/// <inheritdoc/>
public async Task <SnapshotValidationResult> ValidateCurrentStateAsync()
{
await _log.WriteInfoAsync(nameof(SnapshotValidationService), nameof(ValidateCurrentStateAsync),
$"Snapshot validation started: {DateTime.UtcNow}");
var currentOrders = _orderCache.GetAllOrders();
var currentPositions = _orderCache.GetPositions();
var tradingEngineSnapshot = await _tradingEngineSnapshotsRepository.GetLastAsync();
await _log.WriteInfoAsync(nameof(SnapshotValidationService), nameof(ValidateCurrentStateAsync),
$"Last snapshot correlationId {tradingEngineSnapshot.CorrelationId}, tradingDay {tradingEngineSnapshot.TradingDay}, timestamp {tradingEngineSnapshot.Timestamp}");
var lastOrders = GetOrders(tradingEngineSnapshot);
var lastPositions = GetPositions(tradingEngineSnapshot);
var ordersHistory = await _ordersHistoryRepository.GetLastSnapshot(tradingEngineSnapshot.Timestamp);
var positionsHistory = await _positionsHistoryRepository.GetLastSnapshot(tradingEngineSnapshot.Timestamp);
var restoredOrders = RestoreOrdersCurrentStateFromHistory(lastOrders, ordersHistory);
var restoredPositions = RestorePositionsCurrentStateFromHistory(lastPositions, positionsHistory);
var ordersValidationResult = CompareOrders(currentOrders, restoredOrders);
var positionsValidationResult = ComparePositions(currentPositions, restoredPositions);
if (ordersValidationResult.IsValid)
{
await _log.WriteInfoAsync(nameof(SnapshotValidationService), nameof(ValidateCurrentStateAsync),
$"Orders validation result is valid");
}
else
{
await _log.WriteWarningAsync(nameof(SnapshotValidationService), nameof(ValidateCurrentStateAsync),
$"Orders validation result is NOT valid. Extra: {ordersValidationResult.Extra.Count}, missed: {ordersValidationResult.Missed.Count}, inconsistent: {ordersValidationResult.Inconsistent.Count}");
}
if (positionsValidationResult.IsValid)
{
await _log.WriteInfoAsync(nameof(SnapshotValidationService), nameof(ValidateCurrentStateAsync),
$"Positions validation result is valid");
}
else
{
await _log.WriteWarningAsync(nameof(SnapshotValidationService), nameof(ValidateCurrentStateAsync),
$"Positions validation result is NOT valid. Extra: {positionsValidationResult.Extra.Count}, missed: {positionsValidationResult.Missed.Count}, inconsistent: {positionsValidationResult.Inconsistent.Count}");
}
return(new SnapshotValidationResult
{
Orders = ordersValidationResult,
Positions = positionsValidationResult,
PreviousSnapshotCorrelationId = tradingEngineSnapshot.CorrelationId
});
}
/// <summary>
/// Infer init data from blob and history.
/// </summary>
private (List <Order> Orders, List <Position> Positions) InferInitDataFromBlobAndHistory()
{
_log.WriteInfo(nameof(OrderCacheManager), nameof(InferInitDataFromBlobAndHistory),
$"Start reading order and position data from blob.");
var blobOrdersTask = _blobRepository.ReadWithTimestampAsync <List <Order> >(
LykkeConstants.StateBlobContainer, OrdersBlobName);
var blobPositionsTask = _blobRepository.ReadWithTimestampAsync <List <Position> >(
LykkeConstants.StateBlobContainer, PositionsBlobName);
var(blobOrders, blobOrdersTimestamp) = blobOrdersTask.GetAwaiter().GetResult();
var(blobPositions, blobPositionsTimestamp) = blobPositionsTask.GetAwaiter().GetResult();
_log.WriteInfo(nameof(OrderCacheManager), nameof(InferInitDataFromBlobAndHistory),
$"Finish reading data from blob, there are [{blobOrders.Count}] orders, [{blobPositions.Count}] positions. Start checking historical data.");
var orderSnapshotsTask = _ordersHistoryRepository.GetLastSnapshot(blobOrdersTimestamp);
var positionSnapshotsTask = _positionsHistoryRepository.GetLastSnapshot(blobPositionsTimestamp);
var orderSnapshots = orderSnapshotsTask.GetAwaiter().GetResult().Select(OrderHistory.Create).ToList();
PreProcess(orderSnapshots);
var positionSnapshots = positionSnapshotsTask.GetAwaiter().GetResult();
_log.WriteInfo(nameof(OrderCacheManager), nameof(InferInitDataFromBlobAndHistory),
$"Finish reading historical data. #{orderSnapshots.Count} order history items since [{blobOrdersTimestamp:s}], #{positionSnapshots.Count} position history items since [{blobPositionsTimestamp:s}].");
var(ordersResult, orderIdsChangedFromHistory) = MapOrders(blobOrders.ToDictionary(x => x.Id, x => x),
orderSnapshots.ToDictionary(x => x.Id, x => x), _log);
var(positionsResult, positionIdsChangedFromHistory) = MapPositions(
blobPositions.ToDictionary(x => x.Id, x => x), positionSnapshots.ToDictionary(x => x.Id, x => x));
if (positionIdsChangedFromHistory.Any())
{
var swapTotalPerPosition = _accountHistoryRepository.GetSwapTotalPerPosition(positionIdsChangedFromHistory).GetAwaiter().GetResult();
swapTotalPerPosition.ForEach(x =>
{
var position = positionsResult.Single(p => p.Id == x.Key);
position.SetSwapTotal(x.Value);
});
}
RefreshRelated(ordersResult.ToDictionary(x => x.Id), positionsResult.ToDictionary(x => x.Id), orderSnapshots);
ApplyExpirationDateFix(ordersResult);
_log.WriteInfo(nameof(OrderCacheManager), nameof(InferInitDataFromBlobAndHistory),
$"Initializing cache with [{ordersResult.Count}] orders and [{positionsResult.Count}] positions.");
_orderCache.InitOrders(ordersResult, positionsResult);
if (orderIdsChangedFromHistory.Any() || positionIdsChangedFromHistory.Any())
{
_log.WriteInfo(nameof(OrderCacheManager), nameof(InferInitDataFromBlobAndHistory),
(orderIdsChangedFromHistory.Any() ? $"Some orders state was different from history: [{string.Join(",", orderIdsChangedFromHistory)}]. " : string.Empty)
+ (positionIdsChangedFromHistory.Any() ? $"Some positions state was different from history: [{string.Join(",", positionIdsChangedFromHistory)}]. " : string.Empty)
+ "Dumping merged order and position data to the blob."
);
if (orderIdsChangedFromHistory.Any())
{
DumpOrdersToRepository().Wait();
}
if (positionIdsChangedFromHistory.Any())
{
DumpPositionsToRepository().Wait();
}
_log.WriteInfo(nameof(OrderCacheManager), nameof(InferInitDataFromBlobAndHistory),
"Finished dumping merged order and position data to the blob."
);
}
return(ordersResult, positionsResult);
}