package ermcp import ( "mtp2_if/global/app" "mtp2_if/global/e" "mtp2_if/logger" "mtp2_if/models" "mtp2_if/utils" "net/http" "github.com/gin-gonic/gin" ) // QueryErmcpTradePositionReq 获取企业风管期货持仓头寸信息请求参数 type QueryErmcpTradePositionReq struct { AccountID int `form:"accountID" binding:"required"` MarketID int `form:"marketID"` } // QueryErmcpTradePositionRsp 获取企业风管期货持仓头寸信息返回模型 type QueryErmcpTradePositionRsp struct { Goodsname string `json:"goodsname"` // 商品名称 BuyOrSell int64 `json:"buyorsell"` // 方向 - 0:买 1:卖 EnableQTY int64 `json:"enableqty"` // 可用量(总仓可用) CurPositionQTY int64 `json:"curpositionqty"` // 当前持仓总数量(总仓数量) Last float64 `json:"last"` // 现价 CurHolderAmount float64 `json:"curholderamount" ` // 当前持仓总金额[商品币种] PositionPL float64 `json:"positionpl"` // 持仓盈亏 PositionPLRate float64 `json:"positionplrate"` // 持仓盈亏率 CurTDPosition int64 `json:"curtdposition"` // 期末今日头寸(今仓数量) CurTDPositionEnabled int64 `json:"curtdpositionenabled"` // 今仓可用 AveragePrice float64 `json:"averageprice"` // 持仓均价 UsedMargin float64 `json:"usedmargin"` // 占用保证金[商品币种] ExExehangeName string `json:"exexchangename"` // 外部交易所名称 Goodsid int64 `json:"goodsid"` // 商品ID(自增ID SEQ_GOODS) Goodscode string `json:"goodscode"` // 商品代码(内部) Outgoodscode string `json:"outgoodscode"` // 商品代码(外部) Agreeunit float64 `json:"agreeunit"` // 合约单位 Decimalplace int64 `json:"decimalplace"` // 报价小数位 Marketid int64 `json:"marketid"` // 所属市场ID } // QueryErmcpTradePosition 获取企业风管期货持仓头寸信息 // @Summary 获取企业风管期货持仓头寸信息 // @Produce json // @Security ApiKeyAuth // @Param accountID query int true "资金账户ID" // @Param marketID query int false "所属市场ID" // @Success 200 {object} QueryErmcpTradePositionRsp // @Failure 500 {object} app.Response // @Router /Ermcp/QueryErmcpTradePosition [get] // @Tags 企业风险管理(app) func QueryErmcpTradePosition(c *gin.Context) { appG := app.Gin{C: c} // 获取请求参数 var req QueryErmcpTradePositionReq if err := appG.C.ShouldBindQuery(&req); err != nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil) return } rsp := make([]QueryErmcpTradePositionRsp, 0) // 获取资金账户信息 taAccount, err := models.GetTaAccountByID(req.AccountID) if err != nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil) return } if taAccount == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil) return } // 母账户要从HEDGE_OUTTRADEPOSITION表查询持仓头寸(未生成内部头寸);子账户从TRADEPOSITION表获持仓头寸 if taAccount.Ismain == 1 { // 母账户 hedgeOutTradePositions, err := models.GetHedgeOutTradePositions(req.AccountID, req.MarketID) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil) return } // 分解买卖方向的头寸 for _, v := range hedgeOutTradePositions { // 分解买卖方向的头寸 if v.Curbuyposition > 0 { // 买方向 item := QueryErmcpTradePositionRsp{ BuyOrSell: 0, EnableQTY: v.Curbuyposition - v.Fretdbuyposition - v.Freydbuyposition, // 买可用 = 期末买头寸 - 冻结今日买头寸 - 冻结上日买头寸 CurPositionQTY: v.Curbuyposition, CurHolderAmount: 0, // FIXME: - 缺少数据? CurTDPosition: v.Curtdbuyposition, CurTDPositionEnabled: v.Curtdbuyposition - v.Fretdbuyposition, // 今仓买可用 = 期末今日买头寸 - 冻结今日买头寸 UsedMargin: 0, // FIXME: - 缺少数据? Goodsid: v.Hedgegoodsid, Marketid: int64(v.Marketid), } // 获取对应商品信息 goods, err := models.GetGoods(int(v.Hedgegoodsid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil) return } if goods == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil) return } item.Goodscode = goods.Goodscode item.Outgoodscode = goods.Outgoodscode item.Goodsname = goods.Goodsname item.Agreeunit = goods.Agreeunit // 获取对应外部交易所名称 exchange, err := models.GetExternalexchangeByGoodsGroupID(int(goods.Goodsgroupid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_EXEXCHANGE_FAILED, nil) return } if exchange == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_EXEXCHANGE_FAILED, nil) return } item.ExExehangeName = exchange.Exchangefullname // 获取对应商品盘面信息 quoteDays, err := models.GetQuoteDays("'" + goods.Outgoodscode + "'") if err != nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_QUOTE_FAILED, nil) return } if len(quoteDays) > 0 { if quoteDays[0].Last != 0 { item.Last = utils.IntToFloat64(int(quoteDays[0].Last), int(goods.Decimalplace)) } // 没有现价则尝试用昨结 if item.Last == 0 && quoteDays[0].Presettle != 0 { item.Last = utils.IntToFloat64(int(quoteDays[0].Presettle), int(goods.Decimalplace)) } } // FIXME: - 目前外部持仓头寸表里没有相关金额的字段,等相关服务处理 rsp = append(rsp, item) } if v.Cursellposition > 0 { // 卖方向 item := QueryErmcpTradePositionRsp{ BuyOrSell: 1, EnableQTY: v.Cursellposition - v.Fretdsellposition - v.Freydsellposition, CurPositionQTY: v.Cursellposition, CurHolderAmount: 0, // FIXME: - 缺少数据? CurTDPosition: v.Curtdsellposition, CurTDPositionEnabled: v.Curtdsellposition - v.Fretdsellposition, UsedMargin: 0, // FIXME: - 缺少数据? Goodsid: v.Hedgegoodsid, Marketid: int64(v.Marketid), } // 获取对应商品信息 goods, err := models.GetGoods(int(v.Hedgegoodsid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil) return } if goods == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil) return } item.Goodscode = goods.Goodscode item.Outgoodscode = goods.Outgoodscode item.Goodsname = goods.Goodsname item.Agreeunit = goods.Agreeunit // 获取对应外部交易所名称 exchange, err := models.GetExternalexchangeByGoodsGroupID(int(goods.Goodsgroupid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_EXEXCHANGE_FAILED, nil) return } if exchange == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_EXEXCHANGE_FAILED, nil) return } item.ExExehangeName = exchange.Exchangefullname // 获取对应商品盘面信息 quoteDays, err := models.GetQuoteDays("'" + goods.Outgoodscode + "'") if err != nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_QUOTE_FAILED, nil) return } if len(quoteDays) > 0 { if quoteDays[0].Last != 0 { item.Last = utils.IntToFloat64(int(quoteDays[0].Last), int(goods.Decimalplace)) } // 没有现价则尝试用昨结 if item.Last == 0 && quoteDays[0].Presettle != 0 { item.Last = utils.IntToFloat64(int(quoteDays[0].Presettle), int(goods.Decimalplace)) } } // FIXME: - 目前外部持仓头寸表里没有相关金额的字段,等相关服务处理 rsp = append(rsp, item) } } } else { // 子账户 tradePositions, err := models.GetTradePositions(req.AccountID, req.MarketID) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil) return } // 分解买卖方向的头寸 for _, v := range tradePositions { if v.Buycurpositionqty > 0 { // 买方向 item := QueryErmcpTradePositionRsp{ BuyOrSell: 0, EnableQTY: v.Buycurpositionqty - v.Buyfrozenqty, // 买可用 = 买当前持仓总数量 - 买持仓冻结数量 CurPositionQTY: v.Buycurpositionqty, CurHolderAmount: v.Buycurholderamount, CurTDPosition: v.Buycurtdposition, CurTDPositionEnabled: v.Buycurtdposition - v.Buyfretdposition, // 今仓买可用 = 买期末今日头寸 - 买冻结今日头寸 UsedMargin: v.Usedmargin, Goodsid: int64(v.Goodsid), } // 获取对应市场信息 market, err := models.GetMarketByGoodsID(int(v.Goodsid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil) return } if market == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil) return } item.Marketid = int64(market.Marketid) // 获取对应商品信息 goods, err := models.GetGoods(int(v.Goodsid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil) return } if goods == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil) return } item.Goodscode = goods.Goodscode item.Outgoodscode = goods.Outgoodscode item.Goodsname = goods.Goodsname item.Agreeunit = goods.Agreeunit // 获取对应外部交易所名称 exchange, err := models.GetExternalexchangeByGoodsGroupID(int(goods.Goodsgroupid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_EXEXCHANGE_FAILED, nil) return } if exchange == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_EXEXCHANGE_FAILED, nil) return } item.ExExehangeName = exchange.Exchangefullname // 获取对应商品盘面信息 quoteDays, err := models.GetQuoteDays("'" + goods.Outgoodscode + "'") if err != nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_QUOTE_FAILED, nil) return } if len(quoteDays) > 0 { if quoteDays[0].Last != 0 { item.Last = utils.IntToFloat64(int(quoteDays[0].Last), int(goods.Decimalplace)) } // 没有现价则尝试用昨结 if item.Last == 0 && quoteDays[0].Presettle != 0 { item.Last = utils.IntToFloat64(int(quoteDays[0].Presettle), int(goods.Decimalplace)) } } // 计算持仓均价 = 买当前持仓总金额 / 买当前持仓总数量 / 合约单位 item.AveragePrice = v.Buycurholderamount / float64(v.Buycurpositionqty) / goods.Agreeunit // 计算持仓盈亏:买方向持仓盈亏 = (最新价 - 持仓价) * 数量 * 合约单位 // 知识点:交易服务在结算后,会按结算价更新持仓单金额,所以持仓均价就是持仓价(结算价) // 知识点:持仓盈亏是今日浮动盈亏,针对结算价进行计算;平仓盈亏是针对建仓价进行计算 // if item.Last == 0 { // item.PositionPL = 0 // } else { // item.PositionPL = (item.Last - item.AveragePrice) * float64(v.Buycurpositionqty) * goods.Agreeunit // } // FIXME: - 与老邓及王旭讨论过后,确认后期头寸相关价格会由交易服务落地,目前暂不进行计算 } if v.Sellcurpositionqty > 0 { // 卖方向 item := QueryErmcpTradePositionRsp{ BuyOrSell: 0, EnableQTY: v.Sellcurpositionqty - v.Sellfrozenqty, CurPositionQTY: v.Sellcurpositionqty, CurHolderAmount: v.Sellcurholderamount, CurTDPosition: v.Sellcurtdposition, CurTDPositionEnabled: v.Sellcurtdposition - v.Sellfretdposition, UsedMargin: v.Usedmargin, Goodsid: int64(v.Goodsid), } // 获取对应市场信息 market, err := models.GetMarketByGoodsID(int(v.Goodsid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil) return } if market == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil) return } item.Marketid = int64(market.Marketid) // 获取对应商品信息 goods, err := models.GetGoods(int(v.Goodsid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil) return } if goods == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_GOODS_FAILED, nil) return } item.Goodscode = goods.Goodscode item.Outgoodscode = goods.Outgoodscode item.Goodsname = goods.Goodsname item.Agreeunit = goods.Agreeunit // 获取对应外部交易所名称 exchange, err := models.GetExternalexchangeByGoodsGroupID(int(goods.Goodsgroupid)) if err != nil { // 查询失败 logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_EXEXCHANGE_FAILED, nil) return } if exchange == nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed") appG.Response(http.StatusBadRequest, e.ERROR_GET_EXEXCHANGE_FAILED, nil) return } item.ExExehangeName = exchange.Exchangefullname // 获取对应商品盘面信息 quoteDays, err := models.GetQuoteDays("'" + goods.Outgoodscode + "'") if err != nil { logger.GetLogger().Errorf("QueryErmcpTradePosition failed: %s", err.Error()) appG.Response(http.StatusBadRequest, e.ERROR_GET_QUOTE_FAILED, nil) return } if len(quoteDays) > 0 { if quoteDays[0].Last != 0 { item.Last = utils.IntToFloat64(int(quoteDays[0].Last), int(goods.Decimalplace)) } // 没有现价则尝试用昨结 if item.Last == 0 && quoteDays[0].Presettle != 0 { item.Last = utils.IntToFloat64(int(quoteDays[0].Presettle), int(goods.Decimalplace)) } } // 计算持仓均价 = 买当前持仓总金额 / 买当前持仓总数量 / 合约单位 item.AveragePrice = v.Buycurholderamount / float64(v.Buycurpositionqty) / goods.Agreeunit // 计算持仓盈亏:卖方向持仓盈亏 = (持仓价 - 最新价) * 数量 * 合约单位 // 知识点:交易服务在结算后,会按结算价更新持仓单金额,所以持仓均价就是持仓价(结算价) // 知识点:持仓盈亏是今日浮动盈亏,针对结算价进行计算;平仓盈亏是针对建仓价进行计算 } } } // 查询成功返回 logger.GetLogger().Debugln("QueryErmcpTradePosition successed: %v", rsp) appG.Response(http.StatusOK, e.SUCCESS, rsp) }