/// <summary>
/// 下单委托操作相关转换信息并缓存相关信息
/// </summary>
/// <param name="response"></param>
/// <param name="request"></param>
public void ProcessDoOrder(OrderResponse response, MercantileFuturesOrderRequest request)
{
QHMessage message = new QHMessage();
message.BuySell = request.BuySell == GTA.VTS.Common.CommonObject.Types.TransactionDirection.Buying ? "买" : "卖";
message.CapitalAccount = request.FundAccountId;
message.Code = request.Code;
message.EntrustAmount = request.OrderAmount.ToString();
message.EntrustNumber = response.OrderId;
message.EntrustPrice = request.OrderPrice.ToString();
message.EntrustType = request.OrderWay == TypesOrderPriceType.OPTLimited ? "限价" : "市价";
message.OrderMessage = response.OrderMessage;
message.OrderStatus = "未报02";
message.TradeAmount = "0";
message.TradeTime = "";
message.OpenClose = Utils.GetFutureOpenCloseType(request.OpenCloseType);
qhMessageList.Add(message);
if (!response.IsSuccess)
{
message.EntrustNumber = Guid.NewGuid().ToString();
message.OrderStatus = "废单06";
}
qhMessageCache.Add(message.EntrustNumber, message);
HasChanged = true;
}
public override bool Validate(MercantileFuturesOrderRequest request, ref string strMessage)
{
bool result = false;
string errMsg = "期货最小变动价位检验失败！";
string errCode = "GT-1353";
strMessage = errCode + ":" + errMsg;
decimal?min = TradeRules.LeastChangePrice;
if (!min.HasValue)
{
return(false);
}
decimal minPrice = min.Value;
decimal orderPrice = (decimal)request.OrderPrice;
//是否满足最小变动价位
if (orderPrice % minPrice == 0)
{
result = true;
strMessage = "";
}
return(result);
}
/// <summary>
/// 获取商品期货交易费用
/// </summary>
/// <param name="request">期货委托</param>
/// <returns>商品期货交易费用结果</returns>
public static QHCostResult ComputeSPQHCost(MercantileFuturesOrderRequest request)
{
int?bc = MCService.CommonPara.GetBreedClassIdByCommodityCode(request.Code);
QHCostResult result = null;
if (!bc.HasValue)
{
return(null);
}
int breedClassID = bc.Value;
QH_FutureCosts cost = MCService.FuturesTradeRules.GetFutureCostsByBreedClassID(breedClassID);
if (cost == null)
{
return(null);
}
try
{
result = InternalComputeSPQHCost(request, cost);
}
catch (Exception ex)
{
string errCode = "GT-1702";
string errMsg = "无法获取期货货交易费用。";
VTException exception = new VTException(errCode, errMsg, ex);
LogHelper.WriteError(exception.ToString(), exception);
throw exception;
}
return(result);
}
//private MercantileFuturesOrderRequest request;
public LocalFutureOpenValidater(MercantileFuturesOrderRequest request)
{
//this.request = request;
this.traderId = request.TraderId;
this.code = request.Code;
this.buysell = request.BuySell;
}
/// <summary>
/// 股指期货委托规则检验
/// </summary>
/// <param name="request">股指期货委托对象</param>
/// <param name="errMsg">返回错误检验信息</param>
/// <returns>是否成功</returns>
public bool ValidateStockIndexFutureTradeRule(StockIndexFuturesOrderRequest request, ref string errMsg)
{
//目前股指期货的校验使用期货的校验
MercantileFuturesOrderRequest futuresOrderRequest = MCService.GetFuturesOrderRequest(request);
return(ValidateFutureTradeRule(futuresOrderRequest, ref errMsg));
}
public void DoMercantileFuturesOrderTest()
{
