Compare commits
9
Commits
v0.2.2
...
53b2794963
| Author | SHA1 | Date | |
|---|---|---|---|
 ksv741
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53b2794963 | ||
 codex-bot
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ca5dbcb382 | ||
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ksv741
|
4796d9d3f0 | ||
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codex-bot
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5d3835e796 | ||
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ksv741
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516e43203e | ||
|
ksv741
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e4232138d0 | ||
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ksv741
|
d6e6c4ace5 | ||
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ksv741
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0862d56c4e | ||
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ksv741
|
7c0150c56b |
+4
-2
@@ -160,8 +160,10 @@ HTTP/e2e naming и расположение — в [Testing](conventions/testing
|
||||
|
||||
`*.module.ts` задаёт DI boundary; `*.api.ts` перечисляет используемые другими
|
||||
модулями providers, функции и типы. Внешний production import идёт через этот
|
||||
API или файл Nest module. Чистый `integrations/tbank/decimal.ts` — отдельный
|
||||
публичный вход для protobuf conversion: импорт арифметики не загружает DI/Prisma.
|
||||
API или файл Nest module. Чистые `integrations/tbank/decimal.ts` и
|
||||
`modules/investments/operations/domain/operations-sync-plan.ts` — отдельные
|
||||
публичные входы для protobuf conversion и interval rules: импорт расчётов
|
||||
не загружает DI/Prisma.
|
||||
Внутри модуля используй прямые локальные импорты.
|
||||
Tests могут импортировать внутренний owner для проверки поведения и mocks.
|
||||
Новый export требует текущего потребителя; controller и persistence остаются
|
||||
|
||||
@@ -8,8 +8,8 @@ application/domain outcome → application mapping → HttpExceptionFilter
|
||||
```
|
||||
|
||||
Сохраняй принятый профиль RFC 9457: `status`, стабильный публичный `code`,
|
||||
для validation — `errors: [{ pointer, detail }]`. Точный контракт и известное
|
||||
расхождение validation описаны в [HTTP API](http-api.md#источник-контракта).
|
||||
для validation — `errors: [{ pointer, detail }]`. Точный контракт validation
|
||||
описан в [HTTP API](http-api.md#источник-контракта).
|
||||
Не добавляй `type/title/instance` как обязательные поля без contract change.
|
||||
|
||||
Чистый domain не импортирует Nest HTTP exceptions. Существующий application
|
||||
|
||||
@@ -83,6 +83,6 @@ artifact отдельно; backend не читает их репозитории
|
||||
HTTP prefix — `/api/v1`; Swagger доступен согласно `src/config/swagger.config.ts`.
|
||||
Общий error response — `application/problem+json` со `status` и публичным `code`.
|
||||
Validation требует `400 / VALIDATION_ERROR` и `errors: [{ pointer, detail }]`.
|
||||
Известное ограничение: ValidationPipe сейчас формирует строковые сообщения,
|
||||
а filter ожидает структурированные field errors; schema parity не доказывает
|
||||
правильность `errors`. Изменение требует проверки реального HTTP pipeline.
|
||||
ValidationPipe сохраняет структурированные field errors без `target/value`,
|
||||
а filter формирует JSON pointers, включая вложенные поля. Schema parity не
|
||||
доказывает правильность `errors`; изменения проверяются через реальный HTTP pipeline.
|
||||
|
||||
@@ -1,26 +0,0 @@
|
||||
name: Conventional commits
|
||||
|
||||
on:
|
||||
pull_request:
|
||||
types: [opened, synchronize, reopened, edited]
|
||||
|
||||
jobs:
|
||||
commits:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: https://github.com/actions/checkout@v4
|
||||
with:
|
||||
ref: ${{ github.event.pull_request.head.sha }}
|
||||
fetch-depth: 0
|
||||
- uses: https://github.com/actions/setup-node@v4
|
||||
with:
|
||||
node-version-file: .nvmrc
|
||||
- run: npm ci --ignore-scripts
|
||||
- name: Check PR title and commits
|
||||
env:
|
||||
PR_TITLE: ${{ github.event.pull_request.title }}
|
||||
BASE_SHA: ${{ github.event.pull_request.base.sha }}
|
||||
HEAD_SHA: ${{ github.event.pull_request.head.sha }}
|
||||
run: |
|
||||
printf '%s\n' "$PR_TITLE" | npm run commitlint -- --strict
|
||||
npm run commitlint -- --strict --from "$BASE_SHA" --to "$HEAD_SHA"
|
||||
@@ -12,7 +12,7 @@ jobs:
|
||||
publish:
|
||||
runs-on: ubuntu-latest
|
||||
env:
|
||||
IMAGE: nexus.personal.ksv741.ru/wealthledger/backend
|
||||
IMAGE: nexus.personal.ksv741.ru/docker-hosted/wealthledger/backend
|
||||
RELEASE_TAG: ${{ gitea.ref_name }}
|
||||
REVISION: ${{ gitea.sha }}
|
||||
DOCKER_CONFIG: ${{ runner.temp }}/wealthledger-backend-docker
|
||||
|
||||
@@ -1,31 +0,0 @@
|
||||
name: Backend security
|
||||
|
||||
on:
|
||||
push:
|
||||
branches:
|
||||
- '**'
|
||||
pull_request:
|
||||
schedule:
|
||||
- cron: '17 5 * * *'
|
||||
|
||||
jobs:
|
||||
security:
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: https://github.com/actions/checkout@v4
|
||||
with:
|
||||
fetch-depth: 0
|
||||
- name: Record checked revision
|
||||
run: git rev-parse HEAD
|
||||
- name: Scan history with Gitleaks 8.30.1
|
||||
run: |
|
||||
curl --fail --location --silent --show-error https://github.com/gitleaks/gitleaks/releases/download/v8.30.1/gitleaks_8.30.1_linux_x64.tar.gz -o /tmp/gitleaks.tar.gz
|
||||
echo '551f6fc83ea457d62a0d98237cbad105af8d557003051f41f3e7ca7b3f2470eb /tmp/gitleaks.tar.gz' | sha256sum --check
|
||||
mkdir -p /tmp/gitleaks-bin
|
||||
tar -xzf /tmp/gitleaks.tar.gz -C /tmp/gitleaks-bin gitleaks
|
||||
/tmp/gitleaks-bin/gitleaks git --log-opts=--all --redact=100 --no-banner
|
||||
- uses: https://github.com/actions/setup-node@v4
|
||||
with:
|
||||
node-version-file: .nvmrc
|
||||
- name: Audit runtime and development dependencies
|
||||
run: npm audit --include=dev --audit-level=low
|
||||
@@ -2,11 +2,72 @@ name: Backend verify
|
||||
|
||||
on:
|
||||
push:
|
||||
branches: ['**']
|
||||
branches: [develop, main]
|
||||
pull_request:
|
||||
types: [opened, synchronize, reopened, edited]
|
||||
schedule:
|
||||
- cron: '47 5 * * *'
|
||||
|
||||
# Gitea >= 1.26. A new revision supersedes only the same PR/branch/event.
|
||||
concurrency:
|
||||
group: backend-verify-${{ gitea.event_name }}-${{ gitea.event.pull_request.number || gitea.ref }}
|
||||
cancel-in-progress: true
|
||||
|
||||
jobs:
|
||||
commits:
|
||||
if: gitea.event_name == 'pull_request'
|
||||
timeout-minutes: 15
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: https://github.com/actions/checkout@v4
|
||||
with:
|
||||
ref: ${{ github.event.pull_request.head.sha }}
|
||||
fetch-depth: 0
|
||||
- uses: https://github.com/actions/setup-node@v4
|
||||
with:
|
||||
node-version-file: .nvmrc
|
||||
- run: npm ci --ignore-scripts
|
||||
- name: Check PR title and commits
|
||||
env:
|
||||
PR_TITLE: ${{ github.event.pull_request.title }}
|
||||
BASE_SHA: ${{ github.event.pull_request.base.sha }}
|
||||
HEAD_SHA: ${{ github.event.pull_request.head.sha }}
|
||||
run: |
|
||||
printf '%s\n' "$PR_TITLE" | npm run commitlint -- --strict
|
||||
npm run commitlint -- --strict --from "$BASE_SHA" --to "$HEAD_SHA"
|
||||
|
||||
security:
|
||||
needs: commits
|
||||
if: >-
|
||||
!cancelled() &&
|
||||
(needs.commits.result == 'success' || needs.commits.result == 'skipped')
|
||||
timeout-minutes: 15
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: https://github.com/actions/checkout@v4
|
||||
with:
|
||||
fetch-depth: 0
|
||||
- name: Record checked revision
|
||||
run: git rev-parse HEAD
|
||||
- name: Scan history with Gitleaks 8.30.1
|
||||
run: |
|
||||
curl --fail --location --silent --show-error https://github.com/gitleaks/gitleaks/releases/download/v8.30.1/gitleaks_8.30.1_linux_x64.tar.gz -o /tmp/gitleaks.tar.gz
|
||||
echo '551f6fc83ea457d62a0d98237cbad105af8d557003051f41f3e7ca7b3f2470eb /tmp/gitleaks.tar.gz' | sha256sum --check
|
||||
mkdir -p /tmp/gitleaks-bin
|
||||
tar -xzf /tmp/gitleaks.tar.gz -C /tmp/gitleaks-bin gitleaks
|
||||
/tmp/gitleaks-bin/gitleaks git --log-opts=--all --redact=100 --no-banner
|
||||
- uses: https://github.com/actions/setup-node@v4
|
||||
with:
|
||||
node-version-file: .nvmrc
|
||||
- name: Audit runtime and development dependencies
|
||||
run: npm audit --include=dev --audit-level=low
|
||||
|
||||
verify:
|
||||
needs: [commits, security]
|
||||
if: >-
|
||||
!cancelled() && needs.security.result == 'success' &&
|
||||
gitea.event_name != 'schedule'
|
||||
timeout-minutes: 45
|
||||
runs-on: ubuntu-latest
|
||||
steps:
|
||||
- uses: https://github.com/actions/checkout@v4
|
||||
|
||||
@@ -0,0 +1,673 @@
|
||||
# Аудит backend WealthLedger и план исправлений
|
||||
|
||||
Дата аудита: 2026-09-27. Репозиторий: `/Users/ksv741/Project/vibe/WealthLedger/backend`.
|
||||
База: `516e43203eb3fee8e6a0c7018be2fee11f1b900c`, ветка `codex/investment-contracts`.
|
||||
При аудите рабочее дерево было чистым; production-код не изменялся.
|
||||
Этот документ сохраняет результаты аудита и задаёт проверяемый план исправлений.
|
||||
Само сохранение документа не означает выполнения исправлений.
|
||||
|
||||
Номера строк относятся к указанному commit. Перед изменением повторно найти
|
||||
symbol и проверить актуальный flow: после предыдущих исправлений строки сдвинутся.
|
||||
Все относительные пути и ссылки относятся только к backend.
|
||||
|
||||
## Общая оценка
|
||||
|
||||
Backend имеет понятных владельцев ответственности: контроллеры тонкие,
|
||||
денежные расчёты преимущественно точные, транзакции и очереди сосредоточены
|
||||
у своих владельцев. Массовое дробление файлов не требуется.
|
||||
Наиболее проблемные области — обработка ошибок auth, проверка ответов MOEX,
|
||||
согласование состояния фоновой синхронизации и временных признаков кешированных данных.
|
||||
|
||||
Изучены локальные [AGENTS.md](AGENTS.md), [порядок работы](.ai/conventions/engineering.md),
|
||||
[архитектура](.ai/architecture.md) и активированные темы HTTP, errors, data,
|
||||
testing, security, integrations и observability. Соседние репозитории не использовались.
|
||||
|
||||
Инвентаризированы 135 production-файлов TypeScript, 16 004 строки, 17 Nest module-файлов.
|
||||
Generated Prisma, vendor protocols, миграции и тесты отделены от production-рейтинга.
|
||||
|
||||
Приоритеты: **высокий** — существенный риск безопасности или искажения данных;
|
||||
**средний** — ограниченный дефект поведения, контракта или доказанная стоимость связности;
|
||||
**низкий** — локальное упрощение. Уверенность всех перечисленных находок высокая
|
||||
для описанного механизма; ограничения конкретного воспроизведения указаны отдельно.
|
||||
|
||||
## План выполнения и границы
|
||||
|
||||
1. Прочитать действующий backend AGENTS и активированные conventions; зафиксировать
|
||||
текущие HEAD/status. Сохранить существующие staged/unstaged/untracked изменения.
|
||||
2. Работать по находкам A01–A10 и cleanup C01–C07 ниже, в порядке пакетов из таблицы.
|
||||
Перед каждым исправлением перечитать владельца целиком, callers, связанные tests
|
||||
и 1–3 релевантных примера. Если факт больше не воспроизводится, отметить это
|
||||
с доказательством вместо механического применения рекомендации.
|
||||
3. Для дефекта сначала получить падающую проверку наблюдаемого результата на самой
|
||||
дешёвой надёжной boundary. Для concurrency/atomicity использовать реальную
|
||||
изолированную SQLite; mock race не доказывает DB-инвариант.
|
||||
4. Исправлять у существующего владельца минимальным связанным diff. Сохранять
|
||||
precision, ownership, public error codes, transaction/fencing, cache isolation,
|
||||
limiter и выполняющиеся promises. Предложения ниже задают результат, а не
|
||||
обязательную форму реализации.
|
||||
5. После каждого пакета выполнить targeted checks; в конце — актуальные обязательные
|
||||
gates по backend conventions. Перед каждой Node-командой выполнить `nvm use --silent`.
|
||||
6. Сохранить исходный снимок аудита; результаты реализации записывать в таблицу
|
||||
«Статус исправлений». Для каждого ID указать diff/решение, команды и результат,
|
||||
остаточный риск либо точную причину невыполнения.
|
||||
|
||||
| Пакет | Пункты | Условие завершения |
|
||||
| --- | --- | --- |
|
||||
| 1. Auth и безопасные ошибки | A01, A02 | Отказы хранилища не маскируются; секреты не попадают в completion log |
|
||||
| 2. MOEX trust boundary | A03 | Malformed response не публикуется как полный результат; pagination завершается |
|
||||
| 3. Статус синхронизации | A04 | Screen учитывает состояние successor через владельца operations |
|
||||
| 4. Свечи | A05 | Force не теряется при coalescing; forced publication остаётся атомарной |
|
||||
| 5. Свежесть и время | A06, A07 | Stale-флаг актуален; wire timestamp совпадает с используемым при фильтрации |
|
||||
| 6. HTTP validation | A08 | Реальный pipeline возвращает структурированные field errors |
|
||||
| 7. Связность и удаление legacy | A09, A10, C01–C07 | Живые boundaries сохранены; лишние реализации и exports удалены |
|
||||
|
||||
Пакеты независимы по цели, но могут пересекаться файлами и общими fixtures.
|
||||
Параллелить только области с непересекающимся владением файлами, затем выполнить
|
||||
общую проверку. A02 и A08 изменяют один HTTP filter и должны быть согласованы.
|
||||
|
||||
В scope входят исправления подтверждённых находок и их regression tests.
|
||||
Гипотезы в конце документа не являются задачами на изменение кода.
|
||||
Новые зависимости, generic repositories, scheduler framework, интерфейсы ради
|
||||
паттерна, schema migrations и size-only splits для этих исправлений не требуются.
|
||||
Отдельную необходимость такого расширения следует доказать до реализации.
|
||||
Коммиты, push и PR выполняются только по отдельному запросу пользователя.
|
||||
|
||||
## Подтверждённые находки
|
||||
|
||||
### A01. Auth lifecycle смешивает invalid credentials и operational failure
|
||||
|
||||
**Приоритет:** высокий. **Уверенность:** высокая.
|
||||
|
||||
**Места и потребители:** [AuthService.logout, строки 104–126](src/modules/auth/application/auth.service.ts),
|
||||
[AuthController.logout, 95–104; refresh, 85–91](src/modules/auth/presentation/auth.controller.ts).
|
||||
|
||||
Общий catch в logout подавляет JWT verification errors и отказ Prisma при записи
|
||||
`revokedAt`. Controller затем очищает cookie и возвращает 204, хотя серверная
|
||||
сессия осталась действительной. Сохранённая копия refresh token продолжает работать.
|
||||
Смежное проявление: refresh controller удаляет cookie при любой ошибке, включая
|
||||
временный отказ БД, без доказательства недействительности токена.
|
||||
|
||||
**Доказательство:** inline fault injection на настоящих AuthService, JwtService
|
||||
и AuthController с синтетической сессией подтвердил:
|
||||
|
||||
```text
|
||||
logoutResolved=true
|
||||
cookieCleared=true
|
||||
sessionNotRevoked=true
|
||||
sameRefreshTokenStillUsable=true
|
||||
unexpectedRefreshErrorPropagated=true
|
||||
validCookieRemoved=true
|
||||
```
|
||||
|
||||
Это доказательство обработки injected boundary failure, а не реального отказа БД.
|
||||
[Auth HTTP suite](test/app.e2e-spec.ts) проверяет обычный logout, но не этот отказ.
|
||||
Нарушен [контракт отзыва сессии](.ai/conventions/security-auth.md): идемпотентность
|
||||
не превращает несостоявшуюся запись в успешную.
|
||||
|
||||
**Минимальное действие:** ограничить подавление ошибок logout недействительным JWT;
|
||||
ошибки хранилища пробрасывать. При refresh очищать cookie только при установленном
|
||||
auth failure. Существующий AuthService.refresh уже отделяет verification от DB reads;
|
||||
BankCardsRepository.write также пробрасывает неизвестные ошибки.
|
||||
|
||||
**Приёмка:**
|
||||
|
||||
- Отсутствующий/недействительный/уже отозванный refresh сохраняет идемпотентный logout.
|
||||
- Ошибка записи revocation не возвращает фиктивный 204.
|
||||
- Успешный logout делает последующий refresh невозможным.
|
||||
- Временный отказ refresh не удаляет действующую cookie, повтор после восстановления возможен.
|
||||
- Проверены status/code/cookie через configured HTTP; успешный отзыв — с SQLite.
|
||||
|
||||
**Риск:** сохранить существующую семантику недействительных токенов. Изменение
|
||||
access-JWT lifetime или введение replay history не входят в этот пункт.
|
||||
|
||||
### A02. Многострочное сообщение исключения попадает в completion log
|
||||
|
||||
**Приоритет:** высокий. **Уверенность:** высокая.
|
||||
|
||||
**Места:** [HttpExceptionFilter, 30–37](src/common/filters/http-exception.filter.ts).
|
||||
**Потребители:** [RequestLoggingMiddleware, 43–57](src/common/logging/request-logging.middleware.ts),
|
||||
[StructuredLogger, 47–63](src/common/logging/structured-logger.service.ts).
|
||||
|
||||
Фильтр удаляет только первую строку `exception.stack`. Остальные строки
|
||||
многострочного Error.message сохраняются. Поле stack разрешено logger allowlist;
|
||||
redaction HTTP body к нему не применяется.
|
||||
|
||||
**Воспроизведение:** configured HTTP app; AuthService.login выбрасывает синтетический
|
||||
`Error('operation failed\npassword: SYNTHETIC_AUDIT_SECRET')`. Ответ остаётся
|
||||
`500 / INTERNAL_SERVER_ERROR`, но completion log содержит вторую строку сообщения.
|
||||
Реальные секреты не использовались. Существующий filter spec проверяет однострочное сообщение.
|
||||
Нарушены [observability](.ai/conventions/observability.md) и security rules.
|
||||
|
||||
**Минимальное действие:** убрать передачу сырого stack через общую HTTP boundary,
|
||||
сохранив code/request context. Если stack необходим, нужна проверенная форма кадров
|
||||
без произвольного текста исключения; удаление только первой строки недостаточно.
|
||||
|
||||
**Приёмка:** multiline synthetic secrets отсутствуют в response и в конечном
|
||||
payload logger, а status/code/correlation сохраняются. Проверить настоящий
|
||||
filter → middleware → logger, не только mock вызова filter.
|
||||
|
||||
**Риск:** диагностическая подробность может уменьшиться; raw message возвращать нельзя.
|
||||
|
||||
### A03. MOEX malformed response превращается в полный пустой прогноз
|
||||
|
||||
**Приоритет:** высокий. **Уверенность:** высокая.
|
||||
|
||||
**Место:** [MoexClient, 122–142 и 163–165](src/integrations/moex/moex.client.ts).
|
||||
Отсутствующий запрошенный ISS block преобразуется в `[]`. Неполный cursor может
|
||||
завершить чтение с частичными данными; cursor с нулевым pageSize может зациклить его.
|
||||
|
||||
**Реальная цепочка:** [CatalogEnrichmentService, 444 и 509–548](src/modules/investments/instruments/application/catalog-enrichment.service.ts)
|
||||
публикует `bondEvents: []`; readMany считает существующий row complete;
|
||||
[UpcomingEventsService, 137–197](src/modules/investments/upcoming-events/upcoming-events.service.ts)
|
||||
строит пустые events/totals; [ForecastRepository, 124–150](src/modules/investments/portfolio/infrastructure/forecast.repository.ts)
|
||||
может заменить прежний непустой forecast. Владелец protocol validation — integration client.
|
||||
|
||||
**Воспроизведение:** настоящий MoexClient с mock fetch HTTP 200 без coupons/offers
|
||||
вернул `[]`. Cursor `INDEX=0,TOTAL=1,PAGESIZE=0` дал пять запросов `start=0`;
|
||||
проба остановлена искусственной ошибкой. Timeout каждого fetch не ограничивает весь цикл.
|
||||
|
||||
**Расхождение тестов:** [moex.client.spec, 97–107](src/integrations/moex/moex.client.spec.ts)
|
||||
считает отсутствующий block пустым результатом;
|
||||
[upcoming-events.e2e, 439–451](test/upcoming-events.e2e-spec.ts) обещает обратное,
|
||||
но подменяет весь клиент готовым rejection и не проверяет parser.
|
||||
|
||||
**Минимальное действие:** различать отсутствующий/повреждённый block и корректный
|
||||
`data: []`; проверять структуру строк и cursor, положительный pageSize и строгое
|
||||
продвижение start. Нарушение протокола → `MOEX_UNAVAILABLE`, без частичного success.
|
||||
|
||||
**Приёмка:**
|
||||
|
||||
- Malformed block/cursor не меняет сохранённый полный календарь/forecast.
|
||||
- Корректный пустой block остаётся успешным пустым результатом.
|
||||
- Непродвигающаяся pagination завершается ошибкой, без бесконечных fetch.
|
||||
- Семантика HTTP 404 проверена отдельно и не изменена случайно.
|
||||
- Downstream regression использует настоящий MoexClient с mock fetch, а не mock rejection клиента.
|
||||
|
||||
**Риск:** перепутать законное отсутствие данных с ошибкой protocol shape.
|
||||
|
||||
### A04. Screen sync сообщает succeeded до завершения successor
|
||||
|
||||
**Приоритет:** средний. **Уверенность:** высокая.
|
||||
|
||||
**Места:** [TbankSyncService.status, 330–345](src/modules/investments/tbank-sync/tbank-sync.service.ts),
|
||||
[TbankSyncRepository.read, 70–80](src/modules/investments/tbank-sync/tbank-sync.repository.ts).
|
||||
[Operations repository, 441–445](src/modules/investments/operations/infrastructure/brokerage-operations.repository.ts)
|
||||
помечает объединяемую группу `superseded` и сохраняет successorId. Владелец операций
|
||||
умеет разрешать цепочку в observe, строки 564–590, но screen читает прямого child.
|
||||
|
||||
**Сценарий:** две активные screen-группы на части января; третья объединяет интервалы.
|
||||
Screen вытесненной группы сообщает succeeded, хотя successor ещё running; его
|
||||
последующая ошибка также теряется.
|
||||
|
||||
**Воспроизведение настоящего status с mocked persistence:**
|
||||
|
||||
```text
|
||||
screenState=succeeded
|
||||
resource.availability=missing
|
||||
resource.sync.state=running
|
||||
actualOperationState=running
|
||||
```
|
||||
|
||||
SQLite bridge покрыт [operations-sync e2e, 455–474](test/tbank-operations-sync.e2e-spec.ts),
|
||||
но существующая проверка наблюдает operations.observe, а не screen status.
|
||||
|
||||
**Минимальное действие:** разрешать operations successors через существующего
|
||||
владельца перед агрегацией screen state/progress. Не копировать второй алгоритм
|
||||
разрешения цепочки в screen service.
|
||||
|
||||
**Приёмка:** configured HTTP + SQLite bridge; задержанный successor → running,
|
||||
затем успех → succeeded или отказ → failed; progress согласован, чужая revision
|
||||
не видна. **Риск:** fencing, цепочки successors и корректный подсчёт progress.
|
||||
|
||||
### A05. Force обновления свечей теряется при coalescing
|
||||
|
||||
**Приоритет:** средний. **Уверенность:** высокая.
|
||||
|
||||
**Места:** [CandleService.request/load, 326–365](src/modules/investments/instruments/application/candle.service.ts),
|
||||
[CandleRepository.reserve, 76–82](src/modules/investments/instruments/infrastructure/candle.repository.ts).
|
||||
Публичный caller: [TbankSyncService, 288–306](src/modules/investments/tbank-sync/tbank-sync.service.ts)
|
||||
вызывает candles.request с force=true; candleRange необязателен, ключ может совпасть
|
||||
с ordinary GET/prefetch.
|
||||
|
||||
При launch=false service возвращает существующий id без сохранения новых force/priority.
|
||||
При присоединении cross-user observer требования также не повышаются.
|
||||
|
||||
**Воспроизведение настоящего класса с mocked repository/upstream:** январь покрыт,
|
||||
ordinary period=all заблокирован перед загрузкой detail, затем приходит force all.
|
||||
После release единственный RPC идёт от `2026-02-01T00:00:00.000Z` до
|
||||
`2026-02-02T12:00:00.000Z`; январь не перечитан. Исправленные исторические значения
|
||||
остаются прежними. Existing candle suite отдельно проверяет force и coalescing.
|
||||
|
||||
**Минимальное действие:** сохранить forced требование и выполнить полную reconciliation.
|
||||
Если gap-план уже начат, безопасно перепланировать или выполнить следующую forced
|
||||
попытку. Простого `force ||= true` после публикации первых окон недостаточно.
|
||||
Аналог повышения требований есть в CatalogDiscoveryService, но его алгоритм нельзя
|
||||
механически переносить на staged свечи.
|
||||
|
||||
**Приёмка:** ordinary load + force того же scope действительно обновляют уже
|
||||
закрытую свечу. Возвращённый work ID завершается только после выполнения forced
|
||||
требования с актуальным диапазоном запроса. Проверить join до запуска и после
|
||||
публикации первого обычного окна, включая observer другого пользователя;
|
||||
экранный запрос получает экранный приоритет. Ошибка следующего forced окна сохраняет
|
||||
прежнюю историю и timestamps; user/revision fencing сохраняется.
|
||||
Proof атомарности — существующая SQLite boundary.
|
||||
|
||||
**Риск:** высокий риск неверного локального исправления из-за staged/atomic publication.
|
||||
|
||||
### A06. Payout snapshot замораживает positionIsStale
|
||||
|
||||
**Приоритет:** средний. **Уверенность:** высокая.
|
||||
|
||||
**Место:** [ForecastRepository.resolve, 132–137](src/modules/investments/portfolio/infrastructure/forecast.repository.ts).
|
||||
**Потребители:** [StockIncomeService, 67–87 и 161–163](src/modules/investments/instruments/stocks/application/stock-income.service.ts),
|
||||
[BondIncomeService, 180–182](src/modules/investments/instruments/bonds/application/bond-income.service.ts).
|
||||
|
||||
Истечение 60-секундного portfolio TTL меняет isStale, но не source revision/timestamps.
|
||||
Repository возвращает прежний payload вместо нового candidate. Возможны одновременно
|
||||
`meta.freshness: stale` и `data.positionIsStale: false`.
|
||||
|
||||
**Воспроизведение:** настоящий repository с mocked transaction; candidate false,
|
||||
затем true при тех же версиях → повторный результат false, всего одна запись.
|
||||
Pure payout tests принимают stale input, но не проверяют aging persisted forecast.
|
||||
|
||||
**Минимальное действие:** вычислять возраст сохранённой позиции при выдаче по её
|
||||
positionAt и действующей freshness policy. Учитывать именно позицию сохранённого
|
||||
fallback, а не случайно подставлять свежесть более нового несовместимого портфеля.
|
||||
Не сравнивать весь candidate без разбора: текущий calculatedAt у events вызовет
|
||||
запись на каждом чтении. Не менять financial revision только из-за хода времени.
|
||||
|
||||
**Приёмка:** controllable clock, TTL истёк без изменения источников, sync=observe:
|
||||
stale=true, суммы и source timestamps прежние, новых RPC нет; fallback остаётся
|
||||
согласованным. **Риск:** смешение возраста сохранённой и текущей позиции.
|
||||
|
||||
### A07. Timestamp операций расходится между persistence и wire
|
||||
|
||||
**Приоритет:** средний. **Уверенность:** высокая.
|
||||
|
||||
**Место:** [brokerage-operation.mapper, 85–90](src/modules/investments/operations/infrastructure/brokerage-operation.mapper.ts)
|
||||
игнорирует nanos; [repository, 653–657 и publish](src/modules/investments/operations/infrastructure/brokerage-operations.repository.ts)
|
||||
учитывает миллисекунды. Consumers mapper: BrokerageOperationsService, обычный ledger
|
||||
и income reads (строки 359 и 619 на базе аудита).
|
||||
|
||||
**Воспроизведение:** seconds=1768000000, nanos=600000000 → persistence
|
||||
`2026-01-09T23:06:40.600Z`, wire `2026-01-09T23:06:40.000Z`.
|
||||
Запрос from=`…40.500Z` возвращает строку с видимым временем раньше from.
|
||||
Existing mapper specs проверяют money/quantity, но не это соответствие.
|
||||
|
||||
**Минимальное действие:** согласовать конвертацию protobuf timestamp; при возможности
|
||||
использовать уже сохранённый occurredAt для wire. Предотвратить дальнейшее расхождение
|
||||
реализаций без создания универсальной библиотеки дат.
|
||||
|
||||
**Приёмка:** subsecond mapper case и HTTP boundary внутри секунды; порядок/cursor,
|
||||
обычный ledger и income используют согласованное время. **Риск:** исправляется
|
||||
публичное значение timestamp; формат и точность Money сохраняются.
|
||||
|
||||
### A08. Configured validation response теряет ошибки полей
|
||||
|
||||
**Приоритет:** средний. **Уверенность:** высокая.
|
||||
|
||||
**Места:** [configureApp, 29](src/main.ts),
|
||||
[HttpExceptionFilter, 44–48 и 70–78](src/common/filters/http-exception.filter.ts).
|
||||
ValidationPipe выдаёт message:string[], filter приводит его к ValidationError[]
|
||||
и ищет constraints. children вложенных ошибок также не обходятся.
|
||||
|
||||
**Configured HTTP reproduction:** invalid email и отсутствующий password:
|
||||
|
||||
```json
|
||||
{"status":400,"code":"VALIDATION_ERROR","errors":[]}
|
||||
```
|
||||
|
||||
Ожидаемый [HTTP contract](.ai/conventions/http-api.md) требует pointer/detail.
|
||||
Conventions уже фиксируют это известное расхождение. OpenAPI parity проверяет
|
||||
schema, но не наблюдаемый response pipeline.
|
||||
|
||||
**Минимальное действие:** согласовать exceptionFactory и filter, сформировать
|
||||
структурированные ошибки, включая вложенные поля, без target/value исходного DTO.
|
||||
|
||||
**Приёмка:** реальные requests credentials и nested Money дают непустые корректные
|
||||
pointer/detail; status/code/content-type сохраняются; неизвестные исключения
|
||||
по-прежнему безопасны. Проверить согласование с A02 и публичной metadata.
|
||||
**Риск:** public error shape и корректность вложенных путей.
|
||||
|
||||
### A09. Planner зависит от service barrel и образует runtime import cycle
|
||||
|
||||
**Приоритет:** средний. **Уверенность:** высокая.
|
||||
|
||||
**Места:** [investment-sync-plan, 3–6](src/modules/investments/investment-sync-plan.ts)
|
||||
→ [operations.api](src/modules/investments/operations/operations.api.ts)
|
||||
→ operations services → investment-sync-plan.
|
||||
|
||||
Алгоритму нужны interval rules, но barrel загружает services, TbankClient и Prisma.
|
||||
[Planner spec, строка 1](src/modules/investments/investment-sync-plan.spec.ts) уже
|
||||
вынужден mock Prisma. Это доказанная стоимость связности; production crash из-за
|
||||
цикла не обнаружен. Type-only цикл T-Bank records — отдельный безвредный случай.
|
||||
|
||||
**Минимальное действие:** предоставить interval rules чистый публичный вход,
|
||||
аналогичный разрешённому integrations/tbank/decimal.ts; service API оставить отдельно.
|
||||
Не заменять cycle на forwardRef и не вводить новый DI слой.
|
||||
|
||||
**Приёмка:** planner импортируется/тестируется без Prisma mock; cycle устранён,
|
||||
interval semantics и DI initialization сохранены. **Риск:** низкий, import/export surface.
|
||||
|
||||
### A10. Неиспользуемый legacy T-Bank access flow
|
||||
|
||||
**Приоритет:** низкий. **Уверенность:** высокая.
|
||||
|
||||
**Место:** [TbankAccessService, 255–330](src/integrations/tbank/tbank-access.service.ts).
|
||||
listSupportedAccounts/withSupportedAccounts/withConnection/withAccount/
|
||||
withAccountForConnection/private connection вызываются только внутри собственной
|
||||
цепочки и tests. Проверены production consumers, DI и decorators.
|
||||
|
||||
Legacy flow поддерживает generation=hash(ciphertext), тогда как живой persisted
|
||||
flow использует DB revision, local и tokenForAttempt. Поддерживаются две модели
|
||||
без production-потребности; около 76 строк, context types и TbankClient dependency.
|
||||
|
||||
**Минимальное действие:** повторно проверить callers на актуальном HEAD, удалить
|
||||
legacy-цепочку, неиспользуемые context exports и зависимость; отдельно проверить
|
||||
оставшихся consumers accessibleTbankAccount до его удаления.
|
||||
|
||||
**Приёмка:** нет мёртвой цепочки, живые access/invalid-token/revision/fencing cases
|
||||
сохранены. Перенести полезные security assertions, если они были только в удаляемых
|
||||
specs. **Риск:** удалить общее правило или полезную проверку вместе с legacy.
|
||||
|
||||
## Локальные упрощения
|
||||
|
||||
Все пункты: низкий приоритет, высокая уверенность. Перед удалением повторить поиск
|
||||
callers; отсутствие production callers в базе аудита не гарантирует его на новом HEAD.
|
||||
|
||||
| ID | Место и доказательство | Минимальное действие и приёмка |
|
||||
| --- | --- | --- |
|
||||
| C01 | [portfolio.service, 515–522](src/modules/investments/portfolio/application/portfolio.service.ts): локальный decimalFromString повторяет common parser без validation; callers position/value | Импортировать существующий common owner; удалить дубликат. Exact-money tests и typecheck. Текущая ошибка сумм не доказана; проверить допустимые входы. |
|
||||
| C02 | [tbank.api](src/integrations/tbank/tbank.api.ts): TbankSyncAttempt импортируют напрямую семь внешних файлов sync/instruments; enrichment также обходит API для market types | Экспортировать используемые типы, перенаправить imports через API. TbankCoupon уже экспортируется. Typecheck и поиск обходов; runtime-риск минимален. |
|
||||
| C03 | [auth.service, 190–192](src/modules/auth/application/auth.service.ts): normalizeEmail возвращает аргумент; register/login вызывают его, реальная нормализация в CredentialsDto | Удалить no-op, сохранить DTO transform. Existing HTTP case/whitespace tests; дополнительную нормализацию без необходимости не вводить. |
|
||||
| C04 | [bank-card.calculations, 56–76](src/modules/banking/bank-cards/domain/bank-card.calculations.ts): string period используется только tests; production summary передаёт from/to | Сузить API до рабочего диапазона; перевести полезные unit cases. Проверить границы месяца/range. |
|
||||
| C05 | [instrument-market, 39–51](src/modules/investments/instruments/application/instrument-market.ts): optional без consumers; [stock-position wrapper](src/modules/investments/instruments/stocks/application/stock-position.ts) нужен только своему spec | Удалить optional, перенаправить полезные wrapper tests на instrumentPosition. Сохранить fractional/mixed/offset holdings cases. |
|
||||
| C06 | [portfolio.api, 2](src/modules/investments/portfolio/portfolio.api.ts): totalsByCurrency не имеет внешнего production consumer; внутренний использует mapper напрямую | Удалить только лишний export, mapper сохранить; typecheck. |
|
||||
| C07 | [auth.controller.spec, 9–20](src/modules/auth/presentation/auth.controller.spec.ts): проверяет HTTP_CODE_METADATA через prototype; те же 200 проверяются configured HTTP suite | Удалить дублирующий wiring spec только при сохранении реальных HTTP status/cookie assertions. |
|
||||
|
||||
## Карта ответственности и проверенные сценарии
|
||||
|
||||
| Область / владелец | Интерфейс и consumers | Состояние, зависимости, инварианты и эффекты |
|
||||
| --- | --- | --- |
|
||||
| App/config/common/Prisma | Composition root, configureApp, Money/decimal, logging | Env validation, HTTP pipeline, DB lifecycle, request context; общая арифметика без Nest/Prisma |
|
||||
| Auth | Auth HTTP; guard/AccessPayload API для protected controllers | User/Session, bcrypt/JWT, refresh hash/CAS; cookies у controller |
|
||||
| Bank cards/operations/categories | BankCardsController → профильные services | Ownership, archive/version/replay/tombstones; refund budget и перевод в общей transaction boundary |
|
||||
| Bank summary | Controller → use case → repository → pure calculation | Согласованное чтение и BigInt-сводка по периоду |
|
||||
| Brokerage accounts | HTTP/read API для screen → service → PortfolioService | Собственной persistence нет; missing membership отличается от confirmed empty |
|
||||
| Portfolio/forecast | HTTP и API для instruments/events/accounts | Private user/revision/account snapshots; mapping/decimal; aggregate completeness; atomic dependency version checks |
|
||||
| Operations | HTTP/API для income/screen | Local journal, signed cursor binding; durable work/staging, intervals, recovery, atomic reconciliation |
|
||||
| Income analytics | HTTP/read API → Operations API | Period roles/completeness, grouping и точные signed totals по валютам; своей DB нет |
|
||||
| Upcoming events | HTTP/read API → portfolio/calendars → forecast | Events по positions; missing calendar не равен пустому; redemption исключён из income totals |
|
||||
| Catalog discovery/enrichment | Stock/bond services и public source APIs | Shared identity/aliases/source rows; private work, TTL, batching, coalescing и generation-fenced publication |
|
||||
| Candles | Market services/screen → CandleService/Repository | Shared candles/coverage; mutable tail, gaps, windows, очередь и staged force replacement |
|
||||
| Stock/bond position/income | Controllers → application services | UID/type matching, exact weighted cost, mixed currencies, payout estimates; Portfolio/Catalog/Forecast APIs |
|
||||
| T-Bank connection | Guarded GET/PUT/DELETE | Проверка токена до replacement, AES-GCM, новая revision/cascade; failed validation сохраняет connection |
|
||||
| T-Bank client/access/membership/metadata | Integration API для business modules | gRPC/TLS, единые limiter/retry/deadline; credentials, account access, membership и publication fencing |
|
||||
| Screen sync | POST descriptor / GET status | Orchestration через APIs; durable children/attempts; passive observation |
|
||||
| MOEX/NCR | Integration APIs → enrichment | ISS parser/pagination; NCR strict registry parser/exact ISIN/shared cache |
|
||||
|
||||
Прослежены auth/session flows; создание/изменение карт, операций, переводов,
|
||||
возвратов и summary; ledger→sync→staging→publication; portfolio→mapping→snapshot;
|
||||
payouts/events→forecast; catalog/candles и screen orchestration.
|
||||
|
||||
Повторной регистрации владельцев caches/queues и циклов Nest modules не обнаружено.
|
||||
InstrumentSourcesModule позволяет portfolio пользоваться источниками без DI-цикла
|
||||
с InstrumentsModule. Type-only цикл T-Bank records не является finding.
|
||||
|
||||
## Размеры production-файлов
|
||||
|
||||
Количество строк включает comments/blank lines. Размер — основание для чтения,
|
||||
а не самостоятельный дефект. Обязательные splits не обоснованы.
|
||||
|
||||
| Файл | Строк | Решение и причина |
|
||||
| --- | ---: | --- |
|
||||
| [brokerage-operations.repository](src/modules/investments/operations/infrastructure/brokerage-operations.repository.ts) | 924 | Оставить: overlap groups, staging, recovery и publication держат общий transactional invariant |
|
||||
| [catalog-enrichment.service](src/modules/investments/instruments/application/catalog-enrichment.service.ts) | 665 | Упростить локально: protocol boundary/imports; сохранить producers, batching, completions вместе |
|
||||
| [brokerage-operations.service](src/modules/investments/operations/application/brokerage-operations.service.ts) | 636 | Оставить: ledger/income имеют различную completeness; generic builder добавит скрытые режимы |
|
||||
| [tbank-sync.service](src/modules/investments/tbank-sync/tbank-sync.service.ts) | 595 | Упростить: разрешение successors вернуть operations owner, generic job framework не нужен |
|
||||
| [tbank.client](src/integrations/tbank/tbank.client.ts) | 560 | Оставить: records/RPC methods и единый limiter/retry owner |
|
||||
| [portfolio.service](src/modules/investments/portfolio/application/portfolio.service.ts) | 522 | Упростить: удалить duplicate parser, scheduling state не разрывать |
|
||||
| [candle.service](src/modules/investments/instruments/application/candle.service.ts) | 481 | Оставить: исправить force join, сохранить queue/publication invariant |
|
||||
| [catalog-discovery.repository](src/modules/investments/instruments/infrastructure/catalog-discovery.repository.ts) | 480 | Оставить: identity/aliases/source publication и CAS связны |
|
||||
| [catalog-discovery.service](src/modules/investments/instruments/application/catalog-discovery.service.ts) | 390 | Оставить: search/detail и producer lifecycle имеют одного owner |
|
||||
| [bank-operations.service](src/modules/banking/bank-cards/application/bank-operations.service.ts) | 343 | Оставить: разрыв validation/refund/transfer writes повышает риск |
|
||||
| [tbank-access.service](src/integrations/tbank/tbank-access.service.ts) | 331 | Упростить удалением legacy flow |
|
||||
| [investment-sync-plan](src/modules/investments/investment-sync-plan.ts) | 327 | Упростить зависимость: убрать service barrel из алгоритма |
|
||||
| [instrument-metadata.repository](src/integrations/tbank/instrument-metadata.repository.ts) | 320 | Оставить: identity, batching и publication согласованы |
|
||||
| [income-analytics.service](src/modules/investments/income/income-analytics.service.ts) | 318 | Оставить: связные projections, выгода дополнительных моделей не доказана |
|
||||
| [candle.repository](src/modules/investments/instruments/infrastructure/candle.repository.ts) | 306 | Оставить: reconciliation, coverage, fencing и stage cleanup |
|
||||
| [upcoming-events.service](src/modules/investments/upcoming-events/upcoming-events.service.ts) | 297 | Оставить: один сценарий, основной дефект у MOEX boundary |
|
||||
| [brokerage-operations-sync.service](src/modules/investments/operations/application/brokerage-operations-sync.service.ts) | 294 | Оставить: связный владелец durable work execution |
|
||||
|
||||
Отдельные категории: 37 unit specs / 3319 строк; 21 HTTP/SQLite specs / 7878 строк;
|
||||
10 test support/fixtures / 1993 строки; 6 vendor proto / 3588 строк;
|
||||
5 SQL migrations / 345 строк. Generated Prisma и build artifacts не ранжировались.
|
||||
|
||||
## Удачные решения, которые требуется сохранить
|
||||
|
||||
- BigInt/decimal и string Money; разные валюты не складываются неявно.
|
||||
- Refresh CAS, ownership queries, версии операций, replay fingerprints/tombstones.
|
||||
- Network calls отделены от DB transactions.
|
||||
- Revision/attempt fencing, late-result discard, staging перед force reconciliation.
|
||||
- Missing/partial/confirmed empty/saved complete различаются явно.
|
||||
- Concrete providers, компактные плоские модули и разрешённый прямой Prisma
|
||||
в связных CRUD/transaction services не являются автоматическими дефектами.
|
||||
- SQLite behavior tests проверяют реальные денежные границы, races и rollback.
|
||||
|
||||
## Выполненные проверки и пределы доказательства
|
||||
|
||||
Перед успешными Node-командами загружалась `~/.nvm/nvm.sh`, затем `nvm use --silent`.
|
||||
Первый вызов nvm без загрузки shell function завершился command not found;
|
||||
после загрузки проверок это ограничение не осталось.
|
||||
|
||||
| Команда / проверка | Результат аудита |
|
||||
| --- | --- |
|
||||
| git status, git rev-parse HEAD, git diff --check | Чистое дерево, неизменный commit, diff errors отсутствуют |
|
||||
| npm run lint | Успешно |
|
||||
| npm run typecheck:app; npm run typecheck:test | Успешно |
|
||||
| npm test -- --runInBand | 37 suites / 200 tests passed |
|
||||
| Build в npm run test:e2e | Prisma generation и Nest build успешны |
|
||||
| Полный e2e в sandbox | listen EPERM на localhost; не засчитан |
|
||||
| LOG_LEVEL=error node test/sqlite.cjs --all, с разрешением localhost | all-accounts: 18 passed; auth-suite затем завершилась native SIGABRT |
|
||||
| node test/sqlite.cjs tbank-screen-sync.e2e-spec.ts tbank-operations-persistence.e2e-spec.ts tbank-candles-persistence.e2e-spec.ts tbank-metadata-persistence.e2e-spec.ts tbank-local-reads.e2e-spec.ts openapi-contract.e2e-spec.ts | Первые три: 27 + 5 + 9 passed; metadata native abort; последующие не достигнуты |
|
||||
| node test/sqlite.cjs openapi-contract.e2e-spec.ts, отдельно | 3 tests passed |
|
||||
| Inline reproductions | Подтверждены описанные случаи; validation/logging через configureApp, остальные с указанными mocked boundaries |
|
||||
|
||||
Native abort произошёл в `node::RemoveEnvironmentCleanupHook` / `better_sqlite3.node`
|
||||
на Node 24.21.0. Причина не установлена; связывать его с конкретной source-находкой
|
||||
нельзя. Полный e2e gate не подтверждён. При реализации сначала повторить в штатном
|
||||
окружении; если проблема остаётся, диагностировать отдельно и явно сообщить,
|
||||
не отключая падающие suites и не выдавая неполную проверку за зелёную.
|
||||
|
||||
Логи текущей сессии (временные файлы, могут исчезнуть):
|
||||
`/tmp/wealthledger-audit-e2e.log`, `/tmp/wealthledger-audit-targeted-e2e.log`,
|
||||
`/tmp/wealthledger-audit-openapi.log`. Документ не зависит от сохранности этих файлов.
|
||||
|
||||
**Проверено:** все production-модули, composition/API, основные consumers,
|
||||
значимые flows, связанные tests кандидатов. Все production auth/banking,
|
||||
integrations/sync/operations и остальные investment slices прочитаны.
|
||||
|
||||
**Частично проверено:** весь набор HTTP fixtures и integration suites не проходил
|
||||
одинаково глубокий построчный аудит; реальное выполнение e2e ограничено указанным
|
||||
native abort. Schema прочитана; история миграций не проходила полный compatibility audit.
|
||||
|
||||
**Не проверено:** clean npm ci, полный verify с coverage как единая команда,
|
||||
durability/restart/backup, container/deployment, production performance,
|
||||
реальные внешние API и полная сверка vendor proto с upstream.
|
||||
|
||||
### Финальная проверка реализации
|
||||
|
||||
Использовать актуальные scripts/conventions backend. На базе аудита для code changes
|
||||
требуются npm ci, npm run verify, relevant SQLite/HTTP checks; для этих HTTP изменений
|
||||
также OpenAPI generation/parity. Полный npm run test:e2e нужен для итоговой проверки
|
||||
совокупных изменений. Перед Node — nvm use --silent.
|
||||
|
||||
Автоисправления lint/format не являются доказательством. Не запускать миграции,
|
||||
reset/drop или tests на пользовательской БД. Штатный SQLite runner создаёт временные
|
||||
базы и защищает от использования внешнего DATABASE_URL.
|
||||
|
||||
По завершении повторить routing по staged/unstaged/new files, выполнить Boy Scout
|
||||
и semantic review: callers, owners, money/access/atomicity/error contracts,
|
||||
generation/cache/async lifecycle. Указать точные команды, outcomes и ограничения.
|
||||
|
||||
## Неподтверждённые гипотезы — вне scope исправлений
|
||||
|
||||
- Logout/refresh interleaving и browser cookie overwrite требуют явных ordering
|
||||
semantics и отдельного HTTP/browser proof.
|
||||
- N+1 в карточных views виден, но измеренная latency/timeout проблема не установлена.
|
||||
- JSON casts внутренних сохранённых payload сами по себе не доказывают небезопасную boundary.
|
||||
- Cash/accrued-interest valuation: локального контракта недостаточно для обвинения в ошибке.
|
||||
- Native SQLite abort требует отдельной диагностики runtime/dependency lifecycle.
|
||||
|
||||
## Статус исправлений
|
||||
|
||||
Начало исправлений: HEAD `516e43203eb3fee8e6a0c7018be2fee11f1b900c`,
|
||||
ветка `codex/investment-contracts`; `git status --short`: только
|
||||
`?? BACKEND_AUDIT.md`, staged/unstaged tracked changes отсутствовали.
|
||||
Исходные разделы аудита сохранены. `npm ci` успешно: 1065 packages, 44s;
|
||||
manifest/lockfile не менялись. Перед Node-командами загружается `~/.nvm/nvm.sh`
|
||||
и выполняется `nvm use --silent`.
|
||||
|
||||
Все A01–A10 и C01–C07 повторно подтверждены и реализованы в порядке пакетов.
|
||||
Статусы ниже разделяют готовность исправления и полноту проверки: native abort
|
||||
не засчитывается как успешный behavioral test. Неподтвердившихся и уже исправленных
|
||||
на исходном HEAD пунктов не обнаружено.
