Merge branch 'master' into LT-5012-eod-borders

src/MarginTrading.AzureRepositories/MarginTrading.AzureRepositories.csproj

@@ -6,7 +6,7 @@
     <GenerateAssemblyConfigurationAttribute>false</GenerateAssemblyConfigurationAttribute>
     <GenerateAssemblyCompanyAttribute>false</GenerateAssemblyCompanyAttribute>
     <GenerateAssemblyProductAttribute>false</GenerateAssemblyProductAttribute>
-    <Version>2.31.0</Version>
+    <Version>2.29.4</Version>
     <LangVersion>8.0</LangVersion>
   </PropertyGroup>
   <PropertyGroup>

src/MarginTrading.Backend.Contracts/MarginTrading.Backend.Contracts.csproj

@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <TargetFramework>net6.0</TargetFramework>
-    <Version>2.31.0</Version>
+    <Version>2.29.4</Version>
     <PackageId>Lykke.MarginTrading.BackendSnow.Contracts</PackageId>
     <LangVersion>8.0</LangVersion>
     <GenerateDocumentationFile>true</GenerateDocumentationFile>

src/MarginTrading.Backend.Core.Mappers/MarginTrading.Backend.Core.Mappers.csproj

@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
     <TargetFramework>net6.0</TargetFramework>
-    <Version>2.31.0</Version>
+    <Version>2.29.4</Version>
     <LangVersion>8.0</LangVersion>
   </PropertyGroup>
   <PropertyGroup>

src/MarginTrading.Backend.Core/Extensions/SagaExtensions.cs

@@ -28,7 +28,7 @@ public static bool SwitchState<TState>(this OperationDataBase<TState> data, TSta
 
             if (Convert.ToInt32(data.State) > Convert.ToInt32(expectedState))
             {
-                LogLocator.CommonLog.WriteWarning(nameof(SagaExtensions), nameof(SwitchState),
+                LogLocator.CommonLog.WriteWarning(nameof(SagaExtensions), nameof(SwitchToState),
                     $"Operation is already in the next state, so this event is ignored, {new {data, expectedState, nextState}.ToJson()}.");
                 return false;
             }
@@ -38,6 +38,14 @@ public static bool SwitchState<TState>(this OperationDataBase<TState> data, TSta
             return true;
         }
 
+        public static bool SwitchToState(this OperationDataBase<SpecialLiquidationOperationState> data,
+            SpecialLiquidationOperationState nextState) =>
+            data.SwitchState(data.State, nextState);
+
+        public static bool SwitchToState(this IOperationExecutionInfo<SpecialLiquidationOperationData> info,
+            SpecialLiquidationOperationState nextState) =>
+            info.Data.SwitchToState(nextState);
+
         public static bool SwitchState(this OperationDataBase<SpecialLiquidationOperationState> data,
             SpecialLiquidationOperationState expectedState, SpecialLiquidationOperationState nextState)
         {
@@ -55,15 +63,15 @@ public static bool SwitchState(this OperationDataBase<SpecialLiquidationOperatio
 
             if (Convert.ToInt32(data.State) > Convert.ToInt32(expectedState))
             {
-                LogLocator.CommonLog.WriteWarning(nameof(SagaExtensions), nameof(SwitchState),
+                LogLocator.CommonLog.WriteWarning(nameof(SagaExtensions), nameof(SwitchToState),
                     $"Operation is already in the next state, so this event is ignored, {new {data, expectedState, nextState}.ToJson()}.");
                 return false;
             }
 
             if (data.State == SpecialLiquidationOperationState.Failed &&
                 nextState == SpecialLiquidationOperationState.Cancelled)
             {
-                LogLocator.CommonLog.WriteWarning(nameof(SagaExtensions), nameof(SwitchState),
+                LogLocator.CommonLog.WriteWarning(nameof(SagaExtensions), nameof(SwitchToState),
                     $"Cannot switch from Failed to Cancelled state (both states are final), so this event is ignored, {new {data, expectedState, nextState}.ToJson()}.");
                 return false;
             }

src/MarginTrading.Backend.Core/MarginTrading.Backend.Core.csproj

@@ -6,7 +6,7 @@
     <GenerateAssemblyConfigurationAttribute>false</GenerateAssemblyConfigurationAttribute>
     <GenerateAssemblyCompanyAttribute>false</GenerateAssemblyCompanyAttribute>
     <GenerateAssemblyProductAttribute>false</GenerateAssemblyProductAttribute>
-    <Version>2.31.0</Version>
+    <Version>2.29.4</Version>
     <LangVersion>8.0</LangVersion>
   </PropertyGroup>
   <PropertyGroup>

src/MarginTrading.Backend.Core/Repositories/IOrdersHistoryRepository.cs

@@ -10,6 +10,6 @@ namespace MarginTrading.Backend.Core.Repositories
 {
     public interface IOrdersHistoryRepository
     {
-        Task<IReadOnlyList<IOrderHistory>> GetLastSnapshot(DateTime @from);
+        Task<IReadOnlyList<IOrderHistory>> GetLastSnapshot(DateTime @from, DateTime? @to = null);
     }
 }

src/MarginTrading.Backend.Services/Extensions/TradingEngineSnapshotExtensions.cs

@@ -88,6 +88,9 @@ public static bool Initialized(this IDraftSnapshotKeeper keeper)
         public static bool IsPlatformClosureEvent(this MarketStateChangedEvent evt) =>
             evt.Id == LykkeConstants.PlatformMarketIdentifier && !evt.IsEnabled;
 
+        public static bool IsNotPlatformClosureEvent(this MarketStateChangedEvent evt) =>
+            !evt.IsPlatformClosureEvent();
+
         private static List<T> GetOrders<T>(this TradingEngineSnapshot snapshot)
         {
             return string.IsNullOrWhiteSpace(snapshot.OrdersJson)

src/MarginTrading.Backend.Services/Helpers/LiquidationHelper.cs

@@ -4,15 +4,23 @@
 using System;
 using System.Collections.Generic;
 using System.Linq;
+using System.Threading.Tasks;
 using Common;
+using Lykke.Cqrs;
+using MarginTrading.Backend.Contracts.Workflow.SpecialLiquidation.Commands;
 using MarginTrading.Backend.Core;
 using MarginTrading.Backend.Core.Exceptions;
+using MarginTrading.Backend.Core.Extensions;
 using MarginTrading.Backend.Core.MatchingEngines;
 using MarginTrading.Backend.Core.Orders;
+using MarginTrading.Backend.Core.Repositories;
+using MarginTrading.Backend.Core.Settings;
 using MarginTrading.Backend.Core.Trading;
 using MarginTrading.Backend.Services.AssetPairs;
 using MarginTrading.Backend.Services.Infrastructure;
+using MarginTrading.Backend.Services.Services;
 using MarginTrading.Backend.Services.Workflow.Liquidation.Commands;
+using MarginTrading.Backend.Services.Workflow.SpecialLiquidation.Commands;
 using MarginTrading.Common.Services;
 using MoreLinq;
 
@@ -25,19 +33,34 @@ public class LiquidationHelper
         private readonly ICqrsSender _cqrsSender;
         private readonly OrdersCache _ordersCache;
         private readonly IAssetPairDayOffService _assetPairDayOffService;
+        private readonly IAssetPairsCache _assetPairsCache;
+        private readonly CqrsContextNamesSettings _cqrsContextNamesSettings;
+        private readonly MarginTradingSettings _marginTradingSettings;
+        private readonly IOperationExecutionInfoRepository _operationExecutionInfoRepository;
+        private readonly IRfqService _specialLiquidationService;
 
