
return(bllResponse);
}
public List <EntrustFlowItem> QueryToday(CallerCallback callback)
{
List <EntrustFlowItem> entrustItems = new List <EntrustFlowItem>();
var portfolios = _productBLL.GetAll();
var secuEntrustItems = _querySecurityEntrustBLL.QueryToday(portfolios, _timeOut, callback);
if (secuEntrustItems != null && secuEntrustItems.Count > 0)
{
entrustItems.AddRange(secuEntrustItems);
}
var futuresEntrustItems = _queryFuturesEntrustBLL.QueryToday(portfolios, _timeOut, callback);
if (futuresEntrustItems != null && futuresEntrustItems.Count > 0)
{
entrustItems.AddRange(futuresEntrustItems);
}
return(entrustItems);
}
//private void CancelRedo(int submitId, List<CancelRedoItem> cancelRedoItems)
//{
// //var submitId = cancelRedoItems.Select(p => p.SubmitId).Single();
// //if (submitId <= 0)
// //{
// // //TODO: fail to get the submitId
// // return;
// //}
// //set the cancel status
// //int ret = _entrustBLL.Cancel(cancelRedoItems);
// //Call the UFX to cancel
// //Update the EntrustCommand
// //_entrustBLL.Submit(
// //ret = _entrustBLL.CancelSuccess(cancelRedoItems);
//}
//TODO: validate before submit
private string Submit(int commandId, List <CancelRedoItem> cancelRedoItems, CallerCallback callback)
{
EntrustCommand cmdItem = new EntrustCommand
{
CommandId = commandId,
Copies = 0,
};
string msg = string.Empty;
var response = _entrustBLL.SubmitOne(cmdItem, cancelRedoItems, callback);
if (!BLLResponse.Success(response))
{
int submitId = cancelRedoItems.Select(p => p.SubmitId).Distinct().Single();
string format = ConfigManager.Instance.GetLabelConfig().GetLabelText(msgEntrustCancelResubmitFail);
msg = string.Format(format, submitId, response.Message);
}
return(msg);
}
public List <DealFlowItem> QueryToday(CallerCallback callback)
{
List <DealFlowItem> dealItems = new List <DealFlowItem>();
var portfolios = _productBLL.GetAll();
var dealSecuItems = _querySecurityDealBLL.QueryToday(portfolios, _timeOut, callback);
if (dealSecuItems != null && dealSecuItems.Count > 0)
{
dealItems.AddRange(dealSecuItems);
}
var dealFuturesItems = _queryFuturesDealBLL.QueryToday(portfolios, _timeOut, callback);
if (dealFuturesItems != null && dealFuturesItems.Count > 0)
{
dealItems.AddRange(dealFuturesItems);
}
return(dealItems);
}
public List <EntrustFlowItem> QueryHistory(List <Portfolio> portfolios, DateTime startDate, DateTime endDate, int timeOut, CallerCallback callback)
{
List <EntrustFlowItem> entrustItems = new List <EntrustFlowItem>();
int intStart = DateUtil.GetIntDate(startDate);
int intEnd = DateUtil.GetIntDate(endDate);
foreach (var portfolio in portfolios)
{
List <UFXQueryFuturesHistEntrustRequest> requests = new List <UFXQueryFuturesHistEntrustRequest>();
UFXQueryFuturesHistEntrustRequest request = new UFXQueryFuturesHistEntrustRequest();
request.StartDate = intStart;
request.EndDate = intEnd;
request.CombiNo = portfolio.PortfolioNo;
requests.Add(request);
Callbacker callbacker = new Callbacker
{
Token = new CallerToken
{
SubmitId = -2,
CommandId = -2,
InArgs = portfolio,
OutArgs = entrustItems,
WaitEvent = new AutoResetEvent(false),
Caller = callback,
},
DataHandler = QueryDataHandler,
};
var result = _securityBLL.QueryFuturesEntrustHistory(requests, callbacker);
BLLResponse bllResponse = new BLLResponse();
if (result == Model.ConnectionCode.Success)
{
if (callbacker.Token.WaitEvent.WaitOne(timeOut))
{
var errorResponse = callbacker.Token.ErrorResponse as UFXErrorResponse;
if (errorResponse != null && T2ErrorHandler.Success(errorResponse.ErrorCode))
{
