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http://jira.mfd.msk:8088/browse/CLS-278

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This commit is contained in:
ialbert 2023-05-04 12:37:47 +03:00
parent ac3e325269
commit be93eb1ded
7 changed files with 280 additions and 5 deletions
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2
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/ExecutionDepositComponent.java
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@ -19,6 +19,7 @@ import ru.spcex.clearing.error.ClearingException;
import ru.spcex.clearing.imdg.IMDGDistributedNames;
import ru.spcex.clearing.platform.messaging.domain.Consts;
import ru.spcex.clearing.platform.messaging.domain.cud.registry.DealRegisterNewRequest;
import ru.spcex.clearing.platform.messaging.domain.cud.registry.ExecutionType;
import ru.spcex.clearing.platform.messaging.service.sender.KafkaSender;
import ru.spcex.clearing.service.validation.ValidationStored;
import ru.spcex.platform.enumeration.*;
@ -151,6 +152,7 @@ public class ExecutionDepositComponent {
DealRegisterNewRequest requestPayload = new DealRegisterNewRequest();
requestPayload.setExecutionId(forED.getId());
requestPayload.setExchangeExecutionId(forED.getExchangeExecutionId());
requestPayload.setExecutionType(ExecutionType.deposit);
Long generatedRequestId = kafkaSender.sendRequestToQueue(destination, requestPayload);
if (generatedRequestId == null) {
throw new RuntimeException("failed to send request to " + destination);

218
clearing-parent/clearing-service/src/main/java/ru/spcex/clearing/service/ExecutionFondComponent.java Normal file
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@ -0,0 +1,218 @@
package ru.spcex.clearing.service;
import org.apache.kafka.clients.producer.Producer;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.beans.factory.annotation.Qualifier;
import org.springframework.scheduling.annotation.EnableScheduling;
import org.springframework.scheduling.annotation.Scheduled;
import org.springframework.stereotype.Component;
import ru.clearing.classes.statics.data.account.ClientCode;
import ru.clearing.classes.statics.data.company.Company;
import ru.clearing.classes.statics.data.execution.ExecutionFond;
import ru.clearing.classes.statics.data.misc.Listing;
import ru.clearing.classes.statics.data.misc.STrades;
import ru.clearing.classes.statics.data.registry.TradingClearingRegistry;
import ru.clearing.classes.statics.data.security.Security;
import ru.spcex.clearing.error.ClearingError;
import ru.spcex.clearing.error.ClearingException;
import ru.spcex.clearing.imdg.IMDGDistributedNames;
import ru.spcex.clearing.platform.messaging.domain.Consts;
import ru.spcex.clearing.platform.messaging.domain.cud.registry.DealRegisterNewRequest;
import ru.spcex.clearing.platform.messaging.domain.cud.registry.ExecutionType;
import ru.spcex.clearing.platform.messaging.service.sender.KafkaSender;
import ru.spcex.clearing.service.validation.ValidationStored;
import ru.spcex.platform.enumeration.*;
import ru.spcex.platform.imdg.api.Imdg;
import ru.spcex.platform.imdg.api.ImdgProvider;
import ru.spcex.platform.utils.enumeration.*;
import ru.spcex.platform.utils.log.ExceptionUtils;
import ru.spcex.platform.utils.time.TimeUtil;
import ru.spcex.platform.utils.validation.IValidator;
import java.time.Instant;
import java.time.LocalDate;
import java.util.Collection;
import java.util.Map;
import java.util.Optional;
import java.util.function.Function;
@Component
@EnableScheduling
public class ExecutionFondComponent {
private final Logger log = LoggerFactory.getLogger(getClass());
private final Imdg<STrades> sTradeImdg;
private final Imdg<ExecutionFond> executionFondImdg;
private final Imdg<Listing> listingImdg;
private final Imdg<ClientCode> clientCodeImdg;
//fixme ждать ТЗ
Long tradeNum;
Instant tradingDay;
private final IMessageResolver msgResolver = new SimpleMessageResolver();
private final Function<STrades, IValidator> stradesValidator;
private final KafkaSender kafkaSender;
@Autowired
public ExecutionFondComponent(ImdgProvider imdgProvider, Producer<String, Object> kafka,
@Qualifier("sTradesValidator") Function<STrades, IValidator> stradesValidator,
@Qualifier("kafkaSenderWithoutRequestInfo") KafkaSender kafkaSender) {
this.sTradeImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_STrades, STrades.class);
this.executionFondImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_ExecutionFond, ExecutionFond.class);
this.listingImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Listing, Listing.class);
this.clientCodeImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_ClientCode, ClientCode.class);
this.stradesValidator = stradesValidator;
this.kafkaSender = kafkaSender;
resetTradingDay();
}
/**
* Сбрасывать каждый день в 01:00:01 "0 1 0 1 * ?"
*/
@Scheduled(cron = "0 1 0 1 * ?")
public void resetTradingDay() {
log.trace("Recheck today trading day for search STrade. Current state: tradeNum={}, tradeDat={}", tradeNum, tradingDay);
Instant today = TimeUtil.localDateToInstant(LocalDate.now());
if (tradingDay == null || !tradingDay.equals(today)) {
tradeNum = -1L;
tradingDay = today;
}
log.info("Reset trading day for search STrade: tradeNum={}, tradeDat={}", tradeNum, tradingDay);
}
public void processNewTS() {
log.debug("Start check new S_TRADE after {}", tradingDay);
//выбираем STrades на сегодня с правильным section
Collection<STrades> sTrades = sTradeImdg.getCollectionObjectsByFieldValues(Map.of(
"tradeDate", LocalDate.now(),
"section", Section.FOND.getKey()
));
log.info("Found {} s_trade for today", sTrades.size());
if (sTrades.isEmpty()) {
logError(ClearingError.NewDealsNotFound);
return;
}
//убираем уже добавленные в ExecutionDeposit
sTrades.removeIf(sTrd -> {
Side sTrdSide = IEnumKey.getEnumByKey(Side.class, sTrd.getOperation());
if (sTrdSide == null || !(sTrdSide.equals(Side.BUY) || sTrdSide.equals(Side.SELL))) {
log.warn("cannot parse strade.tradeNum={} strade.operation {}", sTrd.getTradeNum(), sTrd.getOperation());
return true;
}
MoneyFlowSide excDepSide = sTrdSide.equals(Side.BUY) ? MoneyFlowSide.BUY : MoneyFlowSide.SELL;
return executionFondImdg.getSingleObjectByFieldValues(
Map.of("tradingDate", sTrd.getTradeDate(),
"exchangeExecutionId", sTrd.getTradeNum(),
"side", excDepSide.getKey())) != null;
});
log.info("{} strades left after already-added filtering", sTrades.size());
for (STrades sTrd : sTrades) {
log.trace("S_TRADE[{}] new", sTrd.getId());
//проверки
IValidator validator = stradesValidator.apply(sTrd);
Optional<EnumMessage> error = validator.tillFirstError();
if (error.isPresent()) {
logError(sTrd.getId(), error.get());
continue;
}
ExecutionFond newED;
try {
newED = createExecutionFond(sTrd, validator);
executionFondImdg.insert(newED);
sendNotification(newED);
log.debug("New executionDeposit.id={} was created.", newED.getId());
} catch (ClearingException ce) {
auditMessage(ce);
} catch (Exception e) {
log.error("When create new ExecutionDeposit by STrade[{}] error: {}", sTrd.getId(), ExceptionUtils.getStackTrace(e));
}
}
Long newMaxTradeNum = sTrades.stream().mapToLong(STrades::getTradeNum).max().orElseGet(() -> tradeNum);
log.info("Process completed. Next tradeNum is {}", newMaxTradeNum);
}
protected void auditMessage(ClearingException ce) {
log.error("AUDIT error code {}: {}", ce.getEnumMsg(), ce.getMessage());
}
protected void sendNotification(ExecutionFond forEF) throws ClearingException {
final String destination = Consts.REGISTRY_DEAL_REGISTER_NEW;
DealRegisterNewRequest requestPayload = new DealRegisterNewRequest();
requestPayload.setExecutionId(forEF.getId());
requestPayload.setExchangeExecutionId(forEF.getExchangeExecutionId());
requestPayload.setExecutionType(ExecutionType.fond);
Long generatedRequestId = kafkaSender.sendRequestToQueue(destination, requestPayload);
if (generatedRequestId == null) {
throw new RuntimeException("failed to send request to " + destination);
}
}
protected ExecutionFond createExecutionFond(STrades sTrades,
IValidator validator) throws ClearingException {
Security security = validator.getStored(ValidationStored.STradesSecurity);
Company company = validator.getStored(ValidationStored.STradesCompany);
Company counterCompany = validator.getStored(ValidationStored.STradesCounterCompany);
TradingClearingRegistry rgstr = validator.getStored(ValidationStored.STradesTradingClearingRegistry);
ClientCode clientCode = clientCodeImdg.getSingleObjectByFieldValues(Map.of("code", sTrades.getClientCode()));
ExecutionFond eFond = new ExecutionFond();
final Instant now = Instant.now();
eFond.setCreated(now);
eFond.setTradingDate(sTrades.getTradeDate());
eFond.setClearingDate(TimeUtil.toLocalDate(now));
eFond.setExchangeExecutionId(sTrades.getTradeNum());
eFond.setExchangeExecutionTime(sTrades.getTradeDateTime());
eFond.setTradingClearingRegistryId(rgstr.getId());
eFond.setMarket(Market.fond.getKey());
eFond.setPrice(sTrades.getPrice());
eFond.setLots(sTrades.getQty());
eFond.setQuantity(sTrades.getQtyPcs());
{
Side sTradeSide = IEnumKey.getEnumByKey(Side.class, sTrades.getOperation());
if (sTradeSide != null) {
switch (sTradeSide) {
case BUY -> eFond.setSide(MoneyFlowSide.BUY.getKey());
case SELL -> eFond.setSide(MoneyFlowSide.SELL.getKey());
}
}
}
//fixme символьный код по справочнику currencyCode, соответствующий значению из sTrades.settleCurrency
eFond.setSettlementCurrency(CurrencyCode.RUB.getKey());
//fixme micro vs milli
eFond.setExchangeExecutionMicroseconds(Instant.ofEpochMilli(sTrades.getTradeTimeMs()));
eFond.setCompanyId(company.getId());
eFond.setDuration(sTrades.getRepoTerm());
eFond.setComment(sTrades.getBrokerRef());
if (clientCode != null) {
eFond.setClientCodeId(clientCode.getId());
}
eFond.setSettlementDate(sTrades.getSettleDate());
eFond.setSettlementCode(sTrades.getSettleCode());
eFond.setSecurityFullName(security.getFullName());
eFond.setSecuritySymbol(security.getSecuritySymbol());
eFond.setSecurityId(security.getId());
eFond.setInterestAmount(sTrades.getAccruedint());
eFond.setExchangeOrderId(sTrades.getOrderNum());
eFond.setSettlementAmount(sTrades.getValue());
eFond.setCounterPartyId(counterCompany.getId());
return eFond;
}
private void logError(IEnumId subject, Object... args) {
log.warn("{}", msgResolver.resolve(new EnumMessage(subject, args)));
}
private void logError(Long sTradeId, EnumMessage msg) {
log.warn("sTrade id={} {}", sTradeId, msgResolver.resolve(msg));
}
}

