public async Task <string> AddOrUpdateFakeTradingDataSnapshot(DateTime tradingDay, string correlationId, List <OrderContract> orders, List <OpenPositionContract> positions, List <AccountStatContract> accounts, Dictionary <string, BestPriceContract> bestFxPrices, Dictionary <string, BestPriceContract> bestTradingPrices) { if (_semaphoreSlim.CurrentCount == 0) { var handle = _semaphoreSlim.AvailableWaitHandle; var handleResult = handle.WaitOne(TimeSpan.FromMinutes(1)); if (!handleResult) { return("Operation timeout"); } } await _semaphoreSlim.WaitAsync(); try { var msg = $"TradingDay: {tradingDay:yyyy-MM-dd}, Orders: {orders.Count}, positions: {positions.Count}, accounts: {accounts.Count}, best FX prices: {bestFxPrices.Count}, best trading prices: {bestTradingPrices.Count}."; await _log.WriteInfoAsync(nameof(FakeSnapshotService), nameof(AddOrUpdateFakeTradingDataSnapshot), $"Starting to write trading data snapshot. {msg}"); var snapshot = await _tradingEngineSnapshotsRepository.Get(correlationId); if (snapshot != null) { orders = Union(orders, snapshot.GetOrders(), order => order.Id); positions = Union(positions, snapshot.GetPositions(), position => position.Id); accounts = Union(accounts, snapshot.GetAccounts(), account => account.AccountId); bestFxPrices = Union(bestFxPrices, snapshot.GetBestFxPrices()); bestTradingPrices = Union(bestTradingPrices, snapshot.GetBestTradingPrices()); } var newSnapshot = new TradingEngineSnapshot( tradingDay, correlationId, _dateService.Now(), positionsJson: positions.ToJson(), ordersJson: orders.ToJson(), accountsJson: accounts.ToJson(), bestFxPricesJson: bestFxPrices.ToJson(), bestTradingPricesJson: bestTradingPrices.ToJson(), status: SnapshotStatus.Final); await _tradingEngineSnapshotsRepository.AddAsync(newSnapshot); await _log.WriteInfoAsync(nameof(FakeSnapshotService), nameof(AddOrUpdateFakeTradingDataSnapshot), $"Trading data snapshot was written to the storage. {msg}"); return($"Trading data snapshot was written to the storage. {msg}"); } finally { _semaphoreSlim.Release(); } }
/// <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(); } }