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chore: strengthen backend eslint profile

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This commit is contained in:
ksv741
2026-09-28 11:04:18 +03:00
parent ca5dbcb382
commit 9b3558f96c
179 changed files with 4485 additions and 2716 deletions
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src/modules/investments/brokerage-accounts/brokerage-account.dto.ts
+7 -3
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@@ -1,6 +1,7 @@
import { InvestmentResourceMetaDto } from '../investment-resource.dto';
import { ApiProperty } from '@nestjs/swagger';
import { MoneyDto } from '../../../common/money.dto';
import { InvestmentResourceMetaDto } from '../investment-resource.dto';
export class PortfolioSummaryDto {
@ApiProperty({ type: MoneyDto, isArray: true })
@@ -40,15 +41,18 @@ export class BrokerageAccountDto {
'BROKERAGE' | 'INDIVIDUAL_INVESTMENT' | 'INVEST_BOX' | 'MONEY_MARKET_FUND';
@ApiProperty({ type: String, nullable: true, format: 'date' })
declare openedOn: string | null;
declare openedOn: null | string;
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-matches-property-optionality -- Preserve the published required nullable schema; partial internal models may omit the field.
@ApiProperty({ type: PortfolioSummaryDto, nullable: true })
portfolioSummary?: PortfolioSummaryDto | null;
portfolioSummary?: null | PortfolioSummaryDto;
}
export class BrokerageAccountsResourceDto {
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-returning-array-should-set-array -- Nullable array union requires isArray in the explicit wire schema.
@ApiProperty({ type: BrokerageAccountDto, isArray: true, nullable: true })
declare data: BrokerageAccountDto[] | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
src/modules/investments/brokerage-accounts/brokerage-accounts.controller.ts
+5 -3
View File
@@ -1,9 +1,11 @@
import { InvestmentReadQueryDto } from '../investment-resource.dto';
import { Controller, Get, Req, Query, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import type { Request } from 'express';
import { Controller, Get, Query, Req, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../auth/auth.api';
import { InvestmentReadQueryDto } from '../investment-resource.dto';
import { BrokerageAccountsResourceDto } from './brokerage-account.dto';
import { BrokerageAccountsService } from './brokerage-accounts.service';
src/modules/investments/brokerage-accounts/brokerage-accounts.module.ts
+2 -1
View File
@@ -1,7 +1,8 @@
import { PortfolioModule } from '../portfolio/portfolio.module';
import { Module } from '@nestjs/common';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { PortfolioModule } from '../portfolio/portfolio.module';
import { BrokerageAccountsController } from './brokerage-accounts.controller';
import { BrokerageAccountsService } from './brokerage-accounts.service';
src/modules/investments/brokerage-accounts/brokerage-accounts.service.spec.ts
+1 -1
View File
@@ -1,8 +1,8 @@
jest.mock('../../../prisma/prisma.service', () => ({
PrismaService: class {},
}));
import { BrokerageAccountsService } from './brokerage-accounts.service';
import { investmentResourceMeta } from '../investment-resource.mapper';
import { BrokerageAccountsService } from './brokerage-accounts.service';
jest.mock('../portfolio/application/portfolio.service', () => ({
PortfolioService: class PortfolioService {},
src/modules/investments/brokerage-accounts/brokerage-accounts.service.ts
+20 -19
View File
@@ -1,7 +1,8 @@
import { Injectable } from '@nestjs/common';
import { createHash } from 'node:crypto';
import { PortfolioService } from '../portfolio/portfolio.api';
import { investmentResourceMeta } from '../investment-resource.mapper';
import { PortfolioService } from '../portfolio/portfolio.api';
import { BrokerageAccountDto } from './brokerage-account.dto';
@Injectable()
@@ -11,15 +12,15 @@ export class BrokerageAccountsService {
async list(userId: string, observe = false) {
const saved = await this.portfolio.saved(userId, 'all', observe);
const data: BrokerageAccountDto[] | null =
saved.membership.availability === 'missing'
? null
: saved.accounts.map((account) => ({
saved.membership.availability === 'missing' ?
null :
saved.accounts.map((account) => ({
id: account.id,
name: account.name,
type: account.type as BrokerageAccountDto['type'],
openedOn: account.openedOn,
portfolioSummary: account.snapshot
? {
portfolioSummary: account.snapshot ?
{
totalsByCurrency: account.snapshot.totalsByCurrency,
stockPositionCount: account.snapshot.positions.filter(
(position) => position.type === 'STOCK',
@@ -27,8 +28,8 @@ export class BrokerageAccountsService {
bondPositionCount: account.snapshot.positions.filter(
(position) => position.type === 'BOND',
).length,
}
: null,
} :
null,
}));
return {
data,
@@ -46,18 +47,18 @@ export class BrokerageAccountsService {
)
.digest('base64url'),
availability:
data === null
? 'missing'
: saved.accounts.some((account) => !account.snapshot)
? 'partial'
: 'complete',
fetchedAt: saved.membership.lastSuccessfulAt
? new Date(saved.membership.lastSuccessfulAt)
: null,
data === null ?
'missing' :
saved.accounts.some((account) => !account.snapshot) ?
'partial' :
'complete',
fetchedAt: saved.membership.lastSuccessfulAt ?
new Date(saved.membership.lastSuccessfulAt) :
null,
freshForMs: 300_000,
work: saved.membership.sync.id
? { ...saved.membership.sync, id: saved.membership.sync.id }
: null,
work: saved.membership.sync.id ?
{ ...saved.membership.sync, id: saved.membership.sync.id } :
null,
dependencies: saved.accounts.map((account) => account.meta),
}),
};
src/modules/investments/income/income-analytics.controller.ts
+5 -3
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@@ -1,14 +1,16 @@
import type { Request } from 'express';
import { Controller, Get, Param, Query, Req, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import type { Request } from 'express';
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../auth/auth.api';
import { InvestmentReadQueryDto } from '../investment-resource.dto';
import {
IncomeAnalyticsResourceDto,
IncomeAnalyticsQueryDto,
IncomeAnalyticsResourceDto,
IncomeSummaryResourceDto,
} from './income-analytics.dto';
import { InvestmentReadQueryDto } from '../investment-resource.dto';
import { IncomeAnalyticsService } from './income-analytics.service';
@ApiTags('brokerage-accounts')
src/modules/investments/income/income-analytics.dto.ts
+10 -7
View File
@@ -1,13 +1,13 @@
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
import { IsOptional, Matches } from 'class-validator';
import { MoneyDto } from '../../../common/money.dto';
import { BrokerageOperationDto } from '../operations/operations.api';
import { MoneyDto } from '../../../common/money.dto';
import {
InvestmentDependencyDto,
InvestmentReadQueryDto,
InvestmentResourceMetaDto,
} from '../investment-resource.dto';
import { BrokerageOperationDto } from '../operations/operations.api';
const dateOnly = /^\d{4}-\d{2}-\d{2}$/;
@@ -102,16 +102,16 @@ export class IncomeInstrumentDto {
declare key: string;
@ApiProperty({ type: String, nullable: true })
declare figi: string | null;
declare figi: null | string;
@ApiProperty({ type: String, nullable: true })
declare instrumentUid: string | null;
declare instrumentUid: null | string;
@ApiProperty({ type: String, nullable: true })
declare ticker: string | null;
declare ticker: null | string;
@ApiProperty({ type: String, nullable: true })
declare instrumentType: string | null;
declare instrumentType: null | string;
@ApiProperty()
declare displayName: string;
@@ -142,7 +142,7 @@ export class IncomeAnalyticsDto extends IncomeSummaryDto {
declare yearComparison: IncomeComparisonDto | null;
@ApiProperty({ enum: ['day', 'week', 'month'] })
declare bucketGranularity: 'day' | 'week' | 'month';
declare bucketGranularity: 'day' | 'month' | 'week';
@ApiProperty({ type: IncomeBucketDto, isArray: true })
declare buckets: IncomeBucketDto[];
@@ -157,6 +157,7 @@ export class IncomeAnalyticsDto extends IncomeSummaryDto {
export class IncomeSummaryResourceDto {
@ApiProperty({ type: IncomeSummaryDto, nullable: true })
declare data: IncomeSummaryDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -169,6 +170,7 @@ export class IncomeDependencyDto extends InvestmentDependencyDto {
}
export class IncomeAnalyticsMetaDto extends InvestmentResourceMetaDto {
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-matches-property-optionality -- Overrides optional dependencies inherited from InvestmentResourceMetaDto.
@ApiProperty({
type: IncomeDependencyDto,
isArray: true,
@@ -182,6 +184,7 @@ export class IncomeAnalyticsMetaDto extends InvestmentResourceMetaDto {
export class IncomeAnalyticsResourceDto {
@ApiProperty({ type: IncomeAnalyticsDto, nullable: true })
declare data: IncomeAnalyticsDto | null;
@ApiProperty({ type: IncomeAnalyticsMetaDto })
declare meta: IncomeAnalyticsMetaDto;
}
src/modules/investments/income/income-analytics.service.spec.ts
+2 -1
View File
@@ -6,8 +6,9 @@ jest.mock('../operations/application/brokerage-operations.service', () => ({
}));
import assert from 'node:assert/strict';
import { BrokerageOperationDto } from '../operations/presentation/brokerage-operation.dto';
import { investmentResourceMeta } from '../investment-resource.mapper';
import { BrokerageOperationDto } from '../operations/presentation/brokerage-operation.dto';
import { IncomeAnalyticsService } from './income-analytics.service';
describe('IncomeAnalyticsService', () => {
src/modules/investments/income/income-analytics.service.ts
+23 -23
View File
@@ -1,5 +1,6 @@
import assert from 'node:assert/strict';
import { Injectable } from '@nestjs/common';
import assert from 'node:assert/strict';
import {
add,
compare,
@@ -7,24 +8,21 @@ import {
formatDecimal,
subtract,
} from '../../../common/decimal';
import { investmentResourceMeta } from '../investment-resource.mapper';
import {
IncomeAnalyticsResourceDto,
IncomeDependencyDto,
IncomeSummaryResourceDto,
} from './income-analytics.dto';
import { DateOnlyRange, moscowDate } from '../investment-calendar';
import { investmentResourceMeta } from '../investment-resource.mapper';
import {
BrokerageOperationDto,
BrokerageOperationsService,
} from '../operations/operations.api';
import {
IncomeAnalyticsEntryDto,
IncomeAnalyticsResourceDto,
IncomeComparisonDto,
IncomeCurrencySummaryDto,
IncomeDependencyDto,
IncomeInstrumentDto,
IncomeSummaryDto,
IncomeSummaryResourceDto,
} from './income-analytics.dto';
import {
IncomeBucketGranularity,
@@ -96,9 +94,9 @@ export class IncomeAnalyticsService {
{ ...current.meta, role: 'selected' },
{ ...prior.meta, role: 'previous' },
{
...(plan.yearAgo && year
? year.meta
: investmentResourceMeta({
...(plan.yearAgo && year ?
year.meta :
investmentResourceMeta({
resourceKey: 'income/yearAgo', // gitleaks:allow public resource identifier
dataRevision: 'unavailable',
availability: 'missing',
@@ -119,9 +117,9 @@ export class IncomeAnalyticsService {
resourceKey: `income/${accountId}/${plan.selected.from}/${plan.selected.to}`,
dataRevision: current.meta.dataRevision,
availability: current.meta.availability,
fetchedAt: current.meta.lastSuccessfulAt
? new Date(current.meta.lastSuccessfulAt)
: null,
fetchedAt: current.meta.lastSuccessfulAt ?
new Date(current.meta.lastSuccessfulAt) :
null,
freshForMs: current.meta.freshness === 'fresh' ? Infinity : 0,
work: work?.id ? { ...work, id: work.id } : null,
coverage: current.meta.coverage,
@@ -144,13 +142,13 @@ export class IncomeAnalyticsService {
current.meta.lastSuccessfulAt,
),
previous:
prior.items === null
? null
: comparison(selected, plan.previous, qualifying(prior.items)),
prior.items === null ?
null :
comparison(selected, plan.previous, qualifying(prior.items)),
yearComparison:
plan.yearAgo && year?.items !== null && year
? comparison(selected, plan.yearAgo, qualifying(year.items))
: null,
plan.yearAgo && year?.items !== null && year ?
comparison(selected, plan.yearAgo, qualifying(year.items)) :
null,
bucketGranularity: plan.granularity,
buckets: buckets(plan.selected, plan.granularity, selected),
instruments: instruments(selected),
@@ -184,9 +182,9 @@ function totals(entries: BrokerageOperationDto[]): IncomeCurrencySummaryDto[] {
if (!entry.payment) continue;
const total = values.get(entry.payment.currency) ?? zeroTotal();
const value = decimalFromString(entry.payment.value);
if (entry.type === 'OPERATION_TYPE_COUPON')
if (entry.type === 'OPERATION_TYPE_COUPON') {
total.coupon = add(total.coupon, value);
else total.dividend = add(total.dividend, value);
} else total.dividend = add(total.dividend, value);
values.set(entry.payment.currency, total);
}
return [...values]
@@ -207,6 +205,7 @@ function comparison(
);
const currencies = [
...new Set([...selected.keys(), ...compared.keys()]),
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
].sort();
return {
period: comparedPeriod,
@@ -279,8 +278,9 @@ function instruments(
function instrumentKey(entry: BrokerageOperationDto): string {
if (entry.instrumentUid) return `uid:${entry.instrumentUid}`;
if (entry.figi) return `figi:${entry.figi}`;
if (entry.ticker || entry.instrumentType)
if (entry.ticker || entry.instrumentType) {
return `ticker:${entry.ticker ?? ''}:${entry.instrumentType ?? ''}`;
}
return `operation:${entry.account ? `${entry.account.id}:` : ''}${entry.id}`;
}
src/modules/investments/income/income-period.spec.ts
+3 -1
View File
@@ -1,4 +1,5 @@
import { BadRequestException } from '@nestjs/common';
import { dateOnlyBounds } from '../investment-calendar';
import { planIncomePeriod, rangeBuckets } from './income-period';
@@ -17,8 +18,9 @@ describe('income period planning', () => {
['2026-03-02', '2026-03-01'],
['2026-01-01', '2027-01-02'],
['2026-01-01', '2026-04-01'],
])
]) {
expect(() => planIncomePeriod(from, to)).toThrow(BadRequestException);
}
});
it('uses a full previous month, skips impossible year-ago dates, and keeps empty buckets', () => {
src/modules/investments/income/income-period.ts
+32 -29
View File
@@ -1,5 +1,6 @@
import { MILLISECONDS_PER_DAY } from '../../../common/time';
import { BadRequestException } from '@nestjs/common';
import { MILLISECONDS_PER_DAY } from '../../../common/time';
import {
DateOnlyRange,
dateParts,
@@ -13,41 +14,41 @@ const DAYS_PER_WEEK = 7;
const ISO_MONTH_LENGTH = 7;
const ISO_YEAR_LENGTH = 4;
export type IncomeBucketGranularity = 'day' | 'week' | 'month';
export type IncomeBucketGranularity = 'day' | 'month' | 'week';
export function planIncomePeriod(
from: string | undefined,
to: string | undefined,
openedDate?: Date,
): {
selected: DateOnlyRange;
previous: DateOnlyRange;
yearAgo: DateOnlyRange | null;
granularity: IncomeBucketGranularity;
previous: DateOnlyRange;
selected: DateOnlyRange;
yearAgo: DateOnlyRange | null;
} {
if (Boolean(from) !== Boolean(to)) throw invalidPeriod();
const today = moscowDate(new Date());
const selected =
from && to ? { from, to } : { from: firstOfMonth(today), to: today };
assertRange(selected, today);
const previous = isFullMonth(selected)
? previousMonth(selected.from)
: shiftDays(selected, -rangeDays(selected));
const previous = isFullMonth(selected) ?
previousMonth(selected.from) :
shiftDays(selected, -rangeDays(selected));
const candidate = yearAgo(selected);
const yearAgoRange =
candidate && (!openedDate || candidate.from >= moscowDate(openedDate))
? candidate
: null;
candidate && (!openedDate || candidate.from >= moscowDate(openedDate)) ?
candidate :
null;
return {
selected,
previous,
yearAgo: yearAgoRange,
granularity:
rangeDays(selected) <= DAILY_BUCKET_MAX_DAYS
? 'day'
: rangeDays(selected) <= WEEKLY_BUCKET_MAX_DAYS
? 'week'
: 'month',
rangeDays(selected) <= DAILY_BUCKET_MAX_DAYS ?
'day' :
rangeDays(selected) <= WEEKLY_BUCKET_MAX_DAYS ?
'week' :
'month',
};
}
@@ -55,24 +56,25 @@ export function rangeBuckets(
range: DateOnlyRange,
granularity: IncomeBucketGranularity,
): DateOnlyRange[] {
if (granularity === 'day')
if (granularity === 'day') {
return dates(range).map((date) => ({ from: date, to: date }));
}
const buckets: DateOnlyRange[] = [];
let cursor =
granularity === 'week'
? addDays(
granularity === 'week' ?
addDays(
range.from,
-(
(utcDate(range.from).getUTCDay() + DAYS_PER_WEEK - 1) %
DAYS_PER_WEEK
),
)
: `${range.from.slice(0, ISO_MONTH_LENGTH)}-01`;
) :
`${range.from.slice(0, ISO_MONTH_LENGTH)}-01`;
while (cursor <= range.to) {
const end =
granularity === 'week'
? addDays(cursor, DAYS_PER_WEEK - 1)
: endOfMonth(cursor);
granularity === 'week' ?
addDays(cursor, DAYS_PER_WEEK - 1) :
endOfMonth(cursor);
buckets.push({
from: cursor < range.from ? range.from : cursor,
to: end > range.to ? range.to : end,
@@ -86,7 +88,7 @@ export function rangeDays(range: DateOnlyRange): number {
return (
Math.round(
(utcDate(range.to).valueOf() - utcDate(range.from).valueOf()) /
MILLISECONDS_PER_DAY,
MILLISECONDS_PER_DAY,
) + 1
);
}
@@ -109,8 +111,9 @@ function addDays(value: string, days: number): string {
function dates(range: DateOnlyRange): string[] {
const result: string[] = [];
for (let date = range.from; date <= range.to; date = addDays(date, 1))
for (let date = range.from; date <= range.to; date = addDays(date, 1)) {
result.push(date);
}
return result;
}
@@ -142,9 +145,9 @@ function yearAgo(range: DateOnlyRange): DateOnlyRange | null {
const shift = (value: string) => {
const [year, month, day] = dateParts(value);
const result = `${String(year - 1).padStart(ISO_YEAR_LENGTH, '0')}-${String(month).padStart(2, '0')}-${String(day).padStart(2, '0')}`;
return utcDate(result).toISOString().slice(0, 10) === result
? result
: null;
return utcDate(result).toISOString().slice(0, 10) === result ?
result :
null;
};
const from = shift(range.from);
const to = shift(range.to);
src/modules/investments/income/income.module.ts
+1
View File
@@ -1,4 +1,5 @@
import { Module } from '@nestjs/common';
import { AuthModule } from '../../auth/auth.module';
import { OperationsModule } from '../operations/operations.module';
import { IncomeAnalyticsController } from './income-analytics.controller';
src/modules/investments/instruments/application/candle.service.ts
+80 -64
View File
@@ -1,13 +1,13 @@
import { planInvestmentScreen } from '../../investment-sync-plan';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import {
Injectable,
NotFoundException,
ServiceUnavailableException,
} from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { MILLISECONDS_PER_DAY } from '../../../../common/time';
import { formatDecimal } from '../../../../common/decimal';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import { MILLISECONDS_PER_DAY } from '../../../../common/time';
import { decimal } from '../../../../integrations/tbank/decimal';
import {
TbankAccessService,
@@ -16,35 +16,36 @@ import {
type TbankSyncAttempt,
} from '../../../../integrations/tbank/tbank.api';
import { investmentResourceMeta } from '../../investment-resource.mapper';
import { CatalogEnrichmentService } from './catalog-enrichment.service';
import { CandleRepository } from '../infrastructure/candle.repository';
import { planInvestmentScreen } from '../../investment-sync-plan';
import {
candleGaps,
type CandleRange,
candleWindows,
utcDay,
type CandleRange,
} from '../domain/candle-coverage';
import { CandleRepository } from '../infrastructure/candle.repository';
import { CatalogEnrichmentService } from './catalog-enrichment.service';
import { timestamp } from './instrument-market';
type CandleInput = {
uid: string;
instrumentType: 'share' | 'bond';
period: 'month' | 'halfYear' | 'year' | 'all';
instrumentType: 'bond' | 'share';
period: 'all' | 'halfYear' | 'month' | 'year';
range?: CandleRange;
uid: string;
};
type Producer = {
input: CandleInput;
attempt: TbankSyncAttempt;
now: Date;
force: boolean;
priority: number;
input: CandleInput;
now: Date;
observers: TbankSyncAttempt[];
pass?: {
now: Date;
force: boolean;
ranges: CandleRange[];
nextWindow: number;
now: Date;
ranges: CandleRange[];
};
priority: number;
};
const months = { month: 1, halfYear: 6, year: 12 };
const tailFreshForMs = 60_000;
@@ -61,18 +62,20 @@ function rangeFor(
const from = utcDay(now);
const history = timestamp(instrument.first_1dayCandleDate);
if (input.period === 'all') {
if (!history)
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());
} else {
from.setUTCMonth(from.getUTCMonth() - months[input.period]);
if (history && Date.parse(history) > from.valueOf())
if (history && Date.parse(history) > from.valueOf()) {
from.setTime(utcDay(new Date(history)).valueOf());
}
}
return { from, to: new Date(utcDay(now).valueOf() + MILLISECONDS_PER_DAY) };
}
@@ -102,16 +105,18 @@ export class CandleService {
true,
['detail'],
);
if (detail.meta.availability === 'complete' && !detail.instrument)
if (detail.meta.availability === 'complete' && !detail.instrument) {
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))
if (!observe && (!saved || gaps.length)) {
await this.request(userId, revision, input, now);
}
const work = await this.repository.work(userId, revision, scope(input));
const fetchedAt =
saved?.coverage
@@ -129,14 +134,14 @@ 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(),
},
@@ -149,8 +154,8 @@ 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()),
);
@@ -158,22 +163,22 @@ 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,
@@ -183,9 +188,9 @@ 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,
}),
),
@@ -197,13 +202,14 @@ export class CandleService {
prefetch(
userId: string,
revision: string,
positions: { instrumentUid?: string | null; type: string }[],
positions: { instrumentUid?: null | string; type: string }[],
) {
const key = JSON.stringify([
userId,
revision,
positions
.map((position) => [position.instrumentUid, position.type])
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
.sort(),
]);
const existing = this.prefetches.get(key);
@@ -218,14 +224,14 @@ export class CandleService {
private async prefetchPositions(
userId: string,
revision: string,
positions: { instrumentUid?: string | null; type: string }[],
positions: { instrumentUid?: null | string; type: string }[],
) {
const now = new Date();
const unique = new Map(
positions
.filter(
(position) =>
position.instrumentUid && ['STOCK', 'BOND'].includes(position.type),
position.instrumentUid && ['BOND', 'STOCK'].includes(position.type),
)
.map((position) => [position.instrumentUid ?? '', position]),
);
@@ -267,7 +273,7 @@ export class CandleService {
instruments: [
{
uid,
type: position.type as 'STOCK' | 'BOND',
type: position.type as 'BOND' | 'STOCK',
historyFrom: history ? new Date(history) : null,
},
],
@@ -280,9 +286,9 @@ 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(
@@ -290,8 +296,9 @@ export class CandleService {
coverage.filter((row) => row.instrumentUid === uid),
now,
).length
)
) {
await this.request(userId, revision, input, now, false, 2);
}
}
}
}
@@ -379,6 +386,7 @@ export class CandleService {
}
const { ranges, now, force } = pass;
const index = pass.nextWindow;
// eslint-disable-next-line security/detect-object-injection -- The index is the internal numeric window cursor.
let window = ranges[index];
if (window && !force) {
const latest = await this.repository.read(input.uid, window);
@@ -386,6 +394,7 @@ export class CandleService {
.flatMap(candleWindows)
.reverse();
ranges.splice(index, 1, ...gaps);
// eslint-disable-next-line security/detect-object-injection -- The index is the internal numeric window cursor.
