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execution uploading optimization

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This commit is contained in:
ialbert 2024-08-06 19:45:50 +03:00
parent 31aced0af6
commit 21cd02b20a
7 changed files with 156 additions and 19 deletions
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14
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/EventsReceiver.java
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@ -31,6 +31,9 @@ import ru.spcex.clearing.platform.messaging.domain.cud.utilities.STradesImported
import ru.spcex.clearing.platform.messaging.service.QueueConsumerV2;
import ru.spcex.clearing.platform.messaging.service.RequestInfoUpdate;
import ru.spcex.clearing.platform.messaging.service.Status;
import ru.spcex.clearing.service.execution.ExecutionCurrencyComponent;
import ru.spcex.clearing.service.execution.ExecutionDepositComponent;
import ru.spcex.clearing.service.execution.ExecutionFondComponent;
import ru.spcex.clearing.service.executors.Sdf06Executor;
import ru.spcex.clearing.service.executors.Sdf10Executor;
import ru.spcex.clearing.service.payment.PaymentInstructionOutboundService;
@ -76,6 +79,9 @@ public class EventsReceiver extends QueueConsumerV2 implements InitializingBean
private final StatementServiceV2 statementService;
private final SessionTerminator sessionTerminator;
private final PaymentInstructionOutboundService pmtOutboundService;
private final ExecutionCurrencyComponent execCurrUpload;
private final ExecutionDepositComponent execDepUpload;
private final ExecutionFondComponent execFondUpload;
@Autowired
public EventsReceiver(@Qualifier("kafkaConsumer") Consumer<String, Object> kafkaQueue, Producer<String, Object> kafkaResponseQueue,
@ -87,7 +93,7 @@ public class EventsReceiver extends QueueConsumerV2 implements InitializingBean
CurrencySession currencySession,
PrimaryAuctionB0Session primaryAuctionB0Session, PrimaryAuctionT0Session primaryAuctionT0Session, IntermediateMkrSession intermediateMkrSession, FinalMkrSession finalMkrSession, UnitedSession unitedSession, ReturnDepositSession returnDepositSession, SessionManager sessionManager,
Sdf06Executor sdf06Executor,
Sdf10Executor sdf10Executor, BalanceRevise balanceRevise, Sdf05Sender sdf05Sender, StatementServiceV2 statementService, SessionTerminator sessionTerminator, PaymentInstructionOutboundService pmtOutboundService) {
Sdf10Executor sdf10Executor, BalanceRevise balanceRevise, Sdf05Sender sdf05Sender, StatementServiceV2 statementService, SessionTerminator sessionTerminator, PaymentInstructionOutboundService pmtOutboundService, ExecutionCurrencyComponent execCurrUpload, ExecutionDepositComponent execDepUpload, ExecutionFondComponent execFondUpload) {
super(kafkaQueue, kafkaResponseQueue);
this.environment = environment;
this.errorResolver = errorResolver;
@ -110,10 +116,16 @@ public class EventsReceiver extends QueueConsumerV2 implements InitializingBean
this.statementService = statementService;
this.sessionTerminator = sessionTerminator;
this.pmtOutboundService = pmtOutboundService;
this.execCurrUpload = execCurrUpload;
this.execDepUpload = execDepUpload;
this.execFondUpload = execFondUpload;
}
@Override
public void afterPropertiesSet() {
execCurrUpload.initExecCash();
execDepUpload.initExecCash();
execFondUpload.initExecCash();
callback(Sdf04Request.class)
.setConsumer(event -> {
Sdf04Request requestPayload = event.getRequestPayload();

37
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecUploadKey.java Normal file
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@ -0,0 +1,37 @@
package ru.spcex.clearing.service.execution;
import java.time.LocalDate;
