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:
2026-09-26 21:29:15 +03:00
parent 0862d56c4e
commit d6e6c4ace5
116 changed files with 18321 additions and 5409 deletions
@@ -1,4 +1,10 @@
import { Injectable, ServiceUnavailableException } from '@nestjs/common';
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 {
add,
decimalFromString,
@@ -7,192 +13,110 @@ import {
multiply,
subtract,
} from '../../../../../common/decimal';
import { TbankClient } from '../../../../../integrations/tbank/tbank.api';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { timestamp } from '../../application/instrument-market';
import {
optional,
previousClose,
timestamp,
} from '../../application/instrument-market';
import {
BondCandlesDto,
BondCandlesQueryDto,
BondQuoteDto,
BondQuoteResourceDto,
} from '../presentation/bond.dto';
const dayMs = 86_400_000;
import { money } from '../infrastructure/bond-money.mapper';
import { BondCatalogService } from './bond-catalog.service';
const PREVIOUS_CLOSE_LOOKBACK_DAYS = 20;
const HALF_YEAR_MONTHS = 6;
const YEAR_MONTHS = 12;
const CANDLE_WINDOW_DAYS = 365;
const PRICE_DECIMAL_PLACES = 9;
@Injectable()
export class BondMarketService {
constructor(
private readonly catalog: BondCatalogService,
private readonly tbank: TbankClient,
private readonly history: CandleService,
private readonly sources: CatalogEnrichmentService,
) {}
quote(userId: string, uid: string): Promise<BondQuoteDto> {
return this.catalog.cached(userId, `quote:${uid}`, async (connection) => {
const { token } = connection;
const instrument = await this.catalog.bond(userId, connection, uid);
const unavailable: string[] = [];
const [last, tradingStatus] = await Promise.all([
optional(
() => this.tbank.getLastPrice(token, uid),
'price',
unavailable,
),
optional(
() => this.tbank.getTradingStatus(token, uid),
'status',
unavailable,
),
]);
const priceAt = timestamp(last?.time);
const pricePercent = last?.price
? formatDecimal(decimal(last.price))
: null;
const nominal = money(instrument.nominal);
const aci = money(instrument.aciValue);
const cleanPrice =
pricePercent !== null &&
nominal &&
decimalFromString(nominal.value).value > 0n
? {
currency: nominal.currency,
value: formatDecimal(
divide(
multiply(
decimalFromString(pricePercent),
decimalFromString(nominal.value),
),
decimalFromString('100'),
PRICE_DECIMAL_PLACES,
),
),
}
: null;
const dirtyPrice =
cleanPrice && aci && aci.currency === cleanPrice.currency
? {
currency: cleanPrice.currency,
value: formatDecimal(
add(
decimalFromString(cleanPrice.value),
decimalFromString(aci.value),
),
),
}
: null;
const previous = priceAt
? await optional(
async () =>
previousClose(
await this.tbank.getCandles(
token,
uid,
new Date(
Date.parse(priceAt) - PREVIOUS_CLOSE_LOOKBACK_DAYS * dayMs,
),
new Date(priceAt),
),
priceAt,
),
'comparison',
unavailable,
)
: null;
return {
pricePercent,
cleanPrice,
aci,
dirtyPrice,
priceAt,
tradingStatus,
changePercentagePoints:
last?.price && previous?.close
? formatDecimal(
subtract(decimal(last.price), decimal(previous.close)),
)
: null,
previousCloseDate: timestamp(previous?.time)?.slice(0, 10) ?? null,
unavailable,
observedAt: new Date().toISOString(),
};
});
async quote(
userId: string,
uid: string,
observe = false,
): Promise<BondQuoteResourceDto> {
const result = await this.sources.section(
userId,
'bond',
uid,
'quote',
observe,
);
return {
data: result.values.instrument
? bondQuote(result.values, result.unavailable, result.observedAt)
: null,
meta: result.meta,
};
}
candles(
userId: string,
uid: string,
period: BondCandlesQueryDto['period'] = 'month',
): Promise<BondCandlesDto> {
return this.catalog.cached(
observe = false,
) {
return this.history.read(
userId,
`candles:${uid}:${period}`,
async (connection) => {
const { token } = connection;
const bond = await this.catalog.bond(userId, connection, uid);
const historyFrom = timestamp(bond.first_1dayCandleDate);
const to = new Date();
const from = new Date(to);
from.setUTCMonth(
from.getUTCMonth() -
(period === 'month'
? 1
: period === 'halfYear'
? HALF_YEAR_MONTHS
: YEAR_MONTHS),
);
if (period === 'all') {
if (!historyFrom)
throw new ServiceUnavailableException({
code: 'BOND_HISTORY_START_UNAVAILABLE',
});
from.setTime(Date.parse(historyFrom));
} else if (historyFrom && Date.parse(historyFrom) > from.valueOf())
from.setTime(Date.parse(historyFrom));
const collected = new Map<string, BondCandlesDto['candles'][number]>();
// Conservative one-year windows also work with older deployed RPC limits.
for (let start = from.valueOf(); start < to.valueOf();) {
const end = Math.min(
start + CANDLE_WINDOW_DAYS * dayMs,
to.valueOf(),
);
for (const candle of await this.tbank.getCandles(
token,
uid,
new Date(start),
new Date(end),
)) {
const time = timestamp(candle.time);
if (
time &&
candle.close &&
Date.parse(time) >= from.valueOf() - dayMs &&
Date.parse(time) <= to.valueOf()
)
collected.set(time, {
time,
close: formatDecimal(decimal(candle.close)),
isComplete: candle.isComplete === true,
});
}
start = end;
}
return {
candles: [...collected.values()].sort((a, b) =>
a.time.localeCompare(b.time),
),
currency: null,
historyFrom,
observedAt: new Date().toISOString(),
};
},
{ uid, instrumentType: 'bond', period },
observe,
);
}
}
export function bondQuote(
values: CatalogPayload,
unavailable: string[],
observedAt: string,
): BondQuoteDto {
const { price: last, candle: previous, tradingStatus = null } = values;
const instrument = values.instrument as TbankBond | undefined;
const priceAt = timestamp(last?.time);
const pricePercent = last?.price ? formatDecimal(decimal(last.price)) : null;
const nominal = money(instrument?.nominal);
const aci = money(instrument?.aciValue);
const cleanPrice =
pricePercent !== null &&
nominal &&
decimalFromString(nominal.value).value > 0n
? {
currency: nominal.currency,
value: formatDecimal(
divide(
multiply(
decimalFromString(pricePercent),
decimalFromString(nominal.value),
),
decimalFromString('100'),
PRICE_DECIMAL_PLACES,
),
),
}
: null;
const dirtyPrice =
cleanPrice && aci && aci.currency === cleanPrice.currency
? {
currency: cleanPrice.currency,
value: formatDecimal(
add(
decimalFromString(cleanPrice.value),
decimalFromString(aci.value),
),
),
}
: null;
return {
pricePercent,
cleanPrice,
aci,
dirtyPrice,
priceAt,
tradingStatus,
changePercentagePoints:
last?.price && previous?.close
? formatDecimal(subtract(decimal(last.price), decimal(previous.close)))
: null,
previousCloseDate: timestamp(previous?.time)?.slice(0, 10) ?? null,
unavailable,
observedAt,
};
}