matchmaking-system/internal/data/subscribe_option_inr.go

package data

import (
	"context"
	"encoding/json"
	"fmt"
	"github.com/shopspring/decimal"
	"matchmaking-system/internal/biz/structure"
	"matchmaking-system/internal/data/memory"
	"matchmaking-system/internal/data/mq/consumer"
	"matchmaking-system/internal/data/socket/optionData"
	"matchmaking-system/internal/data/socket/publicData"
	"matchmaking-system/internal/data/tradedeal/option"
	"matchmaking-system/internal/data/tradedeal/virtual"
	"matchmaking-system/internal/pkg/flags"
	"matchmaking-system/internal/pkg/logging/applogger"
	"matchmaking-system/internal/pkg/logging/common"
	"matchmaking-system/internal/pkg/setting"
	"matchmaking-system/internal/pkg/utils"
	"sync"
	"time"
)

/**
期权-交易计算相关公式
一、手续费(Total Fee)
	1> 固定费用：Total Fee = Total Fee Fix Value(固定费用)
	2> 按比例结算：Total Fee = Total Fee Ratio(总费用比例) * Option Filled Price(开仓价格) * Quantity(订单数量)
	3> 按张结算：Total Fee = Total Fee Per Contract(每份费用) * Quantity(订单数量)
三、浮动盈亏(P/L)
	1>buy call & buy put
	  1> bid买一价为0, P/L显示为 -
	  2> bid买一价大于0, P/L =(bid买一价 - Cost Price)*Contracts Quantity
	2>sell call & sell put
      1> ask卖一价为0, P/L显示为 -
	  2> ask卖一价大于0, P/L =(Cost Price - ASK卖一价)*Contracts Quantity
四、保证金(Margin Ratio)
	1> sell call 和 sell put：Margin =(Stock Price(行权价) * Option Multiplier(期权乘数)) * Margin Ratio(保证金比率) * Quantity
	2> buy call 和 buy put：Margin = Open Filled Price(开仓价格) * Quantity(订单数量)
五、结算价值(Settlement Value)
	1> Margin + P/L
*/

// OptionInrMessage
// @Description:
type OptionInrMessage struct {
	Price          string `json:"price"`
	Bid            string `json:"bid"`
	Ask            string `json:"ask"`
	Code           string `json:"code"`
	BeforeClose    string `json:"before_close"`
	YesterdayClose string `json:"yesterday_close"`
	CloseDate      string `json:"option_date"`
}

// OptionInrSymbol
// @Description:
type OptionInrSymbol struct {
	OpiMap          chan []byte // 订单交易对 -- 用户下单通知订阅
	OpiSetMap       chan []byte // 订单交易对 -- 用户盘前|盘后行情订阅
	OpiMapSymbol    sync.Map    // 订阅交易簿 -- 过滤重复
	OpiSetMapSymbol sync.Map    // 订阅交易簿 -- 过滤重复
}

// InitCacheSymbolOptionInr
//
//	@Description:
//	@param ctx
//	@param uo
func InitCacheSymbolOptionInr(ctx context.Context, uo *Data) {
	for {
		thaList, err := GetBotStockOptionInrListByStockId(ctx, uo)
		if err != nil {
			return
		}

		for _, value := range thaList {
			// Write to the redis list hot cache for initializing subscriptions when the program is pulled up
			checkBool, err := Reds.HExists(context.Background(), setting.MarketOptionInr, value).Result()
			if err != nil {
				applogger.Error("%v InitCacheSymbolOptionInr.MarketOptionInr.HExists:%v", common.ErrOptionInr, err)
				time.Sleep(5 * time.Second)
				continue
			}
			if !checkBool {
				if err := Reds.HSet(context.Background(), setting.MarketOptionInr, value, value).Err(); err != nil {
					applogger.Error("%v InitCacheSymbolOptionInr.MarketOptionInr.HSet:%v", common.ErrOptionInr, err)
					time.Sleep(5 * time.Second)
					continue
				}
			}
			if !flags.CheckSetting {
				applogger.Info("初始化印度期权股票代码:%v", value)
			}
		}

		time.Sleep(10 * time.Second)
	}
}

// InitSubscribeOptionInr
//
//	@Description: 状态机加载行情 - 订单表预加载
//	@param ctx
//	@param uo
//	@param shareTha
func InitSubscribeOptionInr(OptionInr *OptionInrSymbol) {
	for {
		listSpots, err := LoadLRangeList(setting.AdminOptionInrSubscribe)
		if err != nil {
			applogger.Error("%v InitSubscribeOptionInr.LoadLRangeList:%v", common.ErrOptionInr, err)
			return
		}

		for _, value := range listSpots {
			var entrust option.OptionInrTallyCache
			if err = json.Unmarshal([]byte(value), &entrust); err != nil {
				applogger.Error("%v InitSubscribeOptionInr.Unmarshal:%v", common.ErrOptionInr, err)
				continue
			}
			_, ok := OptionInr.OpiMapSymbol.Load(entrust.Order.StockCode)
			if ok {
				continue
			}
			OptionInr.OpiMap <- []byte(entrust.Order.StockCode)
		}

		time.Sleep(20 * time.Second)
	}
}

// SubscriptionDataInformation
//
//	@Description: 循环处理数据
//	@param ctx
func SubscriptionDataInformation(ctx context.Context) {
	for {
		optionInr.OpiMapSymbol.Range(func(key, value interface{}) bool {
			topIc, ok := key.(string)
			if ok {
				symbolStr := utils.ExtractSubstringBeforeFirstDigit(topIc)
				_ = OptionInrMessageSet(symbolStr, topIc)
			}
			return true
		})