window = ranges[index];
}
if (window) {
@@ -408,8 +417,9 @@ export class CandleService {
},
];
});
if (!(await this.repository.stage(attempt, window, rows, now)))
if (!(await this.repository.stage(attempt, window, rows, now))) {
return false;
}
if (
!force &&
!(await this.repository.publish(
@@ -417,8 +427,9 @@ export class CandleService {
{ uid: input.uid, ranges: [window] },
false,
))
)
) {
return false;
}
pass.nextWindow = index + 1;
if (pass.nextWindow < ranges.length) return null;
}
@@ -441,16 +452,18 @@ export class CandleService {
}
success = result;
} catch (error) {
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN') {
await this.access.rejectMembershipToken(producer.attempt);
}
if (error instanceof ServiceUnavailableException) {
const response = error.getResponse();
if (
typeof response === 'object' &&
'code' in response &&
typeof response.code === 'string'
)
) {
code = response.code;
}
}
}
// Seal publication with reservations so a late forced join cannot be
@@ -458,8 +471,9 @@ export class CandleService {
const finished = this.reservations.then(async () => {
const pass = producer.pass;
if (success && pass) {
if (producer.force && (!pass.force || producer.now > pass.now))
if (producer.force && (!pass.force || producer.now > pass.now)) {
return false;
}
try {
success = await this.repository.publish(producer.attempt, {
uid: producer.input.uid,
@@ -478,8 +492,9 @@ export class CandleService {
observer,
producer.attempt,
))
)
) {
await this.repository.fail(observer, code);
}
this.active.delete(observer.attemptId);
}
this.producers.delete(scope(producer.input));
@@ -490,7 +505,7 @@ export class CandleService {
this.queue.push(producer);
continue;
}
if (success && !producer.force && producer.input.period !== 'all')
if (success && !producer.force && producer.input.period !== 'all') {
await this.request(
producer.attempt.userId,
producer.attempt.revision,
@@ -499,6 +514,7 @@ export class CandleService {
false,
2,
);
}
}
} catch {
this.logger.event('error', 'candles.persistence-failed', {
src/modules/investments/instruments/application/catalog-discovery.service.ts
+74 -64
View File
@@ -1,10 +1,10 @@
import { CatalogEnrichmentService } from './catalog-enrichment.service';
import {
ConflictException,
Injectable,
NotFoundException,
ConflictException,
} from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import {
TbankAccessService,
@@ -17,9 +17,10 @@ import { investmentResourceMeta } from '../../investment-resource.mapper';
import {
CatalogDiscoveryRepository,
catalogQuery,
catalogScope,
type CatalogQuery,
catalogScope,
} from '../infrastructure/catalog-discovery.repository';
import { CatalogEnrichmentService } from './catalog-enrichment.service';
import {
catalogSearchLimit,
selectCatalogInstruments,
@@ -28,10 +29,10 @@ import {
const tickerAmbiguityLimit = 2;
type Producer = {
input: CatalogQuery;
attempt: TbankSyncAttempt;
observers: TbankSyncAttempt[];
force: boolean;
input: CatalogQuery;
observers: TbankSyncAttempt[];
};
@Injectable()
export class CatalogDiscoveryService {
@@ -43,8 +44,9 @@ export class CatalogDiscoveryService {
private running = false;
private readonly completions = new Map<
string,
{ workId: string; done: Promise<void>; resolve: () => void }
{ done: Promise<void>; resolve: () => void; workId: string }
>();
constructor(
private readonly repository: CatalogDiscoveryRepository,
private readonly access: TbankAccessService,
@@ -73,14 +75,14 @@ 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),
@@ -108,22 +110,22 @@ 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,
}),
};
@@ -131,7 +133,7 @@ export class CatalogDiscoveryService {
async detail(
userId: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uid: string,
observe = false,
) {
@@ -143,22 +145,24 @@ export class CatalogDiscoveryService {
['detail'],
);
const source = sources[0];
if (source.meta.availability === 'complete' && !source.instrument)
if (source.meta.availability === 'complete' && !source.instrument) {
throw new NotFoundException();
}
const instrument = source.instrument;
let slug = uid;
const dependencies = [source.meta];
if (
instrument?.ticker &&
/^[A-Za-z0-9][A-Za-z0-9._@+-]{0,79}$/.test(instrument.ticker)
/^[A-Z0-9][\w.@+-]{0,79}$/i.test(instrument.ticker)
) {
const alias = await this.read(
userId,
{ instrumentType, query: instrument.ticker, exactTicker: true },
observe,
);
if (alias.data?.length === 1 && alias.data[0].uid === uid)
if (alias.data?.length === 1 && alias.data[0].uid === uid) {
slug = instrument.ticker.toUpperCase();
}
dependencies.push(alias.meta);
}
return {
@@ -169,17 +173,17 @@ 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,
}),
};
@@ -187,7 +191,7 @@ export class CatalogDiscoveryService {
async byTicker(
userId: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
ticker: string,
observe = false,
) {
@@ -197,38 +201,39 @@ export class CatalogDiscoveryService {
observe,
);
if (lookup.data?.length === 0) throw new NotFoundException();
if (lookup.data && lookup.data.length > 1)
if (lookup.data && lookup.data.length > 1) {
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,
}),
};
@@ -245,8 +250,9 @@ export class CatalogDiscoveryService {
const saved = await this.repository.read(input);
if (
!tbankSourceNeedsRefresh('catalog', saved.fetchedAt, new Date(), force)
)
) {
return null;
}
const reservation = await this.repository.reserve(
{ userId, revision },
input,
@@ -291,12 +297,13 @@ export class CatalogDiscoveryService {
async refresh(userId: string, revision: string, query: CatalogQuery) {
const id = await this.request(userId, revision, query, true);
if (id)
if (id) {
await Promise.all(
[...this.completions.values()]
.filter((entry) => entry.workId === id)
.map((entry) => entry.done),
);
}
const saved = await this.repository.read(catalogQuery(query));
const sources = await this.enrichment.readMany(
userId,
@@ -323,19 +330,19 @@ 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(
@@ -346,17 +353,18 @@ export class CatalogDiscoveryService {
);
}
} catch (error) {
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN') {
await this.access.rejectMembershipToken(attempt);
else
} else {
this.logger.event('warn', 'catalog-discovery.failed', {
code: 'TBANK_UNAVAILABLE',
});
}
}
if (success) {
const saved = await this.repository.read(input);
for (const observer of [attempt, ...producer.observers])
if (!input.exactTicker || saved.data?.length === 1)
for (const observer of [attempt, ...producer.observers]) {
if (!input.exactTicker || saved.data?.length === 1) {
await this.enrichment.requestMany(
observer.userId,
observer.revision,
@@ -365,6 +373,8 @@ export class CatalogDiscoveryService {
producer.force,
input.exactTicker ? ['detail'] : ['last-price', 'detail'],
);
}
}
}
this.producers.delete(catalogScope(input));
for (const observer of [attempt, ...producer.observers]) {
src/modules/investments/instruments/application/catalog-enrichment.service.ts
+153 -132
View File
@@ -1,47 +1,47 @@
import type { MoexBondEvent } from '../../../../integrations/moex/moex.api';
import { CandleRepository } from '../infrastructure/candle.repository';
import { candleGaps, utcDay } from '../domain/candle-coverage';
import { Injectable, NotFoundException } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import {
decimalFromString,
divide,
formatDecimal,
} from '../../../../common/decimal';
import { decimal } from '../../../../integrations/tbank/decimal';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import {
MILLISECONDS_PER_DAY,
MILLISECONDS_PER_SECOND,
} from '../../../../common/time';
import { MoexClient } from '../../../../integrations/moex/moex.api';
import { type MoexBondEvent, MoexClient } from '../../../../integrations/moex/moex.api';
import { NcrRatingsClient } from '../../../../integrations/ncr/ncr.api';
import { previousClose, timestamp } from './instrument-market';
import { Injectable, NotFoundException } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import { decimal } from '../../../../integrations/tbank/decimal';
import {
TbankAccessService,
TbankClient,
tbankSourceNeedsRefresh,
tbankSourceTtlMs,
type TbankBond,
type TbankCandle,
TbankClient,
type TbankCoupon,
type TbankDividend,
type TbankFundamentals,
type TbankLastPrice,
type TbankShare,
tbankSourceNeedsRefresh,
tbankSourceTtlMs,
type TbankSyncAttempt,
} from '../../../../integrations/tbank/tbank.api';
import { investmentResourceMeta } from '../../investment-resource.mapper';
import { candleGaps, utcDay } from '../domain/candle-coverage';
import { CandleRepository } from '../infrastructure/candle.repository';
import {
CatalogDiscoveryRepository,
catalogScope,
type CatalogSource,
} from '../infrastructure/catalog-discovery.repository';
import { catalogSearchLimit } from './catalog-selection';
import { previousClose, timestamp } from './instrument-market';
type Producer = {
input: CatalogSource;
attempt: TbankSyncAttempt;
input: CatalogSource;
observers: { attempt: TbankSyncAttempt; input: CatalogSource }[];
};
@Injectable()
@@ -54,13 +54,13 @@ export class CatalogEnrichmentService {
private running = false;
private readonly completions = new Map<
string,
{ workId: string; done: Promise<void>; resolve: () => void }
{ done: Promise<void>; resolve: () => void; workId: string }
>();
async ensureDetail(
userId: string,
revision: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uid: string,
) {
const ids = await this.requestMany(
@@ -82,6 +82,7 @@ export class CatalogEnrichmentService {
if (!rows.length) throw new Error('Instrument dependency missing');
return (rows[0].payload as CatalogPayload).instrument ?? null;
}
constructor(
private readonly repository: CatalogDiscoveryRepository,
private readonly access: TbankAccessService,
@@ -94,21 +95,21 @@ export class CatalogEnrichmentService {
async readMany(
userId: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uids: string[],
observe: boolean,
kinds: CatalogSource['kind'][] = ['last-price', 'detail'],
range?: {
from: string;
to: string;
ticker?: string;
tickers?: Record<string, string>;
to: string;
},
) {
const { revision } = await this.access.local(userId);
const inputs = sourceInputs(instrumentType, uids, kinds, range);
const rows = inputs.length ? await this.repository.readSources(inputs) : [];
if (!observe)
if (!observe) {
await this.requestMany(
userId,
revision,
@@ -118,9 +119,10 @@ export class CatalogEnrichmentService {
kinds,
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(
@@ -130,16 +132,16 @@ 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,
@@ -158,22 +160,22 @@ export class CatalogEnrichmentService {
requestMany(
userId: string,
revision: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uids: string[],
force = false,
kinds: CatalogSource['kind'][] = ['last-price', 'detail'],
range?: {
from: string;
to: string;
ticker?: string;
tickers?: Record<string, string>;
to: string;
},
) {
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(
@@ -187,8 +189,9 @@ export class CatalogEnrichmentService {
new Date(),
force,
)
)
) {
continue;
}
const reserved = await this.repository.reserve(
{ userId, revision },
input,
@@ -229,24 +232,24 @@ export class CatalogEnrichmentService {
async section(
userId: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uid: string,
section: 'quote' | 'company' | 'metrics',
section: 'company' | 'metrics' | 'quote',
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,
@@ -256,8 +259,9 @@ export class CatalogEnrichmentService {
kinds,
);
const first = sources[0];
if (first.meta.availability === 'complete' && !first.instrument)
if (first.meta.availability === 'complete' && !first.instrument) {
throw new NotFoundException();
}
const values = sources.reduce<CatalogPayload>(
(result, source) => ({ ...result, ...source.payload }),
{},
@@ -271,18 +275,18 @@ 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,
});
@@ -307,18 +311,21 @@ 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);
if (instrument && instrument.uid !== 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');
}
// eslint-disable-next-line sonarjs/different-types-comparison -- Defensive validation rejects missing upstream payloads instead of caching them as absence.
if (instrument === undefined) throw new Error('Missing catalog response');
return { instrument: instrument ? publicInstrument(instrument) : null };
}
if (input.kind === 'trading-status')
if (input.kind === 'trading-status') {
return {
tradingStatus: await this.tbank.getTradingStatus(token, input.uid),
};
}
if (input.kind === 'comparison') {
const prices = await this.repository.readSources([
{ ...input, kind: 'last-price', rangeKey: undefined },
@@ -343,16 +350,18 @@ export class CatalogEnrichmentService {
);
const rows = response.map((candle) => {
const time = timestamp(candle.time);
if (!time || !candle.close)
if (!time || !candle.close) {
throw new Error('Invalid candle response');
}
return {
time,
close: formatDecimal(decimal(candle.close)),
isComplete: candle.isComplete === true,
};
});
if (!(await this.candles.stage(attempt, gap, rows, now)))
if (!(await this.candles.stage(attempt, gap, rows, now))) {
throw new Error('Cancelled candle comparison');
}
}
if (
gaps.length &&
@@ -361,8 +370,9 @@ export class CatalogEnrichmentService {
{ uid: input.uid, ranges: gaps },
false,
))
)
) {
throw new Error('Cancelled candle comparison');
}
const values = (await this.candles.read(input.uid, range)).data.map(
(row) => {
const value = divide(
@@ -386,48 +396,51 @@ 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)
.find(Boolean);
if (
!instrument &&
!['dividends', 'coupons', 'bond-events'].includes(input.kind)
)
!['bond-events', 'coupons', 'dividends'].includes(input.kind)
) {
throw new Error('Instrument dependency missing');
if (input.kind === 'description')
}
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')
}
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,
@@ -441,23 +454,25 @@ export class CatalogEnrichmentService {
if (!ticker) throw new Error('Bond ticker missing');
return { bondEvents: await this.moex.bondEvents(ticker) };
}
if (input.kind === 'yield')
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')
}
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');
}
@@ -473,6 +488,7 @@ export class CatalogEnrichmentService {
let i = 0;
i < this.queue.length && batch.length < catalogSearchLimit;
) {
// eslint-disable-next-line security/detect-object-injection -- Numeric queue indexes and validated instrument UIDs select internal data only.
const next = this.queue[i];
if (
next.input.kind === 'last-price' &&
@@ -490,38 +506,40 @@ export class CatalogEnrichmentService {
try {
const token = await this.access.tokenForAttempt(producer.attempt);
if (!token) failed = true;
else if (producer.input.kind === 'last-price')
else if (producer.input.kind === 'last-price') {
prices = await this.tbank.getLastPrices(
token,
batch.map((item) => item.input.uid),
);
else
} else {
payload = await this.load(producer.input, token, producer.attempt);
}
} catch (error) {
failed = true;
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN') {
await this.access.rejectMembershipToken(producer.attempt);
else
} else {
this.logger.event('warn', 'catalog-enrichment.failed', {
code: 'TBANK_UNAVAILABLE',
});
}
}
for (const item of batch) {
const price =
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) {
@@ -558,14 +576,14 @@ export class CatalogEnrichmentService {
}
}
function sourceInputs(
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uids: string[],
kinds: CatalogSource['kind'][],
range?: {
from: string;
to: string;
ticker?: string;
tickers?: Record<string, string>;
to: string;
},
): CatalogSource[] {
return kinds.flatMap((kind) =>
@@ -573,20 +591,22 @@ function sourceInputs(
instrumentType,
uid,
kind,
...(kind === 'bond-events' && (range?.tickers?.[uid] || range?.ticker)
? { ticker: range?.tickers?.[uid] || range?.ticker }
: {}),
...(['coupons', 'dividends'].includes(kind)
? {
rangeKey: range
? JSON.stringify([range.from, range.to])
: String(new Date().getUTCFullYear()),
}
: {}),
// 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) ?
// 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()),
} :
{}),
})),
);
}
function publicInstrument(value: TbankShare | TbankBond) {
function publicInstrument(value: TbankBond | TbankShare) {
const bond = value as TbankBond;
return {
uid: value.uid,
@@ -625,38 +645,39 @@ const previousCloseLookbackMs =
const payoutHistoryYears = 5;
const payoutFutureYears = 2;
export type CatalogPayload = {
instrument?: TbankShare | TbankBond | null;
price?: TbankLastPrice | null;
candle?: TbankCandle | null;
tradingStatus?: string | null;
description?: string | null;
fundamentals?: TbankFundamentals | null;
coupons?: TbankCoupon[];
dividends?: TbankDividend[];
bondEvents?: MoexBondEvent[];
effectiveYield?: Awaited<ReturnType<MoexClient['bondYield']>>;
candle?: null | TbankCandle;
coupons?: TbankCoupon[];
creditRating?: Awaited<ReturnType<NcrRatingsClient['rating']>>;
description?: null | string;
dividends?: TbankDividend[];
effectiveYield?: Awaited<ReturnType<MoexClient['bondYield']>>;
fundamentals?: null | TbankFundamentals;
instrument?: null | TbankBond | TbankShare;
price?: null | TbankLastPrice;
tradingStatus?: null | string;
};
function sourcePolicy(kind: CatalogSource['kind']) {
if (
[
'last-price',
'bond-current',
'trading-status',
'comparison',
'last-price',
'trading-status',
'yield',
].includes(kind)
)
) {
return 'quote';
}
if (kind === 'description' || kind === 'fundamentals') return 'company';
if (['coupons', 'dividends', 'bond-events'].includes(kind)) return 'calendar';
if (['bond-events', 'coupons', 'dividends'].includes(kind)) return 'calendar';
return 'metadata';
}
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
+10 -10
View File
@@ -5,13 +5,13 @@ export const catalogSearchLimit = 30;
export function selectCatalogInstruments<T extends TbankShare>(
found: T[],
query: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
): (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(
@@ -21,17 +21,17 @@ export function selectCatalogInstruments<T extends TbankShare>(
.sort(
(a, b) =>
Number(b.apiTradeAvailableFlag === true) -
Number(a.apiTradeAvailableFlag === true) ||
Number(a.apiTradeAvailableFlag === true) ||
Number(b.ticker?.toUpperCase() === query.toUpperCase()) -
Number(a.ticker?.toUpperCase() === query.toUpperCase()) ||
Number(a.ticker?.toUpperCase() === query.toUpperCase()) ||
Number(b.classCode === preferredClass) -
Number(a.classCode === preferredClass) ||
Number(a.classCode === preferredClass) ||
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
+8 -7
View File
@@ -1,15 +1,16 @@
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
import type {
TbankCandle,
TbankTimestamp,
} from '../../../../integrations/tbank/tbank.api';
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
const MOSCOW_OFFSET_MS = 10_800_000;
export function timestamp(value?: TbankTimestamp): string | null {
export function timestamp(value?: TbankTimestamp): null | string {
const seconds = Number(value?.seconds);
return Number.isFinite(seconds) && seconds > 0
? new Date(seconds * MILLISECONDS_PER_SECOND).toISOString()
: null;
return Number.isFinite(seconds) && seconds > 0 ?
new Date(seconds * MILLISECONDS_PER_SECOND).toISOString() :
null;
}
export function moscowDay(iso: string): string {
return new Date(Date.parse(iso) + MOSCOW_OFFSET_MS)
@@ -19,7 +20,7 @@ export function moscowDay(iso: string): string {
export function previousClose(
candles: TbankCandle[],
priceAt: string,
): TbankCandle | null {
): null | TbankCandle {
return (
candles
.filter((candle) => {
@@ -32,6 +33,6 @@ export function previousClose(
);
})
.sort((a, b) => Number(b.time?.seconds) - Number(a.time?.seconds))[0] ??
null
null
);
}
src/modules/investments/instruments/application/instrument-position.ts
+17 -16
View File
@@ -5,7 +5,6 @@ import {
formatDecimal,
multiply,
} from '../../../../common/decimal';
import { MoneyDto } from '../../../../common/money.dto';
import {
PortfolioDto,
@@ -19,7 +18,7 @@ const RETURN_PERCENT_DECIMAL_PLACES = 6;
export function instrumentPosition(
portfolio: PortfolioDto,
uid: string,
type: 'STOCK' | 'BOND',
type: 'BOND' | 'STOCK',
): StockPositionDto {
const positions = portfolio.positions.filter(
(p) => p.type === type && p.instrumentUid === uid,
@@ -40,8 +39,8 @@ export function instrumentPosition(
currentValue,
absoluteReturn,
averagePurchasePrice:
positive && totalCost
? {
positive && totalCost ?
{
currency: totalCost.currency,
value: formatDecimal(
divide(
@@ -50,15 +49,15 @@ export function instrumentPosition(
PRICE_DECIMAL_PLACES,
),
),
}
: null,
} :
null,
returnPercent: positive ? percent(absoluteReturn, totalCost) : null,
accounts: positions.map((p) => ({
...p,
returnPercent:
decimalFromString(p.quantity).value > 0n
? percent(p.absoluteReturn, cost(p))
: null,
decimalFromString(p.quantity).value > 0n ?
percent(p.absoluteReturn, cost(p)) :
null,
})),
isStale: portfolio.isStale,
observedAt: portfolio.lastSuccessfulAt,
@@ -66,8 +65,8 @@ export function instrumentPosition(
}
function cost(position: PortfolioPositionDto): MoneyDto | null {
const price = position.averagePurchasePrice;
return price
? {
return price ?
{
currency: price.currency,
value: formatDecimal(
multiply(
@@ -75,16 +74,17 @@ function cost(position: PortfolioPositionDto): MoneyDto | null {
decimalFromString(position.quantity),
),
),
}
: null;
} :
null;
}
function sumComplete(values: (MoneyDto | null)[]): MoneyDto | null {
const currency = values[0]?.currency;
if (
!currency ||
!values.every((v): v is MoneyDto => v !== null && v.currency === currency)
)
) {
return null;
}
return {
currency,
value: formatDecimal(
@@ -98,14 +98,15 @@ function sumComplete(values: (MoneyDto | null)[]): MoneyDto | null {
function percent(
result: MoneyDto | null,
base: MoneyDto | null,
): string | null {
): null | string {
if (
!base ||
!result ||
base.currency !== result.currency ||
decimalFromString(base.value).value <= 0n
)
) {
return null;
}
return formatDecimal(
divide(
multiply(decimalFromString(result.value), decimalFromString('100')),
src/modules/investments/instruments/bonds/application/bond-catalog.service.ts
+18 -14
View File
@@ -1,8 +1,10 @@
import { CatalogDiscoveryService } from '../../application/catalog-discovery.service';
import { Injectable } from '@nestjs/common';
import { formatDecimal } from '../../../../../common/decimal';
import type { TbankBond } from '../../../../../integrations/tbank/tbank.api';
import { formatDecimal } from '../../../../../common/decimal';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { CatalogDiscoveryService } from '../../application/catalog-discovery.service';
import { timestamp } from '../../application/instrument-market';
import {
BondDto,
@@ -32,23 +34,24 @@ export class BondCatalogService {
data:
result.data?.map((item) => {
const short = toBond(item);
const detail = item.detail
? toBond({ ...item.detail, uid: item.uid })
: short;
const detail = item.detail ?
toBond({ ...item.detail, uid: item.uid }) :
short;
const last = item.price;
return {
...detail,
classCode: detail.classCode ?? short.classCode,
isin: detail.isin ?? short.isin,
apiTradeAvailable: short.apiTradeAvailable,
pricePercent: last?.price
? formatDecimal(decimal(last.price))
: null,
pricePercent: last?.price ?
formatDecimal(decimal(last.price)) :
null,
priceAt: timestamp(last?.time),
};
}) ?? null,
};
}
async get(
userId: string,
uid: string,
@@ -57,11 +60,12 @@ export class BondCatalogService {
const result = await this.discovery.detail(userId, 'bond', uid, observe);
return {
...result,
data: result.data
? { ...toBond(result.data), slug: result.data.slug }
: null,
data: result.data ?
{ ...toBond(result.data), slug: result.data.slug } :
null,
};
}
async getByTicker(
userId: string,
ticker: string,
@@ -75,9 +79,9 @@ export class BondCatalogService {
);
return {
...result,
data: result.data
? { ...toBond(result.data), slug: result.data.slug }
: null,
data: result.data ?
{ ...toBond(result.data), slug: result.data.slug } :
null,
};
}
}
src/modules/investments/instruments/bonds/application/bond-income.service.ts
+44 -40
View File
@@ -1,18 +1,19 @@
import { Injectable, NotFoundException } from '@nestjs/common';
import {
decimalFromString,
divide,
formatDecimal,
multiply,
divide,
} from '../../../../../common/decimal';
import {
TbankAccessService,
type TbankCoupon,
type TbankBond,
type TbankCoupon,
} from '../../../../../integrations/tbank/tbank.api';
import {
PortfolioService,
ForecastService,
PortfolioService,
} from '../../../portfolio/portfolio.api';
import {
CatalogEnrichmentService,
@@ -20,14 +21,14 @@ import {
} from '../../application/catalog-enrichment.service';
import { moscowDay, timestamp } from '../../application/instrument-market';
import { instrumentPosition } from '../../application/instrument-position';
import { money } from '../infrastructure/bond-money.mapper';
import {
BondCouponsDto,
BondCouponsResourceDto,
BondPositionDto,
BondMetricsDto,
BondMetricsResourceDto,
BondPositionDto,
} from '../presentation/bond.dto';
import { money } from '../infrastructure/bond-money.mapper';
import { bondQuote } from './bond-market.service';
const ISO_YEAR_LENGTH = 4;
const INCOME_HISTORY_YEARS = 5;
@@ -40,6 +41,7 @@ export class BondIncomeService {
private readonly access: TbankAccessService,
private readonly forecasts: ForecastService,
) {}
async metrics(
userId: string,
uid: string,
@@ -53,9 +55,9 @@ export class BondIncomeService {
observe,
);
return {
data: result.values.instrument
? bondMetrics(result.values, result.unavailable, result.observedAt)
: null,
data: result.values.instrument ?
bondMetrics(result.values, result.unavailable, result.observedAt) :
null,
meta: result.meta,
};
}
@@ -67,6 +69,7 @@ export class BondIncomeService {
meta: { ...saved.meta, resourceKey: `bond/position/${uid}` },
};
}
async coupons(
userId: string,
uid: string,
@@ -85,21 +88,22 @@ export class BondIncomeService {
['detail', 'coupons'],
{ from, to },
);
if (sources[0].meta.availability === 'complete' && !sources[0].instrument)
if (sources[0].meta.availability === 'complete' && !sources[0].instrument) {
throw new NotFoundException();
}
const events = sources[1].payload?.coupons;
const position = portfolio.data
? instrumentPosition(portfolio.data, uid, 'BOND')
: null;
const projected = events
? bondCoupons(
const position = portfolio.data ?
instrumentPosition(portfolio.data, uid, 'BOND') :
null;
const projected = events ?
bondCoupons(
events,
position,
{ from, to, today },
sources[1].meta.lastSuccessfulAt ?? new Date().toISOString(),
!portfolio.data,
)
: undefined;
) :
undefined;
const result = await this.forecasts.result({
userId,
revision: connection.revision,
@@ -110,9 +114,9 @@ export class BondIncomeService {
candidate:
portfolio.data && sources[0].instrument ? projected : undefined,
});
return result.data || !projected
? result
: {
return result.data || !projected ?
result :
{
data: bondCoupons(
events ?? [],
null,
@@ -135,19 +139,19 @@ export function bondCoupons(
const { from, to, today } = window;
const quantity =
position?.accounts.length &&
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n)
? decimalFromString(position.quantity)
: null;
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n) ?
decimalFromString(position.quantity) :
null;
const coupons = events
.map((event) => {
const paymentDate = timestamp(event.couponDate)?.slice(0, 10) ?? null;
const recordDate = timestamp(event.fixDate)?.slice(0, 10) ?? null;
const perBond = money(event.payOneBond);
const timing = !paymentDate
? ('undated' as const)
: paymentDate >= today
? ('upcoming' as const)
: ('past' as const);
const timing = !paymentDate ?
('undated' as const) :
paymentDate >= today ?
('upcoming' as const) :
('past' as const);
return {
number: event.couponNumber ?? null,
paymentDate,
@@ -161,14 +165,14 @@ export function bondCoupons(
perBond &&
timing === 'upcoming' &&
recordDate &&
recordDate >= today
? {
recordDate >= today ?
{
currency: perBond.currency,
value: formatDecimal(
multiply(quantity, decimalFromString(perBond.value)),
),
}
: null,
} :
null,
};
})
.sort((a, b) => (a.paymentDate ?? '').localeCompare(b.paymentDate ?? ''));
@@ -214,8 +218,8 @@ export function bondMetrics(
clean &&
coupon.currency === clean.currency &&
decimalFromString(coupon.value).value >= 0n &&
decimalFromString(clean.value).value > 0n
? formatDecimal(
decimalFromString(clean.value).value > 0n ?
formatDecimal(
divide(
multiply(
decimalFromString(coupon.value),
@@ -227,14 +231,14 @@ export function bondMetrics(
),
COUPON_YIELD_DECIMAL_PLACES,
),
)
: null;
) :
null;
const couponType =
next?.couponType && next.couponType !== 'COUPON_TYPE_UNSPECIFIED'
? next.couponType
: instrument.floatingCouponFlag === true
? 'COUPON_TYPE_FLOATING'
: null;
next?.couponType && next.couponType !== 'COUPON_TYPE_UNSPECIFIED' ?
next.couponType :
instrument.floatingCouponFlag === true ?
'COUPON_TYPE_FLOATING' :
null;
return {
creditRating,
coupon,
src/modules/investments/instruments/bonds/application/bond-market.service.ts
+25 -22
View File
@@ -1,10 +1,7 @@
import { CandleService } from '../../application/candle.service';
import type { TbankBond } from '../../../../../integrations/tbank/tbank.api';
import {
CatalogEnrichmentService,
type CatalogPayload,
} from '../../application/catalog-enrichment.service';
import { Injectable } from '@nestjs/common';
import type { TbankBond } from '../../../../../integrations/tbank/tbank.api';
import {
add,
decimalFromString,
@@ -14,15 +11,19 @@ import {
subtract,
} from '../../../../../common/decimal';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { CandleService } from '../../application/candle.service';
import {
CatalogEnrichmentService,
type CatalogPayload,
} from '../../application/catalog-enrichment.service';
import { timestamp } from '../../application/instrument-market';
import { money } from '../infrastructure/bond-money.mapper';
import {
BondCandlesQueryDto,
BondQuoteDto,
BondQuoteResourceDto,
} from '../presentation/bond.dto';
import { money } from '../infrastructure/bond-money.mapper';
const PRICE_DECIMAL_PLACES = 9;
@Injectable()
export class BondMarketService {
@@ -30,6 +31,7 @@ export class BondMarketService {
private readonly history: CandleService,
private readonly sources: CatalogEnrichmentService,
) {}
async quote(
userId: string,
uid: string,
@@ -43,12 +45,13 @@ export class BondMarketService {
observe,
);
return {
data: result.values.instrument
? bondQuote(result.values, result.unavailable, result.observedAt)
: null,
data: result.values.instrument ?
bondQuote(result.values, result.unavailable, result.observedAt) :
null,
meta: result.meta,
};
}
candles(
userId: string,
uid: string,
@@ -77,8 +80,8 @@ export function bondQuote(
const cleanPrice =
pricePercent !== null &&
nominal &&
decimalFromString(nominal.value).value > 0n
? {
decimalFromString(nominal.value).value > 0n ?
{
currency: nominal.currency,
value: formatDecimal(
divide(
@@ -90,11 +93,11 @@ export function bondQuote(
PRICE_DECIMAL_PLACES,
),
),
}
: null;
} :
null;
const dirtyPrice =
cleanPrice && aci && aci.currency === cleanPrice.currency
? {
cleanPrice && aci && aci.currency === cleanPrice.currency ?
{
currency: cleanPrice.currency,
value: formatDecimal(
add(
@@ -102,8 +105,8 @@ export function bondQuote(
decimalFromString(aci.value),
),
),
}
: null;
} :
null;
return {
pricePercent,
cleanPrice,
@@ -112,9 +115,9 @@ export function bondQuote(
priceAt,
tradingStatus,
changePercentagePoints:
last?.price && previous?.close
? formatDecimal(subtract(decimal(last.price), decimal(previous.close)))
: null,
last?.price && previous?.close ?
formatDecimal(subtract(decimal(last.price), decimal(previous.close))) :
null,
previousCloseDate: timestamp(previous?.time)?.slice(0, 10) ?? null,
unavailable,
observedAt,
src/modules/investments/instruments/bonds/application/bond.spec.ts
+6 -5
View File
@@ -1,7 +1,8 @@
import type { PortfolioDto } from '../../../portfolio/portfolio.api';
import { instrumentPosition } from '../../application/instrument-position';
import { bondCoupons, bondMetrics } from './bond-income.service';
import { bondQuote } from './bond-market.service';
import { instrumentPosition } from '../../application/instrument-position';
import type { PortfolioDto } from '../../../portfolio/portfolio.api';
jest.mock('../../../../../prisma/prisma.service', () => ({
PrismaService: class {},
}));
@@ -122,9 +123,9 @@ describe('bond financial projections', () => {
{
couponDate: time('2026-10-10'),
payOneBond:
scenario === 'unknown'
? undefined
: money('30', scenario === 'currency' ? 'usd' : 'rub'),
scenario === 'unknown' ?
undefined :
money('30', scenario === 'currency' ? 'usd' : 'rub'),
couponPeriod: scenario === 'period' ? 0 : 90,
},
],
src/modules/investments/instruments/bonds/infrastructure/bond-money.mapper.ts
+4 -4
View File
@@ -1,10 +1,10 @@
import { formatDecimal } from '../../../../../common/decimal';
import { type TbankMoney } from '../../../../../integrations/tbank/tbank.api';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { type TbankMoney } from '../../../../../integrations/tbank/tbank.api';
export function money(value?: TbankMoney) {
const currency = value?.currency?.toUpperCase();
return value && currency
? { currency, value: formatDecimal(decimal(value)) }
: null;
return value && currency ?