OrderAccepter target = new OrderAccepter(); // TODO: Initialize to an appropriate value
MercantileFuturesOrderRequest futuresorder = null; // TODO: Initialize to an appropriate value
OrderResponse expected = null; // TODO: Initialize to an appropriate value
OrderResponse actual;
actual = target.DoMercantileFuturesOrder(futuresorder);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
/// <summary>
/// 获取商品期货交易费用
/// </summary>
/// <param name="code">商品期货商品代码</param>
/// <param name="price">委托价格</param>
/// <param name="amount">委托数量</param>
/// <param name="unitType">委托单位类型</param>
/// <param name="openCloseType">开平仓方向</param>
/// <returns>商品期货交易费用结果</returns>
public static QHCostResult ComputeSPQHCost(string code, float price, int amount, Types.UnitType unitType, Entity.Contants.Types.FutureOpenCloseType openCloseType)
{
MercantileFuturesOrderRequest request = new MercantileFuturesOrderRequest();
request.Code = code;
request.OrderPrice = price;
request.OrderAmount = amount;
request.OrderUnitType = unitType;
request.OpenCloseType = openCloseType;
return(ComputeSPQHCost(request));
}
/// <summary>
/// 获取交易品种并检验
/// </summary>
/// <param name="request">期货委托请求</param>
/// <param name="iBreed">品种标识</param>
/// <param name="strMessage">现货检验错误信息</param>
public bool Validate(MercantileFuturesOrderRequest request, int iBreed, ref string strMessage)
{
bool bresult = false;
FutureRuleContainer src = GetContainer(iBreed);
if (src == null)
{
src = new FutureRuleContainer(iBreed);
SetContainer(iBreed, src);
}
bresult = src.ValidateAllRules(request, ref strMessage); //调用现货检验总方法
return(bresult);
}
public override bool Validate(MercantileFuturesOrderRequest request, ref string strMessage)
{
string errMsg = "交易员没有此品种的交易权限！";
string errCode = "GT-1254";
string tradeID = request.TraderId;
if (string.IsNullOrEmpty(tradeID))
{
strMessage = errCode + ":" + errMsg;
return(false);
}
int userid = 0;
try
{
userid = int.Parse(tradeID.Trim());
}
catch (Exception ex)
{
LogHelper.WriteError(ex.Message, ex);
strMessage = errCode + ":" + errMsg;
return(false);
}
var rightList = MCService.CommonPara.GetTransactionRightTable(userid);
if (Utils.IsNullOrEmpty(rightList))
{
strMessage = errCode + ":" + errMsg;
return(false);
}
foreach (UM_DealerTradeBreedClass tradeBreedClass in rightList)
{
if (!tradeBreedClass.BreedClassID.HasValue)
{
continue;
}
if (this.BreedClassID == tradeBreedClass.BreedClassID.Value)
{
return(true);
}
}
strMessage = errCode + ":" + errMsg;
return(false);
}
/// <summary>
/// 重写实现验证委托量最小倍数方法
/// </summary>
/// <param name="request"></param>
/// <param name="strMessage"></param>
/// <returns></returns>
public override bool Validate(MercantileFuturesOrderRequest request, ref string strMessage)
{
//如果是开仓返回true，直接验证通过，因为开仓的时候已经在内部有处理
if (request.OpenCloseType == ReckoningCounter.Entity.Contants.Types.FutureOpenCloseType.OpenPosition)
{
return(true);
}
CM_BreedClass breedClass = MCService.CommonPara.GetBreedClassByBreedClassID(BreedClassID);
bool result = true;
if (breedClass != null && breedClass.BreedClassTypeID.HasValue)
{
int breedClassTypeID = breedClass.BreedClassTypeID.Value;