		time.Sleep(600 * time.Millisecond)
	}
}

// SubscribeOptionInr
//
//	@Description: 期权-印度股订阅
//	@param ctx
//	@param uo
//	@param shareIdn
func SubscribeOptionInr(ctx context.Context, uo *Data, optionInr *OptionInrSymbol) {
	for {
		select {
		case symbol, _ := <-optionInr.OpiMap:
			// 期权标识:BEL20240425216000PE
			topIc := string(symbol)
			// 构造股票(BEL)
			symbolStr := utils.ExtractSubstringBeforeFirstDigit(topIc)
			// 处理重复订阅的情况
			_, ok := optionInr.OpiMapSymbol.Load(topIc)
			if ok {
				time.Sleep(5 * time.Second)
				continue
			}
			// 将订阅的主题写入Redis的hot-cache列表
			checkBool, err := Reds.HExists(context.Background(), setting.MarketOptionInr, symbolStr).Result()
			if err != nil {
				continue
			}
			if !checkBool {
				if err := Reds.HSet(context.Background(), setting.MarketOptionInr, symbolStr, symbolStr).Err(); err != nil {
					applogger.Error("%v SubscribeOptionInr.MarketOptionInr.HSet:%v", common.ErrOptionInr, err)
					time.Sleep(5 * time.Second)
					continue
				}
			}
			// 获取设置价格
			if err := OptionInrMessageSet(symbolStr, topIc); err != nil {
				applogger.Error("OptionInrMessageSet err:%v", topIc)
				continue
			}
			// 将订阅的主题存入map中,用于判断是否重复订阅
			optionInr.OpiMapSymbol.Store(topIc, topIc)
		default:
			Reds.Ping(ctx) // 如果没有消息,发送 PING 命令以维护连接
			time.Sleep(10 * time.Second)
		}
	}
}

// OptionInrMessageSet
//
//	@Description: 设置股票交易价格|买一卖一价格|闭盘价格
//	@param topIc
//	@return error
func OptionInrMessageSet(symbolStr, topIc string) error {
	// 查询订单
	keyCache := fmt.Sprintf("%v%v", flags.CountryOptionInr, symbolStr)
	msg, err := Reds.HGet(context.Background(), keyCache, topIc).Result()
	if err != nil {
		return err
	}
	// 交易数据解析
	var subMsg OptionInrMessage
	if err = json.Unmarshal([]byte(msg), &subMsg); err != nil {
		applogger.Error("%v SubscribeOptionInr.Unmarshal:%v", common.ErrOptionInr, err)
		close(optionInr.OpiMap)
		return err
	}
	// 处理订阅实时行情数据(订阅Key|交易价格|买一价|卖一价)
	SubscribeOptionInrPrice(subMsg, topIc)

	return nil
}

// SubscribeOptionInrPrice
//
//	@Description: 期权-订阅获取印度股实时价格或者[盘前|盘后]设置价格
//	@param setPrice
//	@param symbolStr
//	@param check
func SubscribeOptionInrPrice(optionInr OptionInrMessage, topIc string) {
	// 交易类型: 期权最新价格-0,期权买一价-1,期权卖一价-2
	// 缓存期权交易价格
	keyPrice := publicData.SymbolCache(flags.Opi, topIc, flags.OptionPrice)
	if err := memory.OptionInrCache.Set(keyPrice, []byte(optionInr.Price)); err != nil {
		applogger.Error("%v SubscribeOptionInrPrice.OptionInrCache.Set.price:%v", common.ErrOptionInr, err)
	}
	// 缓存期权买一价格
	keyBid := publicData.SymbolCache(flags.Opi, topIc, flags.OptionBid)
	if err := memory.OptionInrBid.Set(keyBid, []byte(optionInr.Bid)); err != nil {
		applogger.Error("%v SubscribeOptionInrPrice.OptionInrBid.Set.price:%v", common.ErrOptionInr, err)
	}
	// 缓存期权卖一价格
	keyAsk := publicData.SymbolCache(flags.Opi, topIc, flags.OptionAsk)
	if err := memory.OptionInrAsk.Set(keyAsk, []byte(optionInr.Ask)); err != nil {
		applogger.Error("%v SubscribeOptionInrPrice.OptionInrAsk.Set.price:%v", common.ErrOptionInr, err)
	}

	// 设置闭盘价格
	var price decimal.Decimal
	closeStr := utils.ReplaceStr(optionInr.Price) == ""
	yesterdayStr := utils.ReplaceStr(optionInr.YesterdayClose) == ""
	beforeStr := utils.ReplaceStr(optionInr.BeforeClose) == ""
	if closeStr {
		optionInr.Price = decimal.Zero.String()
	}
	if yesterdayStr {
		optionInr.YesterdayClose = decimal.Zero.String()
	}
	if beforeStr {
		optionInr.BeforeClose = decimal.Zero.String()
	}
	closePrice := decimal.RequireFromString(optionInr.Price)
	yesterdayClosePrice := decimal.RequireFromString(optionInr.YesterdayClose)
	beforeClose := decimal.RequireFromString(optionInr.BeforeClose)
	// 判定如果close为zero则取值yesterdayClosePrice,否取closePrice
	if closePrice.IsZero() {
		if !yesterdayClosePrice.IsZero() {
			price = yesterdayClosePrice
		}
	} else {
		price = closePrice
	}
	// 判定如果price为zero则取值beforeClose值,否取price
	if price.IsZero() {
		if !beforeClose.IsZero() {
			price = beforeClose
		}
	}
	// 闭盘价格
	closeKey := publicData.SymbolCache(flags.Opi, topIc, flags.TradeTypeClosePrice)
	if err := memory.OptionInrClosePrice.Set(closeKey, []byte(price.String())); err != nil {
		applogger.Error("%v OptionInrClosePrice.Set.price:%v", common.ErrOptionInr, err)
	}

	if !flags.CheckSetting {
		applogger.Info("期权股票交易代码:%v,交易价格:%v,买一价:%v,卖一价:%v,闭盘价:%v", topIc, optionInr.Price, optionInr.Bid, optionInr.Ask, price)
	}
}

