MTP20_IF/models/tradexx.go

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

package models

import (
	"fmt"
	"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 46:掉期
	REFGOODSID      int64   `json:"refgoodsid"  xorm:"'REFGOODSID'"`           // 标的合约id
	REFGOODSCODE    string  `json:"refgoodscode"  xorm:"'REFGOODSCODE'"`       // 标的合约代码
}

// 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'" form:"userid"` // 用户id
	USERNAME string `json:"username"  xorm:"'USERNAME'"`           // 用户名称
}

// 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
    from taaccount ta
    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
}

// TradeHolderDetail 持仓明细
type TradeHolderDetail struct {
	TRADEID             string   `json:"tradeid"  xorm:"TRADEID" form:"tradeid"`          // 成交单号(101+Unix秒时间戳(10位)+2位(MarketServiceID)+xxxx)
	TRADEDATE           string   `json:"tradedate"  xorm:"TRADEDATE" form:"tradedate"`    // 交易日(yyyyMMdd)
	MARKETID            int32    `json:"marketid"  xorm:"MARKETID" form:"marketid"`       // 市场ID
	GOODSID             int32    `json:"goodsid"  xorm:"GOODSID" form:"goodsid"`          // 商品ID
	ACCOUNTID           int64    `json:"accountid"  xorm:"ACCOUNTID" form:"accountid"`    // 账号ID
	BUYORSELL           int32    `json:"buyorsell"  xorm:"BUYORSELL"`                     // 方向 - 0:买 1:卖
	OPENQTY             SFLOAT64 `json:"openqty"  xorm:"OPENQTY"`                         // 建仓数量
	HOLDERQTY           SFLOAT64 `json:"holderqty"  xorm:"HOLDERQTY"`                     // 持仓数量
	FREEZEQTY           SFLOAT64 `json:"freezeqty"  xorm:"FREEZEQTY"`                     // 冻结数量
	OPENPRICE           float64  `json:"openprice"  xorm:"OPENPRICE"`                     // 建仓价格
	HOLDERPRICE         float64  `json:"holderprice"  xorm:"HOLDERPRICE"`                 // 持仓价格
	TRADEAMOUNT         float64  `json:"tradeamount"  xorm:"TRADEAMOUNT"`                 // 成交金额
	HOLDERAMOUNT        float64  `json:"holderamount"  xorm:"HOLDERAMOUNT"`               // 持仓金额
	RELEASEAMOUNT       float64  `json:"releaseamount"  xorm:"RELEASEAMOUNT"`             // 释放持仓金额
	HOLDERDAYS          int32    `json:"holderdays"  xorm:"HOLDERDAYS"`                   // 剩余冻结天数
	TRADETIME           string   `json:"tradetime"  xorm:"TRADETIME"`                     // 交易时间
	TRADEPROPERTY       int32    `json:"tradeproperty"  xorm:"TRADEPROPERTY"`             // 交易属性
	OPTIONTYPE          int32    `json:"optiontype"  xorm:"OPTIONTYPE"`                   // 期权类型 - 1:认购(看涨) 2:认沽(看跌)
	PREMIUM             float64  `json:"premium"  xorm:"PREMIUM"`                         // 权利金
	EXPIRETYPE          int32    `json:"expiretype"  xorm:"EXPIRETYPE"`                   // 行权日类型 - 1:滚动行权 2:固定日行权
	EXPIRECYCLE         int32    `json:"expirecycle"  xorm:"EXPIRECYCLE"`                 // 行权周期(天) -  1:滚动行权时填写
	EXPIREDATE          string   `json:"expiredate"  xorm:"EXPIREDATE" form:"expiredate"` // 行权日(yyyyMMdd) - 到期日
	ISPREEXERCISE       int32    `json:"ispreexercise"  xorm:"ISPREEXERCISE"`             // 是否预申报- 0:否 1:是 2:不可行权
	PREEXERCISEPRICE    float64  `json:"preexerciseprice"  xorm:"PREEXERCISEPRICE"`       // 预申报价格
	ISCONFIRMEXERCISE   int32    `json:"isconfirmexercise"  xorm:"ISCONFIRMEXERCISE"`     // 是否确认行权- 0:否 1:是
	HOLDERCREDIT        float64  `json:"holdercredit"  xorm:"HOLDERCREDIT"`               // 持仓授信金额
	RELEASEHOLDERCREDIT float64  `json:"releaseholdercredit"  xorm:"RELEASEHOLDERCREDIT"` // 释放持仓授信金额
	TradeGoodsEx        `xorm:"extends"`
	TradeAccountEx      `xorm:"extends"`

	FtAccountIDs string `json:"-" form:"accids"`     // 资金账号,逗号隔开
	FtTradeMode  string `json:"-" form:"trademodes"` // 交易模式筛选, 逗号隔开
	FtMarketIDs  string `json:"-" form:"marketids"`  // 市场id, 逗号隔开
}

func (r *TradeHolderDetail) calc() {
	if r.QTYDECIMALPLACE != 0 {
		r.OPENQTY.Power10(r.QTYDECIMALPLACE * -1)
		r.HOLDERQTY.Power10(r.QTYDECIMALPLACE * -1)
		r.FREEZEQTY.Power10(r.QTYDECIMALPLACE * -1)
	}
}

func (r *TradeHolderDetail) 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,
         g.refgoodsid,
         g.refgoodscode,
         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
    from taaccount ta
    left join useraccount u
      on ta.relateduserid = u.userid)
SELECT to_char(t.TRADEID) TRADEID,
       t.TRADEDATE,
       t.MARKETID,
       t.GOODSID,
       t.ACCOUNTID,
       t.BUYORSELL,
       t.OPENQTY,
       t.HOLDERQTY,
       t.FREEZEQTY,
       t.OPENPRICE,
       t.HOLDERPRICE,
       t.TRADEAMOUNT,
       t.HOLDERAMOUNT,
       t.RELEASEAMOUNT,
       t.HOLDERDAYS,
       to_char(t.TRADETIME, 'yyyy-mm-dd hh24:mi:ss') TRADETIME,
       t.TRADEPROPERTY,
       t.OPTIONTYPE,
       t.PREMIUM,
       t.EXPIRETYPE,
       t.EXPIRECYCLE,
       t.EXPIREDATE,
       t.ISPREEXERCISE,
       t.PREEXERCISEPRICE,
       t.ISCONFIRMEXERCISE,
       t.HOLDERCREDIT,
       t.RELEASEHOLDERCREDIT,
       gtmp.*,
       utmp.*
  FROM TRADE_HOLDERDETAIL t
  LEFT JOIN gtmp on t.goodsid=gtmp.goodsid
  LEFT JOIN utmp on t.accountid=utmp.accountid
 WHERE 1 = 1 and t.HOLDERQTY > 0
`

	sqlId.AndEx("utmp.userid", r.USERID, r.USERID > 0)
	sqlId.AndEx("t.goodsid", r.GOODSID, r.GOODSID > 0)
	sqlId.JoinEx(r.FtTradeMode != "", fmt.Sprintf(" and gtmp.trademode in(%v)", r.FtTradeMode))
	sqlId.JoinEx(r.FtMarketIDs != "", fmt.Sprintf(" and gtmp.marketid in(%v)", r.FtMarketIDs))
	sqlId.JoinEx(r.FtAccountIDs != "", fmt.Sprintf(" and t.accountid in(%v)", r.FtAccountIDs))

	return sqlId.String()
}

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