bllResponse.Code = ConnectionCode.Success;
bllResponse.Message = "Success Entrust";
}
else
{
bllResponse.Code = ConnectionCode.FailEntrust;
bllResponse.Message = "Fail Entrust: " + errorResponse.ErrorMessage;
}
}
else
{
bllResponse.Code = ConnectionCode.FailEntrust;
bllResponse.Message = "Fail Entrust: Timeout";
}
}
else
{
bllResponse.Code = result;
bllResponse.Message = "Fail to submit in ufx.";
}
}
return(entrustItems);
}
public List <DealFlowItem> QueryToday(List <Portfolio> portfolios, int timeOut, CallerCallback callback)
{
List <DealFlowItem> dealItems = new List <DealFlowItem>();
foreach (var portfolio in portfolios)
{
List <UFXQueryDealRequest> requests = new List <UFXQueryDealRequest>();
UFXQueryDealRequest request = new UFXQueryDealRequest();
request.AccountCode = portfolio.FundCode;
request.CombiNo = portfolio.PortfolioNo;
requests.Add(request);
Callbacker callbacker = new Callbacker
{
Token = new CallerToken
{
SubmitId = -1,
CommandId = -1,
InArgs = portfolio,
OutArgs = dealItems,
WaitEvent = new AutoResetEvent(false),
Caller = callback,
},
DataHandler = QueryDataHandler,
};
var result = _securityBLL.QueryDeal(requests, callbacker);
BLLResponse bllResponse = new BLLResponse();
if (result == Model.ConnectionCode.Success)
{
if (callbacker.Token.WaitEvent.WaitOne(timeOut))
{
var errorResponse = callbacker.Token.ErrorResponse as UFXErrorResponse;
if (errorResponse != null && T2ErrorHandler.Success(errorResponse.ErrorCode))
{
bllResponse.Code = ConnectionCode.Success;
bllResponse.Message = "Success QueryDeal";
}
else
{
bllResponse.Code = ConnectionCode.FailQueryDeal;
bllResponse.Message = "Fail QueryDeal: " + errorResponse.ErrorMessage;
}
}
else
{
bllResponse.Code = ConnectionCode.FailTimeoutQueryDeal;
bllResponse.Message = "Fail QueryDeal: Timeout!";
}
}
else
{
bllResponse.Code = result;
bllResponse.Message = "Fail to QueryDeal in ufx.";
}
}
return(dealItems);
}
public List <CancelSecurityItem> CancelSecuItem(int submitId, int commandId, List <CancelSecurityItem> cancelItems, CallerCallback callerCallback)
{
var cancelSecuItems = new List <CancelSecurityItem>();
var entrustedSecuItems = new List <EntrustSecurity>();
foreach (var cancelItem in cancelItems)
{
var entrustSecuItem = ConvertBack(cancelItem);
entrustedSecuItems.Add(entrustSecuItem);
}
int ret = CancelSecurities(submitId, commandId, entrustedSecuItems);
if (ret > 0)
{
cancelSecuItems.AddRange(cancelItems);
}
return(cancelSecuItems);
}
public List <CancelRedoItem> CancelSecuItem(int submitId, int commandId, List <CancelRedoItem> cancelItems, CallerCallback callerCallback)
{
List <CancelRedoItem> cancelSecuItems = new List <CancelRedoItem>();
var entrustedSecuItems = ConvertToEntrustSecuItems(cancelItems);
int ret = CancelSecurities(submitId, commandId, entrustedSecuItems);
if (ret > 0)
{
cancelSecuItems.AddRange(cancelItems);
}
return(cancelSecuItems);
}
public BLLResponse Submit(Model.Database.EntrustCommand cmdItem, List <EntrustSecurity> entrustItems, CallerCallback callerCallback)
{
var cmdEntrustItems = entrustItems.Where(p => p.CommandId == cmdItem.CommandId && p.SubmitId == cmdItem.SubmitId).ToList();
if (cmdEntrustItems == null || cmdEntrustItems.Count == 0)
{
return(new BLLResponse(ConnectionCode.EmptyEntrustItem, "Empty EntrustCommandItem or EntrustSecurityItem."));
}
UpdateUFXSetting();
var tradeCommandItem = _tradeCommandBLL.GetTradeCommand(cmdItem.CommandId);
var portfolio = LoginManager.Instance.GetPortfolio(tradeCommandItem.PortfolioCode);
//var stockholder = LoginManager.Instance.GetHolder(tradeCommandItem.