// OrderSubAdminOptionInrSubscribeBySum
//
//	@Description: 期权-持仓订单浮动盈亏计算
//	@param ctx
//	@param uo
func OrderSubAdminOptionInrSubscribeBySum(uo *Data) {
	for {
		topIc := setting.AdminOptionInrSubscribe
		hashMap, err := Reds.HGetAll(context.Background(), topIc).Result()
		if err != nil {
			applogger.Error("OrderSubAdminOptionInrSubscribeBySum.HGetAll:%v", err)
			time.Sleep(5 * time.Second)
			continue
		}
		var hashList []option.OptionInrTallyCache
		for _, value := range hashMap {
			var msg option.OptionInrTallyCache
			if err = json.Unmarshal([]byte(value), &msg); err != nil {
				time.Sleep(5 * time.Second)
				continue
			}
			switch msg.Status {
			case flags.Entrust: // 挂单
			case flags.Position: // 持仓
				hashList = append(hashList, msg)
			default: // 平仓|撤单
				err = Reds.HDel(context.Background(), topIc, msg.OrderId).Err()
				if err != nil {
					applogger.Error("OrderSubAdminOptionInrSubscribeBySum.HDel:%v", err)
					continue
				}
			}
		}
		applogger.Info("统计印度期权股数据量统计:%v", len(hashList))
		// 统计印度股持仓订单浮动盈亏
		priceSum := decimal.Zero
		for _, value := range hashList {
			orderModel := optionData.OptionInrOrderProcessing(1, value)
			if orderModel != nil {
				if len(orderModel.Price) == 0 || len(orderModel.OpenPrice) == 0 {
					continue
				}
				var newPrice, openPrice, orderNumber, subPrice, resultPrice decimal.Decimal
				newPrice = decimal.RequireFromString(orderModel.Price)                                            // 股票实时价格
				openPrice = decimal.RequireFromString(orderModel.OpenPrice)                                       // 订单开仓价格
				orderNumber = decimal.RequireFromString(orderModel.OrderNumber)                                   // 订单量
				subPrice = OptionResultPrice(value.Order.TradeType, value.Order.TradingType, openPrice, newPrice) // 计算浮动盈亏
				resultPrice = subPrice.Mul(orderNumber)                                                           // 计算订单浮动总盈亏
				priceSum = priceSum.Add(resultPrice)                                                              // 累加盈亏统计
			}
		}
		// 写入持仓订单浮动盈亏缓存
		if err = memory.OptionInrFloating.Set(flags.FloatingOpi, []byte(priceSum.String())); err != nil {
			applogger.Error("统计印度期权股持仓订单浮动盈亏错误:%v", err)
			time.Sleep(5 * time.Second)
			continue
		}
		applogger.Info("统计印度期权股持仓订单浮动盈亏:%v", priceSum)

		time.Sleep(3 * time.Second)
	}
}

// OptionResultPrice
//
//	@Description: 期权-浮动盈亏
//	@param tradeType
//	@param tradingType
//	@param openPrice
//	@param newPrice
//	@return decimal.Decimal
func OptionResultPrice(tradeType, tradingType int64, openPrice, newPrice decimal.Decimal) decimal.Decimal {
	//浮动盈亏(P/L)
	//1>buy call & buy put
	//	1> bid买一价为0, P/L显示为 -
	//	2> bid买一价大于0, P/L =(bid买一价 - Cost Price)*Contracts Quantity
	//2>sell call & sell put
	//	1> ask卖一价为0, P/L显示为 -
	//	2> ask卖一价大于0, P/L =(Cost Price - ASK卖一价)*Contracts Quantity
	var subPrice decimal.Decimal
	switch tradeType {
	case flags.OptionCalls: // Call
		switch tradingType {
		case flags.OptionBuy: // buy - call
			subPrice = newPrice.Sub(openPrice)
		case flags.OptionSell: // sell - call
			subPrice = openPrice.Sub(newPrice)
		}
	case flags.OptionPuts: // PUT
		switch tradingType {
		case flags.OptionBuy: // buy - put
			subPrice = newPrice.Sub(openPrice)
		case flags.OptionSell: // sell - put
			subPrice = openPrice.Sub(newPrice)
		}
	default:
		subPrice = decimal.Zero
	}
	return subPrice
}

// OptionInrTransactionEntrust
//
//	@Description: 期权-印度股委托订单
//	@param ctx
func OptionInrTransactionEntrust(ctx context.Context, uo *Data) {
	for {
		OptionInrTransactionCalculationEntrust(ctx, uo)
		time.Sleep(400 * time.Millisecond)
	}
}

// OptionInrTransactionCalculationEntrust
//
//	@Description: 期权-印度股挂单缓存队列计算
//	@param ctx
//	@param uo
func OptionInrTransactionCalculationEntrust(ctx context.Context, uo *Data) {
	var wg sync.WaitGroup

	// 全局变量处理
	if CheckGlobalTread(flags.OpiMarket) {
		time.Sleep(5 * time.Second)
		return
	}

