/// <summary>
/// 股指期货下单
/// </summary>
/// <param name="model">委托</param>
/// <returns></returns>
public ResultDataEntity DoFutureOrder(FutureDataOrderEntity model)
{
var result = new ResultDataEntity();
string message;
LogHelper.WriteDebug("撮合中心管理器股指期货下单方法：");
if (model == null || string.IsNullOrEmpty((model.StockCode)))
{
message = "CH-0010:委托单不能为空或者期货代码不能为空；";
result.Message = message;
LogHelper.WriteDebug(message);
return(result);
}
//撮合中心撮合机不能为空
if (matchDevices != null)
{
if (matchDevices.ContainsKey(model.StockCode.Trim()))
{
return(matchDevices[model.StockCode.Trim()].DoFutureOrder(model));
}
message = "CH-0011:管理中心撮合单元没有分配或撮合中心没有分配此品种类型撮合；";
LogHelper.WriteDebug(message);
}
else
{
message = "CH-0012:撮合中心撮合机不存在；";
LogHelper.WriteDebug(message);
}
result.Message = message;
return(result);
}
/// <summary>
/// 增加一条数据
/// </summary>
public static int Add(FutureDataOrderEntity model)
{
var strSql = new StringBuilder();
strSql.Append("insert into FutureDataOrder(");
strSql.Append("OrderNo,BranchID,ReachTime,StockCode,OrderPrice,");
strSql.Append("OrderVolume,OrderType,SholderCode,MarketPrice,OrderMark,Direction");
strSql.Append(")");
strSql.Append(" values (");
strSql.Append("'" + model.OrderNo + "',");
strSql.Append("'" + model.ChannelNo + "',");
strSql.Append("'" + model.ReachTime + "',");
strSql.Append("'" + model.StockCode + "',");
strSql.Append("" + model.OrderPrice + ",");
strSql.Append("" + model.OrderVolume + ",");
strSql.Append("" + model.TransactionDirection + ",");
strSql.Append("'" + model.SholderCode + "',");
strSql.Append("" + model.IsMarketPrice + ",");
strSql.Append("" + model.OrderMark + ",");
strSql.Append("" + (int)model.Direction + "");
strSql.Append(")");
try
{
Database db = DatabaseFactory.CreateDatabase();
DbCommand dbCommand = db.GetSqlStringCommand(strSql.ToString());
object obj = db.ExecuteNonQuery(dbCommand);
return(1);
}
catch (Exception ex)
{
LogHelper.WriteError("CH-111:数据库连接开启受阻", ex);
return(0);
}
}
/// <summary>
/// 根据委托单号获取所有撮合委托实体
/// </summary>
/// <param name="orderNo"></param>
/// <returns></returns>
public static FutureDataOrderEntity GetFutureEntityByOrderNo(string orderNo)
{
if (string.IsNullOrEmpty(orderNo))
{
return(null);
}
var stockDataOrderEntities = new FutureDataOrderEntity();
var strSql = new StringBuilder();
strSql.Append("select [OrderNo],[BranchID],[ReachTime],[StockCode],[OrderPrice],[OrderVolume],[OrderType],");
strSql.Append("[SholderCode],[MarketPrice],[OrderMark],[Direction],[MatchState],[MarketVolumeNo],");
strSql.Append("[MarkVolume] from FutureDataOrder where ");
strSql.Append(" OrderNo ='" + orderNo + "'");
try
{
Database db = DatabaseFactory.CreateDatabase();
DbCommand dbCommand = db.GetSqlStringCommand(strSql.ToString());
using (IDataReader dataReader = db.ExecuteReader(dbCommand))
{
if (dataReader == null)
{
return(null);
}
while (dataReader.Read())
{
stockDataOrderEntities = ReaderBind(dataReader);
}
}
}
catch (Exception ex)
{
LogHelper.WriteError("CH-111:数据库连接开启受阻", ex);
}
return(stockDataOrderEntities);
}
/// <summary>
/// 删除撮合委托实体
/// </summary>
/// <param name="dataX">委托</param>
public bool Remove(T dataX)
{
if (entrustOrderList == null)
{
return(false);
}
rwLock.EnterWriteLock();
try
{
string sholderCode = "";
if (typeof(T) == typeof(FutureDataOrderEntity))
{
#region 股指期货添加
FutureDataOrderEntity qhitem = dataX as FutureDataOrderEntity;
sholderCode = qhitem.SholderCode.Trim();
#endregion
}
else if (typeof(T) == typeof(StockDataOrderEntity))
{
#region 现货添加
StockDataOrderEntity xhitem = dataX as StockDataOrderEntity;
sholderCode = xhitem.SholderCode.Trim();
#endregion
}
else if (typeof(T) == typeof(HKEntrustOrderInfo))
{
#region 港股添加
HKEntrustOrderInfo hkitem = dataX as HKEntrustOrderInfo;
sholderCode = hkitem.SholderCode.Trim();
#endregion
}
else if (typeof(T) == typeof(CommoditiesDataOrderEntity))
{
#region 商品期货添加 add by 董鹏 2010-01-22
CommoditiesDataOrderEntity qhitem = dataX as CommoditiesDataOrderEntity;
sholderCode = qhitem.SholderCode.Trim();
#endregion
}
if (entrustOrderList.ContainsKey(sholderCode))
{
bool remove = entrustOrderList[sholderCode].Remove(dataX);
if (entrustOrderList[sholderCode].Count <= 0)
{
entrustOrderList.Remove(sholderCode);
}
return(remove);
}
return(false);
}
finally
{
rwLock.ExitWriteLock();
}
}
/// <summary>
/// 股指期货下单
/// </summary>
/// <param name="dataOrder">股指期货下单实体</param>
/// <returns></returns>
public ResultDataEntity DoFutureOrder(FutureOrderEntity dataOrder)
{
if (dataOrder == null)
{
return(null);
}
if (string.IsNullOrEmpty(dataOrder.SholderCode))
{
return(null);
}
FutureDataOrderEntity data = new FutureDataOrderEntity();
data.ChannelNo = dataOrder.ChannelNo;
data.IsMarketPrice = (int)dataOrder.IsMarketPrice;
data.StockCode = dataOrder.StockCode;
data.OrderPrice = dataOrder.OrderPrice;
data.ReachTime = System.DateTime.Now;
data.OrderVolume = dataOrder.OrderVolume;
data.TransactionDirection = (int)dataOrder.TransactionDirection;
data.SholderCode = dataOrder.SholderCode;
data.Direction = dataOrder.Direction;
return(MatchCenterManager.Instance.DoFutureOrder(data));
}
/// <summary>
/// 删除撮合实体
/// </summary>
/// <param name="orderNo">委托编号</param>
/// <param name="sholderCode">股东代码</param>
/// <param name="cancount"></param>
/// <returns></returns>
public bool Remove(string orderNo, string sholderCode, ref decimal cancount)
{
if (entrustOrderList == null)
{
return(false);
}
rwLock.EnterWriteLock();
try
{
if (!entrustOrderList.ContainsKey(sholderCode))
{
return(false);
}
List <T> list = entrustOrderList[sholderCode];
if (typeof(T) == typeof(FutureDataOrderEntity))
{
#region 股指期货删除
foreach (T entity in list)
{
FutureDataOrderEntity item = entity as FutureDataOrderEntity;
if (item.OrderNo == orderNo)
{
cancount = item.OrderVolume;
return(list.Remove(entity));
}
}
#endregion
}
else if (typeof(T) == typeof(StockDataOrderEntity))
{
#region 现货删除
foreach (T entity in list)
{
StockDataOrderEntity item = entity as StockDataOrderEntity;
if (item.OrderNo == orderNo)
{
cancount = item.OrderVolume;
return(list.Remove(entity));
}
}
#endregion
}
else if (typeof(T) == typeof(HKEntrustOrderInfo))
{
#region 港股股删除
foreach (T entity in list)
{
HKEntrustOrderInfo item = entity as HKEntrustOrderInfo;
if (item.OrderNo == orderNo)
{
cancount = item.OrderVolume;
return(list.Remove(entity));
}
}
#endregion
}
else if (typeof(T) == typeof(CommoditiesDataOrderEntity))
{
#region 商品期货删除 add by 董鹏 2010-01-22
foreach (T entity in list)
{
CommoditiesDataOrderEntity item = entity as CommoditiesDataOrderEntity;
if (item.OrderNo == orderNo)
{
cancount = item.OrderVolume;
return(list.Remove(entity));
}
}
#endregion
}
}
catch (Exception ex)
{
LogHelper.WriteError("撮合撤单删除撮合实体异常", ex);
}
finally
{
rwLock.ExitWriteLock();
}
return(false);
}
/// <summary>
/// 添加委托到数据存储区
/// </summary>
/// <param name="dataX">委托单</param>
public void Add(T dataX)
{
if (entrustOrderList == null)
{
return;
}
rwLock.EnterWriteLock();
try
{
string sholderCode = "";
if (typeof(T) == typeof(FutureDataOrderEntity))
{
#region 股指期货添加
FutureDataOrderEntity qhitem = dataX as FutureDataOrderEntity;
sholderCode = qhitem.SholderCode.Trim();
#endregion
}
else if (typeof(T) == typeof(StockDataOrderEntity))
{
#region 现货添加
StockDataOrderEntity xhitem = dataX as StockDataOrderEntity;
sholderCode = xhitem.SholderCode.Trim();
#endregion
}
else if (typeof(T) == typeof(HKEntrustOrderInfo))
{
#region 港股添加
HKEntrustOrderInfo hkitem = dataX as HKEntrustOrderInfo;
sholderCode = hkitem.SholderCode.Trim();
#endregion
}
else if (typeof(T) == typeof(CommoditiesDataOrderEntity))
{
#region 商品期货添加 add by 董鹏 2010-01-22
CommoditiesDataOrderEntity qhitem = dataX as CommoditiesDataOrderEntity;
sholderCode = qhitem.SholderCode.Trim();
#endregion
}
#region 添加保存队列处理
if (entrustOrderList.ContainsKey(sholderCode.Trim()))
{
List <T> queryList = entrustOrderList[sholderCode.Trim()];
if (queryList != null)
{
queryList.Add(dataX);
if (transactionDirection == Types.TransactionDirection.Buying)
{
queryList.Sort(sortList.CompareSortBuy);
}
else if (transactionDirection == Types.TransactionDirection.Selling)
{
queryList.Sort(sortList.CompareSortSell);
}
}
else
{
queryList = new List <T>();
queryList.Add(dataX);
}
}
else
{
List <T> futureList = new List <T>();
futureList.Add(dataX);
entrustOrderList.Add(sholderCode.Trim(), futureList);
}
#endregion
}
catch (Exception ex)
{
LogHelper.WriteError("添加委托数据存储区时异常", ex);
}
finally
{
rwLock.ExitWriteLock();
}
}
/// <summary>
/// 绑定数据
/// </summary>
/// <param name="dataReader"></param>
/// <returns></returns>
public static FutureDataOrderEntity ReaderBind(IDataReader dataReader)
{
if (dataReader == null)
{
return(null);
}
var model = new FutureDataOrderEntity();
object ojb;
if (dataReader["OrderNo"] != null)
{
model.OrderNo = dataReader["OrderNo"].ToString();
}
if (dataReader["BranchID"] != null)
{
model.ChannelNo = dataReader["BranchID"].ToString();
}
ojb = dataReader["ReachTime"];
if (ojb != null && ojb != DBNull.Value)
{
model.ReachTime = (DateTime)ojb;
}
if (dataReader["StockCode"] != null)
{
model.StockCode = dataReader["StockCode"].ToString();
}