{ currency, value: formatDecimal(decimal(value)) } :
null;
}
src/modules/investments/instruments/bonds/presentation/bond.controller.ts
+15 -5
View File
@@ -1,4 +1,5 @@
import { InvestmentReadQueryDto } from '../../../investment-resource.dto';
import type { Request } from 'express';
import {
Controller,
Get,
@@ -9,24 +10,25 @@ import {
UseGuards,
} from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import type { Request } from 'express';
import { ApiProblemResponses } from '../../../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../../../auth/auth.api';
import { InvestmentReadQueryDto } from '../../../investment-resource.dto';
import { BondCatalogService } from '../application/bond-catalog.service';
import { BondIncomeService } from '../application/bond-income.service';
import { BondMarketService } from '../application/bond-market.service';
import {
BondCandlesResourceDto,
BondCandlesQueryDto,
BondCandlesResourceDto,
BondCouponsResourceDto,
BondResourceDto,
BondMetricsResourceDto,
BondPositionResourceDto,
BondQuoteResourceDto,
BondResourceDto,
BondSearchQueryDto,
BondSearchResourceDto,
BondTickerParamsDto,
} from './bond.dto';
import { BondCatalogService } from '../application/bond-catalog.service';
@ApiTags('bonds')
@ApiProblemResponses()
@@ -39,6 +41,7 @@ export class BondController {
private readonly market: BondMarketService,
private readonly income: BondIncomeService,
) {}
@Get(':uid/metrics')
@ApiOkResponse({ type: BondMetricsResourceDto })
metrics(
@@ -48,6 +51,7 @@ export class BondController {
) {
return this.income.metrics(request.user.sub, uid, query.sync === 'observe');
}
@Get()
@ApiOkResponse({ type: BondSearchResourceDto })
search(
@@ -60,6 +64,7 @@ export class BondController {
query.sync === 'observe',
);
}
@Get('by-ticker/:ticker')
@ApiOkResponse({ type: BondResourceDto })
getByTicker(
@@ -73,6 +78,7 @@ export class BondController {
query.sync === 'observe',
);
}
@Get(':uid')
@ApiOkResponse({ type: BondResourceDto })
get(
@@ -82,6 +88,7 @@ export class BondController {
) {
return this.bonds.get(request.user.sub, uid, query.sync === 'observe');
}
@Get(':uid/quote')
@ApiOkResponse({ type: BondQuoteResourceDto })
quote(
@@ -91,6 +98,7 @@ export class BondController {
) {
return this.market.quote(request.user.sub, uid, query.sync === 'observe');
}
@Get(':uid/candles')
@ApiOkResponse({ type: BondCandlesResourceDto })
candles(
@@ -105,6 +113,7 @@ export class BondController {
query.sync === 'observe',
);
}
@Get(':uid/position')
@ApiOkResponse({ type: BondPositionResourceDto })
position(
@@ -118,6 +127,7 @@ export class BondController {
query.sync === 'observe',
);
}
@Get(':uid/coupons')
@ApiOkResponse({ type: BondCouponsResourceDto })
coupons(
src/modules/investments/instruments/bonds/presentation/bond.dto.ts
+90 -40
View File
@@ -1,7 +1,7 @@
import { InvestmentResourceMetaDto } from '../../../investment-resource.dto';
import { ApiProperty } from '@nestjs/swagger';
import { MoneyDto } from '../../../../../common/money.dto';
import { MoneyDto } from '../../../../../common/money.dto';
import { InvestmentResourceMetaDto } from '../../../investment-resource.dto';
import {
StockCandlesDto,
StockCandlesQueryDto,
@@ -20,44 +20,61 @@ export class BondDto {
description: 'Unambiguous ticker URL segment, or the exact instrument UID.',
})
declare slug: string;
@ApiProperty() declare name: string;
@ApiProperty({ type: String, nullable: true }) declare isin: string | null;
@ApiProperty({ type: String, nullable: true }) declare isin: null | string;
@ApiProperty({ type: String, nullable: true }) declare classCode:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare realExchange:
string | null;
null | string;
@ApiProperty({ type: Boolean, nullable: true }) declare apiTradeAvailable:
boolean | null;
@ApiProperty({ type: String, nullable: true }) declare ticker: string | null;
@ApiProperty({ type: String, nullable: true }) declare ticker: null | string;
@ApiProperty({ type: String, nullable: true }) declare logoName:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare currency:
string | null;
@ApiProperty({ type: String, nullable: true }) declare sector: string | null;
@ApiProperty({ type: Number, nullable: true }) declare lot: number | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare sector: null | string;
@ApiProperty({ type: Number, nullable: true }) declare lot: null | number;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare historyFrom: string | null;
declare historyFrom: null | string;
@ApiProperty({ type: MoneyDto, nullable: true })
declare nominal: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true })
declare initialNominal: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true }) declare aci: MoneyDto | null;
@ApiProperty({ type: String, nullable: true }) declare maturityDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare callDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare bondType:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare riskLevel:
string | null;
null | string;
@ApiProperty({ type: Number, nullable: true }) declare couponQuantityPerYear:
number | null;
null | number;
@ApiProperty({ type: Boolean, nullable: true }) declare floatingCoupon:
boolean | null;
@ApiProperty({ type: Boolean, nullable: true }) declare perpetual:
boolean | null;
@ApiProperty({ type: Boolean, nullable: true }) declare amortization:
boolean | null;
@ApiProperty({ type: Boolean, nullable: true }) declare subordinated:
boolean | null;
}
@@ -68,13 +85,15 @@ export class BondSearchResultDto extends BondDto {
nullable: true,
description: 'Clean price in percent of nominal, not money.',
})
declare pricePercent: string | null;
declare pricePercent: null | string;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare priceAt: string | null;
declare priceAt: null | string;
}
export class BondQuoteDto {
@ApiProperty({ type: String, nullable: true }) declare pricePercent:
string | null;
null | string;
@ApiProperty({
type: MoneyDto,
nullable: true,
@@ -82,6 +101,7 @@ export class BondQuoteDto {
'Indicative clean value at the current nominal; no FX conversion.',
})
declare cleanPrice: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true }) declare aci: MoneyDto | null;
@ApiProperty({
type: MoneyDto,
@@ -90,41 +110,53 @@ export class BondQuoteDto {
'Indicative clean value plus current accrued interest, excluding fees.',
})
declare dirtyPrice: MoneyDto | null;
@ApiProperty({ type: String, nullable: true })
declare changePercentagePoints: string | null;
declare changePercentagePoints: null | string;
@ApiProperty({ type: String, nullable: true }) declare previousCloseDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare tradingStatus:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare priceAt: string | null;
@ApiProperty({ type: [String] }) declare unavailable: string[];
declare priceAt: null | string;
@ApiProperty({ type: String, isArray: true }) declare unavailable: string[];
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
export class BondCouponDto {
@ApiProperty({ type: String, nullable: true }) declare number: string | null;
@ApiProperty({ type: String, nullable: true }) declare number: null | string;
@ApiProperty({ type: String, nullable: true }) declare paymentDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare recordDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare couponType:
string | null;
null | string;
@ApiProperty({ type: Number, nullable: true }) declare periodDays:
number | null;
null | number;
@ApiProperty({ type: MoneyDto, nullable: true })
declare perBond: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true })
declare estimatedAmount: MoneyDto | null;
@ApiProperty({ enum: ['upcoming', 'past', 'undated'] }) declare timing:
'upcoming' | 'past' | 'undated';
'past' | 'undated' | 'upcoming';
}
export class BondCouponsDto {
@ApiProperty({ type: [BondCouponDto] }) declare coupons: BondCouponDto[];
@ApiProperty({ type: BondCouponDto, isArray: true }) declare coupons: BondCouponDto[];
@ApiProperty() declare from: string;
@ApiProperty() declare to: string;
@ApiProperty() declare observedAt: string;
@ApiProperty({ type: String, nullable: true }) declare positionAt:
string | null;
null | string;
@ApiProperty() declare estimateUnavailable: boolean;
@ApiProperty() declare positionIsStale: boolean;
}
@@ -132,6 +164,7 @@ export class BondCouponsDto {
export class BondYieldDto {
@ApiProperty({ description: 'MOEX effective annual yield in percent.' })
declare value: string;
@ApiProperty() declare pricePercent: string;
@ApiProperty({ format: 'date' }) declare date: string;
@ApiProperty({
@@ -139,14 +172,16 @@ export class BondYieldDto {
nullable: true,
description: 'MOEX yield target, e.g. MATDATE or OFFERDATE.',
})
declare dateType: string | null;
declare dateType: null | string;
@ApiProperty({ format: 'date-time' }) declare tradeAt: string;
}
export class BondCreditRatingDto {
@ApiProperty({ enum: ['NCR'] }) declare agency: 'NCR';
@ApiProperty({ type: String, nullable: true }) declare value: string | null;
@ApiProperty({ type: String, nullable: true }) declare value: null | string;
@ApiProperty({ enum: ['active', 'withdrawn'] }) declare status:
'active' | 'withdrawn';
@ApiProperty({ format: 'date' }) declare date: string;
@ApiProperty({ format: 'uri' }) declare sourceUrl: string;
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
@@ -154,39 +189,50 @@ export class BondCreditRatingDto {
export class BondMetricsDto {
@ApiProperty({ type: BondCreditRatingDto, nullable: true })
declare creditRating: BondCreditRatingDto | null;
@ApiProperty({ type: MoneyDto, nullable: true })
declare coupon: MoneyDto | null;
@ApiProperty({ type: String, nullable: true, format: 'date' })
declare couponDate: string | null;
declare couponDate: null | string;
@ApiProperty({ type: String, nullable: true }) declare couponType:
string | null;
null | string;
@ApiProperty({ type: Number, nullable: true }) declare couponPeriodDays:
number | null;
null | number;
@ApiProperty({
type: String,
nullable: true,
description:
'Next coupon × 365 / period days / indicative clean price × 100. Not yield to maturity.',
})
declare couponYieldPercent: string | null;
declare couponYieldPercent: null | string;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare couponYieldPriceAt: string | null;
declare couponYieldPriceAt: null | string;
@ApiProperty({ type: BondYieldDto, nullable: true })
declare effectiveYield: BondYieldDto | null;
@ApiProperty({ type: [String] }) declare unavailable: string[];
@ApiProperty({ type: String, isArray: true }) declare unavailable: string[];
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
export class BondPositionResourceDto {
@ApiProperty({ type: BondPositionDto, nullable: true })
declare data: BondPositionDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
export class BondSearchResourceDto {
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-returning-array-should-set-array -- Nullable array union requires isArray in the explicit wire schema.
@ApiProperty({ type: BondSearchResultDto, isArray: true, nullable: true })
declare data: BondSearchResultDto[] | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -200,6 +246,7 @@ export class BondResourceDto {
export class BondQuoteResourceDto {
@ApiProperty({ type: BondQuoteDto, nullable: true })
declare data: BondQuoteDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -207,6 +254,7 @@ export class BondQuoteResourceDto {
export class BondMetricsResourceDto {
@ApiProperty({ type: BondMetricsDto, nullable: true })
declare data: BondMetricsDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -214,6 +262,7 @@ export class BondMetricsResourceDto {
export class BondCandlesResourceDto {
@ApiProperty({ type: BondCandlesDto, nullable: true })
declare data: BondCandlesDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -221,6 +270,7 @@ export class BondCandlesResourceDto {
export class BondCouponsResourceDto {
@ApiProperty({ type: BondCouponsDto, nullable: true })
declare data: BondCouponsDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
src/modules/investments/instruments/domain/candle-coverage.spec.ts
+1 -1
View File
@@ -67,7 +67,7 @@ describe('source-confirmed daily candle coverage', () => {
expect(window.to.valueOf() - window.from.valueOf()).toBeLessThanOrEqual(
365 * 86400000,
);
if (index) expect(window.from).toEqual(windows[index - 1].to);
expect(window.from).toEqual(index ? windows[index - 1].to : range.from);
});
});
});
src/modules/investments/instruments/domain/candle-coverage.ts
+12 -8
View File
@@ -2,13 +2,13 @@ import { MILLISECONDS_PER_DAY } from '../../../../common/time';
export type CandleRange = { from: Date; to: Date };
export type CandleCoverage = CandleRange & {
isComplete: boolean;
fetchedAt: Date;
isComplete: boolean;
};
export type SavedCandle = {
time: string;
close: string;
isComplete: boolean;
time: string;
};
const windowDays = 365;
const tailFreshForMs = 60_000;
@@ -30,14 +30,15 @@ export function candleGaps(
!covered.isComplete &&
(now.valueOf() - covered.fetchedAt.valueOf() >= tailFreshForMs ||
utcDay(now).valueOf() !== utcDay(covered.fetchedAt).valueOf())
)
) {
continue;
}
gaps = gaps.flatMap((gap) => {
if (covered.to <= gap.from || covered.from >= gap.to) return [gap];
return [
...(covered.from > gap.from
? [{ from: gap.from, to: covered.from }]
: []),
...(covered.from > gap.from ?
[{ from: gap.from, to: covered.from }] :
[]),
...(covered.to < gap.to ? [{ from: covered.to, to: gap.to }] : []),
];
});
@@ -73,11 +74,14 @@ export function confirmedCandleCoverage(
for (const boundary of [
midnight,
...[...incompleteDays].flatMap((day) => [day, day + MILLISECONDS_PER_DAY]),
])
if (boundary > range.from.valueOf() && boundary < range.to.valueOf())
]) {
if (boundary > range.from.valueOf() && boundary < range.to.valueOf()) {
boundaries.add(boundary);
}
}
const sorted = [...boundaries].sort((a, b) => a - b);
return sorted.slice(1).map((to, index) => {
// eslint-disable-next-line security/detect-object-injection -- The index comes from the sorted numeric boundary array.
const from = sorted[index];
return {
from: new Date(from),
src/modules/investments/instruments/infrastructure/candle.repository.ts
+42 -32
View File
@@ -1,24 +1,25 @@
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { createHash } from 'node:crypto';
import { createHash, randomUUID } from 'node:crypto';
import type { Prisma } from '../../../../../generated/prisma/client';
import { PrismaService } from '../../../../prisma/prisma.service';
import type { TbankSyncAttempt } from '../../../../integrations/tbank/tbank.api';
import { PrismaService } from '../../../../prisma/prisma.service';
import {
confirmedCandleCoverage,
type CandleRange,
confirmedCandleCoverage,
type SavedCandle,
} from '../domain/candle-coverage';
const provider = 'tbank';
const interval = 'day';
type CandleIntent = {
instrumentType?: 'share' | 'bond';
uid: string;
ranges: CandleRange[];
period?: string;
now?: string;
force?: boolean;
instrumentType?: 'bond' | 'share';
now?: string;
period?: string;
ranges: CandleRange[];
uid: string;
};
@Injectable()
export class CandleRepository {
@@ -57,7 +58,7 @@ export class CandleRepository {
}
reserve(
owner: { userId: string; revision: string },
owner: { revision: string; userId: string },
scopeKey: string,
intent: CandleIntent,
runId: string,
@@ -88,29 +89,31 @@ export class CandleRepository {
(!intent.force ||
(previousIntent.force === true &&
(!intent.now || intent.now <= previousNow)))
)
) {
return { work: previous, launch: false };
}
const work = await tx.tbankSyncWork.update({
where: { id: previous.id },
data: {
priority: nextPriority,
intent: {
...previousIntent,
...(intent.force
? {
...(intent.force ?
{
force: true,
...(intent.now && intent.now > previousNow
? { now: intent.now }
: {}),
}
: {}),
...(intent.now && intent.now > previousNow ?
{ now: intent.now } :
{}),
} :
{}),
},
},
});
return { work, launch: false };
}
if (previous)
if (previous) {
await tx.tbankSyncStage.deleteMany({ where: { workId: previous.id } });
}
const data = {
attemptId: randomUUID(),
processRunId: runId,
@@ -142,12 +145,15 @@ export class CandleRepository {
fetchedAt: Date,
) {
// Reject malformed financial input instead of publishing a false empty range.
for (const candle of candles)
for (const candle of candles) {
if (
!Number.isFinite(Date.parse(candle.time)) ||
// eslint-disable-next-line security/detect-unsafe-regex -- Anchored decimal grammar: the literal decimal point separates disjoint digit runs; backtracking is linear.
!/^-?\d+(?:\.\d+)?$/.test(candle.close)
)
) {
throw new Error('Invalid candle');
}
}
const key = `${range.from.toISOString()}/${range.to.toISOString()}`;
const rows = [
...new Map(
@@ -155,7 +161,7 @@ export class CandleRepository {
.filter(
(candle) =>
new Date(candle.time) >= range.from &&
new Date(candle.time) < range.to,
new Date(candle.time) < range.to,
)
.map((candle) => [candle.time, candle]),
).values(),
@@ -222,8 +228,9 @@ export class CandleRepository {
`${range.from.toISOString()}/${range.to.toISOString()}`,
),
)
)
) {
throw new Error('Incomplete candle reconciliation');
}
const identity = { provider, instrumentUid: intent.uid, interval };
for (const range of intent.ranges) {
const row = staged.find(
@@ -254,21 +261,22 @@ export class CandleRepository {
// Preserve coverage outside the requested reconciliation boundaries.
for (const previous of old) {
for (const part of [
...(previous.from < range.from
? [{ from: previous.from, to: range.from }]
: []),
...(previous.to > range.to
? [{ from: range.to, to: previous.to }]
: []),
])
...(previous.from < range.from ?
[{ from: previous.from, to: range.from }] :
[]),
...(previous.to > range.to ?
[{ from: range.to, to: previous.to }] :
[]),
]) {
await tx.tbankCandleCoverage.create({
data: { ...previous, ...part },
});
}
}
await tx.tbankCandle.deleteMany({
where: { ...identity, time: { gte: range.from, lt: range.to } },
});
for (const candle of payload.candles)
for (const candle of payload.candles) {
await tx.tbankCandle.create({
data: {
...identity,
@@ -279,14 +287,16 @@ export class CandleRepository {
fetchedAt,
},
});
}
for (const covered of confirmedCandleCoverage(
range,
payload.candles,
fetchedAt,
))
)) {
await tx.tbankCandleCoverage.create({
data: { ...identity, ...covered },
});
}
}
await tx.tbankSyncStage.deleteMany({
where: { workId: attempt.id, attemptId: attempt.attemptId },
src/modules/investments/instruments/infrastructure/catalog-discovery.repository.ts
+61 -56
View File
@@ -1,40 +1,42 @@
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { isDeepStrictEqual } from 'node:util';
import type { Prisma } from '../../../../../generated/prisma/client';
import { PrismaService } from '../../../../prisma/prisma.service';
import type {
TbankBond,
TbankShare,
TbankSyncAttempt,
} from '../../../../integrations/tbank/tbank.api';
import { PrismaService } from '../../../../prisma/prisma.service';
export type CatalogQuery = {
instrumentType: 'share' | 'bond';
query: string;
exactTicker?: boolean;
instrumentType: 'bond' | 'share';
query: string;
};
export type CatalogSource = {
instrumentType: 'share' | 'bond';
uid: string;
instrumentType: 'bond' | 'share';
kind:
| 'detail'
| 'last-price'
| 'bond-current'
| 'description'
| 'fundamentals'
| 'trading-status'
| 'comparison'
| 'coupons'
| 'yield'
| 'rating'
| 'dividends'
| 'bond-events';
| 'bond-current' |
'bond-events' |
'comparison' |
'coupons' |
'description' |
'detail' |
'dividends' |
'fundamentals' |
'last-price' |
'rating' |
'trading-status' |
'yield';
rangeKey?: string;
ticker?: string;
uid: string;
};
export type CatalogWork = CatalogQuery | CatalogSource;
export type CatalogInstrument = (TbankShare | TbankBond) & { uid: string };
export type CatalogInstrument = (TbankBond | TbankShare) & { uid: string };
const provider = 'tbank';
export function catalogQuery(input: CatalogQuery): CatalogQuery {
return {
@@ -44,13 +46,14 @@ export function catalogQuery(input: CatalogQuery): CatalogQuery {
};
}
export function catalogScope(input: CatalogWork) {
if ('uid' in input)
if ('uid' in input) {
return `catalog-source:${JSON.stringify([
input.kind,
input.kind === 'detail' ? input.instrumentType : null,
input.rangeKey ?? '',
input.uid,
])}`;
}
return `${input.exactTicker ? 'ticker' : 'catalog'}:${JSON.stringify([input.instrumentType, input.query])}`;
}
@@ -60,8 +63,8 @@ export class CatalogDiscoveryRepository {
read(input: CatalogQuery) {
return this.prisma.$transaction(async (tx) => {
const alias = input.exactTicker
? await tx.tbankInstrumentLookup.findUnique({
const alias = input.exactTicker ?
await tx.tbankInstrumentLookup.findUnique({
where: {
provider_identifierType_identifier: {
provider,
@@ -69,17 +72,17 @@ export class CatalogDiscoveryRepository {
identifier: input.query,
},
},
})
: null;
const discovery = input.exactTicker
? alias
? {
}) :
null;
const discovery = input.exactTicker ?
alias ?
{
instrumentUids: alias.matchedUids,
fetchedAt: alias.fetchedAt,
dataRevision: alias.dataRevision,
}
: null
: await tx.tbankCatalogDiscovery.findUnique({
} :
null :
await tx.tbankCatalogDiscovery.findUnique({
where: {
provider_instrumentType_query: {
provider,
@@ -101,12 +104,13 @@ export class CatalogDiscoveryRepository {
});
const byUid = new Map(rows.map((row) => [row.instrumentUid, row]));
// A damaged/missing dependency is unknown, never a confirmed empty search.
if (uids.some((uid) => !byUid.has(uid)))
if (uids.some((uid) => !byUid.has(uid))) {
return {
data: null,
fetchedAt: null,
dataRevision: String(discovery.dataRevision),
};
}
return {
data: uids.map((uid) => byUid.get(uid)?.payload as CatalogInstrument),
fetchedAt: discovery.fetchedAt,
@@ -127,9 +131,9 @@ export class CatalogDiscoveryRepository {
kind: input.kind,
source: sourceProvider(input),
rangeKey:
input.kind === 'detail'
? input.instrumentType
: (input.rangeKey ?? ''),
input.kind === 'detail' ?
input.instrumentType :
(input.rangeKey ?? ''),
})),
},
});
@@ -176,7 +180,7 @@ export class CatalogDiscoveryRepository {
},
});
const instrument = (
value as { instrument?: TbankShare | TbankBond | null }
value as { instrument?: null | TbankBond | TbankShare }
).instrument;
if (
(input.kind === 'detail' || input.kind === 'bond-current') &&
@@ -225,9 +229,9 @@ export class CatalogDiscoveryRepository {
increment: isDeepStrictEqual(
previousAlias?.matchedUids,
matchedUids,
)
? 0
: 1,
) ?
0 :
1,
},
},
});
@@ -239,9 +243,9 @@ export class CatalogDiscoveryRepository {
source: sourceProvider(input),
kind: input.kind,
rangeKey:
input.kind === 'detail'
? input.instrumentType
: (input.rangeKey ?? ''),
input.kind === 'detail' ?
input.instrumentType :
(input.rangeKey ?? ''),
};
const previous = await tx.tbankInstrumentSource.findUnique({
where: { provider_instrumentUid_source_kind_rangeKey: key },
@@ -262,7 +266,7 @@ export class CatalogDiscoveryRepository {
}
reserve(
owner: { userId: string; revision: string },
owner: { revision: string; userId: string },
input: CatalogWork,
runId: string,
active: ReadonlySet<string>,
@@ -281,8 +285,9 @@ export class CatalogDiscoveryRepository {
previous?.state === 'running' &&
previous.processRunId === runId &&
active.has(previous.attemptId)
)
) {
return { work: previous, launch: false };
}
const data = {
attemptId: randomUUID(),
processRunId: runId,
@@ -351,9 +356,9 @@ export class CatalogDiscoveryRepository {
instrumentKind: instrument.instrumentKind,
apiTradeAvailableFlag: instrument.apiTradeAvailableFlag,
currency: instrument.currency,
brand: instrument.brand
? { logoName: instrument.brand.logoName }
: undefined,
brand: instrument.brand ?
{ logoName: instrument.brand.logoName } :
undefined,
}),
) as Prisma.InputJsonObject;
await tx.tbankInstrument.upsert({
@@ -410,9 +415,9 @@ export class CatalogDiscoveryRepository {
increment: isDeepStrictEqual(
previous?.matchedUids,
instrumentUids,
)
? 0
: 1,
) ?
0 :
1,
},
},
});
@@ -436,9 +441,9 @@ export class CatalogDiscoveryRepository {
increment: isDeepStrictEqual(
previous?.instrumentUids,
instrumentUids,
)
? 0
: 1,
) ?
0 :
1,
},
},
});
@@ -472,9 +477,9 @@ export class CatalogDiscoveryRepository {
}
function sourceProvider(input: CatalogSource) {
return input.kind === 'yield' || input.kind === 'bond-events'
? 'moex'
: input.kind === 'rating'
? 'ncr'
: 'tbank';
return input.kind === 'yield' || input.kind === 'bond-events' ?
'moex' :
input.kind === 'rating' ?
'ncr' :
'tbank';
}
src/modules/investments/instruments/instrument-income.api.ts
+1 -1
View File
@@ -1,2 +1,2 @@
export { StockIncomeService } from './stocks/application/stock-income.service';
export { BondIncomeService } from './bonds/application/bond-income.service';
export { StockIncomeService } from './stocks/application/stock-income.service';
src/modules/investments/instruments/instrument-sources.module.ts
+3 -2
View File
@@ -1,11 +1,12 @@
import { Module } from '@nestjs/common';
import { MoexModule } from '../../../integrations/moex/moex.module';
import { NcrModule } from '../../../integrations/ncr/ncr.module';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { CandleService } from './application/candle.service';
import { CandleRepository } from './infrastructure/candle.repository';
import { CatalogEnrichmentService } from './application/catalog-enrichment.service';
import { CatalogDiscoveryService } from './application/catalog-discovery.service';
import { CatalogEnrichmentService } from './application/catalog-enrichment.service';
import { CandleRepository } from './infrastructure/candle.repository';
import { CatalogDiscoveryRepository } from './infrastructure/catalog-discovery.repository';
@Module({
src/modules/investments/instruments/instruments.api.ts
+3 -3
View File
@@ -1,5 +1,5 @@
export { CandleService } from './application/candle.service';
export { CatalogEnrichmentService } from './application/catalog-enrichment.service';
export type { CatalogPayload } from './application/catalog-enrichment.service';
export { CatalogDiscoveryService } from './application/catalog-discovery.service';
export { CatalogEnrichmentService } from './application/catalog-enrichment.service';
export type { CatalogPayload } from './application/catalog-enrichment.service';
src/modules/investments/instruments/instruments.module.ts
+4 -3
View File
@@ -1,17 +1,18 @@
import { InstrumentSourcesModule } from './instrument-sources.module';
import { Module } from '@nestjs/common';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { PortfolioModule } from '../portfolio/portfolio.module';
import { BondCatalogService } from './bonds/application/bond-catalog.service';
import { BondIncomeService } from './bonds/application/bond-income.service';
import { BondMarketService } from './bonds/application/bond-market.service';
import { BondController } from './bonds/presentation/bond.controller';
import { BondCatalogService } from './bonds/application/bond-catalog.service';
import { InstrumentSourcesModule } from './instrument-sources.module';
import { GetStockCompanyUseCase } from './stocks/application/get-stock-company.use-case';
import { StockCatalogService } from './stocks/application/stock-catalog.service';
import { StockIncomeService } from './stocks/application/stock-income.service';
import { StockMarketService } from './stocks/application/stock-market.service';
import { StockController } from './stocks/presentation/stock.controller';
import { StockCatalogService } from './stocks/application/stock-catalog.service';
@Module({
imports: [AuthModule, TbankModule, InstrumentSourcesModule, PortfolioModule],
src/modules/investments/instruments/stocks/application/get-stock-company.use-case.ts
+20 -17
View File
@@ -1,5 +1,7 @@
import { Injectable } from '@nestjs/common';
import type { TbankFundamentals } from '../../../../../integrations/tbank/tbank.api';
import { CatalogEnrichmentService } from '../../application/catalog-enrichment.service';
import {
StockCompanyResourceDto,
@@ -21,8 +23,8 @@ export class GetStockCompanyUseCase {
observe,
);
return {
data: result.values.instrument
? {
data: result.values.instrument ?
{
description: result.values.description ?? null,
metrics: metrics(
result.values.fundamentals ?? null,
@@ -30,14 +32,14 @@ export class GetStockCompanyUseCase {
),
unavailable: result.unavailable,
observedAt: result.observedAt,
}
: null,
} :
null,
meta: result.meta,
};
}
}
export function metrics(
values: TbankFundamentals | null,
values: null | TbankFundamentals,
sector?: string,
): StockMetricDto[] {
if (!values) return [];
@@ -49,30 +51,31 @@ export function metrics(
][] = [
['marketCapitalization', 'money', null],
['peRatioTtm', 'ratio', 'TTM'],
...(bank
? ([
...(bank ?
([
['priceToBookTtm', 'ratio', 'TTM'],
['roe', 'percent', null],
] as typeof selection)
: ([
] as typeof selection) :
([
['revenueTtm', 'money', 'TTM'],
['ebitdaTtm', 'money', 'TTM'],
] as typeof selection)),
['netIncomeTtm', 'money', 'TTM'],
...(!bank
? ([
...(!bank ?
([
['totalDebtMrq', 'money', 'MRQ'],
['netDebtToEbitda', 'ratio', null],
] as typeof selection)
: []),
] as typeof selection) :
[]),
];
return selection.flatMap(([key, unit, period]) => {
// eslint-disable-next-line security/detect-object-injection -- Keys come from the fixed metric selection declared above.
const value = values[key];
const currency = values.currency?.toUpperCase() || null;
return typeof value === 'number' &&
Number.isFinite(value) &&
(unit !== 'money' || currency)
? [
(unit !== 'money' || currency) ?
[
{
key,
value,
@@ -80,7 +83,7 @@ export function metrics(
period,
currency: unit === 'money' ? currency : null,
},
]
: [];
] :
[];
});
}
src/modules/investments/instruments/stocks/application/stock-catalog.service.ts
+19 -15
View File
@@ -1,8 +1,10 @@
import { CatalogDiscoveryService } from '../../application/catalog-discovery.service';
import { Injectable } from '@nestjs/common';
import { formatDecimal } from '../../../../../common/decimal';
import type { TbankShare } from '../../../../../integrations/tbank/tbank.api';
import { formatDecimal } from '../../../../../common/decimal';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { CatalogDiscoveryService } from '../../application/catalog-discovery.service';
import { timestamp } from '../../application/instrument-market';
import {
StockDto,
@@ -30,9 +32,9 @@ export class StockCatalogService {
data:
result.data?.map((item) => {
const short = stock(item);
const detail = item.detail
? stock({ ...item.detail, uid: item.uid })
: short;
const detail = item.detail ?
stock({ ...item.detail, uid: item.uid }) :
short;
const last = item.price;
return {
...detail,
@@ -40,17 +42,18 @@ export class StockCatalogService {
isin: detail.isin ?? short.isin,
apiTradeAvailable: short.apiTradeAvailable,
price:
last?.price && detail.currency
? {
last?.price && detail.currency ?
{
currency: detail.currency,
value: formatDecimal(decimal(last.price)),
}
: null,
} :
null,
priceAt: timestamp(last?.time),
};
}) ?? null,
};
}
async get(
userId: string,
uid: string,
@@ -59,11 +62,12 @@ export class StockCatalogService {
const result = await this.discovery.detail(userId, 'share', uid, observe);
return {
...result,
data: result.data
? { ...stock(result.data), slug: result.data.slug }
: null,
data: result.data ?
{ ...stock(result.data), slug: result.data.slug } :
null,
};
}
async getByTicker(
userId: string,
ticker: string,
@@ -77,9 +81,9 @@ export class StockCatalogService {
);
return {
...result,
data: result.data
? { ...stock(result.data), slug: result.data.slug }
: null,
data: result.data ?
