Lt 4571 add quote cache inspector

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

@@ -0,0 +1,23 @@
+namespace MarginTrading.Backend.Core.Extensions
+{
+    public static class InstrumentBidAskPairExtensions
+    {
+        /// <summary>
+        /// Calculates a hash for the bid/ask pair, which is used only to determine
+        /// if the quote has already been warned about being stale. Probably, the
+        /// implementation entirely correct only for the stale usage scenario.
+        /// </summary>
+        /// <param name="bidAskPair"></param>
+        /// <returns></returns>
+        public static int GetStaleHash(this InstrumentBidAskPair bidAskPair)
+        {
+            unchecked
+            {
+                int hash = 23;
+                hash = hash * 31 + (bidAskPair?.Instrument.GetHashCode() ?? 0);
+                hash = hash * 31 + (bidAskPair?.Date.GetHashCode() ?? 0);
+                return hash;
+            }
+        }
+    }
+}

src/MarginTrading.Backend.Core/Settings/MarginTradingSettings.cs

@@ -122,5 +122,8 @@ public class MarginTradingSettings
 
         [Optional]
         public bool LogBlockedMarginCalculation { get; set; }
+
+        [Optional]
+        public MonitoringSettings Monitoring { get; set; }
     }
 }

src/MarginTrading.Backend.Core/Settings/MonitoringSettings.cs

@@ -0,0 +1,13 @@
+// Copyright (c) 2019 Lykke Corp.
+// See the LICENSE file in the project root for more information.
+
+using Lykke.SettingsReader.Attributes;
+
+namespace MarginTrading.Backend.Core.Settings
+{
+    public class MonitoringSettings
+    {
+        [Optional]
+        public QuotesMonitoringSettings Quotes { get; set; }   
+    }
+}

src/MarginTrading.Backend.Core/Settings/QuotesMonitoringSettings.cs

@@ -0,0 +1,13 @@
+// Copyright (c) 2019 Lykke Corp.
+// See the LICENSE file in the project root for more information.
+
+using System;
+
+namespace MarginTrading.Backend.Core.Settings
+{
+    public class QuotesMonitoringSettings
+    {
+        public bool IsEnabled { get; set; }
+        public TimeSpan ConsiderQuoteStalePeriod { get; set; }
+    }
+}

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

@@ -50,8 +50,7 @@
     <PackageReference Include="System.Reactive.Linq" Version="4.4.1" />
   </ItemGroup>
   <ItemGroup>
-    <AssemblyAttribute Include="System.Runtime.CompilerServices.InternalsVisibleToAttribute">
-      <_Parameter1>MarginTradingTests</_Parameter1>
-    </AssemblyAttribute>
+    <InternalsVisibleTo Include="DynamicProxyGenAssembly2, PublicKey=0024000004800000940000000602000000240000525341310004000001000100c547cac37abd99c8db225ef2f6c8a3602f3b3606cc9891605d02baa56104f4cfc0734aa39b93bf7852f7d9266654753cc297e7d2edfe0bac1cdcf9f717241550e0a7b191195b7667bb4f64bcb8e2121380fd1d9d46ad2d92d2d15605093924cceaf74c4861eff62abf69b9291ed0a340e113be11e6a7d3113e92484cf7045cc7" />
+    <InternalsVisibleTo Include="MarginTradingTests" />
   </ItemGroup>
 </Project>

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

@@ -33,14 +33,26 @@ namespace MarginTrading.Backend.Services.Modules
 {
 	public class ServicesModule : Module
 	{
+		private readonly MarginTradingSettings _settings;
+
+		public ServicesModule(MarginTradingSettings settings)
+		{
+			_settings = settings;
+		}
+
 		protected override void Load(ContainerBuilder builder)
 		{
 			builder.RegisterType<QuoteCacheService>()
 				.AsSelf()
 				.As<IQuoteCacheService>()
 				.As<IEventConsumer<BestPriceChangeEventArgs>>()
 				.SingleInstance();
-
+
+			if (_settings.Monitoring?.Quotes?.IsEnabled ?? false)
+			{
+				builder.RegisterDecorator<QuoteCacheInspector, IQuoteCacheService>();
+			}
+
 			builder.RegisterType<FxRateCacheService>() 
 				.AsSelf()
 				.As<IFxRateCacheService>()