	// 获取印度期权股挂单缓存列表
	orderMap, err := Reds.HGetAll(context.Background(), setting.MarketOptionInrEntrust).Result()
	if err != nil {
		applogger.Error("%v OptionInrTransactionCalculationEntrust.HGetAll:%v", common.ErrOptionInr, err)
		return
	}

	for _, value := range orderMap {
		var msg = make(chan option.OptionInrTallyCache, 1)
		var entrust option.OptionInrTallyCache
		if err = json.Unmarshal([]byte(value), &entrust); err != nil {
			applogger.Error("%v OptionInrTransactionCalculationEntrust.Unmarshal:%v", common.ErrOptionInr, err)
			continue
		}
		// 到期时间小于当前时间-永远不给成交(撤单操作)
		if CheckShareSystemTime(entrust.ClosingTime) {
			applogger.Warn("%v 订单已超过到期时间不在成交:%v---%v", common.ErrOptionInr, entrust.Symbol, entrust.ClosingTime)
			_, err = UpdateBotStockOptionInrCancelByOrderId(ctx, uo.mysqlDB, entrust.OrderId)
			if err != nil {
				applogger.Warn("%v 订单已超过到期时间不在成交,订单撤单失败:%v---%v", common.ErrOptionInr, entrust.Symbol, entrust.ClosingTime)
			}
			continue
		}
		// 期权交易价格|买一价|卖一价
		var newPrice, bid, ask decimal.Decimal
		newPrice, bid, ask, err = GetOptionInrPrice(entrust.Order.StockCode)
		if err != nil {
			applogger.Warn("%v OptionInrTransactionCalculationEntrust.GetOptionInrPrice:%v---%v", common.ErrOptionInr, entrust.Symbol, err)
			continue
		}

		wg.Add(1)
		go func(value string) {
			var resultMsg option.OptionInrTallyCache
			switch entrust.Order.DealType {
			case flags.DealTypeLimited: // 限价-挂单
				resultMsg = OptionInrConcurrentComputingEntrustLimited(&entrust, newPrice, bid, ask, &wg)
			case flags.DealTypeMarket: // 市价-挂单(开盘即成交)
				resultMsg = OptionInrConcurrentComputingEntrustMarket(&entrust, bid, ask, &wg)
			}
			msg <- resultMsg
		}(value)

		// 处理并发结果(需要改成通过信道通知)
		select {
		case resultMsg, _ := <-msg:
			switch resultMsg.Status {
			case flags.Entrust: // 挂单中
				if !flags.CheckSetting {
					applogger.Debug("从信道接收期权-印度股挂单信息:%v", resultMsg)
				}
			case flags.Position: // 持仓中
				if !flags.CheckSetting {
					applogger.Debug("从信道接收到期权-印度股持仓信息:%v", resultMsg)
				}
				// 开盘逻辑
				if err = OptionInrLiquidationEntrust(ctx, &resultMsg); err != nil {
					applogger.Warn("%v OptionInrTransactionCalculationEntrust.OptionInrLiquidationEntrust:%v", common.ErrOptionInr, err)
					continue
				}
				// 写入持仓缓存列表
				var byteStr []byte
				byteStr, err = json.Marshal(resultMsg)
				if err != nil {
					applogger.Error("%v OptionInrTransactionCalculationEntrust.Marshal:%v", common.ErrOptionInr, err)
					continue
				}

				// TODO: 写入持仓消息队列
				//if err = uo.mqProducer.Entrust.PushNotice(byteStr); err != nil {
				//	applogger.Error("%v OptionInrTransactionCalculationEntrust.EntrustPushNotice:%v", common.ErrOptionInr, err)
				//	continue
				//}

				// 写入持仓队列缓存
				if err = Reds.HSet(context.Background(), setting.MarketOptionInrPosition, resultMsg.OrderId, string(byteStr)).Err(); err != nil {
					continue
				}
			}
		}
	}

	wg.Wait()
	applogger.Info("期权-印度股挂单并发计算执行完毕......")
}

// OptionInrConcurrentComputingEntrustLimited
//
//	@Description: 期权-印度股挂单(限价|市价)缓存列表业务处理
//	@param order
//	@param newPrice
//	@param wg
//	@return option.OptionInrTallyCache
func OptionInrConcurrentComputingEntrustLimited(order *option.OptionInrTallyCache, newPrice, bid, ask decimal.Decimal, wg *sync.WaitGroup) option.OptionInrTallyCache {
	var deleteCache bool
	var dealPrice string
	var status = order.Status                                          // 订单状态
	var limitPrice = decimal.RequireFromString(order.Order.LimitPrice) // 限价-价格

	//限价单成交逻辑
	//1>buy-call 和 buy-put 	当卖一价(aks) <= 下单价 会成交即为下单价
	//2>sell-call 和 sell-put 	当买一价(bid) >= 下单价 会成交即为下单价
	switch order.Order.TradeType {
	case flags.OptionCalls: // call
		switch order.Order.TradingType {
		case flags.OptionBuy: // buy - call
			if ask.Cmp(limitPrice) <= 0 {
				deleteCache = true
				dealPrice = limitPrice.String()
			}
		case flags.OptionSell: // sell - call
			if bid.Cmp(limitPrice) >= 0 {
				deleteCache = true
				dealPrice = limitPrice.String()
			}
		}
	case flags.OptionPuts: // put
		switch order.Order.TradingType {
		case flags.OptionBuy: // buy - put
			if ask.Cmp(limitPrice) <= 0 {
				deleteCache = true
				dealPrice = limitPrice.String()
			}
		case flags.OptionSell: // sell - put
			if bid.Cmp(limitPrice) >= 0 {
				deleteCache = true
				dealPrice = limitPrice.String()
			}
		}
	}

	if deleteCache {
		order.Status = flags.Position
		if err := Reds.HDel(context.Background(), setting.MarketOptionInrEntrust, order.OrderId).Err(); err != nil {
			applogger.Error("%v OptionInrConcurrentComputingEntrustLimited.HDel:%v", common.ErrOptionInr, err)
			order.Status = status
		}
	}

	wg.Done()
	return option.OptionInrTallyCache{
		UserId:      order.UserId,      // 用户Id
		OrderId:     order.OrderId,     // 订单Id
		Symbol:      order.Symbol,      // 下单交易对
		OpenPrice:   dealPrice,         // 开仓价格
		Status:      order.Status,      // 订单状态
		Order:       order.Order,       // 下单信息
		ClosingTime: order.ClosingTime, // 平仓时间
	}
}

