MTP20_IF/models/tradexx.go

/**
* @Author: zou.yingbin
* @Create  : 2021/8/13 10:04
* @Modify  : 2021/8/13 10:04
 */

package models

import (
	"mtp2_if/db"
	"mtp2_if/mtpcache"
	"mtp2_if/utils"
)

// TradeGoodsEx 交易商品相关字段
type TradeGoodsEx struct {
	GOODSNAME       string  `json:"goodsname"  xorm:"'GOODSNAME'"`             // 商品名称
	GOODSCODE       string  `json:"goodscode"  xorm:"'GOODSCODE'"`             // 商品代码
	DECIMALPLACE    int     `json:"decimalplace"  xorm:"'DECIMALPLACE'"`       // 商品价格小数位
	QTYDECIMALPLACE int     `json:"qtydecimalplace"  xorm:"'QTYDECIMALPLACE'"` // 商品成交量小数位
	AGREEUNIT       float64 `json:"agreeunit"  xorm:"'AGREEUNIT'"`             // 合约乘数
	MARKETID        int32   `json:"marketid"  xorm:"'MARKETID'"`               // 市场id
	MARKETNAME      string  `json:"marketname"  xorm:"'MARKETNAME'"`           // 市场名称
	GOODUNITID      int32   `json:"goodunitid"  xorm:"'GOODUNITID'"`           // 商品单位id
	CURRENCYID      int32   `json:"currencyid"  xorm:"'CURRENCYID'"`           // 商品币种id
	CURRENCYNAME    string  `json:"currencyname"  xorm:"'CURRENCYNAME'"`       // 币种名称
	ENUMDICNAME     string  `json:"enumdicname"  xorm:"'ENUMDICNAME'"`         // 商品单位名称
	TRADEMODE       int32   `json:"trademode"  xorm:"'TRADEMODE'"`             // 交易模式 - 10:做市 13:竞价 15:通道交易 16:挂牌点选 17:仓单贸易 18:期权 19:竞拍-降价式 20:竞拍-竞价式 21:竞拍-大宗式 22:受托竞价
}

// TradeAccountEx 交易账户相关字段
type TradeAccountEx struct {
	TANAME    string `json:"taname"  xorm:"'TANAME'"`       // 资金账号名称
	USERID    int64  `json:"userid"  xorm:"'USERID'"`       // 用户id
	USERNAME  string `json:"username"  xorm:"'USERNAME'"`   // 用户名称
	LOGINID   string `json:"loginid"  xorm:"'LOGINID'"`     // 登录id
	LOGINCODE string `json:"logincode"  xorm:"'LOGINCODE'"` // 登录代码
	LOGINNAME string `json:"loginname"  xorm:"'LOGINNAME'"` // 登录名称
}

// TradePosition 持仓汇总
type TradePosition struct {
	ACCOUNTID      int64    `json:"accountid"  xorm:"'ACCOUNTID'"`           // 账户id
	GOODSID        int32    `json:"goodsid"  xorm:"'GOODSID'"`               // 商品id
	HOLDERTYPE     int32    `json:"holdertype"  xorm:"'HOLDERTYPE'"`         // 持仓类别 - 1:单边持仓 2:双边持仓
	TRADEPROPERTY  int32    `json:"tradeproperty"  xorm:"'TRADEPROPERTY'"`   // 交易属性
	BUYORSELL      int32    `json:"buyorsell"  xorm:"'BUYORSELL'"`           // 买卖方向 0-买 1-卖
	USEDMARGIN     SFLOAT64 `json:"usedmargin"  xorm:"'USEDMARGIN'"`         // 占用保证金
	ORIQTY         SFLOAT64 `json:"oriqty"  xorm:"'ORIQTY'"`                 // 期初持仓数量
	QTY            SFLOAT64 `json:"qty"  xorm:"'QTY'"`                       // 持仓数量
	FROZENQTY      SFLOAT64 `json:"frozenqty"  xorm:"'FROZENQTY'"`           // 冻结数量
	OTHERFROZENQTY SFLOAT64 `json:"otherfrozenqty"  xorm:"'OTHERFROZENQTY'"` // 其它冻结数量
	CUROPENQTY     SFLOAT64 `json:"curopenqty"  xorm:"'CUROPENQTY'"`         // 今日开仓数量
	CURCLOSEQTY    SFLOAT64 `json:"curcloseqty"  xorm:"'CURCLOSEQTY'"`       // 今日平仓数量
	ORIAMOUNT      SFLOAT64 `json:"oriamount"  xorm:"'ORIAMOUNT'"`           // 期初持仓金额
	AMOUNT         SFLOAT64 `json:"amount"  xorm:"'AMOUNT'"`                 // 持仓金额
	TradeGoodsEx   `xorm:"extends"`
	TradeAccountEx `xorm:"extends"`

