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This commit is contained in:
ksv741
2026-09-28 12:33:56 +03:00
parent 9cc9fbdcff
commit 0303e60b64
54 changed files with 986 additions and 982 deletions
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src/modules/investments/instruments/application/candle.service.ts
+34 -34
View File
@@ -70,9 +70,9 @@ function rangeFor(
if (!history) {
throw new ServiceUnavailableException({
code:
input.instrumentType === 'share' ?
'STOCK_HISTORY_START_UNAVAILABLE' :
'BOND_HISTORY_START_UNAVAILABLE',
input.instrumentType === 'share'
? 'STOCK_HISTORY_START_UNAVAILABLE'
: 'BOND_HISTORY_START_UNAVAILABLE',
});
}
from.setTime(utcDay(new Date(history)).valueOf());
@@ -114,9 +114,9 @@ export class CandleService {
throw new NotFoundException();
}
const now = new Date();
const range = detail.instrument ?
rangeFor(input, detail.instrument, now) :
null;
const range = detail.instrument
? rangeFor(input, detail.instrument, now)
: null;
const saved = range ? await this.repository.read(input.uid, range) : null;
const gaps = range && saved ? candleGaps(range, saved.coverage, now) : [];
if (!observe && (!saved || gaps.length)) {
@@ -139,14 +139,14 @@ export class CandleService {
});
return {
data:
!saved || !covered ?
null :
{
!saved || !covered
? null
: {
candles: saved.data,
currency:
input.instrumentType === 'share' ?
detail.instrument?.currency?.toUpperCase() || null :
null,
input.instrumentType === 'share'
? detail.instrument?.currency?.toUpperCase() || null
: null,
historyFrom: timestamp(detail?.instrument?.first_1dayCandleDate),
observedAt: fetchedAt?.toISOString() ?? now.toISOString(),
},
@@ -159,8 +159,8 @@ export class CandleService {
work,
coverage: {
requested: range ? [publicRange(range)] : [],
completeRanges: range ?
completeCoverage.flatMap((row) => {
completeRanges: range
? completeCoverage.flatMap((row) => {
const from = new Date(
Math.max(row.from.valueOf(), range.from.valueOf()),
);
@@ -168,22 +168,22 @@ export class CandleService {
Math.min(row.to.valueOf(), range.to.valueOf()),
);
return from < to ? [publicRange({ from, to })] : [];
}) :
[],
})
: [],
missingRanges: missing.map(publicRange),
asOf: fetchedAt?.toISOString() ?? null,
historyBoundary: timestamp(detail?.instrument?.first_1dayCandleDate) ?
'known' :
'unknown',
historyState: complete ?
'complete' :
work?.state === 'failed' ?
'failed' :
work?.state === 'running' ?
'loading' :
covered ?
'partial' :
'missing',
historyBoundary: timestamp(detail?.instrument?.first_1dayCandleDate)
? 'known'
: 'unknown',
historyState: complete
? 'complete'
: work?.state === 'failed'
? 'failed'
: work?.state === 'running'
? 'loading'
: covered
? 'partial'
: 'missing',
},
dependencies: [
detail.meta,
@@ -193,9 +193,9 @@ export class CandleService {
dataRevision: String(row.dataRevision),
availability: 'complete',
fetchedAt: row.fetchedAt,
freshForMs: row.isComplete ?
Number.POSITIVE_INFINITY :
tailFreshForMs,
freshForMs: row.isComplete
? Number.POSITIVE_INFINITY
: tailFreshForMs,
work: null,
}),
),
@@ -291,9 +291,9 @@ export class CandleService {
) {
const input = { uid, instrumentType, period: 'all' as const };
const range =
detail?.instrument && history ?
rangeFor(input, detail.instrument, now) :
null;
detail?.instrument && history
? rangeFor(input, detail.instrument, now)
: null;
if (
!range ||
candleGaps(
src/modules/investments/instruments/application/catalog-discovery.service.ts
+46 -46
View File
@@ -79,14 +79,14 @@ export class CatalogDiscoveryService {
async search(userId: string, input: CatalogQuery, observe = false) {
const discovery = await this.read(userId, input, observe);
const sources = discovery.data ?
await this.enrichment.readMany(
const sources = discovery.data
? await this.enrichment.readMany(
userId,
input.instrumentType,
discovery.data.map((item) => item.uid),
observe,
) :
[];
)
: [];
const dependencies = [
discovery.meta,
...sources.map((source) => source.meta),
@@ -114,22 +114,22 @@ export class CatalogDiscoveryService {
.map((dependency) => dependency.dataRevision)
.join('/'),
availability:
discovery.data === null ?
