zszq-trs/YLErpDAL/Modules/IntegrationModule/XiaMenXiangYu/JinshidaEodTradeSyncService.cs

using CsvHelper;
using Microsoft.Net.Http.Headers;
using System.Globalization;
using YLErp.Modules.ExchangeTradeModule;

namespace YLErp.Modules.IntegrationModule.XiaMenXiangYu
{
    /// <summary>
    /// 从金仕达日终交易接口同步场内交易
    /// </summary>
    public class JinshidaEodTradeSyncService : YLBaseService
    {
        readonly DateTime _now;
        readonly IYcLogger _logger;
        readonly IHttpClientFactory _httpClientFactory;

        public JinshidaEodTradeSyncService(OptUserInfo userInfo, IHttpClientFactory httpClientFactory) : base(userInfo)
        {
            _now = DateTime.Now;
            _logger = LogFactory.GetLogger("金仕达场内交易同步");
            _httpClientFactory = httpClientFactory ?? throw new ArgumentNullException(nameof(httpClientFactory));
        }

        public Task Execute(string url)
        {
            //15点之前和21点以后不再请求，每隔30分钟执行一次
            if (_now.Hour < 15 || _now.Hour > 21 || YLErp.BLL.valuedateBLL.ValueDate > _now || YLErp.QdpModule.QdpCalendarHelper.IsHoliday(DateTime.Today))
            {
                return Task.CompletedTask;
            }

            _logger.Info("开始执行");

            if (string.IsNullOrEmpty(url))
            {
                _logger.Info("url 配置为空,不能进行同步");
                return Task.CompletedTask;
            }

            var uri = new Uri(url);
            var nv = YieldChain.Helpers.UrlHelper.ParseQueryString(uri.Query?.TrimStart('?')) ?? new System.Collections.Specialized.NameValueCollection();
            nv["date"] = _now.ToString("yyyyMMdd");
            if (string.IsNullOrWhiteSpace(nv["page_size"]))
            {
                nv["page_size"] = int.MaxValue.ToString();
            }

            url = uri.GetLeftPart(UriPartial.Path) + "?" + YieldChain.Helpers.UrlHelper.ToQueryString(nv);

            var httpRequestMessage = new HttpRequestMessage(HttpMethod.Get, url)
            {
                Headers =
                {
                    { HeaderNames.Accept, "application/json" },
                    { HeaderNames.UserAgent, "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.81 Safari/537.36" }
                }
            };

            _logger.Info("发送请求:" + url);

            return InnerExecute(httpRequestMessage).ContinueWith(t =>
            {
                if (t.Exception != null)
                {
                    _logger.Error(t.Exception, "请求出错");
                }
            });
        }

        private async Task InnerExecute(HttpRequestMessage httpRequestMessage)
        {
            var httpClient = _httpClientFactory.CreateClient();

            var httpResponseMessage = await httpClient.SendAsync(httpRequestMessage);

            var content = await httpResponseMessage.Content.ReadAsStringAsync();

            if (httpResponseMessage.IsSuccessStatusCode)
            {
                var result = JsonHelper.Deserialize<JinshidaEodTradeResponse>(content);

                if (result.rows != null)
                {
                    foreach (var item in result.rows)
                    {
                        try
                        {
                            item.SaveResult = SaveExchangeTrade(item);
                        }
                        catch (Exception ex)
                        {
                            item.SaveResult = "失败:" + ex.Message;
                            _logger.Error(ex, $"保存交易(成交流水号:{item.DONENO_})失败");
                        }
                    }
                }
                else
                {
                    _logger.Info("请求返回结果:" + content);
                }