2
platform-parent/platform-enum/src/main/java/ru/spcex/platform/enumeration/Market.java
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@ -3,7 +3,7 @@ package ru.spcex.platform.enumeration;
import ru.spcex.platform.utils.enumeration.IEnumKey;
public enum Market implements IEnumKey {
mkrs("MKRS");
mkrs("MKRS"), fond("FOND");
private final String key;

20
platform-parent/platform-messaging/src/main/java/ru/spcex/clearing/platform/messaging/domain/cud/registry/DealRegisterNewRequest.java
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@ -2,10 +2,10 @@ package ru.spcex.clearing.platform.messaging.domain.cud.registry;
import com.fasterxml.jackson.annotation.JsonProperty;
import java.math.BigDecimal;
import java.time.Instant;
import java.time.LocalDate;
import com.fasterxml.jackson.databind.annotation.JsonDeserialize;
import com.fasterxml.jackson.databind.annotation.JsonSerialize;
import ru.spcex.clearing.platform.messaging.domain.json.deserialize.enumeration.ExecutionTypeDeserializer;
import ru.spcex.clearing.platform.messaging.domain.json.serialize.EnumSerializer;
public class DealRegisterNewRequest {
@ -15,6 +15,11 @@ public class DealRegisterNewRequest {
@JsonProperty
public Long exchangeExecutionId;
@JsonSerialize(using = EnumSerializer.class)
@JsonDeserialize(using = ExecutionTypeDeserializer.class)
@JsonProperty
public ExecutionType executionType;
public Long getExecutionId() {
return executionId;
@ -32,4 +37,11 @@ public class DealRegisterNewRequest {
this.exchangeExecutionId = exchangeExecutionId;
}
public ExecutionType getExecutionType() {
return executionType;
}
public void setExecutionType(ExecutionType executionType) {
this.executionType = executionType;
}
}

5
platform-parent/platform-messaging/src/main/java/ru/spcex/clearing/platform/messaging/domain/cud/registry/ExecutionType.java Normal file
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@ -0,0 +1,5 @@
package ru.spcex.clearing.platform.messaging.domain.cud.registry;
public enum ExecutionType {
deposit, fond;
}

27
platform-parent/platform-messaging/src/main/java/ru/spcex/clearing/platform/messaging/domain/json/deserialize/EnumDeserializer.java Normal file
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@ -0,0 +1,27 @@
package ru.spcex.clearing.platform.messaging.domain.json.deserialize;
import com.fasterxml.jackson.core.JsonParseException;
import com.fasterxml.jackson.core.JsonParser;
import com.fasterxml.jackson.databind.DeserializationContext;
import com.fasterxml.jackson.databind.JsonDeserializer;
import java.io.IOException;
public abstract class EnumDeserializer<T extends Enum<T>> extends JsonDeserializer<T> {
@Override
public T deserialize(JsonParser p, DeserializationContext ctxt) throws IOException {
String v = p.getText();
if (v == null || v.length() == 0) {
return null;
}
for (T enumConstant : getEnumClass().getEnumConstants()) {
if (enumConstant.name().equalsIgnoreCase(v)) {
return enumConstant;
}
}
throw new JsonParseException(p, "couldn't parse " + getEnumClass().getSimpleName() + " value '" + v + "'");
}
protected abstract Class<T> getEnumClass();
}

11
platform-parent/platform-messaging/src/main/java/ru/spcex/clearing/platform/messaging/domain/json/deserialize/enumeration/ExecutionTypeDeserializer.java Normal file
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@ -0,0 +1,11 @@
package ru.spcex.clearing.platform.messaging.domain.json.deserialize.enumeration;
import ru.spcex.clearing.platform.messaging.domain.cud.registry.ExecutionType;
import ru.spcex.clearing.platform.messaging.domain.json.deserialize.EnumDeserializer;
public class ExecutionTypeDeserializer extends EnumDeserializer<ExecutionType> {
@Override
protected Class<ExecutionType> getEnumClass() {
return ExecutionType.class;
}
}