'missing' :
sources.every((source) => source.meta.availability === 'complete') ?
'complete' :
'partial',
fetchedAt: discovery.meta.lastSuccessfulAt ?
new Date(discovery.meta.lastSuccessfulAt) :
null,
discovery.data === null
? 'missing'
: sources.every((source) => source.meta.availability === 'complete')
? 'complete'
: 'partial',
fetchedAt: discovery.meta.lastSuccessfulAt
? new Date(discovery.meta.lastSuccessfulAt)
: null,
freshForMs: tbankSourceTtlMs.catalog,
work: discovery.meta.sync.id ?
{
work: discovery.meta.sync.id
? {
id: discovery.meta.sync.id,
state: discovery.meta.sync.state,
errorCode: discovery.meta.sync.errorCode,
} :
null,
}
: null,
dependencies,
}),
};
@@ -177,17 +177,17 @@ export class CatalogDiscoveryService {
.map((dependency) => dependency.dataRevision)
.join('/'),
availability: source.meta.availability,
fetchedAt: source.meta.lastSuccessfulAt ?
new Date(source.meta.lastSuccessfulAt) :
null,
fetchedAt: source.meta.lastSuccessfulAt
? new Date(source.meta.lastSuccessfulAt)
: null,
freshForMs: tbankSourceTtlMs.metadata,
work: source.meta.sync.id ?
{
work: source.meta.sync.id
? {
id: source.meta.sync.id,
state: source.meta.sync.state,
errorCode: source.meta.sync.errorCode,
} :
null,
}
: null,
dependencies,
}),
};
@@ -208,36 +208,36 @@ export class CatalogDiscoveryService {
if (lookup.data && lookup.data.length > UNAMBIGUOUS_MATCH_COUNT) {
throw new ConflictException({
code:
instrumentType === 'share' ?
'STOCK_TICKER_AMBIGUOUS' :
'BOND_TICKER_AMBIGUOUS',
instrumentType === 'share'
? 'STOCK_TICKER_AMBIGUOUS'
: 'BOND_TICKER_AMBIGUOUS',
});
}
const result = lookup.data ?
await this.detail(userId, instrumentType, lookup.data[0].uid, observe) :
null;
const result = lookup.data
? await this.detail(userId, instrumentType, lookup.data[0].uid, observe)
: null;
const dependencies = [lookup.meta, ...(result ? [result.meta] : [])];
return {
data: result?.data ?
{ ...result.data, slug: ticker.trim().toUpperCase() } :
null,
data: result?.data
? { ...result.data, slug: ticker.trim().toUpperCase() }
: null,
meta: investmentResourceMeta({
resourceKey: `${instrumentType}/ticker/${ticker.trim().toUpperCase()}`,
dataRevision: dependencies
.map((dependency) => dependency.dataRevision)
.join('/'),
availability: result?.meta.availability ?? 'missing',
fetchedAt: lookup.meta.lastSuccessfulAt ?
new Date(lookup.meta.lastSuccessfulAt) :
null,
fetchedAt: lookup.meta.lastSuccessfulAt
? new Date(lookup.meta.lastSuccessfulAt)
: null,
freshForMs: tbankSourceTtlMs.metadata,
work: lookup.meta.sync.id ?
