http://jira.mfd.msk:8088/browse/CLS-1017

clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/listener/OrderCurrencyListener.java

@@ -24,7 +24,6 @@ import ru.clearing.classes.statics.data.misc.Listing;
 import ru.clearing.classes.statics.data.misc.Market;
 import ru.clearing.classes.statics.data.misc.OrderCurrency;
 import ru.clearing.classes.statics.data.misc.OvernightSettings;
-import ru.clearing.classes.statics.data.misc.SCrossRate;
 import ru.clearing.classes.statics.data.misc.SOrders;
 import ru.clearing.classes.statics.data.registry.Registry;
 import ru.clearing.classes.statics.data.registry.TradingClearingRegistry;
@@ -233,9 +232,9 @@ public class OrderCurrencyListener extends QueueConsumer implements Initializing
         LocalDate now = LocalDate.now();
         //мб возвращать вместе с листингом?
         CurrencyPairDictionary currPairT0 = imdgQueryService.getCurrencyPairDictionaryBySecurityId(listingT0.getSecurityId());
-        SCrossRate rateT0 = imdgQueryService.getSCrossRates(currPairT0.getBaseCurrency(), now);
+        Rates rateT0 = imdgQueryService.getRateOnNextWorkingDay(currPairT0.getBaseCurrency());
         CurrencyPairDictionary currPairT1 = imdgQueryService.getCurrencyPairDictionaryBySecurityId(listingT1.getSecurityId());
-        SCrossRate rateT1 = imdgQueryService.getSCrossRates(currPairT1.getBaseCurrency(), now);
+        Rates rateT1 = imdgQueryService.getRateOnNextWorkingDay(currPairT1.getBaseCurrency());
 
         var pair = new Pair<>(orderT0, orderT1);
         Pair.forEach(pair, o -> {
@@ -246,8 +245,8 @@ public class OrderCurrencyListener extends QueueConsumer implements Initializing
         });
         updateOrderFieldsByListing(orderT0, listingT0);
         updateOrderFieldsByListing(orderT1, listingT1);
-        orderT0.setPrice(rateT0.getUnitRate());
+        orderT0.setPrice(rateT0.getValue());
-        orderT1.setPrice(BigDecimalUtil.safeSumBD(swap.getPrice(), rateT1.getUnitRate()));
+        orderT1.setPrice(BigDecimalUtil.safeSumBD(swap.getPrice(), rateT1.getValue()));
         return pair;
     }
 
@@ -280,9 +279,7 @@ public class OrderCurrencyListener extends QueueConsumer implements Initializing
         Market market = imdgQueryService.getSwapMarket();
         Listing listing = imdgQueryService.findListing(rgs, market.getCode(), SettleCode.T1.getKey());
         CurrencyPairDictionary pair = imdgQueryService.getCurrencyPairDictionaryBySecurityId(listing.getSecurityId());
-        BigDecimal n = transferDateService.numberOfDaysOfTransfer();
+        Rates rates = imdgQueryService.getRateOnNextWorkingDay(pair.getBaseCurrency());
-        LocalDate searchingValueDate = LocalDate.now().plusDays(n.longValue());
-        Rates rates = imdgQueryService.getRate(pair.getBaseCurrency(), searchingValueDate);
         BigDecimal rateValue = null;
         copyCommonFields(order1, swap);
         swap.setSecurityId(listing.getSecurityId());

clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/listener/TaskListener.java

@@ -7,7 +7,6 @@ import java.nio.charset.Charset;
 import java.nio.file.Files;
 import java.nio.file.Path;
 import java.time.Instant;
-import java.time.LocalDate;
 import java.time.LocalDateTime;
 import java.time.format.DateTimeFormatter;
 import java.util.Collection;
@@ -24,8 +23,8 @@ import org.springframework.beans.factory.annotation.Autowired;
 import org.springframework.stereotype.Service;
 import ru.clearing.classes.statics.data.misc.OrderCurrency;
 import ru.clearing.classes.statics.data.misc.OvernightSettings;
-import ru.clearing.classes.statics.data.misc.SCrossRate;
 import ru.clearing.classes.statics.data.registry.Registry;
+import ru.clearing.classes.statics.data.security.Rates;
 import ru.spcex.clearing.dflt.management.config.settings.DefaultManagementSettings;
 import ru.spcex.clearing.dflt.management.enums.SendOrdersTypes;
 import ru.spcex.clearing.dflt.management.service.ImdgQueryService;
@@ -182,11 +181,11 @@ public class TaskListener extends QueueConsumer implements InitializingBean {
         }
 
         String currency = isRubPmt ? CurrencyCode.CNY.getKey() : pmtRegistry.getSecuritySymbol();
-        SCrossRate sCrossRate = imdgQueryService.getSCrossRates(currency, LocalDate.now());
+        Rates rates = imdgQueryService.getRateOnNextWorkingDay(currency);
 
         BigDecimal val = orderCurrency.getQuantityLot()
             .multiply(orderCurrency.getLotSize())
-            .multiply(sCrossRate.getUnitRate());
+            .multiply(rates.getValue());
 