import java.util.Objects;
import ru.clearing.classes.statics.data.execution.ExecutionCommon;
public record ExecUploadKey(LocalDate tradeDate, Long exchangeExecutionId, String side) {
public static ExecUploadKey cash(LocalDate tradingDate, Long exchangeExecutionId, String side) {
return new ExecUploadKey(tradingDate, exchangeExecutionId, side);
}
public static ExecUploadKey cash(ExecutionCommon exec) {
return new ExecUploadKey(exec.getTradingDate(), exec.getExchangeExecutionId(), exec.getSide());
}
@Override
public boolean equals(Object o) {
if (this == o) return true;
if (o == null || getClass() != o.getClass()) return false;
ExecUploadKey that = (ExecUploadKey) o;
if (!Objects.equals(tradeDate, that.tradeDate)) return false;
if (!Objects.equals(exchangeExecutionId, that.exchangeExecutionId))
return false;
return Objects.equals(side, that.side);
}
@Override
public int hashCode() {
int result = tradeDate != null ? tradeDate.hashCode() : 0;
result = 31 * result + (exchangeExecutionId != null ? exchangeExecutionId.hashCode() : 0);
result = 31 * result + (side != null ? side.hashCode() : 0);
return result;
}
}

34
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecutionCurrencyComponent.java
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@ -5,8 +5,11 @@ import java.time.Instant;
import java.time.LocalDate;
import java.time.format.DateTimeFormatter;
import java.util.Collection;
import java.util.HashMap;
import java.util.HashSet;
import java.util.Map;
import java.util.Optional;
import java.util.Set;
import java.util.function.Function;
import org.apache.kafka.clients.producer.Producer;
import org.slf4j.Logger;
@ -32,6 +35,7 @@ import ru.spcex.clearing.service.validation.ValidationStored;
import ru.spcex.platform.enumeration.Section;
import ru.spcex.platform.enumeration.Side;
import ru.spcex.platform.imdg.api.Imdg;
import ru.spcex.platform.imdg.api.ImdgId;
import ru.spcex.platform.imdg.api.ImdgProvider;
import ru.spcex.platform.imdg.api.predicate.ImdgPredicate;
import ru.spcex.platform.imdg.api.predicate.ImdgPredicateBuilder;
@ -48,11 +52,12 @@ import ru.spcex.platform.utils.validation.IValidator;
*/
@Component
@EnableScheduling
public class ExecutionCurrencyComponent {
public class ExecutionCurrencyComponent implements IExecutionUploadComponent {
private final Logger log = LoggerFactory.getLogger(getClass());
private final Imdg<STrades> sTradeImdg;
private final Imdg<ExecutionCurrency> executionCurrencyImdg;
private final ImdgId idGen;
private final Imdg<Listing> listingImdg;
// protected transient Long tradeNum; //todo used?
@ -61,6 +66,7 @@ public class ExecutionCurrencyComponent {
private final Function<STrades, IValidator> stradesValidator;
private final KafkaSender kafkaSender;
private static final DateTimeFormatter contractFormatter = DateTimeFormatter.ofPattern("ddMMyy");
private final Set<ExecUploadKey> cash = new HashSet<>();
@ -77,6 +83,12 @@ public class ExecutionCurrencyComponent {
this.msgResolver = msgResolver;
// resetTradingDay();
this.idGen = imdgProvider.getImdgIdGenerator();
}
@Override
public void initExecCash() {
ExecutionUploadCashUtil.loadExecutions(executionCurrencyImdg, cash);
}
// /**
@ -127,13 +139,19 @@ public class ExecutionCurrencyComponent {
return true;
}
// MoneyFlowSide excDepSide = sTrdSide == Side.BUY ? MoneyFlowSide.BUY : MoneyFlowSide.SELL;
return executionCurrencyImdg.getFirstObjectByFieldValues(
Map.of("tradingDate", sTrd.getTradeDate(),
"exchangeExecutionId", sTrd.getTradeNum(),
"side", sTrdSide.getKey())) != null;
ExecUploadKey execCash = ExecUploadKey.cash(sTrd.getTradeDate(),
sTrd.getTradeNum(),
sTrdSide.getKey());
return cash.contains(execCash);