// OptionInrConcurrentComputingEntrustMarket
//
//	@Description: 期权-印度股市价下单进入挂单队列(休市)
//	@param order
//	@param newPrice
//	@param wg
//	@return option.OptionInrTallyCache
func OptionInrConcurrentComputingEntrustMarket(order *option.OptionInrTallyCache, bid, ask decimal.Decimal, wg *sync.WaitGroup) option.OptionInrTallyCache {
	var deleteCache bool
	var dealPrice string
	var status = order.Status // 原始状态
	//市价单交易
	//1>buy-call 和 buy-put 	以卖一价(ask)成交
	//2>sell-call 和 sell-put 	以买一价(bid)成交
	switch order.Order.TradeType {
	case flags.OptionCalls: // call
		switch order.Order.TradingType {
		case flags.OptionBuy: // buy - call
			if !ask.IsZero() {
				deleteCache = true
				dealPrice = ask.String()
			}
		case flags.OptionSell: // sell - call
			if !bid.IsZero() {
				deleteCache = true
				dealPrice = bid.String()
			}
		}
	case flags.OptionPuts: // put
		switch order.Order.TradingType {
		case flags.OptionBuy: // buy - put
			if !ask.IsZero() {
				deleteCache = true
				dealPrice = ask.String()
			}
		case flags.OptionSell: // sell - put
			if !bid.IsZero() {
				deleteCache = true
				dealPrice = bid.String()
			}
		}
	}

	if deleteCache {
		order.Status = flags.Position
		if err := Reds.HDel(context.Background(), setting.MarketOptionInrEntrust, order.OrderId).Err(); err != nil {
			applogger.Error("%v OptionInrConcurrentComputingEntrustMarket.HDel:%v", common.ErrOptionInr, err)
			order.Status = status
		}
	}

	wg.Done()
	return option.OptionInrTallyCache{
		UserId:      order.UserId,      // 用户Id
		OrderId:     order.OrderId,     // 订单Id
		Symbol:      order.Symbol,      // 下单交易对
		OpenPrice:   dealPrice,         // 开仓价格
		Status:      order.Status,      // 订单状态
		Order:       order.Order,       // 下单信息
		ClosingTime: order.ClosingTime, // 平仓时间
	}
}

// OptionInrMqOpenBusiness
//
//	@Description: TODO: 期权-印度股持仓消息队列
//	@param ctx
//	@param uo
func OptionInrMqOpenBusiness(ctx context.Context, uo *Data) {
	go func() {
		uo.mqConsumer.Entrust.ConsumerNotice()
	}()
	for {
		select {
		case message, ok := <-consumer.ConsumerEntrustMq.OptionInrMq:
			if !ok {
				time.Sleep(5 * time.Second)
				applogger.Error("%v OptionInrMqOpenBusiness.OptionInrMq err....", common.ErrOptionInr)
				continue
			}

			// 持仓订单缓存数据序列化解析
			var resultMsg option.OptionInrTallyCache
			if err := json.Unmarshal(message, &resultMsg); err != nil {
				applogger.Error("%v OptionInrMqOpenBusiness.Unmarshal:%v", common.ErrOptionInr, err)
				time.Sleep(5 * time.Second)
				continue
			}

			// 持仓平仓
			if err := OptionInrLiquidationEntrust(ctx, &resultMsg); err != nil {
				applogger.Error("%v OptionInrMqOpenBusiness.OptionInrLiquidationEntrust:%v", common.ErrOptionInr, err)
				continue
			}
		default:
			// TODO: 是否处理空队列缓存的情况
			applogger.Error("这里没有监控到持仓mq队列消息.........")
			time.Sleep(2 * time.Second)
		}
	}
}

// OptionInrLiquidationEntrust
//
//	@Description: 期权-印度股挂单-->开仓业务处理
//	@param ctx
//	@param order
//	@return error
func OptionInrLiquidationEntrust(ctx context.Context, order *option.OptionInrTallyCache) error {
	// 1、开盘
	err := OptionInrOpenOrder(ctx, Msql, order.UserId, order.OrderId, order.OpenPrice, order.Order)
	if err != nil {
		applogger.Error("%v OptionInrLiquidationEntrust.OptionInrOpenOrder:%v", common.ErrOptionInr, err)
		return err
	}

	// 2、更新用户订阅缓存列表订单状态
	updateKey := virtual.OrderIdListKey(setting.OptionInrSubscribe, order.UserId)
	if err = UpdateOptionInrSubscribeHashStatusByOrderId(order.OrderId, updateKey, flags.Position, order.OpenPrice); err != nil {
		applogger.Error("%v OptionInrLiquidationEntrust.Entrust.OptionInrSubscribe:%v", common.ErrOptionInr, err)
		return err
	}

	// 3、更新管理员订阅缓存列表订单状态
	if err = UpdateOptionInrSubscribeHashStatusByOrderId(order.OrderId, setting.AdminOptionInrSubscribe, flags.Position, order.OpenPrice); err != nil {
		applogger.Error("%v OptionInrLiquidationEntrust.Entrust.AdminOptionInrSubscribe:%v", common.ErrOptionInr, err)
		return err
	}

	return nil
}

// OptionInrTransactionPosition
//
//	@Description: 期权-印度股持仓订单
//	@param ctx
func OptionInrTransactionPosition(ctx context.Context) {
	for {
		OptionInrTransactionCalculationPosition(ctx)
		time.Sleep(400 * time.Millisecond)
	}
}