                try
                {
                    var fileName = _now.ToString("yyyy_MM_dd_HH_mm");
                    var jsdPath = Path.Combine(AppContext.BaseDirectory, "log\\jsd");
                    Directory.CreateDirectory(jsdPath);
                    var csvPath = Path.Combine(jsdPath, fileName + ".csv");
                    using (var writer = new StreamWriter(csvPath, false, System.Text.Encoding.UTF8))
                    using (var csv = new CsvWriter(writer, System.Globalization.CultureInfo.InvariantCulture))
                    {
                        csv.WriteRecords(result.rows ?? Enumerable.Empty<JinshidaEodTradeFields>());
                    }
                    //留存取到的json文本
                    var jsonPath = Path.Combine(jsdPath, fileName + ".json");
                    File.WriteAllText(jsonPath, content);
                }
                catch (Exception ex)
                {
                    _logger.Error(ex, "保存csv文件失败");
                }
            }
            else
            {
                _logger.Error($"请求失败,status code:{(int)httpResponseMessage.StatusCode} {httpResponseMessage.StatusCode};{content}");
            }
        }

        public string SaveExchangeTrade(JinshidaEodTradeFields f)
        {
            string tradeType;

            if (f.DONENO_ == "0")
            {
                return "不支持此成交编号(DONENO)";
            }

            switch (f.YWLX_)
            {
                case "1":
                    tradeType = "商品期货"; break;
                case "6015": //商品期权买卖
                case "6016": //商品期权行权
                case "6022": //期权到期平仓
                    tradeType = "场内期权"; break;
                default:
                    return "不支持此种业务类型(YWLX)";
            }

            string tradeSide;

            switch (f.BSTP_)
            {
                case "0":
                    tradeSide = "买入"; break;
                case "1":
                    tradeSide = "卖出"; break;
                default:
                    return "不支持此种买卖类型(BSTP)";
            }

            switch (f.KPTP_)
            {
                case "0": //开仓
                    tradeSide = tradeSide == "买入" ? "多头开仓" : "空头开仓";
                    break;
                case "1": //平仓
                case "2": //平今
                    tradeSide = tradeSide == "买入" ? "空头平仓" : "多头平仓";
                    break;
                default:
                    return "不支持此种开平标记(KPTP)";
            }

            var exchangeId = ConvertMarket(f.MKCODE_, out var isStock);
            if (string.IsNullOrEmpty(exchangeId))
            {
                return "不支持此市场代码(MKCODE)";
            }

            if (!double.TryParse(f.FSJG_, out var singlePrice))
            {
                return "成交价(FSJG)解析失败";
            }

            if (!double.TryParse(f.FSSL_, out var lots) || lots < 1e-6)
            {
                return "成交量(FSSL)解析失败";
            }

            if (!DateTime.TryParseExact(f.DATE_, "yyyyMMdd", CultureInfo.InvariantCulture, DateTimeStyles.None, out var tradeDate))
            {
                return "成交日期(DATE)解析失败:" + f.DATE_;
            }

            double.TryParse(f.FEE_, out var commission);

            var underlyingCode = f.STKCODE_; //暂时只有商品期货标的,所以可不处理股票标的后缀
            var tradeNo = f.DONENO_ + f.BSTP_; //支持自成交

            var req = new ExchangeTradeSaveApiReq
            {
                TradeNumber = tradeNo,
                UnderlyingCode = underlyingCode,
                TradeDate = tradeDate,
                BuySell = tradeSide,
                TradePrice = singlePrice,
                Lots = lots,
                TradeType = tradeType,
                ExchangeAccountCode = string.Concat(f.CELLID_, "#", f.PROFLID_),
                Commission = commission,
                IsHistory = true
            };