{
work: lookup.meta.sync.id
? {
id: lookup.meta.sync.id,
state: lookup.meta.sync.state,
errorCode: lookup.meta.sync.errorCode,
} :
null,
}
: null,
dependencies,
}),
};
@@ -334,19 +334,19 @@ export class CatalogDiscoveryService {
const token = await this.access.tokenForAttempt(attempt);
if (token) {
const found =
input.instrumentType === 'share' ?
await this.tbank.findShares(token, input.query) :
await this.tbank.findBonds(token, input.query);
input.instrumentType === 'share'
? await this.tbank.findShares(token, input.query)
: await this.tbank.findBonds(token, input.query);
success = await this.repository.publish(
attempt,
input,
selectCatalogInstruments(
input.exactTicker ?
found.filter(
input.exactTicker
? found.filter(
(item) =>
item.ticker?.trim().toUpperCase() === input.query,
) :
found,
)
: found,
input.query,
input.instrumentType,
).slice(
src/modules/investments/instruments/application/catalog-enrichment.service.ts
+77 -77
View File
@@ -124,9 +124,9 @@ export class CatalogEnrichmentService {
range,
);
}
const work = inputs.length ?
await this.repository.workMany(userId, revision, inputs) :
[];
const work = inputs.length
? await this.repository.workMany(userId, revision, inputs)
: [];
const byScope = new Map(work.map((row) => [row.scopeKey, row]));
return inputs.map((input) => {
const row = rows.find(
@@ -136,16 +136,16 @@ export class CatalogEnrichmentService {
const payload = row?.payload as CatalogPayload | undefined;
return {
input,
version: row ?
{
version: row
? {
instrumentUid: row.instrumentUid,
source: row.source,
kind: row.kind,
rangeKey: row.rangeKey,
dataRevision: row.dataRevision,
fetchedAt: row.fetchedAt,
} :
null,
}
: null,
payload,
instrument: payload?.instrument ?? null,
price: payload?.price ?? null,
@@ -177,9 +177,9 @@ export class CatalogEnrichmentService {
) {
const inputs = sourceInputs(instrumentType, uids, kinds, range);
const reservation = this.reservations.then(async () => {
const rows = inputs.length ?
await this.repository.readSources(inputs) :
[];
const rows = inputs.length
? await this.repository.readSources(inputs)
: [];
const ids: string[] = [];
for (const input of inputs) {
const row = rows.find(
@@ -242,18 +242,18 @@ export class CatalogEnrichmentService {
observe = false,
) {
const kinds: CatalogSource['kind'][] =
section === 'company' ?
['detail', 'description', 'fundamentals'] :
[
...(instrumentType === 'bond' ?
['bond-current' as const] :
['detail' as const]),
section === 'company'
? ['detail', 'description', 'fundamentals']
: [
...(instrumentType === 'bond'
? ['bond-current' as const]
: ['detail' as const]),
'last-price',
'trading-status',
'comparison',
...(section === 'metrics' ?
['coupons' as const, 'yield' as const, 'rating' as const] :
[]),
...(section === 'metrics'
? ['coupons' as const, 'yield' as const, 'rating' as const]
: []),
];
const sources = await this.readMany(
userId,
@@ -279,18 +279,18 @@ export class CatalogEnrichmentService {
dataRevision: dependencies
.map((dependency) => dependency.dataRevision)
.join('/'),
availability: !first.instrument ?
'missing' :
complete ?
'complete' :
'partial',
fetchedAt: first.meta.lastSuccessfulAt ?
new Date(first.meta.lastSuccessfulAt) :
null,
availability: !first.instrument
? 'missing'
: complete
? 'complete'
: 'partial',
fetchedAt: first.meta.lastSuccessfulAt
? new Date(first.meta.lastSuccessfulAt)
: null,
freshForMs:
section === 'company' ?
tbankSourceTtlMs.company :
tbankSourceTtlMs.quote,
section === 'company'
? tbankSourceTtlMs.company
: tbankSourceTtlMs.quote,
work: null,
dependencies,
});
@@ -315,9 +315,9 @@ export class CatalogEnrichmentService {
): Promise<CatalogPayload> {
if (input.kind === 'detail' || input.kind === 'bond-current') {
const instrument =
input.instrumentType === 'share' ?
await this.tbank.getShare(token, input.uid) :
await this.tbank.getBond(token, input.uid);
input.instrumentType === 'share'
? await this.tbank.getShare(token, input.uid)
: await this.tbank.getBond(token, input.uid);
if (instrument && instrument.uid !== input.uid) {
throw new Error('Catalog UID mismatch');
}
@@ -400,9 +400,9 @@ export class CatalogEnrichmentService {
}
const details = await this.repository.readSources([
{ ...input, kind: 'detail', rangeKey: undefined },
...(input.instrumentType === 'bond' ?