{ ...stock(result.data), slug: result.data.slug } :
null,
};
}
}
src/modules/investments/instruments/stocks/application/stock-income.service.ts
+33 -30
View File
@@ -1,27 +1,28 @@
import { Injectable, NotFoundException } from '@nestjs/common';
import {
decimalFromString,
formatDecimal,
multiply,
} from '../../../../../common/decimal';
import { decimal } from '../../../../../integrations/tbank/decimal';
import {
TbankAccessService,
type TbankDividend,
} from '../../../../../integrations/tbank/tbank.api';
import {
PortfolioService,
ForecastService,
PortfolioService,
} from '../../../portfolio/portfolio.api';
import { CatalogEnrichmentService } from '../../application/catalog-enrichment.service';
import { moscowDay, timestamp } from '../../application/instrument-market';
import { instrumentPosition } from '../../application/instrument-position';
import {
StockDividendDto,
StockDividendsDto,
StockDividendsResourceDto,
StockPositionDto,
StockDividendDto,
} from '../presentation/stock.dto';
import { decimal } from '../../../../../integrations/tbank/decimal';
const ISO_YEAR_LENGTH = 4;
const INCOME_HISTORY_YEARS = 5;
@Injectable()
@@ -40,6 +41,7 @@ export class StockIncomeService {
meta: { ...saved.meta, resourceKey: `stock/position/${uid}` },
};
}
async dividends(
userId: string,
uid: string,
@@ -58,21 +60,22 @@ export class StockIncomeService {
['detail', 'dividends'],
{ from, to },
);
if (sources[0].meta.availability === 'complete' && !sources[0].instrument)
if (sources[0].meta.availability === 'complete' && !sources[0].instrument) {
throw new NotFoundException();
}
const events = sources[1].payload?.dividends;
const position = portfolio.data
? instrumentPosition(portfolio.data, uid, 'STOCK')
: null;
const projected = events
? stockDividends(
const position = portfolio.data ?
instrumentPosition(portfolio.data, uid, 'STOCK') :
null;
const projected = events ?
stockDividends(
events,
position,
{ from, to, today },
sources[1].meta.lastSuccessfulAt ?? new Date().toISOString(),
!portfolio.data,
)
: undefined;
) :
undefined;
const result = await this.forecasts.result({
userId,
revision: connection.revision,
@@ -83,9 +86,9 @@ export class StockIncomeService {
candidate:
portfolio.data && sources[0].instrument ? projected : undefined,
});
return result.data || !projected
? result
: {
return result.data || !projected ?
result :
{
data: stockDividends(
events ?? [],
null,
@@ -100,7 +103,7 @@ export class StockIncomeService {
export function stockDividends(
events: TbankDividend[],
position: StockPositionDto | null,
position: null | StockPositionDto,
window: { from: string; to: string; today: string },
observedAt: string,
positionUnavailable: boolean,
@@ -109,9 +112,9 @@ export function stockDividends(
const quantity =
position &&
position.accounts.length &&
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n)
? decimalFromString(position.quantity)
: null;
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n) ?
decimalFromString(position.quantity) :
null;
const dividends: StockDividendDto[] = events
.filter((event) => event.dividendType?.toLowerCase() !== 'cancelled')
.map((event) => {
@@ -120,29 +123,29 @@ export function stockDividends(
const lastBuyDate = timestamp(event.lastBuyDate)?.slice(0, 10) ?? null;
const currency = event.dividendNet?.currency?.toUpperCase();
const perShare =
currency && event.dividendNet
? { currency, value: formatDecimal(decimal(event.dividendNet)) }
: null;
currency && event.dividendNet ?
{ currency, value: formatDecimal(decimal(event.dividendNet)) } :
null;
// A future payment can have an already-fixed register: keep the event, but do not estimate entitlement from today's holding.
const eventDate = paymentDate ?? recordDate;
const timing: StockDividendDto['timing'] = eventDate
? eventDate >= today
? 'upcoming'
: 'past'
: 'undated';
const timing: StockDividendDto['timing'] = eventDate ?
eventDate >= today ?
'upcoming' :
'past' :
'undated';
const estimatedAmount =
quantity &&
perShare &&
recordDate &&
recordDate >= today &&
timing === 'upcoming'
? {
timing === 'upcoming' ?
{
currency: perShare.currency,
value: formatDecimal(
multiply(quantity, decimalFromString(perShare.value)),
),
}
: null;
} :
null;
return {
perShare,
recordDate,
src/modules/investments/instruments/stocks/application/stock-market.service.ts
+28 -25
View File
@@ -1,9 +1,5 @@
import { CandleService } from '../../application/candle.service';
import {
CatalogEnrichmentService,
type CatalogPayload,
} from '../../application/catalog-enrichment.service';
import { Injectable } from '@nestjs/common';
import {
decimalFromString,
divide,
@@ -12,6 +8,11 @@ import {
subtract,
} from '../../../../../common/decimal';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { CandleService } from '../../application/candle.service';
import {
CatalogEnrichmentService,
type CatalogPayload,
} from '../../application/catalog-enrichment.service';
import { timestamp } from '../../application/instrument-market';
import {
StockCandlesQueryDto,
@@ -26,6 +27,7 @@ export class StockMarketService {
private readonly history: CandleService,
private readonly sources: CatalogEnrichmentService,
) {}
async quote(
userId: string,
uid: string,
@@ -39,12 +41,13 @@ export class StockMarketService {
observe,
);
return {
data: result.values.instrument
? stockQuote(result.values, result.unavailable, result.observedAt)
: null,
data: result.values.instrument ?
stockQuote(result.values, result.unavailable, result.observedAt) :
null,
meta: result.meta,
};
}
candles(
userId: string,
uid: string,
@@ -69,20 +72,20 @@ export function stockQuote(
const priceAt = timestamp(last?.time);
const currency = share?.currency?.toUpperCase();
const price =
last?.price && currency
? { currency, value: formatDecimal(decimal(last.price)) }
: null;
last?.price && currency ?
{ currency, value: formatDecimal(decimal(last.price)) } :
null;
const previousPrice =
previous?.close && currency
? { currency, value: formatDecimal(decimal(previous.close)) }
: null;
previous?.close && currency ?
{ currency, value: formatDecimal(decimal(previous.close)) } :
null;
const difference =
price && previousPrice
? subtract(
price && previousPrice ?
subtract(
decimalFromString(price.value),
decimalFromString(previousPrice.value),
)
: null;
) :
null;
return {
price,
priceAt,
@@ -90,21 +93,21 @@ export function stockQuote(
previousCloseDate: timestamp(previous?.time)?.slice(0, 10) ?? null,
previousClose: previousPrice,
change:
difference && currency
? { currency, value: formatDecimal(difference) }
: null,
difference && currency ?
{ currency, value: formatDecimal(difference) } :
null,
changePercent:
difference &&
previousPrice &&
decimalFromString(previousPrice.value).value > 0n
? formatDecimal(
decimalFromString(previousPrice.value).value > 0n ?
formatDecimal(
divide(
multiply(difference, decimalFromString('100')),
decimalFromString(previousPrice.value),
CHANGE_PERCENT_DECIMAL_PLACES,
),
)
: null,
) :
null,
unavailable,
observedAt,
};
src/modules/investments/instruments/stocks/application/stock.spec.ts
+1 -1
View File
@@ -1,7 +1,7 @@
import { previousClose } from '../../application/instrument-market';
import { metrics } from './get-stock-company.use-case';
import { stockDividends } from './stock-income.service';
import { stockQuote } from './stock-market.service';
import { previousClose } from '../../application/instrument-market';
jest.mock('../../../../../prisma/prisma.service', () => ({
PrismaService: class {},
}));
src/modules/investments/instruments/stocks/presentation/stock.controller.ts
+15 -5
View File
@@ -1,4 +1,5 @@
import { InvestmentReadQueryDto } from '../../../investment-resource.dto';
import type { Request } from 'express';
import {
Controller,
Get,
@@ -9,25 +10,26 @@ import {
UseGuards,
} from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import type { Request } from 'express';
import { ApiProblemResponses } from '../../../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../../../auth/auth.api';
import { InvestmentReadQueryDto } from '../../../investment-resource.dto';
import { GetStockCompanyUseCase } from '../application/get-stock-company.use-case';
import { StockCatalogService } from '../application/stock-catalog.service';
import { StockIncomeService } from '../application/stock-income.service';
import { StockMarketService } from '../application/stock-market.service';
import {
StockCandlesResourceDto,
StockCandlesQueryDto,
StockCandlesResourceDto,
StockCompanyResourceDto,
StockDividendsResourceDto,
StockResourceDto,
StockPositionResourceDto,
StockQuoteResourceDto,
StockResourceDto,
StockSearchQueryDto,
StockSearchResourceDto,
StockTickerParamsDto,
} from './stock.dto';
import { StockCatalogService } from '../application/stock-catalog.service';
@ApiTags('stocks')
@ApiProblemResponses()
@@ -41,6 +43,7 @@ export class StockController {
private readonly income: StockIncomeService,
private readonly companyInfo: GetStockCompanyUseCase,
) {}
@Get()
@ApiOkResponse({ type: StockSearchResourceDto })
search(
@@ -53,6 +56,7 @@ export class StockController {
query.sync === 'observe',
);
}
@Get('by-ticker/:ticker')
@ApiOkResponse({ type: StockResourceDto })
getByTicker(
@@ -66,6 +70,7 @@ export class StockController {
query.sync === 'observe',
);
}
@Get(':uid')
@ApiOkResponse({ type: StockResourceDto })
get(
@@ -75,6 +80,7 @@ export class StockController {
) {
return this.stocks.get(request.user.sub, uid, query.sync === 'observe');
}
@Get(':uid/quote')
@ApiOkResponse({ type: StockQuoteResourceDto })
quote(
@@ -84,6 +90,7 @@ export class StockController {
) {
return this.market.quote(request.user.sub, uid, query.sync === 'observe');
}
@Get(':uid/candles')
@ApiOkResponse({ type: StockCandlesResourceDto })
candles(
@@ -98,6 +105,7 @@ export class StockController {
query.sync === 'observe',
);
}
@Get(':uid/position')
@ApiOkResponse({ type: StockPositionResourceDto })
position(
@@ -111,6 +119,7 @@ export class StockController {
query.sync === 'observe',
);
}
@Get(':uid/company')
@ApiOkResponse({ type: StockCompanyResourceDto })
company(
@@ -124,6 +133,7 @@ export class StockController {
query.sync === 'observe',
);
}
@Get(':uid/dividends')
@ApiOkResponse({ type: StockDividendsResourceDto })
dividends(
src/modules/investments/instruments/stocks/presentation/stock.dto.ts
+88 -47
View File
@@ -1,7 +1,3 @@
import {
InvestmentReadQueryDto,
InvestmentResourceMetaDto,
} from '../../../investment-resource.dto';
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
import { Transform } from 'class-transformer';
import {
@@ -12,7 +8,12 @@ import {
MaxLength,
MinLength,
} from 'class-validator';
import { MoneyDto } from '../../../../../common/money.dto';
import {
InvestmentReadQueryDto,
InvestmentResourceMetaDto,
} from '../../../investment-resource.dto';
import { PortfolioPositionDto } from '../../../portfolio/portfolio.api';
const MAX_INSTRUMENT_QUERY_LENGTH = 80;
@@ -36,7 +37,7 @@ export class StockTickerParamsDto {
@IsString()
@MinLength(1)
@MaxLength(MAX_INSTRUMENT_QUERY_LENGTH)
@Matches(/^[A-Za-z0-9][A-Za-z0-9._@+-]*$/)
@Matches(/^[A-Z0-9][\w.@+-]*$/i)
declare ticker: string;
}
export class StockCandlesQueryDto extends InvestmentReadQueryDto {
@@ -46,7 +47,7 @@ export class StockCandlesQueryDto extends InvestmentReadQueryDto {
})
@IsOptional()
@IsIn(['month', 'halfYear', 'year', 'all'])
period?: 'month' | 'halfYear' | 'year' | 'all';
period?: 'all' | 'halfYear' | 'month' | 'year';
}
export class StockDto {
@ApiProperty({ format: 'uuid' }) declare instrumentUid: string;
@@ -54,48 +55,63 @@ export class StockDto {
description: 'Unambiguous ticker URL segment, or the exact instrument UID.',
})
declare slug: string;
@ApiProperty() declare name: string;
@ApiProperty({ type: String, nullable: true }) declare isin: string | null;
@ApiProperty({ type: String, nullable: true }) declare isin: null | string;
@ApiProperty({ type: String, nullable: true }) declare classCode:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare realExchange:
string | null;
null | string;
@ApiProperty({ type: Boolean, nullable: true }) declare apiTradeAvailable:
boolean | null;
@ApiProperty({ type: String, nullable: true }) declare ticker: string | null;
@ApiProperty({ type: String, nullable: true }) declare ticker: null | string;
@ApiProperty({ type: String, nullable: true }) declare logoName:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare currency:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare shareType:
string | null;
@ApiProperty({ type: String, nullable: true }) declare sector: string | null;
@ApiProperty({ type: Number, nullable: true }) declare lot: number | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare sector: null | string;
@ApiProperty({ type: Number, nullable: true }) declare lot: null | number;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare historyFrom: string | null;
declare historyFrom: null | string;
}
export class StockSearchResultDto extends StockDto {
@ApiProperty({ type: MoneyDto, nullable: true })
declare price: MoneyDto | null;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare priceAt: string | null;
declare priceAt: null | string;
}
export class StockQuoteDto {
@ApiProperty({ type: MoneyDto, nullable: true })
declare price: MoneyDto | null;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare priceAt: string | null;
declare priceAt: null | string;
@ApiProperty({ type: String, nullable: true }) declare tradingStatus:
string | null;
null | string;
@ApiProperty({ type: MoneyDto, nullable: true })
declare change: MoneyDto | null;
@ApiProperty({ type: String, nullable: true }) declare changePercent:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true, format: 'date' })
declare previousCloseDate: string | null;
declare previousCloseDate: null | string;
@ApiProperty({ type: MoneyDto, nullable: true })
declare previousClose: MoneyDto | null;
@ApiProperty({ type: [String] }) declare unavailable: string[];
@ApiProperty({ type: String, isArray: true }) declare unavailable: string[];
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
export class StockCandleDto {
@@ -104,29 +120,36 @@ export class StockCandleDto {
@ApiProperty() declare isComplete: boolean;
}
export class StockCandlesDto {
@ApiProperty({ type: [StockCandleDto] }) declare candles: StockCandleDto[];
@ApiProperty({ type: StockCandleDto, isArray: true }) declare candles: StockCandleDto[];
@ApiProperty({ type: String, nullable: true }) declare currency:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare historyFrom: string | null;
declare historyFrom: null | string;
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
export class StockPositionRowDto extends PortfolioPositionDto {
@ApiProperty({ type: String, nullable: true }) declare returnPercent:
string | null;
null | string;
}
export class StockPositionDto {
@ApiProperty() declare quantity: string;
@ApiProperty({ type: MoneyDto, nullable: true })
declare currentValue: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true })
declare averagePurchasePrice: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true })
declare absoluteReturn: MoneyDto | null;
@ApiProperty({ type: String, nullable: true }) declare returnPercent:
string | null;
@ApiProperty({ type: [StockPositionRowDto] })
null | string;
@ApiProperty({ type: StockPositionRowDto, isArray: true })
declare accounts: StockPositionRowDto[];
@ApiProperty() declare isStale: boolean;
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
@@ -134,90 +157,108 @@ export class StockMetricDto {
@ApiProperty() declare key: string;
@ApiProperty() declare value: number;
@ApiProperty({ enum: ['money', 'ratio', 'percent'] }) declare unit:
'money' | 'ratio' | 'percent';
'money' | 'percent' | 'ratio';
@ApiProperty({ type: String, nullable: true }) declare currency:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true, enum: ['TTM', 'MRQ'] })
declare period: 'TTM' | 'MRQ' | null;
declare period: 'MRQ' | 'TTM' | null;
}
export class StockCompanyDto {
@ApiProperty({ type: String, nullable: true }) declare description:
string | null;
@ApiProperty({ type: [StockMetricDto] }) declare metrics: StockMetricDto[];
@ApiProperty({ type: [String] }) declare unavailable: string[];
null | string;
@ApiProperty({ type: StockMetricDto, isArray: true }) declare metrics: StockMetricDto[];
@ApiProperty({ type: String, isArray: true }) declare unavailable: string[];
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
export class StockDividendDto {
@ApiProperty({ type: MoneyDto, nullable: true })
declare perShare: MoneyDto | null;
@ApiProperty({ type: String, nullable: true, format: 'date' })
declare recordDate: string | null;
declare recordDate: null | string;
@ApiProperty({ type: String, nullable: true, format: 'date' })
declare lastBuyDate: string | null;
declare lastBuyDate: null | string;
@ApiProperty({ type: String, nullable: true, format: 'date' })
declare paymentDate: string | null;
declare paymentDate: null | string;
@ApiProperty({ enum: ['upcoming', 'past', 'undated'] }) declare timing:
'upcoming' | 'past' | 'undated';
'past' | 'undated' | 'upcoming';
@ApiProperty({ type: MoneyDto, nullable: true })
declare estimatedAmount: MoneyDto | null;
}
export class StockDividendsDto {
@ApiProperty({ type: [StockDividendDto] })
@ApiProperty({ type: StockDividendDto, isArray: true })
declare dividends: StockDividendDto[];
@ApiProperty({ format: 'date' }) declare from: string;
@ApiProperty({ format: 'date' }) declare to: string;
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare positionAt: string | null;
declare positionAt: null | string;
@ApiProperty() declare estimateUnavailable: boolean;
@ApiProperty() declare positionIsStale: boolean;
}
export class StockPositionResourceDto {
@ApiProperty({ type: StockPositionDto, nullable: true })
declare data: StockPositionDto | null;
declare data: null | StockPositionDto;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
export class StockSearchResourceDto {
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-returning-array-should-set-array -- Nullable array union requires isArray in the explicit wire schema.
@ApiProperty({ type: StockSearchResultDto, isArray: true, nullable: true })
declare data: StockSearchResultDto[] | null;
declare data: null | StockSearchResultDto[];
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
export class StockResourceDto {
@ApiProperty({ type: StockDto, nullable: true })
declare data: StockDto | null;
declare data: null | StockDto;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
export class StockQuoteResourceDto {
@ApiProperty({ type: StockQuoteDto, nullable: true })
declare data: StockQuoteDto | null;
declare data: null | StockQuoteDto;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
export class StockCompanyResourceDto {
@ApiProperty({ type: StockCompanyDto, nullable: true })
declare data: StockCompanyDto | null;
declare data: null | StockCompanyDto;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
export class StockCandlesResourceDto {
@ApiProperty({ type: StockCandlesDto, nullable: true })
declare data: StockCandlesDto | null;
declare data: null | StockCandlesDto;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
export class StockDividendsResourceDto {
@ApiProperty({ type: StockDividendsDto, nullable: true })
declare data: StockDividendsDto | null;
declare data: null | StockDividendsDto;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
src/modules/investments/investment-calendar.ts
+2 -1
View File
@@ -39,8 +39,9 @@ export function dateParts(value: string): [number, number, number] {
number,
number,
];
if (utcDate(value).toISOString().slice(0, 10) !== value)
if (utcDate(value).toISOString().slice(0, 10) !== value) {
throw new Error('Invalid date');
}
return parts;
}
src/modules/investments/investment-resource.dto.ts
+22 -5
View File
@@ -14,18 +14,22 @@ export class InvestmentReadQueryDto {
export class InvestmentSyncDto {
@ApiProperty({ type: String, nullable: true })
declare id: string | null;
declare id: null | string;
@ApiProperty({ enum: syncStateValues })
declare state: (typeof syncStateValues)[number];
@ApiProperty({ type: String, nullable: true })
declare errorCode: string | null;
declare errorCode: null | string;
}
export class InvestmentRangeDto {
@ApiPropertyOptional()
accountId?: string;
@ApiProperty({ format: 'date-time' })
declare from: string;
@ApiProperty({ format: 'date-time' })
declare to: string;
}
@@ -33,38 +37,51 @@ export class InvestmentRangeDto {
export class InvestmentCoverageDto {
@ApiProperty({ type: InvestmentRangeDto, isArray: true })
declare requested: InvestmentRangeDto[];
@ApiProperty({ type: InvestmentRangeDto, isArray: true })
declare completeRanges: InvestmentRangeDto[];
@ApiProperty({ type: InvestmentRangeDto, isArray: true })
declare missingRanges: InvestmentRangeDto[];
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare asOf: string | null;
declare asOf: null | string;
@ApiProperty({ enum: ['known', 'unknown'] })
declare historyBoundary: 'known' | 'unknown';
@ApiProperty({
enum: ['missing', 'loading', 'partial', 'complete', 'failed'],
})
declare historyState:
'missing' | 'loading' | 'partial' | 'complete' | 'failed';
'complete' | 'failed' | 'loading' | 'missing' | 'partial';
}
export class InvestmentDependencyDto {
@ApiProperty()
declare dataRevision: string;
@ApiProperty()
declare stateVersion: string;
@ApiPropertyOptional({ type: String })
unavailableReason?: string;
@ApiPropertyOptional({ type: () => InvestmentCoverageDto })
coverage?: InvestmentCoverageDto;
@ApiProperty()
declare resourceKey: string;
@ApiProperty({ enum: availabilityValues })
declare availability: (typeof availabilityValues)[number];
@ApiProperty({ enum: freshnessValues })
declare freshness: (typeof freshnessValues)[number];
@ApiProperty({ type: String, format: 'date-time', nullable: true })
declare lastSuccessfulAt: string | null;
declare lastSuccessfulAt: null | string;
@ApiProperty({ type: InvestmentSyncDto })
declare sync: InvestmentSyncDto;
}
src/modules/investments/investment-resource.mapper.ts
+28 -26
View File
@@ -1,25 +1,26 @@
import { createHash } from 'node:crypto';
import { InvestmentResourceMetaDto } from './investment-resource.dto';
export function investmentResourceMeta(input: {
resourceKey: string;
dataRevision: string;
availability: InvestmentResourceMetaDto['availability'];
coverage?: NonNullable<InvestmentResourceMetaDto['coverage']>;
dataRevision: string;
dependencies?: InvestmentResourceMetaDto[];
fetchedAt: Date | null;
freshForMs: number;
work: { id: string; state: string; errorCode: string | null } | null;
dependencies?: InvestmentResourceMetaDto[];
coverage?: InvestmentResourceMetaDto['coverage'];
resourceKey: string;
unavailableReason?: string;
work: null | { errorCode: null | string; id: string; state: string };
}): InvestmentResourceMetaDto {
const ownSync = {
id: input.work?.id ?? null,
state:
input.work?.state === 'running'
? ('running' as const)
: input.work?.state === 'failed'
? ('failed' as const)
: ('idle' as const),
input.work?.state === 'running' ?
('running' as const) :
input.work?.state === 'failed' ?
('failed' as const) :
('idle' as const),
errorCode: input.work?.errorCode ?? null,
};
const states = [
@@ -33,11 +34,11 @@ export function investmentResourceMeta(input: {
states.find((state) => state.state === 'queued') ??
states.find((state) => state.state === 'failed') ??
ownSync;
const sourceFreshness = input.fetchedAt
? Date.now() - input.fetchedAt.valueOf() < input.freshForMs
? ('fresh' as const)
: ('stale' as const)
: ('unknown' as const);
const sourceFreshness = input.fetchedAt ?
Date.now() - input.fetchedAt.valueOf() < input.freshForMs ?
('fresh' as const) :
('stale' as const) :
('unknown' as const);
const freshness = [
sourceFreshness,
...(input.dependencies ?? [])
@@ -51,19 +52,20 @@ export function investmentResourceMeta(input: {
),
]
.filter((timestamp): timestamp is string => Boolean(timestamp))
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
.sort();
const meta = {
resourceKey: input.resourceKey,
...(input.unavailableReason
? { unavailableReason: input.unavailableReason }
: {}),
...(input.unavailableReason ?
{ unavailableReason: input.unavailableReason } :
{}),
dataRevision: input.dataRevision,
availability: input.availability,
freshness: freshness.includes('unknown')
? ('unknown' as const)
: freshness.includes('stale')
? ('stale' as const)
: ('fresh' as const),
freshness: freshness.includes('unknown') ?
('unknown' as const) :
freshness.includes('stale') ?
('stale' as const) :
('fresh' as const),
lastSuccessfulAt: timestamps[0] ?? null,
sync,
...(input.coverage ? { coverage: input.coverage } : {}),
@@ -77,9 +79,9 @@ export function investmentResourceMeta(input: {
...meta,
// The requested window is identified by resourceKey. Its moving "now"
// boundary is not a change to saved coverage between status and GET.
coverage: meta.coverage
? { ...meta.coverage, requested: undefined }
: undefined,
coverage: meta.coverage ?
{ ...meta.coverage, requested: undefined } :
undefined,
}),
)
.digest('base64url'),
src/modules/investments/investment-sync-plan.spec.ts
+2 -2
View File
@@ -1,7 +1,7 @@
import {
planInvestmentScreen,
ledgerRange,
accountHistory,
ledgerRange,
planInvestmentScreen,
} from './investment-sync-plan';
describe('screen dependency and history planning', () => {
src/modules/investments/investment-sync-plan.ts
+104 -91
View File
@@ -1,58 +1,58 @@
import { planIncomePeriod } from './income/income.api';
import { dateOnlyBounds, moscowDate } from './investment-calendar';
import {
operationIntervals,
type OperationInterval,
operationIntervals,
} from './operations/domain/operations-sync-plan';
export type InvestmentScreen = {
screen:
| 'accounts'
| 'account'
| 'operations'
| 'income'
| 'events'
| 'stocks'
| 'bonds'
| 'stock'
| 'bond';
accountId?: string;
candlePeriod?: 'all' | 'halfYear' | 'month' | 'year';
candleRange?: { from: Date; to: Date };
from?: string;
to?: string;
instrumentUid?: string;
query?: string;
candlePeriod?: 'month' | 'halfYear' | 'year' | 'all';
candleRange?: { from: Date; to: Date };
screen:
| 'account' |
'accounts' |
'bond' |
'bonds' |
'events' |
'income' |
'operations' |
'stock' |
'stocks';
to?: string;
};
const defaultEventDays = 30;
const incomeHistoryYears = 5;
const candleMonths = { month: 1, halfYear: 6, year: 12 };
type Account = { accountId: string; openedOn: string | null };
type Account = { accountId: string; openedOn: null | string };
type Instrument = {
uid: string;
type: 'STOCK' | 'BOND';
historyFrom: Date | null;
type: 'BOND' | 'STOCK';
uid: string;
};
type Source = {
kind:
| 'membership'
| 'portfolio'
| 'operations'
| 'metadata'
| 'catalog'
| 'quote'
| 'company'
| 'metrics'
| 'calendar'
| 'candles';
accountId?: string;
instrumentUid?: string;
instrumentType?: 'STOCK' | 'BOND';
from?: Date;
to?: Date;
instrumentType?: 'BOND' | 'STOCK';
instrumentUid?: string;
kind:
| 'calendar' |
'candles' |
'catalog' |
'company' |
'membership' |
'metadata' |
'metrics' |
'operations' |
'portfolio' |
'quote';
priority: 'discovery' | 'history' | 'screen';
query?: string;
priority: 'discovery' | 'screen' | 'history';
to?: Date;
};
// Expands screen scope, never credentials or arbitrary caller-supplied jobs.
@@ -74,19 +74,19 @@ export function planInvestmentScreen(
screen.accountId === 'all' ||
account.accountId === screen.accountId,
);
const unavailable: { resourceKey: string; reason: string }[] = [];
const unavailable: { reason: string; resourceKey: string }[] = [];
const operations = (from: Date, to: Date, instrumentUid?: string) => {
const targets = accounts.flatMap((account) =>
from < to
? [
from < to ?
[
{
accountId: account.accountId,
from,
to,
...(instrumentUid ? { instrumentUid } : {}),
},
]
: [],
] :
[],
);
sources.push(
...operationIntervals(targets).map((range) => ({
@@ -105,16 +105,18 @@ export function planInvestmentScreen(
})),
);
const knownOpening =
accounts.length && accounts.every((account) => account.openedOn)
? new Date(
accounts.length && accounts.every((account) => account.openedOn) ?
new Date(
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
`${accounts.map((account) => account.openedOn ?? '').sort()[0]}T00:00:00+03:00`,
)
: undefined;
) :
undefined;
if (!context.membershipKnown) return { sources, unavailable, now };
if (
['accounts', 'account', 'events', 'stock', 'bond'].includes(screen.screen)
)
['account', 'accounts', 'bond', 'events', 'stock'].includes(screen.screen)
) {
portfolio();
}
if (
screen.screen === 'operations' ||
screen.screen === 'stock' ||
@@ -137,18 +139,19 @@ export function planInvestmentScreen(
);
for (const range of [
period.selected,
...(screen.screen === 'income'
? [period.previous, ...(period.yearAgo ? [period.yearAgo] : [])]
: []),
...(screen.screen === 'income' ?
[period.previous, ...(period.yearAgo ? [period.yearAgo] : [])] :
[]),
]) {
const bounds = dateOnlyBounds(range, now);
operations(bounds.from, bounds.to);
}
if (screen.screen === 'income' && !period.yearAgo)
if (screen.screen === 'income' && !period.yearAgo) {
unavailable.push({
resourceKey: 'income/yearAgo', // gitleaks:allow public resource identifier
reason: 'calendar_or_account_boundary',
});
}
if (screen.screen === 'account') {
const range = ledgerRange(
screen.from,
@@ -160,13 +163,14 @@ export function planInvestmentScreen(
operations(range.from, range.to);
}
}
if (screen.screen === 'stocks' || screen.screen === 'bonds')
if (screen.screen === 'stocks' || screen.screen === 'bonds') {
sources.push({
kind: 'catalog',
instrumentType: screen.screen === 'stocks' ? 'STOCK' : 'BOND',
query: screen.query?.trim().toUpperCase() ?? '',
priority: 'screen',
});
}
const instruments = context.instruments.filter(
(instrument) =>
!screen.instrumentUid || instrument.uid === screen.instrumentUid,
@@ -175,20 +179,22 @@ export function planInvestmentScreen(
screen.instrumentUid &&
!instruments.length &&
(screen.screen === 'stock' || screen.screen === 'bond')
)
) {
instruments.push({
uid: screen.instrumentUid,
type: screen.screen === 'stock' ? 'STOCK' : 'BOND',
historyFrom: null,
});
}
for (const instrument of instruments) {
const identity = {
instrumentUid: instrument.uid,
instrumentType: instrument.type,
};
sources.push({ ...identity, kind: 'metadata', priority: 'screen' });
if (['stocks', 'bonds', 'stock', 'bond'].includes(screen.screen))
if (['bond', 'bonds', 'stock', 'stocks'].includes(screen.screen)) {
sources.push({ ...identity, kind: 'quote', priority: 'screen' });
}
if (screen.screen === 'stock' || screen.screen === 'bond') {
sources.push({
...identity,
@@ -197,47 +203,51 @@ export function planInvestmentScreen(
});
const from = new Date(now);
const period = screen.candlePeriod ?? 'month';
if (period !== 'all')
if (period !== 'all') {
// eslint-disable-next-line security/detect-object-injection -- The period belongs to the validated candle-period union.
from.setUTCMonth(from.getUTCMonth() - candleMonths[period]);
}
const range =
screen.candleRange ??
(period === 'all'
? instrument.historyFrom
? { from: instrument.historyFrom, to: now }
: null
: { from, to: now });
if (range)
(period === 'all' ?
instrument.historyFrom ?
{ from: instrument.historyFrom, to: now } :
null :
{ from, to: now });
if (range) {
sources.push({
...identity,
kind: 'candles',
...range,
priority: 'screen',
});
else
} else {
unavailable.push({
resourceKey: `candles/${instrument.uid}/all`,
reason: 'history_start_unavailable',
});
}
}
if (['account', 'events', 'stock', 'bond'].includes(screen.screen)) {
if (['account', 'bond', 'events', 'stock'].includes(screen.screen)) {
const day =
screen.screen === 'stock' || screen.screen === 'bond'
? moscowDate(now)
: now.toISOString().slice(0, 10);
screen.screen === 'stock' || screen.screen === 'bond' ?
moscowDate(now) :
now.toISOString().slice(0, 10);
const from =
screen.screen === 'events' && screen.from
? new Date(`${screen.from}T00:00:00Z`)
: new Date(`${day}T00:00:00Z`);
screen.screen === 'events' && screen.from ?
new Date(`${screen.from}T00:00:00Z`) :
new Date(`${day}T00:00:00Z`);
const to =
screen.screen === 'events' && screen.to
? new Date(`${screen.to}T00:00:00Z`)
: new Date(from);
screen.screen === 'events' && screen.to ?
new Date(`${screen.to}T00:00:00Z`) :
new Date(from);
if (
!(screen.screen === 'events' && screen.to) &&
screen.screen !== 'stock' &&
screen.screen !== 'bond'
)
) {
to.setUTCDate(to.getUTCDate() + defaultEventDays);
}
if (screen.screen === 'stock' || screen.screen === 'bond') {
from.setUTCFullYear(from.getUTCFullYear() - incomeHistoryYears);
to.setUTCFullYear(to.getUTCFullYear() + 1);
@@ -252,9 +262,9 @@ export function planInvestmentScreen(
}
if (
!force &&
['account', 'operations', 'income', 'events'].includes(screen.screen)
['account', 'events', 'income', 'operations'].includes(screen.screen)
) {
if (instrument.historyFrom)
if (instrument.historyFrom) {
sources.push({
...identity,
kind: 'candles',
@@ -262,14 +272,15 @@ export function planInvestmentScreen(
to: now,
priority: 'history',
});
else
} else {
unavailable.push({
resourceKey: `candles/${instrument.uid}/all`,
reason: 'history_start_unavailable',
});
}
}
}
if (!force && !['stocks', 'bonds'].includes(screen.screen))
if (!force && !['bonds', 'stocks'].includes(screen.screen)) {
sources.push(
...accountHistory(accounts, now).map((range) => ({
...range,
@@ -277,6 +288,7 @@ export function planInvestmentScreen(
priority: 'history' as const,
})),
);
}
const priorities = { discovery: 0, screen: 1, history: 2 };
sources.sort(
(left, right) => priorities[left.priority] - priorities[right.priority],
@@ -290,9 +302,9 @@ export function accountHistory(
): OperationInterval[] {
return accounts.flatMap((account) => {
const from = new Date(
account.openedOn
? `${account.openedOn}T00:00:00Z`
: '1970-01-01T00:00:00Z',
account.openedOn ?
`${account.openedOn}T00:00:00Z` :
'1970-01-01T00:00:00Z',
);
return from < now ? [{ accountId: account.accountId, from, to: now }] : [];
});
@@ -305,21 +317,22 @@ export function ledgerRange(
accounts: Account[],
now: Date,
) {
const opening = accounts.every((account) => account.openedOn)
? accounts.map((account) => account.openedOn ?? '').sort()[0]
: undefined;
const from = fromValue
? new Date(fromValue)
: instrumentUid
? new Date(opening ? `${opening}T00:00:00Z` : '1970-01-01T00:00:00Z')
: new Date(Date.UTC(now.getUTCFullYear(), 0, 1));
const end = toValue
? new Date(
/^\d{4}-\d{2}-\d{2}$/.test(toValue)
? `${toValue}T23:59:59.999Z`
: toValue,
)
: now;
const opening = accounts.every((account) => account.openedOn) ?
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
accounts.map((account) => account.openedOn ?? '').sort()[0] :
undefined;
const from = fromValue ?
new Date(fromValue) :
instrumentUid ?
new Date(opening ? `${opening}T00:00:00Z` : '1970-01-01T00:00:00Z') :
new Date(Date.UTC(now.getUTCFullYear(), 0, 1));
const end = toValue ?
new Date(
/^\d{4}-\d{2}-\d{2}$/.test(toValue) ?
`${toValue}T23:59:59.999Z` :
toValue,
) :
now;
return {
from,
to: new Date(Math.min(end.valueOf() + (toValue ? 1 : 0), now.valueOf())),
src/modules/investments/operations/application/brokerage-operations-sync.service.ts
+36 -27
View File
@@ -1,22 +1,23 @@
import { accountHistory } from '../../investment-sync-plan';
import { Injectable, NotFoundException } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
import {
TbankAccessService,
TbankClient,
} from '../../../../integrations/tbank/tbank.api';
import { accountHistory } from '../../investment-sync-plan';
import {
type OperationInterval,
operationIntervals,
planOperationRead,
uncoveredOperationIntervals,
} from '../domain/operations-sync-plan';
import {
BrokerageOperationsRepository,
type OperationAttempt,
} from '../infrastructure/brokerage-operations.repository';
import {
operationIntervals,
planOperationRead,
type OperationInterval,
uncoveredOperationIntervals,
} from '../domain/operations-sync-plan';
const operationsPageSize = 1000;
const priorities = { screen: 1, history: 2 } as const;
@@ -29,6 +30,7 @@ export class BrokerageOperationsSyncService {
string,
{ attempt: OperationAttempt; priority: number }
>();
private draining = false;
// Only short DB reservations/publications are serialized, never RPCs.
private reservations: Promise<unknown> = Promise.resolve();
@@ -44,10 +46,10 @@ export class BrokerageOperationsSyncService {
userId: string,
intervals: OperationInterval[],
options: {
movingEnd?: boolean;
force?: boolean;
observe?: boolean;
history?: boolean;
movingEnd?: boolean;
observe?: boolean;
revision?: string;
} = {},
) {
@@ -55,8 +57,9 @@ export class BrokerageOperationsSyncService {
if (
!connection.membershipAt ||
(options.revision && options.revision !== connection.revision)
)
) {
return { plan: null, handle: null };
}
if (
intervals.some(
(interval) =>
@@ -64,8 +67,9 @@ export class BrokerageOperationsSyncService {
(account) => account.accountId === interval.accountId,
),
)
)
) {
throw new NotFoundException();
}
const coverage = await this.repository.coverage(
userId,
connection.revision,
@@ -76,24 +80,24 @@ export class BrokerageOperationsSyncService {
...intervals.map((interval) => interval.to.valueOf()),
);
const targets = intervals.map((interval) =>
options.movingEnd && interval.to.valueOf() === movingTo
? { ...interval, to: now }
: interval,
options.movingEnd && interval.to.valueOf() === movingTo ?
{ ...interval, to: now } :
interval,
);
const plan = planOperationRead(targets, coverage, now, options);
const complete = plan.intervals.every(
(interval) => interval.availability === 'complete',
);
const handle =
!options.observe && plan.load.length
? await this.request(
!options.observe && plan.load.length ?
await this.request(
userId,
plan.load,
complete || Boolean(options.force),
'screen',
connection.revision,
)
: null;
) :
null;
if (!options.observe && !options.force && options.history) {
const accountIds = new Set(
intervals.map((interval) => interval.accountId),
@@ -108,7 +112,7 @@ export class BrokerageOperationsSyncService {
movingEnd: true,
}).load;
const remaining = uncoveredOperationIntervals(missing, targets);
if (remaining.length)
if (remaining.length) {
await this.request(
userId,
remaining,
@@ -116,6 +120,7 @@ export class BrokerageOperationsSyncService {
'history',
connection.revision,
);
}
}
return { plan, handle };
}
@@ -126,7 +131,7 @@ export class BrokerageOperationsSyncService {
atomic: boolean,
priority: keyof typeof priorities = 'screen',
revision?: string,
): Promise<string | null> {
): Promise<null | string> {
const connection = await this.access.local(userId);
if (
connection.membershipAt &&
@@ -136,8 +141,9 @@ export class BrokerageOperationsSyncService {
(account) => account.accountId === interval.accountId,
),
)
)
) {
throw new NotFoundException();
}
if (revision && revision !== connection.revision) return null;
const cutoff = new Date();
const bounded = operationIntervals(intervals)
@@ -155,6 +161,7 @@ export class BrokerageOperationsSyncService {
this.processRunId,
atomic,
this.runningAttempts,
// eslint-disable-next-line security/detect-object-injection -- The priority belongs to the internal priority union.
priorities[priority],
);
if (!requested) return null;
@@ -258,17 +265,18 @@ export class BrokerageOperationsSyncService {
Math.ceil(interval.to.valueOf() / MILLISECONDS_PER_SECOND) + 1,
),
},
...(interval.instrumentUid
? { instrumentId: interval.instrumentUid }
: {}),
...(interval.instrumentUid ?
{ instrumentId: interval.instrumentUid } :
{}),
cursor,
limit: operationsPageSize,
state: 'OPERATION_STATE_EXECUTED',
});
if (
!(await this.repository.stagePage(attempt, interval, cursor, response))
)
) {
return false;
}
if (!plan.atomic && !response.hasNext) {
if (
!(await this.repository.publish(
@@ -277,8 +285,9 @@ export class BrokerageOperationsSyncService {
new Date(),
true,
))
)
) {
return false;
}
}
// One page per turn: newly requested screen work can overtake backfill.
// TbankClient alone owns the bounded RPC queue and retries.
src/modules/investments/operations/application/brokerage-operations.service.ts
+136 -138
View File
@@ -1,41 +1,42 @@
import {
ledgerRange,
accountHistory,
planInvestmentScreen,
} from '../../investment-sync-plan';
import { ConfigService } from '@nestjs/config';
import { investmentResourceMeta } from '../../investment-resource.mapper';
import { BrokerageOperationsRepository } from '../infrastructure/brokerage-operations.repository';
import { BrokerageOperationsSyncService } from './brokerage-operations-sync.service';
import {
planOperationRead,
uncoveredOperationIntervals,
operationIntervalsOverlap,
} from '../domain/operations-sync-plan';
import { BadRequestException, Injectable } from '@nestjs/common';
import { ConfigService } from '@nestjs/config';
import { createHash, createHmac, timingSafeEqual } from 'node:crypto';
import {
InstrumentMetadataService,
metadataKey,
TbankAccessService,
TbankMembershipService,
tbankSourceTtlMs,
type TbankOperationItem,
tbankSourceTtlMs,
} from '../../../../integrations/tbank/tbank.api';
import { DateOnlyRange, dateOnlyBounds } from '../../investment-calendar';
import { dateOnlyBounds, DateOnlyRange } from '../../investment-calendar';
import { investmentResourceMeta } from '../../investment-resource.mapper';
import {
DEFAULT_OPERATIONS_PAGE_SIZE,
BrokerageOperationsQueryDto,
} from '../presentation/brokerage-operation.dto';
accountHistory,
ledgerRange,
planInvestmentScreen,
} from '../../investment-sync-plan';
import {
operationIntervalsOverlap,
planOperationRead,
uncoveredOperationIntervals,
} from '../domain/operations-sync-plan';
import { mapBrokerageOperation } from '../infrastructure/brokerage-operation.mapper';
import { BrokerageOperationsRepository } from '../infrastructure/brokerage-operations.repository';
import {
BrokerageOperationsQueryDto,
DEFAULT_OPERATIONS_PAGE_SIZE,
} from '../presentation/brokerage-operation.dto';
import { BrokerageOperationsSyncService } from './brokerage-operations-sync.service';
type LocalOperationsCursor = {
movingEnd?: boolean;
binding: string;
to: string;
at: string;
accountId: string;
at: string;
binding: string;
id: string;
movingEnd?: boolean;
to: string;
};
@Injectable()
@@ -70,18 +71,19 @@ export class BrokerageOperationsService {
const from = range.from;
const to = cursor ? new Date(cursor.to) : range.to;
const movingEnd = cursor?.movingEnd ?? range.to.valueOf() === now.valueOf();
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
const categories = [...new Set(query.categories ?? [])].sort();
const limit = query.limit ?? DEFAULT_OPERATIONS_PAGE_SIZE;
const filterKey = JSON.stringify([
accountId,
from.toISOString(),
query.to
? new Date(
/^\d{4}-\d{2}-\d{2}$/.test(query.to)
? `${query.to}T23:59:59.999Z`
: query.to,
).toISOString()
: 'now',
query.to ?
new Date(
/^\d{4}-\d{2}-\d{2}$/.test(query.to) ?
`${query.to}T23:59:59.999Z` :
query.to,
).toISOString() :
'now',
query.instrumentUid ?? null,
categories,
limit,
@@ -118,9 +120,9 @@ export class BrokerageOperationsService {
source.priority === 'screen' &&
source.accountId &&
source.from &&
source.to
? [{ accountId: source.accountId, from: source.from, to: source.to }]
: [],
source.to ?
[{ accountId: source.accountId, from: source.from, to: source.to }] :
[],
);
if (query.sync !== 'observe') {
const discovery = await this.membership.request(
@@ -148,9 +150,9 @@ export class BrokerageOperationsService {
accountId === 'all' || account.accountId === accountId,
)
.flatMap((account) =>
currentRange.from < currentRange.to
? [{ accountId: account.accountId, ...currentRange }]
: [],
currentRange.from < currentRange.to ?
[{ accountId: account.accountId, ...currentRange }] :
[],
);
await this.sync.readPlan(userId, targets, {
movingEnd,
@@ -170,16 +172,16 @@ export class BrokerageOperationsService {
const saved = await this.repository.readPage(readInput);
const accounts = saved?.connection.accounts ?? [];
const targets = accounts.flatMap((account) =>
from < to
? [
from < to ?
[
{
accountId: account.accountId,
from,
to,
instrumentUid: query.instrumentUid,
},
]
: [],
] :
[],
);
const plan = planOperationRead(targets, saved?.coverage ?? [], now, {
movingEnd,
@@ -191,8 +193,8 @@ export class BrokerageOperationsService {
row.accountId === target.accountId &&
(!row.instrumentUid ||
row.instrumentUid === target.instrumentUid) &&
row.from < target.to &&
target.from < row.to,
row.from < target.to &&
target.from < row.to,
)
.map((row) => ({
accountId: target.accountId,
@@ -230,13 +232,8 @@ export class BrokerageOperationsService {
sources
.map((row) => row.fetchedAt)
.sort((a, b) => a.valueOf() - b.valueOf())[0] ??
(complete ? saved?.connection.membershipAt : null) ??
null;
const serialize = (range: { accountId: string; from: Date; to: Date }) => ({
accountId: range.accountId,
from: range.from.toISOString(),
to: range.to.toISOString(),
});
(complete ? saved?.connection.membershipAt : null) ??
null;
const historyTargets = accountHistory(accounts, now);
const history = planOperationRead(
historyTargets,
@@ -273,9 +270,11 @@ export class BrokerageOperationsService {
] as const;
}),
);
for (const identity of identities.values())
if (!instruments.get(metadataKey(identity))?.fresh)
for (const identity of identities.values()) {
if (!instruments.get(metadataKey(identity))?.fresh) {
await this.metadata.request(userId, connection.revision, identity);
}
}
}
const membershipMeta = investmentResourceMeta({
resourceKey: 'accounts/membership',
@@ -288,17 +287,17 @@ export class BrokerageOperationsService {
const meta = investmentResourceMeta({
resourceKey: `operations/${createHash('sha256').update(filterKey).digest('base64url')}`,
dataRevision: saved?.binding ?? 'missing',
availability: !available
? 'missing'
: complete
? 'complete'
: confirmed.length
? 'partial'
: 'missing',
availability: !available ?
'missing' :
complete ?
'complete' :
confirmed.length ?
'partial' :
'missing',
fetchedAt: lastSuccessfulAt,
freshForMs: plan.intervals.some((interval) => interval.stale)
? 0
: Number.POSITIVE_INFINITY,
freshForMs: plan.intervals.some((interval) => interval.stale) ?
0 :
Number.POSITIVE_INFINITY,
work: work ?? saved?.membershipWork ?? null,
dependencies: [membershipMeta, ...metadataDependencies],
coverage: {
@@ -312,8 +311,8 @@ export class BrokerageOperationsService {
(interval) =>
interval.accountId === account.accountId && interval.asOf,
),
)
? new Date(
) ?
new Date(
Math.min(
...accounts.map((account) =>
Math.max(
@@ -326,42 +325,42 @@ export class BrokerageOperationsService {
),
),
),
).toISOString()
: null,
).toISOString() :
null,
historyBoundary: knownBoundary ? 'known' : 'unknown',
historyState: saved?.work.some(
(work) => work.state === 'running' && work.priority > 1,
)
? 'loading'
: saved?.work.some(
(work) => work.state === 'failed' && work.priority > 1,
)
? 'failed'
: knownBoundary &&
history.intervals.every(
(interval) => interval.availability === 'complete',
)
? 'complete'
: saved?.coverage.length
? 'partial'
: 'missing',
) ?
'loading' :
saved?.work.some(
(work) => work.state === 'failed' && work.priority > 1,
) ?
'failed' :
knownBoundary &&
history.intervals.every(
(interval) => interval.availability === 'complete',
) ?
'complete' :
saved?.coverage.length ?
'partial' :
'missing',
},
});
const last = rows.at(-1);
const hasNext = Boolean(saved && saved.rows.length > limit);
return {
data:
meta.availability === 'missing'
? null
: {
meta.availability === 'missing' ?
null :
{
accountId,
items: rows.map((row) => ({
...mapBrokerageOperation(
row.payload as TbankOperationItem,
row.occurredAt,
),
...(accountId === 'all'
? {
...(accountId === 'all' ?
{
account: {
id: row.accountId,
name:
@@ -369,8 +368,8 @@ export class BrokerageOperationsService {
(account) => account.accountId === row.accountId,
)?.name ?? row.accountId,
},
}
: {}),
} :
{}),
logoName:
instruments
.get(metadataKey(row.payload as TbankOperationItem))
@@ -378,16 +377,16 @@ export class BrokerageOperationsService {
})),
hasNext,
nextCursor:
hasNext && last && saved
? this.encodeCursor({
hasNext && last && saved ?
this.encodeCursor({
binding: saved.binding,
movingEnd,
to: to.toISOString(),
at: last.occurredAt.toISOString(),
accountId: last.accountId,
id: last.brokerOperationId,
})
: null,
}) :
null,
observedAt: now.toISOString(),
},
meta,
@@ -413,23 +412,25 @@ export class BrokerageOperationsService {
extra ||
actual.length !== expected.length ||
!timingSafeEqual(actual, expected)
)
) {
throw new Error();
}
const cursor = JSON.parse(
Buffer.from(body, 'base64url').toString(),
) as Partial<LocalOperationsCursor>;
if (
(cursor.movingEnd !== undefined &&
typeof cursor.movingEnd !== 'boolean') ||
!cursor.binding ||
!cursor.accountId ||
!cursor.id ||
!cursor.at ||
!cursor.to ||
!Number.isFinite(Date.parse(cursor.at)) ||
!Number.isFinite(Date.parse(cursor.to))
)
!cursor.binding ||
!cursor.accountId ||
!cursor.id ||
!cursor.at ||
!cursor.to ||
!Number.isFinite(Date.parse(cursor.at)) ||
!Number.isFinite(Date.parse(cursor.to))
) {
throw new Error();
}
return cursor as LocalOperationsCursor;
} catch {
throw new BadRequestException({ code: 'INVALID_OPERATIONS_CURSOR' });
@@ -465,12 +466,13 @@ export class BrokerageOperationsService {
...period,
})),
);
if (targets.length)
if (targets.length) {
await this.sync.readPlan(userId, targets, {
movingEnd: snapshot.periods?.some((period) => period.movingEnd),
history: true,
revision: connection.revision,
});
}
};
if (!observe) {
const discovery = await this.membership.request(
@@ -530,17 +532,8 @@ export class BrokerageOperationsService {
sources
.map((row) => row.fetchedAt)
.sort((a, b) => a.valueOf() - b.valueOf())[0] ??
(complete ? saved?.connection.membershipAt : null) ??
null;
const serialize = (range: {
accountId: string;
from: Date;
to: Date;
}) => ({
accountId: range.accountId,
from: range.from.toISOString(),
to: range.to.toISOString(),
});
(complete ? saved?.connection.membershipAt : null) ??
null;
const confirmed = plan.intervals.flatMap((target) =>
sources
.filter(
@@ -555,15 +548,16 @@ export class BrokerageOperationsService {
})),
);
const meta = investmentResourceMeta({
// eslint-disable-next-line security/detect-object-injection -- The numeric index enumerates the three comparison periods.
resourceKey: `income/${accountId}/${['selected', 'previous', 'yearAgo'][index]}/${period.key}`,
dataRevision: saved?.binding ?? 'missing',
availability: !known
? 'missing'
: complete
? 'complete'
: sources.length
? 'partial'
: 'missing',
availability: !known ?
'missing' :
complete ?
'complete' :
sources.length ?
'partial' :
'missing',
fetchedAt,
freshForMs: plan.intervals.some((range) => range.stale) ? 0 : Infinity,
work,
@@ -576,8 +570,8 @@ export class BrokerageOperationsService {
confirmed,
).map(serialize),
asOf:
complete && targets.length
? new Date(
complete && targets.length ?
new Date(
Math.min(
...targets.map((target) =>
Math.max(
@@ -592,24 +586,24 @@ export class BrokerageOperationsService {
),
),
),
).toISOString()
: null,
).toISOString() :
null,
historyBoundary: (saved?.connection.accounts ?? []).every(
(account) => account.openedOn,
)
? 'known'
: 'unknown',
historyState: complete
? 'complete'
: sources.length
? 'partial'
: 'missing',
) ?
'known' :
'unknown',
historyState: complete ?
'complete' :
sources.length ?
'partial' :
'missing',
},
});
return {
meta,
items: complete
? (saved?.rows ?? [])
items: complete ?
(saved?.rows ?? [])
.filter((row) =>
plan.intervals.some(
(interval) =>
@@ -623,8 +617,8 @@ export class BrokerageOperationsService {
row.payload as TbankOperationItem,
row.occurredAt,
),
...(accountId === 'all'
? {
...(accountId === 'all' ?
{
account: {
id: row.accountId,
name:
@@ -632,11 +626,15 @@ export class BrokerageOperationsService {
(account) => account.accountId === row.accountId,
)?.name ?? row.accountId,
},
}
: {}),
}))
: null,
} :
{}),
})) :
null,
};
});
}
}
function serialize(range: { accountId: string; from: Date; to: Date }) {
return { accountId: range.accountId, from: range.from.toISOString(), to: range.to.toISOString() };
}
src/modules/investments/operations/domain/operations-sync-plan.ts
+30 -25
View File
@@ -1,8 +1,8 @@
export type OperationInterval = {
accountId: string;
from: Date;
to: Date;
instrumentUid?: string;
to: Date;
};
// Normalize duplicate/overlapping targets before creating a durable identity.
@@ -12,8 +12,10 @@ export function operationIntervals(
): OperationInterval[] {
const groups = new Map<string, OperationInterval[]>();
for (const interval of requested) {
if (!(interval.from < interval.to))
// eslint-disable-next-line sonarjs/no-inverted-boolean-check -- Negation also rejects Invalid Date; >= would silently accept NaN.
if (!(interval.from < interval.to)) {
throw new Error('Invalid operations interval');
}
const key = JSON.stringify([
interval.accountId,
interval.instrumentUid ?? '',
@@ -23,17 +25,18 @@ export function operationIntervals(
groups.set(key, group);
}
const result: OperationInterval[] = [];
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
for (const key of [...groups.keys()].sort()) {
const merged: OperationInterval[] = [];
for (const interval of (groups.get(key) ?? []).sort(
(left, right) => left.from.valueOf() - right.from.valueOf(),
)) {
const previous = merged.at(-1);
if (previous && interval.from <= previous.to)
if (previous && interval.from <= previous.to) {
previous.to = new Date(
Math.max(previous.to.valueOf(), interval.to.valueOf()),
);
else merged.push({ ...interval });
} else merged.push({ ...interval });
}
for (const interval of merged) {
let from = interval.from;
@@ -61,8 +64,8 @@ export function operationIntervalsOverlap(
(!left.instrumentUid ||
!right.instrumentUid ||
left.instrumentUid === right.instrumentUid) &&
left.from < right.to &&
right.from < left.to
left.from < right.to &&
right.from < left.to
);
}
@@ -78,15 +81,16 @@ export function uncoveredOperationIntervals(
!operationIntervalsOverlap(fragment, covered) ||
(covered.instrumentUid &&
covered.instrumentUid !== fragment.instrumentUid)
)
) {
return [fragment];
}
return [
...(fragment.from < covered.from
? [{ ...fragment, to: covered.from }]
: []),
...(covered.to < fragment.to
? [{ ...fragment, from: covered.to }]
: []),
...(fragment.from < covered.from ?
[{ ...fragment, to: covered.from }] :
[]),
...(covered.to < fragment.to ?
[{ ...fragment, from: covered.to }] :
[]),
];
});
}
@@ -95,8 +99,8 @@ export function uncoveredOperationIntervals(
}
export type OperationCoverage = OperationInterval & {
fetchedAt: Date;
asOf: Date;
fetchedAt: Date;
};
const operationsFreshForMs = 300_000;
@@ -104,7 +108,7 @@ export function planOperationRead(
requested: OperationInterval[],
coverage: OperationCoverage[],
now: Date,
options: { movingEnd?: boolean; force?: boolean } = {},
options: { force?: boolean; movingEnd?: boolean } = {},
) {
const monthStart = new Date(
Date.UTC(now.getUTCFullYear(), now.getUTCMonth(), 1),
@@ -137,8 +141,9 @@ export function planOperationRead(
row.asOf.valueOf() === row.to.valueOf() && row.to > target.from,
)
.sort((left, right) => right.to.valueOf() - left.to.valueOf())[0];
if (latest && latest.to < target.to)
if (latest && latest.to < target.to) {
effective = { ...target, to: latest.to };
}
}
const missing = uncoveredOperationIntervals([effective], ranges);
const complete = missing.length === 0;
@@ -163,20 +168,20 @@ export function planOperationRead(
// Completeness is bounded by the observed end, never by the new wall clock.
return {
...effective,
availability: complete
? ('complete' as const)
: sources.length
? ('partial' as const)
: ('missing' as const),
availability: complete ?
('complete' as const) :
sources.length ?
('partial' as const) :
('missing' as const),
stale,
asOf: sources.length
? new Date(
asOf: sources.length ?
new Date(
Math.min(
effective.to.valueOf(),
Math.max(...sources.map((row) => row.asOf.valueOf())),
),
)
: null,
) :
null,
};
});
return { intervals, load: operationIntervals(load) };
src/modules/investments/operations/infrastructure/brokerage-operation.mapper.ts
+16 -16
View File
@@ -1,10 +1,10 @@
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
import { formatDecimal } from '../../../../common/decimal';
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
import { decimal } from '../../../../integrations/tbank/decimal';
import {
TbankMoney,
TbankOperationItem,
} from '../../../../integrations/tbank/tbank.api';
import { decimal } from '../../../../integrations/tbank/decimal';
import {
BrokerageOperationDto,
OperationCategory,
@@ -59,14 +59,14 @@ export function mapBrokerageOperation(
logoName: null,
payment: money(operation.payment),
quantity:
(operationCategory(operation.type) === 'trade'
? operation.quantityDone
: operation.quantity) === undefined
? null
: String(
operationCategory(operation.type) === 'trade'
? operation.quantityDone
: operation.quantity,
(operationCategory(operation.type) === 'trade' ?
operation.quantityDone :
operation.quantity) === undefined ?
null :
String(
operationCategory(operation.type) === 'trade' ?
operation.quantityDone :
operation.quantity,
),
price: money(operation.price),
accruedInterest: money(operation.accruedInt),
@@ -74,22 +74,22 @@ export function mapBrokerageOperation(
};
}
function text(value: string | undefined): string | null {
function text(value: string | undefined): null | string {
return value?.trim() || null;
}
function money(value: TbankMoney | undefined) {
const currency = value?.currency?.trim().toUpperCase();
return currency && value
? { currency, value: formatDecimal(decimal(value)) }
: null;
return currency && value ?
{ currency, value: formatDecimal(decimal(value)) } :
null;
}
export function operationTimestamp(
value: { seconds?: string | number; nanos?: number } | undefined,
value: undefined | { nanos?: number; seconds?: number | string },
) {
return new Date(
Number(value?.seconds ?? 0) * MILLISECONDS_PER_SECOND +
Math.floor((value?.nanos ?? 0) / NANOSECONDS_PER_MILLISECOND),
Math.floor((value?.nanos ?? 0) / NANOSECONDS_PER_MILLISECOND),
);
}
src/modules/investments/operations/infrastructure/brokerage-operations.repository.ts
+142 -114
View File
@@ -5,46 +5,48 @@ import {
} from '@nestjs/common';
import { createHash, randomUUID } from 'node:crypto';
import { isDeepStrictEqual } from 'node:util';
import { PrismaService } from '../../../../prisma/prisma.service';
import type { Prisma } from '../../../../../generated/prisma/client';
import type {
TbankOperationItem,
TbankOperationsByCursorResponse,
} from '../../../../integrations/tbank/tbank.api';
import { PrismaService } from '../../../../prisma/prisma.service';
import {
DateOnlyRange,
dateOnlyBounds,
DateOnlyRange,
moscowDate,
} from '../../investment-calendar';
import {
operationCategory,
operationTimestamp,
} from './brokerage-operation.mapper';
import {
type OperationInterval,
operationIntervals,
operationIntervalsOverlap,
uncoveredOperationIntervals,
} from '../domain/operations-sync-plan';
import {
operationCategory,
operationTimestamp,
} from './brokerage-operation.mapper';
export type { OperationInterval } from '../domain/operations-sync-plan';
export type OperationAttempt = {
id: string;
attemptId: string;
userId: string;
id: string;
revision: string;
userId: string;
};
type OperationsIntent = {
intervals: string[];
atomic: boolean;
atomicIntervals?: string[];
intervals: string[];
screenIntervals?: string[];
};
type PageProgress = {
complete: boolean;
cursor: string;
seen: string[];
pages: number;
seen: string[];
};
const progressItem = '';
@@ -53,17 +55,17 @@ export class BrokerageOperationsRepository {
constructor(private readonly prisma: PrismaService) {}
async readPage(input: {
userId: string;
revision: string;
accountId: string;
from: Date;
to: Date;
instrumentUid?: string;
categories: string[];
cursor?: { accountId: string; at: string; binding: string; id: string };
filterKey: string;
from: Date;
instrumentUid?: string;
limit?: number;
periods?: (openedAt: Date | undefined) => DateOnlyRange[];
filterKey: string;
cursor?: { binding: string; at: string; accountId: string; id: string };
revision: string;
to: Date;
userId: string;
}) {
return this.prisma.$transaction(async (tx) => {
const connection = await tx.tbankConnection.findUnique({
@@ -92,14 +94,16 @@ export class BrokerageOperationsRepository {
connection.membershipAt &&
input.accountId !== 'all' &&
!connection.accounts.length
)
) {
throw new NotFoundException();
}
const accounts = connection.accounts;
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
const oldest = accounts.map((account) => account.openedOn).sort()[0];
const openedAt =
oldest && accounts.every((account) => account.openedOn)
? new Date(`${oldest}T00:00:00+03:00`)
: undefined;
oldest && accounts.every((account) => account.openedOn) ?
new Date(`${oldest}T00:00:00+03:00`) :
undefined;
const periods = input.periods?.(openedAt).map((period) => {
const now = new Date();
const bounds = dateOnlyBounds(period, now);
@@ -123,8 +127,9 @@ export class BrokerageOperationsRepository {
]),
)
.digest('base64url');
if (input.cursor && input.cursor.binding !== binding)
if (input.cursor && input.cursor.binding !== binding) {
throw new BadRequestException({ code: 'INVALID_OPERATIONS_CURSOR' });
}
const scope = {
userId: input.userId,
revision: input.revision,
@@ -162,21 +167,21 @@ export class BrokerageOperationsRepository {
const rows = await tx.tbankOperation.findMany({
where: {
...scope,
...(periods
? {
...(periods ?
{
OR: periods.map((period) => ({
occurredAt: { gte: period.from, lt: period.to },
})),
}
: { occurredAt: { gte: input.from, lt: input.to } }),
...(input.instrumentUid
? { instrumentUid: input.instrumentUid }
: {}),
...(input.categories.length
? { category: { in: input.categories } }
: {}),
...(after
? {
} :
{ occurredAt: { gte: input.from, lt: input.to } }),
...(input.instrumentUid ?
{ instrumentUid: input.instrumentUid } :
{}),
...(input.categories.length ?
{ category: { in: input.categories } } :
{}),
...(after ?
{
OR: [
{ occurredAt: { lt: new Date(after.at) } },
{
@@ -189,8 +194,8 @@ export class BrokerageOperationsRepository {
brokerOperationId: { gt: after.id },
},
],
}
: {}),
} :
{}),
},
orderBy: [
{ occurredAt: 'desc' },
@@ -247,6 +252,7 @@ export class BrokerageOperationsRepository {
const scopeKey =
'operations:' +
createHash('sha256')
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
.update(JSON.stringify([...new Set(intervals.map(intervalKey))].sort()))
.digest('hex');
return this.prisma.$transaction(async (tx) => {
@@ -271,14 +277,15 @@ export class BrokerageOperationsRepository {
(account) => account.accountId === interval.accountId,
),
)
)
) {
throw new NotFoundException();
}
if (priority > 1) {
for (const account of accounts.filter((account) =>
intervals.some(
(interval) => interval.accountId === account.accountId,
),
))
)) {
await tx.tbankAccount.update({
where: {
userId_revision_accountId: {
@@ -289,13 +296,14 @@ export class BrokerageOperationsRepository {
},
data: {
historyFrom: new Date(
account.openedOn
? `${account.openedOn}T00:00:00Z`
: '1970-01-01T00:00:00Z',
account.openedOn ?
`${account.openedOn}T00:00:00Z` :
'1970-01-01T00:00:00Z',
),
historyBoundary: account.openedOn ? 'known' : 'unknown',
},
});
}
}
const coverage = await tx.tbankOperationCoverage.findMany({
where: {
@@ -366,42 +374,42 @@ export class BrokerageOperationsRepository {
) {
const pending = previousIntent?.intervals.map(decodeInterval) ?? [];
const additions =
previous.scopeKey === scopeKey
? []
: uncoveredOperationIntervals(intervals, pending);
previous.scopeKey === scopeKey ?
[] :
uncoveredOperationIntervals(intervals, pending);
const work = await tx.tbankSyncWork.update({
where: { id: previous.id },
data: {
intent: {
atomic: previousIntent?.atomic ?? publicationAtomic,
atomicIntervals: previousIntent?.atomic
? [
atomicIntervals: previousIntent?.atomic ?
[
...new Set([
...(previousIntent.atomicIntervals ??
previousIntent.intervals),
...additions.map(intervalKey),
]),
]
: [],
] :
[],
screenIntervals: [
...new Set([
...(previousIntent?.screenIntervals ??
(previous.priority === 1
? (previousIntent?.intervals ?? [])
: [])),
...(priority === 1
? [...pending, ...additions]
(previous.priority === 1 ?
(previousIntent?.intervals ?? []) :
[])),
...(priority === 1 ?
[...pending, ...additions]
.filter((item) =>
intervals.some((target) =>
operationIntervalsOverlap(item, target),
),
)
.map(intervalKey)
: []),
.map(intervalKey) :
[]),
]),
],
intervals: (priority < previous.priority
? [
intervals: (priority < previous.priority ?
[
...pending.filter((item) =>
intervals.some((target) =>
operationIntervalsOverlap(item, target),
@@ -414,8 +422,8 @@ export class BrokerageOperationsRepository {
operationIntervalsOverlap(item, target),
),
),
]
: [...pending, ...additions]
] :
[...pending, ...additions]
).map(intervalKey),
},
priority: Math.min(priority, previous.priority),
@@ -427,9 +435,9 @@ export class BrokerageOperationsRepository {
previous &&
previous.state !== 'complete' &&
previous.state !== 'superseded';
const retained = recovering
? (previousIntent?.intervals.map(decodeInterval) ?? [])
: [];
const retained = recovering ?
(previousIntent?.intervals.map(decodeInterval) ?? []) :
[];
// A bridge between two active groups must fence both producers before
// either can publish a subset of the newly combined result.
for (const joined of touching) {
@@ -448,26 +456,27 @@ export class BrokerageOperationsRepository {
});
await tx.tbankSyncStage.deleteMany({ where: { workId: joined.id } });
}
if (previous)
if (previous) {
await tx.tbankSyncStage.deleteMany({ where: { workId: previous.id } });
}
const targets =
recovering && !upgradeGroup && touching.length <= 1
? previous?.scopeKey === scopeKey
? retained
: [...retained, ...uncoveredOperationIntervals(intervals, retained)]
: operationIntervals([...retained, ...intervals]);
recovering && !upgradeGroup && touching.length <= 1 ?
previous?.scopeKey === scopeKey ?
retained :
[...retained, ...uncoveredOperationIntervals(intervals, retained)] :
operationIntervals([...retained, ...intervals]);
const atomicTargets = [
...(publicationAtomic ? intervals : []),
...(recovering && previousIntent?.atomic
? (previousIntent.atomicIntervals ?? previousIntent.intervals).map(
...(recovering && previousIntent?.atomic ?
(previousIntent.atomicIntervals ?? previousIntent.intervals).map(
decodeInterval,
)
: []),
) :
[]),
...touching.flatMap((work) => {
const joined = work.intent as OperationsIntent;
return joined.atomic
? (joined.atomicIntervals ?? joined.intervals).map(decodeInterval)
: [];
return joined.atomic ?
(joined.atomicIntervals ?? joined.intervals).map(decodeInterval) :
[];
}),
];
const intent = {
@@ -486,14 +495,14 @@ export class BrokerageOperationsRepository {
intervals.some((incoming) =>
operationIntervalsOverlap(target, incoming),
)) ||
(
previousIntent?.screenIntervals ??
(previous?.priority === 1
? (previousIntent?.intervals ?? [])
: [])
).some((key) =>
operationIntervalsOverlap(target, decodeInterval(key)),
),
(
previousIntent?.screenIntervals ??
(previous?.priority === 1 ?
(previousIntent?.intervals ?? []) :
[])
).some((key) =>
operationIntervalsOverlap(target, decodeInterval(key)),
),
)
.map(intervalKey),
atomic: atomicTargets.length > 0,
@@ -545,20 +554,20 @@ export class BrokerageOperationsRepository {
marker.payload as PageProgress,
]),
);
const group = intent.atomic
? (intent.atomicIntervals ?? intent.intervals)
: intent.intervals;
const group = intent.atomic ?
(intent.atomicIntervals ?? intent.intervals) :
intent.intervals;
const nextKey = group.find((key) => !progress.get(key)?.complete);
return {
priority: work.priority,
atomic: intent.atomic,
intervals: group.map(decodeInterval),
next: nextKey
? {
next: nextKey ?
{
interval: decodeInterval(nextKey),
cursor: progress.get(nextKey)?.cursor || undefined,
}
: null,
} :
null,
};
}
@@ -582,8 +591,9 @@ export class BrokerageOperationsRepository {
updatedAt: true,
},
});
if (!work || work.state !== 'superseded')
if (!work || work.state !== 'superseded') {
return work ? { ...work, id } : null;
}
target = (work.progress as { successorId: string }).successorId;
}
throw new Error('Cyclic operations work successor');
@@ -599,7 +609,7 @@ export class BrokerageOperationsRepository {
errorCode: invalidToken ? 'INVALID_TBANK_TOKEN' : 'TBANK_UNAVAILABLE',
},
});
if (invalidToken)
if (invalidToken) {
await tx.tbankConnection.update({
where: {
userId_revision: {
@@ -609,6 +619,7 @@ export class BrokerageOperationsRepository {
},
data: { invalidToken: true },
});
}
return true;
});
}
@@ -636,34 +647,40 @@ export class BrokerageOperationsRepository {
},
});
const progress = marker?.payload as PageProgress | undefined;
if (progress?.complete || (progress?.cursor ?? '') !== (cursor ?? ''))
if (progress?.complete || (progress?.cursor ?? '') !== (cursor ?? '')) {
throw new Error('Unexpected operations page');
if (response.hasNext === undefined)
}
if (response.hasNext === undefined) {
throw new Error('Missing operations pagination state');
}
const nextCursor = response.nextCursor ?? '';
if (
response.hasNext &&
(!nextCursor ||
nextCursor === cursor ||
progress?.seen.includes(nextCursor))
)
) {
throw new Error('Invalid operations continuation');
}
for (const operation of response.items ?? []) {
if (!operation.id?.trim())
if (!operation.id?.trim()) {
throw new Error('Missing broker operation identity');
}
const occurredAt = operationTimestamp(operation.date);
if (
operation.date?.seconds === undefined ||
!Number.isFinite(occurredAt.valueOf())
)
) {
throw new Error('Invalid operation timestamp');
}
if (
occurredAt < interval.from ||
occurredAt >= interval.to ||
(interval.instrumentUid &&
operation.instrumentUid !== interval.instrumentUid)
)
) {
continue;
}
const payload = JSON.parse(
JSON.stringify({ ...operation, cursor: undefined }),
) as Prisma.InputJsonObject;
@@ -672,10 +689,12 @@ export class BrokerageOperationsRepository {
const previous = await tx.tbankSyncStage.findUnique({
where: { workId_attemptId_sourceKey_itemKey: identity },
});
if (previous && !isDeepStrictEqual(previous.payload, payload))
if (previous && !isDeepStrictEqual(previous.payload, payload)) {
throw new Error('Conflicting broker operation identity');
if (!previous)
}
if (!previous) {
await tx.tbankSyncStage.create({ data: { ...identity, payload } });
}
}
const payload: PageProgress = {
complete: !response.hasNext,
@@ -712,8 +731,9 @@ export class BrokerageOperationsRepository {
fetchedAt: Date,
advanceWork = false,
): Promise<boolean> {
if (!intervals.length)
if (!intervals.length) {
throw new Error('Empty operations publication group');
}
return this.prisma.$transaction(
async (tx) => {
if (!(await claim(tx, attempt))) return false;
@@ -734,8 +754,9 @@ export class BrokerageOperationsRepository {
},
},
});
if (!(marker?.payload as PageProgress | undefined)?.complete)
if (!(marker?.payload as PageProgress | undefined)?.complete) {
throw new Error('Incomplete operations publication group');
}
const staged = await tx.tbankSyncStage.findMany({
where: { ...stage, itemKey: { not: progressItem } },
});
@@ -745,10 +766,11 @@ export class BrokerageOperationsRepository {
if (
previous !== undefined &&
!isDeepStrictEqual(previous, row.payload)
)
) {
throw new Error(
'Conflicting broker operation identity across intervals',
);
}
groupRows.set(identity, row.payload);
}
const rows = staged.filter((row) => {
@@ -764,16 +786,16 @@ export class BrokerageOperationsRepository {
where: {
...scope,
occurredAt: { gte: interval.from, lt: interval.to },
...(interval.instrumentUid
? { instrumentUid: interval.instrumentUid }
: {}),
...(interval.instrumentUid ?
{ instrumentUid: interval.instrumentUid } :
{}),
},
});
const incoming = new Set(rows.map((row) => row.itemKey));
const removed = existing.filter(
(row) => !incoming.has(row.brokerOperationId),
);
for (const row of removed)
for (const row of removed) {
await tx.tbankOperation.delete({
where: {
userId_revision_accountId_brokerOperationId: {
@@ -782,6 +804,7 @@ export class BrokerageOperationsRepository {
},
},
});
}
if (removed.length) changedAccounts.add(interval.accountId);
for (const row of rows) {
const operation = row.payload as TbankOperationItem;
@@ -789,8 +812,9 @@ export class BrokerageOperationsRepository {
const previous = await tx.tbankOperation.findUnique({
where: { userId_revision_accountId_brokerOperationId: identity },
});
if (previous && isDeepStrictEqual(previous.payload, operation))
if (previous && isDeepStrictEqual(previous.payload, operation)) {
continue;
}
const data = {
occurredAt: operationTimestamp(operation.date),
instrumentUid: operation.instrumentUid ?? null,
@@ -818,7 +842,7 @@ export class BrokerageOperationsRepository {
update: { fetchedAt, asOf: interval.to },
});
}
for (const accountId of changedAccounts)
for (const accountId of changedAccounts) {
await tx.tbankAccount.update({
where: {
userId_revision_accountId: {
@@ -829,7 +853,8 @@ export class BrokerageOperationsRepository {
},
data: { operationsRevision: { increment: 1 } },
});
for (const interval of intervals)
}
for (const interval of intervals) {
await tx.tbankSyncStage.deleteMany({
where: {
workId: attempt.id,
@@ -837,6 +862,7 @@ export class BrokerageOperationsRepository {
sourceKey: intervalKey(interval),
},
});
}
if (advanceWork) {
const work = await tx.tbankSyncWork.findUniqueOrThrow({
where: { id: attempt.id },
@@ -867,9 +893,9 @@ export class BrokerageOperationsRepository {
intent.screenIntervals ??
(work.priority === 1 ? intent.intervals : [])
).includes(key),
)
? 1
: 2,
) ?
1 :
2,
progress: { remainingIntervals: remaining.length },
},
});
@@ -882,8 +908,10 @@ export class BrokerageOperationsRepository {
}
function intervalKey(interval: OperationInterval): string {
if (!(interval.from < interval.to))
// eslint-disable-next-line sonarjs/no-inverted-boolean-check -- Negation also rejects Invalid Date; >= would silently accept NaN.
if (!(interval.from < interval.to)) {
throw new Error('Invalid operations interval');
}
return JSON.stringify([
interval.accountId,
interval.from.toISOString(),
src/modules/investments/operations/operations.api.ts
+3 -3
View File
@@ -1,8 +1,8 @@
// Public cross-module surface. Nest providers are exported by the matching module.
export { BrokerageOperationDto } from './presentation/brokerage-operation.dto';
export { BrokerageOperationsSyncService } from './application/brokerage-operations-sync.service';
export { BrokerageOperationsService } from './application/brokerage-operations.service';
export type { OperationInterval } from './domain/operations-sync-plan';
// Public cross-module surface. Nest providers are exported by the matching module.
export { BrokerageOperationDto } from './presentation/brokerage-operation.dto';
export { operationCategories } from './presentation/brokerage-operation.dto';
export { BrokerageOperationsSyncService } from './application/brokerage-operations-sync.service';
src/modules/investments/operations/operations.module.ts
+3 -2
View File
@@ -1,10 +1,11 @@
import { Module } from '@nestjs/common';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { BrokerageOperationsController } from './presentation/brokerage-operations.controller';
import { BrokerageOperationsSyncService } from './application/brokerage-operations-sync.service';
import { BrokerageOperationsService } from './application/brokerage-operations.service';
import { BrokerageOperationsRepository } from './infrastructure/brokerage-operations.repository';
import { BrokerageOperationsSyncService } from './application/brokerage-operations-sync.service';
import { BrokerageOperationsController } from './presentation/brokerage-operations.controller';
@Module({
imports: [AuthModule, TbankModule],
src/modules/investments/operations/presentation/brokerage-operation.dto.ts
+13 -12
View File
@@ -1,7 +1,3 @@
import {
InvestmentReadQueryDto,
InvestmentResourceMetaDto,
} from '../../investment-resource.dto';
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
import { Transform, Type } from 'class-transformer';
import {
@@ -16,9 +12,13 @@ import {
MaxLength,
Min,
} from 'class-validator';
import { MoneyDto } from '../../../../common/money.dto';
import { MoneyDto } from '../../../../common/money.dto';
import { AccountReferenceDto } from '../../account-reference.dto';
import {
InvestmentReadQueryDto,
InvestmentResourceMetaDto,
} from '../../investment-resource.dto';
const MAX_CURSOR_LENGTH = 4096;
const MAX_OPERATIONS_PAGE_SIZE = 1000;
@@ -102,25 +102,25 @@ export class BrokerageOperationDto {
declare description: string;
@ApiProperty({ type: String, nullable: true })
declare figi: string | null;
declare figi: null | string;
@ApiProperty({ type: String, nullable: true })
declare instrumentUid: string | null;
declare instrumentUid: null | string;
@ApiProperty({ type: String, nullable: true })
declare ticker: string | null;
declare ticker: null | string;
@ApiProperty({ type: String, nullable: true })
declare instrumentType: string | null;
declare instrumentType: null | string;
@ApiProperty({ type: String, nullable: true })
declare logoName: string | null;
declare logoName: null | string;
@ApiProperty({ type: MoneyDto, nullable: true })
declare payment: MoneyDto | null;
@ApiProperty({ type: String, nullable: true })
declare quantity: string | null;
declare quantity: null | string;
@ApiProperty({ type: MoneyDto, nullable: true })
declare price: MoneyDto | null;
@@ -140,7 +140,7 @@ export class BrokerageOperationsPageDto {
declare items: BrokerageOperationDto[];
@ApiProperty({ type: String, nullable: true })
declare nextCursor: string | null;
declare nextCursor: null | string;
@ApiProperty()
declare hasNext: boolean;
@@ -152,6 +152,7 @@ export class BrokerageOperationsPageDto {
export class BrokerageOperationsResourceDto {
@ApiProperty({ type: BrokerageOperationsPageDto, nullable: true })
declare data: BrokerageOperationsPageDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
src/modules/investments/operations/presentation/brokerage-operations.controller.ts
+7 -5
View File
@@ -1,13 +1,15 @@
import type { Request } from 'express';
import { Controller, Get, Param, Query, Req, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import type { Request } from 'express';
import { ApiProblemResponses } from '../../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../../auth/auth.api';
import {
BrokerageOperationsResourceDto,
BrokerageOperationsQueryDto,
} from './brokerage-operation.dto';
import { BrokerageOperationsService } from '../application/brokerage-operations.service';
import {
BrokerageOperationsQueryDto,
BrokerageOperationsResourceDto,
} from './brokerage-operation.dto';
@ApiTags('brokerage-accounts')
@ApiProblemResponses()
src/modules/investments/portfolio/application/forecast.service.ts
+38 -36
View File
@@ -1,7 +1,9 @@
import { Injectable } from '@nestjs/common';
import type { InvestmentResourceMetaDto } from '../../investment-resource.dto';
import { tbankSourceNeedsRefresh } from '../../../../integrations/tbank/tbank.api';
import { investmentResourceMeta } from '../../investment-resource.mapper';
import type { InvestmentResourceMetaDto } from '../../investment-resource.dto';
import {
ForecastRepository,
type ForecastSourceVersion,
@@ -12,16 +14,16 @@ export class ForecastService {
constructor(private readonly repository: ForecastRepository) {}
async result<T extends object>(input: {
userId: string;
revision: string;
membershipRevision: number;
scopeKey: string;
portfolio: InvestmentResourceMetaDto;
sources: {
version: ForecastSourceVersion | null;
meta: InvestmentResourceMetaDto;
}[];
candidate?: T;
membershipRevision: number;
portfolio: InvestmentResourceMetaDto;
revision: string;
scopeKey: string;
sources: {
meta: InvestmentResourceMetaDto;
version: ForecastSourceVersion | null;
}[];
userId: string;
}) {
const dependencies = [
input.portfolio,
@@ -31,8 +33,8 @@ export class ForecastService {
...input,
portfolioProjection: input.portfolio.dataRevision,
portfolios: (input.portfolio.dependencies ?? []).flatMap((dependency) =>
dependency.resourceKey.startsWith('portfolio/')
? [
dependency.resourceKey.startsWith('portfolio/') ?
[
{
accountId: decodeURIComponent(
dependency.resourceKey.slice('portfolio/'.length),
@@ -41,65 +43,65 @@ export class ForecastService {
(dependency as InvestmentResourceMetaDto).dataRevision,
),
},
]
: [],
] :
[],
),
sources: input.sources.flatMap((source) =>
source.version ? [source.version] : [],
),
timestamps: dependencies.flatMap((dependency) =>
dependency.lastSuccessfulAt
? [
dependency.lastSuccessfulAt ?
[
{
resourceKey: dependency.resourceKey,
at: dependency.lastSuccessfulAt,
},
]
: [],
] :
[],
),
});
const timestamps = stored?.sourceTimestamps as
{ resourceKey: string; at: string }[] | undefined;
undefined | { at: string; resourceKey: string }[];
const first = timestamps?.map((entry) => entry.at).sort()[0];
const work =
dependencies
.map((dependency) => dependency.sync)
.find((sync) => sync.state === 'running') ??
dependencies
.map((dependency) => dependency.sync)
.find((sync) => sync.state === 'failed');
dependencies
.map((dependency) => dependency.sync)
.find((sync) => sync.state === 'failed');
const payload = stored ? (stored.payload as T) : null;
const data =
payload &&
'positionIsStale' in payload &&
'positionAt' in payload &&
typeof payload.positionAt === 'string'
? {
typeof payload.positionAt === 'string' ?
{
...payload,
positionIsStale: tbankSourceNeedsRefresh(
'portfolio',
new Date(payload.positionAt),
new Date(Date.now()),
),
}
: payload;
} :
payload;
return {
data,
meta: investmentResourceMeta({
resourceKey: input.scopeKey,
dataRevision: String(stored?.dataRevision ?? 0),
availability: stored
? 'complete'
: dependencies.some(
(dependency) => dependency.availability !== 'missing',
)
? 'partial'
: 'missing',
availability: stored ?
'complete' :
dependencies.some(
(dependency) => dependency.availability !== 'missing',
) ?
'partial' :
'missing',
fetchedAt: first ? new Date(first) : null,
freshForMs:
data && 'positionIsStale' in data && data.positionIsStale === true
? 0
: Number.POSITIVE_INFINITY,
data && 'positionIsStale' in data && data.positionIsStale === true ?
0 :
Number.POSITIVE_INFINITY,
work: work?.id ? { ...work, id: work.id } : null,
dependencies,
}),
src/modules/investments/portfolio/application/portfolio.service.spec.ts
+4 -3
View File
@@ -1,10 +1,10 @@
import { setImmediate as immediate } from 'node:timers/promises';
import { ServiceUnavailableException } from '@nestjs/common';
import { setImmediate as immediate } from 'node:timers/promises';
jest.mock('../../../../prisma/prisma.service', () => ({
PrismaService: class {},
}));
import { PortfolioService } from './portfolio.service';
import { PortfolioDto } from '../presentation/portfolio.dto';
import { PortfolioService } from './portfolio.service';
describe('persistent portfolio projection', () => {
const access = { local: jest.fn(), tokenForAttempt: jest.fn() };
@@ -103,8 +103,9 @@ describe('persistent portfolio projection', () => {
let index = 0;
index < 10 && !repository.publish.mock.calls.length;
index += 1
)
) {
await immediate();
}
const snapshot = (
repository.publish.mock.calls as [unknown, string, PortfolioDto][]
)[0][2];
src/modules/investments/portfolio/application/portfolio.service.ts
+94 -80
View File
@@ -1,17 +1,10 @@
import { CandleService } from '../../instruments/instruments.api';
import { randomUUID } from 'node:crypto';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import { investmentResourceMeta } from '../../investment-resource.mapper';
import {
PortfolioRepository,
portfolioFreshForMs,
portfolioWorkKey,
} from '../infrastructure/portfolio.repository';
import {
Injectable,
ServiceUnavailableException,
NotFoundException,
ServiceUnavailableException,
} from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import {
add,
decimalFromString,
@@ -21,22 +14,30 @@ import {
subtract,
} from '../../../../common/decimal';
import { RequestContextService } from '../../../../common/logging/request-context.service';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import { MoneyDto } from '../../../../common/money.dto';
import { decimal } from '../../../../integrations/tbank/decimal';
import {
InstrumentMetadataService,
metadataKey,
type TbankInstrument,
type MetadataIdentity,
metadataKey,
TbankAccessService,
TbankClient,
TbankMoney,
type TbankInstrument,
TbankMembershipService,
TbankMoney,
tbankSourceTtlMs,
} from '../../../../integrations/tbank/tbank.api';
import { decimal } from '../../../../integrations/tbank/decimal';
import { CandleService } from '../../instruments/instruments.api';
import { investmentResourceMeta } from '../../investment-resource.mapper';
import { portfolioStructure } from '../domain/portfolio-structure';
import { totalsByCurrency } from '../infrastructure/tbank-portfolio.mapper';
import { sumMoneyByCurrency } from '../domain/portfolio-totals';
import {
portfolioFreshForMs,
PortfolioRepository,
portfolioWorkKey,
} from '../infrastructure/portfolio.repository';
import { totalsByCurrency } from '../infrastructure/tbank-portfolio.mapper';
import {
PortfolioDto,
PortfolioPositionDto,
@@ -80,7 +81,7 @@ export class PortfolioService {
userId,
connection.revision,
);
if (discovery)
if (discovery) {
void discovery.done
.then(async () => {
const current = await this.access.local(userId, accountId);
@@ -88,12 +89,13 @@ export class PortfolioService {
for (const account of current.accounts.filter(
(account) =>
accountId === 'all' || account.accountId === accountId,
))
)) {
await this.queueSnapshot(
userId,
current.revision,
account.accountId,
);
}
})
.catch(() =>
this.logger.event(
@@ -102,22 +104,25 @@ export class PortfolioService {
{ userId },
),
);
}
for (const account of (discovery ? [] : connection.accounts).filter(
(account) => accountId === 'all' || account.accountId === accountId,
))
)) {
await this.queueSnapshot(
userId,
connection.revision,
account.accountId,
);
}
}
const saved = await this.repository.read(userId, connection.revision);
if (
saved?.membershipAt &&
accountId !== 'all' &&
!saved.accounts.some((account) => account.accountId === accountId)
)
) {
throw new NotFoundException();
}
if (!observe) {
const identities = new Map<string, MetadataIdentity>();
for (const account of (saved?.accounts ?? []).filter(
@@ -125,17 +130,20 @@ export class PortfolioService {
)) {
const snapshot = account.portfolio?.payload as unknown as
PortfolioDto | undefined;
for (const position of snapshot?.positions ?? [])
for (const position of snapshot?.positions ?? []) {
identities.set(metadataKey(position), position);
}
}
const savedMetadata = await this.metadata.savedMany([
...identities.values(),
]);
for (const identity of identities.values())
if (!savedMetadata.get(metadataKey(identity))?.fresh)
for (const identity of identities.values()) {
if (!savedMetadata.get(metadataKey(identity))?.fresh) {
await this.metadata.request(userId, connection.revision, identity);
}
}
}
if (!observe)
if (!observe) {
void this.candles
.prefetch(
userId,
@@ -156,6 +164,7 @@ export class PortfolioService {
.catch(() =>
this.logger.event('warn', 'portfolio.candle-prefetch-unavailable'),
);
}
const membershipMeta = investmentResourceMeta({
resourceKey: 'accounts/membership',
dataRevision: String(saved?.membershipRevision ?? 0),
@@ -175,15 +184,15 @@ export class PortfolioService {
name: account.name,
type: account.type,
openedOn: account.openedOn,
snapshot: account.portfolio
? {
snapshot: account.portfolio ?