// return executionCurrencyImdg.getFirstObjectByFieldValues(
// Map.of("tradingDate", sTrd.getTradeDate(),
// "exchangeExecutionId", sTrd.getTradeNum(),
// "side", sTrdSide.getKey())) != null;
});
log.info("{} strades left after already-added filtering", sTrades.size());
Map<Long, ExecutionCurrency> execsToInsert = new HashMap<>();
for (STrades sTrd : sTrades) {
log.trace("S_TRADE[{}] new", sTrd.getId());
@ -147,7 +165,10 @@ public class ExecutionCurrencyComponent {
ExecutionCurrency newEC;
try {
newEC = createExecutionCurrency(sTrd, validator);
executionCurrencyImdg.insert(newEC);
newEC.setId(idGen.nextId());
execsToInsert.put(newEC.getId(), newEC);
cash.add(ExecUploadKey.cash(newEC));
//executionCurrencyImdg.insert(newEC);
sendNotification(newEC);
log.debug("New executionCurrency.id={} was created.", newEC.getId());
} catch (ClearingException ce) {
@ -156,6 +177,7 @@ public class ExecutionCurrencyComponent {
log.error("When create new ExecutionCurrency by STrade[{}] error: {}", sTrd.getId(), ExceptionUtils.getStackTrace(e));
}
}
executionCurrencyImdg.putAll(execsToInsert, 200);
Long newMaxTradeNum = sTrades.stream().mapToLong(STrades::getTradeNum).max().orElse(0); // orElseGet(() -> tradeNum)
log.info("Process completed. Next tradeNum is {}", newMaxTradeNum);

32
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecutionDepositComponent.java
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@ -5,8 +5,11 @@ import java.time.Instant;
import java.time.LocalDate;
import java.time.format.DateTimeFormatter;
import java.util.Collection;
import java.util.HashMap;
import java.util.HashSet;
import java.util.Map;
import java.util.Optional;
import java.util.Set;
import java.util.function.Function;
import org.apache.kafka.clients.producer.Producer;
import org.slf4j.Logger;
@ -34,6 +37,7 @@ import ru.spcex.platform.enumeration.MoneyFlowSide;
import ru.spcex.platform.enumeration.Section;
import ru.spcex.platform.enumeration.Side;
import ru.spcex.platform.imdg.api.Imdg;
import ru.spcex.platform.imdg.api.ImdgId;
import ru.spcex.platform.imdg.api.ImdgProvider;
import ru.spcex.platform.imdg.api.predicate.ImdgPredicate;
import ru.spcex.platform.imdg.api.predicate.ImdgPredicateBuilder;
@ -51,12 +55,13 @@ import ru.spcex.platform.utils.validation.IValidator;
*/
@Component
@EnableScheduling
public class ExecutionDepositComponent {
public class ExecutionDepositComponent implements IExecutionUploadComponent {
private final Logger log = LoggerFactory.getLogger(getClass());
private final Imdg<STrades> sTradeImdg;
private final Imdg<ExecutionDeposit> executionDepositImdg;
private final Imdg<Listing> listingImdg;
private final ImdgId idGen;
//fixme ждать ТЗ
Long tradeNum;
@ -64,6 +69,7 @@ public class ExecutionDepositComponent {
private final IMessageResolver msgResolver;
private final Function<STrades, IValidator> stradesValidator;
private final KafkaSender kafkaSender;
private final Set<ExecUploadKey> cash = new HashSet<>();
private static final DateTimeFormatter contractFormatter = DateTimeFormatter.ofPattern("ddMMyy");
@ -76,6 +82,7 @@ public class ExecutionDepositComponent {
this.sTradeImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_STrades, STrades.class);
this.executionDepositImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_ExecutionDeposit, ExecutionDeposit.class);
this.listingImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Listing, Listing.class);
this.idGen = imdgProvider.getImdgIdGenerator();
this.stradesValidator = stradesValidator;
this.kafkaSender = kafkaSender;
this.msgResolver = msgResolver;
@ -130,13 +137,17 @@ public class ExecutionDepositComponent {
return true;
}