[{ ...input, kind: 'bond-current' as const, rangeKey: undefined }] :
[]),
...(input.instrumentType === 'bond'
? [{ ...input, kind: 'bond-current' as const, rangeKey: undefined }]
: []),
]);
const instrument = details
.map((row) => (row.payload as CatalogPayload).instrument)
@@ -415,36 +415,36 @@ export class CatalogEnrichmentService {
}
if (input.kind === 'description') {
return {
description: instrument?.assetUid ?
await this.tbank.getAssetDescription(token, instrument?.assetUid) :
null,
description: instrument?.assetUid
? await this.tbank.getAssetDescription(token, instrument?.assetUid)
: null,
};
}
if (input.kind === 'fundamentals') {
return {
fundamentals: instrument?.assetUid ?
await this.tbank.getFundamentals(token, instrument?.assetUid) :
null,
fundamentals: instrument?.assetUid
? await this.tbank.getFundamentals(token, instrument?.assetUid)
: null,
};
}
if (input.kind === 'coupons' || input.kind === 'dividends') {
const year = Number(input.rangeKey);
const [from, to] = input.rangeKey?.startsWith('[') ?
(JSON.parse(input.rangeKey) as [string, string]) :
[
const [from, to] = input.rangeKey?.startsWith('[')
? (JSON.parse(input.rangeKey) as [string, string])
: [
`${year - payoutHistoryYears}-01-01`,
`${year + payoutFutureYears}-01-01`,
];
return input.kind === 'coupons' ?
{
return input.kind === 'coupons'
? {
coupons: await this.tbank.getBondCoupons(
token,
input.uid,
from,
to,
),
} :
{
}
: {
dividends: await this.tbank.getDividends(
token,
input.uid,
@@ -461,20 +461,20 @@ export class CatalogEnrichmentService {
if (input.kind === 'yield') {
return {
effectiveYield:
instrument?.ticker && instrument.isin && instrument.classCode ?
await this.moex.bondYield(
instrument?.ticker && instrument.isin && instrument.classCode
? await this.moex.bondYield(
instrument.ticker,
instrument.isin,
instrument.classCode,
) :
null,
)
: null,
};
}
if (input.kind === 'rating') {
return {
creditRating: instrument?.isin ?
await this.ratings.rating(instrument.isin) :
null,
creditRating: instrument?.isin
? await this.ratings.rating(instrument.isin)
: null,
};
}
throw new Error('Unsupported catalog source');
@@ -533,17 +533,17 @@ export class CatalogEnrichmentService {
prices?.find((entry) => entry.instrumentUid === item.input.uid) ??
null;
const value =
item.input.kind === 'last-price' ?
{
price: price ?
{
item.input.kind === 'last-price'
? {
price: price
? {
instrumentUid: item.input.uid,
price: price.price,
time: price.time,
} :
null,
} :
payload;
}
: null,
}
: payload;
// Keep accepting observers while publication awaits SQLite.
item.observers.unshift({ attempt: item.attempt, input: item.input });
for (const observer of item.observers) {
@@ -596,17 +596,17 @@ function sourceInputs(
uid,
kind,
// eslint-disable-next-line security/detect-object-injection -- Numeric queue indexes and validated instrument UIDs select internal data only.
...(kind === 'bond-events' && (range?.tickers?.[uid] || range?.ticker) ?
...(kind === 'bond-events' && (range?.tickers?.[uid] || range?.ticker)
// eslint-disable-next-line security/detect-object-injection -- Numeric queue indexes and validated instrument UIDs select internal data only.
{ ticker: range?.tickers?.[uid] || range?.ticker } :
{}),
...(['coupons', 'dividends'].includes(kind) ?
{
rangeKey: range ?
JSON.stringify([range.from, range.to]) :
String(new Date().getUTCFullYear()),
} :
{}),
? { ticker: range?.tickers?.[uid] || range?.ticker }
: {}),
...(['coupons', 'dividends'].includes(kind)
? {
rangeKey: range
? JSON.stringify([range.from, range.to])
: String(new Date().getUTCFullYear()),
}
: {}),
})),
);
}
@@ -679,9 +679,9 @@ function sourcePolicy(kind: CatalogSource['kind']) {
}
function producerKey(input: CatalogSource) {
return input.instrumentType === 'bond' &&
(input.kind === 'detail' || input.kind === 'bond-current') ?