            //金仕达trade api接口有些交易编号带日期前缀，但webapi又不带
            //导致同一笔交易写入两笔数据到系统中,以下为解决这个问题
            using (var db = DbContextFactory.GetYLDbContext())
            {
                if (f.YWLX_ == "6016")
                {
                    var option = db.exchange_list_option.Where(e => e.ContractCode == f.STKCODE_)
                                 .Select(n => new
                                 {
                                     n.Strike,
                                     n.OptionType,
                                     n.ContractSize
                                 }).FirstOrDefault();
                    if (option == null)
                    {
                        return "没有找到场内期权合约信息";
                    }

                    var pnl = singlePrice - option.Strike;

                    if (!ConsGlobal.CallPut.IsCall(option.OptionType))
                    {
                        pnl = -pnl;
                    }

                    if (pnl < 1e-6)
                    {
                        pnl = 0;
                        singlePrice = 0;
                    }
                    else
                    {
                        var volume = lots * (option.ContractSize < 1 ? 1 : option.ContractSize);
                        singlePrice = pnl / volume;
                    }

                    req.TradePrice = singlePrice;
                }

                var reqList = new List<string> {
                    req.TradeNumber,
                    f.DATE_ + req.TradeNumber
                };

                if (req.TradeNumber.StartsWith("0"))
                {
                    reqList.Add(req.TradeNumber.TrimStart('0'));
                }

                //20220415:金仕达接口给的商品期货数据，如果是来源于场内期权行权产生的，则会和场内期权交易编号一致

                var query = from x in db.ExchangeTrade
                            where x.TradeDate == req.TradeDate
                            && x.TradeType == req.TradeType
                            && reqList.Contains(x.TradeNumber)
                            select x.TradeNumber;

                var resultList = query.ToArray();

                if (resultList.Any() && !resultList.Contains(req.TradeNumber, StringComparer.OrdinalIgnoreCase))
                {
                    if (resultList.Contains(reqList[1], StringComparer.OrdinalIgnoreCase))
                    {
                        req.TradeNumber = reqList[1];
                    }
                    else if (reqList.Count > 2 && resultList.Contains(reqList[2], StringComparer.OrdinalIgnoreCase))
                    {
                        req.TradeNumber = reqList[2];
                    }
                }
            }

            new ExchangeTradeSyncApiService(new OptUserInfo(0, "金仕达", OptUserFrom.System)).Save(req,"下单同步");

            return "成功";
        }

        //转换交易所编号
        private static string ConvertMarket(string market_code, out bool isStockMarket)
        {
            isStockMarket = false;

            switch (market_code)
            {
                case "1"://上交所
                    isStockMarket = true;
                    return "SH";

                case "2"://深交所
                    isStockMarket = true;
                    return "SZ";

                case "3"://中金所
                    return "CFFEX";

                case "4"://上期所
                    return "SHFE";

                case "5": //郑商所
                    return "CZCE";

                case "6"://大商所
                    return "DCE";

                case "7": //上海黄金交易所
                    return "SGE";

                case "8"://能源期货交易所
                    return "INE";

                default: return string.Empty;
            }
        }
    }

    /// <summary>
    /// 金仕达接口数据回应
    /// </summary>
    public class JinshidaEodTradeResponse
    {
        public int pageNo { get; set; }

        public int pageSize { get; set; }

        public int totalCount { get; set; }

        public IEnumerable<JinshidaEodTradeFields> rows { get; set; }
    }

    /// <summary>
    /// 
    /// </summary>
    public class JinshidaEodTradeFields
    {
        /// <summary>
        /// 日期
        /// </summary>
        public string DATE_ { get; set; }

        /// <summary>
        /// 流水号
        /// </summary>
        public string SERIALID_ { get; set; }

        /// <summary>
        /// 资产账户编号
        /// </summary>
        public string FUNDID_ { get; set; }

        /// <summary>
        /// 资产单元编号
        /// </summary>
        public string CELLID_ { get; set; }

        /// <summary>
        /// 投资组合代号
        /// </summary>
        public string PROFLID_ { get; set; }

        /// <summary>
        /// 席位号
        /// </summary>
        public string SEATID_ { get; set; }

        /// <summary>
        /// 交易编码
        /// </summary>
        public string HOLDERACC_ { get; set; }

        /// <summary>
        /// 市场代码
        /// </summary>
        public string MKCODE_ { get; set; }

        /// <summary>
        /// 品种合约
        /// </summary>
        public string STKCODE_ { get; set; }

