GLPriceCache changes

MarketData/MarketData/Services/MainService.cs

@@ -147,6 +147,7 @@ namespace MarketData.Services
       {
         LocalPriceCache.GetInstance().Dispose();
         GBPriceCache.GetInstance().Dispose();
+        GLPriceCache.GetInstance().Dispose();
       }      
 
       MDTrace.WriteLine(LogLevel.DEBUG,$"[RunService] Done, total took {profiler.End()}(ms)");

MarketData/MarketDataLib/Cache/GLPriceCache.cs

@@ -162,55 +162,91 @@ namespace MarketData.Cache
 
     public void Add(PortfolioTrades portfolioTrades)
     {
-      List<string> symbols = portfolioTrades.Symbols;
+        List<string> symbols = portfolioTrades.Symbols;
-      Dictionary<string, DateTime> minTradeDates = symbols.ToDictionary(sym => sym, sym => portfolioTrades.GetMinTradeDate(sym));
+        DateTime today = DateTime.Today;
 
-      Dictionary<string, DateTime> minCacheDates;
+        Dictionary<string, DateTime> minTradeDates = symbols.ToDictionary(symbol => symbol, symbol => portfolioTrades.GetMinTradeDate(symbol));
-      lock (thisLock)
-      {
-        minCacheDates = symbols.ToDictionary(sym => sym, sym => priceCache.ContainsKey(sym) ? priceCache[sym].MinDate : DateTime.MaxValue);
-      }
 
-      ConcurrentDictionary<string, Prices> fetchedPrices = new ConcurrentDictionary<string, Prices>();
+        // Symbols that need an intraday refresh:
+        // - open positions (no close date), or
+        // *** REMOVED THIS - closed today (close price may still be settling)  TODO *****
+        HashSet<string> mutableSymbols = new HashSet<string>(symbols.Where(symbol => portfolioTrades.HasOpenPositions(symbol))); 
 
-      Parallel.ForEach(symbols, new ParallelOptions { MaxDegreeOfParallelism = 8 }, symbol =>
+        Dictionary<string, DateTime> minCacheDates;
-      {
+        lock (thisLock)
-        DateTime minTradeDate = minTradeDates[symbol];
-        DateTime minCacheDate = minCacheDates[symbol];
-        Prices prices = null;
-
-        try
         {
-          if (minCacheDate == DateTime.MaxValue)
+            minCacheDates = symbols.ToDictionary(symbol => symbol,symbol => priceCache.ContainsKey(symbol) ? priceCache[symbol].MinDate : DateTime.MaxValue);
-          {
+        }
-            prices = PricingDA.GetPrices(symbol, minTradeDate);
-          }
-          else if (minTradeDate < minCacheDate)
-          {
-            prices = PricingDA.GetPrices(symbol, minCacheDate, minTradeDate);
-          }
 
-          if (prices != null && prices.Count > 0)
+        ConcurrentDictionary<string, Prices> fetchedPrices = new ConcurrentDictionary<string, Prices>();
-          {
+        ConcurrentDictionary<string, Price> latestPrices = new ConcurrentDictionary<string, Price>();
-            fetchedPrices[symbol] = prices;
-          }
-        }
-        catch (Exception ex)
-        {
-          MDTrace.WriteLine(LogLevel.DEBUG, $"Error fetching prices for {symbol}: {ex.Message}");
-        }
-      });
 
-      lock (thisLock)
+        Parallel.ForEach(symbols, new ParallelOptions { MaxDegreeOfParallelism = 8 }, symbol =>
-      {
-        foreach (KeyValuePair<string, Prices> kvp in fetchedPrices)
         {
-          foreach (Price price in kvp.Value)
+            DateTime minTradeDate = minTradeDates[symbol];
-          {
+            DateTime minCacheDate = minCacheDates[symbol];
-            Add(price);
+
-          }
+            try
+            {
+                // Historical fetch <20> only when cache is missing or incomplete
+                Prices prices = null;
+                if (minCacheDate == DateTime.MaxValue)
+                {
+                    prices = PricingDA.GetPrices(symbol, minTradeDate);
+                }
+                else if (minTradeDate < minCacheDate)
+                {
+                    prices = PricingDA.GetPrices(symbol, minCacheDate, minTradeDate);
+                }
+
+                if (prices != null && prices.Count > 0)
+                {
+                    fetchedPrices[symbol] = prices;
+                }
+
+                // Intraday refresh open positions and positions closed today only
+                if (mutableSymbols.Contains(symbol))
+                {
+                    Price latestPrice = PricingDA.GetPrice(symbol);
+                    if (latestPrice != null)
+                        latestPrices[symbol] = latestPrice;
+                }
+            }
+            catch (Exception ex)
+            {
+                MDTrace.WriteLine(LogLevel.DEBUG, $"Error fetching prices for {symbol}: {ex.Message}");
+            }
+        });
+
+        lock (thisLock)
+        {
+            // Historical prices idempotent, will not overwrite existing entries
+            foreach (var kvp in fetchedPrices)
+            {
+                foreach (var price in kvp.Value)
+                {
+                    Add(price);
+                }
+            }
+
+            // Latest prices unconditional overwrite to capture any intraday updates
+            foreach (var kvp in latestPrices)
+            {
+                if (!priceCache.TryGetValue(kvp.Key, out var pricesByDate))
+                {
+                    pricesByDate = new PricesByDate();
+                    priceCache[kvp.Key] = pricesByDate;
+                }
+
+                if (pricesByDate.ContainsKey(kvp.Value.Date))
+                    pricesByDate.Remove(kvp.Value.Date);
+                pricesByDate.Add(kvp.Value.Date, kvp.Value);
+            }
         }
-      }
+
+        MDTrace.WriteLine(LogLevel.DEBUG, 
+            $"[GLPriceCache:Add] Symbols: {symbols.Count}, Mutable: {mutableSymbols.Count}, " +
+            $"Historical fetches: {fetchedPrices.Count}, Intraday updates: {latestPrices.Count}");
     }
 
     public void Add(Prices prices)