MTP20_IF/controllers/ermcp/qryOrder.go

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)
}