var ufxRequests = new List <UFXBasketEntrustRequest>();
var futuItem = cmdEntrustItems.Find(p => p.SecuType == Model.SecurityInfo.SecurityType.Futures);
foreach (var secuItem in cmdEntrustItems)
{
UFXBasketEntrustRequest request = new UFXBasketEntrustRequest
{
StockCode = secuItem.SecuCode,
EntrustPrice = secuItem.EntrustPrice,
EntrustAmount = secuItem.EntrustAmount,
PriceType = EntrustRequestHelper.GetEntrustPriceType(secuItem.EntrustPriceType),
ExtSystemId = secuItem.RequestId,
ThirdReff = EntrustRequestHelper.GenerateThirdReff(secuItem.CommandId, secuItem.SubmitId, secuItem.RequestId),
LimitEntrustRatio = _limitEntrustRatio,
FutuLimitEntrustRatio = _futuLimitEntrustRatio,
OptLimitEntrustRatio = _optLimitEntrustRatio,
};
if (secuItem.SecuType == Model.SecurityInfo.SecurityType.Stock)
{
request.EntrustDirection = EntrustRequestHelper.GetEntrustDirection(secuItem.EntrustDirection);
request.FuturesDirection = string.Empty;
}
else if (secuItem.SecuType == Model.SecurityInfo.SecurityType.Futures)
{
request.EntrustDirection = EntrustRequestHelper.GetEntrustDirection(secuItem.EntrustDirection);
request.FuturesDirection = EntrustRequestHelper.GetFuturesDirection(secuItem.EntrustDirection);
}
var secuInfo = SecurityInfoManager.Instance.Get(secuItem.SecuCode, secuItem.SecuType);
if (secuInfo != null)
{
request.MarketNo = EntrustRequestHelper.GetMarketNo(secuInfo.ExchangeCode);
}
if (tradeCommandItem != null)
{
request.AccountCode = tradeCommandItem.AccountCode;
request.CombiNo = tradeCommandItem.PortfolioCode;
}
ufxRequests.Add(request);
}
Callbacker callbacker = new Callbacker
{
Token = new CallerToken
{
SubmitId = cmdItem.SubmitId,
CommandId = cmdItem.CommandId,
Caller = callerCallback,
WaitEvent = new AutoResetEvent(false),
},
DataHandler = EntrustDataHandler,
};
var result = _securityBLL.EntrustBasket(ufxRequests, callbacker);
BLLResponse bllResponse = new BLLResponse();
if (result == Model.ConnectionCode.Success)
{
if (callbacker.Token.WaitEvent.WaitOne(_timeOut))
{
var errorResponse = callbacker.Token.ErrorResponse as UFXErrorResponse;
if (errorResponse != null && T2ErrorHandler.Success(errorResponse.ErrorCode))
{
bllResponse.Code = ConnectionCode.Success;
bllResponse.Message = "Success Entrust";
}
else
{
bllResponse.Code = ConnectionCode.FailEntrust;
bllResponse.Message = "Fail Entrust: " + errorResponse.ErrorCode + " " + errorResponse.ErrorMessage + " " + errorResponse.MessageDetail;
}
}
else
{
bllResponse.Code = ConnectionCode.FailTimeoutEntrust;
bllResponse.Message = "Timeout to entrust.";
}
}
else
{
bllResponse.Code = result;
bllResponse.Message = "Fail to submit in ufx.";
}
return(bllResponse);
}
//TODO: async to sumbit the command, it can emit the latency.
public BLLResponse SubmitAsync(Model.Database.EntrustCommand cmdItem, List <EntrustSecurity> entrustItems, CallerCallback callerCallback, EventWaitHandle waitHandle)
{
var cmdEntrustItems = entrustItems.Where(p => p.CommandId == cmdItem.CommandId && p.SubmitId == cmdItem.SubmitId).ToList();
if (cmdEntrustItems == null || cmdEntrustItems.Count == 0)
{
return(new BLLResponse(ConnectionCode.EmptyEntrustItem, "Empty EntrustCommandItem or EntrustSecurityItem."));
}
UpdateUFXSetting();
var tradeCommandItem = _tradeCommandBLL.GetTradeCommand(cmdItem.CommandId);
var portfolio = LoginManager.Instance.GetPortfolio(tradeCommandItem.PortfolioCode);
//var stockholder = LoginManager.Instance.GetHolder(tradeCommandItem.