	HOLDERPRICE SFLOAT64 `json:"holderprice"` // 持仓均价 = 持仓金额 / 持仓数量 / 合约剩数 保留3位小数
	LASTPRICE   SFLOAT64 `json:"lastprice"`   // 最新价 从盘面上获取
	POSTIONPL   SFLOAT64 `json:"postionpl"`   // 持仓盈亏(浮动盈亏)
}

func (r *TradePosition) calc() {
	fNegativePower10 := func(n int, vl ...*SFLOAT64) {
		for i := range vl {
			vl[i].Power10(n * -1)
		}
	}
	// 数量 按成交量小数位缩小
	fNegativePower10(r.QTYDECIMALPLACE, &r.ORIQTY, &r.QTY, &r.FROZENQTY,
		&r.OTHERFROZENQTY, &r.CUROPENQTY, &r.CURCLOSEQTY)
	if r.AGREEUNIT > 1e-8 {
		r.HOLDERPRICE = r.AMOUNT / r.QTY / SFLOAT64(r.AGREEUNIT)
		r.HOLDERPRICE.Round(3)
	}
	if d, ok := mtpcache.GetQuotePrice(r.GOODSCODE); ok {
		r.LASTPRICE.SetByInt64(d, r.DECIMALPLACE)
		r.POSTIONPL = (r.LASTPRICE - r.HOLDERPRICE) * r.QTY * SFLOAT64(r.AGREEUNIT)
		r.POSTIONPL.Round(2)
	}
}

func (r *TradePosition) buildSql() string {
	var sqlId utils.SQLVal = "with gtmp as" +
		" (select g.goodsid," +
		"         g.goodsname," +
		"         g.goodscode," +
		"         g.decimalplace," +
		"         g.qtydecimalplace," +
		"         g.agreeunit," +
		"         g.marketid," +
		"         g.goodunitid," +
		"         g.currencyid," +
		"         e.enumdicname," +
		"         e2.enumdicname currencyname," +
		"         m.marketname," +
		"         m.trademode" +
		"    from goods g" +
		"    left join enumdicitem e" +
		"      on g.goodunitid = e.enumitemname" +
		"     and e.enumdiccode = 'goodsunit'" +
		"    left join enumdicitem e2" +
		"      on g.currencyid = e2.enumitemname" +
		"     and e2.enumdiccode = 'currency'" +
		"    left join market m" +
		"      on g.marketid = m.marketid)," +
		"utmp as" +
		" (select ta.accountid," +
		"         ta.accountname taname," +
		"         u.userid," +
		"         u.accountname  username," +
		"         a.loginid," +
		"         b.logincode," +
		"         b.accountname  loginname" +
		"    from taaccount ta" +
		"    left join logintaaccount a" +
		"      on ta.accountid = a.accountid" +
		"    left join loginaccount b" +
		"      on a.loginid = b.loginid" +
		"    left join useraccount u" +
		"      on ta.relateduserid = u.userid)" +
		"select k.*, t1.*, t2.*" +
		"  from (select t.accountid," +
		"               t.goodsid," +
		"               t.holdertype," +
		"               t.usedmargin," +
		"               t.tradeproperty," +
		"               0                    as buyorsell," +
		"               t.buypositionqty     as oriqty," +
		"               t.buyholderamount    as oriamount," +
		"               t.buycurpositionqty  as qty," +
		"               t.buycurholderamount as amount," +
		"               t.buyfrozenqty       as frozenqty," +
		"               t.buyotherfrozenqty  as otherfrozenqty," +
		"               t.buyopentotalqty    curopenqty," +
		"               t.buyclosetotalqty   curcloseqty" +
		"          from tradeposition t" +
		"         where t.buycurpositionqty > 0" +
		"        union all" +
		"        select t.accountid," +
		"               t.goodsid," +
		"               t.holdertype," +
		"               t.usedmargin," +
		"               t.tradeproperty," +
		"               1                     as buyorsell," +
		"               t.sellpositionqty     as oriqty," +
		"               t.sellholderamount    as oriamount," +
		"               t.sellcurpositionqty  as qty," +
		"               t.sellcurholderamount as amount," +
		"               t.sellfrozenqty       as frozenqty," +
		"               t.sellotherfrozenqty  as otherfrozenqty," +
		"               t.sellopentotalqty    as curopenqty," +
		"               t.sellclosetotalqty   as curcloseqty" +
		"          from tradeposition t" +
		"         where t.sellcurpositionqty > 0) k" +
		"  left join gtmp t1" +
		"    on k.goodsid = t1.goodsid" +
		"  left join utmp t2" +
		"    on k.accountid = t2.accountid" +
		"  where 1=1"

	return sqlId.String()
}

// GetDataEx 获取持仓汇总
func (r *TradePosition) GetDataEx() (interface{}, error) {
	sData := make([]TradePosition, 0)
	err := db.GetEngine().SQL(r.buildSql()).Find(&sData)
	for i := range sData {
		sData[i].calc()
	}
	return sData, err
}