feat: add portfolio
This commit is contained in:
@@ -0,0 +1,283 @@
|
||||
import {
|
||||
BadRequestException,
|
||||
ConflictException,
|
||||
Injectable,
|
||||
Logger,
|
||||
NotFoundException,
|
||||
ServiceUnavailableException,
|
||||
} from '@nestjs/common';
|
||||
import { ConfigService } from '@nestjs/config';
|
||||
import { Environment } from '../config/env.validation';
|
||||
import { PrismaService } from '../prisma/prisma.service';
|
||||
import {
|
||||
add,
|
||||
decimal,
|
||||
formatDecimal,
|
||||
isZero,
|
||||
multiply,
|
||||
subtract,
|
||||
} from './decimal';
|
||||
import { MoneyDto, PortfolioDto, PortfolioPositionDto } from './portfolio.dto';
|
||||
import { TbankClient, TbankMoney } from './tbank.client';
|
||||
import { TbankCrypto } from './tbank.crypto';
|
||||
|
||||
const freshForMs = 30_000;
|
||||
const fallbackForMs = 300_000;
|
||||
const metadataForMs = 86_400_000;
|
||||
const supportedAccounts = new Set([
|
||||
'ACCOUNT_TYPE_TINKOFF',
|
||||
'ACCOUNT_TYPE_TINKOFF_IIS',
|
||||
'ACCOUNT_TYPE_INVEST_BOX',
|
||||
'ACCOUNT_TYPE_INVEST_FUND',
|
||||
]);
|
||||
const types: Record<string, string> = {
|
||||
share: 'STOCK',
|
||||
bond: 'BOND',
|
||||
etf: 'FUND',
|
||||
currency: 'CURRENCY',
|
||||
futures: 'FUTURE',
|
||||
option: 'OPTION',
|
||||
sp: 'STRUCTURED_NOTE',
|
||||
dfa: 'DIGITAL_FINANCIAL_ASSET',
|
||||
};
|
||||
|
||||
type CachedSnapshot = { snapshot: PortfolioDto; storedAt: number };
|
||||
type CachedMetadata = {
|
||||
value: { ticker?: string; name?: string } | null;
|
||||
storedAt: number;
|
||||
};
|
||||
|
||||
@Injectable()
|
||||
export class PortfolioService {
|
||||
private readonly logger = new Logger(PortfolioService.name);
|
||||
private readonly crypto: TbankCrypto;
|
||||
private readonly snapshots = new Map<string, CachedSnapshot>();
|
||||
private readonly metadata = new Map<string, CachedMetadata>();
|
||||
|
||||
constructor(
|
||||
private readonly prisma: PrismaService,
|
||||
config: ConfigService<Environment, true>,
|
||||
private readonly tbank: TbankClient,
|
||||
) {
|
||||
this.crypto = TbankCrypto.fromBase64(
|
||||
config.getOrThrow('TOKEN_ENCRYPTION_KEY'),
|
||||
);
|
||||
}
|
||||
|
||||
async get(userId: string, accountId: string): Promise<PortfolioDto> {
|
||||
const key = `${userId}:${accountId}`;
|
||||
const cached = this.snapshots.get(key);
|
||||
if (cached && Date.now() - cached.storedAt <= freshForMs)
|
||||
return cached.snapshot;
|
||||
try {
|
||||
const connection = await this.prisma.tbankConnection.findUnique({
|
||||
where: { userId },
|
||||
});
|
||||
if (!connection)
|
||||
throw new ConflictException({ code: 'TBANK_NOT_CONNECTED' });
|
||||
const token = this.crypto.decrypt(connection.encryptedToken);
|
||||
const accounts = await this.tbank.getOpenAccounts(token);
|
||||
if (
|
||||
!accounts.some(
|
||||
(account) =>
|
||||
account.id === accountId && supportedAccounts.has(account.type),
|
||||
)
|
||||
) {
|
||||
throw new NotFoundException();
|
||||
}
|
||||
const [portfolio, positions] = await Promise.all([
|
||||
this.tbank.getPortfolio(token, accountId),
|
||||
this.tbank.getPositions(token, accountId),
|
||||
]);
|
||||