|
||||
|
||||
| ID | Статус | Изменение / доказательство | Проверки и ограничения |
|
||||
| --- | --- | --- | --- |
|
||||
| A01 | Исправлено и проверено | Logout подавляет только JWT verification failure; refresh удаляет cookie только при UnauthorizedException. Configured HTTP red: logout 204 вместо 500, refresh удалил cookie при отказе БД. | `node test/sqlite.cjs app.e2e-spec.ts`: regression воспроизведена на временной SQLite; macOS green повтор и первый полный e2e столкнулись с native SIGABRT. Итоговый Linux e2e: auth 12/12 passed, включая revocation failure и сохранение cookie для retry. |
|
||||
| A02 | Исправлено и проверено | Удалены raw stack и его неиспользуемый transport/allowlist; regression проверяет multiline synthetic secret в конечном Pino payload и correlation. | Targeted filter/logging: 3 suites / 4 tests passed, unit red → green; macOS configured HTTP runner завершился native SIGABRT; итоговый Linux auth 12/12 passed, включая настоящий filter → middleware → Pino payload. |
|
||||
| A03 | Исправлено и проверено | MoexClient отклоняет отсутствующий/повреждённый block, неверную ширину row, malformed/nonprogressing cursor. Пустые блоки и 404 сохранены. | Unit red 12 failures → 21 passed; `node test/sqlite.cjs upcoming-events.e2e-spec.ts`: downstream red 2 failures → 18 passed, настоящий client + mock fetch сохраняют calendar/forecast payload/revisions/timestamps. Typecheck и scoped lint passed. |
|
||||
| A04 | Исправлено и проверено | Screen status разрешает superseded child через operations.observe перед агрегацией state/progress; attempt/revision fencing сохранён. | `node test/sqlite.cjs tbank-screen-sync.e2e-spec.ts`: HTTP/SQLite red succeeded вместо running → 29 passed; successor success/failure, progress, чужой user и удалённая revision. |
|
||||
| A05 | Исправлено и проверено | Каждый join повышает force/priority при более сильном требовании; идентичный join не меняет updatedAt. Load фиксирует force/now на проход, при новой forced потребности выполняет полную reconciliation. Финальная публикация и observers сериализованы с reservations; screen priority=0. | Service unit red → green (полный исторический диапазон и более поздний now); `node test/sqlite.cjs tbank-candles-persistence.e2e-spec.ts`: 14 passed на финальном коде, same/cross-user join до загрузки и после обычного окна, rollback второго forced окна, timestamps и fencing. Native abort в первом финальном запуске; единственный повтор без изменений прошёл. |
|
||||
| A06 | Исправлено и проверено | ForecastService вычисляет возвращаемый positionIsStale из сохранённого positionAt через существующую portfolio TTL policy; не меняет финансовый snapshot. | `node test/sqlite.cjs upcoming-events.e2e-spec.ts`: red stock/bond false на TTL → 20 passed; TTL−1/TTL, observe без RPC, прежние суммы/revisions/timestamps, fallback при несовместимом свежем candidate. Review дополнительно воспроизвёл meta.freshness=fresh для старого fallback (2 red); freshForMs теперь учитывает сохранённый stale flag, repeat 20 passed, stateVersion рассчитывается штатно. |
|
||||
| A07 | Исправлено и проверено | Одна operationTimestamp conversion у mapper для stage/publish; ledger/income wire используют сохранённый occurredAt. Missing seconds по-прежнему отклоняется. | Unit red .600→.000 → 9 passed; `node test/sqlite.cjs tbank-ledger-local.e2e-spec.ts`: HTTP red → 11 passed (from=.500, cursor .800/.600, income timestamp/exact total). Оба typecheck/lint passed. На macOS operations-persistence завершилась native SIGABRT и не засчитана. Итоговый Linux полный e2e: ledger 11/11 и operations-persistence 5/5 passed. |
|
||||
| A08 | Исправлено и проверено | Global/screen ValidationPipe сохраняют structured errors без target/value; filter обходит children и экранирует JSON pointers. Удалён descriptorErrors; OpenAPI errors.items согласован с object shape. | Nested Money HTTP red errors:[] → bank22 / screen29 passed; escaped pointer и отсутствие дублей/secret проверены. Unit7 и scoped lint passed. Metadata red items:string → финальный OpenAPI parity 3 passed. На macOS auth suite native SIGABRT; итоговый Linux auth 12/12 passed, включая credential field errors без input leak. |
|
||||
| A09 | Исправлено и проверено | Planner импортирует существующий чистый operations/domain/operations-sync-plan как явно документированный публичный вход; service barrel больше не экспортирует runtime interval rules. | Planner и CandleService tests выполняются без Prisma mock; targeted пакет 7 suites / 49 tests passed. DI подтверждается configured HTTP и итоговым build. |
|
||||
| A10 | Исправлено и проверено | Удалены шесть legacy methods, context types, TbankClient constructor dependency и accessibleTbankAccount без живых callers; legacy-only spec удалён. | Поиск src/test не находит legacy symbols; 5 unit suites / 11 tests, оба typecheck, scoped lint/build; connection HTTP/SQLite4 passed: missing/invalid/unsupported/cross-user, replacement/deletion, revision/fencing. Token error/crypto assertions сохранены. MacOS metadata-persistence15 passed, operations-sync/catalog-discovery native SIGABRT. Итоговый Linux e2e: metadata15, operations-sync17 и catalog-discovery10 passed. |
|
||||
| C01 | Исправлено и проверено | PortfolioService использует common decimalFromString; локальный parser удалён. Входы из money/formatDecimal уже canonical; текущая ошибка сумм не заявляется. | Exact-money portfolio tests в targeted49 passed; итоговые types/verify ниже. |
|
||||
| C02 | Исправлено и проверено | TbankSyncAttempt/TbankLastPrice экспортируются type-only через tbank.api; семь production consumers используют API, TbankCoupon переиспользован. | Поиск прямых imports tbank-access.service/tbank-market.types в src/modules пуст; оба typecheck и scoped lint passed. |
|
||||
| C03 | Исправлено и проверено | Удалён no-op normalizeEmail; CredentialsDto transform trim/lowercase сохранён. | Auth unit passed; реальные case/whitespace HTTP assertions сохранены. После macOS native SIGABRT полный Linux auth gate прошёл: 12/12. |
|
||||
| C04 | Исправлено и проверено | bankSummary принимает только рабочий диапазон from/to; строковый month overload удалён, полезные unit cases переведены на диапазоны. | Targeted49 passed: month start/end, outside range, signed64/BigInt суммы и refunds. |
|
||||
| C05 | Исправлено и проверено | Удалены optional без callers и stockPosition wrapper; spec перенесён к instrumentPosition, проверяет напрямую владельца. | Targeted49 passed: fractional/large quantity, weighted costs, mixed/unknown currencies, no position и offset long/short. |
|
||||
| C06 | Исправлено и проверено | Удалён неиспользуемый внешний totalsByCurrency export; живой mapper и внутренний caller сохранены. | Поиск imports подтверждает единственный внутренний caller; exact-money targeted tests passed, итоговый typecheck ниже. |
|
||||
| C07 | Исправлено и проверено | Удалён HTTP_CODE_METADATA wiring spec; реальные register/login/refresh status200 и logout/cookie assertions сохранены в app.e2e. | Проверены callers/оставшиеся HTTP assertions; полный Linux auth gate прошёл: 12/12. Предыдущий macOS native SIGABRT остаётся отдельным ограничением среды. |
|
||||
|
||||
### Gates первого прогона (macOS)
|
||||
|
||||
Все команды выполнены из backend на Node `v24.21.0` после `nvm use --silent`.
|
||||
Проверки данных использовали штатный runner, fresh temporary SQLite и штатные
|
||||
migrations; рабочая БД не использовалась. Для localhost/Prisma cache запуски
|
||||
получили разрешение вне sandbox; native abort повторялся и там.
|
||||
|
||||
| Команда | Итог |
|
||||
| --- | --- |
|
||||
| `npm ci` | PASS; manifest и lockfile без изменений. |
|
||||
| `npm run verify` | PASS: lint, app/test typecheck, 36 suites / 209 unit tests с coverage, build. |
|
||||
| `npm run openapi:generate` | PASS; актуальный игнорируемый `openapi.json` сформирован. |
|
||||
| `npm run test:openapi-contract` | PASS: 1 suite / 3 tests, включая object shape validation errors. |
|
||||
| `npx prisma validate` | PASS. Schema и migrations не менялись. |
|
||||
| `npm run test:durability -- /tmp/wealthledger-fix-baseline-current-runtime-fjftdF` | PASS. Baseline `0862d56`, до последней T-Bank migration, отдельно установлен и собран на текущем Node; результат `/var/folders/j_/h2ft23gd3qq35ps3v5bcftfm0000gn/T/wealthledger-bank-durability-SIeCq0`. |
|
||||
| `LOG_LEVEL=error npm run test:e2e` | INCOMPLETE, exit 1: all-accounts 18/18 passed, затем app.e2e native SIGABRT до Jest summary. Остальные suites общий gate не выполнил. |
|
||||
| `node test/sqlite.cjs tbank-candles-persistence.e2e-spec.ts` | PASS на финальном коде: 14/14 после одного native abort и повтора без edits. |
|
||||
| `node test/sqlite.cjs tbank-metadata-persistence.e2e-spec.ts` | PASS на финальном коде: 15/15. |
|
||||
| `node test/sqlite.cjs tbank-operations-sync.e2e-spec.ts` | INCOMPLETE: native SIGABRT до summary. |
|
||||
| `node test/sqlite.cjs tbank-operations-persistence.e2e-spec.ts` | INCOMPLETE: native SIGABRT до summary. |
|
||||
| `node test/sqlite.cjs tbank-catalog-discovery.e2e-spec.ts` | INCOMPLETE: native SIGABRT до summary. |
|
||||
| `git diff --check` | PASS. |
|
||||
|
||||
Логи итоговых gates: `/tmp/wealthledger-fix-verify.log`,
|
||||
`/tmp/wealthledger-fix-openapi-generate.log`, `/tmp/wealthledger-fix-openapi-contract.log`,
|
||||
`/tmp/wealthledger-fix-prisma-validate.log`, `/tmp/wealthledger-fix-durability.log`,
|
||||
`/tmp/wealthledger-fix-final-e2e.log`. Дополнительные SQLite логи:
|
||||
`/tmp/wealthledger-fix-a05-latest-sqlite-retry.log`,
|
||||
`/tmp/wealthledger-fix-final-metadata-persistence.log`,
|
||||
`/tmp/wealthledger-final-operations-sync.log`,
|
||||
`/tmp/wealthledger-final-operations-persistence.log`,
|
||||
`/tmp/wealthledger-fix-final-catalog-discovery.log`.
|
||||
|
||||
Native failure: assertion `(env) != nullptr` в `node::RemoveEnvironmentCleanupHook`,
|
||||
stack содержит destructor из `better_sqlite3.node`. Это конкретное ограничение
|
||||
текущего native runtime, уже наблюдавшееся при исходном аудите; его первопричина
|
||||
в рамках исправлений не установлена. Тесты не отключались, runner/dependencies
|
||||
не изменялись. Эти macOS запуски остаются INCOMPLETE. Полный Linux прогон ниже
|
||||
закрыл e2e gate и auth/operations/catalog acceptance; локальный native abort
|
||||
на macOS при этом не исправлен.
|
||||
|
||||
### Повторная полная проверка (Linux, 2026-09-27)
|
||||
|
||||
**PASS: 21 e2e suites / 262 tests, exit 0**, ни одного skipped/disabled test.
|
||||
Выполнена вся штатная `npm run test:e2e`: build и `node test/sqlite.cjs --all`.
|
||||
Каждая suite получила отдельную temporary SQLite со всеми пятью migrations.
|
||||
Закрыты прежде неполные auth12, operations-persistence5, operations-sync17,
|
||||
catalog-discovery10; также прошли candles14, forecast/upcoming20, screen29,
|
||||
OpenAPI3 и большой read-baseline с 300 000 операций / 1 000 000 свечей.
|
||||
|
||||
Перед повтором зафиксирован тот же HEAD и hashes всех tracked/untracked files;
|
||||
до завершения тестов ни один исходник, тест, config или audit не менялся.
|
||||
Поэтому предыдущие `verify` (209 unit tests), OpenAPI и durability сохраняют
|
||||
актуальность. В этом повторе изменён только статус данного документа.
|
||||
|
||||
MacOS `LOG_LEVEL=error node test/sqlite.cjs app.e2e-spec.ts` снова завершился
|
||||
native SIGABRT. Для Linux использован существующий Dockerfile target
|
||||
`development`, Node `v24.21.0` (проверен против `.nvmrc`) и неизменённый lockfile:
|
||||
SHA-256 `f986979b7922d684fead3a4d32532d11f1e469cec0e35669509343be41cbb2cd`.
|
||||
Image `wealthledger-backend:audit-verification-20260927`,
|
||||
ID `sha256:69264cf3dba23566d99fded450104bbe56f92755604e88232beb97825155ae73`.
|
||||
Сборка выполнила `npm ci`; зависимости и runner не подменялись. Test/scripts
|
||||
подключались read-only, внешняя сеть отключена, host ports не публиковались;
|
||||
одноразовый контейнер удалён после завершения, рабочая БД не подключалась.
|
||||
|
||||
Команды воспроизведения из backend (на host предварительно `source ~/.nvm/nvm.sh`
|
||||
и `nvm use --silent`; внутри image закреплён тот же Node):
|
||||
|
||||
```bash
|
||||
docker build --target development --tag wealthledger-backend:audit-verification-20260927 .
|
||||
docker run --rm --network none \
|
||||
--mount type=bind,source=/Users/ksv741/Project/vibe/WealthLedger/backend/test,target=/app/test,readonly \
|
||||
--mount type=bind,source=/Users/ksv741/Project/vibe/WealthLedger/backend/scripts,target=/app/scripts,readonly \
|
||||
-e LOG_LEVEL=error wealthledger-backend:audit-verification-20260927 npm run test:e2e
|
||||
```
|
||||
|
||||
Логи: `/tmp/wealthledger-recheck-auth.log` (macOS abort),
|
||||
`/tmp/wealthledger-recheck-linux-build.log` (Linux image build),
|
||||
`/tmp/wealthledger-recheck-linux-e2e.log` (полный PASS).
|
||||
|
||||
Read-only диагностика локализовала macOS crash в GC finalizer Statement/Database
|
||||
вложенного `better-sqlite3 12.11.1`, используемого Prisma adapter 7.10.0.
|
||||
Node 24.21 ObjectWrap destructor вызывает RemoveEnvironmentCleanupHook, который
|
||||
падает на `env != nullptr`. Связь с Jest VM context и происхождением native
|
||||
binary остаётся гипотезой, а не доказанной первопричиной. Ошибка application
|
||||
lifecycle не обнаружена: close/disconnect ожидаются. Linux PASS доказывает
|
||||
поведение backend в этом окружении, но не устранение native crash на macOS.
|
||||
|
||||
### Semantic / Boy Scout review и состояние дерева
|
||||
|
||||
Повторный routing по staged/unstaged/new files активировал Architecture,
|
||||
HTTP/errors, Data, Testing, Security, Integrations и Observability. Проверены
|
||||
owners/callers и связанная документация; независимый review охватил auth/logging,
|
||||
candle coalescing/publication, forecast fallback и cleanup. После устранения
|
||||
найденной при review stale metadata у старого forecast fallback оставшихся
|
||||
semantic замечаний нет. Проверены точная денежная арифметика, ownership,
|
||||
transactions, generation fencing, сохранение cache/pending promises и отсутствие
|
||||
новых дублирующих helpers.
|
||||
|
||||
На момент завершения проверки, до запроса публикации, HEAD оставался
|
||||
`516e43203eb3fee8e6a0c7018be2fee11f1b900c`, ветка
|
||||
`codex/investment-contracts`; staged files отсутствуют. Все изменения локальные,
|
||||
без commit/push/PR. Новые untracked files: исходный `BACKEND_AUDIT.md`,
|
||||
`src/modules/investments/instruments/application/candle.service.spec.ts` и
|
||||
`src/modules/investments/instruments/application/instrument-position.spec.ts`.
|
||||
Остальные изменения — tracked source/tests и три связанных convention-файла.
|
||||
Новые зависимости, scripts, migrations и разделение production-файлов не добавлены.
|
||||
Исходный текст до раздела «Статус исправлений» побайтово совпадает со снимком
|
||||
`/tmp/wealthledger-backend-audit-before-fixes.md`.
|
||||
|
||||
### Подготовка публикации
|
||||
|
||||
После успешной полной проверки пользователь разрешил commit, PR и merge.
|
||||
Ветка публикации — `codex/backend-audit-fixes` от актуального `origin/develop`
|
||||
`5d3835e`; его tree совпадает с исходным HEAD проверки, поэтому исходники и
|
||||
результаты gates не изменились. Pre-commit review не обнаружил посторонних
|
||||
файлов, секретов или незакрытых semantic findings. PR направляется в `develop`;
|
||||
merge выполняется после обязательных `verify`, `security`, `commits`.
|
||||
@@ -1,5 +1,11 @@
|
||||
# Changelog
|
||||
|
||||
## [0.2.3](https://git.personal.ksv741.ru/WealthLedger/backend/compare/v0.2.2...v0.2.3) (2026-09-19)
|
||||
|
||||
### Bug Fixes
|
||||
|
||||
* correct Nexus routing and SonarQube host ([7c0150c](https://git.personal.ksv741.ru/WealthLedger/backend/commit/7c0150c56b2dab44347b55344e04c821689543e7))
|
||||
|
||||
## [0.2.2](https://git.personal.ksv741.ru/WealthLedger/backend/compare/v0.2.1...v0.2.2) (2026-09-19)
|
||||
|
||||
### Bug Fixes
|
||||
|
||||
@@ -39,7 +39,7 @@ npm run test:container -- wealthledger-backend:production
|
||||
Gitea `image.yml` запускается на защищённом release tag `vX.Y.Z`, проверяет
|
||||
package/lock version и canonical gates. Runner `ubuntu-latest` должен иметь
|
||||
Docker/buildx. Образы хранятся в Nexus:
|
||||
`nexus.personal.ksv741.ru/wealthledger/backend`. Пользователь `wealthledger-ci`
|
||||
`nexus.personal.ksv741.ru/docker-hosted/wealthledger/backend`. Пользователь `wealthledger-ci`
|
||||
задаётся Actions secrets `NEXUS_USERNAME`/`NEXUS_PASSWORD`; эта же учётная
|
||||
запись используется сервером для загрузки образов. Docker endpoint и token realm должны использовать
|
||||
HTTPS; в `docker-hosted` включается запрет redeploy. Прежние Gitea secrets
|
||||
@@ -74,17 +74,34 @@ TypeScript 7 требует поддержки со стороны `ts-jest` и
|
||||
|
||||
### CI и обновления зависимостей
|
||||
|
||||
`.gitea/workflows/verify.yml` запускает `npm ci`, генерацию Prisma client,
|
||||
`npm run verify` и `npm run test:e2e` на push и PR. Используется только checkout
|
||||
Единый `.gitea/workflows/verify.yml` запускает `commits → security → verify`
|
||||
последовательно на PR; на push в `develop`/`main` — `security → verify`.
|
||||
Рабочие ветки проверяются после открытия PR, без дублирующего push-запуска.
|
||||
Изменение заголовка PR тоже повторяет проверки Conventional Commits.
|
||||
Новый запуск отменяет устаревший для того же PR/ветки и типа события
|
||||
(требуется Gitea 1.26+). Ежедневно в 05:47 UTC выполняется только `security`.
|
||||
Job `verify` запускает `npm ci`, генерацию Prisma client,
|
||||
`npm run verify` и `npm run test:e2e`. Используется только checkout
|
||||
backend и его зависимости; OpenAPI генерируется во время проверки, SHA записывается в лог.
|
||||
Успешный unit gate не заменяет SQLite/e2e; ошибка любой suite завершает job с FAIL.
|
||||
|
||||
`security.yml` сканирует всю Git-историю Gitleaks 8.30.1 с полностью скрытыми
|
||||
значениями и выполняет `npm audit --include=dev --audit-level=low` при push,
|
||||
PR и ежедневно. `.gitleaksignore` перечисляет только проверенные исторические
|
||||
Job `security` сканирует всю Git-историю Gitleaks 8.30.1 с полностью скрытыми
|
||||
значениями и выполняет `npm audit --include=dev --audit-level=low`.
|
||||
`.gitleaksignore` перечисляет только проверенные исторические
|
||||
совпадения: детерминированные fixtures, placeholder и badge из Nest starter.
|
||||
Новые коммиты этими исключениями не покрываются.
|
||||
|
||||
Имена jobs `commits`, `security`, `verify` сохранены, но Gitea включает имя
|
||||
workflow в статус. При внедрении администратор должен заменить required checks
|
||||
для защищённых веток на `Backend verify / commits (pull_request)`,
|
||||
`Backend verify / security (pull_request)` и
|
||||
`Backend verify / verify (pull_request)`, удалив старые имена и push-статусы,
|
||||
если они требовались. Все три PR-проверки должны оставаться обязательными.
|
||||
Публикация образов по тегам остаётся в `image.yml`.
|
||||
Последовательность jobs ограничивает один запуск; для ограничения нагрузки всего сервера настройте
|
||||
`runner.capacity: 1` у общего runner и учтите остальные зарегистрированные
|
||||
runners. Конфигурация runner управляется вне этого репозитория.
|
||||
|
||||
Renovate группирует minor/patch updates, а major требует согласования в
|
||||
Dependency Dashboard. Автоматический merge не включён. Прямые зависимости
|
||||
фиксируются точными версиями: `.npmrc` задаёт `save-exact=true` для npm install,
|
||||
@@ -107,7 +124,7 @@ runtime-валидацию. В обычном коде нужны инициал
|
||||
|
||||
## SonarQube
|
||||
|
||||
Проект `wealthledger-backend` на `https://sonarqube.ksv741.keenetic.pro`
|
||||
Проект `wealthledger-backend` на `https://sonarqube.personal.ksv741.ru`
|
||||
использует `sonar-project.properties`. Анализируются исходники `src`; unit specs
|
||||
и HTTP specs учитываются как тесты. Внешние T-Bank proto contracts исключены,
|
||||
generated Prisma client находится за пределами `sonar.sources`.
|
||||
|
||||
Generated
+2
-2
@@ -1,12 +1,12 @@
|
||||
{
|
||||
"name": "wealth-ledger-backend",
|
||||
"version": "0.2.2",
|
||||
"version": "0.2.3",
|
||||
"lockfileVersion": 3,
|
||||
"requires": true,
|
||||
"packages": {
|
||||
"": {
|
||||
"name": "wealth-ledger-backend",
|
||||
"version": "0.2.2",
|
||||
"version": "0.2.3",
|
||||
"license": "UNLICENSED",
|
||||
"dependencies": {
|
||||
"@grpc/grpc-js": "1.14.4",
|
||||
|
||||
+1
-1
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"name": "wealth-ledger-backend",
|
||||
"version": "0.2.2",
|
||||
"version": "0.2.3",
|
||||
"description": "",
|
||||
"author": "",
|
||||
"private": true,
|
||||
|
||||
@@ -0,0 +1,239 @@
|
||||
PRAGMA foreign_keys=OFF;
|
||||
BEGIN IMMEDIATE;
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankAccount" (
|
||||
"userId" TEXT NOT NULL,
|
||||
"revision" TEXT NOT NULL,
|
||||
"accountId" TEXT NOT NULL,
|
||||
"type" TEXT NOT NULL,
|
||||
"name" TEXT NOT NULL,
|
||||
"openedOn" TEXT,
|
||||
"upstreamOrder" INTEGER NOT NULL,
|
||||
"operationsRevision" INTEGER NOT NULL DEFAULT 0,
|
||||
"historyFrom" DATETIME,
|
||||
"historyBoundary" TEXT NOT NULL DEFAULT 'unknown',
|
||||
|
||||
PRIMARY KEY ("userId", "revision", "accountId"),
|
||||
CONSTRAINT "TbankAccount_userId_revision_fkey" FOREIGN KEY ("userId", "revision") REFERENCES "TbankConnection" ("userId", "revision") ON DELETE CASCADE ON UPDATE RESTRICT
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankPortfolio" (
|
||||
"userId" TEXT NOT NULL,
|
||||
"revision" TEXT NOT NULL,
|
||||
"accountId" TEXT NOT NULL,
|
||||
"payload" JSONB NOT NULL,
|
||||
"mappingVersion" INTEGER NOT NULL DEFAULT 1,
|
||||
"fetchedAt" DATETIME NOT NULL,
|
||||
"dataRevision" INTEGER NOT NULL DEFAULT 1,
|
||||
|
||||
PRIMARY KEY ("userId", "revision", "accountId"),
|
||||
CONSTRAINT "TbankPortfolio_userId_revision_accountId_fkey" FOREIGN KEY ("userId", "revision", "accountId") REFERENCES "TbankAccount" ("userId", "revision", "accountId") ON DELETE CASCADE ON UPDATE RESTRICT
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankOperation" (
|
||||
"userId" TEXT NOT NULL,
|
||||
"revision" TEXT NOT NULL,
|
||||
"accountId" TEXT NOT NULL,
|
||||
"brokerOperationId" TEXT NOT NULL,
|
||||
"occurredAt" DATETIME NOT NULL,
|
||||
"instrumentUid" TEXT,
|
||||
"category" TEXT NOT NULL,
|
||||
"payload" JSONB NOT NULL,
|
||||
"mappingVersion" INTEGER NOT NULL DEFAULT 1,
|
||||
|
||||
PRIMARY KEY ("userId", "revision", "accountId", "brokerOperationId"),
|
||||
CONSTRAINT "TbankOperation_userId_revision_accountId_fkey" FOREIGN KEY ("userId", "revision", "accountId") REFERENCES "TbankAccount" ("userId", "revision", "accountId") ON DELETE CASCADE ON UPDATE RESTRICT
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankOperationCoverage" (
|
||||
"userId" TEXT NOT NULL,
|
||||
"revision" TEXT NOT NULL,
|
||||
"accountId" TEXT NOT NULL,
|
||||
"instrumentPredicate" TEXT NOT NULL DEFAULT '',
|
||||
"from" DATETIME NOT NULL,
|
||||
"to" DATETIME NOT NULL,
|
||||
"fetchedAt" DATETIME NOT NULL,
|
||||
"asOf" DATETIME NOT NULL,
|
||||
|
||||
PRIMARY KEY ("userId", "revision", "accountId", "instrumentPredicate", "from", "to"),
|
||||
CONSTRAINT "TbankOperationCoverage_userId_revision_accountId_fkey" FOREIGN KEY ("userId", "revision", "accountId") REFERENCES "TbankAccount" ("userId", "revision", "accountId") ON DELETE CASCADE ON UPDATE RESTRICT
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankForecast" (
|
||||
"userId" TEXT NOT NULL,
|
||||
"revision" TEXT NOT NULL,
|
||||
"scopeKey" TEXT NOT NULL,
|
||||
"membershipRevision" INTEGER NOT NULL,
|
||||
"payload" JSONB NOT NULL,
|
||||
"dependencyRevisions" JSONB NOT NULL,
|
||||
"sourceTimestamps" JSONB NOT NULL,
|
||||
"calculatedAt" DATETIME NOT NULL,
|
||||
"dataRevision" INTEGER NOT NULL DEFAULT 1,
|
||||
|
||||
PRIMARY KEY ("userId", "revision", "scopeKey"),
|
||||
CONSTRAINT "TbankForecast_userId_revision_fkey" FOREIGN KEY ("userId", "revision") REFERENCES "TbankConnection" ("userId", "revision") ON DELETE CASCADE ON UPDATE RESTRICT
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankInstrument" (
|
||||
"provider" TEXT NOT NULL,
|
||||
"uid" TEXT NOT NULL,
|
||||
"figi" TEXT,
|
||||
"ticker" TEXT,
|
||||
"instrumentType" TEXT NOT NULL,
|
||||
"metadata" JSONB NOT NULL,
|
||||
"fetchedAt" DATETIME NOT NULL,
|
||||
"dataRevision" INTEGER NOT NULL DEFAULT 1,
|
||||
|
||||
PRIMARY KEY ("provider", "uid")
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankCatalogDiscovery" (
|
||||
"provider" TEXT NOT NULL,
|
||||
"instrumentType" TEXT NOT NULL,
|
||||
"query" TEXT NOT NULL,
|
||||
"instrumentUids" JSONB NOT NULL,
|
||||
"fetchedAt" DATETIME NOT NULL,
|
||||
"dataRevision" INTEGER NOT NULL DEFAULT 1,
|
||||
|
||||
PRIMARY KEY ("provider", "instrumentType", "query")
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankInstrumentLookup" (
|
||||
"provider" TEXT NOT NULL,
|
||||
"identifierType" TEXT NOT NULL,
|
||||
"identifier" TEXT NOT NULL,
|
||||
"matchedUids" JSONB NOT NULL,
|
||||
"fetchedAt" DATETIME NOT NULL,
|
||||
"dataRevision" INTEGER NOT NULL DEFAULT 1,
|
||||
|
||||
PRIMARY KEY ("provider", "identifierType", "identifier")
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankInstrumentSource" (
|
||||
"provider" TEXT NOT NULL,
|
||||
"instrumentUid" TEXT NOT NULL,
|
||||
"source" TEXT NOT NULL,
|
||||
"kind" TEXT NOT NULL,
|
||||
"rangeKey" TEXT NOT NULL,
|
||||
"payload" JSONB NOT NULL,
|
||||
"fetchedAt" DATETIME NOT NULL,
|
||||
"dataRevision" INTEGER NOT NULL DEFAULT 1,
|
||||
|
||||
PRIMARY KEY ("provider", "instrumentUid", "source", "kind", "rangeKey"),
|
||||
CONSTRAINT "TbankInstrumentSource_provider_instrumentUid_fkey" FOREIGN KEY ("provider", "instrumentUid") REFERENCES "TbankInstrument" ("provider", "uid") ON DELETE CASCADE ON UPDATE CASCADE
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankCandle" (
|
||||
"provider" TEXT NOT NULL,
|
||||
"instrumentUid" TEXT NOT NULL,
|
||||
"interval" TEXT NOT NULL,
|
||||
"time" DATETIME NOT NULL,
|
||||
"close" TEXT NOT NULL,
|
||||
"payload" JSONB NOT NULL,
|
||||
"isComplete" BOOLEAN NOT NULL,
|
||||
"fetchedAt" DATETIME NOT NULL,
|
||||
|
||||
PRIMARY KEY ("provider", "instrumentUid", "interval", "time"),
|
||||
CONSTRAINT "TbankCandle_provider_instrumentUid_fkey" FOREIGN KEY ("provider", "instrumentUid") REFERENCES "TbankInstrument" ("provider", "uid") ON DELETE CASCADE ON UPDATE CASCADE
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankCandleCoverage" (
|
||||
"provider" TEXT NOT NULL,
|
||||
"instrumentUid" TEXT NOT NULL,
|
||||
"interval" TEXT NOT NULL,
|
||||
"from" DATETIME NOT NULL,
|
||||
"to" DATETIME NOT NULL,
|
||||
"isComplete" BOOLEAN NOT NULL,
|
||||
"fetchedAt" DATETIME NOT NULL,
|
||||
"dataRevision" INTEGER NOT NULL DEFAULT 1,
|
||||
|
||||
PRIMARY KEY ("provider", "instrumentUid", "interval", "from", "to"),
|
||||
CONSTRAINT "TbankCandleCoverage_provider_instrumentUid_fkey" FOREIGN KEY ("provider", "instrumentUid") REFERENCES "TbankInstrument" ("provider", "uid") ON DELETE CASCADE ON UPDATE CASCADE
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankSyncWork" (
|
||||
"id" TEXT NOT NULL PRIMARY KEY,
|
||||
"userId" TEXT NOT NULL,
|
||||
"revision" TEXT NOT NULL,
|
||||
"scopeKey" TEXT NOT NULL,
|
||||
"intent" JSONB NOT NULL,
|
||||
"state" TEXT NOT NULL,
|
||||
"attemptId" TEXT NOT NULL,
|
||||
"processRunId" TEXT NOT NULL,
|
||||
"priority" INTEGER NOT NULL,
|
||||
"progress" JSONB NOT NULL,
|
||||
"errorCode" TEXT,
|
||||
"createdAt" DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP,
|
||||
"updatedAt" DATETIME NOT NULL,
|
||||
CONSTRAINT "TbankSyncWork_userId_revision_fkey" FOREIGN KEY ("userId", "revision") REFERENCES "TbankConnection" ("userId", "revision") ON DELETE CASCADE ON UPDATE RESTRICT
|
||||
);
|
||||
|
||||
-- CreateTable
|
||||
CREATE TABLE "TbankSyncStage" (
|
||||
"workId" TEXT NOT NULL,
|
||||
"attemptId" TEXT NOT NULL,
|
||||
"sourceKey" TEXT NOT NULL,
|
||||
"itemKey" TEXT NOT NULL,
|
||||
"payload" JSONB NOT NULL,
|
||||
|
||||
PRIMARY KEY ("workId", "attemptId", "sourceKey", "itemKey"),
|
||||
CONSTRAINT "TbankSyncStage_workId_attemptId_fkey" FOREIGN KEY ("workId", "attemptId") REFERENCES "TbankSyncWork" ("id", "attemptId") ON DELETE CASCADE ON UPDATE RESTRICT
|
||||
);
|
||||
|
||||
-- RedefineTables
|
||||
CREATE TABLE "new_TbankConnection" (
|
||||
"userId" TEXT NOT NULL,
|
||||
"encryptedToken" TEXT NOT NULL,
|
||||
"connectedAt" DATETIME NOT NULL,
|
||||
"revision" TEXT NOT NULL,
|
||||
"invalidToken" BOOLEAN NOT NULL DEFAULT false,
|
||||
"membershipAt" DATETIME,
|
||||
"membershipRevision" INTEGER NOT NULL DEFAULT 0,
|
||||
CONSTRAINT "TbankConnection_userId_fkey" FOREIGN KEY ("userId") REFERENCES "User" ("id") ON DELETE CASCADE ON UPDATE CASCADE
|
||||
);
|
||||
-- Preserve credentials and assign an opaque revision to each existing connection.
|
||||
INSERT INTO "new_TbankConnection" ("connectedAt", "encryptedToken", "userId", "revision") SELECT "connectedAt", "encryptedToken", "userId", lower(hex(randomblob(16))) FROM "TbankConnection";
|
||||
DROP TABLE "TbankConnection";
|
||||
ALTER TABLE "new_TbankConnection" RENAME TO "TbankConnection";
|
||||
CREATE UNIQUE INDEX "TbankConnection_userId_key" ON "TbankConnection"("userId");
|
||||
CREATE UNIQUE INDEX "TbankConnection_userId_revision_key" ON "TbankConnection"("userId", "revision");
|
||||
|
||||
-- CreateIndex
|
||||
CREATE INDEX "TbankOperation_userId_revision_accountId_occurredAt_brokerOperationId_idx" ON "TbankOperation"("userId", "revision", "accountId", "occurredAt", "brokerOperationId");
|
||||
|
||||
-- CreateIndex
|
||||
CREATE INDEX "TbankOperation_userId_revision_accountId_instrumentUid_occurredAt_idx" ON "TbankOperation"("userId", "revision", "accountId", "instrumentUid", "occurredAt");
|
||||
|
||||
-- CreateIndex
|
||||
CREATE INDEX "TbankOperation_userId_revision_accountId_category_occurredAt_idx" ON "TbankOperation"("userId", "revision", "accountId", "category", "occurredAt");
|
||||
|
||||
-- CreateIndex
|
||||
CREATE INDEX "TbankInstrument_provider_figi_idx" ON "TbankInstrument"("provider", "figi");
|
||||
|
||||
-- CreateIndex
|
||||
CREATE INDEX "TbankInstrument_provider_ticker_instrumentType_idx" ON "TbankInstrument"("provider", "ticker", "instrumentType");
|
||||
|
||||
-- CreateIndex
|
||||
CREATE INDEX "TbankSyncWork_userId_revision_state_priority_idx" ON "TbankSyncWork"("userId", "revision", "state", "priority");
|
||||
|
||||
-- CreateIndex
|
||||
CREATE UNIQUE INDEX "TbankSyncWork_userId_revision_scopeKey_key" ON "TbankSyncWork"("userId", "revision", "scopeKey");
|
||||
|
||||
-- CreateIndex
|
||||
CREATE UNIQUE INDEX "TbankSyncWork_id_attemptId_key" ON "TbankSyncWork"("id", "attemptId");
|
||||
|
||||
|
||||
COMMIT;
|
||||
PRAGMA foreign_keys=ON;
|
||||
@@ -25,7 +25,212 @@ model TbankConnection {
|
||||
userId String @unique
|
||||
encryptedToken String
|
||||
connectedAt DateTime
|
||||
revision String @default(uuid())
|
||||
invalidToken Boolean @default(false)
|
||||
membershipAt DateTime?
|
||||
membershipRevision Int @default(0)
|
||||
user User @relation(fields: [userId], references: [id], onDelete: Cascade)
|
||||
accounts TbankAccount[]
|
||||
forecasts TbankForecast[]
|
||||
work TbankSyncWork[]
|
||||
|
||||
@@unique([userId, revision])
|
||||
}
|
||||
|
||||
model TbankAccount {
|
||||
userId String
|
||||
revision String
|
||||
accountId String
|
||||
type String
|
||||
name String
|
||||
openedOn String?
|
||||
upstreamOrder Int
|
||||
operationsRevision Int @default(0)
|
||||
historyFrom DateTime?
|
||||
historyBoundary String @default("unknown")
|
||||
connection TbankConnection @relation(fields: [userId, revision], references: [userId, revision], onDelete: Cascade, onUpdate: Restrict)
|
||||
portfolio TbankPortfolio?
|
||||
operations TbankOperation[]
|
||||
coverage TbankOperationCoverage[]
|
||||
|
||||
@@id([userId, revision, accountId])
|
||||
}
|
||||
|
||||
model TbankPortfolio {
|
||||
userId String
|
||||
revision String
|
||||
accountId String
|
||||
payload Json
|
||||
mappingVersion Int @default(1)
|
||||
fetchedAt DateTime
|
||||
dataRevision Int @default(1)
|
||||
account TbankAccount @relation(fields: [userId, revision, accountId], references: [userId, revision, accountId], onDelete: Cascade, onUpdate: Restrict)
|
||||
|
||||
@@id([userId, revision, accountId])
|
||||
}
|
||||
|
||||
model TbankOperation {
|
||||
userId String
|
||||
revision String
|
||||
accountId String
|
||||
brokerOperationId String
|
||||
occurredAt DateTime
|
||||
instrumentUid String?
|
||||
category String
|
||||
payload Json
|
||||
mappingVersion Int @default(1)
|
||||
account TbankAccount @relation(fields: [userId, revision, accountId], references: [userId, revision, accountId], onDelete: Cascade, onUpdate: Restrict)
|
||||
|
||||
@@id([userId, revision, accountId, brokerOperationId])
|
||||
@@index([userId, revision, accountId, occurredAt, brokerOperationId])
|
||||
@@index([userId, revision, accountId, instrumentUid, occurredAt])
|
||||
@@index([userId, revision, accountId, category, occurredAt])
|
||||
}
|
||||
|
||||
model TbankOperationCoverage {
|
||||
userId String
|
||||
revision String
|
||||
accountId String
|
||||
instrumentPredicate String @default("")
|
||||
from DateTime
|
||||
to DateTime
|
||||
fetchedAt DateTime
|
||||
asOf DateTime
|
||||
account TbankAccount @relation(fields: [userId, revision, accountId], references: [userId, revision, accountId], onDelete: Cascade, onUpdate: Restrict)
|
||||
|
||||
@@id([userId, revision, accountId, instrumentPredicate, from, to])
|
||||
}
|
||||
|
||||
model TbankForecast {
|
||||
userId String
|
||||
revision String
|
||||
scopeKey String
|
||||
membershipRevision Int
|
||||
payload Json
|
||||
dependencyRevisions Json
|
||||
sourceTimestamps Json
|
||||
calculatedAt DateTime
|
||||
dataRevision Int @default(1)
|
||||
connection TbankConnection @relation(fields: [userId, revision], references: [userId, revision], onDelete: Cascade, onUpdate: Restrict)
|
||||
|
||||
@@id([userId, revision, scopeKey])
|
||||
}
|
||||
|
||||
model TbankInstrument {
|
||||
provider String
|
||||
uid String
|
||||
figi String?
|
||||
ticker String?
|
||||
instrumentType String
|
||||
metadata Json
|
||||
fetchedAt DateTime
|
||||
dataRevision Int @default(1)
|
||||
sources TbankInstrumentSource[]
|
||||
candles TbankCandle[]
|
||||
candleCoverage TbankCandleCoverage[]
|
||||
|
||||
@@id([provider, uid])
|
||||
@@index([provider, figi])
|
||||
@@index([provider, ticker, instrumentType])
|
||||
}
|
||||
|
||||
model TbankCatalogDiscovery {
|
||||
provider String
|
||||
instrumentType String
|
||||
query String
|
||||
instrumentUids Json
|
||||
fetchedAt DateTime
|
||||
dataRevision Int @default(1)
|
||||
|
||||
@@id([provider, instrumentType, query])
|
||||
}
|
||||
|
||||
// Empty and ambiguous successful UID/FIGI/ticker lookups are distinct from failures.
|
||||
model TbankInstrumentLookup {
|
||||
provider String
|
||||
identifierType String
|
||||
identifier String
|
||||
matchedUids Json
|
||||
fetchedAt DateTime
|
||||
dataRevision Int @default(1)
|
||||
|
||||
@@id([provider, identifierType, identifier])
|
||||
}
|
||||
|
||||
// Source records contain no holdings, personal estimates or credentials errors.
|
||||
model TbankInstrumentSource {
|
||||
provider String
|
||||
instrumentUid String
|
||||
source String
|
||||
kind String
|
||||
rangeKey String
|
||||
payload Json
|
||||
fetchedAt DateTime
|
||||
dataRevision Int @default(1)
|
||||
instrument TbankInstrument @relation(fields: [provider, instrumentUid], references: [provider, uid], onDelete: Cascade)
|
||||
|
||||
@@id([provider, instrumentUid, source, kind, rangeKey])
|
||||
}
|
||||
|
||||
model TbankCandle {
|
||||
provider String
|
||||
instrumentUid String
|
||||
interval String
|
||||
time DateTime
|
||||
close String
|
||||
payload Json
|
||||
isComplete Boolean
|
||||
fetchedAt DateTime
|
||||
instrument TbankInstrument @relation(fields: [provider, instrumentUid], references: [provider, uid], onDelete: Cascade)
|
||||
|
||||
@@id([provider, instrumentUid, interval, time])
|
||||
}
|
||||
|
||||
model TbankCandleCoverage {
|
||||
provider String
|
||||
instrumentUid String
|
||||
interval String
|
||||
from DateTime
|
||||
to DateTime
|
||||
isComplete Boolean
|
||||
fetchedAt DateTime
|
||||
dataRevision Int @default(1)
|
||||
instrument TbankInstrument @relation(fields: [provider, instrumentUid], references: [provider, uid], onDelete: Cascade)
|
||||
|
||||
@@id([provider, instrumentUid, interval, from, to])
|
||||
}
|
||||
|
||||
model TbankSyncWork {
|
||||
id String @id
|
||||
userId String
|
||||
revision String
|
||||
scopeKey String
|
||||
intent Json
|
||||
state String
|
||||
attemptId String
|
||||
processRunId String
|
||||
priority Int
|
||||
progress Json
|
||||
errorCode String?
|
||||
createdAt DateTime @default(now())
|
||||
updatedAt DateTime @updatedAt
|
||||
connection TbankConnection @relation(fields: [userId, revision], references: [userId, revision], onDelete: Cascade, onUpdate: Restrict)
|
||||
staged TbankSyncStage[]
|
||||
|
||||
@@unique([userId, revision, scopeKey])
|
||||
@@index([userId, revision, state, priority])
|
||||
@@unique([id, attemptId])
|
||||
}
|
||||
|
||||
model TbankSyncStage {
|
||||
workId String
|
||||
attemptId String
|
||||
sourceKey String
|
||||
itemKey String
|
||||
payload Json
|
||||
work TbankSyncWork @relation(fields: [workId, attemptId], references: [id, attemptId], onDelete: Cascade, onUpdate: Restrict)
|
||||
|
||||
@@id([workId, attemptId, sourceKey, itemKey])
|
||||
}
|
||||
|
||||
model Session {
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
sonar.projectKey=wealthledger-backend
|
||||
sonar.projectName=WealthLedger backend
|
||||
sonar.host.url=https://sonarqube.ksv741.keenetic.pro
|
||||
sonar.host.url=https://sonarqube.personal.ksv741.ru
|
||||
sonar.sourceEncoding=UTF-8
|
||||
|
||||
sonar.sources=src
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import { TbankSyncModule } from './modules/investments/tbank-sync/tbank-sync.module';
|
||||
import { Module } from '@nestjs/common';
|
||||
import { ConfigModule, ConfigService } from '@nestjs/config';
|
||||
import { LoggerModule } from 'nestjs-pino';
|
||||
@@ -64,6 +65,7 @@ import { PrismaModule } from './prisma/prisma.module';
|
||||
UpcomingEventsModule,
|
||||
InstrumentsModule,
|
||||
TbankConnectionModule,
|
||||
TbankSyncModule,
|
||||
],
|
||||
})
|
||||
export class AppModule {}
|
||||
|
||||
@@ -15,6 +15,12 @@ export class ProblemDetailsDto {
|
||||
|
||||
@ApiProperty({
|
||||
required: false,
|
||||
type: 'array',
|
||||
items: {
|
||||
type: 'object',
|
||||
required: ['pointer', 'detail'],
|
||||
properties: { pointer: { type: 'string' }, detail: { type: 'string' } },
|
||||
},
|
||||
example: [{ pointer: '#/email', detail: 'must be a valid email address' }],
|
||||
})
|
||||
errors?: { pointer: string; detail: string }[];
|
||||
|
||||
@@ -14,7 +14,10 @@ describe('HttpExceptionFilter', () => {
|
||||
}),
|
||||
} as unknown as ArgumentsHost;
|
||||
|
||||
filter.catch(new Error('database password: secret'), host);
|
||||
filter.catch(
|
||||
new Error('operation failed\npassword: SYNTHETIC_AUDIT_SECRET'),
|
||||
host,
|
||||
);
|
||||
|
||||
expect(status).toHaveBeenCalledWith(500);
|
||||
expect(type).toHaveBeenCalledWith('application/problem+json');
|
||||
@@ -23,7 +26,6 @@ describe('HttpExceptionFilter', () => {
|
||||
code: 'INTERNAL_SERVER_ERROR',
|
||||
});
|
||||
expect(locals.publicErrorCode).toBe('INTERNAL_SERVER_ERROR');
|
||||
expect(typeof locals.errorStack).toBe('string');
|
||||
expect(locals.errorStack).not.toContain('database password: secret');
|
||||
expect(locals.errorStack).toBeUndefined();
|
||||
});
|
||||
});
|
||||
|
||||
@@ -27,14 +27,6 @@ export class HttpExceptionFilter implements ExceptionFilter {
|
||||
? 'VALIDATION_ERROR'
|
||||
: this.codeFor(status, payload);
|
||||
(response.locals ??= {}).publicErrorCode = code;
|
||||
if (
|
||||
status >= Number(HttpStatus.INTERNAL_SERVER_ERROR) &&
|
||||
exception instanceof Error
|
||||
)
|
||||
response.locals.errorStack = exception.stack
|
||||
?.split('\n')
|
||||
.slice(1)
|
||||
.join('\n');
|
||||
response
|
||||
.status(status)
|
||||
.type('application/problem+json')
|
||||
@@ -69,12 +61,18 @@ export class HttpExceptionFilter implements ExceptionFilter {
|
||||
|
||||
private validationErrors(
|
||||
errors: ValidationError[],
|
||||
prefix = '#',
|
||||
): { pointer: string; detail: string }[] {
|
||||
return errors.flatMap((error) =>
|
||||
Object.values(error.constraints ?? {}).map((detail) => ({
|
||||
pointer: `#/${error.property}`,
|
||||
detail,
|
||||
})),
|
||||
);
|
||||
return errors.flatMap((error) => {
|
||||
if (!error || typeof error.property !== 'string') return [];
|
||||
const pointer = `${prefix}/${error.property.replaceAll('~', '~0').replaceAll('/', '~1')}`;
|
||||
return [
|
||||
...Object.values(error.constraints ?? {}).map((detail) => ({
|
||||
pointer,
|
||||
detail,
|
||||
})),
|
||||
...this.validationErrors(error.children ?? [], pointer),
|
||||
];
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
@@ -42,9 +42,6 @@ export class RequestLoggingMiddleware implements NestMiddleware {
|
||||
...(response.locals.publicErrorCode
|
||||
? { code: response.locals.publicErrorCode as string }
|
||||
: {}),
|
||||
...(response.locals.errorStack
|
||||
? { stack: response.locals.errorStack as string }
|
||||
: {}),
|
||||
};
|
||||
const level =
|
||||
response.statusCode >= httpStatus.HTTP_STATUS_INTERNAL_SERVER_ERROR
|
||||
|
||||
@@ -17,7 +17,6 @@ const allowedFields = new Set([
|
||||
'status',
|
||||
'durationMs',
|
||||
'code',
|
||||
'stack',
|
||||
'operation',
|
||||
'grpcCode',
|
||||
'attempts',
|
||||
|
||||
@@ -1,5 +1,11 @@
|
||||
import { MoexClient } from './moex.client';
|
||||
|
||||
const emptyEvents = {
|
||||
coupons: { columns: ['coupondate', 'value', 'faceunit'], data: [] },
|
||||
offers: { columns: ['offerdate'], data: [] },
|
||||
description: { columns: ['name', 'value'], data: [] },
|
||||
};
|
||||
|
||||
describe('MoexClient', () => {
|
||||
afterEach(() => jest.restoreAllMocks());
|
||||
it('uses effective yield only for the exact ISIN and board and preserves its own price and date', async () => {
|
||||
@@ -92,17 +98,174 @@ describe('MoexClient', () => {
|
||||
expect(result?.value ?? null).toBe(value === null ? null : '0');
|
||||
},
|
||||
);
|
||||
it('treats a successful response without the requested block as no events', async () => {
|
||||
const fetchMock = jest.spyOn(global, 'fetch').mockResolvedValue({
|
||||
ok: true,
|
||||
json: () =>
|
||||
Promise.resolve({
|
||||
description: { columns: ['name', 'value'], data: [] },
|
||||
boards: { columns: ['secid'], data: [] },
|
||||
}),
|
||||
} as Response);
|
||||
|
||||
it('accepts confirmed empty blocks', async () => {
|
||||
jest
|
||||
.spyOn(global, 'fetch')
|
||||
.mockImplementation(() => Promise.resolve(Response.json(emptyEvents)));
|
||||
await expect(new MoexClient().bondEvents('BOND')).resolves.toEqual([]);
|
||||
fetchMock.mockRestore();
|
||||
});
|
||||
|
||||
it('preserves not-found semantics independently of malformed HTTP 200', async () => {
|
||||
jest
|
||||
.spyOn(global, 'fetch')
|
||||
.mockImplementation(() =>
|
||||
Promise.resolve(new Response(null, { status: 404 })),
|
||||
);
|
||||
const client = new MoexClient();
|
||||
await expect(client.bondEvents('MISSING')).resolves.toEqual([]);
|
||||
await expect(
|
||||
client.bondYield('MISSING', 'ISIN', 'TQOB'),
|
||||
).resolves.toBeNull();
|
||||
});
|
||||
|
||||
it.each([
|
||||
['missing block', { coupons: undefined }],
|
||||
['missing columns', { coupons: { data: [] } }],
|
||||
['invalid column', { coupons: { columns: [null], data: [] } }],
|
||||
['invalid row', { coupons: { columns: ['coupondate'], data: [null] } }],
|
||||
[
|
||||
'short row',
|
||||
{ coupons: { columns: ['coupondate', 'value'], data: [['2099-02-01']] } },
|
||||
],
|
||||
[
|
||||
'long row',
|
||||
{ coupons: { columns: ['coupondate'], data: [['2099-02-01', 2]] } },
|
||||
],
|
||||
[
|
||||
'empty cursor',
|
||||
{
|
||||
'coupons.cursor': { columns: ['INDEX', 'TOTAL', 'PAGESIZE'], data: [] },
|
||||
},
|
||||
],
|
||||
[
|
||||
'missing cursor field',
|
||||
{ 'coupons.cursor': { columns: ['INDEX', 'TOTAL'], data: [[0, 1]] } },
|
||||
],
|
||||
[
|
||||
'null cursor index',
|
||||
{
|
||||
'coupons.cursor': {
|
||||
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
|
||||
data: [[null, 0, 1]],
|
||||
},
|
||||
},
|
||||
],
|
||||
[
|
||||
'boolean cursor total',
|
||||
{
|
||||
'coupons.cursor': {
|
||||
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
|
||||
data: [[0, false, 1]],
|
||||
},
|
||||
},
|
||||
],
|
||||
[
|
||||
'empty cursor total',
|
||||
{
|
||||
'coupons.cursor': {
|
||||
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
|
||||
data: [[0, '', 1]],
|
||||
},
|
||||
},
|
||||
],
|
||||
[
|
||||
'short page',
|
||||
{
|
||||
'coupons.cursor': {
|
||||
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
|
||||
data: [[0, 1, 1]],
|
||||
},
|
||||
},
|
||||
],
|
||||
])(
|
||||
'rejects %s without returning a partial calendar',
|
||||
async (_name, invalid) => {
|
||||
jest
|
||||
.spyOn(global, 'fetch')
|
||||
.mockImplementation(() =>
|
||||
Promise.resolve(Response.json({ ...emptyEvents, ...invalid })),
|
||||
);
|
||||
await expect(new MoexClient().bondEvents('BOND')).rejects.toMatchObject({
|
||||
response: { code: 'MOEX_UNAVAILABLE' },
|
||||
});
|
||||
},
|
||||
);
|
||||
|
||||
it.each([0, -1])(
|
||||
'rejects nonpositive page size %s before repeating a fetch',
|
||||
async (pageSize) => {
|
||||
const starts: string[] = [];
|
||||
jest.spyOn(global, 'fetch').mockImplementation((input) => {
|
||||
const url = new URL(input instanceof Request ? input.url : input);
|
||||
if (url.searchParams.get('iss.only')?.startsWith('coupons,')) {
|
||||
starts.push(url.searchParams.get('start') ?? '');
|
||||
if (starts.length > 1)
|
||||
return Promise.reject(new Error('Repeated page'));
|
||||
}
|
||||
return Promise.resolve(
|
||||
Response.json({
|
||||
...emptyEvents,
|
||||
'coupons.cursor': {
|
||||
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
|
||||
data: [[0, 1, pageSize]],
|
||||
},
|
||||
}),
|
||||
);
|
||||
});
|
||||
await expect(new MoexClient().bondEvents('BOND')).rejects.toMatchObject({
|
||||
response: { code: 'MOEX_UNAVAILABLE' },
|
||||
});
|
||||
expect(starts).toEqual(['0']);
|
||||
},
|
||||
);
|
||||
|
||||
it.each([false, true])(
|
||||
'reads all cursor pages and rejects a repeated index: %s',
|
||||
async (repeatIndex) => {
|
||||
const starts: string[] = [];
|
||||
jest.spyOn(global, 'fetch').mockImplementation((input) => {
|
||||
const url = new URL(input instanceof Request ? input.url : input);
|
||||
const start = Number(url.searchParams.get('start'));
|
||||
if (url.searchParams.get('iss.only')?.startsWith('coupons,')) {
|
||||
starts.push(String(start));
|
||||
if (starts.length > 2)
|
||||
return Promise.reject(new Error('Repeated page'));
|
||||
}
|
||||
return Promise.resolve(
|
||||
Response.json({
|
||||
...emptyEvents,
|
||||
coupons: {
|
||||
columns: ['coupondate', 'value', 'faceunit'],
|
||||
data: [[`2099-02-0${start + 1}`, '2.000000001', 'SUR']],
|
||||
},
|
||||
'coupons.cursor': {
|
||||
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
|
||||
data: [[repeatIndex ? 0 : start, 2, 1]],
|
||||
},
|
||||
}),
|
||||
);
|
||||
});
|
||||
const result = new MoexClient().bondEvents('BOND');
|
||||
if (repeatIndex)
|
||||
await expect(result).rejects.toMatchObject({
|
||||
response: { code: 'MOEX_UNAVAILABLE' },
|
||||
});
|
||||
else
|
||||
await expect(result).resolves.toEqual([
|
||||
{
|
||||
type: 'coupon',
|
||||
date: '2099-02-01',
|
||||
value: '2.000000001',
|
||||
currency: 'RUB',
|
||||
},
|
||||
{
|
||||
type: 'coupon',
|
||||
date: '2099-02-02',
|
||||
value: '2.000000001',
|
||||
currency: 'RUB',
|
||||
},
|
||||
]);
|
||||
expect(starts).toEqual(['0', '1']);
|
||||
},
|
||||
);
|
||||
});
|
||||
|
||||
@@ -123,22 +123,26 @@ export class MoexClient {
|
||||
rows.push(...current);
|
||||
if (!paginated) return rows;
|
||||
const cursorBlock = response[`${block}.cursor`];
|
||||
if (!cursorBlock) {
|
||||
if (cursorBlock === undefined) {
|
||||
if (current.length < FALLBACK_PAGE_SIZE) return rows;
|
||||
start += FALLBACK_PAGE_SIZE;
|
||||
continue;
|
||||
}
|
||||
const cursor = parseRows(cursorBlock)[0];
|
||||
const cursors = parseRows(cursorBlock);
|
||||
const cursor = cursors[0];
|
||||
const index = integer(cursor?.index);
|
||||
const total = integer(cursor?.total);
|
||||
const pageSize = integer(cursor?.pagesize);
|
||||
if (
|
||||
index === null ||
|
||||
cursors.length !== 1 ||
|
||||
index !== start ||
|
||||
total === null ||
|
||||
pageSize === null ||
|
||||
index + pageSize >= total
|
||||
pageSize === 0 ||
|
||||
current.length !== Math.min(pageSize, total - start)
|
||||
)
|
||||
return rows;
|
||||
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
|
||||
if (index + pageSize >= total) return rows;
|
||||
start = index + pageSize;
|
||||
}
|
||||
}
|
||||
@@ -161,14 +165,13 @@ export class MoexClient {
|
||||
}
|
||||
|
||||
function parseRows(block: IssBlock | undefined): Record<string, unknown>[] {
|
||||
if (!block) return [];
|
||||
if (!Array.isArray(block.columns) || !Array.isArray(block.data))
|
||||
if (!Array.isArray(block?.columns) || !Array.isArray(block?.data))
|
||||
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
|
||||
const columns = block.columns;
|
||||
if (!columns.every((column) => typeof column === 'string'))
|
||||
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
|
||||
return block.data.map((values) => {
|
||||
if (!Array.isArray(values))
|
||||
if (!Array.isArray(values) || values.length !== columns.length)
|
||||
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
|
||||
return Object.fromEntries(
|
||||
columns.map((column, index) => [column.toLowerCase(), values[index]]),
|
||||
@@ -191,6 +194,6 @@ function currencyText(value: unknown): string | null {
|
||||
}
|
||||
|
||||
function integer(value: unknown): number | null {
|
||||
const result = Number(value);
|
||||
const result = Number(numberText(value) ?? NaN);
|
||||
return Number.isSafeInteger(result) && result >= 0 ? result : null;
|
||||
}
|
||||
|
||||
@@ -0,0 +1,320 @@
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { isDeepStrictEqual } from 'node:util';
|
||||
import type {
|
||||
Prisma,
|
||||
TbankInstrumentLookup as MetadataLookupRow,
|
||||
TbankInstrument as MetadataRow,
|
||||
} from '../../../generated/prisma/client';
|
||||
import { PrismaService } from '../../prisma/prisma.service';
|
||||
import type { TbankSyncAttempt } from './tbank-access.service';
|
||||
import type { TbankInstrument } from './tbank.client';
|
||||
import { tbankSourceTtlMs } from './tbank-source.policy';
|
||||
|
||||
export type MetadataIdentity = {
|
||||
instrumentUid?: string | null;
|
||||
figi?: string | null;
|
||||
};
|
||||
export type MetadataLookup = {
|
||||
type: 'uid' | 'figi';
|
||||
id: string;
|
||||
data: TbankInstrument | null;
|
||||
};
|
||||
const provider = 'tbank';
|
||||
// Keep IN lists below the SQLite/Prisma parameter limit, including fixed predicates.
