http://jira.mfd.msk:8088/browse/CLS-943

clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/model/SwapContext.java

@@ -1,6 +1,5 @@
 package ru.spcex.clearing.dflt.management.model;
 
-import ru.clearing.classes.statics.data.misc.Listing;
 import ru.clearing.classes.statics.data.misc.Market;
 import ru.clearing.classes.statics.data.registry.Registry;
 import ru.clearing.classes.statics.data.security.RiskParameter;
@@ -9,7 +8,6 @@ public class SwapContext {
     private final Registry registry;
     private final String orderCategory;
     private final Market market;
-    private final Listing listing;
     private final RiskParameter riskParameter;
     private final CounterpartyInfo categoryP;
     private final CounterpartyInfo clcc;
@@ -19,7 +17,6 @@ public class SwapContext {
         this.registry = builder.registry;
         this.orderCategory = builder.orderCategory;
         this.market = builder.market;
-        this.listing = builder.listing;
         this.riskParameter = builder.riskParameter;
         this.categoryP = builder.categoryP;
         this.clcc = builder.clcc;
@@ -38,10 +35,6 @@ public class SwapContext {
         return market;
     }
 
-    public Listing getListing() {
-        return listing;
-    }
-
     public RiskParameter getRiskParameter() {
         return riskParameter;
     }
@@ -66,7 +59,6 @@ public class SwapContext {
         private Registry registry;
         private String orderCategory;
         private Market market;
-        private Listing listing;
         private RiskParameter riskParameter;
         private CounterpartyInfo categoryP;
         private CounterpartyInfo clcc;
@@ -87,11 +79,6 @@ public class SwapContext {
             return this;
         }
 
-        public Builder listing(Listing listing) {
-            this.listing = listing;
-            return this;
-        }
-
         public Builder riskParameter(RiskParameter riskParameter) {
             this.riskParameter = riskParameter;
             return this;

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

@@ -4,6 +4,7 @@ import java.math.BigDecimal;
 import java.time.LocalDate;
 import java.util.Collection;
 import java.util.Optional;
+import org.apache.commons.lang3.StringUtils;
 import org.springframework.stereotype.Service;
 import ru.clearing.classes.statics.data.company.ClearingMemberCategory;
 import ru.clearing.classes.statics.data.company.Company;
@@ -68,7 +69,8 @@ public class ImdgQueryService {
         ImdgPredicateBuilder builder = registryImdg.predicateBuilder();
         ImdgPredicate registryPredicate = builder.and(
             builder.regex("registryCode", "^PM.*T"),
-            builder.not(builder.equals("registryStatus", RegistryStatus.OK.getKey()))
+            builder.not(builder.equals("registryStatus", RegistryStatus.OK.getKey())),
+            builder.equals("clearingDate", LocalDate.now())
         );
 
         return registryImdg.getCollectionIdsByPredicate(registryPredicate);
@@ -159,8 +161,14 @@ public class ImdgQueryService {
 
     public Listing findListing(Registry registry, String marketCode) {
         return "RUB".equals(registry.getSecuritySymbol())
-            ? findListingForRub(registry, marketCode)
+            ? findListingForRub(registry, marketCode, null)
-            : findListingForOtherCurrency(registry, marketCode);
+            : findListingForOtherCurrency(registry, marketCode, null);
+    }
+
+    public Listing findListing(Registry registry, String marketCode, String settleCode) {
+        return "RUB".equals(registry.getSecuritySymbol())
+            ? findListingForRub(registry, marketCode, settleCode)
+            : findListingForOtherCurrency(registry, marketCode, settleCode);
     }
 
     public RiskParameter findRiskParameter(Registry registry) {
@@ -208,9 +216,8 @@ public class ImdgQueryService {
         return currencyPairDictionaryImdg.getSingleObjectByID(security.getCurrencyPairId());
     }
 
-    private Listing findListingForRub(Registry registry, String marketCode) {
+    private Listing findListingForRub(Registry registry, String marketCode, String settleCode) {
         ImdgPredicateBuilder pb = currencyPairDictionaryImdg.predicateBuilder();
-
         CurrencyPairDictionary pair = currencyPairDictionaryImdg.getFirstObjectByPredicate(
             pb.and(
                 pb.equals("baseCurrency", "CNY"),
@@ -218,8 +225,13 @@ public class ImdgQueryService {
             )
         );
 
+        ImdgPredicate settlementTypeCondition =
+            StringUtils.isNotEmpty(settleCode) ? pb.equals("settlementType", settleCode) : pb.alwaysTrue();
         Collection<Long> securityIds = currencyPairSecurityImdg.getCollectionIdsByPredicate(
-            pb.equals("currencyPairId", pair.getId())
+            pb.and(
+                pb.equals("currencyPairId", pair.getId()),
+                settlementTypeCondition
+            )
         );
 
         return listingImdg.getSingleObjectByPredicate(
@@ -230,7 +242,7 @@ public class ImdgQueryService {
         );
     }
 