const snapshot = await this.normalize(
|
||||
token,
|
||||
portfolio.positions ?? [],
|
||||
positions.money ?? [],
|
||||
);
|
||||
this.snapshots.set(key, { snapshot, storedAt: Date.now() });
|
||||
return snapshot;
|
||||
} catch (error) {
|
||||
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN') {
|
||||
throw new BadRequestException({ code: 'INVALID_TBANK_TOKEN' });
|
||||
}
|
||||
if (
|
||||
error instanceof ServiceUnavailableException &&
|
||||
cached &&
|
||||
Date.now() - cached.storedAt <= fallbackForMs
|
||||
) {
|
||||
return { ...cached.snapshot, isStale: true };
|
||||
}
|
||||
throw error;
|
||||
}
|
||||
}
|
||||
|
||||
invalidate(userId: string): void {
|
||||
for (const key of this.snapshots.keys())
|
||||
if (key.startsWith(`${userId}:`)) this.snapshots.delete(key);
|
||||
}
|
||||
|
||||
private async normalize(
|
||||
token: string,
|
||||
upstream: {
|
||||
figi?: string;
|
||||
instrumentUid?: string;
|
||||
instrumentType?: string;
|
||||
quantity?: { units?: string | number; nano?: string | number };
|
||||
currentPrice?: TbankMoney;
|
||||
averagePositionPrice?: TbankMoney;
|
||||
}[],
|
||||
money: TbankMoney[],
|
||||
): Promise<PortfolioDto> {
|
||||
const positions = await Promise.all(
|
||||
upstream.map((position) => this.position(token, position)),
|
||||
);
|
||||
const cash = new Map<string, ReturnType<typeof decimal>>();
|
||||
for (const value of money) {
|
||||
const currency = value.currency?.trim().toUpperCase();
|
||||
const amount = decimal(value);
|
||||
if (!currency || isZero(amount)) continue;
|
||||
cash.set(currency, add(cash.get(currency) ?? decimal({}), amount));
|
||||
}
|
||||
const cashBalances = [...cash].map(([currency, value]) => ({
|
||||
currency,
|
||||
value: formatDecimal(value),
|
||||
}));
|
||||
const totals = new Map(cash);
|
||||
for (const position of positions) {
|
||||
if (!position?.currentValue) continue;
|
||||
const amount = decimalFromString(position.currentValue.value);
|
||||
totals.set(
|
||||
position.currentValue.currency,
|
||||
add(totals.get(position.currentValue.currency) ?? decimal({}), amount),
|
||||
);
|
||||
}
|
||||
return {
|
||||
lastSuccessfulAt: new Date().toISOString().replace(/\.\d{3}Z$/, 'Z'),
|
||||
isStale: false,
|
||||
totalsByCurrency: [...totals].map(([currency, value]) => ({
|
||||
currency,
|
||||
value: formatDecimal(value),
|
||||
})),
|
||||
positions: positions.filter(
|
||||
(position): position is PortfolioPositionDto => position !== null,
|
||||
),
|
||||
cashBalances,
|
||||
};
|
||||
}
|
||||
|
||||
private async position(
|
||||
token: string,
|
||||
position: Parameters<PortfolioService['normalize']>[1][number],
|
||||
): Promise<PortfolioPositionDto | null> {
|
||||
const quantity = decimal(position.quantity ?? {});
|
||||
if (isZero(quantity)) return null;
|
||||
const figi = position.figi?.trim() || null;
|
||||
const instrumentUid = position.instrumentUid?.trim() || null;
|
||||
const currentPrice = this.money(position.currentPrice);
|
||||
const averagePurchasePrice = this.money(position.averagePositionPrice);
|
||||
const currentValue = currentPrice && this.value(quantity, currentPrice);
|
||||
