diff --git a/Framework/YLErp.Core/Models/ClientOrder.cs b/Framework/YLErp.Core/Models/ClientOrder.cs
new file mode 100644
index 00000000..67f55aad
--- /dev/null
+++ b/Framework/YLErp.Core/Models/ClientOrder.cs
@@ -0,0 +1,257 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.DataAnnotations;
+using System.ComponentModel.DataAnnotations.Schema;
+using System.Linq;
+using System.Security.Principal;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.DBModels
+{
+ [Table("client_order")]
+ public class ClientOrder
+ {
+ ///
+ /// 主键
+ ///
+ [Key]
+ public long id { get; set; }
+ ///
+ /// 委托编号
+ ///
+ public string order_sno { get; set; }
+ ///
+ /// 序号
+ ///
+ public string num { get; set; }
+ ///
+ /// STC订单编号
+ ///
+ public string stc_order_id { get; set; }
+ ///
+ /// 第三方订单编号
+ ///
+ public string third_party_order_id { get; set; }
+ ///
+ /// 客户机构编码
+ ///
+ public int? client_id { get; set; }
+ ///
+ /// 客户机构名称
+ ///
+ public string client_name { get; set; }
+ ///
+ /// 客户编号
+ ///
+ public long? client_user_id { get; set; }
+ ///
+ /// 客户名称
+ ///
+ public string client_user_name { get; set; }
+ ///
+ /// 债券代码
+ ///
+ public string security_id { get; set; }
+ ///
+ /// 债券简称
+ ///
+ public string symbol { get; set; }
+ ///
+ /// 债券规模
+ ///
+ public string bond_size { get; set; }
+ ///
+ /// 债券发行价格
+ ///
+ public decimal? issue_price { get; set; }
+ ///
+ /// 合约期限（对应债券期限，例如：10Y）
+ ///
+ public string contract_period { get; set; }
+ ///
+ /// 结构类型（1：收益互换）
+ ///
+ public int? struct_type { get; set; }
+ ///
+ /// 当前操作（0：无操作，1：委托拒绝，2：合约成交，3：客户撤单，4：对冲撤单，5：确认对冲，6：自动撤单）
+ ///
+ public int? current_operation { get; set; }
+ ///
+ /// 订单状态（-2：意向成交，-1：待意向确认，0：已报，1：部分成交，2：全部成交，4：已撤单，6：撤单中，8：已拒绝，9：自动确认，10：下单失败）
+ ///
+ public int? status { get; set; }
+ ///
+ /// 操作前订单状态（-2：意向成交，-1：待意向确认，0：已报，1：部分成交，2：全部成交，4：已撤单，6：撤单中，8：已拒绝，9：自动确认，10：下单失败）
+ ///
+ public int? before_status { get; set; }
+ ///
+ /// 是否创建对冲（0：未创建，1：已创建）
+ ///
+ public int? is_create_hedge_order { get; set; }
+ ///
+ /// 对冲状态（0：已报，1：全部对冲，2：未完全对冲）
+ ///
+ public int? hedge_status { get; set; }
+ ///
+ /// 对冲单撤单状态（-1：未创建对冲单，1：未撤单，2：已撤单，3：已拒绝，4：下单失败）
+ ///
+ public int? hedge_cancel_status { get; set; }
+ ///
+ /// 交易方向（0：买入，1：卖出）
+ ///
+ public int? side { get; set; }
+ ///
+ /// 确认类型（0：自动确认，1：交易员手动确认）
+ ///
+ public int? confirm_type { get; set; }
+ ///
+ /// 委托收益率
+ ///
+ public decimal? entrust_yield { get; set; }
+ ///
+ /// 委托净价
+ ///
+ public decimal? price { get; set; }
+ ///
+ /// 委托净价（含费）
+ ///
+ public decimal? price_include_fee { get; set; }
+ ///
+ /// 委托全价
+ ///
+ public decimal? full_price { get; set; }
+ ///
+ /// 委托全价（含费）
+ ///
+ public decimal? full_price_include_fee { get; set; }
+ ///
+ /// 委托数量类型：1：整量:，2：非整量
+ ///
+ public int? order_qty_type { get; set; }
+ ///
+ /// 委托数量（万）
+ ///
+ public decimal? order_qty { get; set; }
+ ///
+ /// 成交数量（万）
+ ///
+ public decimal? last_shares { get; set; }
+ ///
+ /// 对冲成交数量（万）
+ ///
+ public decimal? hedge_deal_number { get; set; }
+ ///
+ /// 累计成交
+ ///
+ public decimal? total_traded { get; set; }
+ ///
+ /// 成交收益率
+ ///
+ public decimal? ytm { get; set; }
+ ///
+ /// 成交净价
+ ///
+ public decimal? deal_price { get; set; }
+ ///
+ /// 成交净价（含费）
+ ///
+ public decimal? deal_price_include_fee { get; set; }
+ ///
+ /// 成交全价
+ ///
+ public decimal? deal_full_price { get; set; }
+ ///
+ /// 成交全价（含费）
+ ///
+ public decimal? deal_full_price_include_fee { get; set; }
+ ///
+ /// 撤单数量（万）
+ ///
+ public decimal? cancel_qty { get; set; }
+ ///
+ /// 清算时间（0：T+0，1：T+1，2：T+2，远期：具体年月日）
+ ///
+ public string settl_type { get; set; }
+ ///
+ /// 清算日期
+ ///
+ public string settl_date { get; set; }
+ ///
+ /// 剩余期限
+ ///
+ public string remaining_term { get; set; }
+ ///
+ /// 债券票面利率类型（501001000：浮动利率，501002000：固定利率，501003000：累进利率）
+ ///
+ public string coupon_type { get; set; }
+ ///
+ /// 票面利率
+ ///
+ public decimal? coupon_rate { get; set; }
+ ///
+ /// 开平标志
+ ///
+ public int? open_close { get; set; }
+ ///
+ /// 币种
+ ///
+ public string currency { get; set; }
+ ///
+ /// 交易费率类型（0：百分比，1：单价固定交易费）
+ ///
+ public int? commission_rate_type { get; set; }
+ ///
+ /// 交易费率
+ ///
+ public decimal? commission_rate { get; set; }
+ ///
+ /// 交易费用
+ ///
+ public decimal? commission { get; set; }
+ ///
+ /// 远期
+ ///
+ public string future_date { get; set; }
+ ///
+ /// STC下单响应结果
+ ///
+ public string stc_order_result { get; set; }
+ ///
+ /// 订单来源（0：TRS客户端，1：TRS交易端，2：第三方平台，3：成交补录）
+ ///
+ public byte? order_source { get; set; }
+ ///
+ /// 交易员ID
+ ///
+ public long? trader_id { get; set; }
+ ///
+ /// 委托时间
+ ///
+ public DateTime? create_time { get; set; }
+ ///
+ /// 创建人
+ ///
+ public long? create_user { get; set; }
+ ///
+ /// 更新时间
+ ///
+ public DateTime? update_time { get; set; }
+ ///
+ /// 更新人
+ ///
+ public long? update_user { get; set; }
+ ///
+ /// 限额告警成交备注
+ ///
+ public string limit_alert_remark { get; set; }
+ ///
+ /// QT信息主键ID
+ ///
+ public long? qt_msg_primary_id { get; set; }
+ ///
+ /// 客户机构简称(客户简称)
+ ///
+ public string abbreviation { get; set; }
+ }
+}
diff --git a/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs b/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
index c4d1d0e7..ad4cf13e 100644
--- a/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
+++ b/YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
@@ -59,7 +59,10 @@ namespace YLErp.BLL.Eod
using var clientDb = new ClientDBContext();
var dmaClients = clientDb.client.ToList();
var clientIds = dmaClients.Select(s => s.id);
- return GetBanlances(clientIds, valuedateBLL.ValueDate, calcDate: valuedateBLL.ValueDate);
