zszq-trs/YLErpDAL/Modules/ExchangeTradeModule/ExchangeTradeApiService.cs

using YLErp.DBModels.Enums;

namespace YLErp.Modules.ExchangeTradeModule
{
    /// <summary>
    /// 对冲交易API服务
    /// </summary>
    public class ExchangeTradeApiService : ExchangeTradeSaveServiceBase
    {
        public ExchangeTradeApiService(YLBaseService baseService) : base(baseService)
        {

        }

        public ExchangeTradeApiService(OptUserInfo userInfo) : base(userInfo)
        {

        }

        public ExchangeTrade Save(ExchangeTradeApiReq req, string tradeSource, out bool isAddNew)
        {
            var reqTrade = PrepareReqTrad(req, tradeSource);

            var dbTrade = DbContext.ExchangeTrade.FirstOrDefault(x => x.TradeDate == req.TradeDate && x.TradeNumber == req.TradeNumber && x.IsValid);

            var canUpdate = dbTrade != null
                    && req.TradeType == dbTrade.TradeType
                    && req.TradeSide == dbTrade.TradeSide
                    && req.ExchangeAccountCode.Equals(dbTrade.ExchangeAccountCode, StringComparison.OrdinalIgnoreCase)
                    && (dbTrade.TradeType == "场内期权"
                        ? req.OptionCode.Equals(dbTrade.OptionCode)
                        : req.UnderlyingCode.Equals(dbTrade.UnderlyingCode, StringComparison.OrdinalIgnoreCase));

            SaveExchangeTradePosition(reqTrade, canUpdate ? dbTrade : null);

            if (canUpdate)
            {
                dbTrade.UnderlyingCode = reqTrade.UnderlyingCode;
                dbTrade.TradeSinglePrice = reqTrade.TradeSinglePrice;

                dbTrade.Notional = reqTrade.Notional;
                dbTrade.TradeAmount = reqTrade.TradeAmount;
                dbTrade.TradeLots = reqTrade.TradeLots;

                dbTrade.TraderId = reqTrade.TraderId;
                dbTrade.TraderName = reqTrade.TraderName;

                dbTrade.UnderlyingId = reqTrade.UnderlyingId;
                dbTrade.MaturityDate = reqTrade.MaturityDate;

                dbTrade.OptionStrike = reqTrade.OptionStrike;
                dbTrade.OptionType = reqTrade.OptionType;
                dbTrade.ExerciseMode = reqTrade.ExerciseMode;

                dbTrade.AssetBookId = reqTrade.AssetBookId;
                dbTrade.ExchangeAccountId = reqTrade.ExchangeAccountId;

                dbTrade.InstrumentType = reqTrade.InstrumentType;

                dbTrade.OptDate = DateTime.Now;
            }
            else
            {
                DbContext.ExchangeTrade.Add(dbTrade = reqTrade);
            }

            isAddNew = !canUpdate;

            DbContext.SaveChanges();

            return dbTrade;
        }

        //将req转换交易对象
        private ExchangeTrade PrepareReqTrad(ExchangeTradeApiReq req, string tradeSource)
        {
            req.TradeType = CheckTradeType(req.TradeType);

            if (req.TradeDate == DateTime.MinValue)
            {
                throw new ServiceException("交易日期 必须填写");
            }

            CheckTradeSide(req.TradeSide);

            if (string.IsNullOrWhiteSpace(req.AssetBookName))
            {
                throw new ServiceException("簿记账户 必须填写");
            }

            //if (string.IsNullOrWhiteSpace(req.ExchangeAccountCode))
            //{
            //    throw new ServiceException("对冲账户 必须填写");
            //}

            var td = new ExchangeTrade
            {
                IsValid = true,

                TradeType = req.TradeType,
                TradeDate = req.TradeDate,
                TradeNumber = req.TradeNumber,
                TradeSide = req.TradeSide,
                TradeSinglePrice = req.TradeSinglePrice,
                UnderlyingCode = req.UnderlyingCode,
                ExchangeAccountCode = req.ExchangeAccountCode,
                TradeSource = tradeSource,

                Commission = 0,
                CommissionType = CommissionType.系统计算,

                OptId = 0,
                OptDate = DateTime.Now,
                OptName = UserName,
                CreateTime = DateTime.Now,

                Notional = 0,
                TradeAmount = 0,
                TradeLots = 0,

                TraderId = 0,
                TraderName = UserName,

                UnderlyingId = 0,
                MaturityDate = null,

                OptionCode = null,
                OptionStrike = null,
                OptionType = null,
                ExerciseMode = null,

                AssetBookId = 0,
                ExchangeAccountId = 0,

                InstrumentType = null,
                Comments = null,
            };

            var contractSize = 0d;

            //场内期权
            if (td.TradeType == "场内期权")
            {
                SetTradeOptionInfo(td, req.OptionCode, out var option);

                contractSize = option.ContractSize;
                req.UnderlyingCode = option.UnderlyingCode;
            }

            //标的信息
            SetTradeUnderlyingInfo(td, req.UnderlyingCode, out var um);

            //数量信息
            SetTradeLotsInfo(td, req.TradeLots, contractSize < 1 ? um.ContractSize : contractSize, um.UnderlyingTypeId);

            //簿记账户和对冲账户
            SetAssetAndExchangeAccount(td, req.AssetBookName, req.ExchangeAccountCode, um.UnderlyingTypeId);

            //交易员信息
            SetTraderInfo(td, req.TraderName);

            //交易手续费
            if (req.Commission.HasValue)
            {
                td.Commission = req.Commission.Value;
                td.CommissionType = CommissionType.手动录入;
            }

            return td;
        }
    }
}