-    private Listing findListingForOtherCurrency(Registry registry, String marketCode) {
+    private Listing findListingForOtherCurrency(Registry registry, String marketCode, String settleCode) {
         ImdgPredicateBuilder pb = currencyPairDictionaryImdg.predicateBuilder();
 
         CurrencyPairDictionary pair = currencyPairDictionaryImdg.getFirstObjectByPredicate(
@@ -240,8 +252,13 @@ public class ImdgQueryService {
             )
         );
 
+        ImdgPredicate settlementTypeCondition =
+            StringUtils.isNotEmpty(settleCode) ? pb.equals("settlementType", settleCode) : pb.alwaysTrue();
         Collection<Long> securityIds = currencyPairSecurityImdg.getCollectionIdsByPredicate(
-            pb.equals("currencyPairId", pair.getId())
+            pb.and(
+                pb.equals("currencyPairId", pair.getId()),
+                settlementTypeCondition
+            )
         );
 
         return listingImdg.getSingleObjectByPredicate(

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

@@ -31,7 +31,7 @@ public class OrderCalculationService {
     public void calcAndEnrichSwap(OrderCurrency order,
                                   SwapContext context) {
         Registry registry = context.getRegistry();
-        Listing listing = context.getListing();
+        Listing listing = imdgQueryService.findListing(registry, context.getMarket().getCode(), order.getSettleCode());
 
         CurrencyPairDictionary pair = imdgQueryService.getCurrencyPairDictionaryBySecurityId(listing.getSecurityId());
         BigDecimal s = imdgQueryService.defineTransferRate(pair.getId(), registry.getSecuritySymbol());
@@ -51,7 +51,7 @@ public class OrderCalculationService {
     public void calcAndEnrichSpot(OrderCurrency order,
                               SwapContext context) {
         Registry registry = context.getRegistry();
-        Listing listing = context.getListing();
+        Listing listing = imdgQueryService.findListing(registry, context.getMarket().getCode(), order.getSettleCode());
 
         CurrencyPairDictionary pair = imdgQueryService.getCurrencyPairDictionaryBySecurityId(listing.getSecurityId());
         BigDecimal s = imdgQueryService.defineTransferRate(pair.getId(), registry.getSecuritySymbol());
@@ -88,7 +88,7 @@ public class OrderCalculationService {
         BigDecimal rateValue = rates.getValue();
 
         BigDecimal sum2 = planPositionRub.divide(rateValue, lotSize, RoundingMode.HALF_DOWN);
-        BigDecimal sum3 = sum1.setScale(0, RoundingMode.CEILING).min(sum2);
+        BigDecimal sum3 = sum1.setScale(lotSize, RoundingMode.CEILING);
         BigDecimal sum4 = sum3.multiply(rateValue, MC).negate();
         BigDecimal sum5 = sum3.negate();
 
@@ -113,7 +113,7 @@ public class OrderCalculationService {
         BigDecimal planPositionCny = cnyRegistry.getBalance();
 
         BigDecimal sum2 = planPositionCny.divide(rateValue, lotSize, RoundingMode.HALF_DOWN);
-        BigDecimal sum3 = sum1.setScale(0, RoundingMode.CEILING).min(sum2).negate();
+        BigDecimal sum3 = sum1.setScale(lotSize, RoundingMode.CEILING).min(sum2).negate();
         BigDecimal sum4 = sum3.multiply(rateValue, MC).negate();
         BigDecimal sum5 = sum3.negate();
 

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

@@ -1,5 +1,6 @@
 package ru.spcex.clearing.dflt.management.service;
 
+import java.time.Instant;
 import org.springframework.stereotype.Service;
 import ru.clearing.classes.statics.data.misc.Listing;
 import ru.clearing.classes.statics.data.misc.Market;
@@ -208,6 +209,7 @@ public class OrderTemplateBuilder {
         order.setStatus("CRET");
         order.setComment(comment);
         order.setRegistryId(registry.getId());
+        order.setCreated(Instant.now());
     }
 
     private Side resolvePrimaryTransferSide(Registry registry, SettleCode settleCode) {

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

@@ -3,7 +3,6 @@ package ru.spcex.clearing.dflt.management.service;
 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.Market;
 import ru.clearing.classes.statics.data.misc.OrderCurrency;
 import ru.clearing.classes.statics.data.registry.Registry;
@@ -12,6 +11,7 @@ import ru.spcex.clearing.dflt.management.model.CounterpartyInfo;
 import ru.spcex.clearing.dflt.management.model.SwapContext;
 import ru.spcex.clearing.imdg.IMDGDistributedNames;
 import ru.spcex.platform.enumeration.CompanyRole;
+import ru.spcex.platform.enumeration.RegistryStatus;
 import ru.spcex.platform.enumeration.SettleCode;
 import ru.spcex.platform.imdg.api.Imdg;
 import ru.spcex.platform.imdg.api.ImdgProvider;
@@ -22,6 +22,7 @@ public class SpotOvernightOrderService {
 
     private final ImdgQueryService imdgQueryService;
     private final Imdg<OrderCurrency> orderCurrencyImdg;
+    private final Imdg<Registry> registryImdg;
     private final OrderTemplateBuilder templateBuilder;
     private final OrderCalculationService swapCalculationService;
 
