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Merge remote-tracking branch 'origin/dev' into dev

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ialbert 2026-04-29 18:19:58 +03:00
commit 2a8fbad2dc
5 changed files with 30 additions and 29 deletions
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6
clearing-parent/backend-api/src/main/resources/meta/meta.json
View file

@ -1,6 +1,6 @@
{
"version": "3.23.295.167",
"version": "3.23.295.168",
"enums": {
@ -11755,7 +11755,7 @@
}
,
{"code": "market",
"type": 12,"name": "Код режима торгов","shortname": "Режим торгов","visible": true,"searchable": true,"sortable": true,"link": "market","linkCode": "code"
"type": 12,"name": "Код режима торгов","shortname": "Режим торгов","visible": true,"searchable": true,"sortable": true
}
,
{"code": "status",
@ -11843,7 +11843,7 @@
}
,
{"code": "market",
"type": 12,"name": "Код режима торгов","shortname": "Режим торгов","link": "market","linkCode": "code","enabled": false,"required": true
"type": 12,"name": "Код режима торгов","shortname": "Режим торгов","enabled": false,"required": true
}
,
{"code": "price",

6
clearing-parent/backend-api/src/main/resources/meta/meta.xml
View file

@ -1,6 +1,6 @@
<?xml version="1.0" encoding="UTF-8"?>
<!--?xml-stylesheet type="text/xsl" href="\..\corp-reports\src\data\meta\meta.server.xslt"?-->
<meta version="3.23.295.167">
<meta version="3.23.295.168">
<!-- _xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" _xsi:noNamespaceSchemaLocation="file:///E:/d/projects/meta/from/meta.xsd" -->
<!--Здесь словари-->
<enums>
@ -2729,7 +2729,7 @@
<account type="2" length="50" name="Торговый счет" shortname="Счет" searchable="true" sortable="true" visible="true"/>
<companyId type="1" dbname="Идентификатор участника" name="Наименование участника" shortname="Участник" searchable="true" sortable="true" visible="true" link="company" linkCode="shortName"/>
<tradingCode type="2" length="255" name="Код участника торгов" shortname="Код УТ" searchable="true" sortable="true" visible="true"/>
<market type="12" name="Код режима торгов" shortname="Режим торгов" visible="true" searchable="true" sortable="true" link="market" linkCode="code"/>
<market type="12" name="Код режима торгов" shortname="Режим торгов" visible="true" searchable="true" sortable="true"/>
<status type="2" length="4" name="Статус заявки" shortname="Статус" link="orderStatus" searchable="true" sortable="true" visible="true"/>
<price type="10" name="Цена заявки" shortname="Цена" searchable="true" sortable="true" visible="true"/>
<quantityLot type="3" name="Объем заявки в лотах" shortname="Объем заявки в лотах" searchable="true" sortable="true" visible="false"/>
@ -2751,7 +2751,7 @@
<put name="Изменение заявки" class="ru.spcex.clearing.backendapi.controller.request.cud.order.OrderCurrencyUpdateAction">
<id type="1" name="Идентификатор записи" shortname="ID" link="orderCurrency" linkCode="id" required="true"/>
<securityId type="1" name="Наименование инструмента" shortname="Инструмент" link="security" linkCode="shortName" enabled="false" required="true"/>
<market type="12" name="Код режима торгов" shortname="Режим торгов" link="market" linkCode="code" enabled="false" required="true"/>
<market type="12" name="Код режима торгов" shortname="Режим торгов" enabled="false" required="true"/>
<price type="10" name="Цена заявки" shortname="Цена" required="true"/>
<quantityLot type="3" name="Объем заявки в лотах" shortname="Объем заявки" required="true"/>
<side type="12" name="Направление заявки" shortname="Направление" required="true" link="side"/>