int breedClassID = breedClass.BreedClassID;
//如果是股指期货直接返回true
if (breedClassTypeID == (int)Types.BreedClassTypeEnum.StockIndexFuture)
{
return(true);
}
//如果不是商品期货返回验证不通过
if (breedClassTypeID != (int)Types.BreedClassTypeEnum.CommodityFuture)
{
return(false);
}
}
else
{
return(false);
}
PositionLimitValueInfo posInfo = MCService.GetPositionLimit(request.Code);
//如果是最小交割单位的整数倍时
if (posInfo.IsMinMultiple)
{
if (((decimal)request.OrderAmount) % posInfo.MinMultipleValue != 0)
{
LogHelper.WriteDebug("===商品期货验证开仓最小交割单位倍数据： (request.OrderAmount % posInfo.MinMultipleValue)=(" + request.OrderAmount + " % " + posInfo.MinMultipleValue + ")=" + (((decimal)request.OrderAmount) % posInfo.MinMultipleValue));
strMessage = "GT-1354:[商品期货委托持久化]开仓持仓检查,持仓限制不是最小交割单位倍数";
result = false;
}
}
return(result);
}
/// <summary>
/// 商品期货实体转换为股指期货实体
/// </summary>
/// <param name="model"></param>
/// <returns></returns>
public static StockIndexFuturesOrderRequest SPQHEntryConversionGZQHEntry(MercantileFuturesOrderRequest model)
{
StockIndexFuturesOrderRequest futRequest = new StockIndexFuturesOrderRequest();
futRequest.BuySell = model.BuySell;
futRequest.ChannelID = model.ChannelID;
futRequest.Code = model.Code;
futRequest.FundAccountId = model.FundAccountId;
futRequest.OpenCloseType = model.OpenCloseType;
futRequest.OrderAmount = model.OrderAmount;
futRequest.OrderPrice = model.OrderPrice;
futRequest.OrderUnitType = model.OrderUnitType;
futRequest.OrderWay = model.OrderWay;
futRequest.PortfoliosId = model.PortfoliosId;
futRequest.TraderId = model.TraderId;
futRequest.TraderPassword = model.TraderPassword;
return(futRequest);
}
/// <summary>
/// 期货委托规则检验
/// </summary>
/// <param name="request">期货委托对象</param>
/// <param name="errMsg">返回错误检验信息</param>
/// <returns>是否成功</returns>
public bool ValidateFutureTradeRule(MercantileFuturesOrderRequest request, ref string errMsg)
{
CM_BreedClass breedClass = MCService.CommonPara.GetBreedClassByCommodityCode(request.Code);
bool result = false;
if (breedClass != null)
{
int breedClassTypeID = breedClass.BreedClassTypeID.Value;
int breedClassID = breedClass.BreedClassID;
//if (breedClassTypeID != (int) Types.BreedClassTypeEnum.CommodityFuture)
if (breedClassTypeID != (int)Types.BreedClassTypeEnum.CommodityFuture && breedClassTypeID != (int)Types.BreedClassTypeEnum.StockIndexFuture)
{
return(false);
}
result = FutureTradingRuleValidater.Validate(request, breedClassID, ref errMsg);
}
return(result);
}
/// <summary>
/// 期货校验
/// </summary>
/// <param name="request">期货合约</param>
/// <param name="errMsg">错误信息</param>
/// <returns>校验成功失败结果</returns>
public static bool Validate(MercantileFuturesOrderRequest request, ref string errMsg)
{
try
{
//内部校验
LocalFutureOpenValidater localFutureOpenValidater = new LocalFutureOpenValidater(request);
bool result = localFutureOpenValidater.Check(out errMsg, Types.BreedClassTypeEnum.CommodityFuture);
//外部校验
if (result)
{
result = McValidater.GetInstance().ValidateFutureTradeRule(request, ref errMsg);
}
return(result);
}
catch (Exception ex)
{
LogHelper.WriteError(ex.ToString(), ex);