        /// <summary>
        /// 品种名称
        /// </summary>
        public string STKNAME_ { get; set; }

        /// <summary>
        /// 证券类型 [601-焦煤商品合约,626-沥青商品合约,631-动力煤商品合约,636-铁矿石商品合约,643-鸡蛋商品合约,309-新基金认购,652-动力煤商品合约,700-个股期权,701-豆粕期权,702-白糖期权,703-铜期权,704-沪深300股指期权,430-质押码,639-聚丙烯商品合约,640-胶合板商品合约]
        /// </summary>
        public string STKTP_ { get; set; }

        /// <summary>
        /// 投机套保标志 [投保标记-！,投机-0 ,保值(备兑)-1,套利-2] 
        /// </summary>
        public string HEDGINGFLAG_ { get; set; }

        /// <summary>
        /// 业务类型[1-期货买卖,4201-基金收益,4021-红股登记,4175-净值归一拆分子基金,4176-净值归一合并母基金,4177-净值归一合并子基金,2-资金划入,3-资金划出,4-证券划入,5-证券划出,6- 手动资金冻结,4002-证券买入,2054-支票调出,2052-现金调出,4 036-ETF申购]
        /// </summary>
        public string YWLX_ { get; set; }

        /// <summary>
        /// 开平类型[!-开平标记,0-开仓,1-平仓,2-平今,3-空]
        /// </summary>
        public string KPTP_ { get; set; }

        /// <summary>
        /// 买卖类型[!-买卖标记,0-买,1-卖,6-转托管] 
        /// </summary>
        public string BSTP_ { get; set; }

        /// <summary>
        /// 成交量
        /// </summary>
        public string FSSL_ { get; set; }

        /// <summary>
        /// 成交价
        /// </summary>
        public string FSJG_ { get; set; }

        /// <summary>
        /// 成交金额
        /// </summary>
        public string FSJE_ { get; set; }

        /// <summary>
        /// 成交时间
        /// </summary>
        public string CJTIME_ { get; set; }

        /// <summary>
        /// 手续费
        /// </summary>
        public string FEE_ { get; set; }

        /// <summary>
        /// 手续费1
        /// </summary>
        public string FEE1_ { get; set; }

        /// <summary>
        /// 手续费2
        /// </summary>
        public string FEE2_ { get; set; }

        /// <summary>
        /// 成交流水号
        /// </summary>
        public string DONENO_ { get; set; }

        ///// <summary>
        ///// 平仓盈亏（逐日盯市）
        ///// </summary>
        //public string SDPROFIT_ { get; set; }

        /// <summary>
        /// 平仓盈亏（逐笔对冲）
        /// </summary>
        public string SSPROFIT_ { get; set; }

        ///// <summary>
        ///// 交割配对盈亏
        ///// </summary>
        //public string JGPDYK_ { get; set; }

        ///// <summary>
        ///// 开仓日期
        ///// </summary>
        //public string KC_DATE_ { get; set; }

        ///// <summary>
        ///// 开仓流水号
        ///// </summary>
        //public string KC_SERIALID_ { get; set; }

        ///// <summary>
        ///// 开仓成交流水号
        ///// </summary>
        //public string KC_DONENO_ { get; set; }

        ///// <summary>
        ///// 开仓价
        ///// </summary>
        //public string KC_PRICE_ { get; set; }

        ///// <summary>
        ///// 昨日结算
        ///// </summary>
        //public string ZRJS_ { get; set; }

        ///// <summary>
        ///// 今日结算
        ///// </summary>
        //public string JRJS_ { get; set; }

        ///// <summary>
        ///// 组合证券代码
        ///// </summary>
        //public string VARICODE_ { get; set; }

        ///// <summary>
        ///// 权利金
        ///// </summary>
        //public string QLJ_ { get; set; }

        ///// <summary>
        ///// 开仓权利金
        ///// </summary>
        //public string KCQLJ_ { get; set; }

        public string SaveResult { get; set; }
    }
}