5
clearing-parent/db-scripts/src/main/resources/db/MARKET_LCC.sql
View file

@ -7,5 +7,6 @@
/* Business objects */
INSERT INTO MARKET(ID, MARKET_TYPE, SECTION, SETTLEMENT_CURRENCY, CODE, NAME, EXCHANGE_ID, DESCRIPTION) values (1000, 'SCND', 'CURR', 'RUB', 'UVAK', 'Режим непрерывных торгов (торги иностранной валютой с Провайдером ликвидности)', 1, 'Continuous trading mode (foreign currency trading with a Liquidity Provider)') ON CONFLICT (ID) DO UPDATE SET MARKET_TYPE = EXCLUDED.MARKET_TYPE, SECTION = EXCLUDED.SECTION, SETTLEMENT_CURRENCY = EXCLUDED.SETTLEMENT_CURRENCY, CODE = EXCLUDED.CODE, NAME = EXCLUDED.NAME, EXCHANGE_ID = EXCLUDED.EXCHANGE_ID, DESCRIPTION = EXCLUDED.DESCRIPTION;
INSERT INTO MARKET(ID, MARKET_TYPE, SECTION, SETTLEMENT_CURRENCY, CODE, NAME, EXCHANGE_ID, DESCRIPTION) values (1001, 'SCSP', 'CURR', 'RUB', 'TVAK', 'Технический режим переговорных сделок для сделок урегулирования', 1, 'Technical negotiated deals mode for settlement') ON CONFLICT (ID) DO UPDATE SET MARKET_TYPE = EXCLUDED.MARKET_TYPE, SECTION = EXCLUDED.SECTION, SETTLEMENT_CURRENCY = EXCLUDED.SETTLEMENT_CURRENCY, CODE = EXCLUDED.CODE, NAME = EXCLUDED.NAME, EXCHANGE_ID = EXCLUDED.EXCHANGE_ID, DESCRIPTION = EXCLUDED.DESCRIPTION;
INSERT INTO MARKET(ID, MARKET_TYPE, SECTION, SETTLEMENT_CURRENCY, CODE, NAME, EXCHANGE_ID, DESCRIPTION) values (1002, 'SCSW', 'CURR', 'RUB', 'TVWK', 'Технический режим витринных переговорных сделок для сделок урегулирования', 1, 'Technical negotiated showcase deals mode for settlement') ON CONFLICT (ID) DO UPDATE SET MARKET_TYPE = EXCLUDED.MARKET_TYPE, SECTION = EXCLUDED.SECTION, SETTLEMENT_CURRENCY = EXCLUDED.SETTLEMENT_CURRENCY, CODE = EXCLUDED.CODE, NAME = EXCLUDED.NAME, EXCHANGE_ID = EXCLUDED.EXCHANGE_ID, DESCRIPTION = EXCLUDED.DESCRIPTION;
INSERT INTO MARKET(ID, MARKET_TYPE, SECTION, SETTLEMENT_CURRENCY, CODE, NAME, EXCHANGE_ID, DESCRIPTION) values (1001, 'SCND', 'CURR', 'RUB', 'NVAK', 'Режим анонимных переговорных сделок (торги иностранной валютой с Провайдером ликвидности)', 1, 'Anonimous negotiated deals mode (foreign currency trading with a Liquidity Provider)') ON CONFLICT (ID) DO UPDATE SET MARKET_TYPE = EXCLUDED.MARKET_TYPE, SECTION = EXCLUDED.SECTION, SETTLEMENT_CURRENCY = EXCLUDED.SETTLEMENT_CURRENCY, CODE = EXCLUDED.CODE, NAME = EXCLUDED.NAME, EXCHANGE_ID = EXCLUDED.EXCHANGE_ID, DESCRIPTION = EXCLUDED.DESCRIPTION;
INSERT INTO MARKET(ID, MARKET_TYPE, SECTION, SETTLEMENT_CURRENCY, CODE, NAME, EXCHANGE_ID, DESCRIPTION) values (2002, 'SCSP', 'CURR', 'RUB', 'TVAK', 'Технический режим переговорных сделок для сделок урегулирования', 1, 'Technical negotiated deals mode for settlement') ON CONFLICT (ID) DO UPDATE SET MARKET_TYPE = EXCLUDED.MARKET_TYPE, SECTION = EXCLUDED.SECTION, SETTLEMENT_CURRENCY = EXCLUDED.SETTLEMENT_CURRENCY, CODE = EXCLUDED.CODE, NAME = EXCLUDED.NAME, EXCHANGE_ID = EXCLUDED.EXCHANGE_ID, DESCRIPTION = EXCLUDED.DESCRIPTION;
INSERT INTO MARKET(ID, MARKET_TYPE, SECTION, SETTLEMENT_CURRENCY, CODE, NAME, EXCHANGE_ID, DESCRIPTION) values (2003, 'SCSW', 'CURR', 'RUB', 'TVWK', 'Технический режим витринных переговорных сделок для сделок урегулирования', 1, 'Technical negotiated showcase deals mode for settlement') ON CONFLICT (ID) DO UPDATE SET MARKET_TYPE = EXCLUDED.MARKET_TYPE, SECTION = EXCLUDED.SECTION, SETTLEMENT_CURRENCY = EXCLUDED.SETTLEMENT_CURRENCY, CODE = EXCLUDED.CODE, NAME = EXCLUDED.NAME, EXCHANGE_ID = EXCLUDED.EXCHANGE_ID, DESCRIPTION = EXCLUDED.DESCRIPTION;

12
clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/OrderCalculationService.java
View file

