Properly update price in episerver commerce https://devblog.gosso.se/?p=1486

PriceJob.cs

        /// <summary>
        /// Iterates the prices from ERP into Episerver Commerce
        /// </summary>
        /// <param name="variant"></param>
        /// <param name="item">Custom Entity from ERP system</param>
        private static void AddUpdatePrice(VariationContent variant, PriceMessage item)
        {
            //no need to delete any prices, IPriceService optimizes the prices from the new prices
            var priceService = ServiceLocator.Current.GetInstance<IPriceService>();
            List<IPriceValue> priceValues = new List<IPriceValue>();
            var catkey = new CatalogKey(variant.Code);
            // Add changed prices
            foreach (PriceRule rule in item.PriceRuleSet) // list of prices for this SKU
            {
                //Find Campaign or regular price, this is a custom implementation, need to be changed to your custom entities 
                var price = rule.Prices.First(p => p.ValueTypeCode == "LRSEx:CampaignSalesUnitPrice" || p.ValueTypeCode == "RegularSalesUnitPrice");

                var priceValue = new PriceValue
                {
                    CatalogKey = catkey,
                    MarketId = MarketId.Default,
                    CustomerPricing = new CustomerPricing(CustomerPricing.PriceType.AllCustomers, rule.Description), // rule.Description is the campaign name
                    MinQuantity = 0m,
                    UnitPrice = new Money(price.Value, new Currency(price.Currency)),
                    ValidFrom = DateTime.UtcNow
                };

                //add time stamps
                if (rule.EffectiveDateTimestampSpecified)
                    priceValue.ValidFrom = rule.EffectiveDateTimestamp;
                if (rule.ExpirationDateTimestampSpecified)
                    priceValue.ValidUntil = rule.ExpirationDateTimestamp;

                priceValues.Add(priceValue);
            }

            if (priceValues.Any())
            {
                //batch save prices
                priceService.SetCatalogEntryPrices(catkey, priceValues);
            }
        }