{
...(account.portfolio.payload as unknown as PortfolioDto),
lastSuccessfulAt: account.portfolio.fetchedAt.toISOString(),
isStale:
Date.now() - account.portfolio.fetchedAt.valueOf() >=
portfolioFreshForMs,
}
: null,
} :
null,
meta: investmentResourceMeta({
resourceKey: `portfolio/${encodeURIComponent(account.accountId)}`,
dataRevision: String(account.portfolio?.dataRevision ?? 0),
@@ -209,8 +218,8 @@ export class PortfolioService {
);
const metadataDependencies = [...metadata.entries()].flatMap(
([key, source]) =>
source.complete && source.data
? [
source.complete && source.data ?
[
investmentResourceMeta({
resourceKey: `instrument/metadata/${key}`,
dataRevision: source.dataRevision,
@@ -219,20 +228,20 @@ export class PortfolioService {
freshForMs: tbankSourceTtlMs.metadata,
work: null,
}),
]
: [],
] :
[],
);
const portfolios = saved.accounts.flatMap((account) =>
account.snapshot
? [
account.snapshot ?
[
{
...account.snapshot,
positions: account.snapshot.positions.map((position) => {
const shared = metadata.get(metadataKey(position))?.data;
return {
...position,
...(shared
? {
...(shared ?
{
displayName:
shared.name?.trim() ||
shared.ticker?.trim() ||
@@ -241,28 +250,29 @@ export class PortfolioService {
isin: shared.isin?.trim() || position.isin,
logoName:
shared.brand?.logoName?.trim() || position.logoName,
}
: {}),
...(accountId === 'all'
? { account: { id: account.id, name: account.name } }
: {}),
} :
{}),
...(accountId === 'all' ?
{ account: { id: account.id, name: account.name } } :
{}),
};
}),
},
]
: [],
] :
[],
);
const lastSuccessfulAt =
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
portfolios.map((portfolio) => portfolio.lastSuccessfulAt).sort()[0] ??
saved.membership.lastSuccessfulAt;
const data =
missing || !lastSuccessfulAt
? null
: {
missing || !lastSuccessfulAt ?
null :
{
lastSuccessfulAt,
isStale: portfolios.length
? portfolios.some((portfolio) => portfolio.isStale)
: saved.membership.freshness !== 'fresh',
isStale: portfolios.length ?
portfolios.some((portfolio) => portfolio.isStale) :
saved.membership.freshness !== 'fresh',
totalsByCurrency: sumMoneyByCurrency(
portfolios.flatMap((portfolio) => portfolio.totalsByCurrency),
),
@@ -279,10 +289,10 @@ export class PortfolioService {
saved.accounts
.map((account) => account.meta.sync)
.find((work) => work.state === 'running') ??
saved.accounts
.map((account) => account.meta.sync)
.find((work) => work.state === 'failed') ??
saved.membership.sync;
saved.accounts
.map((account) => account.meta.sync)
.find((work) => work.state === 'failed') ??
saved.membership.sync;
return {
data,
meta: investmentResourceMeta({
@@ -294,15 +304,15 @@ export class PortfolioService {
]),
metadataDependencies.map((dependency) => dependency.dataRevision),
]),
availability: missing
? portfolios.length
? 'partial'
: 'missing'
: 'complete',
availability: missing ?
portfolios.length ?
'partial' :
'missing' :
'complete',
fetchedAt: lastSuccessfulAt ? new Date(lastSuccessfulAt) : null,
freshForMs: portfolios.length
? portfolioFreshForMs
: membershipFreshForMs,
freshForMs: portfolios.length ?
portfolioFreshForMs :
membershipFreshForMs,
work: work.id ? { ...work, id: work.id } : null,
dependencies: [
saved.membership,
@@ -333,11 +343,12 @@ export class PortfolioService {
force,
);
if (!requested) return null;
if (!requested.launch)
if (!requested.launch) {
return {
id: requested.work.id,
done: this.pending.get(requested.work.attemptId) ?? Promise.resolve(),
};
}
const { id, attemptId } = requested.work;
this.active.add(attemptId);
const done = new Promise<void>((resolve) => setImmediate(resolve))
@@ -360,22 +371,24 @@ export class PortfolioService {
snapshot,
);
if (published) {
for (const position of snapshot.positions)
for (const position of snapshot.positions) {
await this.metadata.request(userId, revision, position);
if (!force)
}
if (!force) {
await this.candles.prefetch(
userId,
revision,
snapshot.positions,
);
}
}
} catch (error) {
if (
error instanceof Error &&
error.message === 'INVALID_TBANK_TOKEN'
)
) {
await this.access.rejectMembershipToken(attempt);
else await this.repository.fail(attempt);
} else await this.repository.fail(attempt);
}
})
.catch(() =>
@@ -396,8 +409,9 @@ export class PortfolioService {
async get(userId: string, accountId: string): Promise<PortfolioDto> {
const result = await this.read(userId, accountId);
if (!result.data)
if (!result.data) {
throw new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' });
}
return result.data;
}
@@ -407,12 +421,12 @@ export class PortfolioService {
private async normalize(
upstream: {
figi?: string;
instrumentUid?: string;
instrumentType?: string;
quantity?: { units?: string | number; nano?: string | number };
currentPrice?: TbankMoney;
averagePositionPrice?: TbankMoney;
currentPrice?: TbankMoney;
figi?: string;
instrumentType?: string;
instrumentUid?: string;
quantity?: { nano?: number | string; units?: number | string };
}[],
money: TbankMoney[],
): Promise<PortfolioDto> {
@@ -450,8 +464,8 @@ export class PortfolioService {
private position(
position: Parameters<PortfolioService['normalize']>[0][number],
metadata: TbankInstrument | null,
): PortfolioPositionDto | null {
metadata: null | TbankInstrument,
): null | PortfolioPositionDto {
const quantity = decimal(position.quantity ?? {});
if (isZero(quantity)) return null;
const figi = position.figi?.trim() || null;
@@ -462,8 +476,8 @@ export class PortfolioService {
const absoluteReturn =
currentPrice &&
averagePurchasePrice &&
currentPrice.currency === averagePurchasePrice.currency
? {
currentPrice.currency === averagePurchasePrice.currency ?
{
currency: currentPrice.currency,
value: formatDecimal(
multiply(
@@ -474,8 +488,8 @@ export class PortfolioService {
quantity,
),
),
}
: null;
} :
null;
return {
figi,
instrumentUid,
@@ -507,8 +521,8 @@ export class PortfolioService {
private money(value: TbankMoney | undefined): MoneyDto | null {
const currency = value?.currency?.trim().toUpperCase();
return currency && value
? { currency, value: formatDecimal(decimal(value)) }
: null;
return currency && value ?
{ currency, value: formatDecimal(decimal(value)) } :
null;
}
}
src/modules/investments/portfolio/domain/portfolio-structure.spec.ts
+2 -2
View File
@@ -1,9 +1,9 @@
import { portfolioStructure } from './portfolio-structure';
import { PortfolioPositionDto } from '../presentation/portfolio.dto';
import { portfolioStructure } from './portfolio-structure';
const position = (
type: string,
value: string | null,
value: null | string,
currency = 'RUB',
): PortfolioPositionDto => ({
type,
src/modules/investments/portfolio/domain/portfolio-structure.ts
+14 -12
View File
@@ -1,11 +1,11 @@
import type { Money } from '../../../../common/money.types';
import {
add,
decimalFromString,
formatDecimal,
} from '../../../../common/decimal';
import type { Money } from '../../../../common/money.types';
const SHARE_PERCENT_DECIMAL_PLACES = 6;
const PERCENT_SCALED_FACTOR = 100_000_000n;
@@ -13,14 +13,14 @@ const categoryTypes = ['STOCK', 'BOND', 'OTHER', 'CASH'] as const;
// Build from positions and cash, never from totals (which already include cash).
export function portfolioStructure(
positions: { type: string; currentValue: Money | null }[],
positions: { currentValue: Money | null; type: string }[],
cash: Money[],
) {
const currencies = new Map<
string,
{
values: ReturnType<typeof decimalFromString>[];
hasNegativeValues: boolean;
values: ReturnType<typeof decimalFromString>[];
}
>();
const unvalued = new Map<string, number>();
@@ -31,14 +31,15 @@ export function portfolioStructure(
};
const index = categoryTypes.findIndex((category) => category === type);
const value = decimalFromString(money.value);
// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
group.values[index] = add(group.values[index], value);
group.hasNegativeValues ||= value.value < 0n;
currencies.set(money.currency, group);
};
for (const position of positions) {
const type = ['STOCK', 'BOND'].includes(position.type)
? position.type
: 'OTHER';
const type = ['BOND', 'STOCK'].includes(position.type) ?
position.type :
'OTHER';
if (position.currentValue) include(type, position.currentValue);
else unvalued.set(type, (unvalued.get(type) ?? 0) + 1);
}
@@ -53,21 +54,22 @@ export function portfolioStructure(
const canCalculateShares =
!unvalued.size && !group.hasNegativeValues && total.value > 0n;
const categories = group.values.map((value, index) => ({
// eslint-disable-next-line security/detect-object-injection -- The numeric index belongs to the fixed portfolio category array.
type: categoryTypes[index],
value: formatDecimal(value),
// Rounded to six decimal places using integer arithmetic. Only the
// resulting dimensionless percentage is passed to chart geometry.
sharePercent: canCalculateShares
? formatDecimal({
sharePercent: canCalculateShares ?
formatDecimal({
value:
(value.value *
10n ** BigInt(total.scale - value.scale) *
PERCENT_SCALED_FACTOR +
total.value / 2n) /
total.value,
total.value,
scale: SHARE_PERCENT_DECIMAL_PLACES,
})
: null,
}) :
null,
}));
return {
currency,
src/modules/investments/portfolio/domain/portfolio-totals.ts
+2 -1
View File
@@ -1,9 +1,10 @@
import type { Money } from '../../../../common/money.types';
import {
add,
decimalFromString,
formatDecimal,
} from '../../../../common/decimal';
import type { Money } from '../../../../common/money.types';
export function sumMoneyByCurrency(amounts: Money[]): Money[] {
const totals = new Map<string, ReturnType<typeof decimalFromString>>();
src/modules/investments/portfolio/infrastructure/forecast.repository.ts
+22 -16
View File
@@ -1,15 +1,17 @@
import { Injectable } from '@nestjs/common';
import { isDeepStrictEqual } from 'node:util';
import type { Prisma } from '../../../../../generated/prisma/client';
import { PrismaService } from '../../../../prisma/prisma.service';
export type ForecastSourceVersion = {
instrumentUid: string;
source: string;
kind: string;
rangeKey: string;
dataRevision: number;
fetchedAt: Date;
instrumentUid: string;
kind: string;
rangeKey: string;
source: string;
};
const forecastSourceReadBatchSize = 100;
@@ -18,15 +20,15 @@ export class ForecastRepository {
constructor(private readonly prisma: PrismaService) {}
resolve(input: {
userId: string;
revision: string;
membershipRevision: number;
scopeKey: string;
candidate?: object;
membershipRevision: number;
portfolioProjection: string;
portfolios: { accountId: string; dataRevision: number }[];
revision: string;
scopeKey: string;
sources: ForecastSourceVersion[];
timestamps: { resourceKey: string; at: string }[];
timestamps: { at: string; resourceKey: string }[];
userId: string;
}) {
return this.prisma.$transaction(async (tx) => {
const owner = { userId: input.userId, revision: input.revision };
@@ -54,9 +56,9 @@ export class ForecastRepository {
where: { userId_revision_scopeKey: key },
});
const fallback =
previous?.membershipRevision === input.membershipRevision
? previous
: null;
previous?.membershipRevision === input.membershipRevision ?
previous :
null;
if (!input.candidate) return fallback;
const portfolios = await tx.tbankPortfolio.findMany({
where: {
@@ -74,15 +76,16 @@ export class ForecastRepository {
row.dataRevision === expected.dataRevision,
),
)
)
) {
return fallback;
}
// Four identity parameters per source: stay below SQLite's parameter limit.
const sources: ForecastSourceVersion[] = [];
for (
let offset = 0;
offset < input.sources.length;
offset += forecastSourceReadBatchSize
)
) {
sources.push(
...(await tx.tbankInstrumentSource.findMany({
where: {
@@ -106,6 +109,7 @@ export class ForecastRepository {
},
})),
);
}
if (
input.sources.some(
(expected) =>
@@ -119,8 +123,9 @@ export class ForecastRepository {
row.fetchedAt.valueOf() === expected.fetchedAt.valueOf(),
),
)
)
) {
return fallback;
}
const revisions = JSON.parse(
JSON.stringify({
portfolioProjection: input.portfolioProjection,
@@ -133,8 +138,9 @@ export class ForecastRepository {
fallback &&
isDeepStrictEqual(fallback.dependencyRevisions, revisions) &&
isDeepStrictEqual(fallback.sourceTimestamps, timestamps)
)
) {
return fallback;
}
const data = {
membershipRevision: input.membershipRevision,
payload: JSON.parse(
src/modules/investments/portfolio/infrastructure/portfolio.repository.ts
+13 -9
View File
@@ -1,18 +1,20 @@
import {
tbankSourceTtlMs,
tbankSourceNeedsRefresh,
} from '../../../../integrations/tbank/tbank.api';
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { PrismaService } from '../../../../prisma/prisma.service';
import type { Prisma } from '../../../../../generated/prisma/client';
import type { PortfolioDto } from '../presentation/portfolio.dto';
import {
tbankSourceNeedsRefresh,
tbankSourceTtlMs,
} from '../../../../integrations/tbank/tbank.api';
import { PrismaService } from '../../../../prisma/prisma.service';
type PortfolioAttempt = {
id: string;
attemptId: string;
userId: string;
id: string;
revision: string;
userId: string;
};
export const portfolioFreshForMs = tbankSourceTtlMs.portfolio;
@@ -71,8 +73,9 @@ export class PortfolioRepository {
!force &&
snapshot &&
!tbankSourceNeedsRefresh('portfolio', snapshot.fetchedAt, new Date())
)
) {
return null;
}
const scope = { userId, revision, scopeKey: portfolioWorkKey(accountId) };
const previous = await tx.tbankSyncWork.findUnique({
where: { userId_revision_scopeKey: scope },
@@ -81,8 +84,9 @@ export class PortfolioRepository {
previous?.state === 'running' &&
previous.processRunId === processRunId &&
active.has(previous.attemptId)
)
) {
return { work: previous, launch: false };
}
const data = {
state: 'running',
attemptId: randomUUID(),
src/modules/investments/portfolio/infrastructure/tbank-portfolio.mapper.ts
+2 -2
View File
@@ -1,12 +1,12 @@
import type { Money } from '../../../../common/money.types';
import {
add,
formatDecimal,
isZero,
multiply,
} from '../../../../common/decimal';
import type { Money } from '../../../../common/money.types';
import { decimal } from '../../../../integrations/tbank/decimal';
import {
TbankPortfolio,
TbankPositions,
src/modules/investments/portfolio/portfolio.api.ts
+3 -3
View File
@@ -1,8 +1,8 @@
export { ForecastService } from './application/forecast.service';
export { PortfolioService } from './application/portfolio.service';
// Public cross-module surface. Nest providers are exported by the matching module.
export {
PortfolioDto,
PortfolioPositionDto,
} from './presentation/portfolio.dto';
export { PortfolioService } from './application/portfolio.service';
export { ForecastService } from './application/forecast.service';
src/modules/investments/portfolio/portfolio.module.ts
+6 -5
View File
@@ -1,12 +1,13 @@
import { ForecastService } from './application/forecast.service';
import { ForecastRepository } from './infrastructure/forecast.repository';
import { InstrumentSourcesModule } from '../instruments/instrument-sources.module';
import { PortfolioRepository } from './infrastructure/portfolio.repository';
import { Module } from '@nestjs/common';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { PortfolioController } from './presentation/portfolio.controller';
import { InstrumentSourcesModule } from '../instruments/instrument-sources.module';
import { ForecastService } from './application/forecast.service';
import { PortfolioService } from './application/portfolio.service';
import { ForecastRepository } from './infrastructure/forecast.repository';
import { PortfolioRepository } from './infrastructure/portfolio.repository';
import { PortfolioController } from './presentation/portfolio.controller';
@Module({
imports: [AuthModule, TbankModule, InstrumentSourcesModule],
src/modules/investments/portfolio/presentation/portfolio.controller.ts
+6 -4
View File
@@ -1,11 +1,13 @@
import { InvestmentReadQueryDto } from '../../investment-resource.dto';
import { Controller, Get, Param, Req, Query, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import type { Request } from 'express';
import { Controller, Get, Param, Query, Req, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import { ApiProblemResponses } from '../../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../../auth/auth.api';
import { PortfolioResourceDto } from './portfolio.dto';
import { InvestmentReadQueryDto } from '../../investment-resource.dto';
import { PortfolioService } from '../application/portfolio.service';
import { PortfolioResourceDto } from './portfolio.dto';
@ApiTags('brokerage-accounts')
@ApiProblemResponses()
src/modules/investments/portfolio/presentation/portfolio.dto.ts
+13 -11
View File
@@ -1,17 +1,18 @@
import { InvestmentResourceMetaDto } from '../../investment-resource.dto';
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
import { MoneyDto } from '../../../../common/money.dto';
import { AccountReferenceDto } from '../../account-reference.dto';
import { InvestmentResourceMetaDto } from '../../investment-resource.dto';
export class PortfolioPositionDto {
@ApiPropertyOptional({ type: String, nullable: true })
instrumentUid?: string | null;
instrumentUid?: null | string;
@ApiPropertyOptional({ type: AccountReferenceDto })
account?: AccountReferenceDto;
@ApiProperty({ type: String, nullable: true })
declare figi: string | null;
declare figi: null | string;
@ApiProperty()
declare displayName: string;
@@ -44,13 +45,13 @@ export class PortfolioPositionDto {
declare absoluteReturn: MoneyDto | null;
@ApiProperty({ type: String, nullable: true })
declare isin: string | null;
declare isin: null | string;
@ApiProperty({ type: String, nullable: true })
declare ticker: string | null;
declare ticker: null | string;
@ApiProperty({ type: String, nullable: true })
declare logoName: string | null;
declare logoName: null | string;
}
export class PortfolioStructureCategoryDto {
@@ -66,7 +67,7 @@ export class PortfolioStructureCategoryDto {
description:
'Percentage including cash, rounded to six decimal places. Null for incomplete, negative or zero-total compositions.',
})
declare sharePercent: string | null;
declare sharePercent: null | string;
}
export class PortfolioStructureCurrencyDto {
@@ -81,7 +82,7 @@ export class PortfolioStructureCurrencyDto {
})
declare hasNegativeValues: boolean;
@ApiProperty({ type: [PortfolioStructureCategoryDto] })
@ApiProperty({ type: PortfolioStructureCategoryDto, isArray: true })
declare categories: PortfolioStructureCategoryDto[];
}
@@ -94,11 +95,11 @@ export class PortfolioUnvaluedCategoryDto {
}
export class PortfolioStructureDto {
@ApiProperty({ type: [PortfolioStructureCurrencyDto] })
@ApiProperty({ type: PortfolioStructureCurrencyDto, isArray: true })
declare currencies: PortfolioStructureCurrencyDto[];
@ApiProperty({
type: [PortfolioUnvaluedCategoryDto],
type: PortfolioUnvaluedCategoryDto, isArray: true,
description:
'Positions without current value and known valuation currency. Shares are unavailable across all currencies when nonempty.',
})
@@ -127,7 +128,8 @@ export class PortfolioDto {
export class PortfolioResourceDto {
@ApiProperty({ type: PortfolioDto, nullable: true })
declare data: PortfolioDto | null;
declare data: null | PortfolioDto;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
src/modules/investments/tbank-connection/tbank-connection.controller.ts
+3 -1
View File
@@ -1,3 +1,5 @@
import type { Request } from 'express';
import {
Body,
Controller,
@@ -15,7 +17,7 @@ import {
ApiOkResponse,
ApiTags,
} from '@nestjs/swagger';
import type { Request } from 'express';
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../auth/auth.api';
import {
src/modules/investments/tbank-connection/tbank-connection.dto.ts
+1 -1
View File
@@ -16,5 +16,5 @@ export class TbankConnectionStatusDto {
declare connected: boolean;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare connectedAt: string | null;
declare connectedAt: null | string;
}
src/modules/investments/tbank-connection/tbank-connection.module.ts
+1
View File
@@ -1,4 +1,5 @@
import { Module } from '@nestjs/common';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { TbankConnectionController } from './tbank-connection.controller';
src/modules/investments/tbank-connection/tbank-connection.service.ts
+2 -1
View File
@@ -1,8 +1,9 @@
import { BadRequestException, Inject, Injectable } from '@nestjs/common';
import {
supportedTbankAccounts,
TbankClient,
TbankTokenService,
supportedTbankAccounts,
} from '../../../integrations/tbank/tbank.api';
import { PrismaService } from '../../../prisma/prisma.service';
src/modules/investments/tbank-sync/tbank-screen.spec.ts
+2 -1
View File
@@ -40,8 +40,9 @@ describe('manual sync screen boundary', () => {
from: '2026-02-01',
to: '2026-01-01',
},
] as Parameters<typeof normalizeScreen>[0][])
] as Parameters<typeof normalizeScreen>[0][]) {
expect(() => normalizeScreen(scope)).toThrow();
}
});
it('retains inclusive calendar days, rejecting instant values for date-only owners', () => {
const scope = {
src/modules/investments/tbank-sync/tbank-screen.ts
+40 -29
View File
@@ -1,4 +1,5 @@
import { BadRequestException } from '@nestjs/common';
import type { InvestmentScreenDto } from './tbank-sync.dto';
// Reject fields from other screens before reserving any source work.
@@ -41,68 +42,78 @@ export function normalizeScreen(
});
};
if (!allowed[input.screen]) fail();
for (const key of Object.keys(input))
for (const key of Object.keys(input)) {
if (
key !== 'screen' &&
input[key as keyof InvestmentScreenDto] !== undefined &&
!allowed[input.screen].includes(key)
)
) {
fail();
}
}
const accountId = input.accountId?.trim();
const query = input.query?.trim().toUpperCase();
if (
['account', 'operations', 'income', 'events'].includes(input.screen) &&
['account', 'events', 'income', 'operations'].includes(input.screen) &&
!accountId
)
) {
fail();
if (
['stocks', 'bonds'].includes(input.screen) &&
(!query || query.length < 2)
)
fail();
if (['stock', 'bond'].includes(input.screen) && !input.instrumentUid) fail();
if (input.accountId !== undefined && !accountId) fail();
if (['income', 'events'].includes(input.screen)) {
if (input.screen === 'income' && Boolean(input.from) !== Boolean(input.to))
fail();
for (const value of [input.from, input.to])
if (value && !/^\d{4}-\d{2}-\d{2}$/.test(value)) fail();
}
if (input.from && input.to && new Date(input.from) > new Date(input.to))
if (
['bonds', 'stocks'].includes(input.screen) &&
(!query || query.length < 2)
) {
fail();
}
if (['bond', 'stock'].includes(input.screen) && !input.instrumentUid) fail();
if (input.accountId !== undefined && !accountId) fail();
if (['events', 'income'].includes(input.screen)) {
if (input.screen === 'income' && Boolean(input.from) !== Boolean(input.to)) {
fail();
}
for (const value of [input.from, input.to]) {
if (value && !/^\d{4}-\d{2}-\d{2}$/.test(value)) fail();
}
}
if (input.from && input.to && new Date(input.from) > new Date(input.to)) {
fail();
}
if (
input.screen === 'events' &&
input.to &&
(input.from ?? new Date().toISOString().slice(0, 10)) > input.to
)
) {
fail();
}
if (
input.candleRange &&
new Date(input.candleRange.from) >= new Date(input.candleRange.to)
)
) {
fail();
}
// Fixed field order is part of coalescing, irrespective of JSON input order.
return {
screen: input.screen,
...(accountId ? { accountId } : {}),
...(input.from ? { from: input.from } : {}),
...(input.to ? { to: input.to } : {}),
...(input.instrumentUid
? { instrumentUid: input.instrumentUid.toLowerCase() }
: {}),
...(input.instrumentUid ?
{ instrumentUid: input.instrumentUid.toLowerCase() } :
{}),
...(query ? { query } : {}),
...(input.candlePeriod ? { candlePeriod: input.candlePeriod } : {}),
...(input.candleRange
? {
...(input.candleRange ?
{
candleRange: {
from: new Date(input.candleRange.from).toISOString(),
to: new Date(input.candleRange.to).toISOString(),
},
}
: {}),
...(input.categories
? { categories: [...new Set(input.categories)].sort() }
: {}),
} :
{}),
...(input.categories ?
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
{ categories: [...new Set(input.categories)].sort() } :
{}),
...(input.limit !== undefined ? { limit: input.limit } : {}),
};
}
src/modules/investments/tbank-sync/tbank-sync.controller.ts
+9 -5
View File
@@ -1,6 +1,8 @@
import type { Request } from 'express';
import {
Body,
BadRequestException,
Body,
Controller,
Get,
HttpCode,
@@ -19,17 +21,17 @@ import {
ApiOkResponse,
ApiTags,
} from '@nestjs/swagger';
import type { Request } from 'express';
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../auth/auth.api';
import {
InvestmentScreenDto,
IncomeInvestmentScreenDto,
EventsInvestmentScreenDto,
TimestampInvestmentScreenDto,
IncomeInvestmentScreenDto,
InvestmentScreenDto,
investmentScreenSchema,
TbankSyncAcceptedDto,
TbankSyncStatusDto,
TimestampInvestmentScreenDto,
} from './tbank-sync.dto';
import { TbankSyncService } from './tbank-sync.service';
@@ -53,6 +55,7 @@ export class TbankSyncController {
@Req() request: Request & { user: AccessPayload },
@Body(
new ValidationPipe({
forbidUnknownValues: true,
expectedType: InvestmentScreenDto,
transform: true,
whitelist: true,
@@ -65,6 +68,7 @@ export class TbankSyncController {
) {
return this.sync.request(request.user.sub, input as InvestmentScreenDto);
}
@Get(':id')
@ApiOkResponse({ type: TbankSyncStatusDto })
status(
src/modules/investments/tbank-sync/tbank-sync.dto.ts
+24 -3
View File
@@ -20,6 +20,7 @@ import {
MinLength,
ValidateNested,
} from 'class-validator';
import { InvestmentResourceMetaDto } from '../investment-resource.dto';
import { operationCategories } from '../operations/operations.api';
@@ -46,12 +47,14 @@ export class InvestmentScreenDto {
@ApiProperty({ enum: investmentScreens })
@IsIn(investmentScreens)
declare screen: (typeof investmentScreens)[number];
@ApiPropertyOptional()
@IsOptional()
@IsString()
@MinLength(1)
@MaxLength(maxAccountIdLength)
accountId?: string;
@ApiPropertyOptional({
oneOf: [
{ type: 'string', format: 'date' },
@@ -61,6 +64,7 @@ export class InvestmentScreenDto {
@IsOptional()
@IsDateString({ strict: true })
from?: string;
@ApiPropertyOptional({
oneOf: [
{ type: 'string', format: 'date' },
@@ -70,30 +74,36 @@ export class InvestmentScreenDto {
@IsOptional()
@IsDateString({ strict: true })
to?: string;
@ApiPropertyOptional({ format: 'uuid' })
@IsOptional()
@IsUUID()
instrumentUid?: string;
@ApiPropertyOptional()
@IsOptional()
@IsString()
@MinLength(2)
@MaxLength(maxQueryLength)
query?: string;
@ApiPropertyOptional({ enum: ['month', 'halfYear', 'year', 'all'] })
@IsOptional()
@IsIn(['month', 'halfYear', 'year', 'all'])
candlePeriod?: 'month' | 'halfYear' | 'year' | 'all';
candlePeriod?: 'all' | 'halfYear' | 'month' | 'year';
@ApiPropertyOptional({ type: SyncCandleRangeDto })
@IsOptional()
@ValidateNested()
@Type(() => SyncCandleRangeDto)
candleRange?: SyncCandleRangeDto;
@ApiPropertyOptional({ enum: operationCategories, isArray: true })
@IsOptional()
@IsArray()
@IsIn(operationCategories, { each: true })
categories?: (typeof operationCategories)[number][];
@ApiPropertyOptional({ minimum: 1, maximum: maxPageSize })
@IsOptional()
@IsInt()
@@ -106,6 +116,7 @@ export class IncomeInvestmentScreenDto extends PickType(InvestmentScreenDto, [
'accountId',
]) {
@ApiProperty({ enum: ['income'] }) declare screen: 'income';
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-matches-property-optionality -- Overrides optional metadata inherited through PickType.
@ApiProperty({ required: true }) declare accountId: string;
@ApiPropertyOptional({
format: 'date',
@@ -113,6 +124,7 @@ export class IncomeInvestmentScreenDto extends PickType(InvestmentScreenDto, [
'Inclusive start calendar date in Europe/Moscow (YYYY-MM-DD). Supply both from and to, or neither for the current Moscow month.',
})
from?: string;
@ApiPropertyOptional({
format: 'date',
description:
@@ -125,6 +137,7 @@ export class EventsInvestmentScreenDto extends PickType(InvestmentScreenDto, [
'accountId',
]) {
@ApiProperty({ enum: ['events'] }) declare screen: 'events';
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-matches-property-optionality -- Overrides optional metadata inherited through PickType.
