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); } } } }
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 Result <List <Position> > ListPosition(int unit_id) { IEnumerable <Position> list = PositionRA.List4Unit(unit_id); DataBiz.PositionMerge(ref list); return(Result(list.ToList())); }
public Result PositionMoveIn(PositionMoveIn model) { StockInfo stock = StockInfoBiz.GetStock(model.code); if (stock == null || model.unit_id == 0 || model.account_id == 0 || model.price_cost == 0 || model.count == 0) { return(Result(ApiResultEnum.Failed)); } Position position = PositionRA.Get("P_" + model.code + "_A_" + model.account_id + "_U_" + model.unit_id); Deal deal = new Deal() { code = model.code, name = stock.name, count = model.count, price = model.price_cost, money = model.count * model.price_cost, unit_id = model.unit_id, account_id = model.account_id, type_enum = OrderTypeEnum.Buy, }; TradeBiz.AdjustPosition(position, deal, model.price_cost, 2); return(Result(ApiResultEnum.Success)); }
public Result <List <Position> > ListPosition() { IEnumerable <Position> lst = PositionRA.List(); DataBiz.PositionMerge(ref lst); return(Result(lst.ToList())); }
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"); }
//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 LoadPosition(Position position) { string key = "P_" + position.code + "_A_" + position.account_id + "_U_" + position.unit_id; if (TradeRA.KeyExists(key)) { return; } position.count_sellable = position.count; PositionRA.Add(position, key); }
//将单元的下单数量分配到主账户 public static Dictionary <int, int> GetOrderAccount(Order order) { Dictionary <int, int> order_items = new Dictionary <int, int>(); Unit unit = UnitRA.Get("U_" + order.unit_id); List <AccountGroupItem> items = AccountGroupRA.List4Unit(order.unit_id); int total = 0; if (order.type_enum == OrderTypeEnum.Buy) { if (unit.priority_strategy_enum == PriorityStrategyEnum.Natural) { items = items.OrderBy(i => i.sort_buy).ToList(); } else { items = items.OrderByDescending(i => i.capital_available).ToList(); } foreach (AccountGroupItem item in items) { int buyable = (item.capital_available == decimal.MaxValue) ? (order.count - total) : (int)(item.capital_available / 100 / order.price) * 100; int ct = Math.Min(buyable, (order.count - total)); order_items.Add(item.account_id, ct); total += ct; if (ct == order.count) { break; } } } else { items = items.OrderBy(i => i.sort_sell).ToList(); foreach (AccountGroupItem item in items) { int sellable = PositionRA.GetSellable(order.unit_id, order.code, item.account_id); int ct = Math.Min(sellable, (order.count - total)); order_items.Add(item.account_id, ct); total += ct; if (ct == order.count) { break; } } } return(order_items); }
public static void NewDeal(Deal deal, decimal order_price, int type = 0) { //计算手续费,佣金最少收5元 string key_unit = "U_" + deal.unit_id; Unit unit = UnitRA.Get(key_unit); deal.commission = Math.Max(Math.Round(deal.money * unit.ratio_commission, 2), 5); deal.management_fee = Math.Round(deal.money * unit.ratio_management_fee, 2); //卖单计算盈亏 Position position = PositionRA.Get("P_" + deal.code + "_A_" + deal.account_id + "_U_" + deal.unit_id); if (deal.type == 1 && position != null) { deal.profit = Math.Round((deal.price - position.price_cost) * deal.count - deal.commission, 2); } //更新手续费和盈亏 DealRA.UpdateFee(deal, "D_" + deal.deal_no + "_O_" + deal.order_no + "_U_" + deal.unit_id); AdjustPosition(position, deal, order_price, type); }
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 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 Result <List <Position> > ListPositionDetailed(int unit_id) { IEnumerable <Position> list = PositionRA.List4Unit(unit_id); return(Result(list.ToList())); }
public Result <List <Position> > ListSubPosition(Position model) { List <Position> lst = PositionRA.List4UnitCode(model); return(Result(lst)); }
//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); }
public static void AdjustPosition(Position position, Deal deal, decimal order_price, int type) { string key_unit = "U_" + deal.unit_id; string key_position = "P_" + deal.code + "_A_" + deal.account_id + "_U_" + deal.unit_id; //更新单元余额和冻结 if (deal.type_enum == OrderTypeEnum.Buy) { UnitRA.UpdateCapitalDealBuy(order_price * deal.count, type == 0, key_unit); } else if (deal.type_enum == OrderTypeEnum.Sell) { UnitRA.UpdateCapitalDealSell(deal.price * deal.count, key_unit); } //更新持仓 decimal amount = deal.money + deal.commission; if (position != null) { if (deal.type == 0) { position.price_cost = Math.Round((position.price_cost * position.count + amount) / (deal.count + position.count), 6); position.count = position.count + deal.count; if (type == 0 || type == 1) { position.price_cost_today_buy = Math.Round((amount + position.price_cost_today_buy * position.count_today_buy) / (deal.count + position.count_today_buy), 6); position.count_today_buy = deal.count + position.count_today_buy; } PositionRA.UpdateBuy(position, key_position); } else { position.count = position.count - deal.count; if (type == 0 || type == 1) { position.price_cost_today_sell = Math.Round((amount + position.price_cost_today_sell * position.count_today_sell) / (deal.count + position.count_today_sell), 6); position.count_today_sell = deal.count + position.count_today_sell; } PositionRA.UpdateSell(position, key_position); } } else { HQItem hq = HQService.Get(deal.code); BlockInfo block = StockInfoBiz.GetBlock(deal.code); if (block == null) { return; } position = new Position() { code = deal.code, name = deal.name, unit_id = deal.unit_id, account_id = deal.account_id, block_enum = block.block_type_enum, price_latest = hq != null ? hq.Last : 0 }; if (deal.type == 0) { position.price_cost = Math.Round(amount / deal.count, 6); position.count = deal.count; if (type == 0 || type == 1) { position.price_cost_today_buy = position.price_cost; position.count_today_buy = position.count; } else if (type == 2) { position.count_sellable = position.count; } } else { position.price_cost = Math.Round(amount / deal.count, 6); position.count = position.count_sellable = -deal.count; if (type == 0 || type == 1) { position.price_cost_today_sell = position.price_cost; position.count_today_sell = deal.count; } } PositionRA.Add(position, key_position); } RunCalculateValue(); }
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); } }
//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)); } }
//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); }