refactor: centralize domain values and enforce numeric lint
This commit is contained in:
@@ -1,16 +1,21 @@
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import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
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import { ServiceUnavailableException } from '@nestjs/common';
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import type {
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TbankCandle,
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TbankTimestamp,
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} from '../../../../integrations/tbank/tbank.api';
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const MOSCOW_OFFSET_MS = 10_800_000;
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export function timestamp(value?: TbankTimestamp): string | null {
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const seconds = Number(value?.seconds);
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return Number.isFinite(seconds) && seconds > 0
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? new Date(seconds * 1000).toISOString()
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? new Date(seconds * MILLISECONDS_PER_SECOND).toISOString()
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: null;
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}
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export function moscowDay(iso: string): string {
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return new Date(Date.parse(iso) + 3 * 3_600_000).toISOString().slice(0, 10);
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return new Date(Date.parse(iso) + MOSCOW_OFFSET_MS)
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.toISOString()
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.slice(0, 10);
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}
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export function previousClose(
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candles: TbankCandle[],
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@@ -13,6 +13,9 @@ import {
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} from '../../portfolio/portfolio.api';
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import { StockPositionDto } from '../stocks/presentation/stock.dto';
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const PRICE_DECIMAL_PLACES = 9;
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const RETURN_PERCENT_DECIMAL_PLACES = 6;
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export function instrumentPosition(
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portfolio: PortfolioDto,
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uid: string,
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@@ -41,7 +44,11 @@ export function instrumentPosition(
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? {
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currency: totalCost.currency,
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value: formatDecimal(
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divide(decimalFromString(totalCost.value), quantity, 9),
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divide(
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decimalFromString(totalCost.value),
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quantity,
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PRICE_DECIMAL_PLACES,
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),
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),
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}
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: null,
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@@ -103,7 +110,7 @@ function percent(
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divide(
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multiply(decimalFromString(result.value), decimalFromString('100')),
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decimalFromString(base.value),
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6,
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RETURN_PERCENT_DECIMAL_PLACES,
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),
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);
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}
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@@ -19,6 +19,8 @@ import { BondDto, BondSearchResultDto } from '../presentation/bond.dto';
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type IdentifiedBond = TbankBond & { uid: string };
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import { money } from '../infrastructure/bond-money.mapper';
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const SEARCH_RESULTS_LIMIT = 30;
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@Injectable()
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export class BondCatalogService {
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private readonly cache = new LRUCache<string, Promise<object>>({
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@@ -33,7 +35,7 @@ export class BondCatalogService {
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return this.cached(userId, `search:${query}`, async (connection) => {
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const { token } = connection;
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const found = await this.tbank.findBonds(token, query);
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const bonds = selectBonds(found, query).slice(0, 30);
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const bonds = selectBonds(found, query).slice(0, SEARCH_RESULTS_LIMIT);
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if (!bonds.length) return [];
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// Batch prices and share metadata with detail sections. Resolve readable
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// aliases only when an issue is opened, not for every search result.
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@@ -27,6 +27,10 @@ import {
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import { BondMarketService } from './bond-market.service';
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import { money } from '../infrastructure/bond-money.mapper';
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import { BondCatalogService } from './bond-catalog.service';
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const ISO_YEAR_LENGTH = 4;
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const INCOME_HISTORY_YEARS = 5;
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const COUPON_YIELD_DECIMAL_PLACES = 4;
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@Injectable()
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export class BondIncomeService {
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constructor(
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@@ -42,8 +46,8 @@ export class BondIncomeService {
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const instrument = await this.catalog.bond(userId, connection, uid);
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const { ticker, isin, classCode } = instrument;
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const today = moscowDay(new Date().toISOString());
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const from = `${Number(today.slice(0, 4)) - 5}${today.slice(4)}`;
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const to = `${Number(today.slice(0, 4)) + 1}${today.slice(4)}`;
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const from = `${Number(today.slice(0, ISO_YEAR_LENGTH)) - INCOME_HISTORY_YEARS}${today.slice(ISO_YEAR_LENGTH)}`;
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const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
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const unavailable: string[] = [];
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const [events, quote, effectiveYield, creditRating] = await Promise.all([
