LT-4926: Potential corrupted snapshot

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/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.SqlRepositories/Repositories/OrdersHistoryRepository.cs

@@ -34,7 +34,7 @@ CASE [Status]
                    ELSE 99
                END as StatusOrder
         FROM [{0}] oh (NOLOCK)
-        WHERE oh.ModifiedTimestamp > @Timestamp
+        WHERE oh.ModifiedTimestamp > @From AND (@To IS NULL OR oh.ModifiedTimestamp <= @To)
     ),
     filteredOrderHistWithRowNumber AS (
         SELECT *, ROW_NUMBER() OVER (PARTITION BY Id ORDER BY
@@ -54,11 +54,11 @@ public OrdersHistoryRepository(string connectionString, string tableName, int ge
             _getLastSnapshotTimeoutS = getLastSnapshotTimeoutS;
         }
 
-        public async Task<IReadOnlyList<IOrderHistory>> GetLastSnapshot(DateTime @from)
+        public async Task<IReadOnlyList<IOrderHistory>> GetLastSnapshot(DateTime @from, DateTime? @to = null)
         {
             using (var conn = new SqlConnection(_connectionString))
             {
-                var data = await conn.QueryAsync<OrderHistoryEntity>(_select, new { Timestamp = @from }, commandTimeout: _getLastSnapshotTimeoutS);
+                var data = await conn.QueryAsync<OrderHistoryEntity>(_select, new { From = @from, To = @to }, commandTimeout: _getLastSnapshotTimeoutS);
 
                 return data.Cast<IOrderHistory>().ToList();
             }

tests/MarginTradingTests/Infrastructure/SnapshotValidationServiceTests.cs

@@ -62,8 +62,8 @@ public void SetUp()
             _orderCacheMock.Setup(o => o.GetPositions())
                 .Returns(() => _currentPositions.ToImmutableArray());
 
-            _ordersHistoryRepositoryMock.Setup(o => o.GetLastSnapshot(It.IsAny<DateTime>()))
-                .ReturnsAsync((DateTime date) => _ordersHistory);
+            _ordersHistoryRepositoryMock.Setup(o => o.GetLastSnapshot(It.IsAny<DateTime>(), It.IsAny<DateTime?>()))
+                .ReturnsAsync((DateTime from, DateTime? to) => _ordersHistory);
 
             _positionsHistoryRepositoryMock.Setup(o => o.GetLastSnapshot(It.IsAny<DateTime>()))
                 .ReturnsAsync((DateTime date) => _positionsHistory);

tests/MarginTradingTests/Modules/MockRepositoriesModule.cs

@@ -29,7 +29,7 @@ protected override void Load(ContainerBuilder builder)
             blobRepository.Setup(s => s.ReadWithTimestampAsync<List<Position>>(It.IsAny<string>(), It.IsAny<string>()))
                 .ReturnsAsync((new List<Position>(), DateTime.UtcNow));
             var orderHistoryRepository = new Mock<IOrdersHistoryRepository>();
-            orderHistoryRepository.Setup(s => s.GetLastSnapshot(It.IsAny<DateTime>()))
+            orderHistoryRepository.Setup(s => s.GetLastSnapshot(It.IsAny<DateTime>(), It.IsAny<DateTime?>()))
                 .ReturnsAsync(new List<IOrderHistory>());
             var positionHistoryRepository = new Mock<IPositionsHistoryRepository>();
             var accountHistoryRepository = new Mock<IAccountHistoryRepository>();