// OptionInrTransactionCalculationPosition
//
//	@Description: 期权-印度股持仓缓存队列计算
//	@param ctx
func OptionInrTransactionCalculationPosition(ctx context.Context) {
	var wg sync.WaitGroup

	// 判定是否交易
	if CheckGlobalTread(flags.OpiMarket) {
		time.Sleep(5 * time.Second)
		return
	}

	// TODO: 获取IPO未支付订单缓存
	userIdMap, _ := GetBotUserArrears(ctx)

	// 持仓缓存列表
	orderMap, err := Reds.HGetAll(context.Background(), setting.MarketOptionInrPosition).Result()
	if err != nil {
		applogger.Error("%v OptionInrTransactionCalculationPosition.HGetAll:%v", common.ErrOptionInr, err)
		return
	}

	for _, value := range orderMap {
		var msg = make(chan option.OptionInrTallyCache, 1)
		var entrust option.OptionInrTallyCache
		if err = json.Unmarshal([]byte(value), &entrust); err != nil {
			applogger.Error("%v OptionInrTransactionCalculationPosition.Unmarshal:%v", common.ErrOptionInr, err)
			continue
		}

		// TODO: 判定是否未IPO未支付订单-不能平仓
		_, isOk := userIdMap[entrust.UserId]
		if isOk {
			continue
		}

		// 期权交易价格|买一价|卖一价
		var newPrice, bid, ask decimal.Decimal
		newPrice, bid, ask, err = GetOptionInrPrice(entrust.Order.StockCode)
		if err != nil {
			applogger.Warn("%v OptionInrTransactionCalculationPosition.Get:%v--%v", common.ErrOptionInr, entrust.Symbol, err)
			continue
		}

		// 期权到期时间日内停盘前一个小时平仓
		checkClosingTime := utils.TimeComparison(entrust.ClosingTime)

		wg.Add(1)
		go func(value string) {
			resultMsg := OptionInrConcurrentComputingPosition(&entrust, newPrice, bid, ask, &wg, checkClosingTime)
			msg <- resultMsg
		}(value)

		// 处理并发结果
		select {
		case resultMsg, _ := <-msg:
			switch resultMsg.Status {
			case flags.Position: // 持仓
				if !flags.CheckSetting {
					applogger.Debug("从信道接收到期权-印度股持仓信息:%v", resultMsg)
				}
			case flags.Close: // 平仓
				if !flags.CheckSetting {
					applogger.Debug("从信道接收到期权-印度股平仓信息:%v", resultMsg)
				}

				// TODO: 平仓操作(优化写入队列中等待平仓)
				//var byteStr []byte
				//byteStr, err = json.Marshal(resultMsg)
				//if err != nil {
				//	applogger.Error("%v OptionInrTransactionCalculationPosition.Marshal:%v", common.ErrOptionInr, err)
				//	continue
				//}
				//if err = uo.mqProducer.Position.PushNotice(byteStr); err != nil {
				//	applogger.Error("%v OptionInrTransactionCalculationPosition.DealPublish:%v", common.ErrOptionInr, err)
				//	continue
				//}

				if err = OptionInrLiquidationPosition(ctx, &resultMsg); err != nil {
					applogger.Error("%v OptionInrTransactionCalculationPosition.OptionInrLiquidationPosition:%v", common.ErrOptionInr, err)
					continue
				}
			}
		}
	}

	wg.Wait()
	applogger.Info("期权-印度股持仓并发计算执行完毕......")
}

// OptionInrConcurrentComputingPosition
//
//	@Description: 期权-印度股持仓缓存列表业务处理
//	@param order
//	@param newPrice
//	@param wg
//	@param checkFlattening
//	@return option.OptionInrTallyCache
func OptionInrConcurrentComputingPosition(order *option.OptionInrTallyCache, newPrice, bid, ask decimal.Decimal, wg *sync.WaitGroup, checkClosingTime bool) option.OptionInrTallyCache {
	var deleteCache bool
	var openPrice = decimal.RequireFromString(order.OpenPrice)           // 限价
	var orderNumber = decimal.RequireFromString(order.Order.OrderNumber) // 仓位

	// 下单判定设置(false无设置|true止盈止损)
	_, stopWinPrice, stopLossPrice, _ := OptionInrVoteStopType(order.Order)

	// 平仓
	//1>buy-call 和 buy-put   平仓价格以买一价(bid)成交
	//2>sell-call 和 sell-put 平仓价格以卖一价(ask)成交

	// 期权:止盈止损
	//一、call-buy 和 put-buy
	//1>止盈：买一价 >= 止盈价
	//2>止损：卖一价 <= 止损价
	//二、call-sell 和 put-sell
	//1>止盈：卖一价 <= 止盈价
	//2>止损：买一价 >= 止损价
	dealPrice, sellShort, checkBool := ClosePriceStopWinOrStopLossPrice(order.Order.TradingType, newPrice, stopWinPrice, stopLossPrice, bid, ask, openPrice, orderNumber)