MoneyFlowSide excDepSide = sTrdSide.equals(Side.BUY) ? MoneyFlowSide.BUY : MoneyFlowSide.SELL;
return executionDepositImdg.getFirstObjectByFieldValues(
Map.of("tradingDate", sTrd.getTradeDate(),
"exchangeExecutionId", sTrd.getTradeNum(),
"side", excDepSide.getKey())) != null;
return cash.contains(
ExecUploadKey.cash(sTrd.getTradeDate(), sTrd.getTradeNum(), excDepSide.getKey())
);
//return executionDepositImdg.getFirstObjectByFieldValues(
// Map.of("tradingDate", sTrd.getTradeDate(),
// "exchangeExecutionId", sTrd.getTradeNum(),
// "side", excDepSide.getKey())) != null;
});
log.info("{} strades left after already-added filtering", sTrades.size());
Map<Long, ExecutionDeposit> execsToInsert = new HashMap<>();
for (STrades sTrd : sTrades) {
log.trace("S_TRADE[{}] new", sTrd.getId());
@ -150,7 +161,10 @@ public class ExecutionDepositComponent {
ExecutionDeposit newED;
try {
newED = createExecutionDeposit(sTrd, validator);
executionDepositImdg.insert(newED);
newED.setId(idGen.nextId());
cash.add(ExecUploadKey.cash(newED));
execsToInsert.put(newED.getId(), newED);
//executionDepositImdg.insert(newED);
sendNotification(newED);
log.debug("New executionDeposit.id={} was created.", newED.getId());
} catch (ClearingException ce) {
@ -159,6 +173,7 @@ public class ExecutionDepositComponent {
log.error("When create new ExecutionDeposit by STrade[{}] error: {}", sTrd.getId(), ExceptionUtils.getStackTrace(e));
}
}
executionDepositImdg.putAll(execsToInsert, 200);
Long newMaxTradeNum = sTrades.stream().mapToLong(STrades::getTradeNum).max().orElseGet(() -> tradeNum);
log.info("Process completed. Next tradeNum is {}", newMaxTradeNum);
@ -301,4 +316,9 @@ public class ExecutionDepositComponent {
}
return Optional.ofNullable(counterValidator.getStored(ValidationStored.STradesTradingClearingRegistry));
}
@Override
public void initExecCash() {
ExecutionUploadCashUtil.loadExecutions(executionDepositImdg, cash);
}
}

32
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecutionFondComponent.java
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@ -5,8 +5,11 @@ import java.math.RoundingMode;
import java.time.Instant;
import java.time.LocalDate;
import java.util.Collection;
import java.util.HashMap;
import java.util.HashSet;
import java.util.Map;
import java.util.Optional;
import java.util.Set;
import java.util.function.Function;
import org.apache.kafka.clients.producer.Producer;
import org.slf4j.Logger;
@ -44,6 +47,7 @@ import ru.spcex.platform.enumeration.Priority;
import ru.spcex.platform.enumeration.Section;
import ru.spcex.platform.enumeration.Side;
import ru.spcex.platform.imdg.api.Imdg;
import ru.spcex.platform.imdg.api.ImdgId;
import ru.spcex.platform.imdg.api.ImdgProvider;
import ru.spcex.platform.imdg.api.predicate.ImdgPredicate;
import ru.spcex.platform.imdg.api.predicate.ImdgPredicateBuilder;
@ -60,7 +64,7 @@ import ru.spcex.platform.utils.validation.IValidator;
@Component
@EnableScheduling
public class ExecutionFondComponent {
public class ExecutionFondComponent implements IExecutionUploadComponent {
private final Logger log = LoggerFactory.getLogger(getClass());
private final Imdg<STrades> sTradeImdg;
@ -70,6 +74,7 @@ public class ExecutionFondComponent {
private final Imdg<FixedIncomeCashFlow> fixedIncomeCashFlowImdg;
private final Imdg<Market> marketImdg;
private final Imdg<SCrossRate> crossRateImdg;
private final ImdgId idGen;
//fixme ждать ТЗ
Long tradeNum;
@ -79,6 +84,7 @@ public class ExecutionFondComponent {
private final KafkaSender kafkaSender;
private final NotificationSender notifications;
private final boolean valuation;
private final Set<ExecUploadKey> cash = new HashSet<>();
@Autowired
