/// <inheritdoc />
public void ScheduleNext()
{
//need to know in which OvernightMarginJobType we are now and the moment of next change
var platformTradingSchedule = _scheduleSettingsCacheService.GetPlatformTradingSchedule();
_overnightMarginParameterContainer.SetOvernightMarginParameterState(false);
var currentDateTime = _dateService.Now();
DateTime nextStart;
(DateTime Warn, DateTime Start, DateTime End)operatingInterval = default;
//no disabled trading schedule items.. doing nothing
if (platformTradingSchedule.All(x => x.Enabled())
//OR no disabled intervals in current compilation, schedule recheck
|| !TryGetOperatingInterval(platformTradingSchedule, currentDateTime, out operatingInterval))
{
nextStart = currentDateTime.Date.AddDays(1);
}
//schedule warning
else if (currentDateTime < operatingInterval.Warn)
{
nextStart = operatingInterval.Warn;
}
//schedule overnight margin parameter start
else if (currentDateTime < operatingInterval.Start)
{
HandleOvernightMarginWarnings();
nextStart = operatingInterval.Start;
}
//schedule overnight margin parameter drop
else if (currentDateTime < operatingInterval.End)
{
_overnightMarginParameterContainer.SetOvernightMarginParameterState(true);
nextStart = operatingInterval.End;
PlanEodJob(operatingInterval.Start, operatingInterval.End, currentDateTime);
}
else
{
_log.WriteFatalErrorAsync(nameof(OvernightMarginService), nameof(ScheduleNext),
new Exception(
$"Incorrect platform trading schedule! Need to fix it and restart the service. Check time: [{currentDateTime:s}], detected operation interval: [{operatingInterval.ToJson()}]"))
.Wait();
return;
}
_log.WriteInfo(nameof(OvernightMarginService), nameof(ScheduleNext),
$"Planning next check to [{nextStart:s}]."
+ $" Current margin parameter state: [{_overnightMarginParameterContainer.GetOvernightMarginParameterState()}]."
+ $" Check time: [{currentDateTime:s}]."
+ (operatingInterval != default ? $" Detected operation interval: [{operatingInterval.ToJson()}]." : ""));
JobManager.AddJob(ScheduleNext, s => s
.WithName(nameof(OvernightMarginService)).NonReentrant().ToRunOnceAt(nextStart));
}
/// <inheritdoc />
public async Task <string> MakeTradingDataSnapshot(DateTime tradingDay, string correlationId, SnapshotStatus status = SnapshotStatus.Final)
{
if (!_scheduleSettingsCacheService.TryGetPlatformCurrentDisabledInterval(out var disabledInterval))
{
//TODO: remove later (if everything will work and we will never go to this branch)
_scheduleSettingsCacheService.MarketsCacheWarmUp();
if (!_scheduleSettingsCacheService.TryGetPlatformCurrentDisabledInterval(out disabledInterval))
{
throw new Exception(
$"Trading should be stopped for whole platform in order to make trading data snapshot. Current schedule: {_scheduleSettingsCacheService.GetPlatformTradingSchedule()?.ToJson()}");
}
}
if (disabledInterval.Start.AddDays(-1) > tradingDay.Date || disabledInterval.End < tradingDay.Date)
{
throw new Exception(
$"{nameof(tradingDay)}'s Date component must be from current disabled interval's Start -1d to End: [{disabledInterval.Start.AddDays(-1)}, {disabledInterval.End}].");
}
if (Lock.CurrentCount == 0)
{
throw new InvalidOperationException("Trading data snapshot creation is already in progress");
}
// We must be sure all messages have been processed by history brokers before starting current state validation.
// If one or more queues contain not delivered messages the snapshot can not be created.
_queueValidationService.ThrowExceptionIfQueuesNotEmpty(true);
// Before starting snapshot creation the current state should be validated.
var validationResult = await _snapshotValidationService.ValidateCurrentStateAsync();
if (!validationResult.IsValid)
{
var ex = new InvalidOperationException(
$"The trading data snapshot might be corrupted. The current state of orders and positions is incorrect. Check the dbo.BlobData table for more info: container {LykkeConstants.MtCoreSnapshotBlobContainer}, correlationId {correlationId}");
await _log.WriteFatalErrorAsync(nameof(SnapshotService),
nameof(MakeTradingDataSnapshot),
validationResult.ToJson(),
ex);
await _blobRepository.WriteAsync(LykkeConstants.MtCoreSnapshotBlobContainer, correlationId, validationResult);
}
else
{
await _log.WriteInfoAsync(nameof(SnapshotService), nameof(MakeTradingDataSnapshot),
"The current state of orders and positions is correct.");
}
await Lock.WaitAsync();
try
{
var orders = _orderReader.GetAllOrders();
var ordersJson = orders.Select(o => o.ConvertToSnapshotContract(_orderReader, status)).ToJson();
await _log.WriteInfoAsync(nameof(SnapshotService), nameof(MakeTradingDataSnapshot),
$"Preparing data... {orders.Length} orders prepared.");
var positions = _orderReader.GetPositions();
var positionsJson = positions.Select(p => p.ConvertToSnapshotContract(_orderReader, status)).ToJson();
await _log.WriteInfoAsync(nameof(SnapshotService), nameof(MakeTradingDataSnapshot),
$"Preparing data... {positions.Length} positions prepared.");
var accountStats = _accountsCacheService.GetAll();
var accountsJson = accountStats.Select(a => a.ConvertToSnapshotContract(status)).ToJson();
await _log.WriteInfoAsync(nameof(SnapshotService), nameof(MakeTradingDataSnapshot),
$"Preparing data... {accountStats.Count} accounts prepared.");
var bestFxPrices = _fxRateCacheService.GetAllQuotes();
var bestFxPricesData = bestFxPrices.ToDictionary(q => q.Key, q => q.Value.ConvertToContract()).ToJson();
await _log.WriteInfoAsync(nameof(SnapshotService), nameof(MakeTradingDataSnapshot),
$"Preparing data... {bestFxPrices.Count} best FX prices prepared.");
var bestPrices = _quoteCacheService.GetAllQuotes();
var bestPricesData = bestPrices.ToDictionary(q => q.Key, q => q.Value.ConvertToContract()).ToJson();
await _log.WriteInfoAsync(nameof(SnapshotService), nameof(MakeTradingDataSnapshot),
$"Preparing data... {bestPrices.Count} best trading prices prepared.");
var msg = $"TradingDay: {tradingDay:yyyy-MM-dd}, Orders: {orders.Length}, positions: {positions.Length}, accounts: {accountStats.Count}, best FX prices: {bestFxPrices.Count}, best trading prices: {bestPrices.Count}.";
await _log.WriteInfoAsync(nameof(SnapshotService), nameof(MakeTradingDataSnapshot),
$"Starting to write trading data snapshot. {msg}");
var snapshot = new TradingEngineSnapshot(
tradingDay,
correlationId,
_dateService.Now(),
ordersJson: ordersJson,
positionsJson: positionsJson,
accountsJson: accountsJson,
bestFxPricesJson: bestFxPricesData,
bestTradingPricesJson: bestPricesData,
status: status);
await _tradingEngineSnapshotsRepository.AddAsync(snapshot);
await _log.WriteInfoAsync(nameof(SnapshotService), nameof(MakeTradingDataSnapshot),
$"Trading data snapshot was written to the storage. {msg}");
return($"Trading data snapshot was written to the storage. {msg}");
}
finally
{
Lock.Release();
}
}