	/* 强行平仓(做多|做空)
	1、做多:(最新成交价-开仓成交价)*仓位
	2、做空:(开仓成交价-最新成交价)*仓位
	3、当浮动盈亏 >= 保证金的70%订单强行平仓
	*/
	if sellShort.IsNegative() {
		//保证金(Margin Ratio)
		//1> buy call 和 buy put：Margin = Open Filled Price(当前价格) * Quantity(订单数量)
		//2> sell call 和 sell put：Margin = (Stock Price(行权价) * Option Multiplier(期权乘数)) * Margin Ratio(保证金比率) * Quantity(订单数量)
		var orderAmount, strikePrice, multiplier, ratio decimal.Decimal
		ratio = decimal.RequireFromString(order.Order.Ratio)
		multiplier = decimal.RequireFromString(order.Order.Multiplier)
		strikePrice = decimal.RequireFromString(order.Order.StrikePrice)
		switch order.Order.TradeType {
		case flags.OptionCalls: // CallS
			switch order.Order.TradingType {
			case flags.OptionBuy: // buy
				orderAmount = openPrice.Mul(orderNumber)
			case flags.OptionSell: // sell
				orderAmount = strikePrice.Mul(multiplier).Mul(ratio).Mul(orderNumber)
			}
		case flags.OptionPuts: // PUTS
			switch order.Order.TradingType {
			case flags.OptionBuy: // buy
				orderAmount = openPrice.Mul(orderNumber)
			case flags.OptionSell: // sell
				orderAmount = strikePrice.Mul(multiplier).Mul(ratio).Mul(orderNumber)
			}
		default:

		}
		floatPrice := orderAmount.Mul(decimal.RequireFromString(order.Order.System.StrongFlatRatio))
		if !flags.CheckSetting {
			applogger.Debug("强平保证金:%v,强平浮动70:%v,强行平仓判定:%v", orderAmount, floatPrice, sellShort.Abs().Cmp(floatPrice))
		}
		if sellShort.Abs().Cmp(floatPrice) >= 0 {
			checkBool = true
			dealPrice = newPrice // 平仓价格
		}
	}

	// 符合: 1、强平条件 2、到达到期时间
	if checkBool || checkClosingTime {
		deleteCache = true
		order.Status = flags.Close
	}
	// 清理持仓缓存订单
	if deleteCache {
		if err := Reds.HDel(context.Background(), setting.MarketOptionInrPosition, order.OrderId).Err(); err != nil {
			applogger.Error("%v OptionInrConcurrentComputingPosition.Position.HDel:%v", common.ErrOptionInr, err)
		}
	}

	wg.Done()
	return option.OptionInrTallyCache{
		UserId:       order.UserId,       // 用户Id
		OrderId:      order.OrderId,      // 订单Id
		Symbol:       order.Symbol,       // 下单交易对
		ClosingPrice: dealPrice.String(), // 平仓价格
		Status:       order.Status,       // 订单状态
		Order:        order.Order,        // 下单信息
		ClosingTime:  order.ClosingTime,  // 平仓时间
	}
}

// ClosePriceStopWinOrStopLossPrice
//
//	@Description: 持仓平仓-止盈止损设置判定
//	@param tradingType
//	@param newPrice
//	@param stopWinPrice
//	@param stopLossPrice
//	@param bid
//	@param ask
//	@param openPrice
//	@param orderNumber
//	@return decimal.Decimal
//	@return decimal.Decimal
//	@return bool
func ClosePriceStopWinOrStopLossPrice(tradingType int64, newPrice, stopWinPrice, stopLossPrice, bid, ask, openPrice, orderNumber decimal.Decimal) (decimal.Decimal, decimal.Decimal, bool) {
	var checkBool bool
	var dealPrice, sellShort decimal.Decimal

	switch tradingType {
	case flags.OptionBuy: // call - buy
		if !stopWinPrice.IsZero() {
			if bid.Cmp(stopWinPrice) >= 0 {
				checkBool = true
				dealPrice = newPrice
			}
		}
		if !stopLossPrice.IsZero() {
			if ask.Cmp(stopLossPrice) <= 0 {
				checkBool = true
				dealPrice = newPrice
			}
		}
		if !newPrice.IsZero() {
			if !checkBool { // 强行平仓(做多)
				sellShort = newPrice.Sub(openPrice).Mul(orderNumber)
			}
		}
	case flags.OptionSell: // call -sell
		if !stopWinPrice.IsZero() {
			if ask.Cmp(stopWinPrice) <= 0 {
				checkBool = true
				dealPrice = newPrice
			}
		}
		if !stopLossPrice.IsZero() {
			if bid.Cmp(stopLossPrice) >= 0 {
				checkBool = true
				dealPrice = newPrice
			}
		}
		if !newPrice.IsZero() {
			if !checkBool { // 强行平仓(做空)
				sellShort = openPrice.Sub(newPrice).Mul(orderNumber)
			}
		}
	}
	return dealPrice, sellShort, checkBool
}

// OptionInrMqClosingBusiness
//
//	@Description: TODO: 期权-印度股平仓消息队列
//	@param ctx
//	@param uo
func OptionInrMqClosingBusiness(ctx context.Context, uo *Data) {
	go func() {
		uo.mqConsumer.Position.ConsumerNotice()
	}()
	for {
		select {
		case message, ok := <-consumer.ConsumerPositionMq.OptionInrMq:
			if !ok {
				time.Sleep(5 * time.Second)
				applogger.Error("%v OptionInrMqClosingBusiness.OptionInrMq err....", common.ErrOptionInr)
				continue
			}
			applogger.Info("接收到平仓信息:%v", string(message))

			// 持仓订单缓存数据序列化解析
			var resultMsg option.OptionInrTallyCache
			if err := json.Unmarshal(message, &resultMsg); err != nil {
				applogger.Error("%v OptionInrMqClosingBusiness.Unmarshal:%v", common.ErrOptionInr, err)
				time.Sleep(5 * time.Second)
				continue
			}

