feat!: persist T-Bank data and synchronize reads
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Store account membership, portfolio, operations, forecasts and market sources in SQLite. Coalesce scoped refreshes, fence connection revisions, preserve complete financial snapshots and stabilize operation period state. BREAKING CHANGE: investment reads return data/meta resource envelopes and locally persisted snapshots; consumers must use the matching OpenAPI contract and explicit synchronization endpoints.
This commit is contained in:
@@ -0,0 +1,665 @@
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import type { TbankDividend } from '../../../../integrations/tbank/tbank.api';
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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 {
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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 {
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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 { NcrRatingsClient } from '../../../../integrations/ncr/ncr.api';
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import type {
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TbankCandle,
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TbankFundamentals,
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} from '../../../../integrations/tbank/tbank.api';
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import type { TbankCoupon } from '../../../../integrations/tbank/tbank-market.types';
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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 {
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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 TbankShare,
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} from '../../../../integrations/tbank/tbank.api';
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import type { TbankLastPrice } from '../../../../integrations/tbank/tbank-market.types';
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import type { TbankSyncAttempt } from '../../../../integrations/tbank/tbank-access.service';
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import { investmentResourceMeta } from '../../investment-resource.mapper';
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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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type Producer = {
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input: CatalogSource;
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attempt: TbankSyncAttempt;
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observers: { attempt: TbankSyncAttempt; input: CatalogSource }[];
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};
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@Injectable()
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export class CatalogEnrichmentService {
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private readonly runId = randomUUID();
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private readonly active = new Set<string>();
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private readonly producers = new Map<string, Producer>();
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private readonly queue: Producer[] = [];
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private reservations: Promise<unknown> = Promise.resolve();
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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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>();
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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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uid: string,
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) {
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const ids = await this.requestMany(
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userId,
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revision,
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instrumentType,
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[uid],
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false,
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['detail'],
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);
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await Promise.all(
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[...this.completions.values()]
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.filter((entry) => ids.includes(entry.workId))
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.map((entry) => entry.done),
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);
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const rows = await this.repository.readSources([
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{ instrumentType, uid, kind: 'detail' },
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]);
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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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private readonly tbank: TbankClient,
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private readonly logger: StructuredLogger,
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private readonly moex: MoexClient,
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private readonly ratings: NcrRatingsClient,
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private readonly candles: CandleRepository,
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) {}
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async readMany(
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userId: string,
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instrumentType: 'share' | 'bond',
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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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},
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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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await this.requestMany(
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userId,
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revision,
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instrumentType,
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uids,
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false,
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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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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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(entry) =>
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entry.instrumentUid === input.uid && entry.kind === input.kind,
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);
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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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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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payload,
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instrument: payload?.instrument ?? null,
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price: payload?.price ?? null,
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meta: investmentResourceMeta({
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resourceKey: catalogScope(input),
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dataRevision: String(row?.dataRevision ?? 0),
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availability: row ? 'complete' : 'missing',
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fetchedAt: row?.fetchedAt ?? null,
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freshForMs: tbankSourceTtlMs[sourcePolicy(input.kind)],
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work: byScope.get(catalogScope(input)) ?? null,
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}),
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};
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});
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}
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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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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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},
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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 ids: string[] = [];
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for (const input of inputs) {
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const row = rows.find(
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(entry) =>
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entry.instrumentUid === input.uid && entry.kind === input.kind,
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);
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if (
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!tbankSourceNeedsRefresh(
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sourcePolicy(input.kind),
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row?.fetchedAt ?? null,
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new Date(),
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force,
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)
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)
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continue;
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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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this.runId,
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this.active,
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);
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if (!reserved) continue;
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const { id, attemptId } = reserved.work;
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ids.push(id);
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if (!reserved.launch) continue;
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const attempt = { userId, revision, id, attemptId };
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this.active.add(attemptId);
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let resolve = () => {};
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const done = new Promise<void>((finish) => {
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resolve = finish;
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});
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this.completions.set(attemptId, { workId: id, done, resolve });
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const key = producerKey(input);
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const producer = this.producers.get(key);
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if (producer) producer.observers.push({ attempt, input });
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else {
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const queued = { input, attempt, observers: [] };
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this.producers.set(key, queued);
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this.queue.push(queued);
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}
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}
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if (this.queue.length && !this.running) {
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this.running = true;
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setImmediate(() => {
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void this.drain();
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});
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}
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return ids;
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});
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this.reservations = reservation.catch(() => undefined);
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return reservation;
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}
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async section(
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userId: string,
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instrumentType: 'share' | 'bond',
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uid: string,
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section: 'quote' | 'company' | 'metrics',
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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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'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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];
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const sources = await this.readMany(
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userId,
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instrumentType,
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[uid],
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observe,
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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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throw new NotFoundException();
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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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);
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const dependencies = sources.map((source) => source.meta);
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const complete = dependencies.every(
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(dependency) => dependency.availability === 'complete',
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);
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const meta = investmentResourceMeta({
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resourceKey: `${instrumentType}/${section}/${uid}`,
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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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freshForMs:
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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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return {
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values,
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meta,
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unavailable: sources
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.filter(
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(source) =>
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source.meta.availability !== 'complete' ||
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source.meta.sync.state === 'failed',
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)
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.map((source) => source.input.kind),
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observedAt: meta.lastSuccessfulAt ?? new Date().toISOString(),
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};
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}
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private async load(
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input: CatalogSource,
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token: string,
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attempt: TbankSyncAttempt,
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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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throw new Error('Catalog UID mismatch');
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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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return {
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tradingStatus: await this.tbank.getTradingStatus(token, input.uid),
|
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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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if (!prices.length) throw new Error('Price dependency missing');
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const price = (prices[0].payload as CatalogPayload).price;
|
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const priceAt = timestamp(price?.time);
|
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if (!priceAt) return { candle: null };
|
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const now = new Date();
|
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const range = {
|
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from: utcDay(new Date(Date.parse(priceAt) - previousCloseLookbackMs)),
|
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to: new Date(priceAt),
|
||||
};
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const saved = await this.candles.read(input.uid, range);
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const gaps = candleGaps(range, saved.coverage, now);
|
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for (const gap of gaps) {
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const response = await this.tbank.getCandles(
|
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token,
|
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input.uid,
|
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gap.from,
|
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gap.to,
|
||||
);
|
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const rows = response.map((candle) => {
|
||||
const time = timestamp(candle.time);
|
||||
if (!time || !candle.close)
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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)))
|
||||
throw new Error('Cancelled candle comparison');
|
||||
}
|
||||
if (
|
||||
gaps.length &&
|
||||
!(await this.candles.publish(
|
||||
attempt,
|
||||
{ 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(
|
||||
decimalFromString(row.close),
|
||||
decimalFromString('1'),
|
||||
quotationScale,
|
||||
).value;
|
||||
return {
|
||||
time: {
|
||||
seconds: String(Date.parse(row.time) / MILLISECONDS_PER_SECOND),
|
||||
},
|
||||
close: {
|
||||
units: String(value / quotationUnits),
|
||||
nano: Number(value % quotationUnits),
|
||||
},
|
||||
isComplete: row.isComplete,
|
||||
};
|
||||
},
|
||||
);
|
||||
return { candle: previousClose(values, priceAt) };
|
||||
}
|
||||
const details = await this.repository.readSources([
|
||||
{ ...input, kind: 'detail', 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)
|
||||
)
|
||||
throw new Error('Instrument dependency missing');
|
||||
if (input.kind === 'description')
|
||||
return {
|
||||
description: instrument?.assetUid
|
||||
? await this.tbank.getAssetDescription(token, instrument?.assetUid)
|
||||
: null,
|
||||
};
|
||||
if (input.kind === 'fundamentals')
|
||||
return {
|
||||
fundamentals: instrument?.assetUid
|
||||
? await this.tbank.getFundamentals(token, instrument?.assetUid)
|
||||
: null,
|
||||
};
|
||||
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])
|
||||
: [
|
||||
`${year - payoutHistoryYears}-01-01`,
|
||||
`${year + payoutFutureYears}-01-01`,
|
||||
];
|
||||
return input.kind === 'coupons'
|
||||
? {
|
||||
coupons: await this.tbank.getBondCoupons(
|
||||
token,
|
||||
input.uid,
|
||||
from,
|
||||
to,
|
||||
),
|
||||
}
|
||||
: {
|
||||
dividends: await this.tbank.getDividends(
|
||||
token,
|
||||
input.uid,
|
||||
from,
|
||||
to,
|
||||
),
|
||||
};
|
||||
}
|
||||
if (input.kind === 'bond-events') {
|
||||
const ticker = instrument?.ticker || input.ticker;
|
||||
if (!ticker) throw new Error('Bond ticker missing');
|
||||
return { bondEvents: await this.moex.bondEvents(ticker) };
|
||||
}
|
||||
if (input.kind === 'yield')
|
||||
return {
|
||||
effectiveYield:
|
||||
instrument?.ticker && instrument.isin && instrument.classCode
|
||||
? await this.moex.bondYield(
|
||||
instrument.ticker,
|
||||
instrument.isin,
|
||||
instrument.classCode,
|
||||
)
|
||||
: null,
|
||||
};
|
||||
if (input.kind === 'rating')
|
||||
return {
|
||||
creditRating: instrument?.isin
|
||||
? await this.ratings.rating(instrument.isin)
|
||||
: null,
|
||||
};
|
||||
throw new Error('Unsupported catalog source');
|
||||
}
|
||||
|
||||
private async drain() {
|
||||
try {
|
||||
while (this.queue.length) {
|
||||
const producer = this.queue.shift();
|
||||
if (!producer) break;
|
||||
const batch = [producer];
|
||||
// One batch RPC for queued prices sharing the same authorized producer.
|
||||
if (producer.input.kind === 'last-price') {
|
||||
for (
|
||||
let i = 0;
|
||||
i < this.queue.length && batch.length < catalogSearchLimit;
|
||||
) {
|
||||
const next = this.queue[i];
|
||||
if (
|
||||
next.input.kind === 'last-price' &&
|
||||
next.attempt.userId === producer.attempt.userId &&
|
||||
next.attempt.revision === producer.attempt.revision
|
||||
) {
|
||||
batch.push(next);
|
||||
this.queue.splice(i, 1);
|
||||
} else i++;
|
||||
}
|
||||
}
|
||||
let prices: TbankLastPrice[] | undefined;
|
||||
let payload: CatalogPayload | undefined;
|
||||
let failed = false;
|
||||
try {
|
||||
const token = await this.access.tokenForAttempt(producer.attempt);
|
||||
if (!token) failed = true;
|
||||
else if (producer.input.kind === 'last-price')
|
||||
prices = await this.tbank.getLastPrices(
|
||||
token,
|
||||
batch.map((item) => item.input.uid),
|
||||
);
|
||||
else
|
||||
payload = await this.load(producer.input, token, producer.attempt);
|
||||
} catch (error) {
|
||||
failed = true;
|
||||
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
|
||||
await this.access.rejectMembershipToken(producer.attempt);
|
||||
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
|
||||
? {
|
||||
instrumentUid: item.input.uid,
|
||||
price: price.price,
|
||||
time: price.time,
|
||||
}
|
||||
: null,
|
||||
}
|
||||
: payload;
|
||||
// Keep accepting observers while publication awaits SQLite.
|
||||
item.observers.unshift({ attempt: item.attempt, input: item.input });
|
||||
for (const observer of item.observers) {
|
||||
const success =
|
||||
!failed &&
|
||||
value !== undefined &&
|
||||
(await this.repository.publishSource(
|
||||
observer.attempt,
|
||||
observer.input,
|
||||
value,
|
||||
new Date(),
|
||||
producer.attempt,
|
||||
));
|
||||
await this.repository.finish(observer.attempt, success);
|
||||
this.active.delete(observer.attempt.attemptId);
|
||||
this.completions.get(observer.attempt.attemptId)?.resolve();
|
||||
this.completions.delete(observer.attempt.attemptId);
|
||||
}
|
||||
this.producers.delete(producerKey(item.input));
|
||||
}
|
||||
}
|
||||
} catch {
|
||||
for (const completion of this.completions.values()) completion.resolve();
|
||||
this.completions.clear();
|
||||
this.active.clear();
|
||||
this.producers.clear();
|
||||
this.queue.length = 0;
|
||||
this.logger.event('error', 'catalog-enrichment.persistence-failed', {
|
||||
code: 'TBANK_UNAVAILABLE',
|
||||
});
|
||||
} finally {
|
||||
this.running = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
function sourceInputs(
|
||||
instrumentType: 'share' | 'bond',
|
||||
uids: string[],
|
||||
kinds: CatalogSource['kind'][],
|
||||
range?: {
|
||||
from: string;
|
||||
to: string;
|
||||
ticker?: string;
|
||||
tickers?: Record<string, string>;
|
||||
},
|
||||
): CatalogSource[] {
|
||||
return kinds.flatMap((kind) =>
|
||||
[...new Set(uids)].map((uid) => ({
|
||||
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()),
|
||||
}
|
||||
: {}),
|
||||
})),
|
||||
);
|
||||
}
|
||||
function publicInstrument(value: TbankShare | TbankBond) {
|
||||
const bond = value as TbankBond;
|
||||
return {
|
||||
uid: value.uid,
|
||||
figi: value.figi,
|
||||
assetUid: value.assetUid,
|
||||
name: value.name,
|
||||
ticker: value.ticker,
|
||||
isin: value.isin,
|
||||
classCode: value.classCode,
|
||||
realExchange: value.realExchange,
|
||||
apiTradeAvailableFlag: value.apiTradeAvailableFlag,
|
||||
currency: value.currency,
|
||||
shareType: (value as TbankShare).shareType,
|
||||
sector: value.sector,
|
||||
lot: value.lot,
|
||||
brand: value.brand ? { logoName: value.brand.logoName } : undefined,
|
||||
first_1dayCandleDate: value.first_1dayCandleDate,
|
||||
nominal: bond.nominal,
|
||||
initialNominal: bond.initialNominal,
|
||||
aciValue: bond.aciValue,
|
||||
maturityDate: bond.maturityDate,
|
||||
callDate: bond.callDate,
|
||||
couponQuantityPerYear: bond.couponQuantityPerYear,
|
||||
floatingCouponFlag: bond.floatingCouponFlag,
|
||||
perpetualFlag: bond.perpetualFlag,
|
||||
amortizationFlag: bond.amortizationFlag,
|
||||
subordinatedFlag: bond.subordinatedFlag,
|
||||
bondType: bond.bondType,
|
||||
riskLevel: bond.riskLevel,
|
||||
};
|
||||
}
|
||||
|
||||
const previousCloseLookbackDays = 20;
|
||||
const previousCloseLookbackMs =
|
||||
previousCloseLookbackDays * MILLISECONDS_PER_DAY;
|
||||
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']>>;
|
||||
creditRating?: Awaited<ReturnType<NcrRatingsClient['rating']>>;
|
||||
};
|
||||
function sourcePolicy(kind: CatalogSource['kind']) {
|
||||
if (
|
||||
[
|
||||
'last-price',
|
||||
'bond-current',
|
||||
'trading-status',
|
||||
'comparison',
|
||||
'yield',
|
||||
].includes(kind)
|
||||
)
|
||||
return 'quote';
|
||||
if (kind === 'description' || kind === 'fundamentals') return 'company';
|
||||
if (['coupons', 'dividends', 'bond-events'].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);
|
||||
}
|
||||
|
||||
const quotationScale = 9;
|
||||
const quotationUnits = 1_000_000_000n;
|
||||
Reference in New Issue
Block a user