This commit is contained in:
ialbert
parent
d06a0efeec
commit
f92941a2fc
4 changed files with 61 additions and 19 deletions
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@ -1,5 +1,13 @@
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package ru.spcex.clearing.service.execution;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.time.Instant;
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import java.time.LocalDate;
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import java.util.Collection;
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import java.util.Map;
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import java.util.Optional;
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import java.util.function.Function;
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import org.apache.kafka.clients.producer.Producer;
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import org.slf4j.Logger;
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import org.slf4j.LoggerFactory;
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@ -14,6 +22,8 @@ import ru.clearing.classes.statics.data.execution.ExecutionFond;
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import ru.clearing.classes.statics.data.instrument.issue.FixedIncomeCashFlow;
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import ru.clearing.classes.statics.data.instrument.issue.FixedIncomeSecurity;
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import ru.clearing.classes.statics.data.misc.Listing;
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import ru.clearing.classes.statics.data.misc.Market;
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import ru.clearing.classes.statics.data.misc.SCrossRate;
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import ru.clearing.classes.statics.data.misc.STrades;
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import ru.clearing.classes.statics.data.registry.TradingClearingRegistry;
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import ru.clearing.classes.statics.data.security.Security;
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@ -27,25 +37,25 @@ import ru.spcex.clearing.platform.messaging.domain.cud.registry.DealRegisterNewR
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import ru.spcex.clearing.platform.messaging.domain.cud.registry.ExecutionType;
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import ru.spcex.clearing.platform.messaging.service.sender.KafkaSender;
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import ru.spcex.clearing.service.validation.ValidationStored;
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import ru.spcex.platform.enumeration.*;
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import ru.spcex.platform.enumeration.CurrencyCode;
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import ru.spcex.platform.enumeration.InstrumentType;
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import ru.spcex.platform.enumeration.ObjectType;
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import ru.spcex.platform.enumeration.Priority;
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import ru.spcex.platform.enumeration.Section;
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import ru.spcex.platform.enumeration.Side;
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import ru.spcex.platform.imdg.api.Imdg;
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import ru.spcex.platform.imdg.api.ImdgProvider;
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import ru.spcex.platform.imdg.api.predicate.ImdgPredicate;
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import ru.spcex.platform.imdg.api.predicate.ImdgPredicateBuilder;
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import ru.spcex.platform.utils.enumeration.*;
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import ru.spcex.platform.utils.enumeration.EnumMessage;
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import ru.spcex.platform.utils.enumeration.IEnumId;
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import ru.spcex.platform.utils.enumeration.IEnumKey;
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import ru.spcex.platform.utils.enumeration.IMessageResolver;
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import ru.spcex.platform.utils.enumeration.SimpleMessageResolver;
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import ru.spcex.platform.utils.log.ExceptionUtils;
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import ru.spcex.platform.utils.text.TextUtil;
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import ru.spcex.platform.utils.time.TimeUtil;
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import ru.spcex.platform.utils.validation.IValidator;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.time.Instant;
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import java.time.LocalDate;
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import java.util.Collection;
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import java.util.Map;
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import java.util.Optional;
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import java.util.function.Function;
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import static ru.spcex.platform.utils.number.BigDecimalUtil.safeBD;
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@Component
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@ -58,7 +68,8 @@ public class ExecutionFondComponent {
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private final Imdg<Listing> listingImdg;
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private final Imdg<ClientCode> clientCodeImdg;
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private final Imdg<FixedIncomeCashFlow> fixedIncomeCashFlowImdg;
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private final Imdg<ru.clearing.classes.statics.data.misc.Market> marketImdg;
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private final Imdg<Market> marketImdg;
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private final Imdg<SCrossRate> crossRateImdg;
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//fixme ждать ТЗ
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Long tradeNum;
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@ -80,8 +91,9 @@ public class ExecutionFondComponent {
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this.executionFondImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_ExecutionFond, ExecutionFond.class);
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this.listingImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Listing, Listing.class);
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this.clientCodeImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_ClientCode, ClientCode.class);
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this.marketImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Market, ru.clearing.classes.statics.data.misc.Market.class);