			// 持仓平仓
			if err := OptionInrLiquidationPosition(ctx, &resultMsg); err != nil {
				applogger.Error("%v OptionInrMqClosingBusiness.OptionInrLiquidationPosition:%v", common.ErrOptionInr, err)
				continue
			}
		default:
			// TODO: 是否处理空队列缓存的情况
			time.Sleep(2 * time.Second)
		}
	}
}

// OptionInrLiquidationPosition
//
//	@Description: 期权-印度股持仓-->平仓业务处理
//	@param ctx
//	@param order
//	@return error
func OptionInrLiquidationPosition(ctx context.Context, order *option.OptionInrTallyCache) error {
	// 1、平仓操作
	err := OptionInrClosingOrder(ctx, Msql, order.OrderId, order.ClosingPrice, order.Order)
	if err != nil {
		applogger.Error("%v OptionInrLiquidationPosition.OptionInrClosingOrder:%v", common.ErrOptionInr, err)
		return err
	}

	// 2、平仓更新用户订阅订单状态
	userSubKey := virtual.OrderIdListKey(setting.OptionInrSubscribe, order.UserId)
	if err = UpdateOptionInrSubscribeHashStatusByOrderId(order.OrderId, userSubKey, flags.Close, flags.SetNull); err != nil {
		applogger.Error("%v OptionInrLiquidationPosition.Position.OptionInrSubscribe:%v", common.ErrOptionInr, err)
		return err
	}

	// 3、平仓更新管理员订阅订单状态
	if err = UpdateOptionInrSubscribeHashStatusByOrderId(order.OrderId, setting.AdminOptionInrSubscribe, flags.Close, flags.SetNull); err != nil {
		applogger.Error("%v OptionInrLiquidationPosition.Position.AdminOptionInrSubscribe:%v", common.ErrOptionInr, err)
		return err
	}

	return nil
}

// OptionInrVoteStopType
//
//	@Description: 期权-印度股交易下单判定
//	@param order
//	@return bool
//	@return decimal.Decimal
//	@return decimal.Decimal
//	@return error
func OptionInrVoteStopType(order structure.ShareOrder) (bool, decimal.Decimal, decimal.Decimal, error) {
	var checkBool bool
	var stopWinPrice, stopLossPrice decimal.Decimal
	switch order.StopType {
	case flags.StopTypeNone: // 暂无设置止盈止损
		checkBool = false
	case flags.StopTypeSet: // 设置止盈止损
		checkBool = true
		if len(order.StopWinPrice) != 0 {
			stopWinPrice = decimal.RequireFromString(order.StopWinPrice)
		}
		if len(order.StopLossPrice) != 0 {
			stopLossPrice = decimal.RequireFromString(order.StopLossPrice)
		}
	default:
		return checkBool, stopWinPrice, stopLossPrice, flags.ErrContractThirteen
	}

	return checkBool, stopWinPrice, stopLossPrice, nil
}

// GetOptionInrPrice
//
//	@Description: 期权-印度股股票价格
//	@param symbol
//	@return decimal.Decimal
//	@return decimal.Decimal
//	@return decimal.Decimal
//	@return error
func GetOptionInrPrice(stockCode string) (decimal.Decimal, decimal.Decimal, decimal.Decimal, error) {
	var err error
	var priceByte, priceBid, priceAsk []byte
	var newPrice, bidPrice, askPrice decimal.Decimal

	// 交易价格
	priceKey := publicData.SymbolCache(flags.Opi, stockCode, flags.OptionPrice)
	priceByte, err = memory.GetOptionInrCache(priceKey)
	if err != nil {
		return decimal.Decimal{}, decimal.Decimal{}, decimal.Decimal{}, err
	}
	newPrice, _ = decimal.NewFromString(string(priceByte))

	// 买一价格
	bidKey := publicData.SymbolCache(flags.Opi, stockCode, flags.OptionBid)
	priceBid, err = memory.GetOptionInrBid(bidKey)
	if err != nil {
		return decimal.Decimal{}, decimal.Decimal{}, decimal.Decimal{}, err
	}
	bidPrice, _ = decimal.NewFromString(string(priceBid))

	// 卖一价格
	askKey := publicData.SymbolCache(flags.Opi, stockCode, flags.OptionAsk)
	priceAsk, err = memory.GetOptionInrAsk(askKey)
	if err != nil {
		return decimal.Decimal{}, decimal.Decimal{}, decimal.Decimal{}, err
	}
	askPrice, _ = decimal.NewFromString(string(priceAsk))

	applogger.Info("optionInrCode:%v,optionInrPrice:%v,optionInrBid:%v,optionInrAsk:%v", stockCode, newPrice, bidPrice, askPrice)

	return newPrice, bidPrice, askPrice, nil
}

// GetOptionInrStrike
//
//	@Description: 期权-印度获取股票行权价
//	@param symbol
//	@param Expiry
//	@return decimal.Decimal
//	@return error
func GetOptionInrStrike(symbol, Expiry string) (decimal.Decimal, error) {
	var err error
	var priceByte []byte
	key := publicData.SymbolCache(flags.OpiStk, symbol, flags.TradeTypePrice)
	priceByte, err = memory.GetOptionInrStrike(key)
	if err != nil {
		return decimal.Decimal{}, err
	}

	var strikePrice map[string]decimal.Decimal
	if err = json.Unmarshal(priceByte, &strikePrice); err != nil {
		return decimal.Decimal{}, err
	}

	var strike decimal.Decimal
	for day, value := range strikePrice {
		if day == Expiry {
			strike = value
		}
	}

	applogger.Info("optionInrCode:%v,topIc:%v,optionInrStrikePrice:%v", symbol, key, strikePrice)

	return strike, nil
}