Lt 1904 execute pending order if needed after amend

.gitignore

@@ -57,7 +57,9 @@ _NCrunch_*
 .vs
 node_modules
 **/launchSettings.json
+**/appsettings.json
 **/appsettings.*.json
+!**/appsettings.Serilog.json
 **/docker-compose.dev.yml
 **/marginTradingSettings.json
 **/*.ps1

BenchmarkRunner/BenchmarkRunner.csproj

@@ -0,0 +1,19 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+    <PropertyGroup>
+        <OutputType>Exe</OutputType>
+        <TargetFramework>netcoreapp2.2</TargetFramework>
+        <RootNamespace>ExternalOrderbooksBenchmark</RootNamespace>
+    </PropertyGroup>
+
+    <ItemGroup>
+      <ProjectReference Include="..\BenchmarkScenarios\BenchmarkScenarios.csproj" />
+      <ProjectReference Include="..\src\MarginTrading.Backend.Services\MarginTrading.Backend.Services.csproj" />
+      <ProjectReference Include="..\src\MarginTrading.Common\MarginTrading.Common.csproj" />
+    </ItemGroup>
+
+    <ItemGroup>
+      <PackageReference Include="BenchmarkDotNet" Version="0.11.5" />
+    </ItemGroup>
+
+</Project>

BenchmarkRunner/Program.cs

@@ -0,0 +1,17 @@
+// Copyright (c) 2019 Lykke Corp.
+// See the LICENSE file in the project root for more information.
+
+using BenchmarkDotNet.Running;
+using BenchmarkScenarios;
+
+namespace ExternalOrderbooksBenchmark
+{
+    class Program
+    {
+        static void Main(string[] args)
+        {
+            //var summary = BenchmarkRunner.Run<ConcurrentDictionaryVsReadWriteLockedDictionary>();
+            var summary = BenchmarkRunner.Run<ExternalOrderbookServicesBenchmark>();
+        }
+    }
+}

BenchmarkScenarios/BenchmarkScenarios.csproj

@@ -0,0 +1,17 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+    <PropertyGroup>
+        <TargetFramework>netcoreapp2.2</TargetFramework>
+    </PropertyGroup>
+
+    <ItemGroup>
+      <ProjectReference Include="..\src\MarginTrading.Backend.Services\MarginTrading.Backend.Services.csproj" />
+      <ProjectReference Include="..\src\MarginTrading.Common\MarginTrading.Common.csproj" />
+    </ItemGroup>
+
+    <ItemGroup>
+      <PackageReference Include="BenchmarkDotNet" Version="0.11.5" />
+      <PackageReference Include="Moq" Version="4.10.1" />
+    </ItemGroup>
+
+</Project>

BenchmarkScenarios/ConcurrentDictionaryVsReadWriteLockedDictionaryBenchmark.cs

@@ -0,0 +1,112 @@
+// 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 System.Linq;
+using System.Threading.Tasks;
+using BenchmarkDotNet.Attributes;
+using MarginTrading.Backend.Core.Orderbooks;
+using MarginTrading.Common.Helpers;
+
+namespace BenchmarkScenarios
+{
+    [CoreJob]
+    [RPlotExporter, RankColumn]
+    public class ConcurrentDictionaryVsReadWriteLockedDictionaryBenchmark
+    {
+        private static readonly ReadWriteLockedDictionary<string, Dictionary<string, ExternalOrderBook>> RwlDictionary =
+            new ReadWriteLockedDictionary<string, Dictionary<string, ExternalOrderBook>>();
+
+        private static readonly ConcurrentDictionary<string, Dictionary<string, ExternalOrderBook>> ConcurDictionary = 
+            new ConcurrentDictionary<string, Dictionary<string, ExternalOrderBook>>();
+
+        private static readonly ExternalOrderBook OrderBook = new ExternalOrderBook(
+            "test",
+            "test",
+            DateTime.Now,
+            new [] {new VolumePrice() {Price = 1, Volume = 1}},
+            new [] {new VolumePrice() {Price = 1, Volume = 1}}
+        );
+
+        private static readonly Action RwlActionAdd = () =>
+        {
+            RwlDictionary.AddOrUpdate("test",
+                k => UpdateOrderbooksDictionary(k, new Dictionary<string, ExternalOrderBook>()),
+                UpdateOrderbooksDictionary);
+        };
+
+        private static readonly Action RwlActionGet = () =>
+        {
+            RwlDictionary.TryReadValue("test", (dataExist, assetPair, orderbooks)
+                => dataExist ? DoSomeJob(orderbooks) : null);
+        };
+
+        private static readonly Action ConcurActionAdd = () =>
+        {
+            ConcurDictionary.AddOrUpdate("test",
+                k => UpdateOrderbooksDictionary(k, new Dictionary<string, ExternalOrderBook>()),
+                UpdateOrderbooksDictionary);
+        };
+
+        private static readonly Action ConcurActionGet = () =>
+        {
+            if (ConcurDictionary.TryGetValue("test", out var orderbooks))
+            {
+                DoSomeJob(orderbooks);
+            }
+        };
+
+        private readonly List<Action> _rwlDictionaryActions = new List<Action>
+        {
+            RwlActionAdd,
+            RwlActionGet,
+            RwlActionGet,
+            RwlActionGet,
+            RwlActionGet,
+        };
+
+        private readonly List<Action> _concurDictionaryActions = new List<Action>
+        {
+            ConcurActionAdd,
+            ConcurActionGet,
+            ConcurActionGet,
+            ConcurActionGet,
+            ConcurActionGet,
+        };
+
+        private static decimal? DoSomeJob(Dictionary<string, ExternalOrderBook> orderbooks)
+        {
+            return !orderbooks.TryGetValue("test", out var orderBook)
+                ? null
+                : orderBook.Asks.FirstOrDefault()?.Price;
+        }
+
+        private static Dictionary<string, ExternalOrderBook> UpdateOrderbooksDictionary(string assetPairId,
+            Dictionary<string, ExternalOrderBook> dict)
+        {
+            dict[OrderBook.ExchangeName] = OrderBook;
+
+            return dict;
+        }
+
+        [Benchmark]
+        public void RwlDictionaryTest()
+        {
+            foreach (var action in _rwlDictionaryActions)
+            {
+                Task.Factory.StartNew(action);
+            }
+        }
+
+        [Benchmark]
+        public void ConcurDictionaryTest()
+        {
+            foreach (var action in _concurDictionaryActions)
+            {
+                Task.Factory.StartNew(action);
+            }
+        }
+    }
+}

