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How to check-not add duplicates with EF from a list
foreach (var item in so)
{
       context.ORDERS.AddObject(item);
}
db.SaveChanges();

foreach (var item in so)
{
    //If ORDERS List doesn't contain any item with the same id
    //or any other predicate match
    if(!context.ORDERS.Any(o => o.Id == item.Id)) //or any other property of item
       context.ORDERS.AddObject(item);
}
db.SaveChanges();