return(false);
}
}
/// <summary>
/// 检测期货资金表是否正常，因为具体的开平仓由调用方外部校验，所以不再区分开平仓
/// 统一由LocalFutureOpenValidater进行校验
/// </summary>
/// <param name="request"></param>
/// <param name="errMsg"></param>
/// <returns></returns>
public static bool CheckFuncTable(MercantileFuturesOrderRequest request, ref string errMsg)
{
errMsg = "";
return(false);
}
/// <summary>
/// 检测平仓买卖方向是否与持仓方向相反
/// </summary>
/// <param name="request"></param>
/// <param name="errMsg"></param>
/// <returns></returns>
public static bool CheckCloseDirection(MercantileFuturesOrderRequest request, ref string errMsg)
{
errMsg = "";
return(false);
}
/// <summary>
/// 检测:平仓量<=持仓量
/// </summary>
/// <param name="request"></param>
/// <param name="errMsg"></param>
/// <returns></returns>
public static bool CheckPositionNum(MercantileFuturesOrderRequest request, ref string errMsg)
{
errMsg = "";
return(false);
}
public override bool Validate(MercantileFuturesOrderRequest request, ref string strMessage)
{
//bool result = false;
string errMsg = "期货最小委托量检验失败！";
string errCode = "GT-1351";
strMessage = errCode + ":" + errMsg;
int?consignQuantumID = TradeRules.ConsignQuantumID;
if (!consignQuantumID.HasValue)
{
return(false);
}
if (consignQuantum == null)
{
consignQuantum = MCService.FuturesTradeRules.GetConsignQuantumByConsignQuantumID(consignQuantumID.Value);
}
if (consignQuantum == null)
{
return(false);
}
if (!consignQuantum.MinConsignQuantum.HasValue)
{
return(false);
}
Types.UnitType marketUnitType;
try
{
marketUnitType = (Types.UnitType)TradeRules.MarketUnitID;
;
}
catch
{
return(false);
}
decimal scale = MCService.GetTradeUnitScale(request.Code, request.OrderUnitType);
decimal scale2 = MCService.GetTradeUnitScale(request.Code, marketUnitType);
var orderAmount = (decimal)request.OrderAmount * scale;
var minAmount = consignQuantum.MinConsignQuantum.Value * scale2;
//进行最小委托量校验
if (orderAmount < minAmount)
{
return(false);
}
//最小委托量整数倍验证
if (orderAmount % minAmount != 0)
{
return(false);
}
string errMsg2 = "超过当前期货单笔最大委托量！";
string errCode2 = "GT-1352";
strMessage = errCode2 + ":" + errMsg2;
singleRequestQuantityList =
MCService.FuturesTradeRules.GetSingleRequestQuantityByConsignQuantumID(consignQuantumID.Value);
QH_SingleRequestQuantity limit_SingleRequestQuantity = null;
QH_SingleRequestQuantity market_SingleRequestQuantity = null;
foreach (QH_SingleRequestQuantity singleRequestQuantity in singleRequestQuantityList)
{
if (singleRequestQuantity.ConsignInstructionTypeID.HasValue)
{
int val = singleRequestQuantity.ConsignInstructionTypeID.Value;
if (val == (int)Entity.Contants.Types.OrderPriceType.OPTLimited)
{
limit_SingleRequestQuantity = singleRequestQuantity;
}
else if (val == (int)Entity.Contants.Types.OrderPriceType.OPTMarketPrice)
{
market_SingleRequestQuantity = singleRequestQuantity;
}
}
}
//进行最大委托量校验
switch (request.OrderWay)
{
case Entity.Contants.Types.OrderPriceType.OPTLimited:
if (limit_SingleRequestQuantity == null)
{
return(false);
}
if (!limit_SingleRequestQuantity.MaxConsignQuanturm.HasValue)
{
return(false);
}
var maxLimitAmount = limit_SingleRequestQuantity.MaxConsignQuanturm.Value * scale2;