src/MarginTrading.Backend.Services/Quotes/QuoteCacheInspector.cs

@@ -0,0 +1,118 @@
+// Copyright (c) 2019 Lykke Corp.
+// See the LICENSE file in the project root for more information.
+
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using MarginTrading.Backend.Core;
+using MarginTrading.Backend.Core.Extensions;
+using MarginTrading.Backend.Core.Quotes;
+using MarginTrading.Backend.Core.Settings;
+using MarginTrading.Common.Services;
+using Microsoft.Extensions.Logging;
+
+namespace MarginTrading.Backend.Services.Quotes
+{
+    /// <summary>
+    /// Inspects the quotes returned from the cache.
+    /// Logs a warning if the quote is not up to date (Is older than 5 seconds).
+    /// </summary>
+    internal sealed class QuoteCacheInspector : IQuoteCacheService
+    {
+        private readonly IQuoteCacheService _decoratee;
+        private readonly IDateService _dateService;
+        private readonly ILogger<QuoteCacheInspector> _logger;
+        private readonly TimeSpan _quoteStalePeriod;
+        private readonly ConcurrentDictionary<int, byte> _warnedQuotes = new ConcurrentDictionary<int, byte>();
+
+        public QuoteCacheInspector(IQuoteCacheService decoratee,
+            IDateService dateService,
+            ILogger<QuoteCacheInspector> logger,
+            MarginTradingSettings settings)
+        {
+            _decoratee = decoratee;
+            _dateService = dateService;
+            _logger = logger;
+            _quoteStalePeriod = settings.Monitoring?.Quotes?.ConsiderQuoteStalePeriod ?? TimeSpan.FromSeconds(5);
+
+            _logger.LogInformation("Quote Cache Inspector is activated with stale period {stalePeriod}",
+                _quoteStalePeriod);
+        }
+
+        public InstrumentBidAskPair GetQuote(string instrument)
+        {
+            var quote = _decoratee.GetQuote(instrument);
+
+            try
+            {
+                if (CanWarn(quote))
+                    WarnOnStaleQuote(quote);
+            }
+            catch (Exception e)
+            {
+                _logger.LogError(e, "Failed to inspect quote for {instrument}", instrument);
+            }
+
+            return quote;
+        }
+
+        public Dictionary<string, InstrumentBidAskPair> GetAllQuotes()
+        {
+            return _decoratee.GetAllQuotes();
+        }
+
+        public bool TryGetQuoteById(string instrument, out InstrumentBidAskPair result)
+        {
+            var success = _decoratee.TryGetQuoteById(instrument, out var quote);
+
+            try
+            {
+                if (CanWarn(quote))
+                    WarnOnStaleQuote(quote);
+            }
+            catch (Exception e)
+            {
+                _logger.LogError(e, "Failed to inspect quote for {instrument}", instrument);
+            }
+
+            result = quote;
+            return success;
+        }
+
+        public RemoveQuoteError RemoveQuote(string assetPairId)
+        {
+            return _decoratee.RemoveQuote(assetPairId);
+        }
+
+        public void WarnOnStaleQuote(InstrumentBidAskPair quote)
+        {
+            if (quote == null)
+                return;
+
+            _logger.LogWarning("Quote for {instrument} is stale. Quote date: {quoteDate}, now: {now}",
+                quote.Instrument, quote.Date, _dateService.Now());
+
+            _warnedQuotes.TryAdd(quote.GetStaleHash(), 0);
+        }
+
+        public bool CanWarn(InstrumentBidAskPair quote)
+        {
+            if (quote == null)
+                return false;
+
+            var current = _dateService.Now();
+            if (IsQuoteStale(quote.Date, current, _quoteStalePeriod))
+            {
+                var hash = quote.GetStaleHash();
+                return !_warnedQuotes.ContainsKey(hash);   
+            }
+
+            return false;
+        }
+
+        public static bool IsQuoteStale(DateTime quoteDateTime, DateTime now, TimeSpan stalePeriod)
+        {
+            return now.Subtract(quoteDateTime) > stalePeriod;
+        }
+    }
+}