+ var valuedate = valuedateBLL.ValueDate;
+ //获取根据系统时间
+ var lastBalanceDate = EodOperationBase.GetLastSettlementDate(valuedate);
+ return GetBanlances(clientIds, lastBalanceDate.AddDays(1), calcDate: valuedateBLL.ValueDate);
}
public IEnumerable GetBanlances(IEnumerable clientIds, DateTime startDate, DateTime? endDate = null, DateTime? calcDate = null)
{
@@ -199,6 +202,7 @@ namespace YLErp.BLL.Eod
//获取当日所有执行的交易 交易日为当前交易日或者行权日为当前交易日
ProcessClientPosition();
ProcessClientSwap(lastSettletDate, calcDate.Value);
+ ProcessClientFrozen(calcDate.Value, new List(), _clientBalanceDic);
//if (PS.Config.IsGuoJun)//获取当日国君互换持仓
//{
// endDate = endDate.HasValue ? endDate.Value : startDate;
@@ -1430,7 +1434,148 @@ namespace YLErp.BLL.Eod
}
}
- class ClientBalanceEx : ClientSettleBalance
+ ///
+ /// 计算客户的冻结资金
+ ///
+ ///
+ public void ProcessClientFrozen(DateTime startDate, List bondFlows, Dictionary clientBalanceDic)
+ {
+ var clientIds = clientBalanceDic.Keys.ToList();
+ // step1 获取当天未簿记流水
+ var flows = DbContext.swap_flow.Where(x => x.OccurTime == startDate && x.DataState == (int)SwapFlowDateStateEnum.等待完成 && clientIds.Contains(x.ClientId ?? 0)).AsNoTracking().ToList();
+
+ // step2 获取客户端当天已报，意向待确认，部分成交委托订单
+ using var bondDb = new BondOmsDBContext();
+ var nextDate = startDate.AddDays(1);
+ List calcStatus = new List() { -1, 0, 1 };
+ var clientOrder = bondDb.client_order.Where(x => x.create_time > startDate && x.create_time < nextDate && calcStatus.Contains(x.status ?? 0) && clientIds.Contains(x.client_id ?? 0)).AsNoTracking().ToList();
+ // 将clientOrder转换为swap_flow,方便合并
+ clientOrder.ForEach(item =>
+ {
+ swap_flow flow = new swap_flow()
+ {
+ BsType = (item.side ?? 0) + 1,
+ UnderlyingCode = item.security_id,
+ ClientId = item.client_id ?? 0,
+ ClientName = item.client_name,
+ TradingQty = (item.order_qty ?? 0) - (item.last_shares ?? 0)
+ };
+ // clientOrder中数量单位为万
+ flow.TradingQty *= 10000;
+ bondFlows.Add(flow);
+ });
+ flows.AddRange(bondFlows);
+ // step3 从swap_position获取已簿记原持仓数据
+ var positionQuery = from t in DbContext.trade.Where(x => clientIds.Contains(x.ClientId) && x.TradeType == "收益互换" && x.ValidState != ConsGlobal.InValid && ConsTrade.PositionTradeStatusList.Contains(x.TradeStatus))
+ join p in DbContext.swap_position on t.id equals p.SwapTradeId
+ where !p.IsInitial && !p.Invalid
+ select new
+ {
+ t.ClientId,
+ p.PosiDirection,
+ p.PosiQuantity,
+ p.UnderlyingCode,
+ p.PositionType
+ };
+ var positions = positionQuery.ToList();
+ // step4 将未簿记持仓与已有持仓分别 按客户，标的分组计算各自轧差名义本金
+ // 取设置的预付金比例
+ var clientMarginTemplates = DbContext.client_marginrate.Where(x => x.ValueDate <= startDate).OrderByDescending(o => o.ValueDate).AsNoTracking().ToList();
+ var flowGroup = flows.GroupBy(s => new { s.ClientId, s.UnderlyingCode });
