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 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));
}
}
}
}
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));
}
}
}
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");
}
}