/// <summary>
/// 港股下单报盘
/// </summary>
/// <param name="model">港股下单实体</param>
/// <returns></returns>
public ResultDataEntity DoHKEntrustOrder(HKOrderEntity model)
{
//下单通道
LogHelper.WriteDebug("[调用港股下单通道服务]");
if (model == null)
{
return(null);
}
if (string.IsNullOrEmpty(model.SholderCode))
{
return(null);
}
//撮合中心委托单
HKEntrustOrderInfo data = new HKEntrustOrderInfo();
data.BranchID = model.ChannelNo;
data.OrderType = (int)model.HKPriceType;
data.HKSecuritiesCode = model.Code;
data.OrderPrice = model.OrderPrice;
data.ReceiveTime = System.DateTime.Now;
data.OrderVolume = model.OrderVolume;
data.OldVolume = model.OrderVolume;
data.TradeType = (int)model.TransactionDirection;
data.SholderCode = model.SholderCode;
return(MatchCenterManager.Instance.DoHKStockOrder(data));
}
/// <summary>
/// 港股下单
/// </summary>
/// <param name="model">港股委托实体</param>
/// <returns></returns>
public ResultDataEntity DoHKStockOrder(HKEntrustOrderInfo model)
{
var result = new ResultDataEntity();
string message;
LogHelper.WriteDebug("撮合中心管理器港股下单方法：");
if (model == null || string.IsNullOrEmpty((model.HKSecuritiesCode)))
{
message = "CH-0010:委托单不能为空或者港股代码不能为空；";
result.Message = message;
LogHelper.WriteDebug(message);
return(result);
}
if (matchDevices != null)
{
if (matchDevices.ContainsKey(model.HKSecuritiesCode.Trim()))
{
return(matchDevices[model.HKSecuritiesCode.Trim()].DoHKStockOrder(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>
/// 根据主键更新一条数据
/// <param name="model">委托记录实体</param>
/// </summary>
public static void Update(HKEntrustOrderInfo model)
{
StringBuilder strSql = new StringBuilder();
strSql.Append("update HKEntrustOrder set ");
strSql.Append("SholderCode=@SholderCode,");
strSql.Append("BranchID=@BranchID,");
strSql.Append("HKSecuritiesCode=@HKSecuritiesCode,");
strSql.Append("OldVolume=@OldVolume,");
strSql.Append("ReceiveTime=@ReceiveTime,");
strSql.Append("OrderPrice=@OrderPrice,");
strSql.Append("OrderVolume=@OrderVolume,");
strSql.Append("OrderType=@OrderType,");
strSql.Append("TradeType=@TradeType,");
strSql.Append("OrderMessage=@OrderMessage");
strSql.Append(" where OrderNo=@OrderNo ");
Database db = DatabaseFactory.CreateDatabase();
DbCommand dbCommand = db.GetSqlStringCommand(strSql.ToString());
db.AddInParameter(dbCommand, "SholderCode", DbType.AnsiString, model.SholderCode);
db.AddInParameter(dbCommand, "OrderNo", DbType.AnsiString, model.OrderNo);
db.AddInParameter(dbCommand, "BranchID", DbType.AnsiString, model.BranchID);
db.AddInParameter(dbCommand, "HKSecuritiesCode", DbType.AnsiString, model.HKSecuritiesCode);
db.AddInParameter(dbCommand, "OldVolume", DbType.Decimal, model.OldVolume);
db.AddInParameter(dbCommand, "ReceiveTime", DbType.DateTime, model.ReceiveTime);
db.AddInParameter(dbCommand, "OrderPrice", DbType.Decimal, model.OrderPrice);
db.AddInParameter(dbCommand, "OrderVolume", DbType.Decimal, model.OrderVolume);
db.AddInParameter(dbCommand, "OrderType", DbType.Int32, model.OrderType);
db.AddInParameter(dbCommand, "TradeType", DbType.Int32, model.TradeType);
db.AddInParameter(dbCommand, "OrderMessage", DbType.AnsiString, model.OrderMessage);
db.ExecuteNonQuery(dbCommand);
}
/// <summary>
/// 增加一条数据
/// <param name="model">委托记录实体</param>
/// </summary>
public static void Add(HKEntrustOrderInfo model)
{
StringBuilder strSql = new StringBuilder();
strSql.Append("insert into HKEntrustOrder(");
strSql.Append("SholderCode,OrderNo,BranchID,HKSecuritiesCode,OldVolume,ReceiveTime,OrderPrice,OrderVolume,OrderType,TradeType,OrderMessage)");
strSql.Append(" values (");
strSql.Append("@SholderCode,@OrderNo,@BranchID,@HKSecuritiesCode,@OldVolume,@ReceiveTime,@OrderPrice,@OrderVolume,@OrderType,@TradeType,@OrderMessage)");
Database db = DatabaseFactory.CreateDatabase();
DbCommand dbCommand = db.GetSqlStringCommand(strSql.ToString());
db.AddInParameter(dbCommand, "SholderCode", DbType.AnsiString, model.SholderCode);
db.AddInParameter(dbCommand, "OrderNo", DbType.AnsiString, model.OrderNo);
db.AddInParameter(dbCommand, "BranchID", DbType.AnsiString, model.BranchID);
db.AddInParameter(dbCommand, "HKSecuritiesCode", DbType.AnsiString, model.HKSecuritiesCode);
db.AddInParameter(dbCommand, "OldVolume", DbType.Decimal, model.OldVolume);