+ foreach (var itemGroup in flowGroup)
+ {
+ var balance = clientBalanceDic[itemGroup.Key.ClientId ?? 0];
+ string marginType = balance.ClientType == 1 ? "多空组合" : "品种";
+ // 获取客户预付金比例设置
+ var clientMarginTemplate = clientMarginTemplates.FirstOrDefault(x => x.ClientId == itemGroup.Key.ClientId && x.Type == marginType);
+ if (clientMarginTemplate == null)
+ {
+ clientMarginTemplate = clientMarginTemplates.FirstOrDefault(x => x.ClientId == 0 && x.Type == marginType);
+ }
+ // 没有设置预付金比例则跳过
+ if (clientMarginTemplate == null)
+ {
+ continue;
+ }
+ // 获取当前客户当前标的持仓数据，合并后的名义本金数量
+ var positionLsit = positions.Where(x => x.UnderlyingCode == itemGroup.Key.UnderlyingCode && x.ClientId == itemGroup.Key.ClientId).ToList();
+ var positionNotional = positionLsit.Sum(s => s.PosiQuantity * (s.PositionType == (int)PositionTypeFlag.Long ? 1 : -1));
+ //获取虚拟持仓合并后的名义本金数量
+ var virtualNotional = itemGroup.Sum(s => s.TradingQty * (s.BsType == (int)PositionTypeFlag.Long ? 1 : -1));
+ decimal money = CalcFrozanMarginMoney(positionNotional, virtualNotional, balance.ClientType == 1, clientMarginTemplate);
+ balance.FrozenMarginMoney += Convert.ToDouble(money);
+ }
+ }
+ ///
+ /// 计算冻结的预付金变化
+ ///
+ /// 持仓名义本金
+ /// 虚拟持仓名义本金
+ /// 是否定义文件类型客户
+ /// 预付金设置信息
+ ///
+ private decimal CalcFrozanMarginMoney(decimal positionNotional, decimal virtualNotional, bool dma, client_marginrate clientMarginTemplate)
+ {
+ decimal money = 0;
+ var virtualPosi = positionNotional + virtualNotional;
+ var posiType = positionNotional >= 0 ? (int)PositionTypeFlag.Long : (int)PositionTypeFlag.Short;
+ var virtualPosiType = virtualPosi >= 0 ? (int)PositionTypeFlag.Long : (int)PositionTypeFlag.Short;
+ var positionNotionalAbs = Math.Abs(positionNotional);
+ var virtualNotionalAbs = Math.Abs(virtualNotional);
+ decimal longMarginRate = 0;
+ decimal shortMarginRate = 0;
+ //普通客户
+ if (!dma)
+ {
+ longMarginRate = Convert.ToDecimal(clientMarginTemplate.InitMarginRate);
+ shortMarginRate = longMarginRate;
+ }
+ else //定义文件类型客户
+ {
+ longMarginRate = Convert.ToDecimal(clientMarginTemplate.LongInitMarginRate);
+ shortMarginRate = Convert.ToDecimal(clientMarginTemplate.ShortInitMarginRate);
+ }
+ // 当前持仓多头
+ if (posiType == (int)PositionTypeFlag.Long)
+ {
+ if (virtualPosiType == (int)PositionTypeFlag.Long)
+ {
+ money = virtualNotional * longMarginRate;
+ }
+ else //虚拟持仓空头
+ {
+ if (virtualNotionalAbs <= positionNotionalAbs)
+ {
+ money = virtualNotional * longMarginRate;
+ }
+ else
+ {
+ money = (-virtualNotional * shortMarginRate) - positionNotional * (longMarginRate + shortMarginRate);
+ }
+ }
+ }
+ // 当前持仓空头
+ else
+ {
+ if (virtualPosiType == (int)PositionTypeFlag.Short)
+ {
+ money = (-virtualNotional) * shortMarginRate;
+ }
+ else //虚拟持仓多头
+ {
+ if (virtualNotionalAbs <= positionNotionalAbs)
+ {