const absoluteReturn =
|
||||
currentPrice &&
|
||||
averagePurchasePrice &&
|
||||
currentPrice.currency === averagePurchasePrice.currency
|
||||
? {
|
||||
currency: currentPrice.currency,
|
||||
value: formatDecimal(
|
||||
multiply(
|
||||
subtract(
|
||||
decimal(position.currentPrice!),
|
||||
decimal(position.averagePositionPrice!),
|
||||
),
|
||||
quantity,
|
||||
),
|
||||
),
|
||||
}
|
||||
: null;
|
||||
const metadata = await this.instrument(token, instrumentUid, figi);
|
||||
return {
|
||||
figi,
|
||||
displayName:
|
||||
metadata?.name?.trim() ||
|
||||
metadata?.ticker?.trim() ||
|
||||
figi ||
|
||||
'Unknown instrument',
|
||||
type: types[position.instrumentType?.toLowerCase() ?? ''] ?? 'OTHER',
|
||||
quantity: formatDecimal(quantity),
|
||||
currentValue,
|
||||
averagePurchasePrice,
|
||||
absoluteReturn,
|
||||
};
|
||||
}
|
||||
|
||||
private value(
|
||||
quantity: ReturnType<typeof decimal>,
|
||||
price: MoneyDto,
|
||||
): MoneyDto {
|
||||
return {
|
||||
currency: price.currency,
|
||||
value: formatDecimal(multiply(quantity, decimalFromString(price.value))),
|
||||
};
|
||||
}
|
||||
|
||||
private money(value: TbankMoney | undefined): MoneyDto | null {
|
||||
const currency = value?.currency?.trim().toUpperCase();
|
||||
return currency && value
|
||||
? { currency, value: formatDecimal(decimal(value)) }
|
||||
: null;
|
||||
}
|
||||
|
||||
private async instrument(
|
||||
token: string,
|
||||
instrumentUid: string | null,
|
||||
figi: string | null,
|
||||
) {
|
||||
const lookup = async (
|
||||
key: string,
|
||||
fetch: () => Promise<{ ticker?: string; name?: string } | null>,
|
||||
) => {
|
||||
const cached = this.metadata.get(key);
|
||||
if (cached && Date.now() - cached.storedAt <= metadataForMs)
|
||||
return cached.value;
|
||||
try {
|
||||
const value = await fetch();
|
||||
this.metadata.set(key, { value, storedAt: Date.now() });
|
||||
this.logger.debug({
|
||||
event: 'instrument_metadata_resolved',
|
||||
cacheKey: key,
|
||||
found: Boolean(value?.name?.trim() || value?.ticker?.trim()),
|
||||
});
|
||||
return value;
|
||||
} catch (error) {
|
||||
this.logger.warn({
|
||||
event: 'instrument_metadata_failed',
|
||||
cacheKey: key,
|
||||
code:
|
||||
error instanceof Error && 'response' in error
|
||||
? ((error as { response?: { code?: string } }).response?.code ??
|
||||
'UNKNOWN')
|
||||
: 'UNKNOWN',
|
||||
});
|
||||
return undefined;
|
||||
}
|
||||
};
|
||||
if (instrumentUid) {
|
||||
const byUid = await lookup(`uid:${instrumentUid}`, () =>
|
||||
this.tbank.getInstrumentByUid(token, instrumentUid),
|
||||
);
|
||||
if (byUid) return byUid;
|
||||
}
|
||||
if (!figi) return null;
|
||||
return lookup(`figi:${figi}`, () =>
|
||||
this.tbank.getInstrumentByFigi(token, figi),
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
function decimalFromString(value: string) {
|
||||
const negative = value.startsWith('-');
|
||||
const [whole, fraction = ''] = (negative ? value.slice(1) : value).split('.');
|
||||
return {
|
||||
value: (negative ? -1n : 1n) * BigInt(`${whole}${fraction}`),
|
||||
scale: fraction.length,
|
||||
};
|
||||
}
|
||||
Reference in New Issue
Block a user