|
||||
const metadataReadBatchSize = 400;
|
||||
export function metadataKey(identity: MetadataIdentity) {
|
||||
return JSON.stringify([
|
||||
identity.instrumentUid?.trim() || null,
|
||||
identity.figi?.trim() || null,
|
||||
]);
|
||||
}
|
||||
|
||||
@Injectable()
|
||||
export class InstrumentMetadataRepository {
|
||||
constructor(private readonly prisma: PrismaService) {}
|
||||
|
||||
async readMany(identities: MetadataIdentity[]) {
|
||||
const identifiers = identities.flatMap((identity) => [
|
||||
...(identity.instrumentUid?.trim()
|
||||
? [{ identifierType: 'uid', identifier: identity.instrumentUid.trim() }]
|
||||
: []),
|
||||
...(identity.figi?.trim()
|
||||
? [{ identifierType: 'figi', identifier: identity.figi.trim() }]
|
||||
: []),
|
||||
]);
|
||||
if (!identifiers.length)
|
||||
return new Map<string, ReturnType<typeof selectMetadata>>();
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const lookups: MetadataLookupRow[] = [];
|
||||
for (const identifierType of ['uid', 'figi']) {
|
||||
const values = [
|
||||
...new Set(
|
||||
identifiers
|
||||
.filter((entry) => entry.identifierType === identifierType)
|
||||
.map((entry) => entry.identifier),
|
||||
),
|
||||
];
|
||||
for (
|
||||
let offset = 0;
|
||||
offset < values.length;
|
||||
offset += metadataReadBatchSize
|
||||
)
|
||||
lookups.push(
|
||||
...(await tx.tbankInstrumentLookup.findMany({
|
||||
where: {
|
||||
provider,
|
||||
identifierType,
|
||||
identifier: {
|
||||
in: values.slice(offset, offset + metadataReadBatchSize),
|
||||
},
|
||||
},
|
||||
})),
|
||||
);
|
||||
}
|
||||
const uids = [
|
||||
...new Set(lookups.flatMap((row) => row.matchedUids as string[])),
|
||||
];
|
||||
const instruments: MetadataRow[] = [];
|
||||
for (
|
||||
let offset = 0;
|
||||
offset < uids.length;
|
||||
offset += metadataReadBatchSize
|
||||
)
|
||||
instruments.push(
|
||||
...(await tx.tbankInstrument.findMany({
|
||||
where: {
|
||||
provider,
|
||||
uid: { in: uids.slice(offset, offset + metadataReadBatchSize) },
|
||||
},
|
||||
})),
|
||||
);
|
||||
const byIdentifier = new Map(
|
||||
lookups.map((row) => [`${row.identifierType}:${row.identifier}`, row]),
|
||||
);
|
||||
const byUid = new Map(instruments.map((row) => [row.uid, row]));
|
||||
return new Map(
|
||||
identities.map((identity) => [
|
||||
metadataKey(identity),
|
||||
selectMetadata(identity, byIdentifier, byUid),
|
||||
]),
|
||||
);
|
||||
});
|
||||
}
|
||||
|
||||
async reserve(
|
||||
attemptOwner: { userId: string; revision: string },
|
||||
identity: MetadataIdentity,
|
||||
runId: string,
|
||||
active: ReadonlySet<string>,
|
||||
) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const valid = await tx.tbankConnection.updateMany({
|
||||
where: { ...attemptOwner, invalidToken: false },
|
||||
data: { membershipRevision: { increment: 0 } },
|
||||
});
|
||||
if (!valid.count) return null;
|
||||
const scope = {
|
||||
...attemptOwner,
|
||||
scopeKey: `metadata:${metadataKey(identity)}`,
|
||||
};
|
||||
const previous = await tx.tbankSyncWork.findUnique({
|
||||
where: { userId_revision_scopeKey: scope },
|
||||
});
|
||||
if (
|
||||
previous?.state === 'running' &&
|
||||
previous.processRunId === runId &&
|
||||
active.has(previous.attemptId)
|
||||
)
|
||||
return { work: previous, launch: false };
|
||||
const data = {
|
||||
attemptId: randomUUID(),
|
||||
processRunId: runId,
|
||||
state: 'running',
|
||||
priority: 1,
|
||||
intent: { source: 'metadata', ...identity },
|
||||
progress: {},
|
||||
errorCode: null,
|
||||
};
|
||||
const work = await tx.tbankSyncWork.upsert({
|
||||
where: { userId_revision_scopeKey: scope },
|
||||
create: { ...scope, ...data, id: randomUUID() },
|
||||
update: data,
|
||||
});
|
||||
return { work, launch: true };
|
||||
});
|
||||
}
|
||||
|
||||
work(userId: string, revision: string, identity: MetadataIdentity) {
|
||||
return this.prisma.tbankSyncWork.findUnique({
|
||||
where: {
|
||||
userId_revision_scopeKey: {
|
||||
userId,
|
||||
revision,
|
||||
scopeKey: `metadata:${metadataKey(identity)}`,
|
||||
},
|
||||
},
|
||||
select: { id: true, state: true, errorCode: true },
|
||||
});
|
||||
}
|
||||
|
||||
publish(attempt: TbankSyncAttempt, results: MetadataLookup[], now: Date) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const claimed = await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { state: 'complete', progress: {} },
|
||||
});
|
||||
if (!claimed.count) return false;
|
||||
const aliases = new Map(
|
||||
results.map((result) => [`${result.type}:${result.id}`, result]),
|
||||
);
|
||||
for (const result of results) {
|
||||
if (!result.data) continue;
|
||||
const uid =
|
||||
result.data.uid?.trim() || (result.type === 'uid' ? result.id : null);
|
||||
const figi =
|
||||
result.data.figi?.trim() ||
|
||||
(result.type === 'figi' ? result.id : null);
|
||||
for (const [type, id] of [
|
||||
['uid', uid],
|
||||
['figi', figi],
|
||||
] as const) {
|
||||
if (id && uid && !aliases.has(`${type}:${id}`))
|
||||
aliases.set(`${type}:${id}`, {
|
||||
type,
|
||||
id,
|
||||
data: { ...result.data, uid },
|
||||
});
|
||||
}
|
||||
}
|
||||
for (const result of aliases.values()) {
|
||||
const instrument = result.data;
|
||||
const uid =
|
||||
instrument?.uid?.trim() || (result.type === 'uid' ? result.id : null);
|
||||
// FIGI is an alias, never a fabricated provider UID.
|
||||
if (instrument && !uid)
|
||||
throw new Error('Metadata response has no instrument UID');
|
||||
if (instrument && uid) {
|
||||
const key = { provider, uid };
|
||||
const previous = await tx.tbankInstrument.findUnique({
|
||||
where: { provider_uid: key },
|
||||
});
|
||||
const payload = JSON.parse(
|
||||
JSON.stringify(instrument),
|
||||
) as Prisma.InputJsonObject;
|
||||
const data = {
|
||||
metadata: payload,
|
||||
figi:
|
||||
instrument.figi ?? (result.type === 'figi' ? result.id : null),
|
||||
ticker: instrument.ticker ?? null,
|
||||
instrumentType: instrument.instrumentType ?? '',
|
||||
fetchedAt: now,
|
||||
};
|
||||
await tx.tbankInstrument.upsert({
|
||||
where: { provider_uid: key },
|
||||
create: { ...key, ...data },
|
||||
update: {
|
||||
...data,
|
||||
dataRevision: {
|
||||
increment: isDeepStrictEqual(previous?.metadata, payload)
|
||||
? 0
|
||||
: 1,
|
||||
},
|
||||
},
|
||||
});
|
||||
}
|
||||
const key = {
|
||||
provider,
|
||||
identifierType: result.type,
|
||||
identifier: result.id,
|
||||
};
|
||||
const matchedUids = instrument && uid ? [uid] : [];
|
||||
const previous = await tx.tbankInstrumentLookup.findUnique({
|
||||
where: { provider_identifierType_identifier: key },
|
||||
});
|
||||
await tx.tbankInstrumentLookup.upsert({
|
||||
where: { provider_identifierType_identifier: key },
|
||||
create: { ...key, matchedUids, fetchedAt: now },
|
||||
update: {
|
||||
matchedUids,
|
||||
fetchedAt: now,
|
||||
dataRevision: {
|
||||
increment: isDeepStrictEqual(previous?.matchedUids, matchedUids)
|
||||
? 0
|
||||
: 1,
|
||||
},
|
||||
},
|
||||
});
|
||||
}
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
async finishObserver(attempt: TbankSyncAttempt, success: boolean) {
|
||||
await this.prisma.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
...(success ? { connection: { invalidToken: false } } : {}),
|
||||
},
|
||||
data: {
|
||||
state: success ? 'complete' : 'failed',
|
||||
errorCode: success ? null : 'TBANK_UNAVAILABLE',
|
||||
},
|
||||
});
|
||||
if (success)
|
||||
await this.prisma.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: true },
|
||||
},
|
||||
data: { state: 'failed', errorCode: 'INVALID_TBANK_TOKEN' },
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
function selectMetadata(
|
||||
identity: MetadataIdentity,
|
||||
lookups: ReadonlyMap<string, MetadataLookupRow>,
|
||||
instruments: ReadonlyMap<string, MetadataRow>,
|
||||
) {
|
||||
const resolve = (type: string, id: string | null | undefined) => {
|
||||
const lookup = lookups.get(`${type}:${id?.trim()}`);
|
||||
const uid = (lookup?.matchedUids as string[] | undefined)?.[0];
|
||||
const instrument = uid ? instruments.get(uid) : undefined;
|
||||
const data = instrument ? (instrument.metadata as TbankInstrument) : null;
|
||||
return { lookup, instrument, data };
|
||||
};
|
||||
const instrumentUid = identity.instrumentUid?.trim();
|
||||
const instrumentFigi = identity.figi?.trim();
|
||||
const uid = resolve('uid', instrumentUid);
|
||||
const figi = resolve('figi', instrumentFigi);
|
||||
const usefulUid = Boolean(uid.data?.name?.trim() || uid.data?.ticker?.trim());
|
||||
const used =
|
||||
usefulUid || !instrumentFigi ? [uid] : instrumentUid ? [uid, figi] : [figi];
|
||||
const complete = used.every((row) => Boolean(row.lookup));
|
||||
const fetchedAt =
|
||||
used
|
||||
.flatMap((row) => (row.lookup ? [row.lookup.fetchedAt] : []))
|
||||
.sort((a, b) => a.valueOf() - b.valueOf())[0] ?? null;
|
||||
return {
|
||||
data: usefulUid ? uid.data : (figi.data ?? uid.data),
|
||||
complete,
|
||||
fresh:
|
||||
complete &&
|
||||
fetchedAt !== null &&
|
||||
Date.now() - fetchedAt.valueOf() < tbankSourceTtlMs.metadata,
|
||||
fetchedAt,
|
||||
dataRevision: used
|
||||
.map(
|
||||
(row) =>
|
||||
`${row.lookup?.dataRevision ?? 0}:${row.instrument?.dataRevision ?? 0}`,
|
||||
)
|
||||
.join('/'),
|
||||
};
|
||||
}
|
||||
@@ -1,294 +0,0 @@
|
||||
import { ServiceUnavailableException } from '@nestjs/common';
|
||||
import type { LRUCache } from 'lru-cache';
|
||||
import assert from 'node:assert/strict';
|
||||
import { InstrumentMetadataService } from './instrument-metadata.service';
|
||||
import type { TbankInstrument } from './tbank.client';
|
||||
|
||||
describe('InstrumentMetadataService', () => {
|
||||
const tbank = {
|
||||
getInstrumentByFigi: jest.fn(),
|
||||
getInstrumentByUid: jest.fn(),
|
||||
};
|
||||
const logger = { event: jest.fn() };
|
||||
let service: InstrumentMetadataService;
|
||||
|
||||
function rememberExpired(key: string, value: TbankInstrument): void {
|
||||
const cache = (
|
||||
service as unknown as { metadata: LRUCache<string, TbankInstrument> }
|
||||
).metadata;
|
||||
cache.set(key, value, { ttl: 1, start: performance.now() - 1000 });
|
||||
}
|
||||
|
||||
beforeEach(() => {
|
||||
jest.clearAllMocks();
|
||||
tbank.getInstrumentByFigi.mockReset();
|
||||
tbank.getInstrumentByUid.mockReset();
|
||||
service = new InstrumentMetadataService(tbank as never, logger as never);
|
||||
});
|
||||
|
||||
it('prefers the instrument UID when metadata is available', async () => {
|
||||
tbank.getInstrumentByUid.mockResolvedValue({
|
||||
name: 'Инструмент',
|
||||
brand: { logoName: 'instrument.png' },
|
||||
});
|
||||
|
||||
await expect(
|
||||
service.resolve('token', 'uid-1', 'figi-1'),
|
||||
).resolves.toMatchObject({
|
||||
brand: { logoName: 'instrument.png' },
|
||||
});
|
||||
expect(tbank.getInstrumentByFigi).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('falls back to FIGI when the UID has no matching instrument', async () => {
|
||||
tbank.getInstrumentByUid.mockResolvedValue(null);
|
||||
tbank.getInstrumentByFigi.mockResolvedValue({
|
||||
ticker: 'SBER',
|
||||
brand: { logoName: 'sber.png' },
|
||||
});
|
||||
|
||||
await expect(
|
||||
service.resolve('token', 'uid-1', 'figi-1'),
|
||||
).resolves.toMatchObject({
|
||||
ticker: 'SBER',
|
||||
});
|
||||
expect(tbank.getInstrumentByFigi).toHaveBeenCalledWith('token', 'figi-1');
|
||||
});
|
||||
|
||||
it('returns a nullable fallback when instrument metadata is unavailable', async () => {
|
||||
tbank.getInstrumentByUid.mockRejectedValue(new Error('unavailable'));
|
||||
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toBeNull();
|
||||
});
|
||||
|
||||
it('caches negative lookups and avoids repeated upstream requests', async () => {
|
||||
tbank.getInstrumentByUid.mockResolvedValue(null);
|
||||
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toBeNull();
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toBeNull();
|
||||
|
||||
expect(tbank.getInstrumentByUid).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
|
||||
it('tries FIGI when UID metadata has no usable name or ticker', async () => {
|
||||
tbank.getInstrumentByUid.mockResolvedValue({ name: ' ', ticker: '' });
|
||||
tbank.getInstrumentByFigi.mockResolvedValue({ name: 'Облигация' });
|
||||
await expect(
|
||||
service.resolve('token', 'uid-1', 'figi-1'),
|
||||
).resolves.toMatchObject({ name: 'Облигация' });
|
||||
});
|
||||
|
||||
it('retains expired successful metadata through temporary failures and refreshes it later', async () => {
|
||||
const known = {
|
||||
name: 'Облигация',
|
||||
ticker: 'BOND',
|
||||
brand: { logoName: 'bond.png' },
|
||||
};
|
||||
tbank.getInstrumentByUid.mockResolvedValueOnce(known);
|
||||
await service.resolve('token', 'uid-1', null);
|
||||
rememberExpired('uid:uid-1', known);
|
||||
tbank.getInstrumentByUid.mockRejectedValue(
|
||||
new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
|
||||
);
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toEqual(
|
||||
known,
|
||||
);
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toEqual(
|
||||
known,
|
||||
);
|
||||
tbank.getInstrumentByUid.mockResolvedValue({
|
||||
...known,
|
||||
name: 'Новое название',
|
||||
});
|
||||
await expect(
|
||||
service.resolve('token', 'uid-1', null),
|
||||
).resolves.toMatchObject({ name: 'Новое название' });
|
||||
expect(tbank.getInstrumentByUid).toHaveBeenCalledTimes(4);
|
||||
});
|
||||
|
||||
it('does not mask an invalid token as missing metadata or retry by FIGI', async () => {
|
||||
const error = new Error('INVALID_TBANK_TOKEN');
|
||||
tbank.getInstrumentByUid.mockRejectedValue(error);
|
||||
await expect(service.resolve('token', 'uid-1', 'figi-1')).rejects.toBe(
|
||||
error,
|
||||
);
|
||||
expect(tbank.getInstrumentByFigi).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('keeps known metadata through an incomplete refresh without renewing its freshness', async () => {
|
||||
const known = { name: 'Облигация', ticker: 'BOND' };
|
||||
rememberExpired('uid:uid-1', known);
|
||||
tbank.getInstrumentByUid
|
||||
.mockResolvedValueOnce({ name: ' ', ticker: '', isin: 'RU0000000001' })
|
||||
.mockRejectedValueOnce(
|
||||
new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
|
||||
);
|
||||
|
||||
await expect(service.resolve('token', 'uid-1', 'figi-1')).resolves.toEqual(
|
||||
known,
|
||||
);
|
||||
await expect(service.resolve('token', 'uid-1', 'figi-1')).resolves.toEqual(
|
||||
known,
|
||||
);
|
||||
expect(tbank.getInstrumentByUid).toHaveBeenCalledTimes(2);
|
||||
expect(tbank.getInstrumentByFigi).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('keeps a known FIGI name after partial UID metadata and does not cache the partial response', async () => {
|
||||
const known = { name: 'Облигация', ticker: 'BOND' };
|
||||
rememberExpired('figi:figi-1', known);
|
||||
tbank.getInstrumentByUid
|
||||
.mockResolvedValueOnce({ isin: 'RU0000000001' })
|
||||
.mockResolvedValueOnce({ name: 'Новое название' });
|
||||
tbank.getInstrumentByFigi.mockRejectedValue(
|
||||
new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
|
||||
);
|
||||
|
||||
await expect(service.resolve('token', 'uid-1', 'figi-1')).resolves.toEqual(
|
||||
known,
|
||||
);
|
||||
await expect(service.resolve('token', 'uid-1', 'figi-1')).resolves.toEqual({
|
||||
name: 'Новое название',
|
||||
});
|
||||
expect(tbank.getInstrumentByUid).toHaveBeenCalledTimes(2);
|
||||
expect(tbank.getInstrumentByFigi).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
|
||||
it('returns cold partial fields without caching them', async () => {
|
||||
const partial = { isin: 'RU0000000001' };
|
||||
tbank.getInstrumentByUid.mockResolvedValue(partial);
|
||||
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toEqual(
|
||||
partial,
|
||||
);
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toEqual(
|
||||
partial,
|
||||
);
|
||||
expect(tbank.getInstrumentByUid).toHaveBeenCalledTimes(2);
|
||||
});
|
||||
|
||||
it('replaces an expired name with authoritative confirmed absence', async () => {
|
||||
rememberExpired('uid:uid-1', { name: 'Старое название' });
|
||||
tbank.getInstrumentByUid.mockResolvedValue(null);
|
||||
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toBeNull();
|
||||
await expect(service.resolve('token', 'uid-1', null)).resolves.toBeNull();
|
||||
expect(tbank.getInstrumentByUid).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
|
||||
it('isolates in-flight credentials while sharing successful public metadata', async () => {
|
||||
const error = new Error('INVALID_TBANK_TOKEN');
|
||||
const known = { name: 'Облигация' };
|
||||
let rejectInvalid: ((reason: Error) => void) | undefined;
|
||||
tbank.getInstrumentByUid.mockImplementation((token: string) =>
|
||||
token === 'invalid-token'
|
||||
? new Promise((_resolve, reject) => {
|
||||
rejectInvalid = reject;
|
||||
})
|
||||
: Promise.resolve(known),
|
||||
);
|
||||
|
||||
const invalid = expect(
|
||||
service.resolve('invalid-token', 'uid-1', null),
|
||||
).rejects.toBe(error);
|
||||
const valid = service.resolve('valid-token', 'uid-1', null);
|
||||
assert.ok(rejectInvalid);
|
||||
rejectInvalid(error);
|
||||
|
||||
await invalid;
|
||||
await expect(valid).resolves.toEqual(known);
|
||||
await expect(
|
||||
service.resolve('another-token', 'uid-1', null),
|
||||
).resolves.toEqual(known);
|
||||
expect(tbank.getInstrumentByUid).toHaveBeenCalledTimes(2);
|
||||
});
|
||||
|
||||
it('returns cached or nullable metadata without starting requests after abort', async () => {
|
||||
const known = { name: 'Облигация' };
|
||||
rememberExpired('figi:figi-1', known);
|
||||
const controller = new AbortController();
|
||||
controller.abort();
|
||||
|
||||
await expect(
|
||||
service.resolve('token', 'uid-1', 'figi-1', controller.signal),
|
||||
).resolves.toEqual(known);
|
||||
await expect(
|
||||
service.resolve('token', 'uid-2', 'figi-2', controller.signal),
|
||||
).resolves.toBeNull();
|
||||
expect(tbank.getInstrumentByUid).not.toHaveBeenCalled();
|
||||
expect(tbank.getInstrumentByFigi).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('returns expired metadata promptly when the waiting caller aborts', async () => {
|
||||
const known = { name: 'Облигация' };
|
||||
rememberExpired('uid:uid-1', known);
|
||||
tbank.getInstrumentByUid.mockReturnValue(new Promise(() => {}));
|
||||
const controller = new AbortController();
|
||||
const result = service.resolve(
|
||||
'token',
|
||||
'uid-1',
|
||||
'figi-1',
|
||||
controller.signal,
|
||||
);
|
||||
|
||||
controller.abort();
|
||||
|
||||
await expect(result).resolves.toEqual(known);
|
||||
expect(tbank.getInstrumentByFigi).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('keeps a shared fetch alive after one caller aborts and caches its result', async () => {
|
||||
const known = { name: 'Облигация' };
|
||||
let finish: ((value: TbankInstrument) => void) | undefined;
|
||||
tbank.getInstrumentByUid.mockReturnValue(
|
||||
new Promise((resolve) => {
|
||||
finish = resolve;
|
||||
}),
|
||||
);
|
||||
const controller = new AbortController();
|
||||
const aborted = service.resolve(
|
||||
'token',
|
||||
'uid-1',
|
||||
'figi-1',
|
||||
controller.signal,
|
||||
);
|
||||
controller.abort();
|
||||
await expect(aborted).resolves.toBeNull();
|
||||
|
||||
const waiting = service.resolve('token', 'uid-1', null);
|
||||
assert.ok(finish);
|
||||
finish(known);
|
||||
|
||||
await expect(waiting).resolves.toEqual(known);
|
||||
await expect(
|
||||
service.resolve('another-token', 'uid-1', null),
|
||||
).resolves.toEqual(known);
|
||||
expect(tbank.getInstrumentByUid).toHaveBeenCalledTimes(1);
|
||||
expect(tbank.getInstrumentByFigi).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('does not start FIGI lookup after an aborted UID lookup fails later', async () => {
|
||||
let fail: ((reason: Error) => void) | undefined;
|
||||
tbank.getInstrumentByUid.mockReturnValue(
|
||||
new Promise((_resolve, reject) => {
|
||||
fail = reject;
|
||||
}),
|
||||
);
|
||||
const controller = new AbortController();
|
||||
const result = service.resolve(
|
||||
'token',
|
||||
'uid-1',
|
||||
'figi-1',
|
||||
controller.signal,
|
||||
);
|
||||
controller.abort();
|
||||
await expect(result).resolves.toBeNull();
|
||||
|
||||
assert.ok(fail);
|
||||
fail(new Error('INVALID_TBANK_TOKEN'));
|
||||
await Promise.resolve();
|
||||
await Promise.resolve();
|
||||
|
||||
expect(tbank.getInstrumentByFigi).not.toHaveBeenCalled();
|
||||
});
|
||||
});
|
||||
@@ -1,118 +1,208 @@
|
||||
import { Injectable, ServiceUnavailableException } from '@nestjs/common';
|
||||
import { LRUCache } from 'lru-cache';
|
||||
import { createHash } from 'node:crypto';
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { StructuredLogger } from '../../common/logging/structured-logger.service';
|
||||
import {
|
||||
TbankAccessService,
|
||||
type TbankSyncAttempt,
|
||||
} from './tbank-access.service';
|
||||
import { TbankClient, type TbankInstrument } from './tbank.client';
|
||||
import {
|
||||
InstrumentMetadataRepository,
|
||||
metadataKey,
|
||||
type MetadataIdentity,
|
||||
type MetadataLookup,
|
||||
} from './instrument-metadata.repository';
|
||||
export { metadataKey } from './instrument-metadata.repository';
|
||||
export type { MetadataIdentity } from './instrument-metadata.repository';
|
||||
|
||||
const metadataForMs = 86_400_000;
|
||||
const maxCachedInstruments = 500;
|
||||
const missingInstrument = Symbol('missingInstrument');
|
||||
|
||||
type Producer = {
|
||||
identity: MetadataIdentity;
|
||||
attempt: TbankSyncAttempt;
|
||||
observers: TbankSyncAttempt[];
|
||||
};
|
||||
@Injectable()
|
||||
export class InstrumentMetadataService {
|
||||
private readonly metadata = new LRUCache<
|
||||
string,
|
||||
TbankInstrument | typeof missingInstrument
|
||||
>({
|
||||
max: maxCachedInstruments,
|
||||
ttl: metadataForMs,
|
||||
noDeleteOnStaleGet: true,
|
||||
});
|
||||
private readonly pending = new Map<string, Promise<TbankInstrument | null>>();
|
||||
private readonly runId = randomUUID();
|
||||
private readonly active = new Set<string>();
|
||||
private readonly producers = new Map<string, Producer>();
|
||||
private readonly queue: Producer[] = [];
|
||||
private reservations: Promise<unknown> = Promise.resolve();
|
||||
private running = false;
|
||||
|
||||
constructor(
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly logger: StructuredLogger,
|
||||
private readonly repository: InstrumentMetadataRepository,
|
||||
private readonly access: TbankAccessService,
|
||||
) {}
|
||||
|
||||
async resolve(
|
||||
token: string,
|
||||
instrumentUid: string | null | undefined,
|
||||
figi: string | null | undefined,
|
||||
signal?: AbortSignal,
|
||||
): Promise<TbankInstrument | null> {
|
||||
const uid = instrumentUid?.trim();
|
||||
let byUid: TbankInstrument | null = null;
|
||||
if (uid) {
|
||||
byUid = await this.lookup(
|
||||
token,
|
||||
`uid:${uid}`,
|
||||
() => this.tbank.getInstrumentByUid(token, uid),
|
||||
signal,
|
||||
savedMany(identities: MetadataIdentity[]) {
|
||||
return this.repository.readMany(identities);
|
||||
}
|
||||
|
||||
async read(
|
||||
userId: string,
|
||||
identity: MetadataIdentity,
|
||||
observe = false,
|
||||
revision?: string,
|
||||
) {
|
||||
const connection = await this.access.local(userId);
|
||||
if (revision && connection.revision !== revision) return null;
|
||||
const data = (await this.savedMany([identity])).get(metadataKey(identity));
|
||||
if (!observe && !data?.fresh)
|
||||
await this.request(userId, connection.revision, identity);
|
||||
return {
|
||||
...data,
|
||||
work: await this.repository.work(userId, connection.revision, identity),
|
||||
};
|
||||
}
|
||||
|
||||
async request(
|
||||
userId: string,
|
||||
revision: string,
|
||||
identity: MetadataIdentity,
|
||||
force = false,
|
||||
) {
|
||||
identity = {
|
||||
instrumentUid: identity.instrumentUid?.trim() || null,
|
||||
figi: identity.figi?.trim() || null,
|
||||
};
|
||||
if (!identity.instrumentUid && !identity.figi) return null;
|
||||
const normalized = identity;
|
||||
const reserved = this.reservations.then(async () => {
|
||||
const snapshot = (await this.savedMany([normalized])).get(
|
||||
metadataKey(normalized),
|
||||
);
|
||||
if (byUid?.name?.trim() || byUid?.ticker?.trim()) return byUid;
|
||||
}
|
||||
const instrumentFigi = figi?.trim();
|
||||
const byFigi = instrumentFigi
|
||||
? await this.lookup(
|
||||
token,
|
||||
`figi:${instrumentFigi}`,
|
||||
() => this.tbank.getInstrumentByFigi(token, instrumentFigi),
|
||||
signal,
|
||||
)
|
||||
: null;
|
||||
return byFigi ?? byUid;
|
||||
}
|
||||
|
||||
private async lookup(
|
||||
token: string,
|
||||
key: string,
|
||||
fetch: () => Promise<TbankInstrument | null>,
|
||||
signal?: AbortSignal,
|
||||
): Promise<TbankInstrument | null> {
|
||||
const cached = this.metadata.get(key);
|
||||
if (cached !== undefined)
|
||||
return cached === missingInstrument ? null : cached;
|
||||
if (signal?.aborted) return this.lastKnown(key);
|
||||
const owner = createHash('sha256').update(token).digest('hex');
|
||||
const requestKey = `${owner}:${key}`;
|
||||
let pending = this.pending.get(requestKey);
|
||||
if (!pending) {
|
||||
pending = this.fetch(key, fetch, this.lastKnown(key)).finally(() => {
|
||||
this.pending.delete(requestKey);
|
||||
});
|
||||
this.pending.set(requestKey, pending);
|
||||
}
|
||||
if (!signal) return pending;
|
||||
return new Promise((resolve, reject) => {
|
||||
const onAbort = () => resolve(this.lastKnown(key));
|
||||
signal.addEventListener('abort', onAbort, { once: true });
|
||||
void pending.then(resolve, reject).finally(() => {
|
||||
signal.removeEventListener('abort', onAbort);
|
||||
});
|
||||
if (!force && snapshot?.fresh) return null;
|
||||
const result = await this.repository.reserve(
|
||||
{ userId, revision },
|
||||
normalized,
|
||||
this.runId,
|
||||
this.active,
|
||||
);
|
||||
if (!result) return null;
|
||||
const { id, attemptId } = result.work;
|
||||
if (!result.launch) return id;
|
||||
const attempt = { userId, revision, id, attemptId };
|
||||
this.active.add(attemptId);
|
||||
const key = metadataKey(normalized);
|
||||
const producer = this.producers.get(key);
|
||||
if (producer) producer.observers.push(attempt);
|
||||
else {
|
||||
const queued = { identity: normalized, attempt, observers: [] };
|
||||
this.producers.set(key, queued);
|
||||
this.queue.push(queued);
|
||||
}
|
||||
if (!this.running) {
|
||||
this.running = true;
|
||||
setImmediate(() => {
|
||||
void this.drain();
|
||||
});
|
||||
}
|
||||
return id;
|
||||
});
|
||||
this.reservations = reserved.catch(() => undefined);
|
||||
return reserved;
|
||||
}
|
||||
|
||||
private lastKnown(key: string): TbankInstrument | null {
|
||||
const value = this.metadata.peek(key, { allowStale: true });
|
||||
return value === missingInstrument ? null : (value ?? null);
|
||||
}
|
||||
|
||||
private async fetch(
|
||||
key: string,
|
||||
request: () => Promise<TbankInstrument | null>,
|
||||
previous: TbankInstrument | null,
|
||||
): Promise<TbankInstrument | null> {
|
||||
private async drain() {
|
||||
try {
|
||||
const value = await request();
|
||||
const found = Boolean(value?.name?.trim() || value?.ticker?.trim());
|
||||
if (value === null || found)
|
||||
this.metadata.set(key, value ?? missingInstrument);
|
||||
this.logger.event('debug', 'instrument-metadata.resolved', {
|
||||
found,
|
||||
while (this.queue.length) {
|
||||
const producer = this.queue.shift();
|
||||
if (!producer) break;
|
||||
const { attempt, identity } = producer;
|
||||
let success = false;
|
||||
try {
|
||||
const token = await this.access.tokenForAttempt(attempt);
|
||||
if (token) {
|
||||
const results: MetadataLookup[] = [];
|
||||
let useful = false;
|
||||
let uidFailed = false;
|
||||
if (identity.instrumentUid) {
|
||||
let data: TbankInstrument | null | undefined;
|
||||
try {
|
||||
data = await this.tbank.getInstrumentByUid(
|
||||
token,
|
||||
identity.instrumentUid,
|
||||
);
|
||||
} catch (error) {
|
||||
if (
|
||||
!identity.figi ||
|
||||
(error instanceof Error &&
|
||||
error.message === 'INVALID_TBANK_TOKEN')
|
||||
)
|
||||
throw error;
|
||||
uidFailed = true;
|
||||
}
|
||||
if (data?.uid && data.uid !== identity.instrumentUid)
|
||||
throw new Error('Metadata UID mismatch');
|
||||
if (data !== undefined)
|
||||
results.push({ type: 'uid', id: identity.instrumentUid, data });
|
||||
useful = Boolean(data?.name?.trim() || data?.ticker?.trim());
|
||||
if (!useful && data && !identity.figi)
|
||||
throw new Error('Incomplete metadata');
|
||||
}
|
||||
if (!useful && identity.figi) {
|
||||
const data = await this.tbank.getInstrumentByFigi(
|
||||
token,
|
||||
identity.figi,
|
||||
);
|
||||
if (data?.figi && data.figi !== identity.figi)
|
||||
throw new Error('Metadata FIGI mismatch');
|
||||
if (data && !data.name?.trim() && !data.ticker?.trim())
|
||||
throw new Error('Incomplete metadata');
|
||||
if (data === undefined || (uidFailed && !data))
|
||||
throw new Error('Metadata source unavailable');
|
||||
results.push({ type: 'figi', id: identity.figi, data });
|
||||
// A successful FIGI response identifies its canonical UID too;
|
||||
// a failed UID RPC is never persisted as a negative lookup.
|
||||
if (
|
||||
uidFailed &&
|
||||
data?.uid === identity.instrumentUid &&
|
||||
identity.instrumentUid
|
||||
)
|
||||
results.push({ type: 'uid', id: identity.instrumentUid, data });
|
||||
}
|
||||
if (
|
||||
!results.length ||
|
||||
(results.some((result) => result.data) &&
|
||||
!results.some(
|
||||
(result) =>
|
||||
result.data?.name?.trim() || result.data?.ticker?.trim(),
|
||||
))
|
||||
)
|
||||
throw new Error('Incomplete metadata');
|
||||
success = await this.repository.publish(
|
||||
attempt,
|
||||
results,
|
||||
new Date(),
|
||||
);
|
||||
}
|
||||
} catch (error) {
|
||||
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
|
||||
await this.access.rejectMembershipToken(attempt);
|
||||
else
|
||||
this.logger.event('warn', 'instrument-metadata.failed', {
|
||||
code: 'TBANK_UNAVAILABLE',
|
||||
});
|
||||
}
|
||||
// Remove the producer before awaiting finalization: a new request cannot
|
||||
// attach to a producer whose observer list has already been drained.
|
||||
this.producers.delete(metadataKey(identity));
|
||||
for (const observer of [attempt, ...producer.observers]) {
|
||||
await this.repository.finishObserver(observer, success);
|
||||
this.active.delete(observer.attemptId);
|
||||
}
|
||||
}
|
||||
} catch {
|
||||
this.logger.event('error', 'instrument-metadata.persistence-failed', {
|
||||
code: 'TBANK_UNAVAILABLE',
|
||||
});
|
||||
return found || value === null ? value : (previous ?? value);
|
||||
} catch (error) {
|
||||
this.logger.event('warn', 'instrument-metadata.failed', {
|
||||
code:
|
||||
error instanceof Error && 'response' in error
|
||||
? ((error as { response?: { code?: string } }).response?.code ??
|
||||
'UNKNOWN')
|
||||
: 'UNKNOWN',
|
||||
});
|
||||
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
|
||||
throw error;
|
||||
return error instanceof ServiceUnavailableException ? previous : null;
|
||||
this.active.clear();
|
||||
this.producers.clear();
|
||||
this.queue.length = 0;
|
||||
} finally {
|
||||
this.running = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,162 +0,0 @@
|
||||
import {
|
||||
BadRequestException,
|
||||
ConflictException,
|
||||
NotFoundException,
|
||||
ServiceUnavailableException,
|
||||
} from '@nestjs/common';
|
||||
|
||||
jest.mock('../../prisma/prisma.service', () => ({
|
||||
PrismaService: class PrismaService {},
|
||||
}));
|
||||
|
||||
import type { TbankAccountContext } from './tbank-access.service';
|
||||
import { TbankAccessService } from './tbank-access.service';
|
||||
import { TbankTokenService } from './tbank-token.service';
|
||||
|
||||
describe('TbankAccessService', () => {
|
||||
const prisma = { tbankConnection: { findUnique: jest.fn() } };
|
||||
const token = {
|
||||
decrypt: jest.fn(),
|
||||
translateInvalidToken: jest.fn((operation: () => Promise<unknown>) =>
|
||||
new TbankTokenService({
|
||||
getOrThrow: () => 'MDEyMzQ1Njc4OWFiY2RlZjAxMjM0NTY3ODlhYmNkZWY=',
|
||||
} as never).translateInvalidToken(operation),
|
||||
),
|
||||
};
|
||||
const tbank = { getOpenAccounts: jest.fn() };
|
||||
const service = new TbankAccessService(
|
||||
prisma as never,
|
||||
token as never,
|
||||
tbank as never,
|
||||
);
|
||||
|
||||
beforeEach(() => {
|
||||
jest.clearAllMocks();
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: 'encrypted',
|
||||
});
|
||||
token.decrypt.mockReturnValue('plain-token');
|
||||
tbank.getOpenAccounts.mockResolvedValue([
|
||||
{
|
||||
id: 'account',
|
||||
type: 'ACCOUNT_TYPE_TINKOFF',
|
||||
name: ' Основной ',
|
||||
openedDate: { seconds: '1723507200' },
|
||||
},
|
||||
{ id: 'debit', type: 'ACCOUNT_TYPE_DEBIT', name: 'Debit' },
|
||||
]);
|
||||
});
|
||||
|
||||
it('lists supported accounts through the saved decrypted token', async () => {
|
||||
await expect(service.listSupportedAccounts('user')).resolves.toEqual([
|
||||
{
|
||||
id: 'account',
|
||||
type: 'BROKERAGE',
|
||||
name: 'Основной',
|
||||
openedOn: '2024-08-13',
|
||||
},
|
||||
]);
|
||||
|
||||
expect(prisma.tbankConnection.findUnique).toHaveBeenCalledWith({
|
||||
where: { userId: 'user' },
|
||||
});
|
||||
expect(token.decrypt).toHaveBeenCalledWith('encrypted');
|
||||
expect(tbank.getOpenAccounts).toHaveBeenCalledWith('plain-token');
|
||||
});
|
||||
|
||||
it('rejects missing connections before calling T-Bank', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue(null);
|
||||
|
||||
await expect(service.listSupportedAccounts('user')).rejects.toEqual(
|
||||
expect.any(ConflictException),
|
||||
);
|
||||
expect(tbank.getOpenAccounts).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('resolves the persisted connection generation without an upstream account call', async () => {
|
||||
const context = await service.withConnection('user', (value) => value);
|
||||
|
||||
expect(context).toEqual({
|
||||
token: 'plain-token',
|
||||
generation: expect.any(String) as string,
|
||||
});
|
||||
expect(tbank.getOpenAccounts).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('translates invalid tokens and preserves unavailable upstream errors', async () => {
|
||||
tbank.getOpenAccounts.mockRejectedValueOnce(
|
||||
new Error('INVALID_TBANK_TOKEN'),
|
||||
);
|
||||
await expect(service.listSupportedAccounts('user')).rejects.toEqual(
|
||||
expect.any(BadRequestException),
|
||||
);
|
||||
|
||||
const unavailable = new ServiceUnavailableException({
|
||||
code: 'TBANK_UNAVAILABLE',
|
||||
});
|
||||
tbank.getOpenAccounts.mockRejectedValueOnce(unavailable);
|
||||
await expect(service.listSupportedAccounts('user')).rejects.toBe(
|
||||
unavailable,
|
||||
);
|
||||
});
|
||||
|
||||
it('wraps account-scoped handlers with resolved account access', async () => {
|
||||
const handler = jest.fn((context: TbankAccountContext) =>
|
||||
Promise.resolve({
|
||||
resolvedToken: context.token,
|
||||
generation: context.generation,
|
||||
accountId: context.account.id,
|
||||
}),
|
||||
);
|
||||
|
||||
await expect(
|
||||
service.withAccount('user', 'account', handler),
|
||||
).resolves.toEqual({
|
||||
resolvedToken: 'plain-token',
|
||||
generation: expect.any(String) as string,
|
||||
accountId: 'account',
|
||||
});
|
||||
});
|
||||
|
||||
it('derives a stable opaque generation from each persisted encrypted payload', async () => {
|
||||
const generation = () =>
|
||||
service.withAccount('user', 'account', ({ generation: value }) =>
|
||||
Promise.resolve(value),
|
||||
);
|
||||
prisma.tbankConnection.findUnique
|
||||
.mockResolvedValueOnce({ encryptedToken: 'encrypted:first-nonce' })
|
||||
.mockResolvedValueOnce({ encryptedToken: 'encrypted:first-nonce' })
|
||||
.mockResolvedValueOnce({ encryptedToken: 'encrypted:second-nonce' });
|
||||
|
||||
const first = await generation();
|
||||
const sameRecord = await generation();
|
||||
const replaced = await generation();
|
||||
|
||||
expect(sameRecord).toBe(first);
|
||||
expect(replaced).not.toBe(first);
|
||||
expect(first).not.toContain('plain-token');
|
||||
expect(first).not.toContain('encrypted:first-nonce');
|
||||
});
|
||||
|
||||
it('rejects inaccessible accounts before running the handler', async () => {
|
||||
const handler = jest.fn();
|
||||
|
||||
await expect(
|
||||
service.withAccount('user', 'missing', handler),
|
||||
).rejects.toEqual(expect.any(NotFoundException));
|
||||
expect(handler).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('translates invalid-token handler failures and preserves unrelated handler failures', async () => {
|
||||
await expect(
|
||||
service.withAccount('user', 'account', () =>
|
||||
Promise.reject(new Error('INVALID_TBANK_TOKEN')),
|
||||
),
|
||||
).rejects.toEqual(expect.any(BadRequestException));
|
||||
|
||||
const failure = new Error('source failed');
|
||||
await expect(
|
||||
service.withAccount('user', 'account', () => Promise.reject(failure)),
|
||||
).rejects.toBe(failure);
|
||||
});
|
||||
});
|
||||
@@ -1,25 +1,21 @@
|
||||
import { tbankSourceNeedsRefresh } from './tbank-source.policy';
|
||||
import {
|
||||
BadRequestException,
|
||||
ConflictException,
|
||||
Injectable,
|
||||
NotFoundException,
|
||||
} from '@nestjs/common';
|
||||
import { createHash } from 'node:crypto';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { PrismaService } from '../../prisma/prisma.service';
|
||||
import {
|
||||
SupportedTbankAccount,
|
||||
accessibleTbankAccount,
|
||||
supportedTbankAccounts,
|
||||
} from './tbank-account.policy';
|
||||
import { supportedTbankAccounts } from './tbank-account.policy';
|
||||
import { TbankTokenService } from './tbank-token.service';
|
||||
import { TbankAccount, TbankClient } from './tbank.client';
|
||||
import type { TbankAccount } from './tbank.client';
|
||||
|
||||
export type TbankConnectionContext = {
|
||||
token: string;
|
||||
generation: string;
|
||||
};
|
||||
|
||||
export type TbankAccountContext = TbankConnectionContext & {
|
||||
account: TbankAccount;
|
||||
export type TbankSyncAttempt = {
|
||||
userId: string;
|
||||
revision: string;
|
||||
id: string;
|
||||
attemptId: string;
|
||||
};
|
||||
|
||||
@Injectable()
|
||||
@@ -27,81 +23,218 @@ export class TbankAccessService {
|
||||
constructor(
|
||||
private readonly prisma: PrismaService,
|
||||
private readonly tokens: TbankTokenService,
|
||||
private readonly tbank: TbankClient,
|
||||
) {}
|
||||
|
||||
async listSupportedAccounts(
|
||||
async reserveMembership(
|
||||
userId: string,
|
||||
): Promise<SupportedTbankAccount[]> {
|
||||
return this.withSupportedAccounts(userId, ({ accounts }) => accounts);
|
||||
}
|
||||
|
||||
async withSupportedAccounts<T>(
|
||||
userId: string,
|
||||
handler: (context: {
|
||||
token: string;
|
||||
generation: string;
|
||||
accounts: SupportedTbankAccount[];
|
||||
}) => Promise<T> | T,
|
||||
): Promise<T> {
|
||||
return this.withConnection(userId, async ({ token, generation }) =>
|
||||
handler({
|
||||
token,
|
||||
generation,
|
||||
accounts: supportedTbankAccounts(
|
||||
await this.tbank.getOpenAccounts(token),
|
||||
),
|
||||
}),
|
||||
);
|
||||
}
|
||||
|
||||
async withConnection<T>(
|
||||
userId: string,
|
||||
handler: (context: TbankConnectionContext) => Promise<T> | T,
|
||||
): Promise<T> {
|
||||
const connection = await this.connection(userId);
|
||||
return this.tokens.translateInvalidToken(async () => handler(connection));
|
||||
}
|
||||
|
||||
async withAccount<T>(
|
||||
userId: string,
|
||||
accountId: string,
|
||||
handler: (context: TbankAccountContext) => Promise<T>,
|
||||
): Promise<T> {
|
||||
return this.withConnection(userId, (connection) =>
|
||||
this.withAccountForConnection(connection, accountId, handler),
|
||||
);
|
||||
}
|
||||
|
||||
async withAccountForConnection<T>(
|
||||
connection: TbankConnectionContext,
|
||||
accountId: string,
|
||||
handler: (context: TbankAccountContext) => Promise<T>,
|
||||
): Promise<T> {
|
||||
const { token, generation } = connection;
|
||||
return this.tokens.translateInvalidToken(async () => {
|
||||
const account = accessibleTbankAccount(
|
||||
await this.tbank.getOpenAccounts(token),
|
||||
accountId,
|
||||
);
|
||||
if (!account) throw new NotFoundException();
|
||||
return handler({ token, generation, account });
|
||||
revision: string,
|
||||
processRunId: string,
|
||||
active: ReadonlySet<string>,
|
||||
force: boolean,
|
||||
) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const current = await tx.tbankConnection.updateMany({
|
||||
where: { userId, revision, invalidToken: false },
|
||||
data: { membershipRevision: { increment: 0 } },
|
||||
});
|
||||
if (!current.count) return null;
|
||||
const connection = await tx.tbankConnection.findUniqueOrThrow({
|
||||
where: { userId },
|
||||
});
|
||||
if (
|
||||
!force &&
|
||||
!tbankSourceNeedsRefresh(
|
||||
'membership',
|
||||
connection.membershipAt,
|
||||
new Date(),
|
||||
)
|
||||
)
|
||||
return null;
|
||||
const scope = { userId, revision, scopeKey: 'membership' };
|
||||
const previous = await tx.tbankSyncWork.findUnique({
|
||||
where: { userId_revision_scopeKey: scope },
|
||||
});
|
||||
if (
|
||||
previous?.state === 'running' &&
|
||||
previous.processRunId === processRunId &&
|
||||
active.has(previous.attemptId)
|
||||
)
|
||||
return { work: previous, launch: false };
|
||||
const data = {
|
||||
attemptId: randomUUID(),
|
||||
processRunId,
|
||||
state: 'running',
|
||||
intent: { source: 'membership' },
|
||||
progress: {},
|
||||
priority: 0,
|
||||
errorCode: null,
|
||||
};
|
||||
const work = await tx.tbankSyncWork.upsert({
|
||||
where: { userId_revision_scopeKey: scope },
|
||||
create: { ...scope, ...data, id: randomUUID() },
|
||||
update: data,
|
||||
});
|
||||
return { work, launch: true };
|
||||
});
|
||||
}
|
||||
|
||||
private async connection(
|
||||
userId: string,
|
||||
): Promise<{ token: string; generation: string }> {
|
||||
membershipWork(userId: string, revision: string) {
|
||||
return this.prisma.tbankSyncWork.findUnique({
|
||||
where: {
|
||||
userId_revision_scopeKey: { userId, revision, scopeKey: 'membership' },
|
||||
},
|
||||
select: { id: true, state: true, errorCode: true, updatedAt: true },
|
||||
});
|
||||
}
|
||||
|
||||
async failMembership(attempt: TbankSyncAttempt, invalidToken: boolean) {
|
||||
if (invalidToken) return this.rejectMembershipToken(attempt);
|
||||
const result = await this.prisma.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { state: 'failed', errorCode: 'TBANK_UNAVAILABLE' },
|
||||
});
|
||||
return result.count === 1;
|
||||
}
|
||||
|
||||
async tokenForAttempt(attempt: TbankSyncAttempt): Promise<string | null> {
|
||||
const work = await this.prisma.tbankSyncWork.findFirst({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
select: { connection: { select: { encryptedToken: true } } },
|
||||
});
|
||||
return work ? this.tokens.decrypt(work.connection.encryptedToken) : null;
|
||||
}
|
||||
|
||||
async publishMembership(
|
||||
attempt: TbankSyncAttempt,
|
||||
accounts: TbankAccount[],
|
||||
fetchedAt: Date,
|
||||
completeWork = false,
|
||||
): Promise<boolean> {
|
||||
const supported = supportedTbankAccounts(accounts);
|
||||
if (new Set(supported.map(({ id }) => id)).size !== supported.length)
|
||||
throw new Error('Duplicate T-Bank account identity');
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
// Acquire the write fence before reading membership. Replacement and
|
||||
// attempt supersession cannot interleave with the publication below.
