refactor: centralize provider projections
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@@ -129,6 +129,43 @@ describe('persistent portfolio projection', () => {
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]);
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expect(snapshot.cashBalances).toEqual([{ currency: 'RUB', value: '1' }]);
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});
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it('keeps net-zero cash groups, missing valuations and incompatible currencies distinct', async () => {
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repository.reserve.mockResolvedValueOnce({
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launch: true,
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work: { id: 'work', attemptId: 'attempt' },
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});
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tbank.getPortfolio.mockResolvedValue({ positions: [
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{ quantity: { units: '1' }, currentPrice: { units: '3' } },
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{
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quantity: { units: '1' },
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currentPrice: { currency: 'USD', units: '3' },
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averagePositionPrice: { currency: 'RUB', units: '2' },
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},
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] });
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tbank.getPositions.mockResolvedValue({ money: [
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{ currency: 'rub', units: '2' },
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{ currency: 'RUB', units: '-2' },
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{ units: '99' },
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{ currency: 'EUR', units: '1' },
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] });
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await service.request('user', 'private', 'a');
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for (let index = 0; index < 10 && !repository.publish.mock.calls.length; index++) {
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await immediate();
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}
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const snapshot = (repository.publish.mock.calls as [unknown, string, PortfolioDto][])[0][2];
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expect(snapshot.cashBalances).toEqual([
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{ currency: 'RUB', value: '0' },
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{ currency: 'EUR', value: '1' },
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]);
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expect(snapshot.totalsByCurrency).toEqual([
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{ currency: 'EUR', value: '1' },
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{ currency: 'USD', value: '3' },
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]);
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expect(snapshot.positions[0].currentValue).toBeNull();
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expect(snapshot.positions[1].absoluteReturn).toBeNull();
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expect(snapshot.positions[1].averagePurchasePrice).toEqual({ currency: 'RUB', value: '2' });
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});
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it('does not turn a missing account snapshot into aggregate zero; summaries stay independent', async () => {
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const snapshot: PortfolioDto = {
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lastSuccessfulAt: membershipAt.toISOString(),
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@@ -5,18 +5,8 @@ import {
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} from '@nestjs/common';
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import { randomUUID } from 'node:crypto';
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import {
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add,
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decimalFromString,
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formatDecimal,
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isZero,
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multiply,
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subtract,
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} from '../../../../common/decimal';
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import { RequestContextService } from '../../../../common/logging/request-context.service';
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import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
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import { MoneyDto } from '../../../../common/money.dto';
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import { decimal } from '../../../../integrations/tbank/decimal';
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import { isTbankErrorCode, TbankErrorCode } from '../../../../integrations/tbank/tbank-error-code';
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import {
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InstrumentMetadataService,
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@@ -24,9 +14,9 @@ import {
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metadataKey,
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TbankAccessService,
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TbankClient,
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type TbankInstrument,
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TbankMembershipService,
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TbankMoney,
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type TbankMoney,
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type TbankPortfolio,
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tbankSourceTtlMs,
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} from '../../../../integrations/tbank/tbank.api';
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import { CandleService } from '../../instruments/instruments.api';
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@@ -38,25 +28,12 @@ import {
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PortfolioRepository,
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portfolioWorkKey,
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} from '../infrastructure/portfolio.repository';
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import { totalsByCurrency } from '../infrastructure/tbank-portfolio.mapper';
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import {
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PortfolioDto,
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PortfolioPositionDto,
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} from '../presentation/portfolio.dto';
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import { mapPortfolio } from '../infrastructure/tbank-portfolio.mapper';
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import { PortfolioDto } from '../presentation/portfolio.dto';
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const MISSING_DATA_REVISION = 0;
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const membershipFreshForMs = tbankSourceTtlMs.membership;
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const types: Record<string, string> = {
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share: 'STOCK',
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bond: 'BOND',
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etf: 'FUND',
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currency: 'CURRENCY',
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futures: 'FUTURE',
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option: 'OPTION',
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sp: 'STRUCTURED_NOTE',
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dfa: 'DIGITAL_FINANCIAL_ASSET',
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};
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@Injectable()
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export class PortfolioService {
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@@ -423,109 +400,11 @@ export class PortfolioService {
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}
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private async normalize(
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upstream: {
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averagePositionPrice?: TbankMoney;
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currentPrice?: TbankMoney;
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figi?: string;
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instrumentType?: string;
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instrumentUid?: string;
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quantity?: { nano?: number | string; units?: number | string };
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}[],
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upstream: NonNullable<TbankPortfolio['positions']>,
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money: TbankMoney[],
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): Promise<PortfolioDto> {
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const lastSuccessfulAt = new Date().toISOString().replace(/\.\d{3}Z$/, 'Z');
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const savedMetadata = await this.metadata.savedMany(upstream);
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const positions = upstream.map((position) =>
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this.position(
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position,
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savedMetadata.get(metadataKey(position))?.data ?? null,
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),
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);
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const cash = new Map<string, ReturnType<typeof decimal>>();
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for (const value of money) {
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const currency = value.currency?.trim().toUpperCase();
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const amount = decimal(value);
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if (!currency || isZero(amount)) continue;
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cash.set(currency, add(cash.get(currency) ?? decimal({}), amount));
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}
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const cashBalances = [...cash].map(([currency, value]) => ({
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currency,
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value: formatDecimal(value),
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}));
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const normalizedPositions = positions.filter(
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(position): position is PortfolioPositionDto => position !== null,
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);
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return {
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lastSuccessfulAt,
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isStale: false,
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totalsByCurrency: totalsByCurrency(upstream, money),
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positions: normalizedPositions,
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cashBalances,
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structure: portfolioStructure(normalizedPositions, cashBalances),
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};
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}
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private position(
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position: Parameters<PortfolioService['normalize']>[0][number],
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metadata: null | TbankInstrument,
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): null | PortfolioPositionDto {
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const quantity = decimal(position.quantity ?? {});
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if (isZero(quantity)) return null;
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const figi = position.figi?.trim() || null;
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const instrumentUid = position.instrumentUid?.trim() || null;
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const currentPrice = this.money(position.currentPrice);
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const averagePurchasePrice = this.money(position.averagePositionPrice);
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const currentValue = currentPrice && this.value(quantity, currentPrice);
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const absoluteReturn =
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currentPrice &&
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averagePurchasePrice &&
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currentPrice.currency === averagePurchasePrice.currency
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? {
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currency: currentPrice.currency,
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value: formatDecimal(
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multiply(
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subtract(
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decimalFromString(currentPrice.value),
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decimalFromString(averagePurchasePrice.value),
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),
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quantity,
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),
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),
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}
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: null;
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return {
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figi,
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instrumentUid,
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displayName:
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metadata?.name?.trim() ||
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metadata?.ticker?.trim() ||
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figi ||
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'Unknown instrument',
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type: types[position.instrumentType?.toLowerCase() ?? ''] ?? 'OTHER',
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quantity: formatDecimal(quantity),
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currentValue,
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averagePurchasePrice,
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absoluteReturn,
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isin: metadata?.isin?.trim() || null,
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ticker: metadata?.ticker?.trim() || null,
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logoName: metadata?.brand?.logoName?.trim() || null,
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};
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}
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private value(
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quantity: ReturnType<typeof decimal>,
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price: MoneyDto,
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): MoneyDto {
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return {
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currency: price.currency,
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value: formatDecimal(multiply(quantity, decimalFromString(price.value))),
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};
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}
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private money(value: TbankMoney | undefined): MoneyDto | null {
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const currency = value?.currency?.trim().toUpperCase();
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return currency && value
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? { currency, value: formatDecimal(decimal(value)) }
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: null;
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return mapPortfolio(upstream, money, savedMetadata, lastSuccessfulAt);
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}
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}
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