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optional(
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@@ -94,7 +98,7 @@ export class BondIncomeService {
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decimalFromString(String(couponPeriodDays)),
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decimalFromString(clean.value),
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),
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4,
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COUPON_YIELD_DECIMAL_PLACES,
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),
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)
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: null;
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@@ -137,8 +141,8 @@ export class BondIncomeService {
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return this.catalog.cached(userId, `coupons:${uid}`, async (connection) => {
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await this.catalog.bond(userId, connection, uid);
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const today = moscowDay(new Date().toISOString());
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const from = `${Number(today.slice(0, 4)) - 5}${today.slice(4)}`;
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const to = `${Number(today.slice(0, 4)) + 1}${today.slice(4)}`;
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const from = `${Number(today.slice(0, ISO_YEAR_LENGTH)) - INCOME_HISTORY_YEARS}${today.slice(ISO_YEAR_LENGTH)}`;
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const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
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const unavailable: string[] = [];
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const [events, position] = await Promise.all([
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this.couponEvents(userId, connection, uid, from, to),
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@@ -24,6 +24,12 @@ const dayMs = 86_400_000;
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import { money } from '../infrastructure/bond-money.mapper';
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import { BondCatalogService } from './bond-catalog.service';
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const PREVIOUS_CLOSE_LOOKBACK_DAYS = 20;
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const HALF_YEAR_MONTHS = 6;
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const YEAR_MONTHS = 12;
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const CANDLE_WINDOW_DAYS = 365;
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const PRICE_DECIMAL_PLACES = 9;
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@Injectable()
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export class BondMarketService {
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constructor(
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@@ -66,7 +72,7 @@ export class BondMarketService {
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decimalFromString(nominal.value),
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),
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decimalFromString('100'),
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9,
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PRICE_DECIMAL_PLACES,
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),
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),
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}
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@@ -90,7 +96,9 @@ export class BondMarketService {
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await this.tbank.getCandles(
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token,
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uid,
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new Date(Date.parse(priceAt) - 20 * dayMs),
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new Date(
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Date.parse(priceAt) - PREVIOUS_CLOSE_LOOKBACK_DAYS * dayMs,
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),
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new Date(priceAt),
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),
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priceAt,
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@@ -134,7 +142,11 @@ export class BondMarketService {
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const from = new Date(to);
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from.setUTCMonth(
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from.getUTCMonth() -
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(period === 'month' ? 1 : period === 'halfYear' ? 6 : 12),
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(period === 'month'
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? 1
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: period === 'halfYear'
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? HALF_YEAR_MONTHS
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: YEAR_MONTHS),
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);
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if (period === 'all') {
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if (!historyFrom)
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@@ -147,7 +159,10 @@ export class BondMarketService {
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const collected = new Map<string, BondCandlesDto['candles'][number]>();
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// Conservative one-year windows also work with older deployed RPC limits.
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for (let start = from.valueOf(); start < to.valueOf();) {
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const end = Math.min(start + 365 * dayMs, to.valueOf());
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const end = Math.min(
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start + CANDLE_WINDOW_DAYS * dayMs,
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to.valueOf(),
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);
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for (const candle of await this.tbank.getCandles(
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token,
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uid,
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@@ -15,6 +15,8 @@ import { decimal } from '../../../../../integrations/tbank/decimal';
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import { optional, timestamp } from '../../application/instrument-market';
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import { StockDto, StockSearchResultDto } from '../presentation/stock.dto';
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const SEARCH_RESULTS_LIMIT = 30;
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type IdentifiedShare = TbankShare & { uid: string };
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@Injectable()
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@@ -30,7 +32,7 @@ export class StockCatalogService {
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search(userId: string, query: string): Promise<StockSearchResultDto[]> {
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return this.cached(userId, `search:${query}`, async (token) => {
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const found = await this.tbank.findShares(token, query);
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const shares = selectShares(found, query).slice(0, 30);
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const shares = selectShares(found, query).slice(0, SEARCH_RESULTS_LIMIT);
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if (!shares.length) return [];
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// One market-data request for the list; failed enrichment must not hide a catalog result.