+ money = (-virtualNotional) * shortMarginRate;
+ }
+ else
+ {
+ money = (virtualNotional + positionNotional) * longMarginRate + positionNotional * shortMarginRate;
+ }
+ }
+ }
+ return money;
+ }
+ public class ClientBalanceEx : ClientSettleBalance
{
public double InFundOther { get; set; }
diff --git a/YLErpDAL/DataBase/BondOmsDBContext.cs b/YLErpDAL/DataBase/BondOmsDBContext.cs
index 12e51f3b..10805b55 100644
--- a/YLErpDAL/DataBase/BondOmsDBContext.cs
+++ b/YLErpDAL/DataBase/BondOmsDBContext.cs
@@ -14,5 +14,6 @@ namespace YLErp.DataBase
}
public DbSet client_deal { get; set; }
public DbSet client_position { get; set; }
+ public DbSet client_order { get; set; }
}
}
diff --git a/YLErpDAL/Model/ClientBalanceForTrsResponse.cs b/YLErpDAL/Model/ClientBalanceForTrsResponse.cs
index d6e4fb74..db0a9777 100644
--- a/YLErpDAL/Model/ClientBalanceForTrsResponse.cs
+++ b/YLErpDAL/Model/ClientBalanceForTrsResponse.cs
@@ -38,5 +38,66 @@ namespace YLErp.Model
/// 授信额度
///
public double Credit { get; set; }
+ ///
+ /// 期初结存
+ ///
+ public double LastDayRemainFund { get; set; }
+ ///
+ /// 出金入金
+ ///
+ public double NetFund { get; set; }
+ ///
+ /// 互换成交收支
+ ///
+ public double OptionPremiumSwap { get; set; }
+ ///
+ /// 互换了结收支
+ ///
+ public double SwapBalance { get; set; }
+ ///
+ /// 其他收支
+ ///
+ public double OtherFund { get; set; }
+ ///
+ /// 期末结存
+ ///
+ public double AmountFund { get; set; }
+ ///
+ /// 质押市值
+ ///
+ public double GuaranteesTotalAmount { get; set; }
+ ///
+ /// 预付金占用
+ ///
+ public double MinusPayableMarginTotal { get; set; }
+ ///
+ /// 应付了结交易款
+ ///
+ public double ClosedTradePayableFundTotal { get; set; }
+ ///
+ /// 应付存续交易款
+ ///
+ public double PositionTradePayableFundTotal { get; set; }
+ ///
+ /// 追保金额
+ ///
+ public double MarginByPayableMarginTotal { get; set; }
+ ///
+ /// 应付资金总额
+ ///
+ public double PayableFundTotal { get; set; }
+ ///
+ /// 可取资金
+ ///
+ public double DesirableFundTotal { get; set; }
+ ///
+ /// 实现盈亏
+ ///
+ public double WinLoss { get; set; }
+
+ ///
+ /// 实际可用资金
+ ///
+ public double AvailableMoney { get; set; }
}
}
diff --git a/YLErpDAL/Model/TradeClientCashCalcReq.cs b/YLErpDAL/Model/TradeClientCashCalcReq.cs
new file mode 100644
index 00000000..44c882ac
--- /dev/null
+++ b/YLErpDAL/Model/TradeClientCashCalcReq.cs
@@ -0,0 +1,31 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.Model
+{
+ ///
+ /// trs下单假成交交易计算可用资金请求
+ ///
+ public class TradeClientCashCalcReq
+ {
+ ///
+ /// 标的代码
+ ///
+ public string underlyingCode { get; set; }
+ ///
+ /// 客户id
+ ///
+ public int clientId { get; set; }
+ ///
+ /// 交易数量
+ ///
+ public decimal tradingQty { get; set; }
+ ///
+ /// 买卖方向
+ ///
+ public int side { get; set; }
+ }
+}
diff --git a/YLErpDAL/Model/TradeClientCashCalcResp.cs b/YLErpDAL/Model/TradeClientCashCalcResp.cs
