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

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etreschenkov 2026-04-30 13:47:20 +03:00
parent 34b0b4c097
commit cabc01ca06
3 changed files with 17 additions and 11 deletions
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11
clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/OrderCalculationService.java
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@ -83,18 +83,11 @@ public class OrderCalculationService {
BigDecimal planPosition = registry.getBalance(); BigDecimal planPosition = registry.getBalance();
BigDecimal sum1 = planPosition.abs(); BigDecimal sum1 = planPosition.abs();
Registry rubRegistry = imdgQueryService.findAmtRegistry(registry, "RUB");
BigDecimal planPositionRub = rubRegistry.getBalance();
Rates rates = imdgQueryService.getRate(registry.getSecuritySymbol(), LocalDate.now());
SCrossRate sCrossRates = imdgQueryService.getSCrossRates(registry.getSecuritySymbol(), LocalDate.now()); SCrossRate sCrossRates = imdgQueryService.getSCrossRates(registry.getSecuritySymbol(), LocalDate.now());
if (sCrossRates == null) { if (sCrossRates == null) {
throw new IllegalStateException(String.format("Not fond rate by security symbol: %s", CurrencyCode.CNY.getKey())); throw new IllegalStateException(String.format("Not fond rate by security symbol: %s", CurrencyCode.CNY.getKey()));
} }
BigDecimal rateValue = sCrossRates.getUnitRate(); BigDecimal rateValue = sCrossRates.getUnitRate();
BigDecimal sum2 = planPositionRub.divide(rateValue, lotSize, RoundingMode.HALF_DOWN);
//Математическое округление кратное lotSize
BigDecimal sum3 = mathCeil(sum1, lotSize); BigDecimal sum3 = mathCeil(sum1, lotSize);
BigDecimal sum4 = sum3.multiply(rateValue, MC).negate(); BigDecimal sum4 = sum3.multiply(rateValue, MC).negate();
BigDecimal sum5 = sum3.negate(); BigDecimal sum5 = sum3.negate();
@ -106,7 +99,7 @@ public class OrderCalculationService {
BigDecimal sum6 = sum3.multiply(rateValue, MC).multiply(multiplier, MC); BigDecimal sum6 = sum3.multiply(rateValue, MC).multiply(multiplier, MC);
return new CalculationResult(sum1, sum2, sum3, sum4, sum5, sum6); return new CalculationResult(sum1, BigDecimal.ZERO, sum3, sum4, sum5, sum6);
} }
private CalculationResult calculationRubSums(Registry registry, Integer lotSize, BigDecimal s, BigDecimal n) { private CalculationResult calculationRubSums(Registry registry, Integer lotSize, BigDecimal s, BigDecimal n) {
@ -154,6 +147,6 @@ public class OrderCalculationService {
} }
private BigDecimal mathCeil(BigDecimal val, Integer multiplicity) { private BigDecimal mathCeil(BigDecimal val, Integer multiplicity) {
return BigDecimal.valueOf(Math.ceil(val.doubleValue() / multiplicity) * multiplicity); return BigDecimal.valueOf(Math.ceil(val.doubleValue() / multiplicity));
} }
} }

10
clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/SpotOvernightOrderService.java
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@ -1,5 +1,6 @@
package ru.spcex.clearing.dflt.management.service; package ru.spcex.clearing.dflt.management.service;
import java.math.BigDecimal;
import org.slf4j.Logger; import org.slf4j.Logger;
import org.slf4j.LoggerFactory; import org.slf4j.LoggerFactory;
import org.springframework.stereotype.Service; import org.springframework.stereotype.Service;
@ -12,11 +13,13 @@ import ru.spcex.clearing.dflt.management.model.FinalCalculationResult;
import ru.spcex.clearing.dflt.management.model.OrderCurrencyContext; import ru.spcex.clearing.dflt.management.model.OrderCurrencyContext;
import ru.spcex.clearing.imdg.IMDGDistributedNames; import ru.spcex.clearing.imdg.IMDGDistributedNames;
import ru.spcex.platform.enumeration.CompanyRole; import ru.spcex.platform.enumeration.CompanyRole;
import ru.spcex.platform.enumeration.CurrencyCode;
import ru.spcex.platform.enumeration.OvernightType; import ru.spcex.platform.enumeration.OvernightType;
import ru.spcex.platform.enumeration.RegistryStatus; import ru.spcex.platform.enumeration.RegistryStatus;
import ru.spcex.platform.enumeration.SettleCode; import ru.spcex.platform.enumeration.SettleCode;
import ru.spcex.platform.imdg.api.Imdg; import ru.spcex.platform.imdg.api.Imdg;
import ru.spcex.platform.imdg.api.ImdgProvider; import ru.spcex.platform.imdg.api.ImdgProvider;
import ru.spcex.platform.utils.enumeration.IEnumKey;
@Service @Service
public class SpotOvernightOrderService { public class SpotOvernightOrderService {
@ -47,6 +50,7 @@ public class SpotOvernightOrderService {
CounterpartyInfo categoryP = imdgQueryService.getCompanyByClearingCategory("P"); CounterpartyInfo categoryP = imdgQueryService.getCompanyByClearingCategory("P");
CounterpartyInfo clcc = imdgQueryService.getCompanyByRole(CompanyRole.CLCC); CounterpartyInfo clcc = imdgQueryService.getCompanyByRole(CompanyRole.CLCC);
CounterpartyInfo rgcm = imdgQueryService.getCompanyByRole(CompanyRole.RGCM); CounterpartyInfo rgcm = imdgQueryService.getCompanyByRole(CompanyRole.RGCM);
CurrencyCode currency = IEnumKey.getEnumByKey(CurrencyCode.class, registry.getSecuritySymbol());
OrderCurrencyContext context = OrderCurrencyContext.builder() OrderCurrencyContext context = OrderCurrencyContext.builder()
.registry(registry) .registry(registry)
@ -61,6 +65,12 @@ public class SpotOvernightOrderService {
FinalCalculationResult finalCalculationResultT0 = swapCalculationService.calcAndEnrichSpot(SettleCode.T0, context); FinalCalculationResult finalCalculationResultT0 = swapCalculationService.calcAndEnrichSpot(SettleCode.T0, context);
FinalCalculationResult finalCalculationResultT1 = swapCalculationService.calcAndEnrichSpot(SettleCode.T1, context); FinalCalculationResult finalCalculationResultT1 = swapCalculationService.calcAndEnrichSpot(SettleCode.T1, context);
if (CurrencyCode.RUB == currency &&
finalCalculationResultT0.calculationResult().sum3().compareTo(BigDecimal.ZERO) >= 0) {
log.warn("QuantityLot greater than zero; skip forming order currency");
return;
}
OrderCurrency primaryTransferT0 = templateBuilder.buildPrimaryTransfer(context, SettleCode.T0, finalCalculationResultT0); OrderCurrency primaryTransferT0 = templateBuilder.buildPrimaryTransfer(context, SettleCode.T0, finalCalculationResultT0);
OrderCurrency counterTransferT0 = templateBuilder.buildCounterTransfer(context, SettleCode.T0, finalCalculationResultT0); OrderCurrency counterTransferT0 = templateBuilder.buildCounterTransfer(context, SettleCode.T0, finalCalculationResultT0);
OrderCurrency primaryTransferT1 = templateBuilder.buildPrimaryTransfer(context, SettleCode.T1, finalCalculationResultT1); OrderCurrency primaryTransferT1 = templateBuilder.buildPrimaryTransfer(context, SettleCode.T1, finalCalculationResultT1);