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const [details, prices] = await Promise.all([
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@@ -20,6 +20,9 @@ import {
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} from '../presentation/stock.dto';
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import { StockCatalogService } from './stock-catalog.service';
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const ISO_YEAR_LENGTH = 4;
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const INCOME_HISTORY_YEARS = 5;
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@Injectable()
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export class StockIncomeService {
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constructor(
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@@ -36,8 +39,8 @@ export class StockIncomeService {
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return this.catalog.cached(userId, `dividends:${uid}`, async (token) => {
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await this.catalog.share(token, uid);
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const today = moscowDay(new Date().toISOString());
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const from = `${Number(today.slice(0, 4)) - 5}${today.slice(4)}`;
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const to = `${Number(today.slice(0, 4)) + 1}${today.slice(4)}`;
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const from = `${Number(today.slice(0, ISO_YEAR_LENGTH)) - INCOME_HISTORY_YEARS}${today.slice(ISO_YEAR_LENGTH)}`;
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const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
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const unavailable: string[] = [];
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const [events, position] = await Promise.all([
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this.tbank.getDividends(token, uid, from, to),
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@@ -22,6 +22,12 @@ import {
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const dayMs = 86_400_000;
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import { StockCatalogService } from './stock-catalog.service';
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const PREVIOUS_CLOSE_LOOKBACK_DAYS = 20;
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const HALF_YEAR_MONTHS = 6;
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const YEAR_MONTHS = 12;
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const CANDLE_WINDOW_DAYS = 365;
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const CHANGE_PERCENT_DECIMAL_PLACES = 6;
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@Injectable()
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export class StockMarketService {
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constructor(
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@@ -58,7 +64,9 @@ export class StockMarketService {
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await this.tbank.getCandles(
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token,
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uid,
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new Date(end.valueOf() - 20 * dayMs),
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new Date(
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end.valueOf() - PREVIOUS_CLOSE_LOOKBACK_DAYS * dayMs,
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),
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end,
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),
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priceAt,
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@@ -97,7 +105,7 @@ export class StockMarketService {
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divide(
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multiply(difference, decimalFromString('100')),
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decimalFromString(previousPrice.value),
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6,
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CHANGE_PERCENT_DECIMAL_PLACES,
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),
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)
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: null,
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@@ -121,7 +129,11 @@ export class StockMarketService {
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const from = new Date(to);
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from.setUTCMonth(
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from.getUTCMonth() -
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(period === 'month' ? 1 : period === 'halfYear' ? 6 : 12),
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(period === 'month'
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? 1
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: period === 'halfYear'
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? HALF_YEAR_MONTHS
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: YEAR_MONTHS),
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);
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if (period === 'all') {
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if (!historyFrom)
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@@ -134,7 +146,10 @@ export class StockMarketService {
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const collected = new Map<string, StockCandlesDto['candles'][number]>();
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// Conservative one-year windows also work with older deployed RPC limits.
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for (let start = from.valueOf(); start < to.valueOf();) {
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const end = Math.min(start + 365 * dayMs, to.valueOf());
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const end = Math.min(
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start + CANDLE_WINDOW_DAYS * dayMs,
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to.valueOf(),
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);
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for (const candle of await this.tbank.getCandles(
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token,
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uid,
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@@ -11,25 +11,27 @@ import {
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import { MoneyDto } from '../../../../../common/money.dto';
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import { PortfolioPositionDto } from '../../../portfolio/portfolio.api';
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const MAX_INSTRUMENT_QUERY_LENGTH = 80;
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export class StockSearchQueryDto {
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@ApiProperty({ minLength: 2, maxLength: 80 })
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@ApiProperty({ minLength: 2, maxLength: MAX_INSTRUMENT_QUERY_LENGTH })
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@Transform(({ value }: { value: unknown }) =>
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typeof value === 'string' ? value.trim() : value,
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)
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@IsString()
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@MinLength(2)
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@MaxLength(80)
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@MaxLength(MAX_INSTRUMENT_QUERY_LENGTH)
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declare query: string;
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}
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export class StockTickerParamsDto {
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@ApiProperty({
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minLength: 1,
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maxLength: 80,
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maxLength: MAX_INSTRUMENT_QUERY_LENGTH,
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pattern: '^[A-Za-z0-9][A-Za-z0-9._@+-]*$',
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})
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@IsString()
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@MinLength(1)
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@MaxLength(80)
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@MaxLength(MAX_INSTRUMENT_QUERY_LENGTH)
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@Matches(/^[A-Za-z0-9][A-Za-z0-9._@+-]*$/)
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declare ticker: string;
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}
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