BenchmarkScenarios/ExternalOrderbookServicesBenchmark.cs

@@ -0,0 +1,106 @@
+// Copyright (c) 2019 Lykke Corp.
+// See the LICENSE file in the project root for more information.
+
+using System;
+using System.Collections.Generic;
+using BenchmarkDotNet.Attributes;
+using Common.Log;
+using Lykke.MarginTrading.OrderBookService.Contracts;
+using MarginTrading.Backend.Core;
+using MarginTrading.Backend.Core.Orderbooks;
+using MarginTrading.Backend.Core.Repositories;
+using MarginTrading.Backend.Core.Settings;
+using MarginTrading.Backend.Services.AssetPairs;
+using MarginTrading.Backend.Services.Events;
+using MarginTrading.Backend.Services.Infrastructure;
+using MarginTrading.Backend.Services.Stp;
+using MarginTrading.Common.Services;
+using Moq;
+
+namespace BenchmarkScenarios
+{
+    [CoreJob]
+    [RPlotExporter, RankColumn]
+    public class ExternalOrderbookServicesBenchmark
+    {
+        private ExternalOrderbookService _service;
+
+        private LightweightExternalOrderbookService _lightweightService;
+
+        public ExternalOrderbookServicesBenchmark()
+        {
+            var doMock = new Mock<IAssetPairDayOffService>();
+            doMock.Setup(a => a.IsDayOff(It.IsAny<string>())).Returns(true);
+
+            _service = new ExternalOrderbookService(
+                Mock.Of<IEventChannel<BestPriceChangeEventArgs>>(),
+                Mock.Of<IOrderBookProviderApi>(),
+                Mock.Of<IDateService>(),
+                Mock.Of<IConvertService>(),
+                doMock.Object,
+                Mock.Of<ScheduleSettingsCacheService>(),
+                Mock.Of<IAssetPairsCache>(),
+                Mock.Of<ICqrsSender>(),
+                Mock.Of<IIdentityGenerator>(),
+                Mock.Of<ILog>(),
+                new MarginTradingSettings() {DefaultExternalExchangeId = "test"});
+
+            _lightweightService = new LightweightExternalOrderbookService(
+                Mock.Of<IEventChannel<BestPriceChangeEventArgs>>(),
+                Mock.Of<IOrderBookProviderApi>(),
+                Mock.Of<IDateService>(),
+                Mock.Of<IConvertService>(),
+                Mock.Of<IScheduleSettingsCacheService>(),
+                doMock.Object,
+                Mock.Of<IAssetPairsCache>(),
+                Mock.Of<ICqrsSender>(),
+                Mock.Of<IIdentityGenerator>(),
+                Mock.Of<ILog>(),
+                new MarginTradingSettings() {DefaultExternalExchangeId = "test"});
+        }
+
+        private static readonly ExternalOrderBook OrderBook = new ExternalOrderBook(
+            "test",
+            "test",
+            DateTime.Now,
+            new []
+            {
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1}
+            },
+            new []
+            {
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+                new VolumePrice {Price = 1, Volume = 1},
+            }
+        );
+
+        [Benchmark]
+        public void Default()
+        {
+            _service.SetOrderbook(OrderBook);
+        }
+
+        [Benchmark]
+        public void Lightweight()
+        {
+            _lightweightService.SetOrderbook(OrderBook);
+        }
+    }
+}

LICENSE

@@ -1,18 +1,13 @@
-MIT License
-
-Copyright (c) 2017 
+Copyright (c) 2019 Lykke Corp.
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
-of this software and associated documentation files (the "Software"), to deal
+of this software and associated documentation files (the “Software”), to deal
 in the Software without restriction, including without limitation the rights
 to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 copies of the Software, and to permit persons to whom the Software is
 furnished to do so, subject to the following conditions:
 
-The above copyright notice and this permission notice shall be included in all
-copies or substantial portions of the Software.
-
-THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER