chore: strengthen backend eslint profile
This commit is contained in:
@@ -1,47 +1,47 @@
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import type { MoexBondEvent } from '../../../../integrations/moex/moex.api';
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import { CandleRepository } from '../infrastructure/candle.repository';
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import { candleGaps, utcDay } from '../domain/candle-coverage';
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import { Injectable, NotFoundException } from '@nestjs/common';
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import { randomUUID } from 'node:crypto';
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import {
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decimalFromString,
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divide,
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formatDecimal,
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} from '../../../../common/decimal';
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import { decimal } from '../../../../integrations/tbank/decimal';
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import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
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import {
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MILLISECONDS_PER_DAY,
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MILLISECONDS_PER_SECOND,
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} from '../../../../common/time';
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import { MoexClient } from '../../../../integrations/moex/moex.api';
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import { type MoexBondEvent, MoexClient } from '../../../../integrations/moex/moex.api';
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import { NcrRatingsClient } from '../../../../integrations/ncr/ncr.api';
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import { previousClose, timestamp } from './instrument-market';
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import { Injectable, NotFoundException } from '@nestjs/common';
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import { randomUUID } from 'node:crypto';
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import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
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import { decimal } from '../../../../integrations/tbank/decimal';
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import {
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TbankAccessService,
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TbankClient,
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tbankSourceNeedsRefresh,
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tbankSourceTtlMs,
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type TbankBond,
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type TbankCandle,
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TbankClient,
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type TbankCoupon,
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type TbankDividend,
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type TbankFundamentals,
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type TbankLastPrice,
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type TbankShare,
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tbankSourceNeedsRefresh,
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tbankSourceTtlMs,
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type TbankSyncAttempt,
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} from '../../../../integrations/tbank/tbank.api';
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import { investmentResourceMeta } from '../../investment-resource.mapper';
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import { candleGaps, utcDay } from '../domain/candle-coverage';
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import { CandleRepository } from '../infrastructure/candle.repository';
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import {
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CatalogDiscoveryRepository,
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catalogScope,
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type CatalogSource,
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} from '../infrastructure/catalog-discovery.repository';
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import { catalogSearchLimit } from './catalog-selection';
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import { previousClose, timestamp } from './instrument-market';
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type Producer = {
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input: CatalogSource;
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attempt: TbankSyncAttempt;
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input: CatalogSource;
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observers: { attempt: TbankSyncAttempt; input: CatalogSource }[];
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};
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@Injectable()
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@@ -54,13 +54,13 @@ export class CatalogEnrichmentService {
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private running = false;
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private readonly completions = new Map<
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string,
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{ workId: string; done: Promise<void>; resolve: () => void }
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{ done: Promise<void>; resolve: () => void; workId: string }
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>();
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async ensureDetail(
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userId: string,
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revision: string,
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instrumentType: 'share' | 'bond',
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instrumentType: 'bond' | 'share',
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uid: string,
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) {
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const ids = await this.requestMany(
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@@ -82,6 +82,7 @@ export class CatalogEnrichmentService {
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if (!rows.length) throw new Error('Instrument dependency missing');
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return (rows[0].payload as CatalogPayload).instrument ?? null;
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}
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constructor(
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private readonly repository: CatalogDiscoveryRepository,
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private readonly access: TbankAccessService,
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@@ -94,21 +95,21 @@ export class CatalogEnrichmentService {
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async readMany(
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userId: string,
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instrumentType: 'share' | 'bond',
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instrumentType: 'bond' | 'share',
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uids: string[],
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observe: boolean,
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kinds: CatalogSource['kind'][] = ['last-price', 'detail'],
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range?: {
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from: string;
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to: string;
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ticker?: string;
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tickers?: Record<string, string>;
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to: string;
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},
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) {
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const { revision } = await this.access.local(userId);
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const inputs = sourceInputs(instrumentType, uids, kinds, range);
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const rows = inputs.length ? await this.repository.readSources(inputs) : [];
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if (!observe)
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if (!observe) {
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await this.requestMany(
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userId,
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revision,
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@@ -118,9 +119,10 @@ export class CatalogEnrichmentService {
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kinds,
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range,
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);
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const work = inputs.length
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? await this.repository.workMany(userId, revision, inputs)
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: [];
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}
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const work = inputs.length ?
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await this.repository.workMany(userId, revision, inputs) :
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[];
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const byScope = new Map(work.map((row) => [row.scopeKey, row]));
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return inputs.map((input) => {
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const row = rows.find(
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@@ -130,16 +132,16 @@ export class CatalogEnrichmentService {
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const payload = row?.payload as CatalogPayload | undefined;
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return {
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input,
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version: row
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? {
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version: row ?
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{
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instrumentUid: row.instrumentUid,
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source: row.source,
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kind: row.kind,
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rangeKey: row.rangeKey,
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dataRevision: row.dataRevision,
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fetchedAt: row.fetchedAt,
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}
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: null,
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} :
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null,
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payload,
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instrument: payload?.instrument ?? null,
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price: payload?.price ?? null,
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@@ -158,22 +160,22 @@ export class CatalogEnrichmentService {
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requestMany(
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userId: string,
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revision: string,
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instrumentType: 'share' | 'bond',
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instrumentType: 'bond' | 'share',
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uids: string[],
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force = false,
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kinds: CatalogSource['kind'][] = ['last-price', 'detail'],
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range?: {
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from: string;
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to: string;
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ticker?: string;
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tickers?: Record<string, string>;
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to: string;
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},
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) {
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const inputs = sourceInputs(instrumentType, uids, kinds, range);
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const reservation = this.reservations.then(async () => {
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const rows = inputs.length
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? await this.repository.readSources(inputs)
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: [];
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const rows = inputs.length ?
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await this.repository.readSources(inputs) :
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[];
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const ids: string[] = [];
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for (const input of inputs) {
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const row = rows.find(
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@@ -187,8 +189,9 @@ export class CatalogEnrichmentService {
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new Date(),
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force,
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)
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)
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) {
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continue;
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}
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const reserved = await this.repository.reserve(
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{ userId, revision },
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input,
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@@ -229,24 +232,24 @@ export class CatalogEnrichmentService {
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async section(
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userId: string,
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instrumentType: 'share' | 'bond',
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instrumentType: 'bond' | 'share',
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uid: string,
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section: 'quote' | 'company' | 'metrics',
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section: 'company' | 'metrics' | 'quote',
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observe = false,
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) {
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const kinds: CatalogSource['kind'][] =
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section === 'company'
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? ['detail', 'description', 'fundamentals']
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: [
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...(instrumentType === 'bond'
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? ['bond-current' as const]
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: ['detail' as const]),
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section === 'company' ?
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['detail', 'description', 'fundamentals'] :
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[
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...(instrumentType === 'bond' ?
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['bond-current' as const] :
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['detail' as const]),
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'last-price',
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'trading-status',
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'comparison',
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...(section === 'metrics'
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? ['coupons' as const, 'yield' as const, 'rating' as const]
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: []),
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...(section === 'metrics' ?
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['coupons' as const, 'yield' as const, 'rating' as const] :
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[]),
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];
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const sources = await this.readMany(
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userId,
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@@ -256,8 +259,9 @@ export class CatalogEnrichmentService {
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kinds,
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);
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const first = sources[0];
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if (first.meta.availability === 'complete' && !first.instrument)
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if (first.meta.availability === 'complete' && !first.instrument) {
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throw new NotFoundException();
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}
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const values = sources.reduce<CatalogPayload>(
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(result, source) => ({ ...result, ...source.payload }),
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{},
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@@ -271,18 +275,18 @@ export class CatalogEnrichmentService {
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dataRevision: dependencies
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.map((dependency) => dependency.dataRevision)
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.join('/'),
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availability: !first.instrument
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? 'missing'
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: complete
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? 'complete'
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: 'partial',
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fetchedAt: first.meta.lastSuccessfulAt
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? new Date(first.meta.lastSuccessfulAt)
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: null,
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availability: !first.instrument ?
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'missing' :
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complete ?
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'complete' :
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'partial',
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fetchedAt: first.meta.lastSuccessfulAt ?
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new Date(first.meta.lastSuccessfulAt) :
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null,
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freshForMs:
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section === 'company'
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? tbankSourceTtlMs.company
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: tbankSourceTtlMs.quote,
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section === 'company' ?
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tbankSourceTtlMs.company :
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tbankSourceTtlMs.quote,
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work: null,
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dependencies,
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});
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@@ -307,18 +311,21 @@ export class CatalogEnrichmentService {
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): Promise<CatalogPayload> {
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if (input.kind === 'detail' || input.kind === 'bond-current') {
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const instrument =
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input.instrumentType === 'share'
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? await this.tbank.getShare(token, input.uid)
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: await this.tbank.getBond(token, input.uid);
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if (instrument && instrument.uid !== input.uid)
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input.instrumentType === 'share' ?
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await this.tbank.getShare(token, input.uid) :
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await this.tbank.getBond(token, input.uid);
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if (instrument && instrument.uid !== input.uid) {
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throw new Error('Catalog UID mismatch');
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}
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// eslint-disable-next-line sonarjs/different-types-comparison -- Defensive validation rejects missing upstream payloads instead of caching them as absence.
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if (instrument === undefined) throw new Error('Missing catalog response');
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return { instrument: instrument ? publicInstrument(instrument) : null };
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}
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if (input.kind === 'trading-status')
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if (input.kind === 'trading-status') {
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return {
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tradingStatus: await this.tbank.getTradingStatus(token, input.uid),
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};
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}
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if (input.kind === 'comparison') {
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const prices = await this.repository.readSources([
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{ ...input, kind: 'last-price', rangeKey: undefined },
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@@ -343,16 +350,18 @@ export class CatalogEnrichmentService {
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);
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const rows = response.map((candle) => {
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const time = timestamp(candle.time);
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if (!time || !candle.close)
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if (!time || !candle.close) {
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throw new Error('Invalid candle response');
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}
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return {
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time,
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close: formatDecimal(decimal(candle.close)),
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isComplete: candle.isComplete === true,
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};
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});
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if (!(await this.candles.stage(attempt, gap, rows, now)))
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if (!(await this.candles.stage(attempt, gap, rows, now))) {
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throw new Error('Cancelled candle comparison');
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}
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}
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if (
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gaps.length &&
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@@ -361,8 +370,9 @@ export class CatalogEnrichmentService {
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{ uid: input.uid, ranges: gaps },
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false,
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))
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)
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) {
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throw new Error('Cancelled candle comparison');
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}
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const values = (await this.candles.read(input.uid, range)).data.map(
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(row) => {
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const value = divide(
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@@ -386,48 +396,51 @@ export class CatalogEnrichmentService {
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}
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const details = await this.repository.readSources([
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{ ...input, kind: 'detail', rangeKey: undefined },
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...(input.instrumentType === 'bond'
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? [{ ...input, kind: 'bond-current' as const, rangeKey: undefined }]
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: []),
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...(input.instrumentType === 'bond' ?
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[{ ...input, kind: 'bond-current' as const, rangeKey: undefined }] :
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[]),
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]);
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const instrument = details
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.map((row) => (row.payload as CatalogPayload).instrument)
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.find(Boolean);
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if (
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!instrument &&
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!['dividends', 'coupons', 'bond-events'].includes(input.kind)
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)
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!['bond-events', 'coupons', 'dividends'].includes(input.kind)
|
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) {
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throw new Error('Instrument dependency missing');
|
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if (input.kind === 'description')
|
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}
|
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if (input.kind === 'description') {
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return {
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description: instrument?.assetUid
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? await this.tbank.getAssetDescription(token, instrument?.assetUid)
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: null,
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description: instrument?.assetUid ?
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await this.tbank.getAssetDescription(token, instrument?.assetUid) :
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null,
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||||
};
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if (input.kind === 'fundamentals')
|
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}
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if (input.kind === 'fundamentals') {
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return {
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fundamentals: instrument?.assetUid
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? await this.tbank.getFundamentals(token, instrument?.assetUid)
|
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: null,
|
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fundamentals: instrument?.assetUid ?
|
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await this.tbank.getFundamentals(token, instrument?.assetUid) :
|
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null,
|
||||
};
|
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}
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if (input.kind === 'coupons' || input.kind === 'dividends') {
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const year = Number(input.rangeKey);
|
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const [from, to] = input.rangeKey?.startsWith('[')
|
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? (JSON.parse(input.rangeKey) as [string, string])
|
||||
: [
|
||||
const [from, to] = input.rangeKey?.startsWith('[') ?
|
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(JSON.parse(input.rangeKey) as [string, string]) :
|
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[
|
||||
`${year - payoutHistoryYears}-01-01`,
|
||||
`${year + payoutFutureYears}-01-01`,
|
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];
|
||||
return input.kind === 'coupons'
|
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? {
|
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return input.kind === 'coupons' ?
|
||||
{
|
||||
coupons: await this.tbank.getBondCoupons(
|
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token,
|
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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;
|
||||
|
||||
Reference in New Issue
Block a user