         BigDecimal diff = isRubPmt ?
             pmtRegistry.getBalance().add(val) :

clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/ImdgQueryService.java

@@ -50,9 +50,11 @@ public class ImdgQueryService {
     private final Imdg<Registry> registryImdg;
     private final Imdg<OvernightSettings> overnightSettingsImdg;
     private final Imdg<OrderCurrency> orderCurrencyImdg;
+    private final TransferDateService transferDateService;
 
 
-    public ImdgQueryService(ImdgProvider imdgProvider) {
+    public ImdgQueryService(ImdgProvider imdgProvider,
+                            TransferDateService transferDateService) {
         this.categoryImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_ClearingMemberCategory, ClearingMemberCategory.class);
         this.companyRoleSetImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_CompanyRoleSet, CompanyRoleSet.class);
         this.companyImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Company, Company.class);
@@ -67,6 +69,7 @@ public class ImdgQueryService {
         this.registryImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Registry, Registry.class);
         this.overnightSettingsImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_OvernightSettings, OvernightSettings.class);
         this.orderCurrencyImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_OrderCurrency, OrderCurrency.class);
+        this.transferDateService = transferDateService;
     }
     public Collection<Long> getCurrencyRegistry() {
         ImdgPredicateBuilder builder = registryImdg.predicateBuilder();
@@ -194,27 +197,18 @@ public class ImdgQueryService {
             : findRiskParameterForOtherCurrency(registry);
     }
 
-    public Rates getRate(String currency, LocalDate valueDate) {
+    public Rates getRateOnNextWorkingDay(String currency) {
+        LocalDate nextWorkingDate = transferDateService.findNextWorkingDate();
         ImdgPredicateBuilder pb = ratesImdg.predicateBuilder();
         return ratesImdg.getSingleObjectByPredicate(
             pb.and(
                 pb.equals("currency", currency),
-                pb.equals("valueDate", valueDate),
+                pb.equals("valueDate", nextWorkingDate),
                 pb.equals("workflowStatus", WorkflowStatus.Active.getKey())
             )
         );
     }
 
-    public SCrossRate getSCrossRates(String currency, LocalDate date) {
-        ImdgPredicateBuilder pb = sCrossRateImdg.predicateBuilder();
-        return sCrossRateImdg.getSingleObjectByPredicate(
-            pb.and(
-                pb.equals("currency", currency),
-                pb.equals("date", date)
-            )
-        );
-    }
-
     public BigDecimal defineTransferRate(Long currencyPairDictionaryId, String securitySymbol) {
         ImdgPredicateBuilder pb = riskParameterImdg.predicateBuilder();
         boolean isRub = "RUB".equals(securitySymbol);

clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/OrderCalculationService.java

@@ -3,13 +3,11 @@ package ru.spcex.clearing.dflt.management.service;
 import java.math.BigDecimal;
 import java.math.MathContext;
 import java.math.RoundingMode;
-import java.time.LocalDate;
 import java.util.Collection;
 import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
 import org.springframework.stereotype.Service;
 import ru.clearing.classes.statics.data.misc.Listing;
-import ru.clearing.classes.statics.data.misc.SCrossRate;
 import ru.clearing.classes.statics.data.registry.Registry;
 import ru.clearing.classes.statics.data.security.Rates;
 import ru.clearing.platform.dictionary.CurrencyPairDictionary;
@@ -53,10 +51,8 @@ public class OrderCalculationService {
 
         BigDecimal quantityLot = result.sum3().abs();
         BigDecimal price;
-        long nextWorkDayDelta = n.longValue();
-        LocalDate searchingValueDate = LocalDate.now().plusDays(nextWorkDayDelta);
         int precision = listing.getPrecision().intValue();
-        Rates rates = imdgQueryService.getRate(pair.getBaseCurrency(), searchingValueDate);
+        Rates rates = imdgQueryService.getRateOnNextWorkingDay(pair.getBaseCurrency());
         price = swapPriceCalc(rates, s, n, precision);
         return new FinalCalculationResult(price, rates.getValue().setScale(precision, RoundingMode.HALF_UP), s, quantityLot, result);
     }
@@ -74,8 +70,7 @@ public class OrderCalculationService {
             ? calculationRubSums(registry, listing.getLotSize().intValue(), s, n)
             : calculationSums(registry, listing.getLotSize().intValue(), s, n);
 
-        long nextWorkDayDelta = n.longValue();
+        Rates rates = imdgQueryService.getRateOnNextWorkingDay(pair.getBaseCurrency());
-        Rates rates = imdgQueryService.getRate(pair.getBaseCurrency(), LocalDate.now().plusDays(nextWorkDayDelta));
         BigDecimal quantityLot;
         BigDecimal price;
         if (SettleCode.T0 == settleCode) {
@@ -94,11 +89,11 @@ public class OrderCalculationService {
         BigDecimal planPosition = registry.getBalance();
         BigDecimal sum1 = planPosition.abs();
 