|
||||
const claimed = await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { updatedAt: new Date() },
|
||||
});
|
||||
if (!claimed.count) return false;
|
||||
const { userId, revision } = attempt;
|
||||
const previous = await tx.tbankAccount.findMany({
|
||||
where: { userId, revision },
|
||||
orderBy: { upstreamOrder: 'asc' },
|
||||
select: { accountId: true, type: true, name: true, openedOn: true },
|
||||
});
|
||||
const next = supported.map(({ id, ...account }) => ({
|
||||
accountId: id,
|
||||
...account,
|
||||
}));
|
||||
const changed =
|
||||
previous.length !== next.length ||
|
||||
previous.some((account, index) => {
|
||||
const incoming = next[index];
|
||||
return (
|
||||
account.accountId !== incoming.accountId ||
|
||||
account.type !== incoming.type ||
|
||||
account.name !== incoming.name ||
|
||||
account.openedOn !== incoming.openedOn
|
||||
);
|
||||
});
|
||||
await tx.tbankAccount.deleteMany({
|
||||
where: {
|
||||
userId,
|
||||
revision,
|
||||
accountId: { notIn: supported.map(({ id }) => id) },
|
||||
},
|
||||
});
|
||||
for (const [upstreamOrder, account] of next.entries()) {
|
||||
await tx.tbankAccount.upsert({
|
||||
where: {
|
||||
userId_revision_accountId: {
|
||||
userId,
|
||||
revision,
|
||||
accountId: account.accountId,
|
||||
},
|
||||
},
|
||||
create: { userId, revision, ...account, upstreamOrder },
|
||||
update: { ...account, upstreamOrder },
|
||||
});
|
||||
}
|
||||
await tx.tbankConnection.update({
|
||||
where: { userId_revision: { userId, revision } },
|
||||
data: {
|
||||
membershipAt: fetchedAt,
|
||||
membershipRevision: { increment: changed ? 1 : 0 },
|
||||
},
|
||||
});
|
||||
if (completeWork)
|
||||
await tx.tbankSyncWork.update({
|
||||
where: { id: attempt.id },
|
||||
data: { state: 'complete', progress: { accounts: supported.length } },
|
||||
});
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
async rejectMembershipToken(attempt: TbankSyncAttempt): Promise<boolean> {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const claimed = await tx.tbankSyncWork.updateMany({
|
||||
where: { ...attempt, state: 'running' },
|
||||
data: { state: 'failed', errorCode: 'INVALID_TBANK_TOKEN' },
|
||||
});
|
||||
if (!claimed.count) return false;
|
||||
await tx.tbankConnection.update({
|
||||
where: {
|
||||
userId_revision: {
|
||||
userId: attempt.userId,
|
||||
revision: attempt.revision,
|
||||
},
|
||||
},
|
||||
data: { invalidToken: true },
|
||||
});
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
// This boundary neither decrypts credentials nor starts discovery/sync.
|
||||
// Missing membership is distinct from a successfully observed empty list.
|
||||
async local(userId: string, accountId?: string) {
|
||||
const connection = await this.prisma.tbankConnection.findUnique({
|
||||
where: { userId },
|
||||
select: {
|
||||
userId: true,
|
||||
revision: true,
|
||||
invalidToken: true,
|
||||
membershipAt: true,
|
||||
membershipRevision: true,
|
||||
accounts: { orderBy: { upstreamOrder: 'asc' } },
|
||||
},
|
||||
});
|
||||
if (!connection)
|
||||
throw new ConflictException({ code: 'TBANK_NOT_CONNECTED' });
|
||||
return {
|
||||
token: this.tokens.decrypt(connection.encryptedToken),
|
||||
generation: createHash('sha256')
|
||||
.update(connection.encryptedToken)
|
||||
.digest('base64url'),
|
||||
};
|
||||
if (connection.invalidToken)
|
||||
throw new BadRequestException({ code: 'INVALID_TBANK_TOKEN' });
|
||||
if (
|
||||
connection.membershipAt &&
|
||||
accountId &&
|
||||
accountId !== 'all' &&
|
||||
!connection.accounts.some((account) => account.accountId === accountId)
|
||||
)
|
||||
throw new NotFoundException();
|
||||
return connection;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,7 +1,4 @@
|
||||
import {
|
||||
accessibleTbankAccount,
|
||||
supportedTbankAccounts,
|
||||
} from './tbank-account.policy';
|
||||
import { supportedTbankAccounts } from './tbank-account.policy';
|
||||
|
||||
describe('tbank-account-policy', () => {
|
||||
it('normalizes supported account types and fallback names', () => {
|
||||
@@ -45,26 +42,4 @@ describe('tbank-account-policy', () => {
|
||||
},
|
||||
]);
|
||||
});
|
||||
|
||||
it('matches account-scoped access only for supported account types', () => {
|
||||
expect(
|
||||
accessibleTbankAccount(
|
||||
[
|
||||
{ id: 'account', type: 'ACCOUNT_TYPE_DEBIT', name: 'Debit' },
|
||||
{ id: 'other', type: 'ACCOUNT_TYPE_TINKOFF', name: 'Other' },
|
||||
],
|
||||
'account',
|
||||
),
|
||||
).toBeNull();
|
||||
expect(
|
||||
accessibleTbankAccount(
|
||||
[{ id: 'account', type: 'ACCOUNT_TYPE_TINKOFF', name: 'Brokerage' }],
|
||||
'account',
|
||||
),
|
||||
).toEqual({
|
||||
id: 'account',
|
||||
type: 'ACCOUNT_TYPE_TINKOFF',
|
||||
name: 'Brokerage',
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
@@ -39,17 +39,6 @@ export function supportedTbankAccounts(
|
||||
});
|
||||
}
|
||||
|
||||
export function accessibleTbankAccount(
|
||||
accounts: TbankAccount[],
|
||||
accountId: string,
|
||||
): TbankAccount | null {
|
||||
return (
|
||||
accounts.find(
|
||||
(account) => account.id === accountId && account.type in accountTypes,
|
||||
) ?? null
|
||||
);
|
||||
}
|
||||
|
||||
function openedOn(seconds: string | number | undefined): string | null {
|
||||
if (seconds === undefined) return null;
|
||||
const date = new Date(Number(seconds) * MILLISECONDS_PER_SECOND);
|
||||
|
||||
@@ -0,0 +1,68 @@
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { StructuredLogger } from '../../common/logging/structured-logger.service';
|
||||
import {
|
||||
TbankAccessService,
|
||||
type TbankSyncAttempt,
|
||||
} from './tbank-access.service';
|
||||
import { TbankClient } from './tbank.client';
|
||||
|
||||
@Injectable()
|
||||
export class TbankMembershipService {
|
||||
private readonly processRunId = randomUUID();
|
||||
private readonly active = new Map<string, Promise<void>>();
|
||||
private reservations: Promise<unknown> = Promise.resolve();
|
||||
|
||||
constructor(
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly logger: StructuredLogger,
|
||||
) {}
|
||||
|
||||
request(userId: string, revision: string, force = false) {
|
||||
const reservation = this.reservations.then(async () => {
|
||||
const requested = await this.access.reserveMembership(
|
||||
userId,
|
||||
revision,
|
||||
this.processRunId,
|
||||
new Set(this.active.keys()),
|
||||
force,
|
||||
);
|
||||
if (!requested) return null;
|
||||
const { id, attemptId } = requested.work;
|
||||
if (requested.launch) {
|
||||
const done = new Promise<void>((resolve) => setImmediate(resolve))
|
||||
.then(() => this.execute({ userId, revision, id, attemptId }))
|
||||
.catch(() =>
|
||||
this.logger.event('error', 'tbank.membership.persistence_failed', {
|
||||
userId,
|
||||
code: 'TBANK_UNAVAILABLE',
|
||||
}),
|
||||
)
|
||||
.finally(() => this.active.delete(attemptId));
|
||||
this.active.set(attemptId, done);
|
||||
}
|
||||
return { id, done: this.active.get(attemptId) ?? Promise.resolve() };
|
||||
});
|
||||
this.reservations = reservation.catch(() => undefined);
|
||||
return reservation;
|
||||
}
|
||||
|
||||
private async execute(attempt: TbankSyncAttempt) {
|
||||
try {
|
||||
const token = await this.access.tokenForAttempt(attempt);
|
||||
if (!token) return;
|
||||
await this.access.publishMembership(
|
||||
attempt,
|
||||
await this.tbank.getOpenAccounts(token),
|
||||
new Date(),
|
||||
true,
|
||||
);
|
||||
} catch (error) {
|
||||
await this.access.failMembership(
|
||||
attempt,
|
||||
error instanceof Error && error.message === 'INVALID_TBANK_TOKEN',
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,33 @@
|
||||
import {
|
||||
tbankSourceNeedsRefresh,
|
||||
tbankSourceTtlMs,
|
||||
} from './tbank-source.policy';
|
||||
|
||||
describe('request-driven source freshness', () => {
|
||||
it.each(Object.keys(tbankSourceTtlMs) as (keyof typeof tbankSourceTtlMs)[])(
|
||||
'%s expires at its boundary without changing source time',
|
||||
(source) => {
|
||||
const fetchedAt = new Date('2026-09-01Z');
|
||||
const ttl = tbankSourceTtlMs[source];
|
||||
expect(
|
||||
tbankSourceNeedsRefresh(
|
||||
source,
|
||||
fetchedAt,
|
||||
new Date(fetchedAt.valueOf() + ttl - 1000),
|
||||
),
|
||||
).toBe(false);
|
||||
expect(
|
||||
tbankSourceNeedsRefresh(
|
||||
source,
|
||||
fetchedAt,
|
||||
new Date(fetchedAt.valueOf() + ttl),
|
||||
),
|
||||
).toBe(true);
|
||||
expect(tbankSourceNeedsRefresh(source, fetchedAt, fetchedAt, true)).toBe(
|
||||
true,
|
||||
);
|
||||
expect(tbankSourceNeedsRefresh(source, null, fetchedAt)).toBe(true);
|
||||
expect(fetchedAt.toISOString()).toBe('2026-09-01T00:00:00.000Z');
|
||||
},
|
||||
);
|
||||
});
|
||||
@@ -0,0 +1,26 @@
|
||||
// Freshness never establishes completeness. Immutable ranges are planned by
|
||||
// their coverage owners; these TTLs apply only to mutable source snapshots.
|
||||
export const tbankSourceTtlMs = {
|
||||
membership: 300_000,
|
||||
portfolio: 60_000,
|
||||
quote: 60_000,
|
||||
candleTail: 60_000,
|
||||
operationsTail: 300_000,
|
||||
metadata: 86_400_000,
|
||||
catalog: 86_400_000,
|
||||
company: 86_400_000,
|
||||
calendar: 86_400_000,
|
||||
} as const;
|
||||
|
||||
export function tbankSourceNeedsRefresh(
|
||||
source: keyof typeof tbankSourceTtlMs,
|
||||
fetchedAt: Date | null,
|
||||
now: Date,
|
||||
force = false,
|
||||
): boolean {
|
||||
return (
|
||||
force ||
|
||||
!fetchedAt ||
|
||||
now.valueOf() - fetchedAt.valueOf() >= tbankSourceTtlMs[source]
|
||||
);
|
||||
}
|
||||
@@ -2,22 +2,36 @@
|
||||
export { InstrumentMetadataService } from './instrument-metadata.service';
|
||||
export {
|
||||
TbankAccessService,
|
||||
type TbankConnectionContext,
|
||||
type TbankSyncAttempt,
|
||||
} from './tbank-access.service';
|
||||
export {
|
||||
type TbankBond,
|
||||
type TbankCandle,
|
||||
type TbankCoupon,
|
||||
type TbankFundamentals,
|
||||
type TbankLastPrice,
|
||||
type TbankShare,
|
||||
} from './tbank-market.types';
|
||||
export { TbankTokenService } from './tbank-token.service';
|
||||
export { supportedTbankAccounts } from './tbank-account.policy';
|
||||
export {
|
||||
TbankClient,
|
||||
type TbankDividend,
|
||||
type TbankInstrument,
|
||||
type TbankMoney,
|
||||
type TbankOperationItem,
|
||||
type TbankOperationsByCursorResponse,
|
||||
type TbankPortfolio,
|
||||
type TbankPositions,
|
||||
type TbankTimestamp,
|
||||
} from './tbank.client';
|
||||
|
||||
export { TbankMembershipService } from './tbank-membership.service';
|
||||
|
||||
export {
|
||||
tbankSourceTtlMs,
|
||||
tbankSourceNeedsRefresh,
|
||||
} from './tbank-source.policy';
|
||||
|
||||
export { metadataKey } from './instrument-metadata.service';
|
||||
export type { MetadataIdentity } from './instrument-metadata.service';
|
||||
|
||||
@@ -46,11 +46,26 @@ describe('TbankClient operations', () => {
|
||||
seconds: String(Math.floor(Date.parse('2026-08-19T00:00:00Z') / 1000)),
|
||||
},
|
||||
to: {
|
||||
seconds: String(Math.floor(Date.parse('2026-09-18T00:00:00Z') / 1000)),
|
||||
seconds: String(Math.floor(Date.parse('2026-09-19T00:00:00Z') / 1000)),
|
||||
},
|
||||
});
|
||||
});
|
||||
|
||||
it.each(['getDividends', 'getBondCoupons'] as const)(
|
||||
'%s converts a leap-day calendar window to a full half-open UTC day',
|
||||
async (method) => {
|
||||
const client = Object.create(TbankClient.prototype) as TbankClient;
|
||||
const call = jest.fn().mockResolvedValue({});
|
||||
(client as unknown as { call: jest.Mock }).call = call;
|
||||
await client[method]('token', 'uid', '2024-02-29', '2024-02-29');
|
||||
expect(call).toHaveBeenCalledWith('token', undefined, method, {
|
||||
instrumentId: 'uid',
|
||||
from: { seconds: String(Date.parse('2024-02-29T00:00:00Z') / 1000) },
|
||||
to: { seconds: String(Date.parse('2024-03-01T00:00:00Z') / 1000) },
|
||||
});
|
||||
},
|
||||
);
|
||||
|
||||
it('propagates the normalized upstream error', async () => {
|
||||
const client = Object.create(TbankClient.prototype) as TbankClient;
|
||||
const error = new ServiceUnavailableException({
|
||||
|
||||
@@ -66,6 +66,9 @@ export type TbankPortfolio = {
|
||||
};
|
||||
export type TbankPositions = { money?: TbankMoney[] };
|
||||
export type TbankInstrument = {
|
||||
uid?: string;
|
||||
figi?: string;
|
||||
instrumentType?: string;
|
||||
ticker?: string;
|
||||
name?: string;
|
||||
isin?: string;
|
||||
@@ -80,6 +83,7 @@ export type TbankDividend = {
|
||||
};
|
||||
export type TbankTimestamp = { seconds?: string | number; nanos?: number };
|
||||
export type TbankOperationItem = {
|
||||
state?: string;
|
||||
cursor?: string;
|
||||
id?: string;
|
||||
name?: string;
|
||||
@@ -233,8 +237,8 @@ export class TbankClient {
|
||||
this.logger.info('tbank.client.configured');
|
||||
}
|
||||
|
||||
async validateToken(token: string): Promise<void> {
|
||||
await this.getOpenAccounts(token);
|
||||
validateToken(token: string): Promise<TbankAccount[]> {
|
||||
return this.getOpenAccounts(token);
|
||||
}
|
||||
|
||||
getOpenAccounts(token: string): Promise<TbankAccount[]> {
|
||||
@@ -288,7 +292,7 @@ export class TbankClient {
|
||||
{
|
||||
instrumentId,
|
||||
from: { seconds: String(utcSeconds(from)) },
|
||||
to: { seconds: String(utcSeconds(to)) },
|
||||
to: { seconds: String(utcSeconds(to, true)) },
|
||||
},
|
||||
).then((response) => response.dividends ?? []);
|
||||
}
|
||||
@@ -340,7 +344,7 @@ export class TbankClient {
|
||||
{
|
||||
instrumentId: uid,
|
||||
from: { seconds: String(utcSeconds(from)) },
|
||||
to: { seconds: String(utcSeconds(to)) },
|
||||
to: { seconds: String(utcSeconds(to, true)) },
|
||||
},
|
||||
).then((response) => response.events ?? []);
|
||||
}
|
||||
@@ -548,6 +552,9 @@ export class TbankClient {
|
||||
}
|
||||
}
|
||||
|
||||
function utcSeconds(date: string): number {
|
||||
return Math.floor(Date.parse(`${date}T00:00:00Z`) / MILLISECONDS_PER_SECOND);
|
||||
// Calendar owners supply inclusive UTC days; RPC timestamps use [from, next(to)).
|
||||
function utcSeconds(date: string, nextDay = false): number {
|
||||
const instant = new Date(`${date}T00:00:00Z`);
|
||||
if (nextDay) instant.setUTCDate(instant.getUTCDate() + 1);
|
||||
return Math.floor(instant.valueOf() / MILLISECONDS_PER_SECOND);
|
||||
}
|
||||
|
||||
@@ -1,4 +1,6 @@
|
||||
import { Module } from '@nestjs/common';
|
||||
import { TbankMembershipService } from './tbank-membership.service';
|
||||
import { InstrumentMetadataRepository } from './instrument-metadata.repository';
|
||||
import { InstrumentMetadataService } from './instrument-metadata.service';
|
||||
import { TbankAccessService } from './tbank-access.service';
|
||||
import { TbankTokenService } from './tbank-token.service';
|
||||
@@ -9,12 +11,15 @@ import { TbankClient } from './tbank.client';
|
||||
TbankClient,
|
||||
TbankTokenService,
|
||||
TbankAccessService,
|
||||
TbankMembershipService,
|
||||
InstrumentMetadataService,
|
||||
InstrumentMetadataRepository,
|
||||
],
|
||||
exports: [
|
||||
TbankClient,
|
||||
TbankTokenService,
|
||||
TbankAccessService,
|
||||
TbankMembershipService,
|
||||
InstrumentMetadataService,
|
||||
],
|
||||
})
|
||||
|
||||
+13
-2
@@ -1,4 +1,8 @@
|
||||
import { INestApplication, ValidationPipe } from '@nestjs/common';
|
||||
import {
|
||||
BadRequestException,
|
||||
INestApplication,
|
||||
ValidationPipe,
|
||||
} from '@nestjs/common';
|
||||
import { NestFactory } from '@nestjs/core';
|
||||
import cookieParser from 'cookie-parser';
|
||||
import { ConfigService } from '@nestjs/config';
|
||||
@@ -26,7 +30,14 @@ export function configureApp(app: INestApplication): void {
|
||||
app.use(cookieParser());
|
||||
const requestLogging = app.get(RequestLoggingMiddleware);
|
||||
app.use(requestLogging.use.bind(requestLogging));
|
||||
app.useGlobalPipes(new ValidationPipe({ transform: true, whitelist: true }));
|
||||
app.useGlobalPipes(
|
||||
new ValidationPipe({
|
||||
transform: true,
|
||||
whitelist: true,
|
||||
validationError: { target: false, value: false },
|
||||
exceptionFactory: (message) => new BadRequestException({ message }),
|
||||
}),
|
||||
);
|
||||
app.useGlobalFilters(new HttpExceptionFilter());
|
||||
app.enableShutdownHooks();
|
||||
}
|
||||
|
||||
@@ -29,9 +29,8 @@ export class AuthService {
|
||||
email: string,
|
||||
password: string,
|
||||
): Promise<{ user: AuthUser; accessToken: string; refreshToken: string }> {
|
||||
const normalizedEmail = this.normalizeEmail(email);
|
||||
const existing = await this.prisma.user.findUnique({
|
||||
where: { email: normalizedEmail },
|
||||
where: { email },
|
||||
});
|
||||
if (existing)
|
||||
throw new ConflictException({ code: 'EMAIL_ALREADY_REGISTERED' });
|
||||
@@ -41,7 +40,7 @@ export class AuthService {
|
||||
user = await this.prisma.user.create({
|
||||
data: {
|
||||
id: randomUUID(),
|
||||
email: normalizedEmail,
|
||||
email,
|
||||
passwordHash: await bcrypt.hash(password, PASSWORD_HASH_ROUNDS),
|
||||
},
|
||||
});
|
||||
@@ -58,7 +57,7 @@ export class AuthService {
|
||||
password: string,
|
||||
): Promise<{ user: AuthUser; accessToken: string; refreshToken: string }> {
|
||||
const user = await this.prisma.user.findUnique({
|
||||
where: { email: this.normalizeEmail(email) },
|
||||
where: { email },
|
||||
});
|
||||
const valid = await bcrypt.compare(
|
||||
password,
|
||||
@@ -103,26 +102,27 @@ export class AuthService {
|
||||
|
||||
async logout(token?: string): Promise<void> {
|
||||
if (!token) return;
|
||||
let payload: RefreshPayload;
|
||||
try {
|
||||
const payload = await this.jwt.verifyAsync<RefreshPayload>(token, {
|
||||
payload = await this.jwt.verifyAsync<RefreshPayload>(token, {
|
||||
algorithms: ['HS256'],
|
||||
});
|
||||
if (payload.type !== 'refresh') return;
|
||||
const session = await this.prisma.session.findUnique({
|
||||
where: { id: payload.sid },
|
||||
});
|
||||
if (
|
||||
session &&
|
||||
!session.revokedAt &&
|
||||
session.refreshTokenHash === this.hash(token)
|
||||
) {
|
||||
await this.prisma.session.update({
|
||||
where: { id: session.id },
|
||||
data: { revokedAt: new Date() },
|
||||
});
|
||||
}
|
||||
} catch {
|
||||
// Logout is intentionally idempotent.
|
||||
return;
|
||||
}
|
||||
if (payload.type !== 'refresh') return;
|
||||
const session = await this.prisma.session.findUnique({
|
||||
where: { id: payload.sid },
|
||||
});
|
||||
if (
|
||||
session &&
|
||||
!session.revokedAt &&
|
||||
session.refreshTokenHash === this.hash(token)
|
||||
) {
|
||||
await this.prisma.session.update({
|
||||
where: { id: session.id },
|
||||
data: { revokedAt: new Date() },
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
@@ -187,10 +187,6 @@ export class AuthService {
|
||||
};
|
||||
}
|
||||
|
||||
private normalizeEmail(email: string): string {
|
||||
return email;
|
||||
}
|
||||
|
||||
private hash(token: string): string {
|
||||
return createHash('sha256').update(token).digest('hex');
|
||||
}
|
||||
|
||||
@@ -1,21 +0,0 @@
|
||||
import { HTTP_CODE_METADATA } from '@nestjs/common/constants';
|
||||
|
||||
jest.mock('../application/auth.service', () => ({
|
||||
AuthService: class AuthService {},
|
||||
}));
|
||||
|
||||
import { AuthController } from './auth.controller';
|
||||
|
||||
describe('AuthController response statuses', () => {
|
||||
it.each(['register', 'login', 'refresh'] as const)(
|
||||
'%s explicitly returns HTTP 200',
|
||||
(handler) => {
|
||||
// Nest stores @HttpCode metadata on the unbound handler function.
|
||||
const handlerTarget = Object.getOwnPropertyDescriptor(
|
||||
AuthController.prototype,
|
||||
handler,
|
||||
)?.value as object;
|
||||
expect(Reflect.getMetadata(HTTP_CODE_METADATA, handlerTarget)).toBe(200);
|
||||
},
|
||||
);
|
||||
});
|
||||
@@ -87,7 +87,7 @@ export class AuthController {
|
||||
if (!token) throw new UnauthorizedException({ code: 'UNAUTHORIZED' });
|
||||
return this.respond(response, await this.auth.refresh(token));
|
||||
} catch (error) {
|
||||
this.clearCookie(response);
|
||||
if (error instanceof UnauthorizedException) this.clearCookie(response);
|
||||
throw error;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -116,7 +116,9 @@ describe('bank card calculations', () => {
|
||||
amountKopecks: 5000n,
|
||||
},
|
||||
];
|
||||
expect(bankSummary('2026-09', operations)).toEqual({
|
||||
expect(
|
||||
bankSummary({ from: '2026-09-01', to: '2026-09-30' }, operations),
|
||||
).toEqual({
|
||||
expenses: 120n,
|
||||
refunds: 500n,
|
||||
net: -380n,
|
||||
@@ -125,7 +127,9 @@ describe('bank card calculations', () => {
|
||||
{ categoryId: 'travel', expenses: 20n, refunds: 0n, net: 20n },
|
||||
],
|
||||
});
|
||||
expect(bankSummary('2026-07', operations)).toEqual({
|
||||
expect(
|
||||
bankSummary({ from: '2026-07-01', to: '2026-07-31' }, operations),
|
||||
).toEqual({
|
||||
expenses: 0n,
|
||||
refunds: 0n,
|
||||
net: 0n,
|
||||
@@ -141,7 +145,12 @@ describe('bank card calculations', () => {
|
||||
amountKopecks: 2n ** 63n - 1n,
|
||||
};
|
||||
const total = 2n * (2n ** 63n - 1n);
|
||||
expect(bankSummary('2026-09', [operation, operation])).toEqual({
|
||||
expect(
|
||||
bankSummary({ from: '2026-09-01', to: '2026-09-30' }, [
|
||||
operation,
|
||||
operation,
|
||||
]),
|
||||
).toEqual({
|
||||
expenses: total,
|
||||
refunds: 0n,
|
||||
net: total,
|
||||
|
||||
@@ -1,6 +1,5 @@
|
||||
import { BankOperationKind } from './bank-operation-kind';
|
||||
|
||||
const ISO_MONTH_LENGTH = 7;
|
||||
export function moscowToday(now = new Date()): string {
|
||||
return new Intl.DateTimeFormat('en-CA', {
|
||||
timeZone: 'Europe/Moscow',
|
||||
@@ -54,7 +53,7 @@ export function bankBalance(
|
||||
}
|
||||
|
||||
export function bankSummary(
|
||||
period: string | { from: string; to: string },
|
||||
period: { from: string; to: string },
|
||||
operations: Array<{
|
||||
kind: string;
|
||||
date: string;
|
||||
@@ -70,12 +69,7 @@ export function bankSummary(
|
||||
>();
|
||||
// ponytail: O(N) history fold; optimize only after measuring growing histories.
|
||||
for (const operation of operations) {
|
||||
if (
|
||||
typeof period === 'string'
|
||||
? operation.date.slice(0, ISO_MONTH_LENGTH) !== period
|
||||
: operation.date < period.from || operation.date > period.to
|
||||
)
|
||||
continue;
|
||||
if (operation.date < period.from || operation.date > period.to) continue;
|
||||
if (
|
||||
operation.kind !== BankOperationKind.Expense &&
|
||||
operation.kind !== BankOperationKind.Refund
|
||||
|
||||
@@ -1,429 +0,0 @@
|
||||
import {
|
||||
BadRequestException,
|
||||
ConflictException,
|
||||
ServiceUnavailableException,
|
||||
} from '@nestjs/common';
|
||||
import assert from 'node:assert/strict';
|
||||
|
||||
jest.mock('../../integrations/tbank/tbank-access.service', () => ({
|
||||
TbankAccessService: class {},
|
||||
}));
|
||||
|
||||
import type { TbankConnectionContext } from '../../integrations/tbank/tbank-access.service';
|
||||
import { IncomeAnalyticsService } from './income/income-analytics.service';
|
||||
import { BrokerageOperationsService } from './operations/application/brokerage-operations.service';
|
||||
import { PortfolioService } from './portfolio/application/portfolio.service';
|
||||
import { UpcomingEventsService } from './upcoming-events/upcoming-events.service';
|
||||
|
||||
function setup() {
|
||||
const context = {
|
||||
token: 'token',
|
||||
generation: 'first',
|
||||
accounts: [
|
||||
{ id: 'a', name: 'Основной', openedOn: '2020-01-01' },
|
||||
{ id: 'b', name: 'ИИС', openedOn: '2026-01-01' },
|
||||
],
|
||||
};
|
||||
const access = {
|
||||
withSupportedAccounts: jest.fn(
|
||||
(_user: string, handler: (value: typeof context) => unknown) =>
|
||||
handler(context),
|
||||
),
|
||||
withAccountForConnection: jest.fn(
|
||||
(
|
||||
_connection: TbankConnectionContext,
|
||||
_id: string,
|
||||
handler: () => unknown,
|
||||
) => handler(),
|
||||
),
|
||||
};
|
||||
const tbank = {
|
||||
getOperationsByCursor: jest.fn(),
|
||||
getPortfolio: jest.fn().mockResolvedValue({ positions: [] }),
|
||||
getPositions: jest.fn().mockResolvedValue({ money: [] }),
|
||||
getDividends: jest.fn().mockResolvedValue([]),
|
||||
getInstrumentByFigi: jest.fn().mockResolvedValue({ name: 'Облигация' }),
|
||||
};
|
||||
const metadata = { resolve: jest.fn().mockResolvedValue(null) };
|
||||
const requestContext = { set: jest.fn() };
|
||||
const operations = new BrokerageOperationsService(
|
||||
access as never,
|
||||
tbank as never,
|
||||
requestContext as never,
|
||||
metadata as never,
|
||||
);
|
||||
const portfolio = new PortfolioService(
|
||||
access as never,
|
||||
tbank as never,
|
||||
requestContext as never,
|
||||
metadata as never,
|
||||
);
|
||||
const moex = { bondEvents: jest.fn().mockResolvedValue([]) };
|
||||
const events = new UpcomingEventsService(
|
||||
access as never,
|
||||
tbank as never,
|
||||
moex as never,
|
||||
requestContext as never,
|
||||
{ info: jest.fn(), event: jest.fn() } as never,
|
||||
);
|
||||
return {
|
||||
context,
|
||||
access,
|
||||
tbank,
|
||||
operations,
|
||||
portfolio,
|
||||
events,
|
||||
moex,
|
||||
income: new IncomeAnalyticsService(operations),
|
||||
};
|
||||
}
|
||||
|
||||
const operation = (
|
||||
id: string,
|
||||
second: number,
|
||||
type = 'OPERATION_TYPE_COUPON',
|
||||
value = 1,
|
||||
) => ({
|
||||
id,
|
||||
date: { seconds: String(second) },
|
||||
type,
|
||||
payment: { currency: 'RUB', units: value },
|
||||
});
|
||||
const query = { from: '2025-01-01', to: '2026-12-31', limit: 2 };
|
||||
|
||||
describe('All accounts', () => {
|
||||
it('does not truncate instrument history when an account opening date is missing', async () => {
|
||||
const { context, operations, tbank } = setup();
|
||||
Object.assign(context.accounts[0], { openedOn: null });
|
||||
tbank.getOperationsByCursor.mockResolvedValue({ items: [] });
|
||||
await operations.getAll('user', { instrumentUid: 'common' });
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledWith(
|
||||
'token',
|
||||
expect.objectContaining({
|
||||
from: { seconds: '0' },
|
||||
instrumentId: 'common',
|
||||
}),
|
||||
);
|
||||
});
|
||||
|
||||
it('filters upstream by UID, keeps sold-position history and binds continuations to the instrument', async () => {
|
||||
const { operations, tbank } = setup();
|
||||
tbank.getOperationsByCursor.mockImplementation(
|
||||
(
|
||||
_token: string,
|
||||
request: { instrumentId: string; accountId: string },
|
||||
) => ({
|
||||
items: [
|
||||
{
|
||||
...operation(
|
||||
request.accountId + '-dividend',
|
||||
9,
|
||||
'OPERATION_TYPE_DIVIDEND',
|
||||
),
|
||||
instrumentUid: request.instrumentId,
|
||||
},
|
||||
{
|
||||
...operation('wrong-paper', 8, 'OPERATION_TYPE_DIVIDEND'),
|
||||
instrumentUid: 'preferred',
|
||||
},
|
||||
],
|
||||
}),
|
||||
);
|
||||
const first = await operations.getAll('user', {
|
||||
instrumentUid: 'common',
|
||||
limit: 1,
|
||||
});
|
||||
assert.ok(first.nextCursor);
|
||||
expect(first.items).toHaveLength(1);
|
||||
expect(first.items[0].instrumentUid).toBe('common');
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledWith(
|
||||
'token',
|
||||
expect.objectContaining({
|
||||
instrumentId: 'common',
|
||||
from: { seconds: '1577836800' },
|
||||
}),
|
||||
);
|
||||
await expect(
|
||||
operations.getAll('user', {
|
||||
instrumentUid: 'preferred',
|
||||
limit: 1,
|
||||
cursor: first.nextCursor,
|
||||
}),
|
||||
).rejects.toBeInstanceOf(BadRequestException);
|
||||
const second = await operations.getAll('user', {
|
||||
instrumentUid: 'common',
|
||||
limit: 1,
|
||||
cursor: first.nextCursor,
|
||||
});
|
||||
expect(second.items[0].instrumentUid).toBe('common');
|
||||
expect(second.items[0].id).not.toBe(first.items[0].id);
|
||||
expect(second.hasNext).toBe(false);
|
||||
});
|
||||
|
||||
afterEach(() => jest.useRealTimers());
|
||||
|
||||
it('merges exact amounts by currency and keeps equal instruments on different accounts', async () => {
|
||||
const { portfolio, tbank } = setup();
|
||||
tbank.getPortfolio.mockResolvedValue({
|
||||
positions: [
|
||||
{
|
||||
figi: 'SAME',
|
||||
instrumentType: 'share',
|
||||
quantity: { units: 1 },
|
||||
currentPrice: { currency: 'RUB', nano: 100000000 },
|
||||
},
|
||||
],
|
||||
});
|
||||
tbank.getPositions.mockImplementation((_token: string, id: string) => ({
|
||||
money: [{ currency: id === 'a' ? 'RUB' : 'USD', nano: 200000000 }],
|
||||
}));
|
||||
const result = await portfolio.getAll('user');
|
||||
expect(result.structure.currencies).toMatchObject([
|
||||
{
|
||||
currency: 'RUB',
|
||||
totalValue: '0.4',
|
||||
categories: [
|
||||
{ type: 'STOCK', value: '0.2', sharePercent: '50' },
|
||||
{ type: 'BOND', value: '0' },
|
||||
{ type: 'OTHER', value: '0' },
|
||||
{ type: 'CASH', value: '0.2', sharePercent: '50' },
|
||||
],
|
||||
},
|
||||
{ currency: 'USD', totalValue: '0.2' },
|
||||
]);
|
||||
expect(result.totalsByCurrency).toEqual([
|
||||
{ currency: 'RUB', value: '0.4' },
|
||||
{ currency: 'USD', value: '0.2' },
|
||||
]);
|
||||
expect(result.cashBalances).toEqual([
|
||||
{ currency: 'RUB', value: '0.2' },
|
||||
{ currency: 'USD', value: '0.2' },
|
||||
]);
|
||||
expect(result.positions.map((position) => position.account?.id)).toEqual([
|
||||
'a',
|
||||
'b',
|
||||
]);
|
||||
});
|
||||
|
||||
it('rejects missing access and a partial portfolio instead of publishing incomplete totals', async () => {
|
||||
const { portfolio, access, tbank } = setup();
|
||||
access.withSupportedAccounts.mockImplementationOnce(() => {
|
||||
throw new ConflictException({ code: 'TBANK_NOT_CONNECTED' });
|
||||
});
|
||||
await expect(portfolio.getAll('user')).rejects.toBeInstanceOf(
|
||||
ConflictException,
|
||||
);
|
||||
expect(tbank.getPortfolio).not.toHaveBeenCalled();
|
||||
tbank.getPortfolio.mockRejectedValueOnce(new ServiceUnavailableException());
|
||||
await expect(portfolio.getAll('user')).rejects.toBeInstanceOf(
|
||||
ServiceUnavailableException,
|
||||
);
|
||||
});
|
||||
|
||||
it('marks an aggregate stale and uses its oldest snapshot timestamp', async () => {
|
||||
jest.useFakeTimers().setSystemTime(new Date('2026-09-01T10:00:00Z'));
|
||||
const { portfolio, tbank } = setup();
|
||||
const first = await portfolio.getAll('user');
|
||||
jest.setSystemTime(new Date('2026-09-01T10:01:00Z'));
|
||||
tbank.getPortfolio.mockRejectedValueOnce(new ServiceUnavailableException());
|
||||
const result = await portfolio.getAll('user');
|
||||
expect(result.isStale).toBe(true);
|
||||
expect(result.lastSuccessfulAt).toBe(first.lastSuccessfulAt);
|
||||
});
|
||||
|
||||
it('paginates interleaved streams without dropping buffered rows, preserving duplicate IDs', async () => {
|
||||
const { operations, tbank } = setup();
|
||||
tbank.getOperationsByCursor.mockImplementation(
|
||||
(
|
||||
_token: string,
|
||||
{ accountId, cursor }: { accountId: string; cursor?: string },
|
||||
) => {
|
||||
if (accountId === 'a')
|
||||
return cursor
|
||||
? { items: [operation('last', 3)] }
|
||||
: {
|
||||
items: [operation('same', 9), operation('a2', 5)],
|
||||
hasNext: true,
|
||||
nextCursor: 'a-next',
|
||||
};
|
||||
return { items: [operation('same', 8), operation('b2', 4)] };
|
||||
},
|
||||
);
|
||||
const first = await operations.getAll('user', query);
|
||||
assert.ok(first.nextCursor);
|
||||
const second = await operations.getAll('user', {
|
||||
...query,
|
||||
cursor: first.nextCursor,
|
||||
});
|
||||
const repeated = await operations.getAll('user', {
|
||||
...query,
|
||||
cursor: first.nextCursor,
|
||||
});
|
||||
assert.ok(second.nextCursor);
|
||||
const third = await operations.getAll('user', {
|
||||
...query,
|
||||
cursor: second.nextCursor,
|
||||
});
|
||||
expect(first.items.map((item) => [item.id, item.account?.id])).toEqual([
|
||||
['same', 'a'],
|
||||
['same', 'b'],
|
||||
]);
|
||||
expect(second.items.map((item) => item.id)).toEqual(['a2', 'b2']);
|
||||
expect(repeated).toEqual(second);
|
||||
expect(third.items.map((item) => item.id)).toEqual(['last']);
|
||||
expect(third.hasNext).toBe(false);
|
||||
});
|
||||
|
||||
it('continues through empty filtered pages and breaks ties by account', async () => {
|
||||
const { operations, tbank } = setup();
|
||||
tbank.getOperationsByCursor.mockImplementation(
|
||||
(_token: string, { cursor }: { cursor?: string }) =>
|
||||
cursor
|
||||
? { items: [operation('income', 5)] }
|
||||
: {
|
||||
items: [operation('fee', 8, 'OPERATION_TYPE_BROKER_FEE')],
|
||||
hasNext: true,
|
||||
nextCursor: 'next',
|
||||
},
|
||||
);
|
||||
const page = await operations.getAll('user', {
|
||||
...query,
|
||||
categories: ['income'],
|
||||
});
|
||||
expect(page.items.map((item) => item.account?.id)).toEqual(['a', 'b']);
|
||||
expect(page.items.every((item) => item.category === 'income')).toBe(true);
|
||||
});
|
||||
|
||||
it('rejects damaged cursor chains and partial streams', async () => {
|
||||
const { operations, tbank } = setup();
|
||||
tbank.getOperationsByCursor.mockResolvedValue({
|
||||
items: [],
|
||||
hasNext: true,
|
||||
nextCursor: 'loop',
|
||||
});
|
||||
await expect(operations.getAll('user', query)).rejects.toBeInstanceOf(
|
||||
ServiceUnavailableException,
|
||||
);
|
||||
tbank.getOperationsByCursor.mockRejectedValue(
|
||||
new ServiceUnavailableException(),
|
||||
);
|
||||
await expect(
|
||||
operations.getAll('another-user', query),
|
||||
).rejects.toBeInstanceOf(ServiceUnavailableException);
|
||||
});
|
||||
|
||||
it('binds continuations to user, connection, accounts and filters', async () => {
|
||||
const { operations, context, tbank } = setup();
|
||||
tbank.getOperationsByCursor.mockResolvedValue({
|
||||
items: [operation('first', 8), operation('last', 4)],
|
||||
});
|
||||
const first = await operations.getAll('user', query);
|
||||
assert.ok(first.nextCursor);
|
||||
const next = { ...query, cursor: first.nextCursor };
|
||||
await expect(operations.getAll('other', next)).rejects.toBeInstanceOf(
|
||||
BadRequestException,
|
||||
);
|
||||
await expect(
|
||||
operations.getAll('user', { ...next, categories: ['fee'] }),
|
||||
).rejects.toBeInstanceOf(BadRequestException);
|
||||
context.generation = 'replaced';
|
||||
await expect(operations.getAll('user', next)).rejects.toBeInstanceOf(
|
||||
BadRequestException,
|
||||
);
|
||||
context.generation = 'first';
|
||||
context.accounts.pop();
|
||||
await expect(operations.getAll('user', next)).rejects.toBeInstanceOf(
|
||||
BadRequestException,
|
||||
);
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledTimes(2);
|
||||
});
|
||||
|
||||
it('collects income across the same cohort and computes comparisons from all receipts', async () => {
|
||||
const { income, tbank } = setup();
|
||||
tbank.getOperationsByCursor.mockImplementation(
|
||||
(
|
||||
_token: string,
|
||||
{ accountId, from }: { accountId: string; from: { seconds: string } },
|
||||
) => {
|
||||
const year = new Date(Number(from.seconds) * 1000).getUTCFullYear();
|
||||
const second =
|
||||
Date.parse(
|
||||
year === 2025 ? '2025-08-15T12:00:00Z' : '2026-08-15T12:00:00Z',
|
||||
) / 1000;
|
||||
return {
|
||||
items:
|
||||
year === 2025 && accountId === 'b'
|
||||
? []
|
||||
: [
|
||||
operation(
|
||||
'same',
|
||||
second,
|
||||
'OPERATION_TYPE_COUPON',
|
||||
year === 2025 ? 2 : 3,
|
||||
),
|
||||
],
|
||||
};
|
||||
},
|
||||
);
|
||||
const result = await income.analytics(
|
||||
'user',
|
||||
'all',
|
||||
'2026-08-01',
|
||||
'2026-08-31',
|
||||
);
|
||||
expect(result.totalsByCurrency[0].total.value).toBe('6');
|
||||
expect(
|
||||
result.yearComparison?.totalsByCurrency[0].compared.total.value,
|
||||
).toBe('2');
|
||||
expect(
|
||||
result.yearComparison?.totalsByCurrency[0].difference.total.value,
|
||||
).toBe('4');
|
||||
expect(result.entries.map((entry) => entry.account?.id)).toEqual([
|
||||
'a',
|
||||
'b',
|
||||
]);
|
||||
expect(
|
||||
new Set(result.entries.map((entry) => entry.instrumentKey)).size,
|
||||
).toBe(2);
|
||||
});
|
||||
|
||||
it('preserves separate future events and fails the section when one source fails', async () => {
|
||||
const { events, tbank, moex } = setup();
|
||||
const today = new Date().toISOString().slice(0, 10);
|
||||
tbank.getPortfolio.mockResolvedValue({
|
||||
positions: [
|
||||
{
|
||||
figi: 'BOND',
|
||||
ticker: 'BOND',
|
||||
instrumentType: 'bond',
|
||||
quantity: { units: 2 },
|
||||
},
|
||||
],
|
||||
});
|
||||
moex.bondEvents.mockResolvedValue([
|
||||
{ type: 'coupon', date: today, value: '0.1', currency: 'RUB' },
|
||||
]);
|
||||
const result = await events.getAll('user');
|
||||
expect(result.events.map((event) => event.account?.id)).toEqual(['a', 'b']);
|
||||
expect(result.incomeTotalsByCurrency).toEqual([
|
||||
{ currency: 'RUB', value: '0.4' },
|
||||
]);
|
||||
tbank.getPortfolio
|
||||
.mockResolvedValueOnce({ positions: [] })
|
||||
.mockRejectedValueOnce(new ServiceUnavailableException());
|
||||
await expect(events.getAll('user')).rejects.toBeInstanceOf(
|
||||
ServiceUnavailableException,
|
||||
);
|
||||
});
|
||||
|
||||
it('returns valid empty results for an empty account set', async () => {
|
||||
const { context, portfolio, operations, income, events, tbank } = setup();
|
||||
context.accounts = [];
|
||||
expect((await portfolio.getAll('user')).positions).toEqual([]);
|
||||
expect((await operations.getAll('user', query)).hasNext).toBe(false);
|
||||
expect((await income.summary('user', 'all')).totalsByCurrency).toEqual([]);
|
||||
expect((await events.getAll('user')).events).toEqual([]);
|
||||
expect(tbank.getOperationsByCursor).not.toHaveBeenCalled();
|
||||
expect(tbank.getPortfolio).not.toHaveBeenCalled();
|
||||
});
|
||||
});
|
||||
@@ -1,3 +1,4 @@
|
||||
import { InvestmentResourceMetaDto } from '../investment-resource.dto';
|
||||
import { ApiProperty } from '@nestjs/swagger';
|
||||
import { MoneyDto } from '../../../common/money.dto';
|
||||
|
||||
@@ -44,3 +45,10 @@ export class BrokerageAccountDto {
|
||||
@ApiProperty({ type: PortfolioSummaryDto, nullable: true })
|
||||
portfolioSummary?: PortfolioSummaryDto | null;
|
||||
}
|
||||
|
||||
export class BrokerageAccountsResourceDto {
|
||||
@ApiProperty({ type: BrokerageAccountDto, isArray: true, nullable: true })
|
||||
declare data: BrokerageAccountDto[] | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
export { BrokerageAccountsService } from './brokerage-accounts.service';
|
||||
@@ -1,9 +1,10 @@
|
||||
import { Controller, Get, Req, UseGuards } from '@nestjs/common';
|
||||
import { InvestmentReadQueryDto } from '../investment-resource.dto';
|
||||
import { Controller, Get, Req, Query, UseGuards } from '@nestjs/common';
|
||||
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
|
||||
import type { Request } from 'express';
|
||||
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
|
||||
import { AccessPayload, JwtAuthGuard } from '../../auth/auth.api';
|
||||
import { BrokerageAccountDto } from './brokerage-account.dto';
|
||||
import { BrokerageAccountsResourceDto } from './brokerage-account.dto';
|
||||
import { BrokerageAccountsService } from './brokerage-accounts.service';
|
||||
|
||||
@ApiTags('brokerage-accounts')
|
||||
@@ -15,8 +16,11 @@ export class BrokerageAccountsController {
|
||||
constructor(private readonly accounts: BrokerageAccountsService) {}
|
||||
|
||||
@Get()
|
||||
@ApiOkResponse({ type: BrokerageAccountDto, isArray: true })
|
||||
list(@Req() request: Request & { user: AccessPayload }) {
|
||||
return this.accounts.list(request.user.sub);
|
||||
@ApiOkResponse({ type: BrokerageAccountsResourceDto })
|
||||
list(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.accounts.list(request.user.sub, query.sync === 'observe');
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import { PortfolioModule } from '../portfolio/portfolio.module';
|
||||
import { Module } from '@nestjs/common';
|
||||
import { TbankModule } from '../../../integrations/tbank/tbank.module';
|
||||
import { AuthModule } from '../../auth/auth.module';
|
||||
@@ -5,8 +6,9 @@ import { BrokerageAccountsController } from './brokerage-accounts.controller';
|
||||
import { BrokerageAccountsService } from './brokerage-accounts.service';
|
||||
|
||||
@Module({
|
||||
imports: [AuthModule, TbankModule],
|
||||
imports: [AuthModule, TbankModule, PortfolioModule],
|
||||
controllers: [BrokerageAccountsController],
|
||||
providers: [BrokerageAccountsService],
|
||||
exports: [BrokerageAccountsService],
|
||||
})
|
||||
export class BrokerageAccountsModule {}
|
||||
|
||||
@@ -1,249 +1,70 @@
|
||||
import {
|
||||
BadRequestException,
|
||||
ConflictException,
|
||||
ServiceUnavailableException,
|
||||
} from '@nestjs/common';
|
||||
|
||||
jest.mock('../../../prisma/prisma.service', () => ({
|
||||
PrismaService: class PrismaService {},
|
||||
PrismaService: class {},
|
||||
}));
|
||||
import { BrokerageAccountsService } from './brokerage-accounts.service';
|
||||
import { investmentResourceMeta } from '../investment-resource.mapper';
|
||||
|
||||
jest.mock('../portfolio/application/portfolio.service', () => ({
|
||||
PortfolioService: class PortfolioService {},
|
||||
}));
|
||||
|
||||
import { TbankAccessService } from '../../../integrations/tbank/tbank-access.service';
|
||||
import { TbankTokenService } from '../../../integrations/tbank/tbank-token.service';
|
||||
import { BrokerageAccountsService } from './brokerage-accounts.service';
|
||||
const meta = investmentResourceMeta({
|
||||
resourceKey: 'membership',
|
||||
dataRevision: '1',
|
||||
availability: 'complete',
|
||||
fetchedAt: new Date(),
|
||||
freshForMs: 300_000,
|
||||
work: null,
|
||||
});
|
||||
|
||||
describe('BrokerageAccountsService', () => {
|
||||
const encryptionKey = 'MDEyMzQ1Njc4OWFiY2RlZjAxMjM0NTY3ODlhYmNkZWY=';
|
||||
const prisma = { tbankConnection: { findUnique: jest.fn() } };
|
||||
const config = { getOrThrow: jest.fn(() => encryptionKey) };
|
||||
const tbank = {
|
||||
getOpenAccounts: jest.fn(),
|
||||
getPortfolio: jest.fn(),
|
||||
getPositions: jest.fn(),
|
||||
};
|
||||
const tokens = new TbankTokenService(config as never);
|
||||
const access = new TbankAccessService(
|
||||
prisma as never,
|
||||
tokens,
|
||||
tbank as never,
|
||||
);
|
||||
const service = new BrokerageAccountsService(access, tbank as never);
|
||||
describe('saved brokerage account projection', () => {
|
||||
const portfolio = { saved: jest.fn() };
|
||||
const service = new BrokerageAccountsService(portfolio as never);
|
||||
|
||||
beforeEach(() => {
|
||||
jest.clearAllMocks();
|
||||
tbank.getPortfolio.mockResolvedValue({ positions: [] });
|
||||
tbank.getPositions.mockResolvedValue({ money: [] });
|
||||
});
|
||||
|
||||
it('does not call T-Bank without a connection', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue(null);
|
||||
|
||||
await expect(service.list('user-1')).rejects.toEqual(
|
||||
expect.any(ConflictException),
|
||||
);
|
||||
expect(tbank.getOpenAccounts).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('normalizes supported accounts and ignores unsupported ones', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: tokens.encrypt('token'),
|
||||
it('distinguishes unknown membership from a confirmed empty list', async () => {
|
||||
portfolio.saved.mockResolvedValueOnce({
|
||||
membership: { ...meta, availability: 'missing' },
|
||||
accounts: [],
|
||||
});
|
||||
tbank.getOpenAccounts.mockResolvedValue([
|
||||
{
|
||||
id: 'brokerage',
|
||||
type: 'ACCOUNT_TYPE_TINKOFF',
|
||||
name: ' Основной ',
|
||||
openedDate: { seconds: '1723507200' },
|
||||
},
|
||||
{
|
||||
id: 'debit',
|
||||
type: 'ACCOUNT_TYPE_DEBIT',
|
||||
name: 'Дебетовый',
|
||||
},
|
||||
{
|
||||
id: 'iis',
|
||||
type: 'ACCOUNT_TYPE_TINKOFF_IIS',
|
||||
name: ' ',
|
||||
},
|
||||
]);
|
||||
|
||||
await expect(service.list('user-1')).resolves.toEqual([
|
||||
{
|
||||
id: 'brokerage',
|
||||
type: 'BROKERAGE',
|
||||
name: 'Основной',
|
||||
openedOn: '2024-08-13',
|
||||
portfolioSummary: {
|
||||
totalsByCurrency: [],
|
||||
stockPositionCount: 0,
|
||||
bondPositionCount: 0,
|
||||
},
|
||||
},
|
||||
{
|
||||
id: 'iis',
|
||||
type: 'INDIVIDUAL_INVESTMENT',
|
||||
name: 'ИИС',
|
||||
openedOn: null,
|
||||
portfolioSummary: {
|
||||
totalsByCurrency: [],
|
||||
stockPositionCount: 0,
|
||||
bondPositionCount: 0,
|
||||
},
|
||||
},
|
||||
]);
|
||||
expect((await service.list('owner', true)).data).toBeNull();
|
||||
portfolio.saved.mockResolvedValueOnce({ membership: meta, accounts: [] });
|
||||
expect((await service.list('owner', true)).data).toEqual([]);
|
||||
});
|
||||
|
||||
it('keeps upstream order and adds exact summaries without loading metadata', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: tokens.encrypt('token'),
|
||||
});
|
||||
tbank.getOpenAccounts.mockResolvedValue([
|
||||
{ id: 'first', type: 'ACCOUNT_TYPE_TINKOFF', name: 'Первый' },
|
||||
{ id: 'second', type: 'ACCOUNT_TYPE_TINKOFF_IIS', name: 'Второй' },
|
||||
]);
|
||||
tbank.getPortfolio
|
||||
.mockResolvedValueOnce({
|
||||
positions: [
|
||||
{
|
||||
quantity: { units: 2 },
|
||||
currentPrice: { currency: 'rub', units: 3 },
|
||||
it('keeps exact saved totals and independent missing summaries', async () => {
|
||||
portfolio.saved.mockResolvedValue({
|
||||
membership: meta,
|
||||
accounts: [
|
||||
{
|
||||
id: 'a',
|
||||
name: 'A',
|
||||
type: 'BROKERAGE',
|
||||
openedOn: null,
|
||||
meta,
|
||||
snapshot: {
|
||||
totalsByCurrency: [
|
||||
{ currency: 'RUB', value: '100000000.000000001' },
|
||||
],
|
||||
positions: [{ type: 'STOCK' }, { type: 'BOND' }],
|
||||
},
|
||||
],
|
||||
})
|
||||
.mockResolvedValueOnce({ positions: [] });
|
||||
tbank.getPositions
|
||||
.mockResolvedValueOnce({ money: [{ currency: 'RUB', nano: 500000000 }] })
|
||||
.mockResolvedValueOnce({ money: [{ currency: 'USD', units: 4 }] });
|
||||
|
||||
await expect(service.list('user-1')).resolves.toEqual([
|
||||
{
|
||||
id: 'first',
|
||||
type: 'BROKERAGE',
|
||||
name: 'Первый',
|
||||
openedOn: null,
|
||||
portfolioSummary: {
|
||||
totalsByCurrency: [{ currency: 'RUB', value: '6.5' }],
|
||||
stockPositionCount: 0,
|
||||
bondPositionCount: 0,
|
||||
},
|
||||
},
|
||||
{
|
||||
id: 'second',
|
||||
type: 'INDIVIDUAL_INVESTMENT',
|
||||
name: 'Второй',
|
||||
openedOn: null,
|
||||
portfolioSummary: {
|
||||
totalsByCurrency: [{ currency: 'USD', value: '4' }],
|
||||
stockPositionCount: 0,
|
||||
bondPositionCount: 0,
|
||||
{
|
||||
id: 'b',
|
||||
name: 'B',
|
||||
type: 'BROKERAGE',
|
||||
openedOn: null,
|
||||
meta: { ...meta, availability: 'missing' },
|
||||
snapshot: null,
|
||||
},
|
||||
},
|
||||
]);
|
||||
expect(tbank.getPortfolio).toHaveBeenCalledWith('token', 'first');
|
||||
expect(tbank.getPositions).toHaveBeenCalledWith('token', 'second');
|
||||
});
|
||||
|
||||
it('counts non-zero stock and bond positions even without a valuation', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: tokens.encrypt('token'),
|
||||
});
|
||||
tbank.getOpenAccounts.mockResolvedValue([
|
||||
{ id: 'account', type: 'ACCOUNT_TYPE_TINKOFF', name: 'Основной' },
|
||||
]);
|
||||
tbank.getPortfolio.mockResolvedValue({
|
||||
positions: [
|
||||
{ instrumentType: 'share', quantity: { units: 200 } },
|
||||
{ instrumentType: 'SHARE', quantity: { units: -5 } },
|
||||
{ instrumentType: 'share', quantity: { units: 0, nano: 1 } },
|
||||
{ instrumentType: 'bond', quantity: { units: 80 } },
|
||||
{ instrumentType: 'bond', quantity: { units: 0 } },
|
||||
{ instrumentType: 'share' },
|
||||
{ instrumentType: 'etf', quantity: { units: 10 } },
|
||||
{ instrumentType: 'currency', quantity: { units: 100 } },
|
||||
{ quantity: { units: 1 } },
|
||||
],
|
||||
virtualPositions: [{ instrumentType: 'bond', quantity: { units: 1 } }],
|
||||
});
|
||||
|
||||
await expect(service.list('user-1')).resolves.toMatchObject([
|
||||
{
|
||||
portfolioSummary: {
|
||||
totalsByCurrency: [],
|
||||
stockPositionCount: 3,
|
||||
bondPositionCount: 1,
|
||||
},
|
||||
},
|
||||
]);
|
||||
});
|
||||
|
||||
it('localizes an unavailable summary without suppressing another account', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: tokens.encrypt('token'),
|
||||
const response = await service.list('owner', true);
|
||||
expect(response.data?.[0].portfolioSummary).toEqual({
|
||||
totalsByCurrency: [{ currency: 'RUB', value: '100000000.000000001' }],
|
||||
stockPositionCount: 1,
|
||||
bondPositionCount: 1,
|
||||
});
|
||||
tbank.getOpenAccounts.mockResolvedValue([
|
||||
{ id: 'unavailable', type: 'ACCOUNT_TYPE_TINKOFF', name: 'Первый' },
|
||||
{ id: 'available', type: 'ACCOUNT_TYPE_TINKOFF', name: 'Второй' },
|
||||
]);
|
||||
tbank.getPortfolio
|
||||
.mockRejectedValueOnce(
|
||||
new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
|
||||
)
|
||||
.mockResolvedValueOnce({ positions: [] });
|
||||
tbank.getPositions.mockResolvedValue({ money: [] });
|
||||
|
||||
await expect(service.list('user-1')).resolves.toMatchObject([
|
||||
{ id: 'unavailable', portfolioSummary: null },
|
||||
{ id: 'available', portfolioSummary: { totalsByCurrency: [] } },
|
||||
]);
|
||||
});
|
||||
|
||||
it('does not mask an invalid token when the other summary input is unavailable', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: tokens.encrypt('token'),
|
||||
});
|
||||
tbank.getOpenAccounts.mockResolvedValue([
|
||||
{ id: 'account', type: 'ACCOUNT_TYPE_TINKOFF', name: 'Основной' },
|
||||
]);
|
||||
tbank.getPortfolio.mockRejectedValue(
|
||||
new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
|
||||
);
|
||||
tbank.getPositions.mockRejectedValue(new Error('INVALID_TBANK_TOKEN'));
|
||||
|
||||
await expect(service.list('user-1')).rejects.toEqual(
|
||||
expect.any(BadRequestException),
|
||||
);
|
||||
});
|
||||
|
||||
it('retains the connection when T-Bank rejects its token', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: tokens.encrypt('token'),
|
||||
});
|
||||
tbank.getOpenAccounts.mockRejectedValue(new Error('INVALID_TBANK_TOKEN'));
|
||||
|
||||
await expect(service.list('user-1')).rejects.toEqual(
|
||||
expect.any(BadRequestException),
|
||||
);
|
||||
});
|
||||
|
||||
it('returns an empty list from T-Bank unchanged', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: tokens.encrypt('token'),
|
||||
});
|
||||
tbank.getOpenAccounts.mockResolvedValue([]);
|
||||
|
||||
await expect(service.list('user-1')).resolves.toEqual([]);
|
||||
});
|
||||
|
||||
it('propagates an unavailable T-Bank response', async () => {
|
||||
prisma.tbankConnection.findUnique.mockResolvedValue({
|
||||
encryptedToken: tokens.encrypt('token'),
|
||||
});
|
||||
tbank.getOpenAccounts.mockRejectedValue(
|
||||
new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
|
||||
);
|
||||
|
||||
await expect(service.list('user-1')).rejects.toEqual(
|
||||
expect.any(ServiceUnavailableException),
|
||||
);
|
||||
expect(response.data?.[1].portfolioSummary).toBeNull();
|
||||
expect(response.meta.availability).toBe('partial');
|
||||
});
|
||||
});
|
||||
|
||||
@@ -1,80 +1,65 @@
|
||||
import { Injectable, ServiceUnavailableException } from '@nestjs/common';
|
||||
import { isZero } from '../../../common/decimal';
|
||||
import {
|
||||
TbankAccessService,
|
||||
TbankClient,
|
||||
} from '../../../integrations/tbank/tbank.api';
|
||||
import { decimal } from '../../../integrations/tbank/decimal';
|
||||
import { totalsByCurrency } from '../portfolio/portfolio.api';
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { createHash } from 'node:crypto';
|
||||
import { PortfolioService } from '../portfolio/portfolio.api';
|
||||
import { investmentResourceMeta } from '../investment-resource.mapper';
|
||||
import { BrokerageAccountDto } from './brokerage-account.dto';
|
||||
|
||||
@Injectable()
|
||||
export class BrokerageAccountsService {
|
||||
constructor(
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly tbank: TbankClient,
|
||||
) {}
|
||||
constructor(private readonly portfolio: PortfolioService) {}
|
||||
|
||||
async list(userId: string): Promise<BrokerageAccountDto[]> {
|
||||
return this.access.withSupportedAccounts(
|
||||
userId,
|
||||
async ({ token, accounts }) =>
|
||||
Promise.all(
|
||||
accounts.map(async (account) => {
|
||||
const [portfolioResult, positionsResult] = await Promise.allSettled(
|
||||
[
|
||||
this.tbank.getPortfolio(token, account.id),
|
||||
this.tbank.getPositions(token, account.id),
|
||||
],
|
||||
);
|
||||
if (
|
||||
portfolioResult.status === 'rejected' &&
|
||||
!isTbankUnavailable(portfolioResult.reason)
|
||||
)
|
||||
throw portfolioResult.reason;
|
||||
if (
|
||||
positionsResult.status === 'rejected' &&
|
||||
!isTbankUnavailable(positionsResult.reason)
|
||||
)
|
||||
throw positionsResult.reason;
|
||||
if (
|
||||
portfolioResult.status === 'rejected' ||
|
||||
positionsResult.status === 'rejected'
|
||||
)
|
||||
return { ...account, portfolioSummary: null };
|
||||
const positions = portfolioResult.value.positions ?? [];
|
||||
let stockPositionCount = 0;
|
||||
let bondPositionCount = 0;
|
||||
for (const position of positions) {
|
||||
if (isZero(decimal(position.quantity ?? {}))) continue;
|
||||
const type = position.instrumentType?.toLowerCase();
|
||||
if (type === 'share') stockPositionCount += 1;
|
||||
if (type === 'bond') bondPositionCount += 1;
|
||||
}
|
||||
return {
|
||||
...account,
|
||||
portfolioSummary: {
|
||||
totalsByCurrency: totalsByCurrency(
|
||||
positions,
|
||||
positionsResult.value.money ?? [],
|
||||
),
|
||||
stockPositionCount,
|
||||
bondPositionCount,
|
||||
},
|
||||
};
|
||||
}),
|
||||
),
|
||||
);
|
||||
async list(userId: string, observe = false) {
|
||||
const saved = await this.portfolio.saved(userId, 'all', observe);
|
||||
const data: BrokerageAccountDto[] | null =
|
||||
saved.membership.availability === 'missing'
|
||||
? null
|
||||
: saved.accounts.map((account) => ({
|
||||
id: account.id,
|
||||
name: account.name,
|
||||
type: account.type as BrokerageAccountDto['type'],
|
||||
openedOn: account.openedOn,
|
||||
portfolioSummary: account.snapshot
|
||||
? {
|
||||
totalsByCurrency: account.snapshot.totalsByCurrency,
|
||||
stockPositionCount: account.snapshot.positions.filter(
|
||||
(position) => position.type === 'STOCK',
|
||||
).length,
|
||||
bondPositionCount: account.snapshot.positions.filter(
|
||||
(position) => position.type === 'BOND',
|
||||
).length,
|
||||
}
|
||||
: null,
|
||||
}));
|
||||
return {
|
||||
data,
|
||||
meta: investmentResourceMeta({
|
||||
resourceKey: 'accounts',
|
||||
dataRevision: createHash('sha256')
|
||||
.update(
|
||||
JSON.stringify([
|
||||
saved.membership.dataRevision,
|
||||
saved.accounts.map((account) => [
|
||||
account.id,
|
||||
account.meta.dataRevision,
|
||||
]),
|
||||
]),
|
||||
)
|
||||
.digest('base64url'),
|
||||
availability:
|
||||
data === null
|
||||
? 'missing'
|
||||
: saved.accounts.some((account) => !account.snapshot)
|
||||
? 'partial'
|
||||
: 'complete',
|
||||
fetchedAt: saved.membership.lastSuccessfulAt
|
||||
? new Date(saved.membership.lastSuccessfulAt)
|
||||
: null,
|
||||
freshForMs: 300_000,
|
||||
work: saved.membership.sync.id
|
||||
? { ...saved.membership.sync, id: saved.membership.sync.id }
|
||||
: null,
|
||||
dependencies: saved.accounts.map((account) => account.meta),
|
||||
}),
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
function isTbankUnavailable(error: unknown): boolean {
|
||||
if (!(error instanceof ServiceUnavailableException)) return false;
|
||||
const response = error.getResponse();
|
||||
return (
|
||||
typeof response === 'object' &&
|
||||
response !== null &&
|
||||
'code' in response &&
|
||||
response.code === 'TBANK_UNAVAILABLE'
|
||||
);
|
||||
}
|
||||
|
||||
@@ -4,10 +4,11 @@ import type { Request } from 'express';
|
||||
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
|
||||
import { AccessPayload, JwtAuthGuard } from '../../auth/auth.api';
|
||||
import {
|
||||
IncomeAnalyticsDto,
|
||||
IncomeAnalyticsResourceDto,
|
||||
IncomeAnalyticsQueryDto,
|
||||
IncomeSummaryDto,
|
||||
IncomeSummaryResourceDto,
|
||||
} from './income-analytics.dto';
|
||||
import { InvestmentReadQueryDto } from '../investment-resource.dto';
|
||||
import { IncomeAnalyticsService } from './income-analytics.service';
|
||||
|
||||
@ApiTags('brokerage-accounts')
|
||||
@@ -19,31 +20,49 @@ export class IncomeAnalyticsController {
|
||||
constructor(private readonly income: IncomeAnalyticsService) {}
|
||||
|
||||
@Get('all/income-summary')
|
||||
@ApiOkResponse({ type: IncomeSummaryDto })
|
||||
allSummary(@Req() request: Request & { user: AccessPayload }) {
|
||||
return this.income.summary(request.user.sub, 'all');
|
||||
@ApiOkResponse({ type: IncomeSummaryResourceDto })
|
||||
allSummary(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.income.summary(
|
||||
request.user.sub,
|
||||
'all',
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
|
||||
@Get('all/income-analytics')
|
||||
@ApiOkResponse({ type: IncomeAnalyticsDto })
|
||||
@ApiOkResponse({ type: IncomeAnalyticsResourceDto })
|
||||
allAnalytics(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Query() query: IncomeAnalyticsQueryDto,
|
||||
) {
|
||||
return this.income.analytics(request.user.sub, 'all', query.from, query.to);
|
||||
return this.income.analytics(
|
||||
request.user.sub,
|
||||
'all',
|
||||
query.from,
|
||||
query.to,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
|
||||
@Get(':accountId/income-summary')
|
||||
@ApiOkResponse({ type: IncomeSummaryDto })
|
||||
@ApiOkResponse({ type: IncomeSummaryResourceDto })
|
||||
summary(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('accountId') accountId: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.income.summary(request.user.sub, accountId);
|
||||
return this.income.summary(
|
||||
request.user.sub,
|
||||
accountId,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
|
||||
@Get(':accountId/income-analytics')
|
||||
@ApiOkResponse({ type: IncomeAnalyticsDto })
|
||||
@ApiOkResponse({ type: IncomeAnalyticsResourceDto })
|
||||
analytics(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('accountId') accountId: string,
|
||||
@@ -54,6 +73,7 @@ export class IncomeAnalyticsController {
|
||||
accountId,
|
||||
query.from,
|
||||
query.to,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -3,15 +3,29 @@ import { IsOptional, Matches } from 'class-validator';
|
||||
import { MoneyDto } from '../../../common/money.dto';
|
||||
import { BrokerageOperationDto } from '../operations/operations.api';
|
||||
|
||||
import {
|
||||
InvestmentDependencyDto,
|
||||
InvestmentReadQueryDto,
|
||||
InvestmentResourceMetaDto,
|
||||
} from '../investment-resource.dto';
|
||||
|
||||
const dateOnly = /^\d{4}-\d{2}-\d{2}$/;
|
||||
|
||||
export class IncomeAnalyticsQueryDto {
|
||||
@ApiPropertyOptional({ format: 'date' })
|
||||
export class IncomeAnalyticsQueryDto extends InvestmentReadQueryDto {
|
||||
@ApiPropertyOptional({
|
||||
format: 'date',
|
||||
description:
|
||||
'Inclusive calendar date in Europe/Moscow. Supply both from/to or neither.',
|
||||
})
|
||||
@IsOptional()
|
||||
@Matches(dateOnly)
|
||||
from?: string;
|
||||
|
||||
@ApiPropertyOptional({ format: 'date' })
|
||||
@ApiPropertyOptional({
|
||||
format: 'date',
|
||||
description:
|
||||
'Inclusive calendar date in Europe/Moscow, no later than today. Supply both from/to or neither.',
|
||||
})
|
||||
@IsOptional()
|
||||
@Matches(dateOnly)
|
||||
to?: string;
|
||||
@@ -121,8 +135,8 @@ export class IncomeAnalyticsEntryDto extends BrokerageOperationDto {
|
||||
}
|
||||
|
||||
export class IncomeAnalyticsDto extends IncomeSummaryDto {
|
||||
@ApiProperty({ type: IncomeComparisonDto })
|
||||
declare previous: IncomeComparisonDto;
|
||||
@ApiProperty({ type: IncomeComparisonDto, nullable: true })
|
||||
declare previous: IncomeComparisonDto | null;
|
||||
|
||||
@ApiProperty({ type: IncomeComparisonDto, nullable: true })
|
||||
declare yearComparison: IncomeComparisonDto | null;
|
||||
@@ -139,3 +153,35 @@ export class IncomeAnalyticsDto extends IncomeSummaryDto {
|
||||
@ApiProperty({ type: IncomeAnalyticsEntryDto, isArray: true })
|
||||
declare entries: IncomeAnalyticsEntryDto[];
|
||||
}
|
||||
|
||||
export class IncomeSummaryResourceDto {
|
||||
@ApiProperty({ type: IncomeSummaryDto, nullable: true })
|
||||
declare data: IncomeSummaryDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
const incomeDependencyRoles = ['selected', 'previous', 'year'] as const;
|
||||
|
||||
export class IncomeDependencyDto extends InvestmentDependencyDto {
|
||||
@ApiProperty({ enum: incomeDependencyRoles })
|
||||
declare role: (typeof incomeDependencyRoles)[number];
|
||||
}
|
||||
|
||||
export class IncomeAnalyticsMetaDto extends InvestmentResourceMetaDto {
|
||||
@ApiProperty({
|
||||
type: IncomeDependencyDto,
|
||||
isArray: true,
|
||||
required: true,
|
||||
description:
|
||||
'Dependencies identified by role, not array order or resourceKey. A missing role is unavailable.',
|
||||
})
|
||||
declare dependencies: IncomeDependencyDto[];
|
||||
}
|
||||
|
||||
export class IncomeAnalyticsResourceDto {
|
||||
@ApiProperty({ type: IncomeAnalyticsDto, nullable: true })
|
||||
declare data: IncomeAnalyticsDto | null;
|
||||
@ApiProperty({ type: IncomeAnalyticsMetaDto })
|
||||
declare meta: IncomeAnalyticsMetaDto;
|
||||
}
|
||||
|
||||
@@ -1,8 +1,13 @@
|
||||
jest.mock('../../../prisma/prisma.service', () => ({
|
||||
PrismaService: class {},
|
||||
}));
|
||||
jest.mock('../operations/application/brokerage-operations.service', () => ({
|
||||
BrokerageOperationsService: class BrokerageOperationsService {},
|
||||
}));
|
||||
|
||||
import assert from 'node:assert/strict';
|
||||
import { BrokerageOperationDto } from '../operations/presentation/brokerage-operation.dto';
|
||||
import { investmentResourceMeta } from '../investment-resource.mapper';
|
||||
import { IncomeAnalyticsService } from './income-analytics.service';
|
||||
|
||||
describe('IncomeAnalyticsService', () => {
|
||||
@@ -11,6 +16,44 @@ describe('IncomeAnalyticsService', () => {
|
||||
|
||||
beforeEach(() => jest.clearAllMocks());
|
||||
|
||||
it('labels each comparison dependency independently of its resource key', async () => {
|
||||
seed([]);
|
||||
const response = await service.analytics(
|
||||
'user',
|
||||
'account',
|
||||
'2026-01-01',
|
||||
'2026-01-31',
|
||||
);
|
||||
expect(response.meta.dependencies).toEqual([
|
||||
expect.objectContaining({ role: 'selected', resourceKey: 'period/0' }),
|
||||
expect.objectContaining({ role: 'previous', resourceKey: 'period/1' }),
|
||||
expect.objectContaining({ role: 'year', resourceKey: 'period/2' }),
|
||||
]);
|
||||
});
|
||||
|
||||
it('labels an unavailable leap-day comparison as year', async () => {
|
||||
operations.collectRanges.mockImplementation(
|
||||
(_user: string, _account: string, build: () => unknown[]) =>
|
||||
build().map((_, index) => ({ items: [], meta: completeMeta(index) })),
|
||||
);
|
||||
const response = await service.analytics(
|
||||
'user',
|
||||
'account',
|
||||
'2024-02-29',
|
||||
'2024-02-29',
|
||||
);
|
||||
expect(response.meta.dependencies).toEqual([
|
||||
expect.objectContaining({ role: 'selected' }),
|
||||
expect.objectContaining({ role: 'previous' }),
|
||||
expect.objectContaining({
|
||||
role: 'year',
|
||||
availability: 'missing',
|
||||
unavailableReason: 'CALENDAR_OR_ACCOUNT_HISTORY',
|
||||
}),
|
||||
]);
|
||||
expect(response.data?.yearComparison).toBeNull();
|
||||
});
|
||||
|
||||
function seed(items: BrokerageOperationDto[]) {
|
||||
operations.collectRanges.mockImplementation(
|
||||
(
|
||||
@@ -19,7 +62,10 @@ describe('IncomeAnalyticsService', () => {
|
||||
build: (opened?: Date) => unknown[],
|
||||
) => {
|
||||
build(undefined);
|
||||
return { pages: [[{ items }], [{ items: [] }], [{ items: [] }]] };
|
||||
return [items, [], []].map((items, index) => ({
|
||||
items,
|
||||
meta: completeMeta(index),
|
||||
}));
|
||||
},
|
||||
);
|
||||
}
|
||||
@@ -57,13 +103,15 @@ describe('IncomeAnalyticsService', () => {
|
||||
};
|
||||
seed([payment]);
|
||||
|
||||
const result = await service.analytics(
|
||||
const response = await service.analytics(
|
||||
'user',
|
||||
'account',
|
||||
'2026-01-01',
|
||||
'2026-01-31',
|
||||
);
|
||||
|
||||
const result = response.data;
|
||||
assert(result);
|
||||
expect(result.entries).toEqual([{ ...payment, instrumentKey: key }]);
|
||||
expect(result.instruments).toEqual([
|
||||
expect.objectContaining({
|
||||
@@ -92,13 +140,15 @@ describe('IncomeAnalyticsService', () => {
|
||||
];
|
||||
seed(selected);
|
||||
|
||||
const result = await service.analytics(
|
||||
const response = await service.analytics(
|
||||
'user',
|
||||
'account',
|
||||
'2026-01-01',
|
||||
'2026-01-31',
|
||||
);
|
||||
|
||||
const result = response.data;
|
||||
assert(result);
|
||||
expect(result.entries).toEqual(
|
||||
selected.map((item) => ({
|
||||
...item,
|
||||
@@ -146,37 +196,28 @@ describe('IncomeAnalyticsService', () => {
|
||||
build: (opened?: Date) => unknown[],
|
||||
) => {
|
||||
build(undefined);
|
||||
return {
|
||||
pages: [
|
||||
[
|
||||
{
|
||||
items: [
|
||||
entry('coupon', 'OPERATION_TYPE_COUPON', '10.25', 'RUB'),
|
||||
entry('dividend', 'OPERATION_TYPE_DIVIDEND', '-2.5', 'RUB'),
|
||||
entry(
|
||||
'transfer',
|
||||
'OPERATION_TYPE_DIVIDEND_TRANSFER',
|
||||
'99',
|
||||
'RUB',
|
||||
),
|
||||
entry('usd', 'OPERATION_TYPE_COUPON', '1', 'USD'),
|
||||
],
|
||||
},
|
||||
],
|
||||
[{ items: [] }],
|
||||
[{ items: [] }],
|
||||
return [
|
||||
[
|
||||
entry('coupon', 'OPERATION_TYPE_COUPON', '10.25', 'RUB'),
|
||||
entry('dividend', 'OPERATION_TYPE_DIVIDEND', '-2.5', 'RUB'),
|
||||
entry('transfer', 'OPERATION_TYPE_DIVIDEND_TRANSFER', '99', 'RUB'),
|
||||
entry('usd', 'OPERATION_TYPE_COUPON', '1', 'USD'),
|
||||
],
|
||||
};
|
||||
[],
|
||||
[],
|
||||
].map((items, index) => ({ items, meta: completeMeta(index) }));
|
||||
},
|
||||
);
|
||||
|
||||
const result = await service.analytics(
|
||||
const response = await service.analytics(
|
||||
'user',
|
||||
'account',
|
||||
'2026-01-01',
|
||||
'2026-01-31',
|
||||
);
|
||||
|
||||
const result = response.data;
|
||||
assert(result);
|
||||
expect(result.totalsByCurrency).toEqual([
|
||||
expect.objectContaining({
|
||||
currency: 'RUB',
|
||||
@@ -222,3 +263,14 @@ function entry(
|
||||
commission: null,
|
||||
};
|
||||
}
|
||||
|
||||
function completeMeta(index: number) {
|
||||
return investmentResourceMeta({
|
||||
resourceKey: `period/${index}`,
|
||||
dataRevision: '1',
|
||||
availability: 'complete',
|
||||
fetchedAt: new Date('2026-02-01Z'),
|
||||
freshForMs: Infinity,
|
||||
work: null,
|
||||
});
|
||||
}
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import assert from 'node:assert/strict';
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import {
|
||||
add,
|
||||
@@ -6,6 +7,12 @@ import {
|
||||
formatDecimal,
|
||||
subtract,
|
||||
} from '../../../common/decimal';
|
||||
import { investmentResourceMeta } from '../investment-resource.mapper';
|
||||
import {
|
||||
IncomeAnalyticsResourceDto,
|
||||
IncomeDependencyDto,
|
||||
IncomeSummaryResourceDto,
|
||||
} from './income-analytics.dto';
|
||||
import { DateOnlyRange, moscowDate } from '../investment-calendar';
|
||||
import {
|
||||
BrokerageOperationDto,
|
||||
@@ -13,7 +20,6 @@ import {
|
||||
} from '../operations/operations.api';
|
||||
|
||||
import {
|
||||
IncomeAnalyticsDto,
|
||||
IncomeAnalyticsEntryDto,
|
||||
IncomeComparisonDto,
|
||||
IncomeCurrencySummaryDto,
|
||||
@@ -35,24 +41,32 @@ type Total = {
|
||||
export class IncomeAnalyticsService {
|
||||
constructor(private readonly operations: BrokerageOperationsService) {}
|
||||
|
||||
async summary(userId: string, accountId: string): Promise<IncomeSummaryDto> {
|
||||
let plan: ReturnType<typeof planIncomePeriod> | undefined;
|
||||
const collected = await this.operations.collectRanges(
|
||||
async summary(
|
||||
userId: string,
|
||||
accountId: string,
|
||||
observe = false,
|
||||
): Promise<IncomeSummaryResourceDto> {
|
||||
let plan = planIncomePeriod(undefined, undefined);
|
||||
const [selected] = await this.operations.collectRanges(
|
||||
userId,
|
||||
accountId,
|
||||
(openedAt) => {
|
||||
const planned = planIncomePeriod(undefined, undefined, openedAt);
|
||||
plan = planned;
|
||||
return [planned.selected];
|
||||
plan = planIncomePeriod(undefined, undefined, openedAt);
|
||||
return [plan.selected];
|
||||
},
|
||||
observe,
|
||||
);
|
||||
if (!plan) throw new Error('Income period was not planned');
|
||||
return summaryResponse(
|
||||
accountId,
|
||||
plan.selected,
|
||||
qualifying(collected.pages[0].flatMap((page) => page.items)),
|
||||
new Date().toISOString(),
|
||||
);
|
||||
if (selected.items === null) return { data: null, meta: selected.meta };
|
||||
assert(selected.meta.lastSuccessfulAt);
|
||||
return {
|
||||
data: summaryResponse(
|
||||
accountId,
|
||||
plan.selected,
|
||||
qualifying(selected.items),
|
||||
selected.meta.lastSuccessfulAt,
|
||||
),
|
||||
meta: selected.meta,
|
||||
};
|
||||
}
|
||||
|
||||
async analytics(
|
||||
@@ -60,52 +74,89 @@ export class IncomeAnalyticsService {
|
||||
accountId: string,
|
||||
from: string | undefined,
|
||||
to: string | undefined,
|
||||
): Promise<IncomeAnalyticsDto> {
|
||||
let plan: ReturnType<typeof planIncomePeriod> | undefined;
|
||||
const collected = await this.operations.collectRanges(
|
||||
observe = false,
|
||||
): Promise<IncomeAnalyticsResourceDto> {
|
||||
let plan = planIncomePeriod(from, to);
|
||||
const periods = await this.operations.collectRanges(
|
||||
userId,
|
||||
accountId,
|
||||
(openedAt) => {
|
||||
const planned = planIncomePeriod(from, to, openedAt);
|
||||
plan = planned;
|
||||
plan = planIncomePeriod(from, to, openedAt);
|
||||
return [
|
||||
planned.selected,
|
||||
planned.previous,
|
||||
...(planned.yearAgo ? [planned.yearAgo] : []),
|
||||
plan.selected,
|
||||
plan.previous,
|
||||
...(plan.yearAgo ? [plan.yearAgo] : []),
|
||||
];
|
||||
},
|
||||
observe,
|
||||
);
|
||||
if (!plan) throw new Error('Income period was not planned');
|
||||
const selected = qualifying(
|
||||
collected.pages[0].flatMap((page) => page.items),
|
||||
).map((entry) => ({
|
||||
const [current, prior, year] = periods;
|
||||
// Preserve the legacy order while consumers migrate to explicit roles.
|
||||
const dependencies: IncomeDependencyDto[] = [
|
||||
{ ...current.meta, role: 'selected' },
|
||||
{ ...prior.meta, role: 'previous' },
|
||||
{
|
||||
...(plan.yearAgo && year
|
||||
? year.meta
|
||||
: investmentResourceMeta({
|
||||
resourceKey: 'income/yearAgo', // gitleaks:allow public resource identifier
|
||||
dataRevision: 'unavailable',
|
||||
availability: 'missing',
|
||||
fetchedAt: null,
|
||||
freshForMs: 0,
|
||||
work: null,
|
||||
unavailableReason: 'CALENDAR_OR_ACCOUNT_HISTORY',
|
||||
})),
|
||||
role: 'year',
|
||||
},
|
||||
];
|
||||
const states = periods.map((period) => period.meta.sync);
|
||||
const work =
|
||||
states.find((state) => state.state === 'running') ??
|
||||
states.find((state) => state.state === 'failed');
|
||||
const meta = {
|
||||
...investmentResourceMeta({
|
||||
resourceKey: `income/${accountId}/${plan.selected.from}/${plan.selected.to}`,
|
||||
dataRevision: current.meta.dataRevision,
|
||||
availability: current.meta.availability,
|
||||
fetchedAt: current.meta.lastSuccessfulAt
|
||||
? new Date(current.meta.lastSuccessfulAt)
|
||||
: null,
|
||||
freshForMs: current.meta.freshness === 'fresh' ? Infinity : 0,
|
||||
work: work?.id ? { ...work, id: work.id } : null,
|
||||
coverage: current.meta.coverage,
|
||||
dependencies,
|
||||
}),
|
||||
dependencies,
|
||||
};
|
||||
if (current.items === null) return { data: null, meta };
|
||||
assert(current.meta.lastSuccessfulAt);
|
||||
const selected = qualifying(current.items).map((entry) => ({
|
||||
...entry,
|
||||
instrumentKey: `${instrumentKey(entry)}:${entry.payment?.currency ?? ''}`,
|
||||
}));
|
||||
const previous = qualifying(
|
||||
collected.pages[1].flatMap((page) => page.items),
|
||||
);
|
||||
const yearAgo = plan.yearAgo
|
||||
? qualifying(collected.pages[2].flatMap((page) => page.items))
|
||||
: null;
|
||||
const calculatedAt = new Date().toISOString();
|
||||
const base = summaryResponse(
|
||||
accountId,
|
||||
plan.selected,
|
||||
selected,
|
||||
calculatedAt,
|
||||
);
|
||||
return {
|
||||
...base,
|
||||
previous: comparison(selected, plan.previous, previous),
|
||||
yearComparison:
|
||||
plan.yearAgo && yearAgo
|
||||
? comparison(selected, plan.yearAgo, yearAgo)
|
||||
: null,
|
||||
bucketGranularity: plan.granularity,
|
||||
buckets: buckets(plan.selected, plan.granularity, selected),
|
||||
instruments: instruments(selected),
|
||||
entries: selected,
|
||||
data: {
|
||||
...summaryResponse(
|
||||
accountId,
|
||||
plan.selected,
|
||||
selected,
|
||||
current.meta.lastSuccessfulAt,
|
||||
),
|
||||
previous:
|
||||
prior.items === null
|
||||
? null
|
||||
: comparison(selected, plan.previous, qualifying(prior.items)),
|
||||
yearComparison:
|
||||
plan.yearAgo && year?.items !== null && year
|
||||
? comparison(selected, plan.yearAgo, qualifying(year.items))
|
||||
: null,
|
||||
bucketGranularity: plan.granularity,
|
||||
buckets: buckets(plan.selected, plan.granularity, selected),
|
||||
instruments: instruments(selected),
|
||||
entries: selected,
|
||||
},
|
||||
meta,
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
@@ -53,4 +53,18 @@ describe('income period planning', () => {
|
||||
to: new Date('2026-08-27T21:44:18.510Z'),
|
||||
});
|
||||
});
|
||||
it.each([
|
||||
['2024-02-29', '2024-02-28T21:00:00.000Z', '2024-02-29T21:00:00.000Z'],
|
||||
['2025-12-31', '2025-12-30T21:00:00.000Z', '2025-12-31T21:00:00.000Z'],
|
||||
])('maps inclusive %s to one full half-open Moscow day', (date, from, to) => {
|
||||
expect(
|
||||
dateOnlyBounds(
|
||||
{ from: date, to: date },
|
||||
new Date('2026-01-01T12:00:00Z'),
|
||||
),
|
||||
).toEqual({
|
||||
from: new Date(from),
|
||||
to: new Date(to),
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
export { IncomeAnalyticsService } from './income-analytics.service';
|
||||
@@ -0,0 +1 @@
|
||||
export { planIncomePeriod } from './income-period';
|
||||
@@ -8,5 +8,6 @@ import { IncomeAnalyticsService } from './income-analytics.service';
|
||||
imports: [AuthModule, OperationsModule],
|
||||
controllers: [IncomeAnalyticsController],
|
||||
providers: [IncomeAnalyticsService],
|
||||
exports: [IncomeAnalyticsService],
|
||||
})
|
||||
export class IncomeModule {}
|
||||
|
||||
@@ -0,0 +1,113 @@
|
||||
jest.mock('../infrastructure/candle.repository', () => ({
|
||||
CandleRepository: class {},
|
||||
}));
|
||||
jest.mock('./catalog-enrichment.service', () => ({
|
||||
CatalogEnrichmentService: class {},
|
||||
}));
|
||||
jest.mock('../../../../integrations/tbank/tbank.api', () => ({
|
||||
TbankAccessService: class {},
|
||||
TbankClient: class {},
|
||||
}));
|
||||
|
||||
import { CandleService } from './candle.service';
|
||||
|
||||
describe('CandleService forced demand', () => {
|
||||
it.each([false, true])(
|
||||
'reconciles the full range through the latest forced timestamp while force=%s is loading',
|
||||
async (initialForce) => {
|
||||
let entered = () => {};
|
||||
let release = () => {};
|
||||
let complete = () => {};
|
||||
const started = new Promise<void>((resolve) => (entered = resolve));
|
||||
const blocked = new Promise<void>((resolve) => (release = resolve));
|
||||
const finished = new Promise<void>((resolve) => (complete = resolve));
|
||||
let completed = 0;
|
||||
const work = { id: 'work', attemptId: 'attempt' };
|
||||
const repository = {
|
||||
reserve: jest
|
||||
.fn()
|
||||
.mockResolvedValueOnce({ work, launch: true })
|
||||
.mockResolvedValueOnce({
|
||||
work: { id: 'other', attemptId: 'other-attempt' },
|
||||
launch: true,
|
||||
})
|
||||
.mockResolvedValue({ work, launch: false }),
|
||||
read: jest.fn().mockResolvedValue({
|
||||
coverage: [
|
||||
{
|
||||
from: new Date('2026-01-01Z'),
|
||||
to: new Date('2026-02-01Z'),
|
||||
isComplete: true,
|
||||
fetchedAt: new Date('2026-02-01Z'),
|
||||
},
|
||||
],
|
||||
}),
|
||||
stage: jest.fn().mockResolvedValue(true),
|
||||
publish: jest.fn((_attempt, _intent, done = true) => {
|
||||
if (done && ++completed === 2) complete();
|
||||
return Promise.resolve(true);
|
||||
}),
|
||||
fail: jest.fn(),
|
||||
};
|
||||
const sources = {
|
||||
ensureDetail: jest.fn().mockResolvedValue({
|
||||
first_1dayCandleDate: {
|
||||
seconds: String(Date.parse('2026-01-01Z') / 1000),
|
||||
},
|
||||
}),
|
||||
};
|
||||
const upstream = { getCandles: jest.fn().mockResolvedValue([]) };
|
||||
upstream.getCandles.mockImplementationOnce(async () => {
|
||||
entered();
|
||||
await blocked;
|
||||
return [];
|
||||
});
|
||||
const service = new CandleService(
|
||||
repository as never,
|
||||
sources as never,
|
||||
{ tokenForAttempt: jest.fn().mockResolvedValue('token') } as never,
|
||||
upstream as never,
|
||||
{ event: jest.fn() } as never,
|
||||
);
|
||||
const input = {
|
||||
uid: 'uid',
|
||||
instrumentType: 'share' as const,
|
||||
period: 'all' as const,
|
||||
};
|
||||
await service.request(
|
||||
'owner',
|
||||
'revision',
|
||||
input,
|
||||
new Date('2026-02-02T12:00:00Z'),
|
||||
initialForce,
|
||||
2,
|
||||
);
|
||||
await started;
|
||||
const latest = new Date('2026-02-02T13:00:00Z');
|
||||
await service.request(
|
||||
'owner',
|
||||
'revision',
|
||||
{ ...input, uid: 'other' },
|
||||
latest,
|
||||
false,
|
||||
1,
|
||||
);
|
||||
expect(
|
||||
await service.request('owner', 'revision', input, latest, true, 0),
|
||||
).toBe('work');
|
||||
release();
|
||||
await finished;
|
||||
|
||||
expect(upstream.getCandles).toHaveBeenCalledWith(
|
||||
'token',
|
||||
'uid',
|
||||
new Date('2026-01-01Z'),
|
||||
latest,
|
||||
);
|
||||
expect(repository.fail).not.toHaveBeenCalled();
|
||||
expect(
|
||||
upstream.getCandles.mock.calls.map((call: unknown[]) => call[1]),
|
||||
).toEqual(['uid', 'uid', 'other']);
|
||||
},
|
||||
);
|
||||
});
|
||||
@@ -0,0 +1,514 @@
|
||||
import { planInvestmentScreen } from '../../investment-sync-plan';
|
||||
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
|
||||
import {
|
||||
Injectable,
|
||||
NotFoundException,
|
||||
ServiceUnavailableException,
|
||||
} from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { MILLISECONDS_PER_DAY } from '../../../../common/time';
|
||||
import { formatDecimal } from '../../../../common/decimal';
|
||||
import { decimal } from '../../../../integrations/tbank/decimal';
|
||||
import {
|
||||
TbankAccessService,
|
||||
TbankClient,
|
||||
type TbankShare,
|
||||
type TbankSyncAttempt,
|
||||
} from '../../../../integrations/tbank/tbank.api';
|
||||
import { investmentResourceMeta } from '../../investment-resource.mapper';
|
||||
import { CatalogEnrichmentService } from './catalog-enrichment.service';
|
||||
import { CandleRepository } from '../infrastructure/candle.repository';
|
||||
import {
|
||||
candleGaps,
|
||||
candleWindows,
|
||||
utcDay,
|
||||
type CandleRange,
|
||||
} from '../domain/candle-coverage';
|
||||
import { timestamp } from './instrument-market';
|
||||
|
||||
type CandleInput = {
|
||||
uid: string;
|
||||
instrumentType: 'share' | 'bond';
|
||||
period: 'month' | 'halfYear' | 'year' | 'all';
|
||||
range?: CandleRange;
|
||||
};
|
||||
type Producer = {
|
||||
input: CandleInput;
|
||||
attempt: TbankSyncAttempt;
|
||||
now: Date;
|
||||
force: boolean;
|
||||
priority: number;
|
||||
observers: TbankSyncAttempt[];
|
||||
pass?: {
|
||||
now: Date;
|
||||
force: boolean;
|
||||
ranges: CandleRange[];
|
||||
nextWindow: number;
|
||||
};
|
||||
};
|
||||
const months = { month: 1, halfYear: 6, year: 12 };
|
||||
const tailFreshForMs = 60_000;
|
||||
const prefetchReadBatchSize = 100;
|
||||
function scope(input: CandleInput) {
|
||||
return `candles:${input.uid}:${input.period}${input.range ? `:${input.range.from.toISOString()}/${input.range.to.toISOString()}` : ''}`;
|
||||
}
|
||||
function rangeFor(
|
||||
input: CandleInput,
|
||||
instrument: TbankShare,
|
||||
now: Date,
|
||||
): CandleRange {
|
||||
if (input.range) return input.range;
|
||||
const from = utcDay(now);
|
||||
const history = timestamp(instrument.first_1dayCandleDate);
|
||||
if (input.period === 'all') {
|
||||
if (!history)
|
||||
throw new ServiceUnavailableException({
|
||||
code:
|
||||
input.instrumentType === 'share'
|
||||
? 'STOCK_HISTORY_START_UNAVAILABLE'
|
||||
: 'BOND_HISTORY_START_UNAVAILABLE',
|
||||
});
|
||||
from.setTime(utcDay(new Date(history)).valueOf());
|
||||
} else {
|
||||
from.setUTCMonth(from.getUTCMonth() - months[input.period]);
|
||||
if (history && Date.parse(history) > from.valueOf())
|
||||
from.setTime(utcDay(new Date(history)).valueOf());
|
||||
}
|
||||
return { from, to: new Date(utcDay(now).valueOf() + MILLISECONDS_PER_DAY) };
|
||||
}
|
||||
@Injectable()
|
||||
export class CandleService {
|
||||
private readonly runId = randomUUID();
|
||||
private readonly active = new Set<string>();
|
||||
private readonly producers = new Map<string, Producer>();
|
||||
private readonly queue: Producer[] = [];
|
||||
private reservations: Promise<unknown> = Promise.resolve();
|
||||
private running = false;
|
||||
private readonly prefetches = new Map<string, Promise<void>>();
|
||||
constructor(
|
||||
private readonly repository: CandleRepository,
|
||||
private readonly sources: CatalogEnrichmentService,
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly logger: StructuredLogger,
|
||||
) {}
|
||||
|
||||
async read(userId: string, input: CandleInput, observe = false) {
|
||||
const { revision } = await this.access.local(userId);
|
||||
const [detail] = await this.sources.readMany(
|
||||
userId,
|
||||
input.instrumentType,
|
||||
[input.uid],
|
||||
true,
|
||||
['detail'],
|
||||
);
|
||||
if (detail.meta.availability === 'complete' && !detail.instrument)
|
||||
throw new NotFoundException();
|
||||
const now = new Date();
|
||||
const range = detail.instrument
|
||||
? rangeFor(input, detail.instrument, now)
|
||||
: null;
|
||||
const saved = range ? await this.repository.read(input.uid, range) : null;
|
||||
const gaps = range && saved ? candleGaps(range, saved.coverage, now) : [];
|
||||
if (!observe && (!saved || gaps.length))
|
||||
await this.request(userId, revision, input, now);
|
||||
const work = await this.repository.work(userId, revision, scope(input));
|
||||
const fetchedAt =
|
||||
saved?.coverage
|
||||
.map((row) => row.fetchedAt)
|
||||
.sort((a, b) => a.valueOf() - b.valueOf())[0] ?? null;
|
||||
const covered = saved?.coverage.length ? true : false;
|
||||
const completeCoverage = (saved?.coverage ?? [])
|
||||
.filter((row) => row.isComplete || row.from >= utcDay(now))
|
||||
.map((row) => ({ ...row, isComplete: true }));
|
||||
const missing = range ? candleGaps(range, completeCoverage, now) : [];
|
||||
const complete = Boolean(saved && range && !missing.length);
|
||||
const publicRange = (value: CandleRange) => ({
|
||||
from: value.from.toISOString(),
|
||||
to: value.to.toISOString(),
|
||||
});
|
||||
return {
|
||||
data:
|
||||
!saved || !covered
|
||||
? null
|
||||
: {
|
||||
candles: saved.data,
|
||||
currency:
|
||||
input.instrumentType === 'share'
|
||||
? detail.instrument?.currency?.toUpperCase() || null
|
||||
: null,
|
||||
historyFrom: timestamp(detail?.instrument?.first_1dayCandleDate),
|
||||
observedAt: fetchedAt?.toISOString() ?? now.toISOString(),
|
||||
},
|
||||
meta: investmentResourceMeta({
|
||||
resourceKey: scope(input),
|
||||
dataRevision: saved?.dataRevision ?? '0',
|
||||
availability: !covered ? 'missing' : complete ? 'complete' : 'partial',
|
||||
fetchedAt,
|
||||
freshForMs: Number.POSITIVE_INFINITY,
|
||||
work,
|
||||
coverage: {
|
||||
requested: range ? [publicRange(range)] : [],
|
||||
completeRanges: range
|
||||
? completeCoverage.flatMap((row) => {
|
||||
const from = new Date(
|
||||
Math.max(row.from.valueOf(), range.from.valueOf()),
|
||||
);
|
||||
const to = new Date(
|
||||
Math.min(row.to.valueOf(), range.to.valueOf()),
|
||||
);
|
||||
return from < to ? [publicRange({ from, to })] : [];
|
||||
})
|
||||
: [],
|
||||
missingRanges: missing.map(publicRange),
|
||||
asOf: fetchedAt?.toISOString() ?? null,
|
||||
historyBoundary: timestamp(detail?.instrument?.first_1dayCandleDate)
|
||||
? 'known'
|
||||
: 'unknown',
|
||||
historyState: complete
|
||||
? 'complete'
|
||||
: work?.state === 'failed'
|
||||
? 'failed'
|
||||
: work?.state === 'running'
|
||||
? 'loading'
|
||||
: covered
|
||||
? 'partial'
|
||||
: 'missing',
|
||||
},
|
||||
dependencies: [
|
||||
detail.meta,
|
||||
...(saved?.coverage ?? []).map((row) =>
|
||||
investmentResourceMeta({
|
||||
resourceKey: `${scope(input)}/${row.from.toISOString()}/${row.to.toISOString()}`,
|
||||
dataRevision: String(row.dataRevision),
|
||||
availability: 'complete',
|
||||
fetchedAt: row.fetchedAt,
|
||||
freshForMs: row.isComplete
|
||||
? Number.POSITIVE_INFINITY
|
||||
: tailFreshForMs,
|
||||
work: null,
|
||||
}),
|
||||
),
|
||||
],
|
||||
}),
|
||||
};
|
||||
}
|
||||
|
||||
prefetch(
|
||||
userId: string,
|
||||
revision: string,
|
||||
positions: { instrumentUid?: string | null; type: string }[],
|
||||
) {
|
||||
const key = JSON.stringify([
|
||||
userId,
|
||||
revision,
|
||||
positions
|
||||
.map((position) => [position.instrumentUid, position.type])
|
||||
.sort(),
|
||||
]);
|
||||
const existing = this.prefetches.get(key);
|
||||
if (existing) return existing;
|
||||
const work = this.prefetchPositions(userId, revision, positions).finally(
|
||||
() => this.prefetches.delete(key),
|
||||
);
|
||||
this.prefetches.set(key, work);
|
||||
return work;
|
||||
}
|
||||
|
||||
private async prefetchPositions(
|
||||
userId: string,
|
||||
revision: string,
|
||||
positions: { instrumentUid?: string | null; type: string }[],
|
||||
) {
|
||||
const now = new Date();
|
||||
const unique = new Map(
|
||||
positions
|
||||
.filter(
|
||||
(position) =>
|
||||
position.instrumentUid && ['STOCK', 'BOND'].includes(position.type),
|
||||
)
|
||||
.map((position) => [position.instrumentUid ?? '', position]),
|
||||
);
|
||||
const details: Awaited<ReturnType<CatalogEnrichmentService['readMany']>> =
|
||||
[];
|
||||
const coverage: Awaited<ReturnType<CandleRepository['coverage']>> = [];
|
||||
for (const instrumentType of ['share', 'bond'] as const) {
|
||||
const uids = [...unique]
|
||||
.filter(
|
||||
([, position]) =>
|
||||
position.type === (instrumentType === 'share' ? 'STOCK' : 'BOND'),
|
||||
)
|
||||
.map(([uid]) => uid);
|
||||
for (
|
||||
let offset = 0;
|
||||
offset < uids.length;
|
||||
offset += prefetchReadBatchSize
|
||||
) {
|
||||
const batch = uids.slice(offset, offset + prefetchReadBatchSize);
|
||||
details.push(
|
||||
...(await this.sources.readMany(userId, instrumentType, batch, true, [
|
||||
'detail',
|
||||
])),
|
||||
);
|
||||
coverage.push(...(await this.repository.coverage(batch)));
|
||||
}
|
||||
}
|
||||
const byUid = new Map(details.map((detail) => [detail.input.uid, detail]));
|
||||
for (const [uid, position] of unique) {
|
||||
const instrumentType: CandleInput['instrumentType'] =
|
||||
position.type === 'STOCK' ? 'share' : 'bond';
|
||||
const detail = byUid.get(uid);
|
||||
const history = timestamp(detail?.instrument?.first_1dayCandleDate);
|
||||
const plan = planInvestmentScreen(
|
||||
{ screen: 'account' },
|
||||
{
|
||||
membershipKnown: true,
|
||||
accounts: [],
|
||||
instruments: [
|
||||
{
|
||||
uid,
|
||||
type: position.type as 'STOCK' | 'BOND',
|
||||
historyFrom: history ? new Date(history) : null,
|
||||
},
|
||||
],
|
||||
},
|
||||
now,
|
||||
);
|
||||
if (
|
||||
!detail?.instrument ||
|
||||
plan.sources.some((source) => source.kind === 'candles')
|
||||
) {
|
||||
const input = { uid, instrumentType, period: 'all' as const };
|
||||
const range =
|
||||
detail?.instrument && history
|
||||
? rangeFor(input, detail.instrument, now)
|
||||
: null;
|
||||
if (
|
||||
!range ||
|
||||
candleGaps(
|
||||
range,
|
||||
coverage.filter((row) => row.instrumentUid === uid),
|
||||
now,
|
||||
).length
|
||||
)
|
||||
await this.request(userId, revision, input, now, false, 2);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
request(
|
||||
userId: string,
|
||||
revision: string,
|
||||
input: CandleInput,
|
||||
now = new Date(),
|
||||
force = false,
|
||||
priority = 1,
|
||||
) {
|
||||
const pending = this.reservations.then(async () => {
|
||||
const reserved = await this.repository.reserve(
|
||||
{ userId, revision },
|
||||
scope(input),
|
||||
{
|
||||
uid: input.uid,
|
||||
instrumentType: input.instrumentType,
|
||||
ranges: [],
|
||||
period: input.period,
|
||||
now: now.toISOString(),
|
||||
force,
|
||||
},
|
||||
this.runId,
|
||||
this.active,
|
||||
priority,
|
||||
);
|
||||
if (!reserved) return null;
|
||||
const attempt = {
|
||||
userId,
|
||||
revision,
|
||||
id: reserved.work.id,
|
||||
attemptId: reserved.work.attemptId,
|
||||
};
|
||||
const producer = this.producers.get(scope(input));
|
||||
if (producer) {
|
||||
producer.force ||= force;
|
||||
producer.priority = Math.min(producer.priority, priority);
|
||||
if (force && now > producer.now) producer.now = now;
|
||||
}
|
||||
if (reserved.launch) {
|
||||
this.active.add(attempt.attemptId);
|
||||
if (producer) producer.observers.push(attempt);
|
||||
else {
|
||||
const next = { input, attempt, now, force, priority, observers: [] };
|
||||
this.producers.set(scope(input), next);
|
||||
this.queue.push(next);
|
||||
}
|
||||
if (!this.running) {
|
||||
this.running = true;
|
||||
setImmediate(() => {
|
||||
void this.drain();
|
||||
});
|
||||
}
|
||||
}
|
||||
return attempt.id;
|
||||
});
|
||||
this.reservations = pending.catch(() => undefined);
|
||||
return pending;
|
||||
}
|
||||
|
||||
private async load(producer: Producer) {
|
||||
const { input, attempt } = producer;
|
||||
const instrument = await this.sources.ensureDetail(
|
||||
attempt.userId,
|
||||
attempt.revision,
|
||||
input.instrumentType,
|
||||
input.uid,
|
||||
);
|
||||
if (!instrument) throw new NotFoundException();
|
||||
let pass = producer.pass;
|
||||
if (!pass || (producer.force && (!pass.force || producer.now > pass.now))) {
|
||||
const { now, force } = producer;
|
||||
const range = rangeFor(input, instrument, now);
|
||||
const saved = await this.repository.read(input.uid, range);
|
||||
pass = producer.pass = {
|
||||
now,
|
||||
force,
|
||||
ranges: (force ? [range] : candleGaps(range, saved.coverage, now))
|
||||
.flatMap(candleWindows)
|
||||
.reverse(),
|
||||
nextWindow: 0,
|
||||
};
|
||||
}
|
||||
const { ranges, now, force } = pass;
|
||||
const index = pass.nextWindow;
|
||||
let window = ranges[index];
|
||||
if (window && !force) {
|
||||
const latest = await this.repository.read(input.uid, window);
|
||||
const gaps = candleGaps(window, latest.coverage, now)
|
||||
.flatMap(candleWindows)
|
||||
.reverse();
|
||||
ranges.splice(index, 1, ...gaps);
|
||||
window = ranges[index];
|
||||
}
|
||||
if (window) {
|
||||
const token = await this.access.tokenForAttempt(attempt);
|
||||
if (!token) return false;
|
||||
const candles = await this.tbank.getCandles(
|
||||
token,
|
||||
input.uid,
|
||||
window.from,
|
||||
new Date(Math.min(window.to.valueOf(), now.valueOf())),
|
||||
);
|
||||
const rows = candles.flatMap((candle) => {
|
||||
const time = timestamp(candle.time);
|
||||
if (!time || !candle.close) throw new Error('Invalid candle response');
|
||||
return [
|
||||
{
|
||||
time,
|
||||
close: formatDecimal(decimal(candle.close)),
|
||||
isComplete: candle.isComplete === true,
|
||||
},
|
||||
];
|
||||
});
|
||||
if (!(await this.repository.stage(attempt, window, rows, now)))
|
||||
return false;
|
||||
if (
|
||||
!force &&
|
||||
!(await this.repository.publish(
|
||||
attempt,
|
||||
{ uid: input.uid, ranges: [window] },
|
||||
false,
|
||||
))
|
||||
)
|
||||
return false;
|
||||
pass.nextWindow = index + 1;
|
||||
if (pass.nextWindow < ranges.length) return null;
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
private async drain() {
|
||||
try {
|
||||
while (this.queue.length) {
|
||||
this.queue.sort((a, b) => a.priority - b.priority);
|
||||
const producer = this.queue.shift();
|
||||
if (!producer) break;
|
||||
let success = false;
|
||||
let code = 'TBANK_UNAVAILABLE';
|
||||
try {
|
||||
const result = await this.load(producer);
|
||||
if (result === null) {
|
||||
this.queue.push(producer);
|
||||
continue;
|
||||
}
|
||||
success = result;
|
||||
} catch (error) {
|
||||
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
|
||||
await this.access.rejectMembershipToken(producer.attempt);
|
||||
if (error instanceof ServiceUnavailableException) {
|
||||
const response = error.getResponse();
|
||||
if (
|
||||
typeof response === 'object' &&
|
||||
'code' in response &&
|
||||
typeof response.code === 'string'
|
||||
)
|
||||
code = response.code;
|
||||
}
|
||||
}
|
||||
// Seal publication with reservations so a late forced join cannot be
|
||||
// acknowledged after the final demand check but before work completion.
