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实时持仓服务，资金计算

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This commit is contained in:
吴方海
2024-06-05 15:46:36 +08:00
parent cbb49d493b
commit f935aa6797
4 changed files with 63 additions and 37 deletions
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YLErpDAL/BLL/EodSettlement/RealTimeClientBanlanceService.cs
+2 -2
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@@ -53,11 +53,11 @@ namespace YLErp.BLL.Eod
/// 获取DMA资金 /// 获取DMA资金
/// </summary> /// </summary>
/// <returns></returns> /// <returns></returns>
public IEnumerable<ClientSettleBalance> GetDMABalances() public IEnumerable<ClientSettleBalance> GetBalances()
{ {
using var clientDb = new ClientDBContext(); using var clientDb = new ClientDBContext();
var dmaClients = clientDb.client.Where(x => x.SwapTradeType == 1).ToList(); var dmaClients = clientDb.client.ToList();
var clientIds = dmaClients.Select(s => s.id); var clientIds = dmaClients.Select(s => s.id);
return GetBanlances(clientIds, valuedateBLL.ValueDate, calcDate: valuedateBLL.ValueDate); return GetBanlances(clientIds, valuedateBLL.ValueDate, calcDate: valuedateBLL.ValueDate);
} }
YLErpDAL/Modules/CalculationModule/PayoffSwapCalcService.cs
+2 -2
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@@ -175,8 +175,8 @@ namespace YLErp.Modules.CalculationModule
if (data.IsBond()) if (data.IsBond())
{ {
var bondPrice = EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, data.UnderlyingCode); var bondPrice = EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, data.UnderlyingCode);
vobp = bondPrice.Vobp ?? 0; vobp = bondPrice?.Vobp ?? 0;
var price = Convert.ToDecimal(bondPrice.ClosePrice); var price = Convert.ToDecimal(bondPrice?.ClosePrice??0);
eodSwap.FloatingPnL = (price - item.PosiGrossPrice) * item.PosiQuantity * item.ContractSize * shortRatio * directionRatio; eodSwap.FloatingPnL = (price - item.PosiGrossPrice) * item.PosiQuantity * item.ContractSize * shortRatio * directionRatio;
} }
} }
YLWinSer/RealTimeCalcPositionService/ClientNoDMABalanceTask.cs
+55 -17
View File
@@ -15,10 +15,12 @@ using YLErp.Abstract;
using YLErp.BLL; using YLErp.BLL;
using YLErp.BLL.Eod; using YLErp.BLL.Eod;
using YLErp.Cache; using YLErp.Cache;
using YLErp.DBModels;
using YLErp.Helpers; using YLErp.Helpers;
using YLErp.Model; using YLErp.Model;
using YLErp.Modules; using YLErp.Modules;
using YLErp.Modules.ClientModule; using YLErp.Modules.ClientModule;
using YLErp.Modules.EodModule.QueryModule;
namespace RealTimeCalcPositionService namespace RealTimeCalcPositionService
{ {
@@ -26,11 +28,16 @@ namespace RealTimeCalcPositionService
{ {
private readonly IYcLogger _logger; private readonly IYcLogger _logger;
private readonly CancellationTokenSource _cts = new CancellationTokenSource(); private readonly CancellationTokenSource _cts = new CancellationTokenSource();
private IKafkaProduce kafkaProduceHelper;
private string onRspAccountCapitalTopicTopic = string.Empty;
private Dictionary<int, string> clientDic = new Dictionary<int, string>();
private IYLCache _yLCache; private IYLCache _yLCache;
