position_manager.hpp

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#pragma once
 
#include <string>
#include <unordered_map>
#include <optional>
#include <mutex>
#include <vector>
#include "app/model/position.hpp"
#include "app/model/order.hpp"
#include "app/model/market_data_snapshot.hpp"
 
namespace fix40 {
 
// 前向声明
class IStore;
 
class PositionManager {
public:
    // -------------------------------------------------------------------------
    // 构造函数
    // -------------------------------------------------------------------------
 
    PositionManager();
 
    explicit PositionManager(IStore* store);
 
    ~PositionManager() = default;
 
    // 禁用拷贝
    PositionManager(const PositionManager&) = delete;
    PositionManager& operator=(const PositionManager&) = delete;
 
    // -------------------------------------------------------------------------
    // 查询方法
    // -------------------------------------------------------------------------
 
    std::optional<Position> getPosition(const std::string& accountId,
                                         const std::string& instrumentId) const;
 
    std::vector<Position> getPositionsByAccount(const std::string& accountId) const;
 
    std::vector<Position> getAllPositions() const;
 
    bool hasPosition(const std::string& accountId, const std::string& instrumentId) const;
 
    size_t size() const;
 
    // -------------------------------------------------------------------------
    // 开仓操作
    // -------------------------------------------------------------------------
 
    void openPosition(const std::string& accountId,
                      const std::string& instrumentId,
                      OrderSide side,
                      int64_t volume,
                      double price,
                      double margin);
 
    // -------------------------------------------------------------------------
    // 平仓操作
    // -------------------------------------------------------------------------
 
    double closePosition(const std::string& accountId,
                         const std::string& instrumentId,
                         OrderSide side,
                         int64_t volume,
                         double price,
                         int volumeMultiple);
 
    // -------------------------------------------------------------------------
    // 盈亏更新
    // -------------------------------------------------------------------------
 
    void updateAllProfits(const MarketDataSnapshot& snapshot, int volumeMultiple);
 
    double updateProfit(const std::string& accountId,
                        const std::string& instrumentId,
                        double lastPrice,
                        int volumeMultiple);
 
    double getTotalProfit(const std::string& accountId) const;
 
    // -------------------------------------------------------------------------
    // 清理方法
    // -------------------------------------------------------------------------
 
    void clear();
 
private:
    static std::string makeKey(const std::string& accountId, const std::string& instrumentId);
 
    void persistPosition(const Position& position);
 
    std::unordered_map<std::string, Position> positions_;
 
    IStore* store_;
 
    mutable std::mutex mutex_;
};
 
} // namespace fix40