|
||||
const finished = this.reservations.then(async () => {
|
||||
const pass = producer.pass;
|
||||
if (success && pass) {
|
||||
if (producer.force && (!pass.force || producer.now > pass.now))
|
||||
return false;
|
||||
try {
|
||||
success = await this.repository.publish(producer.attempt, {
|
||||
uid: producer.input.uid,
|
||||
ranges: pass.force ? pass.ranges : [],
|
||||
});
|
||||
} catch {
|
||||
success = false;
|
||||
}
|
||||
}
|
||||
if (!success) await this.repository.fail(producer.attempt, code);
|
||||
this.active.delete(producer.attempt.attemptId);
|
||||
for (const observer of producer.observers) {
|
||||
if (
|
||||
!success ||
|
||||
!(await this.repository.completeObserver(
|
||||
observer,
|
||||
producer.attempt,
|
||||
))
|
||||
)
|
||||
await this.repository.fail(observer, code);
|
||||
this.active.delete(observer.attemptId);
|
||||
}
|
||||
this.producers.delete(scope(producer.input));
|
||||
return true;
|
||||
});
|
||||
this.reservations = finished.catch(() => undefined);
|
||||
if (!(await finished)) {
|
||||
this.queue.push(producer);
|
||||
continue;
|
||||
}
|
||||
if (success && !producer.force && producer.input.period !== 'all')
|
||||
await this.request(
|
||||
producer.attempt.userId,
|
||||
producer.attempt.revision,
|
||||
{ ...producer.input, period: 'all' },
|
||||
producer.now,
|
||||
false,
|
||||
2,
|
||||
);
|
||||
}
|
||||
} catch {
|
||||
this.logger.event('error', 'candles.persistence-failed', {
|
||||
code: 'TBANK_UNAVAILABLE',
|
||||
});
|
||||
} finally {
|
||||
this.active.clear();
|
||||
this.producers.clear();
|
||||
this.queue.length = 0;
|
||||
this.running = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,390 @@
|
||||
import { CatalogEnrichmentService } from './catalog-enrichment.service';
|
||||
import {
|
||||
Injectable,
|
||||
NotFoundException,
|
||||
ConflictException,
|
||||
} from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
|
||||
import {
|
||||
TbankAccessService,
|
||||
TbankClient,
|
||||
tbankSourceNeedsRefresh,
|
||||
tbankSourceTtlMs,
|
||||
type TbankSyncAttempt,
|
||||
} from '../../../../integrations/tbank/tbank.api';
|
||||
import { investmentResourceMeta } from '../../investment-resource.mapper';
|
||||
import {
|
||||
CatalogDiscoveryRepository,
|
||||
catalogQuery,
|
||||
catalogScope,
|
||||
type CatalogQuery,
|
||||
} from '../infrastructure/catalog-discovery.repository';
|
||||
import {
|
||||
catalogSearchLimit,
|
||||
selectCatalogInstruments,
|
||||
} from './catalog-selection';
|
||||
|
||||
const tickerAmbiguityLimit = 2;
|
||||
|
||||
type Producer = {
|
||||
input: CatalogQuery;
|
||||
attempt: TbankSyncAttempt;
|
||||
observers: TbankSyncAttempt[];
|
||||
force: boolean;
|
||||
};
|
||||
@Injectable()
|
||||
export class CatalogDiscoveryService {
|
||||
private readonly runId = randomUUID();
|
||||
private readonly active = new Set<string>();
|
||||
private readonly producers = new Map<string, Producer>();
|
||||
private readonly queue: Producer[] = [];
|
||||
private reservations: Promise<unknown> = Promise.resolve();
|
||||
private running = false;
|
||||
private readonly completions = new Map<
|
||||
string,
|
||||
{ workId: string; done: Promise<void>; resolve: () => void }
|
||||
>();
|
||||
constructor(
|
||||
private readonly repository: CatalogDiscoveryRepository,
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly logger: StructuredLogger,
|
||||
private readonly enrichment: CatalogEnrichmentService,
|
||||
) {}
|
||||
|
||||
async read(userId: string, input: CatalogQuery, observe = false) {
|
||||
input = catalogQuery(input);
|
||||
const connection = await this.access.local(userId);
|
||||
const saved = await this.repository.read(input);
|
||||
if (!observe) await this.request(userId, connection.revision, input);
|
||||
return {
|
||||
data: saved.data,
|
||||
meta: investmentResourceMeta({
|
||||
resourceKey: catalogScope(input),
|
||||
dataRevision: saved.dataRevision,
|
||||
availability: saved.data === null ? 'missing' : 'complete',
|
||||
fetchedAt: saved.fetchedAt,
|
||||
freshForMs: tbankSourceTtlMs.catalog,
|
||||
work: await this.repository.work(userId, connection.revision, input),
|
||||
}),
|
||||
};
|
||||
}
|
||||
|
||||
async search(userId: string, input: CatalogQuery, observe = false) {
|
||||
const discovery = await this.read(userId, input, observe);
|
||||
const sources = discovery.data
|
||||
? await this.enrichment.readMany(
|
||||
userId,
|
||||
input.instrumentType,
|
||||
discovery.data.map((item) => item.uid),
|
||||
observe,
|
||||
)
|
||||
: [];
|
||||
const dependencies = [
|
||||
discovery.meta,
|
||||
...sources.map((source) => source.meta),
|
||||
];
|
||||
return {
|
||||
data:
|
||||
discovery.data?.map((short) => ({
|
||||
...short,
|
||||
detail:
|
||||
sources.find(
|
||||
(source) =>
|
||||
source.input.uid === short.uid &&
|
||||
source.input.kind === 'detail',
|
||||
)?.instrument ?? null,
|
||||
price:
|
||||
sources.find(
|
||||
(source) =>
|
||||
source.input.uid === short.uid &&
|
||||
source.input.kind === 'last-price',
|
||||
)?.price ?? null,
|
||||
})) ?? null,
|
||||
meta: investmentResourceMeta({
|
||||
resourceKey: `search:${catalogScope(catalogQuery(input))}`,
|
||||
dataRevision: dependencies
|
||||
.map((dependency) => dependency.dataRevision)
|
||||
.join('/'),
|
||||
availability:
|
||||
discovery.data === null
|
||||
? 'missing'
|
||||
: sources.every((source) => source.meta.availability === 'complete')
|
||||
? 'complete'
|
||||
: 'partial',
|
||||
fetchedAt: discovery.meta.lastSuccessfulAt
|
||||
? new Date(discovery.meta.lastSuccessfulAt)
|
||||
: null,
|
||||
freshForMs: tbankSourceTtlMs.catalog,
|
||||
work: discovery.meta.sync.id
|
||||
? {
|
||||
id: discovery.meta.sync.id,
|
||||
state: discovery.meta.sync.state,
|
||||
errorCode: discovery.meta.sync.errorCode,
|
||||
}
|
||||
: null,
|
||||
dependencies,
|
||||
}),
|
||||
};
|
||||
}
|
||||
|
||||
async detail(
|
||||
userId: string,
|
||||
instrumentType: 'share' | 'bond',
|
||||
uid: string,
|
||||
observe = false,
|
||||
) {
|
||||
const sources = await this.enrichment.readMany(
|
||||
userId,
|
||||
instrumentType,
|
||||
[uid],
|
||||
observe,
|
||||
['detail'],
|
||||
);
|
||||
const source = sources[0];
|
||||
if (source.meta.availability === 'complete' && !source.instrument)
|
||||
throw new NotFoundException();
|
||||
const instrument = source.instrument;
|
||||
let slug = uid;
|
||||
const dependencies = [source.meta];
|
||||
if (
|
||||
instrument?.ticker &&
|
||||
/^[A-Za-z0-9][A-Za-z0-9._@+-]{0,79}$/.test(instrument.ticker)
|
||||
) {
|
||||
const alias = await this.read(
|
||||
userId,
|
||||
{ instrumentType, query: instrument.ticker, exactTicker: true },
|
||||
observe,
|
||||
);
|
||||
if (alias.data?.length === 1 && alias.data[0].uid === uid)
|
||||
slug = instrument.ticker.toUpperCase();
|
||||
dependencies.push(alias.meta);
|
||||
}
|
||||
return {
|
||||
data: instrument ? { ...instrument, uid, slug } : null,
|
||||
meta: investmentResourceMeta({
|
||||
resourceKey: `${instrumentType}/detail/${uid}`,
|
||||
dataRevision: dependencies
|
||||
.map((dependency) => dependency.dataRevision)
|
||||
.join('/'),
|
||||
availability: source.meta.availability,
|
||||
fetchedAt: source.meta.lastSuccessfulAt
|
||||
? new Date(source.meta.lastSuccessfulAt)
|
||||
: null,
|
||||
freshForMs: tbankSourceTtlMs.metadata,
|
||||
work: source.meta.sync.id
|
||||
? {
|
||||
id: source.meta.sync.id,
|
||||
state: source.meta.sync.state,
|
||||
errorCode: source.meta.sync.errorCode,
|
||||
}
|
||||
: null,
|
||||
dependencies,
|
||||
}),
|
||||
};
|
||||
}
|
||||
|
||||
async byTicker(
|
||||
userId: string,
|
||||
instrumentType: 'share' | 'bond',
|
||||
ticker: string,
|
||||
observe = false,
|
||||
) {
|
||||
const lookup = await this.read(
|
||||
userId,
|
||||
{ instrumentType, query: ticker, exactTicker: true },
|
||||
observe,
|
||||
);
|
||||
if (lookup.data?.length === 0) throw new NotFoundException();
|
||||
if (lookup.data && lookup.data.length > 1)
|
||||
throw new ConflictException({
|
||||
code:
|
||||
instrumentType === 'share'
|
||||
? 'STOCK_TICKER_AMBIGUOUS'
|
||||
: 'BOND_TICKER_AMBIGUOUS',
|
||||
});
|
||||
const result = lookup.data
|
||||
? await this.detail(userId, instrumentType, lookup.data[0].uid, observe)
|
||||
: null;
|
||||
const dependencies = [lookup.meta, ...(result ? [result.meta] : [])];
|
||||
return {
|
||||
data: result?.data
|
||||
? { ...result.data, slug: ticker.trim().toUpperCase() }
|
||||
: null,
|
||||
meta: investmentResourceMeta({
|
||||
resourceKey: `${instrumentType}/ticker/${ticker.trim().toUpperCase()}`,
|
||||
dataRevision: dependencies
|
||||
.map((dependency) => dependency.dataRevision)
|
||||
.join('/'),
|
||||
availability: result?.meta.availability ?? 'missing',
|
||||
fetchedAt: lookup.meta.lastSuccessfulAt
|
||||
? new Date(lookup.meta.lastSuccessfulAt)
|
||||
: null,
|
||||
freshForMs: tbankSourceTtlMs.metadata,
|
||||
work: lookup.meta.sync.id
|
||||
? {
|
||||
id: lookup.meta.sync.id,
|
||||
state: lookup.meta.sync.state,
|
||||
errorCode: lookup.meta.sync.errorCode,
|
||||
}
|
||||
: null,
|
||||
dependencies,
|
||||
}),
|
||||
};
|
||||
}
|
||||
|
||||
request(
|
||||
userId: string,
|
||||
revision: string,
|
||||
query: CatalogQuery,
|
||||
force = false,
|
||||
) {
|
||||
const input = catalogQuery(query);
|
||||
const reserved = this.reservations.then(async () => {
|
||||
const saved = await this.repository.read(input);
|
||||
if (
|
||||
!tbankSourceNeedsRefresh('catalog', saved.fetchedAt, new Date(), force)
|
||||
)
|
||||
return null;
|
||||
const reservation = await this.repository.reserve(
|
||||
{ userId, revision },
|
||||
input,
|
||||
this.runId,
|
||||
this.active,
|
||||
);
|
||||
if (!reservation) return null;
|
||||
const { id, attemptId } = reservation.work;
|
||||
if (!reservation.launch) {
|
||||
const current = this.producers.get(catalogScope(input));
|
||||
if (current) current.force ||= force;
|
||||
return id;
|
||||
}
|
||||
const attempt = { userId, revision, id, attemptId };
|
||||
this.active.add(attemptId);
|
||||
let resolve = () => {};
|
||||
const done = new Promise<void>((finish) => {
|
||||
resolve = finish;
|
||||
});
|
||||
this.completions.set(attemptId, { workId: id, done, resolve });
|
||||
const key = catalogScope(input);
|
||||
const producer = this.producers.get(key);
|
||||
if (producer) {
|
||||
producer.observers.push(attempt);
|
||||
producer.force ||= force;
|
||||
} else {
|
||||
const queued = { input, attempt, observers: [], force };
|
||||
this.producers.set(key, queued);
|
||||
this.queue.push(queued);
|
||||
}
|
||||
if (!this.running) {
|
||||
this.running = true;
|
||||
setImmediate(() => {
|
||||
void this.drain();
|
||||
});
|
||||
}
|
||||
return id;
|
||||
});
|
||||
this.reservations = reserved.catch(() => undefined);
|
||||
return reserved;
|
||||
}
|
||||
|
||||
async refresh(userId: string, revision: string, query: CatalogQuery) {
|
||||
const id = await this.request(userId, revision, query, true);
|
||||
if (id)
|
||||
await Promise.all(
|
||||
[...this.completions.values()]
|
||||
.filter((entry) => entry.workId === id)
|
||||
.map((entry) => entry.done),
|
||||
);
|
||||
const saved = await this.repository.read(catalogQuery(query));
|
||||
const sources = await this.enrichment.readMany(
|
||||
userId,
|
||||
query.instrumentType,
|
||||
saved.data?.map((item) => item.uid) ?? [],
|
||||
true,
|
||||
);
|
||||
return [
|
||||
...(id ? [id] : []),
|
||||
...sources.flatMap((source) =>
|
||||
source.meta.sync.id ? [source.meta.sync.id] : [],
|
||||
),
|
||||
];
|
||||
}
|
||||
|
||||
private async drain() {
|
||||
try {
|
||||
while (this.queue.length) {
|
||||
const producer = this.queue.shift();
|
||||
if (!producer) break;
|
||||
const { input, attempt } = producer;
|
||||
let success = false;
|
||||
try {
|
||||
const token = await this.access.tokenForAttempt(attempt);
|
||||
if (token) {
|
||||
const found =
|
||||
input.instrumentType === 'share'
|
||||
? await this.tbank.findShares(token, input.query)
|
||||
: await this.tbank.findBonds(token, input.query);
|
||||
success = await this.repository.publish(
|
||||
attempt,
|
||||
input,
|
||||
selectCatalogInstruments(
|
||||
input.exactTicker
|
||||
? found.filter(
|
||||
(item) =>
|
||||
item.ticker?.trim().toUpperCase() === input.query,
|
||||
)
|
||||
: found,
|
||||
input.query,
|
||||
input.instrumentType,
|
||||
).slice(
|
||||
0,
|
||||
input.exactTicker ? tickerAmbiguityLimit : catalogSearchLimit,
|
||||
),
|
||||
new Date(),
|
||||
);
|
||||
}
|
||||
} catch (error) {
|
||||
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
|
||||
await this.access.rejectMembershipToken(attempt);
|
||||
else
|
||||
this.logger.event('warn', 'catalog-discovery.failed', {
|
||||
code: 'TBANK_UNAVAILABLE',
|
||||
});
|
||||
}
|
||||
if (success) {
|
||||
const saved = await this.repository.read(input);
|
||||
for (const observer of [attempt, ...producer.observers])
|
||||
if (!input.exactTicker || saved.data?.length === 1)
|
||||
await this.enrichment.requestMany(
|
||||
observer.userId,
|
||||
observer.revision,
|
||||
input.instrumentType,
|
||||
saved.data?.map((item) => item.uid) ?? [],
|
||||
producer.force,
|
||||
input.exactTicker ? ['detail'] : ['last-price', 'detail'],
|
||||
);
|
||||
}
|
||||
this.producers.delete(catalogScope(input));
|
||||
for (const observer of [attempt, ...producer.observers]) {
|
||||
await this.repository.finish(observer, success);
|
||||
this.active.delete(observer.attemptId);
|
||||
this.completions.get(observer.attemptId)?.resolve();
|
||||
this.completions.delete(observer.attemptId);
|
||||
}
|
||||
}
|
||||
} 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-discovery.persistence-failed', {
|
||||
code: 'TBANK_UNAVAILABLE',
|
||||
});
|
||||
} finally {
|
||||
this.running = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,663 @@
|
||||
import type { MoexBondEvent } from '../../../../integrations/moex/moex.api';
|
||||
import { CandleRepository } from '../infrastructure/candle.repository';
|
||||
import { candleGaps, utcDay } from '../domain/candle-coverage';
|
||||
import {
|
||||
decimalFromString,
|
||||
divide,
|
||||
formatDecimal,
|
||||
} from '../../../../common/decimal';
|
||||
import { decimal } from '../../../../integrations/tbank/decimal';
|
||||
import {
|
||||
MILLISECONDS_PER_DAY,
|
||||
MILLISECONDS_PER_SECOND,
|
||||
} from '../../../../common/time';
|
||||
import { MoexClient } from '../../../../integrations/moex/moex.api';
|
||||
import { NcrRatingsClient } from '../../../../integrations/ncr/ncr.api';
|
||||
import { previousClose, timestamp } from './instrument-market';
|
||||
import { Injectable, NotFoundException } from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
|
||||
import {
|
||||
TbankAccessService,
|
||||
TbankClient,
|
||||
tbankSourceNeedsRefresh,
|
||||
tbankSourceTtlMs,
|
||||
type TbankBond,
|
||||
type TbankCandle,
|
||||
type TbankCoupon,
|
||||
type TbankDividend,
|
||||
type TbankFundamentals,
|
||||
type TbankLastPrice,
|
||||
type TbankShare,
|
||||
type TbankSyncAttempt,
|
||||
} from '../../../../integrations/tbank/tbank.api';
|
||||
import { investmentResourceMeta } from '../../investment-resource.mapper';
|
||||
import {
|
||||
CatalogDiscoveryRepository,
|
||||
catalogScope,
|
||||
type CatalogSource,
|
||||
} from '../infrastructure/catalog-discovery.repository';
|
||||
import { catalogSearchLimit } from './catalog-selection';
|
||||
|
||||
type Producer = {
|
||||
input: CatalogSource;
|
||||
attempt: TbankSyncAttempt;
|
||||
observers: { attempt: TbankSyncAttempt; input: CatalogSource }[];
|
||||
};
|
||||
@Injectable()
|
||||
export class CatalogEnrichmentService {
|
||||
private readonly runId = randomUUID();
|
||||
private readonly active = new Set<string>();
|
||||
private readonly producers = new Map<string, Producer>();
|
||||
private readonly queue: Producer[] = [];
|
||||
private reservations: Promise<unknown> = Promise.resolve();
|
||||
private running = false;
|
||||
private readonly completions = new Map<
|
||||
string,
|
||||
{ workId: string; done: Promise<void>; resolve: () => void }
|
||||
>();
|
||||
|
||||
async ensureDetail(
|
||||
userId: string,
|
||||
revision: string,
|
||||
instrumentType: 'share' | 'bond',
|
||||
uid: string,
|
||||
) {
|
||||
const ids = await this.requestMany(
|
||||
userId,
|
||||
revision,
|
||||
instrumentType,
|
||||
[uid],
|
||||
false,
|
||||
['detail'],
|
||||
);
|
||||
await Promise.all(
|
||||
[...this.completions.values()]
|
||||
.filter((entry) => ids.includes(entry.workId))
|
||||
.map((entry) => entry.done),
|
||||
);
|
||||
const rows = await this.repository.readSources([
|
||||
{ instrumentType, uid, kind: 'detail' },
|
||||
]);
|
||||
if (!rows.length) throw new Error('Instrument dependency missing');
|
||||
return (rows[0].payload as CatalogPayload).instrument ?? null;
|
||||
}
|
||||
constructor(
|
||||
private readonly repository: CatalogDiscoveryRepository,
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly logger: StructuredLogger,
|
||||
private readonly moex: MoexClient,
|
||||
private readonly ratings: NcrRatingsClient,
|
||||
private readonly candles: CandleRepository,
|
||||
) {}
|
||||
|
||||
async readMany(
|
||||
userId: string,
|
||||
instrumentType: 'share' | 'bond',
|
||||
uids: string[],
|
||||
observe: boolean,
|
||||
kinds: CatalogSource['kind'][] = ['last-price', 'detail'],
|
||||
range?: {
|
||||
from: string;
|
||||
to: string;
|
||||
ticker?: string;
|
||||
tickers?: Record<string, string>;
|
||||
},
|
||||
) {
|
||||
const { revision } = await this.access.local(userId);
|
||||
const inputs = sourceInputs(instrumentType, uids, kinds, range);
|
||||
const rows = inputs.length ? await this.repository.readSources(inputs) : [];
|
||||
if (!observe)
|
||||
await this.requestMany(
|
||||
userId,
|
||||
revision,
|
||||
instrumentType,
|
||||
uids,
|
||||
false,
|
||||
kinds,
|
||||
range,
|
||||
);
|
||||
const work = inputs.length
|
||||
? await this.repository.workMany(userId, revision, inputs)
|
||||
: [];
|
||||
const byScope = new Map(work.map((row) => [row.scopeKey, row]));
|
||||
return inputs.map((input) => {
|
||||
const row = rows.find(
|
||||
(entry) =>
|
||||
entry.instrumentUid === input.uid && entry.kind === input.kind,
|
||||
);
|
||||
const payload = row?.payload as CatalogPayload | undefined;
|
||||
return {
|
||||
input,
|
||||
version: row
|
||||
? {
|
||||
instrumentUid: row.instrumentUid,
|
||||
source: row.source,
|
||||
kind: row.kind,
|
||||
rangeKey: row.rangeKey,
|
||||
dataRevision: row.dataRevision,
|
||||
fetchedAt: row.fetchedAt,
|
||||
}
|
||||
: null,
|
||||
payload,
|
||||
instrument: payload?.instrument ?? null,
|
||||
price: payload?.price ?? null,
|
||||
meta: investmentResourceMeta({
|
||||
resourceKey: catalogScope(input),
|
||||
dataRevision: String(row?.dataRevision ?? 0),
|
||||
availability: row ? 'complete' : 'missing',
|
||||
fetchedAt: row?.fetchedAt ?? null,
|
||||
freshForMs: tbankSourceTtlMs[sourcePolicy(input.kind)],
|
||||
work: byScope.get(catalogScope(input)) ?? null,
|
||||
}),
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
requestMany(
|
||||
userId: string,
|
||||
revision: string,
|
||||
instrumentType: 'share' | 'bond',
|
||||
uids: string[],
|
||||
force = false,
|
||||
kinds: CatalogSource['kind'][] = ['last-price', 'detail'],
|
||||
range?: {
|
||||
from: string;
|
||||
to: string;
|
||||
ticker?: string;
|
||||
tickers?: Record<string, string>;
|
||||
},
|
||||
) {
|
||||
const inputs = sourceInputs(instrumentType, uids, kinds, range);
|
||||
const reservation = this.reservations.then(async () => {
|
||||
const rows = inputs.length
|
||||
? await this.repository.readSources(inputs)
|
||||
: [];
|
||||
const ids: string[] = [];
|
||||
for (const input of inputs) {
|
||||
const row = rows.find(
|
||||
(entry) =>
|
||||
entry.instrumentUid === input.uid && entry.kind === input.kind,
|
||||
);
|
||||
if (
|
||||
!tbankSourceNeedsRefresh(
|
||||
sourcePolicy(input.kind),
|
||||
row?.fetchedAt ?? null,
|
||||
new Date(),
|
||||
force,
|
||||
)
|
||||
)
|
||||
continue;
|
||||
const reserved = await this.repository.reserve(
|
||||
{ userId, revision },
|
||||
input,
|
||||
this.runId,
|
||||
this.active,
|
||||
);
|
||||
if (!reserved) continue;
|
||||
const { id, attemptId } = reserved.work;
|
||||
ids.push(id);
|
||||
if (!reserved.launch) continue;
|
||||
const attempt = { userId, revision, id, attemptId };
|
||||
this.active.add(attemptId);
|
||||
let resolve = () => {};
|
||||
const done = new Promise<void>((finish) => {
|
||||
resolve = finish;
|
||||
});
|
||||
this.completions.set(attemptId, { workId: id, done, resolve });
|
||||
const key = producerKey(input);
|
||||
const producer = this.producers.get(key);
|
||||
if (producer) producer.observers.push({ attempt, input });
|
||||
else {
|
||||
const queued = { input, attempt, observers: [] };
|
||||
this.producers.set(key, queued);
|
||||
this.queue.push(queued);
|
||||
}
|
||||
}
|
||||
if (this.queue.length && !this.running) {
|
||||
this.running = true;
|
||||
setImmediate(() => {
|
||||
void this.drain();
|
||||
});
|
||||
}
|
||||
return ids;
|
||||
});
|
||||
this.reservations = reservation.catch(() => undefined);
|
||||
return reservation;
|
||||
}
|
||||
|
||||
async section(
|
||||
userId: string,
|
||||
instrumentType: 'share' | 'bond',
|
||||
uid: string,
|
||||
section: 'quote' | 'company' | 'metrics',
|
||||
observe = false,
|
||||
) {
|
||||
const kinds: CatalogSource['kind'][] =
|
||||
section === 'company'
|
||||
? ['detail', 'description', 'fundamentals']
|
||||
: [
|
||||
...(instrumentType === 'bond'
|
||||
? ['bond-current' as const]
|
||||
: ['detail' as const]),
|
||||
'last-price',
|
||||
'trading-status',
|
||||
'comparison',
|
||||
...(section === 'metrics'
|
||||
? ['coupons' as const, 'yield' as const, 'rating' as const]
|
||||
: []),
|
||||
];
|
||||
const sources = await this.readMany(
|
||||
userId,
|
||||
instrumentType,
|
||||
[uid],
|
||||
observe,
|
||||
kinds,
|
||||
);
|
||||
const first = sources[0];
|
||||
if (first.meta.availability === 'complete' && !first.instrument)
|
||||
throw new NotFoundException();
|
||||
const values = sources.reduce<CatalogPayload>(
|
||||
(result, source) => ({ ...result, ...source.payload }),
|
||||
{},
|
||||
);
|
||||
const dependencies = sources.map((source) => source.meta);
|
||||
const complete = dependencies.every(
|
||||
(dependency) => dependency.availability === 'complete',
|
||||
);
|
||||
const meta = investmentResourceMeta({
|
||||
resourceKey: `${instrumentType}/${section}/${uid}`,
|
||||
dataRevision: dependencies
|
||||
.map((dependency) => dependency.dataRevision)
|
||||
.join('/'),
|
||||
availability: !first.instrument
|
||||
? 'missing'
|
||||
: complete
|
||||
? 'complete'
|
||||
: 'partial',
|
||||
fetchedAt: first.meta.lastSuccessfulAt
|
||||
? new Date(first.meta.lastSuccessfulAt)
|
||||
: null,
|
||||
freshForMs:
|
||||
section === 'company'
|
||||
? tbankSourceTtlMs.company
|
||||
: tbankSourceTtlMs.quote,
|
||||
work: null,
|
||||
dependencies,
|
||||
});
|
||||
return {
|
||||
values,
|
||||
meta,
|
||||
unavailable: sources
|
||||
.filter(
|
||||
(source) =>
|
||||
source.meta.availability !== 'complete' ||
|
||||
source.meta.sync.state === 'failed',
|
||||
)
|
||||
.map((source) => source.input.kind),
|
||||
observedAt: meta.lastSuccessfulAt ?? new Date().toISOString(),
|
||||
};
|
||||
}
|
||||
|
||||
private async load(
|
||||
input: CatalogSource,
|
||||
token: string,
|
||||
attempt: TbankSyncAttempt,
|
||||
): Promise<CatalogPayload> {
|
||||
if (input.kind === 'detail' || input.kind === 'bond-current') {
|
||||
const instrument =
|
||||
input.instrumentType === 'share'
|
||||
? await this.tbank.getShare(token, input.uid)
|
||||
: await this.tbank.getBond(token, input.uid);
|
||||
if (instrument && instrument.uid !== input.uid)
|
||||
throw new Error('Catalog UID mismatch');
|
||||
if (instrument === undefined) throw new Error('Missing catalog response');
|
||||
return { instrument: instrument ? publicInstrument(instrument) : null };
|
||||
}
|
||||
if (input.kind === 'trading-status')
|
||||
return {
|
||||
tradingStatus: await this.tbank.getTradingStatus(token, input.uid),
|
||||
};
|
||||
if (input.kind === 'comparison') {
|
||||
const prices = await this.repository.readSources([
|
||||
{ ...input, kind: 'last-price', rangeKey: undefined },
|
||||
]);
|
||||
if (!prices.length) throw new Error('Price dependency missing');
|
||||
const price = (prices[0].payload as CatalogPayload).price;
|
||||
const priceAt = timestamp(price?.time);
|
||||
if (!priceAt) return { candle: null };
|
||||
const now = new Date();
|
||||
const range = {
|
||||
from: utcDay(new Date(Date.parse(priceAt) - previousCloseLookbackMs)),
|
||||
to: new Date(priceAt),
|
||||
};
|
||||
const saved = await this.candles.read(input.uid, range);
|
||||
const gaps = candleGaps(range, saved.coverage, now);
|
||||
for (const gap of gaps) {
|
||||
const response = await this.tbank.getCandles(
|
||||
token,
|
||||
input.uid,
|
||||
gap.from,
|
||||
gap.to,
|
||||
);
|
||||
const rows = response.map((candle) => {
|
||||
const time = timestamp(candle.time);
|
||||
if (!time || !candle.close)
|
||||
throw new Error('Invalid candle response');
|
||||
return {
|
||||
time,
|
||||
close: formatDecimal(decimal(candle.close)),
|
||||
isComplete: candle.isComplete === true,
|
||||
};
|
||||
});
|
||||
if (!(await this.candles.stage(attempt, gap, rows, now)))
|
||||
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;
|
||||
@@ -0,0 +1,39 @@
|
||||
import type { TbankShare } from '../../../../integrations/tbank/tbank.api';
|
||||
|
||||
export const catalogSearchLimit = 30;
|
||||
|
||||
export function selectCatalogInstruments<T extends TbankShare>(
|
||||
found: T[],
|
||||
query: string,
|
||||
instrumentType: 'share' | 'bond',
|
||||
): (T & { uid: string })[] {
|
||||
const seen = new Set<string>();
|
||||
const kind =
|
||||
instrumentType === 'share'
|
||||
? 'INSTRUMENT_TYPE_SHARE'
|
||||
: 'INSTRUMENT_TYPE_BOND';
|
||||
const preferredClass = instrumentType === 'share' ? 'TQBR' : 'TQOB';
|
||||
return found
|
||||
.filter(
|
||||
(instrument): instrument is T & { uid: string } =>
|
||||
Boolean(instrument.uid?.trim()) && instrument.instrumentKind === kind,
|
||||
)
|
||||
.sort(
|
||||
(a, b) =>
|
||||
Number(b.apiTradeAvailableFlag === true) -
|
||||
Number(a.apiTradeAvailableFlag === true) ||
|
||||
Number(b.ticker?.toUpperCase() === query.toUpperCase()) -
|
||||
Number(a.ticker?.toUpperCase() === query.toUpperCase()) ||
|
||||
Number(b.classCode === preferredClass) -
|
||||
Number(a.classCode === preferredClass) ||
|
||||
a.uid.localeCompare(b.uid),
|
||||
)
|
||||
.filter((instrument) => {
|
||||
const key = instrument.isin?.trim()
|
||||
? `isin:${instrument.isin.trim().toUpperCase()}`
|
||||
: `uid:${instrument.uid}`;
|
||||
if (seen.has(key)) return false;
|
||||
seen.add(key);
|
||||
return true;
|
||||
});
|
||||
}
|
||||
@@ -1,5 +1,4 @@
|
||||
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
|
||||
import { ServiceUnavailableException } from '@nestjs/common';
|
||||
import type {
|
||||
TbankCandle,
|
||||
TbankTimestamp,
|
||||
@@ -36,16 +35,3 @@ export function previousClose(
|
||||
null
|
||||
);
|
||||
}
|
||||
export async function optional<T>(
|
||||
operation: () => Promise<T>,
|
||||
name: string,
|
||||
unavailable: string[],
|
||||
): Promise<T | null> {
|
||||
try {
|
||||
return await operation();
|
||||
} catch (error) {
|
||||
if (!(error instanceof ServiceUnavailableException)) throw error;
|
||||
unavailable.push(name);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
+23
-14
@@ -1,8 +1,8 @@
|
||||
import {
|
||||
PortfolioDto,
|
||||
PortfolioPositionDto,
|
||||
} from '../../../portfolio/presentation/portfolio.dto';
|
||||
import { stockPosition } from './stock-position';
|
||||
} from '../../portfolio/presentation/portfolio.dto';
|
||||
import { instrumentPosition } from './instrument-position';
|
||||
|
||||
const money = (value: string, currency = 'RUB') => ({ value, currency });
|
||||
const row = (
|
||||
@@ -34,13 +34,14 @@ const portfolio = (positions: PortfolioPositionDto[]): PortfolioDto => ({
|
||||
|
||||
describe('stock position', () => {
|
||||
it('weights costs exactly and keeps preferred shares separate', () => {
|
||||
const result = stockPosition(
|
||||
const result = instrumentPosition(
|
||||
portfolio([
|
||||
row(),
|
||||
row('3', '20', '70'),
|
||||
row('100', '1', '100', 'preferred'),
|
||||
]),
|
||||
'common',
|
||||
'STOCK',
|
||||
);
|
||||
expect(result.quantity).toBe('5');
|
||||
expect(result.averagePurchasePrice).toEqual(money('16'));
|
||||
@@ -49,14 +50,18 @@ describe('stock position', () => {
|
||||
expect(result.returnPercent).toBe('25');
|
||||
expect(result.accounts[0].returnPercent).toBe('50');
|
||||
});
|
||||
it('does not round large amounts through floating point', () => {
|
||||
const result = stockPosition(
|
||||
portfolio([row('9007199254740993', '0.1', '900719925474099.3')]),
|
||||
'common',
|
||||
);
|
||||
expect(result.quantity).toBe('9007199254740993');
|
||||
expect(result.averagePurchasePrice?.value).toBe('0.1');
|
||||
});
|
||||
it.each(['9007199254740993', '0.25'])(
|
||||
'preserves exact quantity %s',
|
||||
(quantity) => {
|
||||
const result = instrumentPosition(
|
||||
portfolio([row(quantity, '0.1', '900719925474099.3')]),
|
||||
'common',
|
||||
'STOCK',
|
||||
);
|
||||
expect(result.quantity).toBe(quantity);
|
||||
expect(result.averagePurchasePrice?.value).toBe('0.1');
|
||||
},
|
||||
);
|
||||
it('does not sum currencies or treat unknown values as zero', () => {
|
||||
const second = {
|
||||
...row(),
|
||||
@@ -64,7 +69,11 @@ describe('stock position', () => {
|
||||
averagePurchasePrice: null,
|
||||
absoluteReturn: null,
|
||||
};
|
||||
const result = stockPosition(portfolio([row(), second]), 'common');
|
||||
const result = instrumentPosition(
|
||||
portfolio([row(), second]),
|
||||
'common',
|
||||
'STOCK',
|
||||
);
|
||||
expect(result.quantity).toBe('4');
|
||||
expect(result.currentValue).toBeNull();
|
||||
expect(result.averagePurchasePrice).toBeNull();
|
||||
@@ -72,14 +81,14 @@ describe('stock position', () => {
|
||||
expect(result.returnPercent).toBeNull();
|
||||
});
|
||||
it('keeps no-position and offsetting long/short holdings honest', () => {
|
||||
expect(stockPosition(portfolio([]), 'common')).toMatchObject({
|
||||
expect(instrumentPosition(portfolio([]), 'common', 'STOCK')).toMatchObject({
|
||||
quantity: '0',
|
||||
accounts: [],
|
||||
currentValue: null,
|
||||
returnPercent: null,
|
||||
});
|
||||
expect(
|
||||
stockPosition(portfolio([row(), row('-2')]), 'common')
|
||||
instrumentPosition(portfolio([row(), row('-2')]), 'common', 'STOCK')
|
||||
.averagePurchasePrice,
|
||||
).toBeNull();
|
||||
});
|
||||
@@ -1,205 +1,85 @@
|
||||
import {
|
||||
ConflictException,
|
||||
Injectable,
|
||||
NotFoundException,
|
||||
ServiceUnavailableException,
|
||||
} from '@nestjs/common';
|
||||
import { LRUCache } from 'lru-cache';
|
||||
import { CatalogDiscoveryService } from '../../application/catalog-discovery.service';
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { formatDecimal } from '../../../../../common/decimal';
|
||||
import type { TbankBond } from '../../../../../integrations/tbank/tbank.api';
|
||||
import {
|
||||
TbankAccessService,
|
||||
TbankClient,
|
||||
type TbankConnectionContext,
|
||||
} from '../../../../../integrations/tbank/tbank.api';
|
||||
import { decimal } from '../../../../../integrations/tbank/decimal';
|
||||
import { optional, timestamp } from '../../application/instrument-market';
|
||||
import { BondDto, BondSearchResultDto } from '../presentation/bond.dto';
|
||||
import { timestamp } from '../../application/instrument-market';
|
||||
import {
|
||||
BondDto,
|
||||
BondResourceDto,
|
||||
BondSearchResourceDto,
|
||||
} from '../presentation/bond.dto';
|
||||
|
||||
type IdentifiedBond = TbankBond & { uid: string };
|
||||
|
||||
import { money } from '../infrastructure/bond-money.mapper';
|
||||
|
||||
const SEARCH_RESULTS_LIMIT = 30;
|
||||
@Injectable()
|
||||
export class BondCatalogService {
|
||||
private readonly cache = new LRUCache<string, Promise<object>>({
|
||||
max: 300,
|
||||
ttl: 30_000,
|
||||
});
|
||||
constructor(
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly tbank: TbankClient,
|
||||
) {}
|
||||
search(userId: string, query: string): Promise<BondSearchResultDto[]> {
|
||||
return this.cached(userId, `search:${query}`, async (connection) => {
|
||||
const { token } = connection;
|
||||
const found = await this.tbank.findBonds(token, query);
|
||||
const bonds = selectBonds(found, query).slice(0, SEARCH_RESULTS_LIMIT);
|
||||
if (!bonds.length) return [];
|
||||
// Batch prices and share metadata with detail sections. Resolve readable
|
||||
// aliases only when an issue is opened, not for every search result.
|
||||
const [details, prices] = await Promise.all([
|
||||
Promise.all(
|
||||
bonds.map(
|
||||
async (bond) =>
|
||||
(await optional(
|
||||
() =>
|
||||
this.bond(userId, connection, bond.uid)
|
||||
.then(toBond)
|
||||
.catch((error: unknown) => {
|
||||
if (error instanceof NotFoundException)
|
||||
return toBond(bond);
|
||||
throw error;
|
||||
}),
|
||||
'details',
|
||||
[],
|
||||
)) ?? toBond(bond),
|
||||
),
|
||||
),
|
||||
optional(
|
||||
() =>
|
||||
this.tbank.getLastPrices(
|
||||
token,
|
||||
bonds.map((bond) => bond.uid),
|
||||
),
|
||||
'prices',
|
||||
[],
|
||||
),
|
||||
]);
|
||||
return details.map((detail, index) => {
|
||||
const short = toBond(bonds[index]);
|
||||
const last = prices?.find(
|
||||
(price) => price.instrumentUid === detail.instrumentUid,
|
||||
);
|
||||
return {
|
||||
...detail,
|
||||
classCode: detail.classCode ?? short.classCode,
|
||||
isin: detail.isin ?? short.isin,
|
||||
apiTradeAvailable: short.apiTradeAvailable,
|
||||
pricePercent: last?.price ? formatDecimal(decimal(last.price)) : null,
|
||||
priceAt: timestamp(last?.time),
|
||||
};
|
||||
});
|
||||
});
|
||||
}
|
||||
get(userId: string, uid: string): Promise<BondDto> {
|
||||
return this.cached(userId, `bond:${uid}`, async (connection) => {
|
||||
const result = toBond(await this.bond(userId, connection, uid));
|
||||
if (
|
||||
!result.ticker ||
|
||||
!/^[A-Za-z0-9][A-Za-z0-9._@+-]{0,79}$/.test(result.ticker)
|
||||
)
|
||||
return result;
|
||||
try {
|
||||
const match = await this.tickerMatch(userId, result.ticker);
|
||||
if (match.uid === uid) result.slug = result.ticker.toUpperCase();
|
||||
} catch (error) {
|
||||
// A readable alias is optional for an exact UID URL, never a reason to substitute another listing.
|
||||
if (
|
||||
!(error instanceof NotFoundException) &&
|
||||
!(error instanceof ConflictException) &&
|
||||
!(error instanceof ServiceUnavailableException)
|
||||
)
|
||||
throw error;
|
||||
}
|
||||
return result;
|
||||
});
|
||||
}
|
||||
async getByTicker(userId: string, ticker: string): Promise<BondDto> {
|
||||
const match = await this.tickerMatch(userId, ticker);
|
||||
constructor(private readonly discovery: CatalogDiscoveryService) {}
|
||||
async search(
|
||||
userId: string,
|
||||
query: string,
|
||||
observe = false,
|
||||
): Promise<BondSearchResourceDto> {
|
||||
const result = await this.discovery.search(
|
||||
userId,
|
||||
{ instrumentType: 'bond', query },
|
||||
observe,
|
||||
);
|
||||
return {
|
||||
...(await this.get(userId, match.uid)),
|
||||
slug: ticker.trim().toUpperCase(),
|
||||
...result,
|
||||
data:
|
||||
result.data?.map((item) => {
|
||||
const short = toBond(item);
|
||||
const detail = item.detail
|
||||
? toBond({ ...item.detail, uid: item.uid })
|
||||
: short;
|
||||
const last = item.price;
|
||||
return {
|
||||
...detail,
|
||||
classCode: detail.classCode ?? short.classCode,
|
||||
isin: detail.isin ?? short.isin,
|
||||
apiTradeAvailable: short.apiTradeAvailable,
|
||||
pricePercent: last?.price
|
||||
? formatDecimal(decimal(last.price))
|
||||
: null,
|
||||
priceAt: timestamp(last?.time),
|
||||
};
|
||||
}) ?? null,
|
||||
};
|
||||
}
|
||||
private tickerMatch(userId: string, ticker: string): Promise<IdentifiedBond> {
|
||||
const normalized = ticker.trim().toUpperCase();
|
||||
return this.cached(userId, `ticker:${normalized}`, async (connection) => {
|
||||
const { token } = connection;
|
||||
const found = await this.tbank.findBonds(token, normalized);
|
||||
const matches = selectBonds(
|
||||
found.filter(
|
||||
(item) => item.ticker?.trim().toUpperCase() === normalized,
|
||||
),
|
||||
normalized,
|
||||
);
|
||||
if (!matches.length) throw new NotFoundException();
|
||||
if (matches.length > 1)
|
||||
throw new ConflictException({ code: 'BOND_TICKER_AMBIGUOUS' });
|
||||
return matches[0];
|
||||
});
|
||||
}
|
||||
bond(
|
||||
async get(
|
||||
userId: string,
|
||||
connection: TbankConnectionContext,
|
||||
uid: string,
|
||||
): Promise<IdentifiedBond> {
|
||||
return this.cachedForConnection(
|
||||
observe = false,
|
||||
): Promise<BondResourceDto> {
|
||||
const result = await this.discovery.detail(userId, 'bond', uid, observe);
|
||||
return {
|
||||
...result,
|
||||
data: result.data
|
||||
? { ...toBond(result.data), slug: result.data.slug }
|
||||
: null,
|
||||
};
|
||||
}
|
||||
async getByTicker(
|
||||
userId: string,
|
||||
ticker: string,
|
||||
observe = false,
|
||||
): Promise<BondResourceDto> {
|
||||
const result = await this.discovery.byTicker(
|
||||
userId,
|
||||
connection,
|
||||
`metadata:${uid}`,
|
||||
async () => {
|
||||
const bond = await this.tbank.getBond(connection.token, uid);
|
||||
if (!bond || bond.uid !== uid) throw new NotFoundException();
|
||||
return { ...bond, uid };
|
||||
},
|
||||
'bond',
|
||||
ticker,
|
||||
observe,
|
||||
);
|
||||
return {
|
||||
...result,
|
||||
data: result.data
|
||||
? { ...toBond(result.data), slug: result.data.slug }
|
||||
: null,
|
||||
};
|
||||
}
|
||||
cached<T extends object>(
|
||||
userId: string,
|
||||
key: string,
|
||||
operation: (connection: TbankConnectionContext) => Promise<T>,
|
||||
): Promise<T> {
|
||||
return this.access.withConnection(userId, (connection) =>
|
||||
this.cachedForConnection(userId, connection, key, () =>
|
||||
operation(connection),
|
||||
),
|
||||
);
|
||||
}
|
||||
cachedForConnection<T extends object>(
|
||||
userId: string,
|
||||
{ generation }: TbankConnectionContext,
|
||||
key: string,
|
||||
operation: () => Promise<T>,
|
||||
): Promise<T> {
|
||||
const cacheKey = JSON.stringify([userId, generation, key]);
|
||||
const cached = this.cache.get(cacheKey);
|
||||
if (cached) return cached as Promise<T>;
|
||||
const pending = operation();
|
||||
this.cache.set(cacheKey, pending);
|
||||
return pending.catch((error) => {
|
||||
if (this.cache.get(cacheKey) === pending) this.cache.delete(cacheKey);
|
||||
throw error;
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
function selectBonds(found: TbankBond[], query: string): IdentifiedBond[] {
|
||||
const seen = new Set<string>();
|
||||
return found
|
||||
.filter(
|
||||
(bond): bond is IdentifiedBond =>
|
||||
Boolean(bond.uid) && bond.instrumentKind === 'INSTRUMENT_TYPE_BOND',
|
||||
)
|
||||
.sort(
|
||||
(a, b) =>
|
||||
Number(b.apiTradeAvailableFlag === true) -
|
||||
Number(a.apiTradeAvailableFlag === true) ||
|
||||
Number(b.ticker?.toUpperCase() === query.toUpperCase()) -
|
||||
Number(a.ticker?.toUpperCase() === query.toUpperCase()) ||
|
||||
Number(b.classCode === 'TQOB') - Number(a.classCode === 'TQOB') ||
|
||||
a.uid.localeCompare(b.uid),
|
||||
)
|
||||
.filter((bond) => {
|
||||
// A missing ISIN must not collapse unrelated catalog instruments.