@ApiProperty({ required: true }) declare accountId: string;
@ApiPropertyOptional({
format: 'date',
@@ -132,6 +145,7 @@ export class EventsInvestmentScreenDto extends PickType(InvestmentScreenDto, [
'Inclusive UTC calendar start date (YYYY-MM-DD). May be supplied independently; defaults to today in UTC.',
})
from?: string;
@ApiPropertyOptional({
format: 'date',
description:
@@ -157,11 +171,13 @@ export class TimestampInvestmentScreenDto extends OmitType(
// The runtime validator retains legacy date-only inputs; the public contract uses instants.
@ApiProperty({ enum: timestampScreens })
declare screen: (typeof timestampScreens)[number];
@ApiPropertyOptional({
format: 'date-time',
description: 'Start instant for operations.',
})
from?: string;
@ApiPropertyOptional({
format: 'date-time',
description: 'End instant for operations.',
@@ -194,6 +210,7 @@ export class TbankSyncAcceptedDto {
@ApiProperty({ format: 'uuid' }) declare id: string;
@ApiProperty({ type: Object, ...investmentScreenSchema })
declare scope: InvestmentScreenDto;
@ApiProperty({ format: 'date-time' }) declare now: string;
}
export class TbankSyncProgressDto {
@@ -205,13 +222,17 @@ export class TbankSyncStatusDto {
@ApiProperty({ format: 'uuid' }) declare id: string;
@ApiProperty({ type: Object, ...investmentScreenSchema, nullable: true })
declare scope: InvestmentScreenDto | null;
@ApiProperty({ format: 'date-time' }) declare now: string;
@ApiProperty({ enum: ['running', 'succeeded', 'failed', 'cancelled'] })
declare state: 'running' | 'succeeded' | 'failed' | 'cancelled';
declare state: 'cancelled' | 'failed' | 'running' | 'succeeded';
@ApiProperty({ type: String, nullable: true }) declare errorCode:
string | null;
null | string;
@ApiProperty({ type: TbankSyncProgressDto })
declare progress: TbankSyncProgressDto;
@ApiProperty({ type: InvestmentResourceMetaDto, isArray: true })
declare resources: InvestmentResourceMetaDto[];
}
src/modules/investments/tbank-sync/tbank-sync.module.ts
+7 -6
View File
@@ -1,16 +1,17 @@
import { Module } from '@nestjs/common';
import { AuthModule } from '../../auth/auth.module';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { PortfolioModule } from '../portfolio/portfolio.module';
import { OperationsModule } from '../operations/operations.module';
import { InstrumentSourcesModule } from '../instruments/instrument-sources.module';
import { InstrumentsModule } from '../instruments/instruments.module';
import { AuthModule } from '../../auth/auth.module';
import { BrokerageAccountsModule } from '../brokerage-accounts/brokerage-accounts.module';
import { IncomeModule } from '../income/income.module';
import { InstrumentSourcesModule } from '../instruments/instrument-sources.module';
import { InstrumentsModule } from '../instruments/instruments.module';
import { OperationsModule } from '../operations/operations.module';
import { PortfolioModule } from '../portfolio/portfolio.module';
import { UpcomingEventsModule } from '../upcoming-events/upcoming-events.module';
import { TbankSyncController } from './tbank-sync.controller';
import { TbankSyncService } from './tbank-sync.service';
import { TbankSyncRepository } from './tbank-sync.repository';
import { TbankSyncService } from './tbank-sync.service';
@Module({
imports: [
AuthModule,
src/modules/investments/tbank-sync/tbank-sync.repository.ts
+13 -8
View File
@@ -1,13 +1,15 @@
import { Injectable } from '@nestjs/common';
import { createHash, randomUUID } from 'node:crypto';
import type { Prisma } from '../../../../generated/prisma/client';
import { PrismaService } from '../../../prisma/prisma.service';
import type { TbankSyncAttempt } from '../../../integrations/tbank/tbank.api';
import type { InvestmentScreenDto } from './tbank-sync.dto';
export type ScreenIntent = { scope: InvestmentScreenDto; now: string };
import { PrismaService } from '../../../prisma/prisma.service';
export type ScreenIntent = { now: string; scope: InvestmentScreenDto };
export type ScreenProgress = {
children: string[];
attempts?: Record<string, string>;
children: string[];
dispatched: boolean;
};
@Injectable()
@@ -38,8 +40,9 @@ export class TbankSyncRepository {
(await tx.tbankSyncWork.count({
where: { userId, revision, id: { in: children }, state: 'running' },
}))
)
) {
return { work: previous, launch: false };
}
}
const data = {
attemptId: randomUUID(),
@@ -60,6 +63,7 @@ export class TbankSyncRepository {
return { work, launch: true };
});
}
read(userId: string, revision: string, id: string) {
return this.prisma.$transaction(async (tx) => {
const work = await tx.tbankSyncWork.findFirst({
@@ -75,19 +79,20 @@ export class TbankSyncRepository {
work,
children: children.map((child) =>
progress.attempts?.[child.id] &&
progress.attempts[child.id] !== child.attemptId
? { ...child, state: 'cancelled', errorCode: null }
: child,
progress.attempts[child.id] !== child.attemptId ?
{ ...child, state: 'cancelled', errorCode: null } :
child,
),
progress,
};
});
}
async progress(
attempt: TbankSyncAttempt,
children: string[],
dispatched: boolean,
errorCode: string | null = null,
errorCode: null | string = null,
) {
return this.prisma.$transaction(async (tx) => {
const previous = await tx.tbankSyncWork.findFirst({ where: attempt });
src/modules/investments/tbank-sync/tbank-sync.service.ts
+136 -119
View File
@@ -1,43 +1,45 @@
import {
Injectable,
ConflictException,
Injectable,
NotFoundException,
ServiceUnavailableException,
} from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import type { InvestmentResourceMetaDto } from '../investment-resource.dto';
import {
InstrumentMetadataService,
TbankAccessService,
TbankMembershipService,
InstrumentMetadataService,
type TbankSyncAttempt,
} from '../../../integrations/tbank/tbank.api';
import { PortfolioService } from '../portfolio/portfolio.api';
import { BrokerageAccountsService } from '../brokerage-accounts/brokerage-accounts-read.api';
import { IncomeAnalyticsService } from '../income/income-read.api';
import {
BrokerageOperationsService,
BrokerageOperationsSyncService,
type OperationInterval,
} from '../operations/operations.api';
BondIncomeService,
StockIncomeService,
} from '../instruments/instrument-income.api';
import {
CandleService,
CatalogDiscoveryService,
CatalogEnrichmentService,
} from '../instruments/instruments.api';
import {
StockIncomeService,
BondIncomeService,
} from '../instruments/instrument-income.api';
import { BrokerageAccountsService } from '../brokerage-accounts/brokerage-accounts-read.api';
import { IncomeAnalyticsService } from '../income/income-read.api';
import { UpcomingEventsService } from '../upcoming-events/upcoming-events-read.api';
import { planInvestmentScreen } from '../investment-sync-plan';
import type { InvestmentResourceMetaDto } from '../investment-resource.dto';
import {
TbankSyncRepository,
type ScreenIntent,
} from './tbank-sync.repository';
import { InvestmentScreenDto, TbankSyncStatusDto } from './tbank-sync.dto';
import { normalizeScreen } from './tbank-screen';
import { investmentResourceMeta } from '../investment-resource.mapper';
import { planInvestmentScreen } from '../investment-sync-plan';
import {
BrokerageOperationsService,
BrokerageOperationsSyncService,
type OperationInterval,
} from '../operations/operations.api';
import { PortfolioService } from '../portfolio/portfolio.api';
import { UpcomingEventsService } from '../upcoming-events/upcoming-events-read.api';
import { normalizeScreen } from './tbank-screen';
import { InvestmentScreenDto, TbankSyncStatusDto } from './tbank-sync.dto';
import {
type ScreenIntent,
TbankSyncRepository,
} from './tbank-sync.repository';
@Injectable()
export class TbankSyncService {
@@ -88,7 +90,7 @@ export class TbankSyncService {
private async dispatch(attempt: TbankSyncAttempt, intent: ScreenIntent) {
const children: string[] = [];
const add = async (ids: (string | null | undefined)[]) => {
const add = async (ids: (null | string | undefined)[]) => {
children.push(...ids.filter((id): id is string => Boolean(id)));
await this.repository.progress(attempt, children, false);
};
@@ -107,14 +109,14 @@ export class TbankSyncService {
accountScope === 'all' || account.accountId === accountScope,
);
if (
['accounts', 'account', 'events', 'stock', 'bond'].includes(
['account', 'accounts', 'bond', 'events', 'stock'].includes(
scope.screen,
)
) {
for (const account of scope.screen === 'stock' ||
scope.screen === 'bond'
? current.accounts
: selectedAccounts) {
scope.screen === 'bond' ?
current.accounts :
selectedAccounts) {
const work = await this.portfolio.request(
userId,
revision,
@@ -127,9 +129,9 @@ export class TbankSyncService {
}
const saved = await this.portfolio.read(
userId,
scope.screen === 'stock' || scope.screen === 'bond'
? 'all'
: accountScope,
scope.screen === 'stock' || scope.screen === 'bond' ?
'all' :
accountScope,
true,
);
const positions = saved.data?.positions ?? [];
@@ -137,8 +139,8 @@ export class TbankSyncService {
...new Map(
positions.flatMap((position) =>
position.instrumentUid &&
(position.type === 'STOCK' || position.type === 'BOND')
? [
(position.type === 'STOCK' || position.type === 'BOND') ?
[
[
position.instrumentUid,
{
@@ -147,27 +149,27 @@ export class TbankSyncService {
historyFrom: null,
},
] as const,
]
: [],
] :
[],
),
).values(),
];
const plan = planInvestmentScreen(
{
...scope,
candleRange: scope.candleRange
? {
candleRange: scope.candleRange ?
{
from: new Date(scope.candleRange.from),
to: new Date(scope.candleRange.to),
}
: undefined,
} :
undefined,
},
{
accounts: selectedAccounts,
instruments:
scope.screen === 'stocks' || scope.screen === 'bonds'
? []
: instruments,
scope.screen === 'stocks' || scope.screen === 'bonds' ?
[] :
instruments,
membershipKnown: Boolean(current.membershipAt),
},
now,
@@ -177,20 +179,20 @@ export class TbankSyncService {
source.kind === 'operations' &&
source.accountId &&
source.from &&
source.to
? [
source.to ?
[
{
accountId: source.accountId,
from: source.from,
to: source.to,
...(source.instrumentUid
? { instrumentUid: source.instrumentUid }
: {}),
...(source.instrumentUid ?
{ instrumentUid: source.instrumentUid } :
{}),
},
]
: [],
] :
[],
);
if (intervals.length)
if (intervals.length) {
await add([
await this.operations.request(
userId,
@@ -200,24 +202,27 @@ export class TbankSyncService {
revision,
),
]);
}
for (const source of plan.sources) {
const uid = source.instrumentUid;
const type = source.instrumentType === 'BOND' ? 'bond' : 'share';
if (source.kind === 'catalog')
if (source.kind === 'catalog') {
await add(
await this.discovery.refresh(userId, revision, {
instrumentType: type,
query: source.query ?? '',
}),
);
}
if (!uid) continue;
if (source.kind === 'metadata')
if (source.kind === 'metadata') {
await add([
await this.metadata.request(userId, revision, {
instrumentUid: uid,
}),
]);
if (source.kind === 'quote')
}
if (source.kind === 'quote') {
await add(
await this.sources.requestMany(
userId,
@@ -233,7 +238,8 @@ export class TbankSyncService {
],
),
);
if (source.kind === 'company')
}
if (source.kind === 'company') {
await add(
await this.sources.requestMany(
userId,
@@ -244,7 +250,8 @@ export class TbankSyncService {
['description', 'fundamentals'],
),
);
if (source.kind === 'metrics')
}
if (source.kind === 'metrics') {
await add(
await this.sources.requestMany(
userId,
@@ -255,7 +262,8 @@ export class TbankSyncService {
['coupons', 'yield', 'rating'],
),
);
if (source.kind === 'calendar' && source.from && source.to)
}
if (source.kind === 'calendar' && source.from && source.to) {
await add(
await this.sources.requestMany(
userId,
@@ -264,11 +272,11 @@ export class TbankSyncService {
[uid],
true,
[
type === 'share'
? 'dividends'
: scope.screen === 'bond'
? 'coupons'
: 'bond-events',
type === 'share' ?
'dividends' :
scope.screen === 'bond' ?
'coupons' :
'bond-events',
],
{
from: source.from.toISOString().slice(0, 10),
@@ -279,6 +287,7 @@ export class TbankSyncService {
},
),
);
}
}
if (
(scope.screen === 'stock' || scope.screen === 'bond') &&
@@ -292,14 +301,14 @@ export class TbankSyncService {
uid: scope.instrumentUid,
instrumentType: scope.screen === 'bond' ? 'bond' : 'share',
period: scope.candlePeriod ?? 'month',
...(scope.candleRange
? {
...(scope.candleRange ?
{
range: {
from: new Date(scope.candleRange.from),
to: new Date(scope.candleRange.to),
},
}
: {}),
} :
{}),
},
now,
true,
@@ -324,15 +333,16 @@ export class TbankSyncService {
});
const saved = await this.repository.read(userId, connection.revision, id);
if (!saved) throw new NotFoundException();
if (!saved.work.scopeKey.startsWith('screen:'))
if (!saved.work.scopeKey.startsWith('screen:')) {
return this.sourceStatus(userId, saved.work);
}
const intent = saved.work.intent as unknown as ScreenIntent;
await this.access.local(userId, intent.scope.accountId);
const children = await Promise.all(
saved.children.map((child) =>
child.state === 'superseded'
? this.operations.observe(userId, child.id)
: Promise.resolve(child),
child.state === 'superseded' ?
this.operations.observe(userId, child.id) :
Promise.resolve(child),
),
);
const running = children.some((child) => child.state === 'running');
@@ -342,21 +352,22 @@ export class TbankSyncService {
null;
const state =
saved.work.processRunId !== this.runId &&
(!saved.progress.dispatched || running)
? 'cancelled'
: !saved.progress.dispatched || running
? 'running'
: failed
? 'failed'
: children.some((child) => child.state === 'cancelled')
? 'cancelled'
: 'succeeded';
(!saved.progress.dispatched || running) ?
'cancelled' :
!saved.progress.dispatched || running ?
'running' :
failed ?
'failed' :
children.some((child) => child.state === 'cancelled') ?
'cancelled' :
'succeeded';
const resources = await this.observe(userId, intent.scope);
if (
(await this.access.local(userId, intent.scope.accountId)).revision !==
connection.revision
)
) {
throw new NotFoundException();
}
return {
id,
...intent,
@@ -380,16 +391,16 @@ export class TbankSyncService {
const add = async (read: Promise<{ meta: InvestmentResourceMetaDto }>) => {
resources.push((await read).meta);
};
if (work.scopeKey === 'membership')
if (work.scopeKey === 'membership') {
await add(this.accounts.list(userId, true));
else if (
} else if (
input.source === 'portfolio' &&
typeof input.accountId === 'string'
)
) {
await add(this.portfolio.read(userId, input.accountId, true));
else if (input.source === 'catalog') {
} else if (input.source === 'catalog') {
const type = input.instrumentType === 'bond' ? 'bond' : 'share';
if (typeof input.query === 'string')
if (typeof input.query === 'string') {
await add(
this.discovery.search(
userId,
@@ -401,14 +412,14 @@ export class TbankSyncService {
true,
),
);
else if (
} else if (
typeof input.uid === 'string' &&
typeof input.kind === 'string'
) {
const range =
typeof input.rangeKey === 'string' && input.rangeKey.startsWith('[')
? (JSON.parse(input.rangeKey) as string[])
: null;
typeof input.rangeKey === 'string' && input.rangeKey.startsWith('[') ?
(JSON.parse(input.rangeKey) as string[]) :
null;
const sources = await this.sources.readMany(
userId,
type,
@@ -417,9 +428,9 @@ export class TbankSyncService {
[
input.kind as Parameters<
CatalogEnrichmentService['readMany']
>[4] extends (infer K)[] | undefined
? K
: never,
>[4] extends (infer K)[] | undefined ?
K :
never,
],
range ? { from: range[0], to: range[1] } : undefined,
);
@@ -452,7 +463,7 @@ export class TbankSyncService {
{
uid: input.uid,
instrumentType: input.instrumentType === 'bond' ? 'bond' : 'share',
period: input.period as 'month' | 'halfYear' | 'year' | 'all',
period: input.period as 'all' | 'halfYear' | 'month' | 'year',
},
true,
),
@@ -475,21 +486,22 @@ export class TbankSyncService {
);
}
}
const observed = work.scopeKey.startsWith('operations:')
? await this.operations.observe(userId, work.id)
: work;
const observed = work.scopeKey.startsWith('operations:') ?
await this.operations.observe(userId, work.id) :
work;
const state =
observed.state === 'running'
? observed.updatedAt < this.startedAt
? 'cancelled'
: 'running'
: observed.state === 'failed'
? 'failed'
: observed.state === 'cancelled'
? 'cancelled'
: 'succeeded';
if ((await this.access.local(userId)).revision !== work.revision)
observed.state === 'running' ?
observed.updatedAt < this.startedAt ?
'cancelled' :
'running' :
observed.state === 'failed' ?
'failed' :
observed.state === 'cancelled' ?
'cancelled' :
'succeeded';
if ((await this.access.local(userId)).revision !== work.revision) {
throw new NotFoundException();
}
return {
id: work.id,
scope: null,
@@ -511,14 +523,15 @@ export class TbankSyncService {
resources.push((await read).meta);
};
const account = scope.accountId ?? 'all';
if (scope.screen === 'accounts')
if (scope.screen === 'accounts') {
await add(this.accounts.list(userId, true));
}
if (scope.screen === 'account') {
await add(this.portfolio.read(userId, account, true));
await add(this.income.summary(userId, account, true));
await add(this.events.get(userId, account, { sync: 'observe' }));
}
if (['account', 'operations', 'stock', 'bond'].includes(scope.screen))
if (['account', 'bond', 'operations', 'stock'].includes(scope.screen)) {
await add(
this.ledger.read(userId, account, {
from: scope.from,
@@ -529,11 +542,13 @@ export class TbankSyncService {
sync: 'observe',
}),
);
if (scope.screen === 'income')
}
if (scope.screen === 'income') {
await add(
this.income.analytics(userId, account, scope.from, scope.to, true),
);
if (scope.screen === 'events')
}
if (scope.screen === 'events') {
await add(
this.events.get(userId, account, {
from: scope.from,
@@ -541,9 +556,10 @@ export class TbankSyncService {
sync: 'observe',
}),
);
}
const type =
scope.screen === 'bond' || scope.screen === 'bonds' ? 'bond' : 'share';
if (scope.screen === 'stocks' || scope.screen === 'bonds')
if (scope.screen === 'stocks' || scope.screen === 'bonds') {
await add(
this.discovery.search(
userId,
@@ -551,6 +567,7 @@ export class TbankSyncService {
true,
),
);
}
if (
(scope.screen === 'stock' || scope.screen === 'bond') &&
scope.instrumentUid
@@ -574,27 +591,27 @@ export class TbankSyncService {
uid,
instrumentType: type,
period: scope.candlePeriod ?? 'month',
...(scope.candleRange
? {
...(scope.candleRange ?
{
range: {
from: new Date(scope.candleRange.from),
to: new Date(scope.candleRange.to),
},
}
: {}),
} :
{}),
},
true,
),
);
await add(
type === 'share'
? this.stockIncome.readPosition(userId, uid, true)
: this.bondIncome.readPosition(userId, uid, true),
type === 'share' ?
this.stockIncome.readPosition(userId, uid, true) :
this.bondIncome.readPosition(userId, uid, true),
);
await add(
type === 'share'
? this.stockIncome.dividends(userId, uid, true)
: this.bondIncome.coupons(userId, uid, true),
type === 'share' ?
this.stockIncome.dividends(userId, uid, true) :
this.bondIncome.coupons(userId, uid, true),
);
}
return resources;
src/modules/investments/upcoming-events/upcoming-events.controller.ts
+4 -2
View File
@@ -1,11 +1,13 @@
import type { Request } from 'express';
import { Controller, Get, Param, Query, Req, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import type { Request } from 'express';
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../auth/auth.api';
import {
UpcomingEventsResourceDto,
UpcomingEventsQueryDto,
UpcomingEventsResourceDto,
} from './upcoming-events.dto';
import { UpcomingEventsService } from './upcoming-events.service';
src/modules/investments/upcoming-events/upcoming-events.dto.ts
+11 -9
View File
@@ -1,11 +1,12 @@
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
import { IsDateString, IsOptional, Matches } from 'class-validator';
import { MoneyDto } from '../../../common/money.dto';
import { AccountReferenceDto } from '../account-reference.dto';
import {
InvestmentReadQueryDto,
InvestmentResourceMetaDto,
} from '../investment-resource.dto';
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
import { IsDateString, IsOptional, Matches } from 'class-validator';
import { MoneyDto } from '../../../common/money.dto';
import { AccountReferenceDto } from '../account-reference.dto';
export class UpcomingEventsQueryDto extends InvestmentReadQueryDto {
@ApiPropertyOptional({
@@ -43,10 +44,10 @@ export class UpcomingEventDto {
declare dateKind: 'event' | 'registry';
@ApiProperty({ type: String, nullable: true })
declare figi: string | null;
declare figi: null | string;
@ApiProperty({ type: String, nullable: true })
declare instrumentUid: string | null;
declare instrumentUid: null | string;
@ApiProperty()
declare ticker: string;
@@ -55,10 +56,10 @@ export class UpcomingEventDto {
declare displayName: string;
@ApiProperty({ type: String, nullable: true })
declare isin: string | null;
declare isin: null | string;
@ApiProperty({ type: String, nullable: true })
declare logoName: string | null;
declare logoName: null | string;
@ApiProperty({ type: MoneyDto, nullable: true })
declare projectedAmount: MoneyDto | null;
@@ -80,7 +81,8 @@ export class UpcomingEventsDto {
export class UpcomingEventsResourceDto {
@ApiProperty({ type: UpcomingEventsDto, nullable: true })
declare data: UpcomingEventsDto | null;
declare data: null | UpcomingEventsDto;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
src/modules/investments/upcoming-events/upcoming-events.module.ts
+3 -2
View File
@@ -1,8 +1,9 @@
import { InstrumentSourcesModule } from '../instruments/instrument-sources.module';
import { PortfolioModule } from '../portfolio/portfolio.module';
import { Module } from '@nestjs/common';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { InstrumentSourcesModule } from '../instruments/instrument-sources.module';
import { PortfolioModule } from '../portfolio/portfolio.module';
import { UpcomingEventsController } from './upcoming-events.controller';
import { UpcomingEventsService } from './upcoming-events.service';
src/modules/investments/upcoming-events/upcoming-events.service.spec.ts
+1 -1
View File
@@ -1,5 +1,5 @@
import { dividendEvent, bondEvent } from './upcoming-events.service';
import { decimalFromString } from '../../../common/decimal';
import { bondEvent, dividendEvent } from './upcoming-events.service';
jest.mock('../../../prisma/prisma.service', () => ({
PrismaService: class {},
}));
src/modules/investments/upcoming-events/upcoming-events.service.ts
+40 -34
View File
@@ -1,5 +1,7 @@
import { BadRequestException, Injectable } from '@nestjs/common';
import { MILLISECONDS_PER_SECOND } from '../../../common/time';
import type { MoexBondEvent } from '../../../integrations/moex/moex.api';
import {
add,
decimalFromString,
@@ -8,21 +10,21 @@ import {
multiply,
} from '../../../common/decimal';
import { MoneyDto } from '../../../common/money.dto';
import type { MoexBondEvent } from '../../../integrations/moex/moex.api';
import { MILLISECONDS_PER_SECOND } from '../../../common/time';
import { decimal } from '../../../integrations/tbank/decimal';
import {
TbankAccessService,
InstrumentMetadataService,
metadataKey,
TbankAccessService,
type TbankDividend,
} from '../../../integrations/tbank/tbank.api';
import {
PortfolioService,
ForecastService,
type PortfolioPositionDto,
} from '../portfolio/portfolio.api';
import { CatalogEnrichmentService } from '../instruments/instruments.api';
import { investmentResourceMeta } from '../investment-resource.mapper';
import {
ForecastService,
type PortfolioPositionDto,
PortfolioService,
} from '../portfolio/portfolio.api';
import {
UpcomingEventDto,
UpcomingEventsDto,
@@ -74,7 +76,7 @@ export class UpcomingEventsService {
metadata.get(metadataKey(position))?.data?.ticker ||
'',
}))
.filter((entry): entry is { uid: string; ticker: string } =>
.filter((entry): entry is { ticker: string; uid: string } =>
Boolean(entry.uid),
);
const uids = [...new Set(identities.map((entry) => entry.uid))];
@@ -82,7 +84,7 @@ export class UpcomingEventsService {
let offset = 0;
offset < uids.length;
offset += calendarReadBatchSize
)
) {
sources.push(
...(await this.sources.readMany(
userId,
@@ -98,6 +100,7 @@ export class UpcomingEventsService {
},
)),
);
}
}
for (const position of positions) {
const generic = metadata.get(metadataKey(position))?.data;
@@ -126,7 +129,7 @@ export class UpcomingEventsService {
(source) =>
source.input.uid === uid &&
source.input.kind ===
(type === 'share' ? 'dividends' : 'bond-events'),
(type === 'share' ? 'dividends' : 'bond-events'),
);
const instrument =
sources.find(
@@ -148,15 +151,15 @@ export class UpcomingEventsService {
};
const quantity = decimalFromString(position.quantity);
const projected =
type === 'share'
? (calendar.payload?.dividends ?? [])
type === 'share' ?
(calendar.payload?.dividends ?? [])
.filter(
(event) =>
event.dividendType?.toLowerCase() !== 'cancelled' &&
Boolean(event.recordDate),
)
.map((event) => dividendEvent(identity, quantity, event))
: (calendar.payload?.bondEvents ?? []).map((event) =>
.map((event) => dividendEvent(identity, quantity, event)) :
(calendar.payload?.bondEvents ?? []).map((event) =>
bondEvent(identity, quantity, event),
);
events.push(
@@ -166,9 +169,9 @@ export class UpcomingEventsService {
)
.map((event) => ({
...event,
...(accountId === 'all' && position.account
? { account: position.account }
: {}),
...(accountId === 'all' && position.account ?
{ account: position.account } :
{}),
})),
);
}
@@ -179,14 +182,14 @@ export class UpcomingEventsService {
a.type.localeCompare(b.type) ||
a.ticker.localeCompare(b.ticker),
);
const candidate: UpcomingEventsDto | undefined = ready
? {
const candidate: undefined | UpcomingEventsDto = ready ?
{
accountId,
calculatedAt: new Date().toISOString(),
events,
incomeTotalsByCurrency: incomeTotals(events),
}
: undefined;
} :
undefined;
return this.forecasts.result({
userId,
revision: connection.revision,
@@ -197,6 +200,7 @@ export class UpcomingEventsService {
candidate,
});
}
getAll(userId: string, query: UpcomingEventsQueryDto = {}) {
return this.get(userId, 'all', query);
}
@@ -205,7 +209,7 @@ export class UpcomingEventsService {
export function dividendEvent(
metadata: Pick<
UpcomingEventDto,
'figi' | 'instrumentUid' | 'ticker' | 'displayName' | 'isin' | 'logoName'
'displayName' | 'figi' | 'instrumentUid' | 'isin' | 'logoName' | 'ticker'
>,
quantity: ReturnType<typeof decimal>,
event: TbankDividend,
@@ -217,20 +221,20 @@ export function dividendEvent(
.toISOString()
.slice(0, 10),
dateKind: 'registry',
projectedAmount: event.dividendNet
? projectedMoney(
projectedAmount: event.dividendNet ?
projectedMoney(
quantity,
formatDecimal(decimal(event.dividendNet)),
event.dividendNet.currency,
)
: null,
) :
null,
};
}
export function bondEvent(
metadata: Pick<
UpcomingEventDto,
'figi' | 'instrumentUid' | 'ticker' | 'displayName' | 'isin' | 'logoName'
'displayName' | 'figi' | 'instrumentUid' | 'isin' | 'logoName' | 'ticker'
>,
quantity: ReturnType<typeof decimal>,
event: MoexBondEvent,
@@ -241,16 +245,16 @@ export function bondEvent(
date: event.date,
dateKind: 'event',
projectedAmount:
'value' in event
? projectedMoney(quantity, event.value, event.currency)
: null,
'value' in event ?
projectedMoney(quantity, event.value, event.currency) :
null,
};
}
function supported(position: Position): boolean {
return (
!isZero(decimalFromString(position.quantity)) &&
['STOCK', 'BOND'].includes(position.type)
['BOND', 'STOCK'].includes(position.type)
);
}
@@ -259,8 +263,9 @@ function dateWindow(query: UpcomingEventsQueryDto) {
const end = new Date(`${from}T00:00:00.000Z`);
end.setUTCDate(end.getUTCDate() + DEFAULT_EVENT_WINDOW_DAYS);
const to = query.to ?? end.toISOString().slice(0, 10);
if (from > to)
if (from > to) {
throw new BadRequestException({ code: 'INVALID_EVENTS_PERIOD' });
}
return { from, to };
}
@@ -280,8 +285,9 @@ function projectedMoney(
function incomeTotals(events: UpcomingEventDto[]): MoneyDto[] {
const totals = new Map<string, ReturnType<typeof decimal>>();
for (const event of events) {
if (!['coupon', 'dividend'].includes(event.type) || !event.projectedAmount)
if (!['coupon', 'dividend'].includes(event.type) || !event.projectedAmount) {
continue;
}
const current = totals.get(event.projectedAmount.currency) ?? {
value: 0n,
scale: 0,