 
         public LiquidationHelper(IMatchingEngineRouter matchingEngineRouter,
             IDateService dateService,
             ICqrsSender cqrsSender,
             OrdersCache ordersCache, 
-            IAssetPairDayOffService assetPairDayOffService)
+            IAssetPairDayOffService assetPairDayOffService,
+            IAssetPairsCache assetPairsCache,
+            CqrsContextNamesSettings cqrsContextNamesSettings,
+            IOperationExecutionInfoRepository operationExecutionInfoRepository,
+            IRfqService specialLiquidationService,
+            MarginTradingSettings marginTradingSettings)
         {
             _matchingEngineRouter = matchingEngineRouter;
             _dateService = dateService;
             _cqrsSender = cqrsSender;
             _ordersCache = ordersCache;
             _assetPairDayOffService = assetPairDayOffService;
+            _assetPairsCache = assetPairsCache;
+            _cqrsContextNamesSettings = cqrsContextNamesSettings;
+            _operationExecutionInfoRepository = operationExecutionInfoRepository;
+            _specialLiquidationService = specialLiquidationService;
+            _marginTradingSettings = marginTradingSettings;
         }
 
         public bool CheckIfNetVolumeCanBeLiquidated(string assetPairId, Position[] positions,
@@ -138,6 +161,91 @@ public bool CheckIfNetVolumeCanBeLiquidated(string assetPairId, Position[] posit
 
             return result;
         }
+
+        public async Task<bool> FailIfInstrumentDiscontinued(IOperationExecutionInfo<SpecialLiquidationOperationData> executionInfo, ICommandSender sender)
+        {
+            var isDiscontinued = _assetPairsCache.GetAssetPairById(executionInfo.Data.Instrument).IsDiscontinued;
+
+            if (isDiscontinued)
+            {
+                if (executionInfo.Data.SwitchState(SpecialLiquidationOperationState.PriceRequested,
+                        SpecialLiquidationOperationState.OnTheWayToFail))
+                {
+                    sender.SendCommand(new FailSpecialLiquidationInternalCommand
+                    {
+                        OperationId = executionInfo.Id,
+                        CreationTime = _dateService.Now(),
+                        Reason = "Instrument discontinuation",
+
+                    }, _cqrsContextNamesSettings.TradingEngine);
+
+                    await _operationExecutionInfoRepository.Save(executionInfo);
+                }
+
+                return true;
+            }
+
+            return false;
+        }
+
+        public async Task InternalRetryPriceRequest(DateTime eventCreationTime, 
+            ICommandSender sender,
+            IOperationExecutionInfo<SpecialLiquidationOperationData> executionInfo,
+            TimeSpan retryTimeout)
+        {
+            // fix the intention to make another price request to not let the parallel 
+            // ongoing GetPriceForSpecialLiquidationTimeoutInternalCommand execution
+            // break (fail) the flow
+            executionInfo.Data.NextRequestNumber();
+            await _operationExecutionInfoRepository.Save(executionInfo);
+
+            var shouldRetryAfter = eventCreationTime.Add(retryTimeout);
+
+            var timeLeftBeforeRetry = shouldRetryAfter - _dateService.Now();
+
+            if (timeLeftBeforeRetry > TimeSpan.Zero)
+            {
+                await Task.Delay(timeLeftBeforeRetry);
+            }
+
+            RequestPrice(sender, executionInfo);
+        }
+
+        public void RequestPrice(ICommandSender sender, IOperationExecutionInfo<SpecialLiquidationOperationData> 
+            executionInfo)
+        {
+            //hack, requested by the bank
+            var positionsVolume = executionInfo.Data.Volume != 0 ? executionInfo.Data.Volume : 1;
+
+            var command = new GetPriceForSpecialLiquidationCommand
+            {
+                OperationId = executionInfo.Id,
+                CreationTime = _dateService.Now(),
+                Instrument = executionInfo.Data.Instrument,
+                Volume = positionsVolume,
+                RequestNumber = executionInfo.Data.RequestNumber,
+                RequestedFromCorporateActions = executionInfo.Data.RequestedFromCorporateActions
+            };
+
+            if (_marginTradingSettings.ExchangeConnector == ExchangeConnectorType.RealExchangeConnector)
+            {
+                //send it to the Gavel
+                sender.SendCommand(command, _cqrsContextNamesSettings.Gavel);
+            }
+            else
+            {
+                _specialLiquidationService.SavePriceRequestForSpecialLiquidation(command);
+            }
+
+            //special command is sent instantly for timeout control.. it is retried until timeout occurs
+            sender.SendCommand(new GetPriceForSpecialLiquidationTimeoutInternalCommand
+            {
+                OperationId = executionInfo.Id,
+                CreationTime = _dateService.Now(),
+                TimeoutSeconds = _marginTradingSettings.SpecialLiquidation.PriceRequestTimeoutSec,
+                RequestNumber = executionInfo.Data.RequestNumber
+            }, _cqrsContextNamesSettings.TradingEngine);
+        }
 