|
||||
const key = bond.isin?.trim()
|
||||
? `isin:${bond.isin.trim().toUpperCase()}`
|
||||
: `uid:${bond.uid}`;
|
||||
if (seen.has(key)) return false;
|
||||
seen.add(key);
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
function toBond(bond: IdentifiedBond): BondDto {
|
||||
|
||||
@@ -1,208 +1,251 @@
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { Injectable, NotFoundException } from '@nestjs/common';
|
||||
import {
|
||||
decimalFromString,
|
||||
divide,
|
||||
formatDecimal,
|
||||
multiply,
|
||||
divide,
|
||||
} from '../../../../../common/decimal';
|
||||
import { MoexClient } from '../../../../../integrations/moex/moex.api';
|
||||
import { NcrRatingsClient } from '../../../../../integrations/ncr/ncr.api';
|
||||
import {
|
||||
TbankClient,
|
||||
type TbankConnectionContext,
|
||||
TbankAccessService,
|
||||
type TbankCoupon,
|
||||
type TbankBond,
|
||||
} from '../../../../../integrations/tbank/tbank.api';
|
||||
import { PortfolioService } from '../../../portfolio/portfolio.api';
|
||||
import {
|
||||
moscowDay,
|
||||
optional,
|
||||
timestamp,
|
||||
} from '../../application/instrument-market';
|
||||
PortfolioService,
|
||||
ForecastService,
|
||||
} from '../../../portfolio/portfolio.api';
|
||||
import {
|
||||
CatalogEnrichmentService,
|
||||
type CatalogPayload,
|
||||
} from '../../application/catalog-enrichment.service';
|
||||
import { moscowDay, timestamp } from '../../application/instrument-market';
|
||||
import { instrumentPosition } from '../../application/instrument-position';
|
||||
import {
|
||||
BondCouponsDto,
|
||||
BondMetricsDto,
|
||||
BondCouponsResourceDto,
|
||||
BondPositionDto,
|
||||
BondMetricsDto,
|
||||
BondMetricsResourceDto,
|
||||
} from '../presentation/bond.dto';
|
||||
|
||||
import { BondMarketService } from './bond-market.service';
|
||||
import { money } from '../infrastructure/bond-money.mapper';
|
||||
import { BondCatalogService } from './bond-catalog.service';
|
||||
|
||||
import { bondQuote } from './bond-market.service';
|
||||
const ISO_YEAR_LENGTH = 4;
|
||||
const INCOME_HISTORY_YEARS = 5;
|
||||
const COUPON_YIELD_DECIMAL_PLACES = 4;
|
||||
@Injectable()
|
||||
export class BondIncomeService {
|
||||
constructor(
|
||||
private readonly catalog: BondCatalogService,
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly portfolios: PortfolioService,
|
||||
private readonly market: BondMarketService,
|
||||
private readonly moex: MoexClient,
|
||||
private readonly ratings: NcrRatingsClient,
|
||||
private readonly sources: CatalogEnrichmentService,
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly forecasts: ForecastService,
|
||||
) {}
|
||||
metrics(userId: string, uid: string): Promise<BondMetricsDto> {
|
||||
return this.catalog.cached(userId, `metrics:${uid}`, async (connection) => {
|
||||
const instrument = await this.catalog.bond(userId, connection, uid);
|
||||
const { ticker, isin, classCode } = instrument;
|
||||
const today = moscowDay(new Date().toISOString());
|
||||
const from = `${Number(today.slice(0, ISO_YEAR_LENGTH)) - INCOME_HISTORY_YEARS}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const unavailable: string[] = [];
|
||||
const [events, quote, effectiveYield, creditRating] = await Promise.all([
|
||||
optional(
|
||||
() => this.couponEvents(userId, connection, uid, from, to),
|
||||
'coupons',
|
||||
unavailable,
|
||||
),
|
||||
optional(() => this.market.quote(userId, uid), 'quote', unavailable),
|
||||
ticker && isin && classCode
|
||||
? optional(
|
||||
() => this.moex.bondYield(ticker, isin, classCode),
|
||||
'yield',
|
||||
unavailable,
|
||||
)
|
||||
: null,
|
||||
isin
|
||||
? optional(() => this.ratings.rating(isin), 'rating', unavailable)
|
||||
: null,
|
||||
]);
|
||||
const next = events
|
||||
?.filter((event) => {
|
||||
const date = timestamp(event.couponDate)?.slice(0, 10);
|
||||
return date && date >= today;
|
||||
})
|
||||
.sort(
|
||||
(a, b) =>
|
||||
Number(a.couponDate?.seconds) - Number(b.couponDate?.seconds),
|
||||
)[0];
|
||||
const coupon = money(next?.payOneBond);
|
||||
const period = next?.couponPeriod;
|
||||
const couponPeriodDays =
|
||||
period && Number.isInteger(period) && period > 0 ? period : null;
|
||||
const clean = quote?.cleanPrice;
|
||||
const couponYieldPercent =
|
||||
coupon &&
|
||||
couponPeriodDays &&
|
||||
clean &&
|
||||
coupon.currency === clean.currency &&
|
||||
decimalFromString(coupon.value).value >= 0n &&
|
||||
decimalFromString(clean.value).value > 0n
|
||||
? formatDecimal(
|
||||
divide(
|
||||
multiply(
|
||||
decimalFromString(coupon.value),
|
||||
decimalFromString('36500'),
|
||||
),
|
||||
multiply(
|
||||
decimalFromString(String(couponPeriodDays)),
|
||||
decimalFromString(clean.value),
|
||||
),
|
||||
COUPON_YIELD_DECIMAL_PLACES,
|
||||
),
|
||||
)
|
||||
: null;
|
||||
const couponType =
|
||||
next?.couponType && next.couponType !== 'COUPON_TYPE_UNSPECIFIED'
|
||||
? next.couponType
|
||||
: instrument.floatingCouponFlag === true
|
||||
? 'COUPON_TYPE_FLOATING'
|
||||
: null;
|
||||
return {
|
||||
creditRating,
|
||||
coupon,
|
||||
couponDate: timestamp(next?.couponDate)?.slice(0, 10) ?? null,
|
||||
couponType,
|
||||
couponPeriodDays,
|
||||
couponYieldPercent,
|
||||
couponYieldPriceAt:
|
||||
couponYieldPercent !== null ? (quote?.priceAt ?? null) : null,
|
||||
effectiveYield,
|
||||
unavailable,
|
||||
observedAt: new Date().toISOString(),
|
||||
};
|
||||
});
|
||||
}
|
||||
private couponEvents(
|
||||
async metrics(
|
||||
userId: string,
|
||||
connection: TbankConnectionContext,
|
||||
uid: string,
|
||||
from: string,
|
||||
to: string,
|
||||
) {
|
||||
return this.catalog.cachedForConnection(
|
||||
observe = false,
|
||||
): Promise<BondMetricsResourceDto> {
|
||||
const result = await this.sources.section(
|
||||
userId,
|
||||
connection,
|
||||
`coupon-events:${uid}:${from}:${to}`,
|
||||
() => this.tbank.getBondCoupons(connection.token, uid, from, to),
|
||||
'bond',
|
||||
uid,
|
||||
'metrics',
|
||||
observe,
|
||||
);
|
||||
return {
|
||||
data: result.values.instrument
|
||||
? bondMetrics(result.values, result.unavailable, result.observedAt)
|
||||
: null,
|
||||
meta: result.meta,
|
||||
};
|
||||
}
|
||||
coupons(userId: string, uid: string): Promise<BondCouponsDto> {
|
||||
return this.catalog.cached(userId, `coupons:${uid}`, async (connection) => {
|
||||
await this.catalog.bond(userId, connection, uid);
|
||||
const today = moscowDay(new Date().toISOString());
|
||||
const from = `${Number(today.slice(0, ISO_YEAR_LENGTH)) - INCOME_HISTORY_YEARS}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const unavailable: string[] = [];
|
||||
const [events, position] = await Promise.all([
|
||||
this.couponEvents(userId, connection, uid, from, to),
|
||||
optional(() => this.position(userId, uid), 'position', unavailable),
|
||||
]);
|
||||
const quantity =
|
||||
position?.accounts.length &&
|
||||
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n)
|
||||
? decimalFromString(position.quantity)
|
||||
: null;
|
||||
const coupons = events
|
||||
.map((event) => {
|
||||
const paymentDate = timestamp(event.couponDate)?.slice(0, 10) ?? null;
|
||||
const recordDate = timestamp(event.fixDate)?.slice(0, 10) ?? null;
|
||||
const perBond = money(event.payOneBond);
|
||||
const timing = !paymentDate
|
||||
? ('undated' as const)
|
||||
: paymentDate >= today
|
||||
? ('upcoming' as const)
|
||||
: ('past' as const);
|
||||
return {
|
||||
number: event.couponNumber ?? null,
|
||||
paymentDate,
|
||||
recordDate,
|
||||
perBond,
|
||||
couponType: event.couponType ?? null,
|
||||
periodDays: event.couponPeriod ?? null,
|
||||
timing,
|
||||
estimatedAmount:
|
||||
quantity &&
|
||||
perBond &&
|
||||
timing === 'upcoming' &&
|
||||
recordDate &&
|
||||
recordDate >= today
|
||||
? {
|
||||
currency: perBond.currency,
|
||||
value: formatDecimal(
|
||||
multiply(quantity, decimalFromString(perBond.value)),
|
||||
),
|
||||
}
|
||||
: null,
|
||||
};
|
||||
})
|
||||
.sort((a, b) =>
|
||||
(a.paymentDate ?? '').localeCompare(b.paymentDate ?? ''),
|
||||
);
|
||||
return {
|
||||
coupons,
|
||||
from,
|
||||
to,
|
||||
observedAt: new Date().toISOString(),
|
||||
positionAt: quantity ? (position?.observedAt ?? null) : null,
|
||||
estimateUnavailable: unavailable.length > 0,
|
||||
positionIsStale: position?.isStale ?? false,
|
||||
};
|
||||
|
||||
async readPosition(userId: string, uid: string, observe = false) {
|
||||
const saved = await this.portfolios.read(userId, 'all', observe);
|
||||
return {
|
||||
data: saved.data ? instrumentPosition(saved.data, uid, 'BOND') : null,
|
||||
meta: { ...saved.meta, resourceKey: `bond/position/${uid}` },
|
||||
};
|
||||
}
|
||||
async coupons(
|
||||
userId: string,
|
||||
uid: string,
|
||||
observe = false,
|
||||
): Promise<BondCouponsResourceDto> {
|
||||
const connection = await this.access.local(userId);
|
||||
const today = moscowDay(new Date().toISOString());
|
||||
const from = `${Number(today.slice(0, ISO_YEAR_LENGTH)) - INCOME_HISTORY_YEARS}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const portfolio = await this.portfolios.read(userId, 'all', observe);
|
||||
const sources = await this.sources.readMany(
|
||||
userId,
|
||||
'bond',
|
||||
[uid],
|
||||
observe,
|
||||
['detail', 'coupons'],
|
||||
{ from, to },
|
||||
);
|
||||
if (sources[0].meta.availability === 'complete' && !sources[0].instrument)
|
||||
throw new NotFoundException();
|
||||
const events = sources[1].payload?.coupons;
|
||||
const position = portfolio.data
|
||||
? instrumentPosition(portfolio.data, uid, 'BOND')
|
||||
: null;
|
||||
const projected = events
|
||||
? bondCoupons(
|
||||
events,
|
||||
position,
|
||||
{ from, to, today },
|
||||
sources[1].meta.lastSuccessfulAt ?? new Date().toISOString(),
|
||||
!portfolio.data,
|
||||
)
|
||||
: undefined;
|
||||
const result = await this.forecasts.result({
|
||||
userId,
|
||||
revision: connection.revision,
|
||||
membershipRevision: connection.membershipRevision,
|
||||
scopeKey: `bond/coupons/${JSON.stringify([uid, from, to])}`,
|
||||
portfolio: portfolio.meta,
|
||||
sources,
|
||||
candidate:
|
||||
portfolio.data && sources[0].instrument ? projected : undefined,
|
||||
});
|
||||
}
|
||||
async position(userId: string, uid: string): Promise<BondPositionDto> {
|
||||
return this.catalog.cached(userId, `position:${uid}`, async () =>
|
||||
instrumentPosition(await this.portfolios.getAll(userId), uid, 'BOND'),
|
||||
);
|
||||
return result.data || !projected
|
||||
? result
|
||||
: {
|
||||
data: bondCoupons(
|
||||
events ?? [],
|
||||
null,
|
||||
{ from, to, today },
|
||||
projected.observedAt,
|
||||
true,
|
||||
),
|
||||
meta: { ...result.meta, availability: 'partial' },
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
export function bondCoupons(
|
||||
events: TbankCoupon[],
|
||||
position: BondPositionDto | null,
|
||||
window: { from: string; to: string; today: string },
|
||||
observedAt: string,
|
||||
positionUnavailable: boolean,
|
||||
): BondCouponsDto {
|
||||
const { from, to, today } = window;
|
||||
const quantity =
|
||||
position?.accounts.length &&
|
||||
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n)
|
||||
? decimalFromString(position.quantity)
|
||||
: null;
|
||||
const coupons = events
|
||||
.map((event) => {
|
||||
const paymentDate = timestamp(event.couponDate)?.slice(0, 10) ?? null;
|
||||
const recordDate = timestamp(event.fixDate)?.slice(0, 10) ?? null;
|
||||
const perBond = money(event.payOneBond);
|
||||
const timing = !paymentDate
|
||||
? ('undated' as const)
|
||||
: paymentDate >= today
|
||||
? ('upcoming' as const)
|
||||
: ('past' as const);
|
||||
return {
|
||||
number: event.couponNumber ?? null,
|
||||
paymentDate,
|
||||
recordDate,
|
||||
perBond,
|
||||
couponType: event.couponType ?? null,
|
||||
periodDays: event.couponPeriod ?? null,
|
||||
timing,
|
||||
estimatedAmount:
|
||||
quantity &&
|
||||
perBond &&
|
||||
timing === 'upcoming' &&
|
||||
recordDate &&
|
||||
recordDate >= today
|
||||
? {
|
||||
currency: perBond.currency,
|
||||
value: formatDecimal(
|
||||
multiply(quantity, decimalFromString(perBond.value)),
|
||||
),
|
||||
}
|
||||
: null,
|
||||
};
|
||||
})
|
||||
.sort((a, b) => (a.paymentDate ?? '').localeCompare(b.paymentDate ?? ''));
|
||||
return {
|
||||
coupons,
|
||||
from,
|
||||
to,
|
||||
observedAt: observedAt,
|
||||
positionAt: quantity ? (position?.observedAt ?? null) : null,
|
||||
estimateUnavailable: positionUnavailable,
|
||||
positionIsStale: position?.isStale ?? false,
|
||||
};
|
||||
}
|
||||
|
||||
export function bondMetrics(
|
||||
values: CatalogPayload,
|
||||
unavailable: string[],
|
||||
observedAt: string,
|
||||
): BondMetricsDto {
|
||||
const instrument = values.instrument as TbankBond;
|
||||
const events = values.coupons;
|
||||
const quote = bondQuote(values, unavailable, observedAt);
|
||||
const effectiveYield = values.effectiveYield ?? null;
|
||||
const creditRating = values.creditRating ?? null;
|
||||
const today = moscowDay(new Date().toISOString());
|
||||
const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const next = events
|
||||
?.filter((event) => {
|
||||
const date = timestamp(event.couponDate)?.slice(0, 10);
|
||||
return date && date >= today && date <= to;
|
||||
})
|
||||
.sort(
|
||||
(a, b) => Number(a.couponDate?.seconds) - Number(b.couponDate?.seconds),
|
||||
)[0];
|
||||
const coupon = money(next?.payOneBond);
|
||||
const period = next?.couponPeriod;
|
||||
const couponPeriodDays =
|
||||
period && Number.isInteger(period) && period > 0 ? period : null;
|
||||
const clean = quote?.cleanPrice;
|
||||
const couponYieldPercent =
|
||||
coupon &&
|
||||
couponPeriodDays &&
|
||||
clean &&
|
||||
coupon.currency === clean.currency &&
|
||||
decimalFromString(coupon.value).value >= 0n &&
|
||||
decimalFromString(clean.value).value > 0n
|
||||
? formatDecimal(
|
||||
divide(
|
||||
multiply(
|
||||
decimalFromString(coupon.value),
|
||||
decimalFromString('36500'),
|
||||
),
|
||||
multiply(
|
||||
decimalFromString(String(couponPeriodDays)),
|
||||
decimalFromString(clean.value),
|
||||
),
|
||||
COUPON_YIELD_DECIMAL_PLACES,
|
||||
),
|
||||
)
|
||||
: null;
|
||||
const couponType =
|
||||
next?.couponType && next.couponType !== 'COUPON_TYPE_UNSPECIFIED'
|
||||
? next.couponType
|
||||
: instrument.floatingCouponFlag === true
|
||||
? 'COUPON_TYPE_FLOATING'
|
||||
: null;
|
||||
return {
|
||||
creditRating,
|
||||
coupon,
|
||||
couponDate: timestamp(next?.couponDate)?.slice(0, 10) ?? null,
|
||||
couponType,
|
||||
couponPeriodDays,
|
||||
couponYieldPercent,
|
||||
couponYieldPriceAt:
|
||||
couponYieldPercent !== null ? (quote?.priceAt ?? null) : null,
|
||||
effectiveYield,
|
||||
unavailable,
|
||||
observedAt,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -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,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -1,24 +1,12 @@
|
||||
import {
|
||||
ConflictException,
|
||||
NotFoundException,
|
||||
ServiceUnavailableException,
|
||||
UnauthorizedException,
|
||||
} from '@nestjs/common';
|
||||
import assert from 'node:assert/strict';
|
||||
import { MoexClient } from '../../../../../integrations/moex/moex.client';
|
||||
import { NcrRatingsClient } from '../../../../../integrations/ncr/ncr-ratings.client';
|
||||
import { TbankAccessService } from '../../../../../integrations/tbank/tbank-access.service';
|
||||
import { TbankClient } from '../../../../../integrations/tbank/tbank.client';
|
||||
import { PortfolioService } from '../../../portfolio/application/portfolio.service';
|
||||
import { BondIncomeService } from './bond-income.service';
|
||||
import { BondMarketService } from './bond-market.service';
|
||||
import { BondCatalogService } from './bond-catalog.service';
|
||||
jest.mock('../../../../../integrations/tbank/tbank-access.service', () => ({
|
||||
TbankAccessService: class TbankAccessService {},
|
||||
import { bondCoupons, bondMetrics } from './bond-income.service';
|
||||
import { bondQuote } from './bond-market.service';
|
||||
import { instrumentPosition } from '../../application/instrument-position';
|
||||
import type { PortfolioDto } from '../../../portfolio/portfolio.api';
|
||||
jest.mock('../../../../../prisma/prisma.service', () => ({
|
||||
PrismaService: class {},
|
||||
}));
|
||||
const time = (value: string) => ({ seconds: String(Date.parse(value) / 1000) });
|
||||
const money = (units: string, currency = 'rub') => ({ units, currency });
|
||||
const cacheClock = performance;
|
||||
const bond = {
|
||||
uid: 'uid',
|
||||
ticker: 'BOND',
|
||||
@@ -30,469 +18,160 @@ const bond = {
|
||||
amortizationFlag: true,
|
||||
first_1dayCandleDate: time('2024-01-01'),
|
||||
};
|
||||
function setup() {
|
||||
let generation = 'a';
|
||||
const tbank = {
|
||||
findBonds: jest.fn().mockResolvedValue([bond]),
|
||||
getBond: jest.fn().mockResolvedValue(bond),
|
||||
getLastPrice: jest.fn().mockResolvedValue({
|
||||
instrumentUid: 'uid',
|
||||
price: { units: '98', nano: 125000000 },
|
||||
time: time('2026-09-10T10:00:00Z'),
|
||||
}),
|
||||
getLastPrices: jest.fn().mockResolvedValue([]),
|
||||
getTradingStatus: jest
|
||||
.fn()
|
||||
.mockResolvedValue('SECURITY_TRADING_STATUS_NORMAL_TRADING'),
|
||||
getCandles: jest.fn().mockResolvedValue([
|
||||
{ time: time('2026-09-09'), close: { units: '99' }, isComplete: true },
|
||||
{ time: time('2026-09-10'), close: { units: '100' }, isComplete: true },
|
||||
]),
|
||||
getBondCoupons: jest.fn().mockResolvedValue([]),
|
||||
};
|
||||
const access = {
|
||||
withConnection: jest.fn(
|
||||
(user: string, handler: (context: unknown) => unknown) =>
|
||||
handler({ token: user, generation }),
|
||||
),
|
||||
};
|
||||
const portfolios = {
|
||||
getAll: jest.fn().mockResolvedValue({
|
||||
positions: [],
|
||||
lastSuccessfulAt: '2026-09-10T00:00:00Z',
|
||||
isStale: false,
|
||||
}),
|
||||
};
|
||||
const ratings = { rating: jest.fn().mockResolvedValue(null) };
|
||||
const moex = { bondYield: jest.fn().mockResolvedValue(null) };
|
||||
const service = new BondCatalogService(
|
||||
access as unknown as TbankAccessService,
|
||||
tbank as unknown as TbankClient,
|
||||
describe('bond financial projections', () => {
|
||||
beforeEach(() =>
|
||||
jest.useFakeTimers().setSystemTime(new Date('2026-09-10T10:00:00Z')),
|
||||
);
|
||||
const market = new BondMarketService(
|
||||
service,
|
||||
tbank as unknown as TbankClient,
|
||||
);
|
||||
const income = new BondIncomeService(
|
||||
service,
|
||||
tbank as unknown as TbankClient,
|
||||
portfolios as unknown as PortfolioService,
|
||||
market,
|
||||
moex as unknown as MoexClient,
|
||||
ratings as unknown as NcrRatingsClient,
|
||||
);
|
||||
return {
|
||||
market,
|
||||
income,
|
||||
service,
|
||||
ratings,
|
||||
moex,
|
||||
tbank,
|
||||
access,
|
||||
portfolios,
|
||||
changeGeneration: () => {
|
||||
generation = 'b';
|
||||
},
|
||||
};
|
||||
}
|
||||
describe('bond market use case', () => {
|
||||
beforeEach(() => {
|
||||
jest.useFakeTimers().setSystemTime(new Date('2026-09-10T10:00:00Z'));
|
||||
jest.spyOn(cacheClock, 'now').mockImplementation(() => Date.now());
|
||||
});
|
||||
afterEach(() => {
|
||||
jest.useRealTimers();
|
||||
jest.restoreAllMocks();
|
||||
});
|
||||
it('shows the next coupon and its annualized current yield without extra T-Bank calls', async () => {
|
||||
const { tbank, moex, market, income } = setup();
|
||||
tbank.getBond.mockResolvedValue({ ...bond, classCode: 'TQOB' });
|
||||
tbank.getBondCoupons.mockResolvedValue([
|
||||
{
|
||||
couponDate: time('2026-12-10'),
|
||||
payOneBond: money('40'),
|
||||
couponPeriod: 91,
|
||||
couponType: 'COUPON_TYPE_VARIABLE',
|
||||
},
|
||||
{
|
||||
couponDate: time('2026-10-10'),
|
||||
payOneBond: money('30'),
|
||||
couponPeriod: 90,
|
||||
couponType: 'COUPON_TYPE_FIX',
|
||||
},
|
||||
{
|
||||
couponDate: time('2026-09-01'),
|
||||
payOneBond: money('90'),
|
||||
couponPeriod: 90,
|
||||
},
|
||||
]);
|
||||
const effectiveYield = {
|
||||
value: '15.6262',
|
||||
pricePercent: '53.384',
|
||||
date: '2041-05-15',
|
||||
dateType: 'MATDATE',
|
||||
tradeAt: '2026-09-10T18:49:39Z',
|
||||
};
|
||||
moex.bondYield.mockResolvedValue(effectiveYield);
|
||||
const [metrics] = await Promise.all([
|
||||
income.metrics('user', 'uid'),
|
||||
income.coupons('user', 'uid'),
|
||||
market.quote('user', 'uid'),
|
||||
]);
|
||||
expect(metrics).toMatchObject({
|
||||
coupon: { value: '30', currency: 'RUB' },
|
||||
couponDate: '2026-10-10',
|
||||
couponType: 'COUPON_TYPE_FIX',
|
||||
couponPeriodDays: 90,
|
||||
couponYieldPercent: '24.7983',
|
||||
effectiveYield,
|
||||
});
|
||||
expect(moex.bondYield).toHaveBeenCalledWith('BOND', 'ISIN', 'TQOB');
|
||||
expect(tbank.getBond).toHaveBeenCalledTimes(1);
|
||||
expect(tbank.getBondCoupons).toHaveBeenCalledTimes(1);
|
||||
expect(tbank.getLastPrice).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
it.each(['unknown', 'currency', 'period', 'zero-price'])(
|
||||
'does not invent coupon yield with %s inputs',
|
||||
async (scenario) => {
|
||||
const { tbank, income } = setup();
|
||||
tbank.getBondCoupons.mockResolvedValue([
|
||||
{
|
||||
couponDate: time('2026-10-10'),
|
||||
payOneBond:
|
||||
scenario === 'unknown'
|
||||
? undefined
|
||||
: money('30', scenario === 'currency' ? 'usd' : 'rub'),
|
||||
couponPeriod: scenario === 'period' ? 0 : 90,
|
||||
},
|
||||
{
|
||||
couponDate: time('2026-12-10'),
|
||||
payOneBond: money('50'),
|
||||
couponPeriod: 90,
|
||||
},
|
||||
]);
|
||||
if (scenario === 'zero-price')
|
||||
tbank.getLastPrice.mockResolvedValue({ price: { units: '0' } });
|
||||
expect(await income.metrics('user', 'uid')).toMatchObject({
|
||||
couponDate: '2026-10-10',
|
||||
couponYieldPercent: null,
|
||||
});
|
||||
},
|
||||
);
|
||||
it('keeps coupons when MOEX fails and never substitutes a risk level for a credit rating', async () => {
|
||||
const { tbank, moex, income } = setup();
|
||||
tbank.getBond.mockResolvedValue({
|
||||
...bond,
|
||||
classCode: 'TQOB',
|
||||
floatingCouponFlag: true,
|
||||
riskLevel: 'RISK_LEVEL_LOW',
|
||||
});
|
||||
moex.bondYield.mockRejectedValue(new ServiceUnavailableException());
|
||||
expect(await income.metrics('user', 'uid')).toMatchObject({
|
||||
effectiveYield: null,
|
||||
coupon: null,
|
||||
couponType: 'COUPON_TYPE_FLOATING',
|
||||
couponYieldPercent: null,
|
||||
unavailable: ['yield'],
|
||||
});
|
||||
tbank.getBondCoupons.mockRejectedValue(new UnauthorizedException());
|
||||
await expect(income.metrics('other', 'uid')).rejects.toBeInstanceOf(
|
||||
UnauthorizedException,
|
||||
);
|
||||
});
|
||||
it('returns only the rating of the exact issue and isolates a registry outage', async () => {
|
||||
const { ratings, income } = setup();
|
||||
const creditRating = {
|
||||
agency: 'NCR',
|
||||
value: 'AAA.ru',
|
||||
status: 'active',
|
||||
date: '2026-04-17',
|
||||
sourceUrl: 'https://ratings.ru/ratings/issues/123/',
|
||||
observedAt: '2026-09-10T10:00:00Z',
|
||||
};
|
||||
ratings.rating.mockResolvedValue(creditRating);
|
||||
expect(await income.metrics('user', 'uid')).toMatchObject({
|
||||
creditRating,
|
||||
});
|
||||
expect(ratings.rating).toHaveBeenCalledWith('ISIN');
|
||||
ratings.rating.mockRejectedValue(new ServiceUnavailableException());
|
||||
expect(await income.metrics('other', 'uid')).toMatchObject({
|
||||
creditRating: null,
|
||||
unavailable: ['rating'],
|
||||
});
|
||||
});
|
||||
it('opens concurrent sections within one upstream metadata request budget', async () => {
|
||||
const { service, tbank, market, income } = setup();
|
||||
tbank.getBond
|
||||
.mockReset()
|
||||
.mockResolvedValueOnce(bond)
|
||||
.mockRejectedValue(
|
||||
new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
|
||||
);
|
||||
await expect(
|
||||
Promise.all([
|
||||
service.getByTicker('user', 'BOND'),
|
||||
market.quote('user', 'uid'),
|
||||
market.candles('user', 'uid'),
|
||||
income.coupons('user', 'uid'),
|
||||
income.metrics('user', 'uid'),
|
||||
]),
|
||||
).resolves.toHaveLength(5);
|
||||
expect(tbank.getBond).toHaveBeenCalledTimes(1);
|
||||
expect(tbank.findBonds).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
it('searches thirty issues without a separate ticker lookup for each result', async () => {
|
||||
const { service, tbank, market, income } = setup();
|
||||
const issues = Array.from({ length: 30 }, (_, index) => ({
|
||||
...bond,
|
||||
uid: `uid-${index}`,
|
||||
isin: `ISIN-${index}`,
|
||||
ticker: `BOND-${index}`,
|
||||
}));
|
||||
tbank.findBonds.mockResolvedValue(issues);
|
||||
tbank.getBond.mockImplementation((_token: string, uid: string) =>
|
||||
Promise.resolve(issues.find((item) => item.uid === uid)),
|
||||
);
|
||||
expect(await service.search('user', 'BOND')).toHaveLength(30);
|
||||
expect(tbank.findBonds).toHaveBeenCalledTimes(1);
|
||||
expect(tbank.getBond).toHaveBeenCalledTimes(30);
|
||||
expect(tbank.getLastPrices).toHaveBeenCalledTimes(1);
|
||||
await service.getByTicker('user', 'BOND-0');
|
||||
await Promise.all([
|
||||
market.quote('user', 'uid-0'),
|
||||
market.candles('user', 'uid-0'),
|
||||
income.coupons('user', 'uid-0'),
|
||||
]);
|
||||
expect(tbank.getBond).toHaveBeenCalledTimes(30);
|
||||
expect(tbank.findBonds).toHaveBeenCalledTimes(2);
|
||||
});
|
||||
it('refreshes current nominal and accrued interest after the metadata TTL', async () => {
|
||||
const { service, tbank, market } = setup();
|
||||
await service.get('user', 'uid');
|
||||
await jest.advanceTimersByTimeAsync(30_001);
|
||||
tbank.getBond.mockResolvedValue({
|
||||
...bond,
|
||||
nominal: money('400'),
|
||||
aciValue: money('3'),
|
||||
});
|
||||
expect(await market.quote('user', 'uid')).toMatchObject({
|
||||
cleanPrice: { value: '392.5' },
|
||||
dirtyPrice: { value: '395.5' },
|
||||
});
|
||||
expect(tbank.getBond).toHaveBeenCalledTimes(2);
|
||||
});
|
||||
it('keeps late metadata responses within their original connection generation', async () => {
|
||||
const { tbank, changeGeneration, market } = setup();
|
||||
let resolveOld: ((value: typeof bond) => void) | undefined;
|
||||
tbank.getBond.mockReturnValueOnce(
|
||||
new Promise((resolve) => {
|
||||
resolveOld = resolve;
|
||||
}),
|
||||
);
|
||||
const oldQuote = market.quote('user', 'uid');
|
||||
changeGeneration();
|
||||
tbank.getBond.mockResolvedValue({ ...bond, nominal: money('400') });
|
||||
expect(await market.quote('user', 'uid')).toMatchObject({
|
||||
cleanPrice: { value: '392.5' },
|
||||
});
|
||||
assert.ok(resolveOld);
|
||||
resolveOld(bond);
|
||||
await oldQuote;
|
||||
expect(await market.quote('user', 'uid')).toMatchObject({
|
||||
cleanPrice: { value: '392.5' },
|
||||
});
|
||||
expect(tbank.getBond).toHaveBeenCalledTimes(2);
|
||||
});
|
||||
it('keeps percent quotes separate from money and uses current amortized nominal', async () => {
|
||||
const { market } = setup();
|
||||
expect(await market.quote('user', 'uid')).toMatchObject({
|
||||
pricePercent: '98.125',
|
||||
cleanPrice: { value: '490.625', currency: 'RUB' },
|
||||
aci: { value: '12', currency: 'RUB' },
|
||||
dirtyPrice: { value: '502.625', currency: 'RUB' },
|
||||
changePercentagePoints: '-0.875',
|
||||
previousCloseDate: '2026-09-09',
|
||||
});
|
||||
});
|
||||
it('does not invent dirty prices or mix currencies when accrued interest is absent or mismatched', async () => {
|
||||
const { tbank, market } = setup();
|
||||
tbank.getBond.mockResolvedValueOnce({ ...bond, aciValue: undefined });
|
||||
expect(await market.quote('user', 'uid')).toMatchObject({
|
||||
aci: null,
|
||||
dirtyPrice: null,
|
||||
});
|
||||
tbank.getBond.mockResolvedValueOnce({
|
||||
...bond,
|
||||
aciValue: money('12', 'usd'),
|
||||
});
|
||||
expect(await market.quote('other', 'uid')).toMatchObject({
|
||||
dirtyPrice: null,
|
||||
});
|
||||
tbank.getBond.mockResolvedValueOnce({ ...bond, nominal: undefined });
|
||||
expect(await market.quote('third', 'uid')).toMatchObject({
|
||||
pricePercent: '98.125',
|
||||
cleanPrice: null,
|
||||
dirtyPrice: null,
|
||||
});
|
||||
});
|
||||
it('preserves absent coupon flags and dates without reporting false or zero', async () => {
|
||||
const { service } = setup();
|
||||
expect(await service.get('user', 'uid')).toMatchObject({
|
||||
floatingCoupon: null,
|
||||
perpetual: null,
|
||||
couponQuantityPerYear: null,
|
||||
maturityDate: null,
|
||||
nominal: { value: '500', currency: 'RUB' },
|
||||
amortization: true,
|
||||
});
|
||||
});
|
||||
it('keeps distinct issues, deduplicates ISIN listings, and prices the selected exact UID', async () => {
|
||||
const { service, tbank } = setup();
|
||||
const listings = [
|
||||
{ ...bond, uid: 'off', apiTradeAvailableFlag: false },
|
||||
{ ...bond, uid: 'uid', apiTradeAvailableFlag: true },
|
||||
{ ...bond, uid: 'second', isin: 'OTHER', ticker: 'OTHER' },
|
||||
{ ...bond, uid: 'share', instrumentKind: 'INSTRUMENT_TYPE_SHARE' },
|
||||
{ ...bond, uid: undefined },
|
||||
{ ...bond, uid: '' },
|
||||
];
|
||||
tbank.findBonds.mockResolvedValue(listings);
|
||||
tbank.getBond.mockImplementation((_token: string, uid: string) =>
|
||||
Promise.resolve(listings.find((b) => b.uid === uid)),
|
||||
);
|
||||
tbank.getLastPrices.mockResolvedValue([
|
||||
{ instrumentUid: 'uid', price: { units: '99' } },
|
||||
{ instrumentUid: 'off', price: { units: '1' } },
|
||||
]);
|
||||
const results = await service.search('user', 'BOND');
|
||||
expect(results.map((x) => x.instrumentUid)).toEqual(['uid', 'second']);
|
||||
expect(results[0]).toMatchObject({ pricePercent: '99', slug: 'uid' });
|
||||
expect((await service.get('user', 'off')).slug).toBe('off');
|
||||
});
|
||||
it('rejects ambiguous tickers and wrong instrument identities', async () => {
|
||||
const { service, tbank } = setup();
|
||||
tbank.findBonds.mockResolvedValue([
|
||||
bond,
|
||||
{ ...bond, uid: 'other', isin: 'OTHER' },
|
||||
]);
|
||||
await expect(service.getByTicker('user', 'bond')).rejects.toBeInstanceOf(
|
||||
ConflictException,
|
||||
);
|
||||
tbank.getBond.mockResolvedValue({ ...bond, uid: 'other' });
|
||||
await expect(service.get('user', 'uid')).rejects.toBeInstanceOf(
|
||||
NotFoundException,
|
||||
);
|
||||
});
|
||||
it('preserves catalog results on enrichment outage but never suppresses auth failures', async () => {
|
||||
const { service, tbank } = setup();
|
||||
tbank.getBond.mockRejectedValue(new ServiceUnavailableException());
|
||||
tbank.getLastPrices.mockRejectedValue(new ServiceUnavailableException());
|
||||
expect(await service.search('user', 'BOND')).toMatchObject([
|
||||
{ instrumentUid: 'uid', pricePercent: null, nominal: { value: '500' } },
|
||||
]);
|
||||
tbank.getBond.mockRejectedValue(new UnauthorizedException());
|
||||
await expect(service.search('other', 'BOND')).rejects.toBeInstanceOf(
|
||||
UnauthorizedException,
|
||||
);
|
||||
});
|
||||
it('keeps daily candles in percent, deduplicates boundaries and requires an all-history start', async () => {
|
||||
const { tbank, market } = setup();
|
||||
const history = await market.candles('user', 'uid', 'all');
|
||||
expect(history.currency).toBeNull();
|
||||
expect(history.candles.map((c) => c.close)).toEqual(['99', '100']);
|
||||
for (const [, , from, to] of tbank.getCandles.mock.calls as [
|
||||
string,
|
||||
string,
|
||||
Date,
|
||||
Date,
|
||||
][])
|
||||
expect(to.valueOf() - from.valueOf()).toBeLessThanOrEqual(365 * 86400000);
|
||||
tbank.getBond.mockResolvedValue({
|
||||
...bond,
|
||||
first_1dayCandleDate: undefined,
|
||||
});
|
||||
await expect(market.candles('other', 'uid', 'all')).rejects.toBeInstanceOf(
|
||||
ServiceUnavailableException,
|
||||
);
|
||||
});
|
||||
it('isolates caches by user and connection generation and retries failures', async () => {
|
||||
const { service, tbank, changeGeneration } = setup();
|
||||
await Promise.all([service.get('a', 'uid'), service.get('a', 'uid')]);
|
||||
expect(tbank.getBond).toHaveBeenCalledTimes(1);
|
||||
await service.get('b', 'uid');
|
||||
changeGeneration();
|
||||
await service.get('a', 'uid');
|
||||
expect(tbank.getBond).toHaveBeenCalledTimes(3);
|
||||
tbank.getBond.mockRejectedValueOnce(new ServiceUnavailableException());
|
||||
await expect(service.get('c', 'uid')).rejects.toBeInstanceOf(
|
||||
ServiceUnavailableException,
|
||||
);
|
||||
await expect(service.get('c', 'uid')).resolves.toMatchObject({
|
||||
instrumentUid: 'uid',
|
||||
});
|
||||
});
|
||||
it('estimates only future unfixed coupons from positive exact-UID bond holdings', async () => {
|
||||
const { tbank, portfolios, income } = setup();
|
||||
afterEach(() => jest.useRealTimers());
|
||||
it('estimates only future unfixed payouts from exact UID holdings', () => {
|
||||
const holding = {
|
||||
instrumentUid: 'uid',
|
||||
type: 'BOND',
|
||||
quantity: '2',
|
||||
averagePurchasePrice: { value: '490', currency: 'RUB' },
|
||||
averagePurchasePrice: null,
|
||||
currentValue: { value: '981.25', currency: 'RUB' },
|
||||
absoluteReturn: { value: '1.25', currency: 'RUB' },
|
||||
absoluteReturn: null,
|
||||
};
|
||||
portfolios.getAll.mockResolvedValue({
|
||||
positions: [
|
||||
holding,
|
||||
{ ...holding, instrumentUid: 'other', quantity: '99' },
|
||||
{ ...holding, type: 'STOCK', quantity: '999' },
|
||||
const position = instrumentPosition(
|
||||
{
|
||||
positions: [
|
||||
holding,
|
||||
{ ...holding, instrumentUid: 'other', quantity: '99' },
|
||||
{ ...holding, type: 'STOCK', quantity: '999' },
|
||||
],
|
||||
lastSuccessfulAt: '2026-09-10T00:00:00Z',
|
||||
isStale: true,
|
||||
} as PortfolioDto,
|
||||
'uid',
|
||||
'BOND',
|
||||
);
|
||||
const result = bondCoupons(
|
||||
[
|
||||
{
|
||||
couponNumber: '1',
|
||||
couponDate: time('2026-10-01'),
|
||||
fixDate: time('2026-09-29'),
|
||||
payOneBond: money('10'),
|
||||
},
|
||||
{
|
||||
couponNumber: '2',
|
||||
couponDate: time('2026-10-01'),
|
||||
fixDate: time('2026-09-09'),
|
||||
payOneBond: money('10'),
|
||||
},
|
||||
{
|
||||
couponNumber: '3',
|
||||
couponDate: time('2026-10-01'),
|
||||
payOneBond: money('10'),
|
||||
},
|
||||
{
|
||||
couponNumber: '4',
|
||||
couponDate: time('2026-10-01'),
|
||||
fixDate: time('2026-09-29'),
|
||||
},
|
||||
],
|
||||
lastSuccessfulAt: '2026-09-10T00:00:00Z',
|
||||
isStale: true,
|
||||
position,
|
||||
{ from: '2021-09-10', to: '2027-09-10', today: '2026-09-10' },
|
||||
'source-time',
|
||||
false,
|
||||
);
|
||||
expect(result.coupons[0].estimatedAmount).toEqual({
|
||||
value: '20',
|
||||
currency: 'RUB',
|
||||
});
|
||||
tbank.getBondCoupons.mockResolvedValue([
|
||||
{
|
||||
couponNumber: '1',
|
||||
couponDate: time('2026-10-01'),
|
||||
fixDate: time('2026-09-29'),
|
||||
payOneBond: money('10'),
|
||||
},
|
||||
{
|
||||
couponNumber: '2',
|
||||
couponDate: time('2026-10-01'),
|
||||
fixDate: time('2026-09-09'),
|
||||
payOneBond: money('10'),
|
||||
},
|
||||
{
|
||||
couponNumber: '3',
|
||||
couponDate: time('2026-10-01'),
|
||||
payOneBond: money('10'),
|
||||
},
|
||||
{
|
||||
couponNumber: '4',
|
||||
couponDate: time('2026-10-01'),
|
||||
fixDate: time('2026-09-29'),
|
||||
},
|
||||
{
|
||||
couponNumber: '5',
|
||||
couponDate: time('2025-10-01'),
|
||||
payOneBond: money('10'),
|
||||
},
|
||||
]);
|
||||
const result = await income.coupons('user', 'uid');
|
||||
expect(
|
||||
result.coupons.find((c) => c.number === '1')?.estimatedAmount,
|
||||
).toEqual({ value: '20', currency: 'RUB' });
|
||||
expect(
|
||||
result.coupons
|
||||
.filter((c) => c.number !== '1')
|
||||
.every((c) => c.estimatedAmount === null),
|
||||
result.coupons.slice(1).every((row) => row.estimatedAmount === null),
|
||||
).toBe(true);
|
||||
expect(result.coupons.find((c) => c.number === '4')?.perBond).toBeNull();
|
||||
expect(result.coupons[3].perBond).toBeNull();
|
||||
expect(result.positionIsStale).toBe(true);
|
||||
expect(await income.position('user', 'uid')).toMatchObject({
|
||||
quantity: '2',
|
||||
currentValue: { value: '981.25' },
|
||||
expect(position.quantity).toBe('2');
|
||||
});
|
||||
it('preserves amortized nominal, ACI, percent quotes and annualized coupon yield', () => {
|
||||
const values = {
|
||||
instrument: bond,
|
||||
price: { price: { units: '98', nano: 125000000 } },
|
||||
candle: { close: { units: '99' } },
|
||||
coupons: [
|
||||
{
|
||||
couponDate: time('2026-10-10'),
|
||||
payOneBond: money('30'),
|
||||
couponPeriod: 90,
|
||||
},
|
||||
],
|
||||
};
|
||||
expect(bondQuote(values, [], 'time')).toMatchObject({
|
||||
pricePercent: '98.125',
|
||||
cleanPrice: { currency: 'RUB', value: '490.625' },
|
||||
dirtyPrice: { currency: 'RUB', value: '502.625' },
|
||||
changePercentagePoints: '-0.875',
|
||||
});
|
||||
expect(bondMetrics(values, [], 'time')).toMatchObject({
|
||||
couponDate: '2026-10-10',
|
||||
couponYieldPercent: '24.7983',
|
||||
creditRating: null,
|
||||
});
|
||||
});
|
||||
it.each(['unknown', 'currency', 'period', 'zero-price'])(
|
||||
'does not invent coupon yield with %s inputs',
|
||||
(scenario) => {
|
||||
const result = bondMetrics(
|
||||
{
|
||||
instrument: bond,
|
||||
price: { price: { units: scenario === 'zero-price' ? '0' : '100' } },
|
||||
coupons: [
|
||||
{
|
||||
couponDate: time('2026-10-10'),
|
||||
payOneBond:
|
||||
scenario === 'unknown'
|
||||
? undefined
|
||||
: money('30', scenario === 'currency' ? 'usd' : 'rub'),
|
||||
couponPeriod: scenario === 'period' ? 0 : 90,
|
||||
},
|
||||
],
|
||||
},
|
||||
[],
|
||||
'time',
|
||||
);
|
||||
expect(result.couponYieldPercent).toBeNull();
|
||||
},
|
||||
);
|
||||
it('keeps absent and mismatched ACI unknown and never substitutes risk level for a rating', () => {
|
||||
expect(
|
||||
bondQuote(
|
||||
{
|
||||
instrument: { ...bond, aciValue: money('1', 'usd') },
|
||||
price: { price: { units: '100' } },
|
||||
},
|
||||
[],
|
||||
'time',
|
||||
).dirtyPrice,
|
||||
).toBeNull();
|
||||
expect(
|
||||
bondQuote(
|
||||
{
|
||||
instrument: { ...bond, aciValue: undefined },
|
||||
price: { price: { units: '100' } },
|
||||
},
|
||||
[],
|
||||
'time',
|
||||
).dirtyPrice,
|
||||
).toBeNull();
|
||||
expect(
|
||||
bondMetrics(
|
||||
{
|
||||
instrument: {
|
||||
...bond,
|
||||
riskLevel: 'RISK_LEVEL_LOW',
|
||||
floatingCouponFlag: true,
|
||||
},
|
||||
},
|
||||
['yield'],
|
||||
'time',
|
||||
),
|
||||
).toMatchObject({
|
||||
creditRating: null,
|
||||
couponType: 'COUPON_TYPE_FLOATING',
|
||||
couponYieldPercent: null,
|
||||
});
|
||||
});
|
||||
});
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import { InvestmentReadQueryDto } from '../../../investment-resource.dto';
|
||||
import {
|
||||
Controller,
|
||||
Get,
|
||||
@@ -14,15 +15,15 @@ import { AccessPayload, JwtAuthGuard } from '../../../../auth/auth.api';
|
||||
import { BondIncomeService } from '../application/bond-income.service';
|
||||
import { BondMarketService } from '../application/bond-market.service';
|
||||
import {
|
||||
BondCandlesDto,
|
||||
BondCandlesResourceDto,
|
||||
BondCandlesQueryDto,
|
||||
BondCouponsDto,
|
||||
BondDto,
|
||||
BondMetricsDto,
|
||||
BondPositionDto,
|
||||
BondQuoteDto,
|
||||
BondCouponsResourceDto,
|
||||
BondResourceDto,
|
||||
BondMetricsResourceDto,
|
||||
BondPositionResourceDto,
|
||||
BondQuoteResourceDto,
|
||||
BondSearchQueryDto,
|
||||
BondSearchResultDto,
|
||||
BondSearchResourceDto,
|
||||
BondTickerParamsDto,
|
||||
} from './bond.dto';
|
||||
import { BondCatalogService } from '../application/bond-catalog.service';
|
||||
@@ -39,68 +40,91 @@ export class BondController {
|
||||
private readonly income: BondIncomeService,
|
||||
) {}
|
||||
@Get(':uid/metrics')
|
||||
@ApiOkResponse({ type: BondMetricsDto })
|
||||
@ApiOkResponse({ type: BondMetricsResourceDto })
|
||||
metrics(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.income.metrics(request.user.sub, uid);
|
||||
return this.income.metrics(request.user.sub, uid, query.sync === 'observe');
|
||||
}
|
||||
@Get()
|
||||
@ApiOkResponse({ type: [BondSearchResultDto] })
|
||||
@ApiOkResponse({ type: BondSearchResourceDto })
|
||||
search(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Query() query: BondSearchQueryDto,
|
||||
) {
|
||||
return this.bonds.search(request.user.sub, query.query);
|
||||
return this.bonds.search(
|
||||
request.user.sub,
|
||||
query.query,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get('by-ticker/:ticker')
|
||||
@ApiOkResponse({ type: BondDto })
|
||||
@ApiOkResponse({ type: BondResourceDto })
|
||||
getByTicker(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param() params: BondTickerParamsDto,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.bonds.getByTicker(request.user.sub, params.ticker);
|
||||
return this.bonds.getByTicker(
|
||||
request.user.sub,
|
||||
params.ticker,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get(':uid')
|
||||
@ApiOkResponse({ type: BondDto })
|
||||
@ApiOkResponse({ type: BondResourceDto })
|
||||
get(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.bonds.get(request.user.sub, uid);
|
||||
return this.bonds.get(request.user.sub, uid, query.sync === 'observe');
|
||||
}
|
||||
@Get(':uid/quote')
|
||||
@ApiOkResponse({ type: BondQuoteDto })
|
||||
@ApiOkResponse({ type: BondQuoteResourceDto })
|
||||
quote(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.market.quote(request.user.sub, uid);
|
||||
return this.market.quote(request.user.sub, uid, query.sync === 'observe');
|
||||
}
|
||||
@Get(':uid/candles')
|
||||
@ApiOkResponse({ type: BondCandlesDto })
|
||||
@ApiOkResponse({ type: BondCandlesResourceDto })
|
||||
candles(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: BondCandlesQueryDto,
|
||||
) {
|
||||
return this.market.candles(request.user.sub, uid, query.period);
|
||||
return this.market.candles(
|
||||
request.user.sub,
|
||||
uid,
|
||||
query.period,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get(':uid/position')
|
||||
@ApiOkResponse({ type: BondPositionDto })
|
||||
@ApiOkResponse({ type: BondPositionResourceDto })
|
||||
position(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.income.position(request.user.sub, uid);
|
||||
return this.income.readPosition(
|
||||
request.user.sub,
|
||||
uid,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get(':uid/coupons')
|
||||
@ApiOkResponse({ type: BondCouponsDto })
|
||||
@ApiOkResponse({ type: BondCouponsResourceDto })
|
||||
coupons(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.income.coupons(request.user.sub, uid);
|
||||
return this.income.coupons(request.user.sub, uid, query.sync === 'observe');
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import { InvestmentResourceMetaDto } from '../../../investment-resource.dto';
|
||||
import { ApiProperty } from '@nestjs/swagger';
|
||||
import { MoneyDto } from '../../../../../common/money.dto';
|
||||
|
||||
@@ -175,3 +176,51 @@ export class BondMetricsDto {
|
||||
@ApiProperty({ type: [String] }) declare unavailable: string[];
|
||||
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
|
||||
}
|
||||
|
||||
export class BondPositionResourceDto {
|
||||
@ApiProperty({ type: BondPositionDto, nullable: true })
|
||||
declare data: BondPositionDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class BondSearchResourceDto {
|
||||
@ApiProperty({ type: BondSearchResultDto, isArray: true, nullable: true })
|
||||
declare data: BondSearchResultDto[] | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class BondResourceDto {
|
||||
@ApiProperty({ type: BondDto, nullable: true }) declare data: BondDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class BondQuoteResourceDto {
|
||||
@ApiProperty({ type: BondQuoteDto, nullable: true })
|
||||
declare data: BondQuoteDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class BondMetricsResourceDto {
|
||||
@ApiProperty({ type: BondMetricsDto, nullable: true })
|
||||
declare data: BondMetricsDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class BondCandlesResourceDto {
|
||||
@ApiProperty({ type: BondCandlesDto, nullable: true })
|
||||
declare data: BondCandlesDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class BondCouponsResourceDto {
|
||||
@ApiProperty({ type: BondCouponsDto, nullable: true })
|
||||
declare data: BondCouponsDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
@@ -0,0 +1,73 @@
|
||||
import {
|
||||
candleGaps,
|
||||
candleWindows,
|
||||
confirmedCandleCoverage,
|
||||
} from './candle-coverage';
|
||||
const date = (value: string) => new Date(value);
|
||||
describe('source-confirmed daily candle coverage', () => {
|
||||
it('retains closed empty coverage while yesterday incomplete and open empty ranges require rereading after midnight', () => {
|
||||
const range = { from: date('2026-09-20Z'), to: date('2026-09-26Z') };
|
||||
const now = date('2026-09-25T23:59:50Z');
|
||||
const coverage = confirmedCandleCoverage(
|
||||
range,
|
||||
[
|
||||
{
|
||||
time: '2026-09-24T00:00:00Z',
|
||||
close: '1.000000001',
|
||||
isComplete: false,
|
||||
},
|
||||
],
|
||||
now,
|
||||
);
|
||||
expect(
|
||||
coverage.map((row) => [
|
||||
row.from.toISOString().slice(0, 10),
|
||||
row.to.toISOString().slice(0, 10),
|
||||
row.isComplete,
|
||||
]),
|
||||
).toEqual([
|
||||
['2026-09-20', '2026-09-24', true],
|
||||
['2026-09-24', '2026-09-25', false],
|
||||
['2026-09-25', '2026-09-26', false],
|
||||
]);
|
||||
expect(candleGaps(range, coverage, date('2026-09-25T23:59:59Z'))).toEqual(
|
||||
[],
|
||||
);
|
||||
expect(candleGaps(range, coverage, date('2026-09-26T00:00:01Z'))).toEqual([
|
||||
{ from: date('2026-09-24Z'), to: range.to },
|
||||
]);
|
||||
expect(
|
||||
candleGaps(
|
||||
range,
|
||||
confirmedCandleCoverage(range, [], date('2026-09-27Z')),
|
||||
date('2030-01-01Z'),
|
||||
),
|
||||
).toEqual([]);
|
||||
});
|
||||
it('expires the mutable empty current day at exactly one minute', () => {
|
||||
const range = { from: date('2026-09-25Z'), to: date('2026-09-26Z') };
|
||||
const covered = confirmedCandleCoverage(
|
||||
range,
|
||||
[],
|
||||
date('2026-09-25T08:00:00Z'),
|
||||
);
|
||||
expect(candleGaps(range, covered, date('2026-09-25T08:00:59Z'))).toEqual(
|
||||
[],
|
||||
);
|
||||
expect(candleGaps(range, covered, date('2026-09-25T08:01:00Z'))).toEqual([
|
||||
range,
|
||||
]);
|
||||
});
|
||||
it('splits leap-year history into contiguous windows of at most 365 days', () => {
|
||||
const range = { from: date('2020-01-01Z'), to: date('2026-09-25Z') };
|
||||
const windows = candleWindows(range);
|
||||
expect(windows[0].from).toEqual(range.from);
|
||||
expect(windows.at(-1)?.to).toEqual(range.to);
|
||||
windows.forEach((window, index) => {
|
||||
expect(window.to.valueOf() - window.from.valueOf()).toBeLessThanOrEqual(
|
||||
365 * 86400000,
|
||||
);
|
||||
if (index) expect(window.from).toEqual(windows[index - 1].to);
|
||||
});
|
||||
});
|
||||
});
|
||||
@@ -0,0 +1,90 @@
|
||||
import { MILLISECONDS_PER_DAY } from '../../../../common/time';
|
||||
|
||||
export type CandleRange = { from: Date; to: Date };
|
||||
export type CandleCoverage = CandleRange & {
|
||||
isComplete: boolean;
|
||||
fetchedAt: Date;
|
||||
};
|
||||
export type SavedCandle = {
|
||||
time: string;
|
||||
close: string;
|
||||
isComplete: boolean;
|
||||
};
|
||||
const windowDays = 365;
|
||||
const tailFreshForMs = 60_000;
|
||||
export function utcDay(value: Date): Date {
|
||||
return new Date(
|
||||
Math.floor(value.valueOf() / MILLISECONDS_PER_DAY) * MILLISECONDS_PER_DAY,
|
||||
);
|
||||
}
|
||||
|
||||
// A clock transition never turns an unconfirmed range into closed coverage.
