dev 5

go-client/apps/trend/logic/order.go

@@ -0,0 +1,154 @@
+package logic
+
+import (
+	"context"
+	"crypto/rand"
+	"encoding/hex"
+	"fmt"
+	"slices"
+	"strconv"
+	"strings"
+	"sync"
+	"time"
+
+	"big-qmt/go-client/sdk"
+)
+
+var (
+	STOCK_DIRECTION = 48
+	STOCK_SIDE_BUY  = 48
+	STOCK_SIDE_SELL = 49
+	OffsetFlag      = map[string]string{"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}
+	OrderTimeout    = 5 * time.Minute
+
+	OrderBook *Books
+)
+
+type OrderItem struct {
+	ID        string
+	Code      string
+	Side      string
+	Remark    string
+	Status    string
+	CreatedAt time.Time
+	Volume    int
+}
+
+type Books struct {
+	mu    sync.Mutex
+	Data  map[string]*OrderItem
+	Index []string
+}
+
+func NewOrderBook() {
+	OrderBook = &Books{Data: make(map[string]*OrderItem), Index: make([]string, 0)}
+}
+
+func NewOrderID(leg string) string {
+	var random [6]byte
+	_, _ = rand.Read(random[:])
+	tag := fmt.Sprintf("zt-%s-%s", leg, hex.EncodeToString(random[:]))
+	if len(tag) > 24 {
+		return tag[:24]
+	}
+	return tag
+}
+
+func (o *Books) IsLock(side, code string) bool {
+	o.mu.Lock()
+	defer o.mu.Unlock()
+
+	keyStr := fmt.Sprintf("%s-%s", side, code)
+	return slices.Contains(o.Index, keyStr)
+}
+
+func (o *Books) Refresh(client *sdk.Client) error {
+	o.mu.Lock()
+	defer o.mu.Unlock()
+	raw, err := client.TradeDetailData(context.Background(), "order")
+	if err != nil {
+		return err
+	}
+	var idx []string
+	orders := make(map[string]*OrderItem)
+	for _, row := range raw {
+		keyStr, item := parseOrder(row)
+		orders[keyStr] = item
+		idx = append(idx, keyStr)
+	}
+	o.Data = orders
+	o.Index = idx
+	return nil
+}
+
+func (o *Books) CancelExpired(client *sdk.Client) error {
+	ctx := context.Background()
+	err := o.Refresh(client)
+	if err != nil {
+		return fmt.Errorf("[委托] 查询失败: %v", err)
+	}
+	for _, order := range o.Data {
+		if order.CreatedAt.IsZero() || time.Since(order.CreatedAt) <= OrderTimeout {
+			continue
+		}
+		if order.ID != "" {
+			rs, err := client.CanCancelOrder(ctx, order.ID)
+			if err != nil {
+				logf("ERROR", "[委托] 撤销失败：%v", err)
+				continue
+			} else {
+				logf("INFO", "[委托] 撤销成功：%v", rs)
+			}
+		}
+	}
+	return nil
+}
+
+func (o *Books) Place(client *sdk.Client, op int, code string, volume int, sn string) bool {
+	if _, err := client.PassorderLatestTagged(context.Background(), op, code, volume, sn); err != nil {
+		logf("ERROR", "[委托] %s 下单失败: %v", code, err)
+		return false
+	}
+
+	o.mu.Lock()
+	defer o.mu.Unlock()
+
+	keyStr := fmt.Sprintf("%s-%s", OffsetFlag[strconv.Itoa(op)], code)
+	o.Index = append(o.Index, keyStr)
+
+	logf("INFO", "[委托] 下单已提交 %d %s %d股", op, code, volume)
+	return true
+}
+
+func parseOrder(row map[string]string) (string, *OrderItem) {
+	left, _ := strconv.Atoi(row["m_nVolumeTotal"])
+	traded, _ := strconv.Atoi(row["m_nVolumeTraded"])
+	volume := left + traded
+
+	item := &OrderItem{
+		ID:        row["m_strOrderSysID"],
+		Code:      row["m_strInstrumentID"],
+		Side:      OffsetFlag[row["m_nOffsetFlag"]],
+		Remark:    row["m_strRemark"],
+		Status:    row["m_nOrderStatus"],
+		Volume:    volume,
+		CreatedAt: time.Unix(parseTimestamp(row), 0),
+	}
+	keyStr := fmt.Sprintf("%s-%s", item.Side, item.Code)
+	return keyStr, item
+}
+
+func parseTimestamp(row map[string]string) int64 {
+	ts, _ := strconv.ParseInt(row["m_nOrderTime"], 10, 64)
+	if ts > 1e11 {
+		return ts / 1000
+	}
+	if ts > 0 {
+		return ts
+	}
+	date := row["m_strInsertDate"]
+	clock := strings.ReplaceAll(row["m_strInsertTime"], ":", "")
+	clock = strings.Repeat("0", max(0, 6-len(clock))) + clock
+	t, _ := time.ParseInLocation("20060102150405", date+clock, time.Local)
+	return t.Unix()
+}