         public static string GetComment(LiquidationType liquidationType)
         {

src/MarginTrading.Backend.Services/Infrastructure/SnapshotValidationService.cs

@@ -62,7 +62,8 @@ await _log.WriteInfoAsync(nameof(SnapshotValidationService), nameof(ValidateCurr
             var lastOrders = GetOrders(tradingEngineSnapshot);
             var lastPositions = GetPositions(tradingEngineSnapshot);
 
-            var ordersHistory = await _ordersHistoryRepository.GetLastSnapshot(tradingEngineSnapshot.Timestamp);
+            var latestOrder = currentOrders.MaxBy(x => x.LastModified);
+            var ordersHistory = await _ordersHistoryRepository.GetLastSnapshot(tradingEngineSnapshot.Timestamp, latestOrder?.LastModified);
             var positionsHistory = await _positionsHistoryRepository.GetLastSnapshot(tradingEngineSnapshot.Timestamp);
 
             var restoredOrders = RestoreOrdersCurrentStateFromHistory(lastOrders, ordersHistory);

src/MarginTrading.Backend.Services/MarginTrading.Backend.Services.csproj

@@ -6,7 +6,7 @@
     <GenerateAssemblyConfigurationAttribute>false</GenerateAssemblyConfigurationAttribute>
     <GenerateAssemblyCompanyAttribute>false</GenerateAssemblyCompanyAttribute>
     <GenerateAssemblyProductAttribute>false</GenerateAssemblyProductAttribute>
-    <Version>2.31.0</Version>
+    <Version>2.29.4</Version>
     <LangVersion>8.0</LangVersion>
   </PropertyGroup>
   <PropertyGroup>
@@ -32,7 +32,7 @@
     <PackageReference Include="Lykke.MarginTrading.OrderbookAggregator.Contracts" Version="1.0.1" />
     <PackageReference Include="Lykke.MarginTrading.OrderBookService.Contracts" Version="1.6.1" />
     <PackageReference Include="Lykke.Rocks.Caching" Version="1.0.0" />
-    <PackageReference Include="Lykke.Snow.Domain" Version="2.0.3" />
+    <PackageReference Include="Lykke.Snow.Domain" Version="2.1.4" />
     <PackageReference Include="Lykke.Snow.Mdm.Contracts" Version="4.3.1" />
     <PackageReference Include="LykkeBiz.Snow.Cqrs" Version="4.0.2" />
     <PackageReference Include="LykkeBiz.RabbitMqBroker" Version="9.2.6" />

src/MarginTrading.Backend.Services/Modules/CqrsModule.cs

@@ -72,6 +72,10 @@ protected override void Load(ContainerBuilder builder)
                 .SingleInstance();
             builder.RegisterInstance(new CqrsContextNamesSettings()).AsSelf().SingleInstance();
 
+            builder.RegisterType<SpecialLiquidationFailedEventHandler>()
+                .AsImplementedInterfaces()
+                .SingleInstance();
+
             // Sagas & command handlers
             builder.RegisterAssemblyTypes(GetType().Assembly).Where(t =>
                 new[] { "Saga", "CommandsHandler", "Projection" }.Any(ending => t.Name.EndsWith(ending))).AsSelf();