`bond-metadata:${input.uid}` :
catalogScope(input);
(input.kind === 'detail' || input.kind === 'bond-current')
? `bond-metadata:${input.uid}`
: catalogScope(input);
}
const quotationScale = 9;
src/modules/investments/instruments/application/catalog-selection.ts
+6 -6
View File
@@ -9,9 +9,9 @@ export function selectCatalogInstruments<T extends TbankShare>(
): (T & { uid: string })[] {
const seen = new Set<string>();
const kind =
instrumentType === 'share' ?
'INSTRUMENT_TYPE_SHARE' :
'INSTRUMENT_TYPE_BOND';
instrumentType === 'share'
? 'INSTRUMENT_TYPE_SHARE'
: 'INSTRUMENT_TYPE_BOND';
const preferredClass = instrumentType === 'share' ? 'TQBR' : 'TQOB';
return found
.filter(
@@ -29,9 +29,9 @@ export function selectCatalogInstruments<T extends TbankShare>(
a.uid.localeCompare(b.uid),
)
.filter((instrument) => {
const key = instrument.isin?.trim() ?
`isin:${instrument.isin.trim().toUpperCase()}` :
`uid:${instrument.uid}`;
const key = instrument.isin?.trim()
? `isin:${instrument.isin.trim().toUpperCase()}`
: `uid:${instrument.uid}`;
if (seen.has(key)) return false;
seen.add(key);
return true;
src/modules/investments/instruments/application/instrument-market.ts
+3 -3
View File
@@ -10,9 +10,9 @@ const MIN_TIMESTAMP_SECONDS_EXCLUSIVE = 0;
const MOSCOW_OFFSET_MS = 10_800_000;
export function timestamp(value?: TbankTimestamp): null | string {
const seconds = Number(value?.seconds);
return Number.isFinite(seconds) && seconds > MIN_TIMESTAMP_SECONDS_EXCLUSIVE ?
new Date(seconds * MILLISECONDS_PER_SECOND).toISOString() :
null;
return Number.isFinite(seconds) && seconds > MIN_TIMESTAMP_SECONDS_EXCLUSIVE
? new Date(seconds * MILLISECONDS_PER_SECOND).toISOString()
: null;
}
export function moscowDay(iso: string): string {
return new Date(Date.parse(iso) + MOSCOW_OFFSET_MS)
src/modules/investments/instruments/application/instrument-position.ts
+11 -11
View File
@@ -43,8 +43,8 @@ export function instrumentPosition(
currentValue,
absoluteReturn,
averagePurchasePrice:
positive && totalCost ?
{
positive && totalCost
? {
currency: totalCost.currency,
value: formatDecimal(
divide(
@@ -53,15 +53,15 @@ export function instrumentPosition(
PRICE_DECIMAL_PLACES,
),
),
} :
null,
}
: null,
returnPercent: positive ? percent(absoluteReturn, totalCost) : null,
accounts: positions.map((p) => ({
...p,
returnPercent:
decimalFromString(p.quantity).value > ZERO_QUANTITY ?
percent(p.absoluteReturn, cost(p)) :
null,
decimalFromString(p.quantity).value > ZERO_QUANTITY
? percent(p.absoluteReturn, cost(p))
: null,
})),
isStale: portfolio.isStale,
observedAt: portfolio.lastSuccessfulAt,
@@ -69,8 +69,8 @@ export function instrumentPosition(
}
function cost(position: PortfolioPositionDto): MoneyDto | null {
const price = position.averagePurchasePrice;
return price ?
{
return price
? {
currency: price.currency,
value: formatDecimal(
multiply(
@@ -78,8 +78,8 @@ function cost(position: PortfolioPositionDto): MoneyDto | null {
decimalFromString(position.quantity),
),
),
} :
null;
}
: null;
}
function sumComplete(values: (MoneyDto | null)[]): MoneyDto | null {
const currency = values[0]?.currency;