var ufxRequests = new List <UFXBasketEntrustRequest>();
var futuItem = cmdEntrustItems.Find(p => p.SecuType == Model.SecurityInfo.SecurityType.Futures);
foreach (var secuItem in cmdEntrustItems)
{
UFXBasketEntrustRequest request = new UFXBasketEntrustRequest
{
StockCode = secuItem.SecuCode,
EntrustPrice = secuItem.EntrustPrice,
EntrustAmount = secuItem.EntrustAmount,
PriceType = EntrustRequestHelper.GetEntrustPriceType(secuItem.EntrustPriceType),
ExtSystemId = secuItem.RequestId,
ThirdReff = EntrustRequestHelper.GenerateThirdReff(secuItem.CommandId, secuItem.SubmitId, secuItem.RequestId),
LimitEntrustRatio = _limitEntrustRatio,
FutuLimitEntrustRatio = _futuLimitEntrustRatio,
OptLimitEntrustRatio = _optLimitEntrustRatio,
};
if (secuItem.SecuType == Model.SecurityInfo.SecurityType.Stock)
{
request.EntrustDirection = EntrustRequestHelper.GetEntrustDirection(secuItem.EntrustDirection);
request.FuturesDirection = string.Empty;
}
else if (secuItem.SecuType == Model.SecurityInfo.SecurityType.Futures)
{
request.EntrustDirection = EntrustRequestHelper.GetEntrustDirection(secuItem.EntrustDirection);
request.FuturesDirection = EntrustRequestHelper.GetFuturesDirection(secuItem.EntrustDirection);
}
var secuInfo = SecurityInfoManager.Instance.Get(secuItem.SecuCode, secuItem.SecuType);
if (secuInfo != null)
{
request.MarketNo = EntrustRequestHelper.GetMarketNo(secuInfo.ExchangeCode);
}
if (tradeCommandItem != null)
{
request.AccountCode = tradeCommandItem.AccountCode;
request.CombiNo = tradeCommandItem.PortfolioCode;
}
ufxRequests.Add(request);
}
Callbacker callbacker = new Callbacker
{
Token = new CallerToken
{
SubmitId = cmdItem.SubmitId,
CommandId = cmdItem.CommandId,
Caller = callerCallback,
WaitEvent = waitHandle,
},
DataHandler = EntrustDataHandler,
};
var result = _securityBLL.EntrustBasket(ufxRequests, callbacker);
return(new BLLResponse(result, "Finish to entrust."));
}
/// <summary>
/// Withdraw the entrusted securites.
/// NOTE: the entrust_no is necessary.
/// </summary>
/// <param name="submitId">The entrustsecurity SubmitId.</param>
/// <param name="commandId">The tradingcommand CommandId.</param>
/// <param name="entrustItems">The entrustsecurity item.</param>
/// <param name="callerCallback"></param>
/// <returns></returns>
public BLLResponse Withdraw(int submitId, int commandId, List <EntrustSecurity> entrustItems, CallerCallback callerCallback)
{
BLLResponse bllResponse = new BLLResponse();
List <UFXWithdrawRequest> requests = new List <UFXWithdrawRequest>();
foreach (var entrustItem in entrustItems)
{
UFXWithdrawRequest request = new UFXWithdrawRequest
{
EntrustNo = entrustItem.EntrustNo,
};
requests.Add(request);
}
Callbacker callbacker = new Callbacker
{
Token = new CallerToken
{
SubmitId = submitId,
CommandId = commandId,
WaitEvent = new AutoResetEvent(false),
Caller = callerCallback,
},
DataHandler = WithdrawDataHandler,
};
var result = _securityBLL.Withdraw(requests, callbacker);
if (result == Model.ConnectionCode.Success)
{
if (callbacker.Token.WaitEvent.WaitOne(_timeOut))
{
var errorResponse = callbacker.Token.ErrorResponse as UFXErrorResponse;
if (errorResponse != null && T2ErrorHandler.Success(errorResponse.ErrorCode))
{
bllResponse.Code = Model.ConnectionCode.Success;
bllResponse.Message = "Success Withdraw";
}
else
{
bllResponse.Code = Model.ConnectionCode.FailWithdraw;