db.AddInParameter(dbCommand, "ReceiveTime", DbType.DateTime, model.ReceiveTime);
db.AddInParameter(dbCommand, "OrderPrice", DbType.Decimal, model.OrderPrice);
db.AddInParameter(dbCommand, "OrderVolume", DbType.Decimal, model.OrderVolume);
db.AddInParameter(dbCommand, "OrderType", DbType.Int32, model.OrderType);
db.AddInParameter(dbCommand, "TradeType", DbType.Int32, model.TradeType);
db.AddInParameter(dbCommand, "OrderMessage", DbType.AnsiString, model.OrderMessage);
db.ExecuteNonQuery(dbCommand);
}
/// <summary>
/// 根据主键得到一个实体（记录）
/// <param name="orderNo">委托编号(主键)</param>
/// </summary>
public static HKEntrustOrderInfo GetModel(string orderNo)
{
HKEntrustOrderInfo model = null;
try
{
StringBuilder strSql = new StringBuilder();
strSql.Append("select SholderCode,OrderNo,BranchID,HKSecuritiesCode,OldVolume,ReceiveTime,OrderPrice,OrderVolume,OrderType,TradeType,OrderMessage,MatchState,MarketVolumeNo,MarkVolume from HKEntrustOrder ");
strSql.Append(" where OrderNo=@OrderNo ");
Database db = DatabaseFactory.CreateDatabase();
DbCommand dbCommand = db.GetSqlStringCommand(strSql.ToString());
db.AddInParameter(dbCommand, "OrderNo", DbType.AnsiString, orderNo);
using (IDataReader dataReader = db.ExecuteReader(dbCommand))
{
if (dataReader.Read())
{
model = ReaderBind(dataReader);
}
}
}
catch (Exception ex)
{
LogHelper.WriteError("CH-111:数据库操作异常", ex);
}
return(model);
}
/// <summary>
/// 对象实体绑定数据
/// <param name="dataReader">IDataReader对象</param>
/// </summary>
public static HKEntrustOrderInfo ReaderBind(IDataReader dataReader)
{
HKEntrustOrderInfo model = new HKEntrustOrderInfo();
object ojb;
model.SholderCode = dataReader["SholderCode"].ToString();
model.OrderNo = dataReader["OrderNo"].ToString();
model.BranchID = dataReader["BranchID"].ToString();
model.HKSecuritiesCode = dataReader["HKSecuritiesCode"].ToString();
ojb = dataReader["OldVolume"];
if (ojb != null && ojb != DBNull.Value)
{
model.OldVolume = (decimal)ojb;
}
ojb = dataReader["ReceiveTime"];
if (ojb != null && ojb != DBNull.Value)
{
model.ReceiveTime = (DateTime)ojb;
}
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.OrderType = (int)ojb;
}
ojb = dataReader["OrderType"];
if (ojb != null && ojb != DBNull.Value)
{
model.TradeType = (int)ojb;
}
model.OrderMessage = dataReader["OrderMessage"].ToString();
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>
/// 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>
/// 修改委托单中委托数量（撮合中只处理减量委托）
/// 返回0表示改单失败包含实体为空和查询不到委托单等--不回报
/// 返回1表示查询到委托单，但不附合减量改单规则 --回报
/// 返回2表示查改单成功--回报
/// </summary>
/// <param name="orderNo">要改单的原委托单编号</param>
/// <param name="sholderCode">股东代码</param>
/// <param name="modifynumer">改单委托量</param>
/// <param name="nowOrderVolue">改单后当前委托量</param>
/// <param name="canleCount">撤单量</param>
/// <param name="errMsg">异常信息</param>
/// <returns>返回0，1，2中其一</returns>
public int Modify(string orderNo, string sholderCode, decimal modifynumer, ref decimal nowOrderVolue, ref decimal canleCount, ref string errMsg)
{
if (entrustOrderList == null)
{
return(0);
}
rwLock.EnterWriteLock();
errMsg = "";
canleCount = 0;
nowOrderVolue = 0;
try
{
if (typeof(T) != typeof(HKEntrustOrderInfo))
{
return(0);
}
if (!entrustOrderList.ContainsKey(sholderCode))
{
return(0);
}
List <T> list = entrustOrderList[sholderCode];
foreach (T entity in list)
{
HKEntrustOrderInfo item = entity as HKEntrustOrderInfo;
if (item.OrderNo == orderNo)
{
if (modifynumer >= item.OldVolume)
{
errMsg = "CH-0001:减量委托改单失败，改单量不可以大于或者等于原委托量";
canleCount = 0;
return(1);
}
//计算当前已经成交量=原委托量-当前剩余量;
decimal tradeVolume = item.OldVolume - item.OrderVolume;
//计算当前还可以委托量多少=当前改单委托量-当前已经成交量
decimal nowEntrusVolume = modifynumer - tradeVolume;
if (nowEntrusVolume <= 0)
{
errMsg = "CH-0001:减量委托改单失败，当前委托单的成交量已经大于或者等于改单委托量";
canleCount = 0;
return(1);
}
//当前撤单量=当前剩余量-当前还可以委托量
canleCount = item.OrderVolume - nowEntrusVolume;
nowOrderVolue = nowEntrusVolume;
item.OldVolume = modifynumer;
item.OrderVolume = nowEntrusVolume;
errMsg = "改单成功";
return(2);
}
}
}
catch (Exception ex)
{
LogHelper.WriteError("港股改单队列修改实体异常", ex);
}
finally
{
rwLock.ExitWriteLock();
}
return(0);
}
/// <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>
/// 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);
}
}