@ -46,7 +46,7 @@ public class OrderCalculationService {
: calculationSums(registry, listing.getLotSize().intValue(), s, n);
BigDecimal quantityLot = result.sum3().abs();
BigDecimal price = swapPriceCalc(pair.getBaseCurrency(), s, n);
BigDecimal price = swapPriceCalc(pair.getBaseCurrency(), s, n, listing.getPrecision().intValue());
return new FinalCalculationResult(price, s, quantityLot);
}
@ -69,11 +69,11 @@ public class OrderCalculationService {
BigDecimal price;
if (SettleCode.T0 == settleCode) {
quantityLot = result.sum3().abs();
price = rates.getUnitRate();
price = rates.getUnitRate().setScale(listing.getPrecision().intValue(), RoundingMode.HALF_UP);
} else {
quantityLot = result.sum5().abs();
BigDecimal delta = swapPriceCalc(pair.getBaseCurrency(), s, n);
price = rates.getUnitRate().add(delta);
BigDecimal delta = swapPriceCalc(pair.getBaseCurrency(), s, n, listing.getPrecision().intValue());
price = rates.getUnitRate().add(delta).setScale(listing.getPrecision().intValue(), RoundingMode.HALF_UP);;
}
return new FinalCalculationResult(price, s, quantityLot);
@ -136,7 +136,7 @@ public class OrderCalculationService {
return new CalculationResult(sum1, sum2, sum3, sum4, sum5, sum6);
}
private BigDecimal swapPriceCalc(String baseCurrency, BigDecimal s, BigDecimal n) {
private BigDecimal swapPriceCalc(String baseCurrency, BigDecimal s, BigDecimal n, int precision) {
Rates rate = imdgQueryService.getRate(baseCurrency, LocalDate.now());
BigDecimal p = BigDecimal.ONE.divide(n, MC);
log.info("Calculation swap price: {}*{}*{}", s, n, p);
@ -144,7 +144,7 @@ public class OrderCalculationService {
.multiply(s, MC)
.multiply(n, MC)
.multiply(p, MC)
.setScale(8, RoundingMode.HALF_UP);
.setScale(precision, RoundingMode.HALF_UP);
}
private boolean isRub(Registry registry) {

30
clearing-parent/fix-service/src/main/java/ru/spcex/clearing/fix/quickfix/Application.java
View file

@ -113,17 +113,10 @@ public class Application extends MessageCracker implements quickfix.Application,
ImdgTransaction transaction = imdgProvider.newTransaction();
transaction.beginTransaction();
try {
if (executionReport.isSetField(OrderID.FIELD) && executionReport.isSetField(ExDestination.FIELD) && executionReport.isSetField(TransactTime.FIELD)) {
if (executionReport.isSetField(OrderID.FIELD) && executionReport.isSetField(ExDestination.FIELD) && executionReport.isSetField(TransactTime.FIELD) && executionReport.isSetField(OrdStatus.FIELD)) {
OrderID orderId = executionReport.getOrderID();
ExDestination exDestination = (ExDestination) executionReport.getField(new ExDestination());
TransactTime transactTime = executionReport.getTransactTime();
SecurityID securityID = executionReport.getSecurityID();
Price price = executionReport.getPrice();
OrderQty orderQty = executionReport.getOrderQty();
Account account = executionReport.getAccount();
Side side = executionReport.getSide();
Currency currency = executionReport.getCurrency();
SettlType settlType = executionReport.getSettlType();
OrdStatus ordStatus = executionReport.getOrdStatus();
Pattern orderIdPattern = Pattern.compile("(\\d{6})-([A-Z]+)-(\\d+)");
@ -145,14 +138,20 @@ public class Application extends MessageCracker implements quickfix.Application,
sOrders.setClassCode(exDestination.getValue());
sOrders.setTradeDate(transactTime.getValue().toLocalDate());
sOrders.setSecCode(securityID.getValue());
sOrders.setPrice(BigDecimal.valueOf(price.getValue()));
sOrders.setQty(BigDecimal.valueOf(orderQty.getValue()));
sOrders.setAccount(account.getValue());
sOrders.setSettleCode(settlType.getValue());
sOrders.setPriceCurrency(currency.getValue());
sOrders.setState(String.valueOf(ordStatus.getValue()));
if (executionReport.isSetSecurityID())
sOrders.setSecCode(executionReport.getSecurityID().getValue());
if (executionReport.isSetPrice())
sOrders.setPrice(BigDecimal.valueOf(executionReport.getPrice().getValue()));
if (executionReport.isSetOrderQty())
sOrders.setQty(BigDecimal.valueOf(executionReport.getOrderQty().getValue()));
if (executionReport.isSetAccount())
sOrders.setAccount(executionReport.getAccount().getValue());
if (executionReport.isSetSettlType())
sOrders.setSettleCode(executionReport.getSettlType().getValue());
if (executionReport.isSetCurrency())
sOrders.setPriceCurrency(executionReport.getCurrency().getValue());
sOrders.setState(String.valueOf(ordStatus.getValue()));
if (ordStatus.valueEquals(OrdStatus.NEW)) {
sOrders.setOrderDateTime(transactTime.getValue().toInstant(ZoneOffset.UTC));
} else if (ordStatus.valueEquals(OrdStatus.CANCELED)) {
@ -161,6 +160,7 @@ public class Application extends MessageCracker implements quickfix.Application,
sOrdersImdg.insert(sOrders);
} else {
sOrders.setState(String.valueOf(ordStatus.getValue()));
if (ordStatus.valueEquals(OrdStatus.NEW)) {
sOrders.setOrderDateTime(transactTime.getValue().toInstant(ZoneOffset.UTC));
} else if (ordStatus.valueEquals(OrdStatus.CANCELED)) {