public ClientNoDMABalanceTask(IYLCache yLCache) public ClientNoDMABalanceTask(IKafkaProduce kafkaProduce, IYLCache yLCache)
{ {
_logger = LogFactory.GetLogger("ClientNoDMABalanceTask"); _logger = LogFactory.GetLogger("ClientNoDMABalanceTask");
_yLCache= yLCache; onRspAccountCapitalTopicTopic = Environment.GetEnvironmentVariable("KafkaConfig_OnRspAccountCapitalTopic");
kafkaProduceHelper = kafkaProduce;
_yLCache = yLCache;
} }
public void Dispose() public void Dispose()
{ {
@@ -49,27 +56,58 @@ namespace RealTimeCalcPositionService
try try
{ {
using var clientDb = new ClientDBContext(); using var clientDb = new ClientDBContext();
var clients= clientDb.client.Where(x=>x.SwapTradeType==0).ToList(); var clients= clientDb.client.ToList();
//系统交易日 //系统交易日
var valuedate = valuedateBLL.ValueDate; var valuedate = valuedateBLL.ValueDate;
foreach (var client in clients) var clientSettles = new RealTimeClientBanlanceService(new OptUserInfo(0, "实时客户资金服务", OptUserFrom.Service)).GetBalances();
foreach (var cb in clientSettles)
{ {
var cb = ClientAssetDataService.GetClientLatestBalance(null, valuedate, client.id, false, false, false);
cb.AvailableAmount = cb.AmountFund + cb.TotalCredit + cb.PayableMargin + cb.GuaranteesTotalAmount; cb.AvailableAmount = cb.AmountFund + cb.TotalCredit + cb.PayableMargin + cb.GuaranteesTotalAmount;
var obj = new ClientBalanceForTrsResponse Result result = new Result();
try
{ {
TotalAmountTotal = cb.RoundedTotalAmountTotal, var obj = new ClientBalanceForTrsResponse
AvailableAmount = Math.Round(cb.AvailableAmount, 2), {
PositionPv = cb.RoundedPositionPv, TotalAmountTotal = cb.RoundedTotalAmount,
PositionPnl = cb.RoundedPositionPnl, AvailableAmount = Math.Round(cb.AvailableAmount, 2),
DaliyPnl = Math.Round(cb.DaliyPnl, 2), PositionPv = cb.RoundedPositionPv,
ClientId = client.id, PositionPnl = cb.RoundedPositionPnl,
ClientType = cb.ClientType, DaliyPnl = Math.Round(cb.DaliyPnl, 2),
Credit = cb.TotalCredit ClientId = cb.ClientId,
}; ClientType = cb.ClientType,
if (_yLCache != null) Credit = cb.TotalCredit
};
result.success = true;
result.obj = obj;
if (_yLCache != null)
{
_yLCache.StringSet<ClientBalanceForTrsResponse>("ClientBalance:" + cb.ClientId, obj);
}
}
catch (Exception ex)
{ {
_yLCache.StringSet<ClientBalanceForTrsResponse>("ClientBalance:" + cb.ClientId, obj); result.msg = ex.Message;
result.success = false;
}
string resultStr = JsonConvert.SerializeObject(result);
string newEncryStr = DataProtectHelper.Encrypt(resultStr);
bool needProduce = false;
if (clientDic.TryGetValue(cb.ClientId, out string encryStr))
{
if (encryStr != newEncryStr)
{
needProduce = true;
clientDic[cb.ClientId] = newEncryStr;
}
}
else
{
clientDic.Add(cb.ClientId, newEncryStr);
needProduce = true;
}
if (needProduce)
{
kafkaProduceHelper.Produce(onRspAccountCapitalTopicTopic, resultStr);
} }
} }
Thread.Sleep(3000); Thread.Sleep(3000);
YLWinSer/RealTimeCalcPositionService/appsettings.json
+4 -16
View File
@@ -16,10 +16,10 @@
} }
}, },
"ConnectionStrings": { "ConnectionStrings": {