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this.marketImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_Market, Market.class);
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this.fixedIncomeCashFlowImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_FixedIncomeCashFlow, FixedIncomeCashFlow.class);
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this.crossRateImdg = imdgProvider.getImdg(IMDGDistributedNames.Map_SCrossRate, SCrossRate.class);
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this.valuation = settings.getTrade().getValuation(); //fixme
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this.stradesValidator = stradesValidator;
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this.kafkaSender = kafkaSender;
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@ -196,7 +208,7 @@ public class ExecutionFondComponent {
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eFond.setTradingClearingRegistryId(rgstr.getId());
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//todo можем ли просто переложить sTrades.getClassCode() или все такие искать, одно и тоже же
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ru.clearing.classes.statics.data.misc.Market market = marketImdg.getFirstObjectBySQL("code = '%s'".formatted(sTrades.getClassCode()));
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Market market = marketImdg.getFirstObjectBySQL("code = '%s'".formatted(sTrades.getClassCode()));
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eFond.setMarket(sTrades.getClassCode());
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eFond.setPrice(sTrades.getPrice());
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@ -251,8 +263,25 @@ public class ExecutionFondComponent {
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nominalValue = safeBD(fixedIncome.getNominalValue());
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}
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{
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BigDecimal crossRate;
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String currency = fixedIncome.getNominalCurrency();
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if (TextUtil.isEmpty(currency) || CurrencyCode.isRub(currency)) {
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crossRate = BigDecimal.ONE;
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} else {
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ImdgPredicateBuilder crsRtpb = crossRateImdg.predicateBuilder();
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ImdgPredicate crsRtePrdct = crsRtpb.and(
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crsRtpb.equals("date", LocalDate.now()),
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crsRtpb.equals("currency", currency)
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);
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SCrossRate crsRte = crossRateImdg.getFirstObjectByPredicate(crsRtePrdct);
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if (crsRte != null) {
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crossRate = safeBD(crsRte.getUnitRate());
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} else {
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crossRate = BigDecimal.ZERO;
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}
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}
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settlementAmount = eFond.getQuantity()
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.multiply(nominalValue)
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.multiply(nominalValue.multiply(crossRate))
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.multiply(price)
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.divide(new BigDecimal(100), RoundingMode.HALF_UP)
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.setScale(2, RoundingMode.HALF_UP);
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@ -4,9 +4,14 @@ import ru.spcex.platform.utils.enumeration.IEnumKey;
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public enum CurrencyCode implements IEnumKey {
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RUB("RUB"),
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RUR("RUR") //fixme may be remove to separate enum
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RUR("RUR"),//fixme may be remove to separate enum
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SUR("SUR"),
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;
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public static boolean isRub(String currencyCode) {
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return IEnumKey.containsIgnoreCase(currencyCode, RUB, RUR, SUR);
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}
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private final String key;
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CurrencyCode(String key) {
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@ -3,8 +3,8 @@ package ru.spcex.platform.enumeration;
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import ru.spcex.platform.utils.enumeration.IEnumKey;
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public enum InstrumentType implements IEnumKey {
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BOND("BOND"), // Долевые ценные бумаги (акции)
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EQTY("EQTY"), // Долговые ценные бумаги (облигации)
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BOND("BOND"), // (облигации)
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EQTY("EQTY"), // (акции)
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RATE("RATE"), // Инструмент Денежного рынка
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CRNC ("CRNC")
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;
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@ -21,6 +21,14 @@ public interface IEnumKey extends Serializable {
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}
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return false;
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}
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static <T extends Enum<T> & IEnumKey> boolean containsIgnoreCase(String id, T... enumSet) {
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for (T e : enumSet) {
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if (e.getKey() != null && e.getKey().equalsIgnoreCase(id)) {
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return true;
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}
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}
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return false;
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}
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static <T extends Enum<T> & IEnumKey> boolean contains(T e, T... enumSet) {
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for (T enumEl : enumSet) {
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