7
clearing-parent/default-management/src/main/java/ru/spcex/clearing/dflt/management/service/SwapOvernightOrderService.java
View file

@ -13,11 +13,13 @@ import ru.spcex.clearing.dflt.management.model.FinalCalculationResult;
import ru.spcex.clearing.dflt.management.model.OrderCurrencyContext; import ru.spcex.clearing.dflt.management.model.OrderCurrencyContext;
import ru.spcex.clearing.imdg.IMDGDistributedNames; import ru.spcex.clearing.imdg.IMDGDistributedNames;
import ru.spcex.platform.enumeration.CompanyRole; import ru.spcex.platform.enumeration.CompanyRole;
import ru.spcex.platform.enumeration.CurrencyCode;
import ru.spcex.platform.enumeration.OvernightType; import ru.spcex.platform.enumeration.OvernightType;
import ru.spcex.platform.enumeration.RegistryStatus; import ru.spcex.platform.enumeration.RegistryStatus;
import ru.spcex.platform.enumeration.SettleCode; import ru.spcex.platform.enumeration.SettleCode;
import ru.spcex.platform.imdg.api.Imdg; import ru.spcex.platform.imdg.api.Imdg;
import ru.spcex.platform.imdg.api.ImdgProvider; import ru.spcex.platform.imdg.api.ImdgProvider;
import ru.spcex.platform.utils.enumeration.IEnumKey;
@Service @Service
public class SwapOvernightOrderService { public class SwapOvernightOrderService {
@ -48,7 +50,7 @@ public class SwapOvernightOrderService {
CounterpartyInfo categoryP = imdgQueryService.getCompanyByClearingCategory("P"); CounterpartyInfo categoryP = imdgQueryService.getCompanyByClearingCategory("P");
CounterpartyInfo clcc = imdgQueryService.getCompanyByRole(CompanyRole.CLCC); CounterpartyInfo clcc = imdgQueryService.getCompanyByRole(CompanyRole.CLCC);
CounterpartyInfo rgcm = imdgQueryService.getCompanyByRole(CompanyRole.RGCM); CounterpartyInfo rgcm = imdgQueryService.getCompanyByRole(CompanyRole.RGCM);
CurrencyCode currency = IEnumKey.getEnumByKey(CurrencyCode.class, registry.getSecuritySymbol());
OrderCurrencyContext context = OrderCurrencyContext.builder() OrderCurrencyContext context = OrderCurrencyContext.builder()
.registry(registry) .registry(registry)
.orderCategory(orderCategory) .orderCategory(orderCategory)
@ -61,7 +63,8 @@ public class SwapOvernightOrderService {
.build(); .build();
FinalCalculationResult finalCalculationResult = swapCalculationService.calcAndEnrichSwap(SettleCode.T1, context); FinalCalculationResult finalCalculationResult = swapCalculationService.calcAndEnrichSwap(SettleCode.T1, context);
if (finalCalculationResult.calculationResult().sum3().compareTo(BigDecimal.ZERO) >= 0) { if (CurrencyCode.RUB == currency &&
finalCalculationResult.calculationResult().sum3().compareTo(BigDecimal.ZERO) >= 0) {
log.warn("QuantityLot greater than zero; skip forming order currency"); log.warn("QuantityLot greater than zero; skip forming order currency");
return; return;
} }