"ylcms": "server=221.229.106.161;uid=roottest;pooling=true;port=20306;pwd=YieldChain!@#$2020;database=yltrs_ylcms;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;", "ylcms": "server=139.196.109.225;uid=root;pooling=true;port=3306;pwd=Midnight001!@#$;database=yltrs_ylcms;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
"yladmin": "server=221.229.106.161;uid=roottest;pooling=true;port=20306;pwd=YieldChain!@#$2020;database=yltrs_admin;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;", "yladmin": "server=139.196.109.225;uid=root;pooling=true;port=3306;pwd=Midnight001!@#$;database=yltrs_admin;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
"ylclient": "server=221.229.106.161;uid=roottest;pooling=true;port=20306;pwd=YieldChain!@#$2020;database=yltrs_client;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;", "ylclient": "server=139.196.109.225;uid=root;pooling=true;port=3306;pwd=Midnight001!@#$;database=yltrs_client;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;",
"bondoms": "server=221.229.106.161;uid=roottest;pooling=true;port=20306;pwd=YieldChain!@#$2020;database=bond_oms;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;" "bondoms": "server=139.196.109.225;uid=root;pooling=true;port=3306;pwd=Midnight001!@#$;database=bond_oms;charset=utf8;Allow User Variables=True;SslMode=none;Connection Timeout=30;IgnoreCommandTransaction=true;"
}, },
"AppSettings": { "AppSettings": {
"RunInterval": "1000", "RunInterval": "1000",
@@ -36,19 +36,7 @@
"HedgingAccountTopic": "ylHedgingAccountTopic", //对冲账户生产topic "HedgingAccountTopic": "ylHedgingAccountTopic", //对冲账户生产topic
"ReqAccountCapitalTopic": "ReqAccountCapital", //账户资金请求topic "ReqAccountCapitalTopic": "ReqAccountCapital", //账户资金请求topic
"OnRspAccountCapitalTopic": "OnRspAccountCapital", //账户资金请求返回topic "OnRspAccountCapitalTopic": "OnRspAccountCapital", //账户资金请求返回topic
"ReqInterestRateSwapInsertTopic": "ReqInterestRateSwapInsert", //收益互换交易推送请求topic
"OnRspInterestRateSwapInsertTopic": "OnRspInterestRateSwapInsert", //收益互换交易推送请求响应topic
"OnRspInterestRateSwapInsertTopicGroupId": "OnRspInterestRateSwapInsertConsumer", //收益互换交易推送请求响应消费组
"AccountCapitalTopicGroupId": "YiLian_OnRspAccountCapitalConsumer", //账户资金消费组 "AccountCapitalTopicGroupId": "YiLian_OnRspAccountCapitalConsumer", //账户资金消费组
"ReqAssetSwapInsertTopic": "ReqAssetSwapInsert", //互换资产交易推送请求
"OnRspAssetSwapInsertTopic": "OnRspAssetSwapInsert", //互换资产交易推送请求响应
"OnRspAssetSwapInsertTopicGroupId": "OnRspAssetSwapInsertConsumer", //互换资产交易推送请求响应消费组
"ReqMarginInsertTopic": "ReqMarginInsert", //预付金交易推送请求
"OnRspMarginInsertTopic": "OnRspMarginInsert", //预付金交易推送请求响应
"OnRspMarginInsertTopicGroupId": "OnRspMarginInsertConsumer", //预付金交易推送请求响应消费组
"ReqAcctSwapTerminateTopic": "ReqAcctSwapTerminate", //平仓推送请求
"OnRspAcctSwapTerminateTopic": "OnRspAcctSwapTerminate", //平仓推送请求响应
"OnRspAcctSwapTerminateTopicGroupId": "OnRspAcctSwapTerminateConsumer", //平仓推送请求响应消费组
"ReqCalcBondTopic": "ReqCalcBond", //互换成交收益率计算器topic "ReqCalcBondTopic": "ReqCalcBond", //互换成交收益率计算器topic
"OnRspCalcBondTopic": "OnRspCalcBond", //互换成交收益率计算器消费topic "OnRspCalcBondTopic": "OnRspCalcBond", //互换成交收益率计算器消费topic
"OnRspCalcBondTopicGroupId": "OnRspCalcBondConsumer", //互换成交收益率计算器消费topic消费组 "OnRspCalcBondTopicGroupId": "OnRspCalcBondConsumer", //互换成交收益率计算器消费topic消费组