@@ -31,6 +32,7 @@ public class SpotOvernightOrderService {
                                      OrderCalculationService swapCalculationService) {
         this.imdgQueryService = imdgQueryService;
         this.orderCurrencyImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_OrderCurrency, OrderCurrency.class);
+        this.registryImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Registry, Registry.class);
         this.templateBuilder = templateBuilder;
         this.swapCalculationService = swapCalculationService;
     }
@@ -39,7 +41,6 @@ public class SpotOvernightOrderService {
         String orderCategory = imdgQueryService.resolveOrderCategory(registry.getCompanyId());
 
         Market market = imdgQueryService.getSpotMarket();
-        Listing listing = imdgQueryService.findListing(registry, market.getCode());
         RiskParameter riskParameter = imdgQueryService.findRiskParameter(registry);
         CounterpartyInfo categoryP = imdgQueryService.getCompanyByClearingCategory("P");
         CounterpartyInfo clcc = imdgQueryService.getCompanyByRole(CompanyRole.CLCC);
@@ -49,7 +50,6 @@ public class SpotOvernightOrderService {
             .registry(registry)
             .orderCategory(orderCategory)
             .market(market)
-            .listing(listing)
             .riskParameter(riskParameter)
             .categoryP(categoryP)
             .clcc(clcc)
@@ -86,6 +86,8 @@ public class SpotOvernightOrderService {
         orderCurrencyImdg.insert(primaryBalancingT1);
         orderCurrencyImdg.insert(counterBalancingT1);
 
+        registry.setRegistryStatus(RegistryStatus.OK.getKey());
+        registryImdg.update(registry);
         log.info("Spot orders created for registryId={}", registry.getId());
     }
 

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

@@ -3,7 +3,6 @@ package ru.spcex.clearing.dflt.management.service;
 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.Market;
 import ru.clearing.classes.statics.data.misc.OrderCurrency;
 import ru.clearing.classes.statics.data.registry.Registry;
@@ -12,6 +11,7 @@ import ru.spcex.clearing.dflt.management.model.CounterpartyInfo;
 import ru.spcex.clearing.dflt.management.model.SwapContext;
 import ru.spcex.clearing.imdg.IMDGDistributedNames;
 import ru.spcex.platform.enumeration.CompanyRole;
+import ru.spcex.platform.enumeration.RegistryStatus;
 import ru.spcex.platform.enumeration.SettleCode;
 import ru.spcex.platform.imdg.api.Imdg;
 import ru.spcex.platform.imdg.api.ImdgProvider;
@@ -22,6 +22,7 @@ public class SwapOvernightOrderService {
 
     private final ImdgQueryService imdgQueryService;
     private final Imdg<OrderCurrency> orderCurrencyImdg;
+    private final Imdg<Registry> registryImdg;
     private final OrderTemplateBuilder templateBuilder;
     private final OrderCalculationService swapCalculationService;
 
@@ -31,6 +32,7 @@ public class SwapOvernightOrderService {
                                      OrderCalculationService swapCalculationService) {
         this.imdgQueryService = imdgQueryService;
         this.orderCurrencyImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_OrderCurrency, OrderCurrency.class);
+        this.registryImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Registry, Registry.class);
         this.templateBuilder = templateBuilder;
         this.swapCalculationService = swapCalculationService;
     }
@@ -39,7 +41,6 @@ public class SwapOvernightOrderService {
         String orderCategory = imdgQueryService.resolveOrderCategory(registry.getCompanyId());
 
         Market market = imdgQueryService.getSwapMarket();
-        Listing listing = imdgQueryService.findListing(registry, market.getCode());
         RiskParameter riskParameter = imdgQueryService.findRiskParameter(registry);
         CounterpartyInfo categoryP = imdgQueryService.getCompanyByClearingCategory("P");
         CounterpartyInfo clcc = imdgQueryService.getCompanyByRole(CompanyRole.CLCC);
@@ -49,7 +50,6 @@ public class SwapOvernightOrderService {
             .registry(registry)
             .orderCategory(orderCategory)
             .market(market)
-            .listing(listing)
             .riskParameter(riskParameter)
             .categoryP(categoryP)
             .clcc(clcc)
@@ -71,6 +71,8 @@ public class SwapOvernightOrderService {
         orderCurrencyImdg.insert(primaryBalancing);
         orderCurrencyImdg.insert(counterBalancing);
 
+        registry.setRegistryStatus(RegistryStatus.OK.getKey());
+        registryImdg.update(registry);
         log.info("Swap orders created for registryId={}", registry.getId());
     }