if (orderAmount > maxLimitAmount)
{
return(false);
}
break;
case Entity.Contants.Types.OrderPriceType.OPTMarketPrice:
if (market_SingleRequestQuantity == null)
{
return(false);
}
if (!market_SingleRequestQuantity.MaxConsignQuanturm.HasValue)
{
return(false);
}
var maxMarketAmount = market_SingleRequestQuantity.MaxConsignQuanturm.Value * scale2;
if (orderAmount > maxMarketAmount)
{
return(false);
}
break;
}
strMessage = "";
return(true);
}
/// <summary>
/// 检测：手续费<=可用资金
/// </summary>
/// <param name="request"></param>
/// <param name="errMsg"></param>
/// <returns></returns>
public static bool CheckTradeMoney(MercantileFuturesOrderRequest request, ref string errMsg)
{
errMsg = "";
return(false);
}
/// <summary>
/// 获取商品期货交易费用内部方法
/// </summary>
/// <param name="request">期货委托</param>
/// <param name="cost">费用数据实体</param>
/// <returns>商品期货交易费用结果</returns>
private static QHCostResult InternalComputeSPQHCost(MercantileFuturesOrderRequest request, QH_FutureCosts cost)
{
QHCostResult result = new QHCostResult();
//result.Code = result.Code;
result.Code = request.Code;
decimal orderPrice = (decimal)request.OrderPrice;
//期货合约乘数300
decimal scale = MCService.GetTradeUnitScale(request.Code, request.OrderUnitType);
//以计价单位计算的委托量
var orderAmount = (decimal)request.OrderAmount * scale;
//成交额
var dealAmount = orderPrice * orderAmount;
decimal cosing = 0;
//按类型计算比例
switch ((Types.FutrueCostType)Enum.Parse(typeof(Types.FutrueCostType), cost.CostType.ToString()))
{
case Types.FutrueCostType.TradeUnitCharge:
//与量有关的都是撮合单位，所以这里不用再把委托量*转换比例
//为了不改上面的代码这里直接再把原来转了的值再除
orderAmount = (decimal)orderAmount / scale;
cosing = orderAmount * cost.TurnoverRateOfServiceCharge;
break;
case Types.FutrueCostType.TurnoverRateOfSerCha:
//比例
decimal cosingScale = cost.TurnoverRateOfServiceCharge / 100;
cosing = dealAmount * cosingScale;
break;
}
cosing = Utils.Round(cosing);
#region old code
//decimal tradeVal = 0;
////成交单位比率
//if (cost.TradeUnitCharge.HasValue)
//{
// decimal trade = cost.TradeUnitCharge.Value / 100;
// tradeVal = orderAmount * trade;
// tradeVal = Utils.Round(tradeVal);
//}
//decimal turnVal = 0;
////成交金额比率
//if (cost.TurnoverRateOfServiceCharge.HasValue)
//{
// decimal turn = cost.TurnoverRateOfServiceCharge.Value / 100;
// turnVal = turn * dealAmount;
// turnVal = Utils.Round(turnVal);
//}
//result.Cosing = tradeVal + turnVal;
#endregion
result.Cosing = cosing;
string format = "商品期货费用计算[代码={0},价格={1},数量={2},单位={3},方向={4},合约乘数={5},商品期货交易费用类型={6},费用比率={7}]";
string desc = string.Format(format, request.Code, request.OrderPrice, request.OrderAmount,
request.OrderUnitType, request.BuySell, scale
, cost.CostType + "--" + (cost.CostType == (int)Types.FutrueCostType.TradeUnitCharge ? "按成交量" : "按成交额")
, cost.TurnoverRateOfServiceCharge);
LogHelper.WriteDebug(desc + result);
return(result);
}
/// <summary>
/// 检测合约是否存在
/// </summary>
/// <param name="request"></param>
/// <param name="errMsg"></param>
/// <returns></returns>
public static bool CheckContractExist(MercantileFuturesOrderRequest request, ref string errMsg)
{
errMsg = "";
return(false);
}