new file mode 100644
index 00000000..542ad388
--- /dev/null
+++ b/YLErpDAL/Model/TradeClientCashCalcResp.cs
@@ -0,0 +1,18 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace YLErp.Model
+{
+ ///
+ /// trs下单假成交交易计算可用资金返回
+ ///
+ public class TradeClientCashCalcResp
+ {
+ public int clientId { get; set; }
+
+ public double availableAmount { get;set; }
+ }
+}
diff --git a/YLErpDAL/Modules/EodModule/ClientFrozenFundsService.cs b/YLErpDAL/Modules/EodModule/ClientFrozenFundsService.cs
index 9f4ae10a..94264f22 100644
--- a/YLErpDAL/Modules/EodModule/ClientFrozenFundsService.cs
+++ b/YLErpDAL/Modules/EodModule/ClientFrozenFundsService.cs
@@ -35,7 +35,7 @@
}
//用户所有未确认出金信息
- ProcessClientCashInCashOut(valueDate);
+ // ProcessClientCashInCashOut(valueDate);
//用户所有赎回申请抵押品
ProcessClientCashInOutProduct(valueDate);
diff --git a/YLErpWeb/App/KafkaTask/ClientBalanceTask.cs b/YLErpWeb/App/KafkaTask/ClientBalanceTask.cs
index 81d5813b..f1d389ba 100644
--- a/YLErpWeb/App/KafkaTask/ClientBalanceTask.cs
+++ b/YLErpWeb/App/KafkaTask/ClientBalanceTask.cs
@@ -12,6 +12,7 @@ namespace YLErp.Web.App
private readonly IYcLogger _logger;
private readonly CancellationTokenSource _cts = new CancellationTokenSource();
private KafkaConsumerHelper _kafkaConsumer;
+ private IYLCache _yLCache;
private IKafkaProduce kafkaProduceHelper;
private string onRspAccountCapitalTopicTopic = string.Empty;
public ClientBalanceTask(IKafkaProduce kafkaProduce, IYLCache yLCache)
@@ -68,8 +69,10 @@ namespace YLErp.Web.App
Result result = new Result();
try
{
- var cb = ClientAssetDataService.GetClientLatestBalance(null, lastBalanceDate, req.clientId, false, false, false);
- cb.AvailableAmount = cb.AmountFund + cb.TotalCredit + cb.PayableMargin + cb.GuaranteesTotalAmount;
+ var cbs = new RealTimeClientBanlanceService(new OptUserInfo(0, "实时客户资金服务", OptUserFrom.Service)).GetBanlances(new List() { req.clientId }, lastBalanceDate.AddDays(1), calcDate: valuedateBLL.ValueDate);
+ var cb = cbs.FirstOrDefault();
+ var AvailableMoney = cb.AmountFund + cb.TotalCredit + cb.PayableMargin + cb.GuaranteesTotalAmount;
+ cb.AvailableAmount = AvailableMoney - cb.FrozenMarginMoney;
var obj = new ClientBalanceForTrsResponse
{
TotalAmountTotal = cb.RoundedTotalAmountTotal,
@@ -79,10 +82,15 @@ namespace YLErp.Web.App
DaliyPnl = Math.Round(cb.DaliyPnl, 2),
ClientId = req.clientId,
ClientType = cb.ClientType,
- Credit=cb.TotalCredit
+ Credit = cb.TotalCredit,
+ AvailableMoney = AvailableMoney
};
result.success = true;
result.obj = obj;
+ if (_yLCache != null)
+ {
+ _yLCache.StringSet("ClientBalance:" + cb.ClientId, obj);
+ }
}
catch (Exception ex)
{
diff --git a/YLErpWeb/Controllers/trade_spanController.cs b/YLErpWeb/Controllers/trade_spanController.cs
index 13e5124f..04c88458 100644