-        SCrossRate sCrossRates = imdgQueryService.getSCrossRates(registry.getSecuritySymbol(), LocalDate.now());
+        Rates rates = imdgQueryService.getRateOnNextWorkingDay(registry.getSecuritySymbol());
-        if (sCrossRates == null) {
+        if (rates == null) {
             throw new IllegalStateException(String.format("Not fond rate by security symbol: %s", CurrencyCode.CNY.getKey()));
         }
-        BigDecimal rateValue = sCrossRates.getUnitRate();
+        BigDecimal rateValue = rates.getValue();
         BigDecimal sum3 = mathCeil(sum1, lotSize);
         BigDecimal sum4 = sum3.multiply(rateValue, MC).negate();
         BigDecimal sum5 = sum3.negate();
@@ -115,11 +110,11 @@ public class OrderCalculationService {
 
     private CalculationResult calculationRubSums(Registry registry, Integer lotSize, BigDecimal s, BigDecimal n) {
         BigDecimal planPosition = registry.getBalance();
-        SCrossRate sCrossRates = imdgQueryService.getSCrossRates(CurrencyCode.CNY.getKey(), LocalDate.now());
+        Rates rates = imdgQueryService.getRateOnNextWorkingDay(CurrencyCode.CNY.getKey());
-        if (sCrossRates == null) {
+        if (rates == null) {
             throw new IllegalStateException(String.format("Not fond rate by security symbol: %s", CurrencyCode.CNY.getKey()));
         }
-        BigDecimal rateValue = sCrossRates.getUnitRate();
+        BigDecimal rateValue = rates.getValue();
 
         BigDecimal sum1 = planPosition.divide(rateValue, MC).abs();
 
@@ -162,8 +157,7 @@ public class OrderCalculationService {
     }
 
     private BigDecimal swapPriceCalcT1(String baseCurrency, BigDecimal s, BigDecimal n, int precision) {
-        long nextWorkDayDelta = n.longValue();
+        Rates rate = imdgQueryService.getRateOnNextWorkingDay(baseCurrency);
-        Rates rate = imdgQueryService.getRate(baseCurrency, LocalDate.now().plusDays(nextWorkDayDelta));
         BigDecimal p = n.divide(BigDecimal.valueOf(365), MC);
         log.info("Calculation swap price: {}*{}*{}", rate.getValue(), s, p);
         return rate.getValue()

clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/OrderCurrencyTriExportService.java

@@ -2,7 +2,6 @@ package ru.spcex.clearing.dflt.management.service;
 
 import java.math.BigDecimal;
 import java.nio.charset.StandardCharsets;
-import java.time.LocalDate;
 import java.util.ArrayList;
 import java.util.Collection;
 import java.util.List;
@@ -11,15 +10,7 @@ import org.slf4j.Logger;
 import org.slf4j.LoggerFactory;
 import org.springframework.stereotype.Service;
 import ru.clearing.classes.statics.data.misc.OrderCurrency;
-import ru.clearing.classes.statics.data.security.Rates;
-import ru.clearing.platform.dictionary.CurrencyPairDictionary;
-import ru.spcex.clearing.platform.messaging.domain.Consts;
-import ru.spcex.clearing.platform.messaging.domain.cud.utilities.NotificationNewRequest;
 import ru.spcex.clearing.platform.messaging.service.sender.KafkaSender;
-import ru.spcex.platform.enumeration.ObjectType;
-import ru.spcex.platform.enumeration.OvernightType;
-import ru.spcex.platform.enumeration.Priority;
-import ru.spcex.platform.enumeration.SettleCode;
 import ru.spcex.platform.enumeration.Side;
 
 @Service
@@ -89,29 +80,6 @@ public class OrderCurrencyTriExportService {
         return "";
     }
 
-    public String resolveBaseRate(OrderCurrency orderCurrency) {
-        if (OvernightType.SPOT.equalsByKey(orderCurrency.getOvernightType())) {
-            return "";
-        }
-
-        CurrencyPairDictionary currencyPairDictionary = imdgQueryService.getCurrencyPairDictionaryBySecurityId(orderCurrency.getSecurityId());
-        String baseCurrency = currencyPairDictionary.getBaseCurrency();
-        LocalDate rateDate = LocalDate.now();
-
-        if (SettleCode.T1.equalsByKey(orderCurrency.getSettleCode())) { //всегда т.к. SWAP?
-            BigDecimal n = transferDateService.numberOfDaysOfTransfer();
-            rateDate = rateDate.plusDays(n.longValue());
-        }
-        Rates rates = imdgQueryService.getRate(currencyPairDictionary.getBaseCurrency(), rateDate);
-
-        if (rates == null || rates.getValue() == null) {
-            log.warn("Не найден активный курс для валюты {} на дату {}", baseCurrency, rateDate);
-            return null;
-        }
-
-        return formatDecimalStripZeroes(rates.getValue());
-    }
-
     private String formatDecimal(BigDecimal value) {
         return value == null ? "" : value.toPlainString();
     }