ojb = dataReader["OrderPrice"];
if (ojb != null && ojb != DBNull.Value)
{
model.OrderPrice = (decimal)ojb;
}
ojb = dataReader["OrderVolume"];
if (ojb != null && ojb != DBNull.Value)
{
model.OrderVolume = (decimal)ojb;
}
ojb = dataReader["OrderType"];
if (ojb != null && ojb != DBNull.Value)
{
model.TransactionDirection = (int)ojb;
}
if (dataReader["SholderCode"] != null)
{
model.SholderCode = dataReader["SholderCode"].ToString();
}
ojb = dataReader["MarketPrice"];
if (ojb != null && ojb != DBNull.Value)
{
model.IsMarketPrice = (int)ojb;
}
ojb = dataReader["OrderMark"];
if (ojb != null && ojb != DBNull.Value)
{
model.OrderMark = (int)ojb;
}
ojb = dataReader["Direction"];
if (ojb != null && ojb != DBNull.Value)
{
model.Direction = (CHDirection)ojb;
}
ojb = dataReader["MatchState"];
if (ojb != null && ojb != DBNull.Value)
{
model.MatchState = (Types.MatchCenterState)ojb;
}
if (dataReader["MarketVolumeNo"] != null)
{
model.MarketVolumeNo = dataReader["MarketVolumeNo"].ToString();
}
ojb = dataReader["MarkVolume"];
if (ojb != null && ojb != DBNull.Value)
{
model.MarkLeft = (decimal)ojb;
}
return(model);
}
/// <summary>
/// 期货买比较排序器,比较排序规则：高价在先，同等价时间先到在前。
/// </summary>
/// <param name="dataX">期货委托单</param>
/// <param name="dataY">期货委托单</param>
/// <returns></returns>
public int CompareSortBuy(T dataX, T dataY)
{
// FutureDataOrderEntity
if (typeof(T) == typeof(FutureDataOrderEntity))
{
#region 股指期货比较排序
FutureDataOrderEntity itemX = dataX as FutureDataOrderEntity;
FutureDataOrderEntity itemY = dataY as FutureDataOrderEntity;
if (itemX.OrderPrice > itemY.OrderPrice)
{
return(1);
}
else if (itemX.OrderPrice == itemY.OrderPrice)
{
if (itemX.ReachTime >= itemY.ReachTime)
{
return(1);
}
else
{
return(-1);
}
}
else
{
return(-1);
}
#endregion
}
else if (typeof(T) == typeof(StockDataOrderEntity))
{
#region 现货比较排序
StockDataOrderEntity itemX = dataX as StockDataOrderEntity;
StockDataOrderEntity itemY = dataY as StockDataOrderEntity;
if (itemX.OrderPrice > itemY.OrderPrice)
{
return(1);
}
else if (itemX.OrderPrice == itemY.OrderPrice)
{
if (itemX.ReachTime >= itemY.ReachTime)
{
return(1);
}
else
{
return(-1);
}
}
else
{
return(-1);
}
#endregion
}
else if (typeof(T) == typeof(HKEntrustOrderInfo))
{
#region 港股比较排序
HKEntrustOrderInfo itemX = dataX as HKEntrustOrderInfo;
HKEntrustOrderInfo itemY = dataY as HKEntrustOrderInfo;
if (itemX.OrderPrice > itemY.OrderPrice)
{
return(1);
}
else if (itemX.OrderPrice == itemY.OrderPrice)
{
if (itemX.ReceiveTime >= itemY.ReceiveTime)
{
return(1);
}
else
{
return(-1);
}
}
else
{
return(-1);
}
#endregion
}
else if (typeof(T) == typeof(CommoditiesDataOrderEntity))
{
#region 商品期货比较排序
CommoditiesDataOrderEntity itemX = dataX as CommoditiesDataOrderEntity;
CommoditiesDataOrderEntity itemY = dataY as CommoditiesDataOrderEntity;
if (itemX.OrderPrice > itemY.OrderPrice)
{
return(1);
}
else if (itemX.OrderPrice == itemY.OrderPrice)
{
if (itemX.ReachTime >= itemY.ReachTime)
{
return(1);
}
else
{
return(-1);
}
}
else
{
return(-1);
}
#endregion
}
else
{
return(-1);
}
}