--- a/YLErpWeb/Controllers/trade_spanController.cs
+++ b/YLErpWeb/Controllers/trade_spanController.cs
@@ -2,6 +2,8 @@
using iTextSharp.text.pdf;
using Microsoft.AspNetCore.Authorization;
using System.Text;
+using YLErp.BLL.Eod;
+using YLErp.Cache;
using YLErp.DBModels;
using YLErp.DBModels.Consts;
using YLErp.Enums;
@@ -11,11 +13,17 @@ using YLErp.Modules.EodModule;
using YLErp.Modules.TradeModule.DocGenerateModule;
using YLErp.Modules.TradeModule.QueryModule;
using YLErp.Modules.TradeModule.SwapModule;
+using static YLErp.BLL.Eod.RealTimeClientBanlanceService;
namespace YLErp.Web.Controllers
{
public class trade_spanController : BaseController
{
+ IYLCache _yLCache;
+ public trade_spanController(IYLCache yLCache)
+ {
+ _yLCache = yLCache;
+ }
public JsonResult GeneratePaymentDoc(List tradeIds, DateTime? valueDate)
{
if (tradeIds == null || tradeIds.Count == 0)
@@ -139,6 +147,69 @@ namespace YLErp.Web.Controllers
};
return JsonSuccess("", obj);
}
+
+ ///
+ /// trs计算客户下单后可用资金
+ ///
+ ///
+ ///
+ [AllowAnonymous]
+ [HttpPost]
+ public JsonResult CalcClientTradeAvailableAmount([FromBody] List calcReqs)
+ {
+ if (calcReqs.Count() == 0)
+ {
+ return JsonError("缺少参数");
+ }
+ var clientIds = calcReqs.Select(s => s.clientId).ToList();
+ Dictionary clientBalanceDic = new Dictionary();
+ foreach (var clientId in clientIds)
+ {
+ var client = DataCacheProvider.GetClientDataSource().GetData(clientId);
+
+ if (client == null)
+ {
+ continue;
+ }
+ clientBalanceDic[clientId] = new ClientBalanceEx
+ {
+ ClientId = clientId,
+ IsTradeCredit = client?.IsTradeCredit == 1,
+ MarginOptionType = client?.MarginOptionType,
+ CreditCanApplySwap = client.creditCanApplySwap,
+ TotalCreditStockEqvNotional = double.NaN,
+ SettlementCurrency = client?.SettlementCurrency,
+ ClientType = client.SwapTradeType ?? 0,
+ ClientName = client.Name
+ };
+ }
+ List bondFlows = new List();
+ foreach (var item in calcReqs)
+ {
+ swap_flow flow = new swap_flow()
+ {
+ BsType = item.side + 1,
+ UnderlyingCode = item.underlyingCode,
+ ClientId = item.clientId,
+ TradingQty = item.tradingQty
+ };
+ bondFlows.Add(flow);
+ }
+ new RealTimeClientBanlanceService(new OptUserInfo(0, "计算客户资金变化服务", OptUserFrom.Service)).ProcessClientFrozen(valuedateBLL.ValueDate, bondFlows, clientBalanceDic);
+ List list = new List();
+ foreach (var item in clientBalanceDic)
+ {
+
+ TradeClientCashCalcResp tradeClientCashCalc = new TradeClientCashCalcResp()
+ {
+ clientId = item.Key
+ };
+ var clientBalanceCache = _yLCache.StringGet("ClientBalance:" + item.Key);
+ tradeClientCashCalc.availableAmount = (clientBalanceCache?.AvailableMoney ?? 0) - item.Value.FrozenMarginMoney;
+ list.Add(tradeClientCashCalc);
+ }
+ return JsonSuccess("", list);
+ }
public Dictionary clientBalanceQueryJson(TradeSpanReq req)
{
//按客户日期查询trade_span信息