@ -94,6 +100,7 @@ public class ExecutionFondComponent {
this.marketImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Market, Market.class);
this.fixedIncomeCashFlowImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_FixedIncomeCashFlow, FixedIncomeCashFlow.class);
this.crossRateImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_SCrossRate, SCrossRate.class);
this.idGen = imdgProvider.getImdgIdGenerator();
this.valuation = settings.getTrade().getValuation(); //fixme
this.stradesValidator = stradesValidator;
this.kafkaSender = kafkaSender;
@ -149,13 +156,17 @@ public class ExecutionFondComponent {
return true;
}
Side excDepSide = sTrdSide.equals(Side.BUY) ? Side.BUY : Side.SELL;
return executionFondImdg.getFirstObjectByFieldValues(
Map.of("tradingDate", sTrd.getTradeDate(),
"exchangeExecutionId", sTrd.getTradeNum(),
"side", excDepSide.getKey())) != null;
return cash.contains(
ExecUploadKey.cash(sTrd.getTradeDate(), sTrd.getTradeNum(), excDepSide.getKey())
);
//return executionFondImdg.getFirstObjectByFieldValues(
// Map.of("tradingDate", sTrd.getTradeDate(),
// "exchangeExecutionId", sTrd.getTradeNum(),
// "side", excDepSide.getKey())) != null;
});
log.info("{} strades left after already-added filtering", sTrades.size());
Map<Long, ExecutionFond> execsToInsert = new HashMap<>();
for (STrades sTrd : sTrades) {
log.info("new S_TRADE[{}], valuation {}", sTrd.getId(), valuation);
@ -169,7 +180,10 @@ public class ExecutionFondComponent {
ExecutionFond newED;
try {
newED = createExecutionFond(sTrd, validator);
executionFondImdg.insert(newED);
newED.setId(idGen.nextId());
cash.add(ExecUploadKey.cash(newED));
execsToInsert.put(newED.getId(), newED);
//executionFondImdg.insert(newED);
sendNotification(newED);
log.debug("New executionDeposit.id={} was created.", newED.getId());
} catch (ClearingException ce) {
@ -178,6 +192,7 @@ public class ExecutionFondComponent {
log.error("When create new ExecutionDeposit by STrade[{}] error: {}", sTrd.getId(), ExceptionUtils.getStackTrace(e));
}
}
executionFondImdg.putAll(execsToInsert, 200);
Long newMaxTradeNum = sTrades.stream().mapToLong(STrades::getTradeNum).max().orElseGet(() -> tradeNum);
log.info("Process completed. Next tradeNum is {}", newMaxTradeNum);
@ -340,4 +355,9 @@ public class ExecutionFondComponent {
private void logError(Long sTradeId, EnumMessage msg) {
log.warn("sTrade id={} {}", sTradeId, msgResolver.resolve(msg));
}
@Override
public void initExecCash() {
ExecutionUploadCashUtil.loadExecutions(executionFondImdg, cash);
}
}

21
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/ExecutionUploadCashUtil.java Normal file
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@ -0,0 +1,21 @@
package ru.spcex.clearing.service.execution;
import java.time.LocalDate;
import java.util.Collection;
import java.util.Set;
import ru.clearing.classes.statics.data.execution.ExecutionCommon;
import ru.spcex.platform.imdg.api.Imdg;
import ru.spcex.platform.imdg.api.predicate.ImdgPredicateBuilder;
public class ExecutionUploadCashUtil {
public static <T extends ExecutionCommon>
void loadExecutions(Imdg<T> executionImdg, Set<ExecUploadKey> cash) {
LocalDate today = LocalDate.now();
ImdgPredicateBuilder pb = executionImdg.predicateBuilder();
Collection<T> execs = executionImdg.getCollectionObjectsByPredicate(
pb.equals("tradingDate", today)
);
execs.forEach(e -> cash.add(ExecUploadKey.cash(e)));
}
}

5
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/execution/IExecutionUploadComponent.java Normal file
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@ -0,0 +1,5 @@
package ru.spcex.clearing.service.execution;
public interface IExecutionUploadComponent {
void initExecCash();
}