bllResponse.Message = errorResponse.ErrorMessage;
}
}
else
{
bllResponse.Code = Model.ConnectionCode.FailTimeoutWithdraw;
bllResponse.Message = "Fail to submit the basket withdraw to UFX: Timeout";
}
}
else
{
bllResponse.Code = Model.ConnectionCode.FailSubmit;
bllResponse.Message = "Fail to submit the basket withdraw to UFX!";
}
return(bllResponse);
}
public BLLResponse SubmitAsync(Model.Database.EntrustCommand cmdItem, List <EntrustSecurity> entrustItems, CallerCallback callback, EventWaitHandle waitHandle)
{
int ret = LocalSubmit(cmdItem, entrustItems);
if (ret <= 0)
{
return(new BLLResponse(ConnectionCode.DBInsertFail, "Fail to submit into database"));
}
return(_ufxBasketEntrustBLL.SubmitAsync(cmdItem, entrustItems, callback, waitHandle));
}
public BLLResponse SubmitOne(Model.Database.EntrustCommand cmdItem, List <CancelRedoItem> cancelItems, CallerCallback callback)
{
//TODO: adjust the EntrustAmount
List <EntrustSecurity> entrustItems = new List <EntrustSecurity>();
DateTime now = DateTime.Now;
//merge the same security in with the same commandId
var uniqueSecuCodes = cancelItems.Select(p => p.SecuCode).Distinct().ToList();
foreach (var secuCode in uniqueSecuCodes)
{
EntrustSecurity item = new EntrustSecurity
{
CommandId = cmdItem.CommandId,
SecuCode = secuCode,
EntrustDate = now,
};
var originSecuItems = cancelItems.Where(p => p.SecuCode.Equals(secuCode)).ToList();
if (originSecuItems != null && originSecuItems.Count > 0)
{
item.SecuType = originSecuItems[0].SecuType;
item.EntrustPrice = originSecuItems[0].EntrustPrice;
item.EntrustDirection = originSecuItems[0].EDirection;
item.EntrustPriceType = originSecuItems[0].EEntrustPriceType;
item.PriceType = originSecuItems[0].EPriceSetting;
item.EntrustAmount = originSecuItems.Sum(o => o.LeftAmount);
entrustItems.Add(item);
}
}
return(SubmitSync(cmdItem, entrustItems, callback));
}
public List <UFXHoldingResponse> Query(CallerCallback callback)
{
List <UFXHoldingResponse> holdingItems = new List <UFXHoldingResponse>();
var portfolios = _productBLL.GetAll();
foreach (var portfolio in portfolios)
{
var ufxRequests = new List <UFXHoldingRequest>();
var ufxRequest = new UFXHoldingRequest
{
CombiNo = portfolio.PortfolioNo,
};
ufxRequests.Add(ufxRequest);
Callbacker callbacker = new Callbacker
{
Token = new CallerToken
{
SubmitId = 90000,
CommandId = 90001,
InArgs = portfolio.PortfolioNo,
OutArgs = holdingItems,
WaitEvent = new AutoResetEvent(false),
Caller = callback,
},
DataHandler = DataHandlerCallback,
};
var result = _securityBLL.QueryHolding(ufxRequests, callbacker);
BLLResponse bllResponse = new BLLResponse();
if (result == Model.ConnectionCode.Success)
{
if (callbacker.Token.WaitEvent.WaitOne(_timeOut))
{
var errorResponse = callbacker.Token.ErrorResponse as UFXErrorResponse;
if (errorResponse != null && T2ErrorHandler.Success(errorResponse.ErrorCode))
{
bllResponse.Code = ConnectionCode.Success;
bllResponse.Message = "Success QueryHolding";
}
else
{
bllResponse.Code = ConnectionCode.FailQueryHolding;
bllResponse.Message = "Fail QueryHolding: " + errorResponse.ErrorMessage;
}
}
else
{
bllResponse.Code = ConnectionCode.FailTimeoutQueryHolding;
bllResponse.Message = "Fail QueryHolding: Timeout";
}
}
else
{
bllResponse.Code = result;
bllResponse.Message = "Fail to QueryHolding in ufx.";
}
}
return(holdingItems);
}