src/MarginTrading.Backend.Services/Services/OrderValidator.cs

@@ -436,13 +436,6 @@ private void ValidateBaseOrderPrice(Order order, decimal? orderPrice)
                 throw new OrderRejectionException(OrderRejectReason.NoLiquidity, "Quote not found");
             }
 
-            //TODO: implement in MTC-155            
-//            if (_assetDayOffService.ArePendingOrdersDisabled(order.AssetPairId))
-//            {
-//                throw new ValidateOrderException(OrderRejectReason.NoLiquidity,
-//                    "Trades for instrument are not available");
-//            }
-
             if (order.OrderType == OrderType.Limit)
             {
                 if (order.Direction == OrderDirection.Buy && quote.Ask <= orderPrice)

src/MarginTrading.Backend.Services/Workflow/SpecialLiquidation/SpecialLiquidationSaga.cs

@@ -2,7 +2,6 @@
 // See the LICENSE file in the project root for more information.
 
 using System;
-using System.Collections.Generic;
 using System.Linq;
 using System.Threading.Tasks;
 using Common.Log;
@@ -455,16 +454,6 @@ await InternalRetryPriceRequest(e.CreationTime, sender, executionInfo,
             }
         }
 
-        private decimal GetActualNetPositionCloseVolume(ICollection<string> positionIds, string accountId)
-        {
-            var netPositionVolume = _ordersCache.GetPositions()
-                .Where(x => positionIds.Contains(x.Id)
-                            && (string.IsNullOrEmpty(accountId) || x.AccountId == accountId))
-                .Sum(x => x.Volume);
-
-            return -netPositionVolume;
-        }
-
         private void RequestPrice(ICommandSender sender, IOperationExecutionInfo<SpecialLiquidationOperationData> 
             executionInfo)
         {

src/MarginTrading.Backend/Startup.cs

@@ -223,7 +223,7 @@ private static void RegisterModules(
             builder.RegisterModule(new EventModule());
             builder.RegisterModule(new CacheModule());
             builder.RegisterModule(new ManagersModule());
-            builder.RegisterModule(new ServicesModule());
+            builder.RegisterModule(new ServicesModule(settings.CurrentValue));
             builder.RegisterModule(new BackendServicesModule(
                 mtSettings.CurrentValue,
                 settings.CurrentValue,

tests/MarginTradingTests/BaseTests.cs

@@ -32,6 +32,7 @@
 using MarginTrading.Backend.Services.AssetPairs;
 using MarginTrading.Backend.Services.Quotes;
 using MarginTradingTests.Modules;
+using Microsoft.Extensions.Logging;
 using Moq;
 
 namespace MarginTradingTests
@@ -83,6 +84,9 @@ private void RegisterDependenciesCore(bool mockEvents = false)
                 OvernightMargin = overnightMarginSettings
             };
 
+            // register mocks of loggers
+            builder.RegisterInstance(Mock.Of<ILogger<QuoteCacheInspector>>());
+
             builder.RegisterInstance(marginSettings).SingleInstance();
             builder.RegisterInstance(PositionHistoryEvents).As<List<PositionHistoryEvent>>().SingleInstance();
             builder.RegisterInstance(overnightMarginSettings).SingleInstance();
@@ -123,7 +127,7 @@ private void RegisterDependenciesCore(bool mockEvents = false)
             }
 
             builder.RegisterModule(new CacheModule());
-            builder.RegisterModule(new ServicesModule());
+            builder.RegisterModule(new ServicesModule(marginSettings));
             builder.RegisterModule(new ManagersModule());
 
             builder.RegisterType<EventChannel<AccountBalanceChangedEventArgs>>()