|
||||
export function candleGaps(
|
||||
range: CandleRange,
|
||||
coverage: CandleCoverage[],
|
||||
now: Date,
|
||||
): CandleRange[] {
|
||||
let gaps = [range];
|
||||
for (const covered of coverage) {
|
||||
if (
|
||||
!covered.isComplete &&
|
||||
(now.valueOf() - covered.fetchedAt.valueOf() >= tailFreshForMs ||
|
||||
utcDay(now).valueOf() !== utcDay(covered.fetchedAt).valueOf())
|
||||
)
|
||||
continue;
|
||||
gaps = gaps.flatMap((gap) => {
|
||||
if (covered.to <= gap.from || covered.from >= gap.to) return [gap];
|
||||
return [
|
||||
...(covered.from > gap.from
|
||||
? [{ from: gap.from, to: covered.from }]
|
||||
: []),
|
||||
...(covered.to < gap.to ? [{ from: covered.to, to: gap.to }] : []),
|
||||
];
|
||||
});
|
||||
}
|
||||
return gaps.filter((gap) => gap.from < gap.to);
|
||||
}
|
||||
|
||||
export function candleWindows(range: CandleRange): CandleRange[] {
|
||||
const windows: CandleRange[] = [];
|
||||
for (let start = range.from.valueOf(); start < range.to.valueOf();) {
|
||||
const end = Math.min(
|
||||
start + windowDays * MILLISECONDS_PER_DAY,
|
||||
range.to.valueOf(),
|
||||
);
|
||||
windows.push({ from: new Date(start), to: new Date(end) });
|
||||
start = end;
|
||||
}
|
||||
return windows;
|
||||
}
|
||||
|
||||
export function confirmedCandleCoverage(
|
||||
range: CandleRange,
|
||||
candles: SavedCandle[],
|
||||
fetchedAt: Date,
|
||||
): CandleCoverage[] {
|
||||
const boundaries = new Set([range.from.valueOf(), range.to.valueOf()]);
|
||||
const midnight = utcDay(fetchedAt).valueOf();
|
||||
const incompleteDays = new Set(
|
||||
candles
|
||||
.filter((candle) => !candle.isComplete)
|
||||
.map((candle) => utcDay(new Date(candle.time)).valueOf()),
|
||||
);
|
||||
for (const boundary of [
|
||||
midnight,
|
||||
...[...incompleteDays].flatMap((day) => [day, day + MILLISECONDS_PER_DAY]),
|
||||
])
|
||||
if (boundary > range.from.valueOf() && boundary < range.to.valueOf())
|
||||
boundaries.add(boundary);
|
||||
const sorted = [...boundaries].sort((a, b) => a - b);
|
||||
return sorted.slice(1).map((to, index) => {
|
||||
const from = sorted[index];
|
||||
return {
|
||||
from: new Date(from),
|
||||
to: new Date(to),
|
||||
fetchedAt,
|
||||
isComplete:
|
||||
to <= midnight && !incompleteDays.has(utcDay(new Date(from)).valueOf()),
|
||||
};
|
||||
});
|
||||
}
|
||||
@@ -0,0 +1,335 @@
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { createHash } from 'node:crypto';
|
||||
import type { Prisma } from '../../../../../generated/prisma/client';
|
||||
import { PrismaService } from '../../../../prisma/prisma.service';
|
||||
import type { TbankSyncAttempt } from '../../../../integrations/tbank/tbank.api';
|
||||
import {
|
||||
confirmedCandleCoverage,
|
||||
type CandleRange,
|
||||
type SavedCandle,
|
||||
} from '../domain/candle-coverage';
|
||||
|
||||
const provider = 'tbank';
|
||||
const interval = 'day';
|
||||
type CandleIntent = {
|
||||
instrumentType?: 'share' | 'bond';
|
||||
uid: string;
|
||||
ranges: CandleRange[];
|
||||
period?: string;
|
||||
now?: string;
|
||||
force?: boolean;
|
||||
};
|
||||
@Injectable()
|
||||
export class CandleRepository {
|
||||
constructor(private readonly prisma: PrismaService) {}
|
||||
|
||||
read(uid: string, range: CandleRange) {
|
||||
const identity = { provider, instrumentUid: uid, interval };
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const candles = await tx.tbankCandle.findMany({
|
||||
where: { ...identity, time: { gte: range.from, lt: range.to } },
|
||||
orderBy: { time: 'asc' },
|
||||
});
|
||||
const coverage = await tx.tbankCandleCoverage.findMany({
|
||||
where: { ...identity, from: { lt: range.to }, to: { gt: range.from } },
|
||||
orderBy: [{ from: 'asc' }, { to: 'asc' }],
|
||||
});
|
||||
const data = candles.map((row) => ({
|
||||
time: row.time.toISOString(),
|
||||
close: row.close,
|
||||
isComplete: row.isComplete,
|
||||
}));
|
||||
return {
|
||||
data,
|
||||
coverage,
|
||||
dataRevision: createHash('sha256')
|
||||
.update(JSON.stringify(data))
|
||||
.digest('base64url'),
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
coverage(uids: string[]) {
|
||||
return this.prisma.tbankCandleCoverage.findMany({
|
||||
where: { provider, instrumentUid: { in: uids }, interval },
|
||||
});
|
||||
}
|
||||
|
||||
reserve(
|
||||
owner: { userId: string; revision: string },
|
||||
scopeKey: string,
|
||||
intent: CandleIntent,
|
||||
runId: string,
|
||||
active: ReadonlySet<string>,
|
||||
priority = 1,
|
||||
) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const current = await tx.tbankConnection.updateMany({
|
||||
where: { ...owner, invalidToken: false },
|
||||
data: { membershipRevision: { increment: 0 } },
|
||||
});
|
||||
if (!current.count) return null;
|
||||
const scope = { ...owner, scopeKey };
|
||||
const previous = await tx.tbankSyncWork.findUnique({
|
||||
where: { userId_revision_scopeKey: scope },
|
||||
});
|
||||
if (
|
||||
previous?.state === 'running' &&
|
||||
previous.processRunId === runId &&
|
||||
active.has(previous.attemptId)
|
||||
) {
|
||||
const previousIntent = previous.intent as Prisma.JsonObject;
|
||||
const previousNow =
|
||||
typeof previousIntent.now === 'string' ? previousIntent.now : '';
|
||||
const nextPriority = Math.min(previous.priority, priority);
|
||||
if (
|
||||
nextPriority === previous.priority &&
|
||||
(!intent.force ||
|
||||
(previousIntent.force === true &&
|
||||
(!intent.now || intent.now <= previousNow)))
|
||||
)
|
||||
return { work: previous, launch: false };
|
||||
const work = await tx.tbankSyncWork.update({
|
||||
where: { id: previous.id },
|
||||
data: {
|
||||
priority: nextPriority,
|
||||
intent: {
|
||||
...previousIntent,
|
||||
...(intent.force
|
||||
? {
|
||||
force: true,
|
||||
...(intent.now && intent.now > previousNow
|
||||
? { now: intent.now }
|
||||
: {}),
|
||||
}
|
||||
: {}),
|
||||
},
|
||||
},
|
||||
});
|
||||
return { work, launch: false };
|
||||
}
|
||||
if (previous)
|
||||
await tx.tbankSyncStage.deleteMany({ where: { workId: previous.id } });
|
||||
const data = {
|
||||
attemptId: randomUUID(),
|
||||
processRunId: runId,
|
||||
state: 'running',
|
||||
priority,
|
||||
intent: JSON.parse(JSON.stringify(intent)) as Prisma.InputJsonObject,
|
||||
progress: {},
|
||||
errorCode: null,
|
||||
};
|
||||
const work = await tx.tbankSyncWork.upsert({
|
||||
where: { userId_revision_scopeKey: scope },
|
||||
create: { ...scope, ...data, id: randomUUID() },
|
||||
update: data,
|
||||
});
|
||||
return { work, launch: true };
|
||||
});
|
||||
}
|
||||
|
||||
work(userId: string, revision: string, scopeKey: string) {
|
||||
return this.prisma.tbankSyncWork.findUnique({
|
||||
where: { userId_revision_scopeKey: { userId, revision, scopeKey } },
|
||||
});
|
||||
}
|
||||
|
||||
stage(
|
||||
attempt: TbankSyncAttempt,
|
||||
range: CandleRange,
|
||||
candles: SavedCandle[],
|
||||
fetchedAt: Date,
|
||||
) {
|
||||
// Reject malformed financial input instead of publishing a false empty range.
|
||||
for (const candle of candles)
|
||||
if (
|
||||
!Number.isFinite(Date.parse(candle.time)) ||
|
||||
!/^-?\d+(?:\.\d+)?$/.test(candle.close)
|
||||
)
|
||||
throw new Error('Invalid candle');
|
||||
const key = `${range.from.toISOString()}/${range.to.toISOString()}`;
|
||||
const rows = [
|
||||
...new Map(
|
||||
candles
|
||||
.filter(
|
||||
(candle) =>
|
||||
new Date(candle.time) >= range.from &&
|
||||
new Date(candle.time) < range.to,
|
||||
)
|
||||
.map((candle) => [candle.time, candle]),
|
||||
).values(),
|
||||
];
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const valid = await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { progress: { lastWindow: key } },
|
||||
});
|
||||
if (!valid.count) return false;
|
||||
const identity = {
|
||||
workId: attempt.id,
|
||||
attemptId: attempt.attemptId,
|
||||
sourceKey: 'candles',
|
||||
itemKey: key,
|
||||
};
|
||||
const payload = JSON.parse(
|
||||
JSON.stringify({ range, candles: rows, fetchedAt }),
|
||||
) as Prisma.InputJsonObject;
|
||||
await tx.tbankSyncStage.upsert({
|
||||
where: { workId_attemptId_sourceKey_itemKey: identity },
|
||||
create: { ...identity, payload },
|
||||
update: { payload },
|
||||
});
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
publish(
|
||||
attempt: TbankSyncAttempt,
|
||||
intent: CandleIntent,
|
||||
completeWork = true,
|
||||
) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const claimed = await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: {
|
||||
...(completeWork ? { state: 'complete' } : {}),
|
||||
errorCode: null,
|
||||
},
|
||||
});
|
||||
if (!claimed.count) return false;
|
||||
const staged = await tx.tbankSyncStage.findMany({
|
||||
where: {
|
||||
workId: attempt.id,
|
||||
attemptId: attempt.attemptId,
|
||||
sourceKey: 'candles',
|
||||
},
|
||||
});
|
||||
if (
|
||||
intent.ranges.some(
|
||||
(range) =>
|
||||
!staged.some(
|
||||
(row) =>
|
||||
row.itemKey ===
|
||||
`${range.from.toISOString()}/${range.to.toISOString()}`,
|
||||
),
|
||||
)
|
||||
)
|
||||
throw new Error('Incomplete candle reconciliation');
|
||||
const identity = { provider, instrumentUid: intent.uid, interval };
|
||||
for (const range of intent.ranges) {
|
||||
const row = staged.find(
|
||||
(entry) =>
|
||||
entry.itemKey ===
|
||||
`${range.from.toISOString()}/${range.to.toISOString()}`,
|
||||
);
|
||||
if (!row) throw new Error('Incomplete candle reconciliation');
|
||||
const payload = row.payload as {
|
||||
candles: SavedCandle[];
|
||||
fetchedAt: string;
|
||||
};
|
||||
const fetchedAt = new Date(payload.fetchedAt);
|
||||
const old = await tx.tbankCandleCoverage.findMany({
|
||||
where: {
|
||||
...identity,
|
||||
from: { lt: range.to },
|
||||
to: { gt: range.from },
|
||||
},
|
||||
});
|
||||
await tx.tbankCandleCoverage.deleteMany({
|
||||
where: {
|
||||
...identity,
|
||||
from: { lt: range.to },
|
||||
to: { gt: range.from },
|
||||
},
|
||||
});
|
||||
// Preserve coverage outside the requested reconciliation boundaries.
|
||||
for (const previous of old) {
|
||||
for (const part of [
|
||||
...(previous.from < range.from
|
||||
? [{ from: previous.from, to: range.from }]
|
||||
: []),
|
||||
...(previous.to > range.to
|
||||
? [{ from: range.to, to: previous.to }]
|
||||
: []),
|
||||
])
|
||||
await tx.tbankCandleCoverage.create({
|
||||
data: { ...previous, ...part },
|
||||
});
|
||||
}
|
||||
await tx.tbankCandle.deleteMany({
|
||||
where: { ...identity, time: { gte: range.from, lt: range.to } },
|
||||
});
|
||||
for (const candle of payload.candles)
|
||||
await tx.tbankCandle.create({
|
||||
data: {
|
||||
...identity,
|
||||
time: new Date(candle.time),
|
||||
close: candle.close,
|
||||
isComplete: candle.isComplete,
|
||||
payload: candle,
|
||||
fetchedAt,
|
||||
},
|
||||
});
|
||||
for (const covered of confirmedCandleCoverage(
|
||||
range,
|
||||
payload.candles,
|
||||
fetchedAt,
|
||||
))
|
||||
await tx.tbankCandleCoverage.create({
|
||||
data: { ...identity, ...covered },
|
||||
});
|
||||
}
|
||||
await tx.tbankSyncStage.deleteMany({
|
||||
where: { workId: attempt.id, attemptId: attempt.attemptId },
|
||||
});
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
completeObserver(attempt: TbankSyncAttempt, initiator: TbankSyncAttempt) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const origin = await tx.tbankSyncWork.findFirst({
|
||||
where: {
|
||||
...initiator,
|
||||
state: 'complete',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
});
|
||||
if (!origin) return false;
|
||||
const result = await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { state: 'complete', errorCode: null },
|
||||
});
|
||||
return result.count > 0;
|
||||
});
|
||||
}
|
||||
|
||||
fail(attempt: TbankSyncAttempt, errorCode: string) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { state: 'failed', errorCode },
|
||||
});
|
||||
await tx.tbankSyncStage.deleteMany({
|
||||
where: { workId: attempt.id, attemptId: attempt.attemptId },
|
||||
});
|
||||
});
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,480 @@
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { isDeepStrictEqual } from 'node:util';
|
||||
import type { Prisma } from '../../../../../generated/prisma/client';
|
||||
import { PrismaService } from '../../../../prisma/prisma.service';
|
||||
import type {
|
||||
TbankBond,
|
||||
TbankShare,
|
||||
TbankSyncAttempt,
|
||||
} from '../../../../integrations/tbank/tbank.api';
|
||||
|
||||
export type CatalogQuery = {
|
||||
instrumentType: 'share' | 'bond';
|
||||
query: string;
|
||||
exactTicker?: boolean;
|
||||
};
|
||||
export type CatalogSource = {
|
||||
instrumentType: 'share' | 'bond';
|
||||
uid: string;
|
||||
kind:
|
||||
| 'detail'
|
||||
| 'last-price'
|
||||
| 'bond-current'
|
||||
| 'description'
|
||||
| 'fundamentals'
|
||||
| 'trading-status'
|
||||
| 'comparison'
|
||||
| 'coupons'
|
||||
| 'yield'
|
||||
| 'rating'
|
||||
| 'dividends'
|
||||
| 'bond-events';
|
||||
rangeKey?: string;
|
||||
ticker?: string;
|
||||
};
|
||||
export type CatalogWork = CatalogQuery | CatalogSource;
|
||||
export type CatalogInstrument = (TbankShare | TbankBond) & { uid: string };
|
||||
const provider = 'tbank';
|
||||
export function catalogQuery(input: CatalogQuery): CatalogQuery {
|
||||
return {
|
||||
instrumentType: input.instrumentType,
|
||||
query: input.query.trim().toUpperCase(),
|
||||
...(input.exactTicker ? { exactTicker: true } : {}),
|
||||
};
|
||||
}
|
||||
export function catalogScope(input: CatalogWork) {
|
||||
if ('uid' in input)
|
||||
return `catalog-source:${JSON.stringify([
|
||||
input.kind,
|
||||
input.kind === 'detail' ? input.instrumentType : null,
|
||||
input.rangeKey ?? '',
|
||||
input.uid,
|
||||
])}`;
|
||||
return `${input.exactTicker ? 'ticker' : 'catalog'}:${JSON.stringify([input.instrumentType, input.query])}`;
|
||||
}
|
||||
|
||||
@Injectable()
|
||||
export class CatalogDiscoveryRepository {
|
||||
constructor(private readonly prisma: PrismaService) {}
|
||||
|
||||
read(input: CatalogQuery) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const alias = input.exactTicker
|
||||
? await tx.tbankInstrumentLookup.findUnique({
|
||||
where: {
|
||||
provider_identifierType_identifier: {
|
||||
provider,
|
||||
identifierType: `${input.instrumentType}-ticker`,
|
||||
identifier: input.query,
|
||||
},
|
||||
},
|
||||
})
|
||||
: null;
|
||||
const discovery = input.exactTicker
|
||||
? alias
|
||||
? {
|
||||
instrumentUids: alias.matchedUids,
|
||||
fetchedAt: alias.fetchedAt,
|
||||
dataRevision: alias.dataRevision,
|
||||
}
|
||||
: null
|
||||
: await tx.tbankCatalogDiscovery.findUnique({
|
||||
where: {
|
||||
provider_instrumentType_query: {
|
||||
provider,
|
||||
instrumentType: input.instrumentType,
|
||||
query: input.query,
|
||||
},
|
||||
},
|
||||
});
|
||||
if (!discovery) return { data: null, fetchedAt: null, dataRevision: '0' };
|
||||
const uids = discovery.instrumentUids as string[];
|
||||
const rows = await tx.tbankInstrumentSource.findMany({
|
||||
where: {
|
||||
provider,
|
||||
instrumentUid: { in: uids },
|
||||
source: provider,
|
||||
kind: 'catalog',
|
||||
rangeKey: input.instrumentType,
|
||||
},
|
||||
});
|
||||
const byUid = new Map(rows.map((row) => [row.instrumentUid, row]));
|
||||
// A damaged/missing dependency is unknown, never a confirmed empty search.
|
||||
if (uids.some((uid) => !byUid.has(uid)))
|
||||
return {
|
||||
data: null,
|
||||
fetchedAt: null,
|
||||
dataRevision: String(discovery.dataRevision),
|
||||
};
|
||||
return {
|
||||
data: uids.map((uid) => byUid.get(uid)?.payload as CatalogInstrument),
|
||||
fetchedAt: discovery.fetchedAt,
|
||||
dataRevision: [
|
||||
discovery.dataRevision,
|
||||
...uids.map((uid) => byUid.get(uid)?.dataRevision),
|
||||
].join('/'),
|
||||
};
|
||||
});
|
||||
}
|
||||
|
||||
readSources(inputs: CatalogSource[]) {
|
||||
return this.prisma.tbankInstrumentSource.findMany({
|
||||
where: {
|
||||
provider,
|
||||
OR: inputs.map((input) => ({
|
||||
instrumentUid: input.uid,
|
||||
kind: input.kind,
|
||||
source: sourceProvider(input),
|
||||
rangeKey:
|
||||
input.kind === 'detail'
|
||||
? input.instrumentType
|
||||
: (input.rangeKey ?? ''),
|
||||
})),
|
||||
},
|
||||
});
|
||||
}
|
||||
|
||||
publishSource(
|
||||
attempt: TbankSyncAttempt,
|
||||
input: CatalogSource,
|
||||
value: object,
|
||||
now: Date,
|
||||
initiator: TbankSyncAttempt = attempt,
|
||||
) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const origin = await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...initiator,
|
||||
state: { in: ['running', 'complete'] },
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { progress: {} },
|
||||
});
|
||||
if (!origin.count) return false;
|
||||
const claimed = await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { state: 'complete', progress: {} },
|
||||
});
|
||||
if (!claimed.count) return false;
|
||||
const payload = JSON.parse(
|
||||
JSON.stringify(value),
|
||||
) as Prisma.InputJsonObject;
|
||||
const identity = { provider, uid: input.uid };
|
||||
await tx.tbankInstrument.upsert({
|
||||
where: { provider_uid: identity },
|
||||
update: {},
|
||||
create: {
|
||||
...identity,
|
||||
metadata: {},
|
||||
instrumentType: input.instrumentType,
|
||||
fetchedAt: now,
|
||||
},
|
||||
});
|
||||
const instrument = (
|
||||
value as { instrument?: TbankShare | TbankBond | null }
|
||||
).instrument;
|
||||
if (
|
||||
(input.kind === 'detail' || input.kind === 'bond-current') &&
|
||||
instrument &&
|
||||
(instrument.name?.trim() || instrument.ticker?.trim())
|
||||
) {
|
||||
const previous = await tx.tbankInstrument.findUniqueOrThrow({
|
||||
where: { provider_uid: identity },
|
||||
});
|
||||
const metadata = JSON.parse(
|
||||
JSON.stringify({
|
||||
...instrument,
|
||||
instrumentType: input.instrumentType,
|
||||
}),
|
||||
) as Prisma.InputJsonObject;
|
||||
await tx.tbankInstrument.update({
|
||||
where: { provider_uid: identity },
|
||||
data: {
|
||||
metadata,
|
||||
instrumentType: input.instrumentType,
|
||||
figi: instrument.figi ?? null,
|
||||
ticker: instrument.ticker ?? null,
|
||||
fetchedAt: now,
|
||||
dataRevision: {
|
||||
increment: isDeepStrictEqual(previous.metadata, metadata) ? 0 : 1,
|
||||
},
|
||||
},
|
||||
});
|
||||
for (const [identifierType, identifier] of [
|
||||
['uid', input.uid],
|
||||
['figi', instrument.figi],
|
||||
] as const) {
|
||||
if (!identifier) continue;
|
||||
const alias = { provider, identifierType, identifier };
|
||||
const previousAlias = await tx.tbankInstrumentLookup.findUnique({
|
||||
where: { provider_identifierType_identifier: alias },
|
||||
});
|
||||
const matchedUids = [input.uid];
|
||||
await tx.tbankInstrumentLookup.upsert({
|
||||
where: { provider_identifierType_identifier: alias },
|
||||
create: { ...alias, matchedUids, fetchedAt: now },
|
||||
update: {
|
||||
matchedUids,
|
||||
fetchedAt: now,
|
||||
dataRevision: {
|
||||
increment: isDeepStrictEqual(
|
||||
previousAlias?.matchedUids,
|
||||
matchedUids,
|
||||
)
|
||||
? 0
|
||||
: 1,
|
||||
},
|
||||
},
|
||||
});
|
||||
}
|
||||
}
|
||||
const key = {
|
||||
provider,
|
||||
instrumentUid: input.uid,
|
||||
source: sourceProvider(input),
|
||||
kind: input.kind,
|
||||
rangeKey:
|
||||
input.kind === 'detail'
|
||||
? input.instrumentType
|
||||
: (input.rangeKey ?? ''),
|
||||
};
|
||||
const previous = await tx.tbankInstrumentSource.findUnique({
|
||||
where: { provider_instrumentUid_source_kind_rangeKey: key },
|
||||
});
|
||||
await tx.tbankInstrumentSource.upsert({
|
||||
where: { provider_instrumentUid_source_kind_rangeKey: key },
|
||||
create: { ...key, payload, fetchedAt: now },
|
||||
update: {
|
||||
payload,
|
||||
fetchedAt: now,
|
||||
dataRevision: {
|
||||
increment: isDeepStrictEqual(previous?.payload, payload) ? 0 : 1,
|
||||
},
|
||||
},
|
||||
});
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
reserve(
|
||||
owner: { userId: string; revision: string },
|
||||
input: CatalogWork,
|
||||
runId: string,
|
||||
active: ReadonlySet<string>,
|
||||
) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const current = await tx.tbankConnection.updateMany({
|
||||
where: { ...owner, invalidToken: false },
|
||||
data: { membershipRevision: { increment: 0 } },
|
||||
});
|
||||
if (!current.count) return null;
|
||||
const scope = { ...owner, scopeKey: catalogScope(input) };
|
||||
const previous = await tx.tbankSyncWork.findUnique({
|
||||
where: { userId_revision_scopeKey: scope },
|
||||
});
|
||||
if (
|
||||
previous?.state === 'running' &&
|
||||
previous.processRunId === runId &&
|
||||
active.has(previous.attemptId)
|
||||
)
|
||||
return { work: previous, launch: false };
|
||||
const data = {
|
||||
attemptId: randomUUID(),
|
||||
processRunId: runId,
|
||||
state: 'running',
|
||||
priority: 1,
|
||||
intent: { source: 'catalog', ...input },
|
||||
progress: {},
|
||||
errorCode: null,
|
||||
};
|
||||
const work = await tx.tbankSyncWork.upsert({
|
||||
where: { userId_revision_scopeKey: scope },
|
||||
create: { ...scope, ...data, id: randomUUID() },
|
||||
update: data,
|
||||
});
|
||||
return { work, launch: true };
|
||||
});
|
||||
}
|
||||
|
||||
workMany(userId: string, revision: string, inputs: CatalogWork[]) {
|
||||
return this.prisma.tbankSyncWork.findMany({
|
||||
where: { userId, revision, scopeKey: { in: inputs.map(catalogScope) } },
|
||||
select: { scopeKey: true, id: true, state: true, errorCode: true },
|
||||
});
|
||||
}
|
||||
|
||||
work(userId: string, revision: string, input: CatalogWork) {
|
||||
return this.prisma.tbankSyncWork.findUnique({
|
||||
where: {
|
||||
userId_revision_scopeKey: {
|
||||
userId,
|
||||
revision,
|
||||
scopeKey: catalogScope(input),
|
||||
},
|
||||
},
|
||||
select: { id: true, state: true, errorCode: true },
|
||||
});
|
||||
}
|
||||
|
||||
publish(
|
||||
attempt: TbankSyncAttempt,
|
||||
input: CatalogQuery,
|
||||
instruments: CatalogInstrument[],
|
||||
now: Date,
|
||||
) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
const claimed = await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: { state: 'complete', progress: {} },
|
||||
});
|
||||
if (!claimed.count) return false;
|
||||
for (const instrument of instruments) {
|
||||
// Discovery can create a minimal identity, but cannot overwrite verified metadata.
|
||||
const identity = { provider, uid: instrument.uid };
|
||||
const payload = JSON.parse(
|
||||
JSON.stringify({
|
||||
uid: instrument.uid,
|
||||
figi: instrument.figi,
|
||||
ticker: instrument.ticker,
|
||||
name: instrument.name,
|
||||
isin: instrument.isin,
|
||||
classCode: instrument.classCode,
|
||||
instrumentKind: instrument.instrumentKind,
|
||||
apiTradeAvailableFlag: instrument.apiTradeAvailableFlag,
|
||||
currency: instrument.currency,
|
||||
brand: instrument.brand
|
||||
? { logoName: instrument.brand.logoName }
|
||||
: undefined,
|
||||
}),
|
||||
) as Prisma.InputJsonObject;
|
||||
await tx.tbankInstrument.upsert({
|
||||
where: { provider_uid: identity },
|
||||
update: {},
|
||||
create: {
|
||||
...identity,
|
||||
metadata: payload,
|
||||
instrumentType: input.instrumentType,
|
||||
figi: instrument.figi,
|
||||
ticker: instrument.ticker,
|
||||
fetchedAt: now,
|
||||
},
|
||||
});
|
||||
const key = {
|
||||
provider,
|
||||
instrumentUid: instrument.uid,
|
||||
source: provider,
|
||||
kind: 'catalog',
|
||||
rangeKey: input.instrumentType,
|
||||
};
|
||||
const previous = await tx.tbankInstrumentSource.findUnique({
|
||||
where: { provider_instrumentUid_source_kind_rangeKey: key },
|
||||
});
|
||||
await tx.tbankInstrumentSource.upsert({
|
||||
where: { provider_instrumentUid_source_kind_rangeKey: key },
|
||||
create: { ...key, payload, fetchedAt: now },
|
||||
update: {
|
||||
payload,
|
||||
fetchedAt: now,
|
||||
dataRevision: {
|
||||
increment: isDeepStrictEqual(previous?.payload, payload) ? 0 : 1,
|
||||
},
|
||||
},
|
||||
});
|
||||
}
|
||||
const instrumentUids = instruments.map((instrument) => instrument.uid);
|
||||
if (input.exactTicker) {
|
||||
const key = {
|
||||
provider,
|
||||
identifierType: `${input.instrumentType}-ticker`,
|
||||
identifier: input.query,
|
||||
};
|
||||
const previous = await tx.tbankInstrumentLookup.findUnique({
|
||||
where: { provider_identifierType_identifier: key },
|
||||
});
|
||||
await tx.tbankInstrumentLookup.upsert({
|
||||
where: { provider_identifierType_identifier: key },
|
||||
create: { ...key, matchedUids: instrumentUids, fetchedAt: now },
|
||||
update: {
|
||||
matchedUids: instrumentUids,
|
||||
fetchedAt: now,
|
||||
dataRevision: {
|
||||
increment: isDeepStrictEqual(
|
||||
previous?.matchedUids,
|
||||
instrumentUids,
|
||||
)
|
||||
? 0
|
||||
: 1,
|
||||
},
|
||||
},
|
||||
});
|
||||
return true;
|
||||
}
|
||||
const key = {
|
||||
provider,
|
||||
instrumentType: input.instrumentType,
|
||||
query: input.query,
|
||||
};
|
||||
const previous = await tx.tbankCatalogDiscovery.findUnique({
|
||||
where: { provider_instrumentType_query: key },
|
||||
});
|
||||
await tx.tbankCatalogDiscovery.upsert({
|
||||
where: { provider_instrumentType_query: key },
|
||||
create: { ...key, instrumentUids, fetchedAt: now },
|
||||
update: {
|
||||
instrumentUids,
|
||||
fetchedAt: now,
|
||||
dataRevision: {
|
||||
increment: isDeepStrictEqual(
|
||||
previous?.instrumentUids,
|
||||
instrumentUids,
|
||||
)
|
||||
? 0
|
||||
: 1,
|
||||
},
|
||||
},
|
||||
});
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
finish(attempt: TbankSyncAttempt, success: boolean) {
|
||||
return this.prisma.$transaction(async (tx) => {
|
||||
await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: true },
|
||||
},
|
||||
data: { state: 'failed', errorCode: 'INVALID_TBANK_TOKEN' },
|
||||
});
|
||||
await tx.tbankSyncWork.updateMany({
|
||||
where: {
|
||||
...attempt,
|
||||
state: 'running',
|
||||
connection: { invalidToken: false },
|
||||
},
|
||||
data: {
|
||||
state: success ? 'complete' : 'failed',
|
||||
errorCode: success ? null : 'TBANK_UNAVAILABLE',
|
||||
},
|
||||
});
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
function sourceProvider(input: CatalogSource) {
|
||||
return input.kind === 'yield' || input.kind === 'bond-events'
|
||||
? 'moex'
|
||||
: input.kind === 'rating'
|
||||
? 'ncr'
|
||||
: 'tbank';
|
||||
}
|
||||
@@ -0,0 +1,2 @@
|
||||
export { StockIncomeService } from './stocks/application/stock-income.service';
|
||||
export { BondIncomeService } from './bonds/application/bond-income.service';
|
||||
@@ -0,0 +1,22 @@
|
||||
import { Module } from '@nestjs/common';
|
||||
import { MoexModule } from '../../../integrations/moex/moex.module';
|
||||
import { NcrModule } from '../../../integrations/ncr/ncr.module';
|
||||
import { TbankModule } from '../../../integrations/tbank/tbank.module';
|
||||
import { CandleService } from './application/candle.service';
|
||||
import { CandleRepository } from './infrastructure/candle.repository';
|
||||
import { CatalogEnrichmentService } from './application/catalog-enrichment.service';
|
||||
import { CatalogDiscoveryService } from './application/catalog-discovery.service';
|
||||
import { CatalogDiscoveryRepository } from './infrastructure/catalog-discovery.repository';
|
||||
|
||||
@Module({
|
||||
imports: [TbankModule, MoexModule, NcrModule],
|
||||
providers: [
|
||||
CandleService,
|
||||
CandleRepository,
|
||||
CatalogEnrichmentService,
|
||||
CatalogDiscoveryService,
|
||||
CatalogDiscoveryRepository,
|
||||
],
|
||||
exports: [CandleService, CatalogEnrichmentService, CatalogDiscoveryService],
|
||||
})
|
||||
export class InstrumentSourcesModule {}
|
||||
@@ -0,0 +1,5 @@
|
||||
export { CandleService } from './application/candle.service';
|
||||
export { CatalogEnrichmentService } from './application/catalog-enrichment.service';
|
||||
export type { CatalogPayload } from './application/catalog-enrichment.service';
|
||||
|
||||
export { CatalogDiscoveryService } from './application/catalog-discovery.service';
|
||||
@@ -1,6 +1,5 @@
|
||||
import { InstrumentSourcesModule } from './instrument-sources.module';
|
||||
import { Module } from '@nestjs/common';
|
||||
import { MoexModule } from '../../../integrations/moex/moex.module';
|
||||
import { NcrModule } from '../../../integrations/ncr/ncr.module';
|
||||
import { TbankModule } from '../../../integrations/tbank/tbank.module';
|
||||
import { AuthModule } from '../../auth/auth.module';
|
||||
import { PortfolioModule } from '../portfolio/portfolio.module';
|
||||
@@ -15,8 +14,9 @@ import { StockController } from './stocks/presentation/stock.controller';
|
||||
import { StockCatalogService } from './stocks/application/stock-catalog.service';
|
||||
|
||||
@Module({
|
||||
imports: [AuthModule, TbankModule, MoexModule, NcrModule, PortfolioModule],
|
||||
imports: [AuthModule, TbankModule, InstrumentSourcesModule, PortfolioModule],
|
||||
controllers: [StockController, BondController],
|
||||
exports: [StockIncomeService, BondIncomeService],
|
||||
providers: [
|
||||
BondIncomeService,
|
||||
BondMarketService,
|
||||
|
||||
+33
-41
@@ -1,50 +1,42 @@
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import type { TbankFundamentals } from '../../../../../integrations/tbank/tbank.api';
|
||||
import { TbankClient } from '../../../../../integrations/tbank/tbank.api';
|
||||
import { optional } from '../../application/instrument-market';
|
||||
import { StockCompanyDto, StockMetricDto } from '../presentation/stock.dto';
|
||||
|
||||
import { StockCatalogService } from './stock-catalog.service';
|
||||
import { CatalogEnrichmentService } from '../../application/catalog-enrichment.service';
|
||||
import {
|
||||
StockCompanyResourceDto,
|
||||
StockMetricDto,
|
||||
} from '../presentation/stock.dto';
|
||||
@Injectable()
|
||||
export class GetStockCompanyUseCase {
|
||||
constructor(
|
||||
private readonly catalog: StockCatalogService,
|
||||
private readonly tbank: TbankClient,
|
||||
) {}
|
||||
execute(userId: string, uid: string): Promise<StockCompanyDto> {
|
||||
return this.catalog.cached(userId, `company:${uid}`, async (token) => {
|
||||
const share = await this.catalog.share(token, uid);
|
||||
const unavailable: string[] = [];
|
||||
const assetUid = share.assetUid;
|
||||
if (!assetUid)
|
||||
return {
|
||||
description: null,
|
||||
metrics: [],
|
||||
unavailable,
|
||||
observedAt: new Date().toISOString(),
|
||||
};
|
||||
const [description, fundamentals] = await Promise.all([
|
||||
optional(
|
||||
() => this.tbank.getAssetDescription(token, assetUid),
|
||||
'description',
|
||||
unavailable,
|
||||
),
|
||||
optional(
|
||||
() => this.tbank.getFundamentals(token, assetUid),
|
||||
'fundamentals',
|
||||
unavailable,
|
||||
),
|
||||
]);
|
||||
return {
|
||||
description,
|
||||
metrics: metrics(fundamentals, share.sector),
|
||||
unavailable,
|
||||
observedAt: new Date().toISOString(),
|
||||
};
|
||||
});
|
||||
constructor(private readonly sources: CatalogEnrichmentService) {}
|
||||
async execute(
|
||||
userId: string,
|
||||
uid: string,
|
||||
observe = false,
|
||||
): Promise<StockCompanyResourceDto> {
|
||||
const result = await this.sources.section(
|
||||
userId,
|
||||
'share',
|
||||
uid,
|
||||
'company',
|
||||
observe,
|
||||
);
|
||||
return {
|
||||
data: result.values.instrument
|
||||
? {
|
||||
description: result.values.description ?? null,
|
||||
metrics: metrics(
|
||||
result.values.fundamentals ?? null,
|
||||
result.values.instrument.sector,
|
||||
),
|
||||
unavailable: result.unavailable,
|
||||
observedAt: result.observedAt,
|
||||
}
|
||||
: null,
|
||||
meta: result.meta,
|
||||
};
|
||||
}
|
||||
}
|
||||
function metrics(
|
||||
export function metrics(
|
||||
values: TbankFundamentals | null,
|
||||
sector?: string,
|
||||
): StockMetricDto[] {
|
||||
|
||||
@@ -1,185 +1,87 @@
|
||||
import {
|
||||
ConflictException,
|
||||
Injectable,
|
||||
NotFoundException,
|
||||
ServiceUnavailableException,
|
||||
} from '@nestjs/common';
|
||||
import { LRUCache } from 'lru-cache';
|
||||
import { CatalogDiscoveryService } from '../../application/catalog-discovery.service';
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { formatDecimal } from '../../../../../common/decimal';
|
||||
import type { TbankShare } from '../../../../../integrations/tbank/tbank.api';
|
||||
import {
|
||||
TbankAccessService,
|
||||
TbankClient,
|
||||
} from '../../../../../integrations/tbank/tbank.api';
|
||||
import { decimal } from '../../../../../integrations/tbank/decimal';
|
||||
import { optional, timestamp } from '../../application/instrument-market';
|
||||
import { StockDto, StockSearchResultDto } from '../presentation/stock.dto';
|
||||
|
||||
const SEARCH_RESULTS_LIMIT = 30;
|
||||
import { timestamp } from '../../application/instrument-market';
|
||||
import {
|
||||
StockDto,
|
||||
StockResourceDto,
|
||||
StockSearchResourceDto,
|
||||
} from '../presentation/stock.dto';
|
||||
|
||||
type IdentifiedShare = TbankShare & { uid: string };
|
||||
|
||||
@Injectable()
|
||||
export class StockCatalogService {
|
||||
private readonly cache = new LRUCache<string, Promise<object>>({
|
||||
max: 300,
|
||||
ttl: 30_000,
|
||||
});
|
||||
constructor(
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly tbank: TbankClient,
|
||||
) {}
|
||||
search(userId: string, query: string): Promise<StockSearchResultDto[]> {
|
||||
return this.cached(userId, `search:${query}`, async (token) => {
|
||||
const found = await this.tbank.findShares(token, query);
|
||||
const shares = selectShares(found, query).slice(0, SEARCH_RESULTS_LIMIT);
|
||||
if (!shares.length) return [];
|
||||
// One market-data request for the list; failed enrichment must not hide a catalog result.
|
||||
const [details, prices] = await Promise.all([
|
||||
Promise.all(
|
||||
shares.map(
|
||||
async (share) =>
|
||||
(await optional(
|
||||
() =>
|
||||
this.get(userId, share.uid).catch((error: unknown) => {
|
||||
if (error instanceof NotFoundException) return stock(share);
|
||||
throw error;
|
||||
}),
|
||||
'details',
|
||||
[],
|
||||
)) ?? stock(share),
|
||||
),
|
||||
),
|
||||
optional(
|
||||
() =>
|
||||
this.tbank.getLastPrices(
|
||||
token,
|
||||
shares.map((share) => share.uid),
|
||||
),
|
||||
'prices',
|
||||
[],
|
||||
),
|
||||
]);
|
||||
return details.map((detail, index) => {
|
||||
const short = stock(shares[index]);
|
||||
const last = prices?.find(
|
||||
(price) => price.instrumentUid === detail.instrumentUid,
|
||||
);
|
||||
return {
|
||||
...detail,
|
||||
classCode: detail.classCode ?? short.classCode,
|
||||
isin: detail.isin ?? short.isin,
|
||||
apiTradeAvailable: short.apiTradeAvailable,
|
||||
price:
|
||||
last?.price && detail.currency
|
||||
? {
|
||||
currency: detail.currency,
|
||||
value: formatDecimal(decimal(last.price)),
|
||||
}
|
||||
: null,
|
||||
priceAt: timestamp(last?.time),
|
||||
};
|
||||
});
|
||||
});
|
||||
}
|
||||
get(userId: string, uid: string): Promise<StockDto> {
|
||||
return this.cached(userId, `share:${uid}`, async (token) => {
|
||||
const result = stock(await this.share(token, uid));
|
||||
if (
|
||||
!result.ticker ||
|
||||
!/^[A-Za-z0-9][A-Za-z0-9._@+-]{0,79}$/.test(result.ticker)
|
||||
)
|
||||
return result;
|
||||
try {
|
||||
const match = await this.tickerMatch(userId, result.ticker);
|
||||
if (match.uid === uid) result.slug = result.ticker.toUpperCase();
|
||||
} catch (error) {
|
||||
// A readable alias is optional for an exact UID URL, never a reason to substitute another listing.
|
||||
if (
|
||||
!(error instanceof NotFoundException) &&
|
||||
!(error instanceof ConflictException) &&
|
||||
!(error instanceof ServiceUnavailableException)
|
||||
)
|
||||
throw error;
|
||||
}
|
||||
return result;
|
||||
});
|
||||
}
|
||||
async getByTicker(userId: string, ticker: string): Promise<StockDto> {
|
||||
const match = await this.tickerMatch(userId, ticker);
|
||||
constructor(private readonly discovery: CatalogDiscoveryService) {}
|
||||
async search(
|
||||
userId: string,
|
||||
query: string,
|
||||
observe = false,
|
||||
): Promise<StockSearchResourceDto> {
|
||||
const result = await this.discovery.search(
|
||||
userId,
|
||||
{ instrumentType: 'share', query },
|
||||
observe,
|
||||
);
|
||||
return {
|
||||
...(await this.get(userId, match.uid)),
|
||||
slug: ticker.trim().toUpperCase(),
|
||||
...result,
|
||||
data:
|
||||
result.data?.map((item) => {
|
||||
const short = stock(item);
|
||||
const detail = item.detail
|
||||
? stock({ ...item.detail, uid: item.uid })
|
||||
: short;
|
||||
const last = item.price;
|
||||
return {
|
||||
...detail,
|
||||
classCode: detail.classCode ?? short.classCode,
|
||||
isin: detail.isin ?? short.isin,
|
||||
apiTradeAvailable: short.apiTradeAvailable,
|
||||
price:
|
||||
last?.price && detail.currency
|
||||
? {
|
||||
currency: detail.currency,
|
||||
value: formatDecimal(decimal(last.price)),
|
||||
}
|
||||
: null,
|
||||
priceAt: timestamp(last?.time),
|
||||
};
|
||||
}) ?? null,
|
||||
};
|
||||
}
|
||||
private tickerMatch(
|
||||
async get(
|
||||
userId: string,
|
||||
uid: string,
|
||||
observe = false,
|
||||
): Promise<StockResourceDto> {
|
||||
const result = await this.discovery.detail(userId, 'share', uid, observe);
|
||||
return {
|
||||
...result,
|
||||
data: result.data
|
||||
? { ...stock(result.data), slug: result.data.slug }
|
||||
: null,
|
||||
};
|
||||
}
|
||||
async getByTicker(
|
||||
userId: string,
|
||||
ticker: string,
|
||||
): Promise<IdentifiedShare> {
|
||||
const normalized = ticker.trim().toUpperCase();
|
||||
return this.cached(userId, `ticker:${normalized}`, async (token) => {
|
||||
const found = await this.tbank.findShares(token, normalized);
|
||||
const matches = selectShares(
|
||||
found.filter(
|
||||
(item) => item.ticker?.trim().toUpperCase() === normalized,
|
||||
),
|
||||
normalized,
|
||||
);
|
||||
if (!matches.length) throw new NotFoundException();
|
||||
if (matches.length > 1)
|
||||
throw new ConflictException({ code: 'STOCK_TICKER_AMBIGUOUS' });
|
||||
return matches[0];
|
||||
});
|
||||
observe = false,
|
||||
): Promise<StockResourceDto> {
|
||||
const result = await this.discovery.byTicker(
|
||||
userId,
|
||||
'share',
|
||||
ticker,
|
||||
observe,
|
||||
);
|
||||
return {
|
||||
...result,
|
||||
data: result.data
|
||||
? { ...stock(result.data), slug: result.data.slug }
|
||||
: null,
|
||||
};
|
||||
}
|
||||
async share(token: string, uid: string): Promise<IdentifiedShare> {
|
||||
const share = await this.tbank.getShare(token, uid);
|
||||
if (!share || share.uid !== uid) throw new NotFoundException();
|
||||
return { ...share, uid };
|
||||
}
|
||||
cached<T extends object>(
|
||||
userId: string,
|
||||
key: string,
|
||||
operation: (token: string) => Promise<T>,
|
||||
): Promise<T> {
|
||||
return this.access.withConnection(userId, ({ token, generation }) => {
|
||||
const cacheKey = JSON.stringify([userId, generation, key]);
|
||||
const cached = this.cache.get(cacheKey);
|
||||
if (cached) return cached as Promise<T>;
|
||||
const pending = operation(token);
|
||||
this.cache.set(cacheKey, pending);
|
||||
return pending.catch((error) => {
|
||||
if (this.cache.get(cacheKey) === pending) this.cache.delete(cacheKey);
|
||||
throw error;
|
||||
});
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
function selectShares(found: TbankShare[], query: string): IdentifiedShare[] {
|
||||
const seen = new Set<string>();
|
||||
return found
|
||||
.filter(
|
||||
(share): share is IdentifiedShare =>
|
||||
Boolean(share.uid) && share.instrumentKind === 'INSTRUMENT_TYPE_SHARE',
|
||||
)
|
||||
.sort(
|
||||
(a, b) =>
|
||||
Number(b.apiTradeAvailableFlag === true) -
|
||||
Number(a.apiTradeAvailableFlag === true) ||
|
||||
Number(b.ticker?.toUpperCase() === query.toUpperCase()) -
|
||||
Number(a.ticker?.toUpperCase() === query.toUpperCase()) ||
|
||||
Number(b.classCode === 'TQBR') - Number(a.classCode === 'TQBR') ||
|
||||
a.uid.localeCompare(b.uid),
|
||||
)
|
||||
.filter((share) => {
|
||||
// A missing ISIN must not collapse unrelated catalog instruments.
|
||||
const key = share.isin?.trim()
|
||||
? `isin:${share.isin.trim().toUpperCase()}`
|
||||
: `uid:${share.uid}`;
|
||||
if (seen.has(key)) return false;
|
||||
seen.add(key);
|
||||
return true;
|
||||
});
|
||||
}
|
||||
|
||||
function stock(share: IdentifiedShare): StockDto {
|
||||
|
||||
@@ -1,109 +1,165 @@
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import { Injectable, NotFoundException } from '@nestjs/common';
|
||||
import {
|
||||
decimalFromString,
|
||||
formatDecimal,
|
||||
multiply,
|
||||
} from '../../../../../common/decimal';
|
||||
import { TbankClient } from '../../../../../integrations/tbank/tbank.api';
|
||||
import { decimal } from '../../../../../integrations/tbank/decimal';
|
||||
import { PortfolioService } from '../../../portfolio/portfolio.api';
|
||||
import {
|
||||
moscowDay,
|
||||
optional,
|
||||
timestamp,
|
||||
} from '../../application/instrument-market';
|
||||
import { stockPosition } from './stock-position';
|
||||
TbankAccessService,
|
||||
type TbankDividend,
|
||||
} from '../../../../../integrations/tbank/tbank.api';
|
||||
import {
|
||||
PortfolioService,
|
||||
ForecastService,
|
||||
} from '../../../portfolio/portfolio.api';
|
||||
import { CatalogEnrichmentService } from '../../application/catalog-enrichment.service';
|
||||
import { moscowDay, timestamp } from '../../application/instrument-market';
|
||||
import { instrumentPosition } from '../../application/instrument-position';
|
||||
import {
|
||||
StockDividendDto,
|
||||
StockDividendsDto,
|
||||
StockDividendsResourceDto,
|
||||
StockPositionDto,
|
||||
StockDividendDto,
|
||||
} from '../presentation/stock.dto';
|
||||
|
||||
import { StockCatalogService } from './stock-catalog.service';
|
||||
|
||||
import { decimal } from '../../../../../integrations/tbank/decimal';
|
||||
const ISO_YEAR_LENGTH = 4;
|
||||
const INCOME_HISTORY_YEARS = 5;
|
||||
@Injectable()
|
||||
export class StockIncomeService {
|
||||
constructor(
|
||||
private readonly catalog: StockCatalogService,
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly portfolios: PortfolioService,
|
||||
private readonly sources: CatalogEnrichmentService,
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly forecasts: ForecastService,
|
||||
) {}
|
||||
async position(userId: string, uid: string): Promise<StockPositionDto> {
|
||||
return this.catalog.cached(userId, `position:${uid}`, async () =>
|
||||
stockPosition(await this.portfolios.getAll(userId), uid),
|
||||
);
|
||||
|
||||
async readPosition(userId: string, uid: string, observe = false) {
|
||||
const saved = await this.portfolios.read(userId, 'all', observe);
|
||||
return {
|
||||
data: saved.data ? instrumentPosition(saved.data, uid, 'STOCK') : null,
|
||||
meta: { ...saved.meta, resourceKey: `stock/position/${uid}` },
|
||||
};
|
||||
}
|
||||
dividends(userId: string, uid: string): Promise<StockDividendsDto> {
|
||||
return this.catalog.cached(userId, `dividends:${uid}`, async (token) => {
|
||||
await this.catalog.share(token, uid);
|
||||
const today = moscowDay(new Date().toISOString());
|
||||
const from = `${Number(today.slice(0, ISO_YEAR_LENGTH)) - INCOME_HISTORY_YEARS}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const unavailable: string[] = [];
|
||||
const [events, position] = await Promise.all([
|
||||
this.tbank.getDividends(token, uid, from, to),
|
||||
optional(() => this.position(userId, uid), 'position', unavailable),
|
||||
]);
|
||||
const quantity =
|
||||
position &&
|
||||
position.accounts.length &&
|
||||
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n)
|
||||
? decimalFromString(position.quantity)
|
||||
: null;
|
||||
const dividends: StockDividendDto[] = events
|
||||
.filter((event) => event.dividendType?.toLowerCase() !== 'cancelled')
|
||||
.map((event) => {
|
||||
const recordDate = timestamp(event.recordDate)?.slice(0, 10) ?? null;
|
||||
const paymentDate =
|
||||
timestamp(event.paymentDate)?.slice(0, 10) ?? null;
|
||||
const lastBuyDate =
|
||||
timestamp(event.lastBuyDate)?.slice(0, 10) ?? null;
|
||||
const currency = event.dividendNet?.currency?.toUpperCase();
|
||||
const perShare =
|
||||
currency && event.dividendNet
|
||||
? { currency, value: formatDecimal(decimal(event.dividendNet)) }
|
||||
: null;
|
||||
// A future payment can have an already-fixed register: keep the event, but do not estimate entitlement from today's holding.
|
||||
const eventDate = paymentDate ?? recordDate;
|
||||
const timing: StockDividendDto['timing'] = eventDate
|
||||
? eventDate >= today
|
||||
? 'upcoming'
|
||||
: 'past'
|
||||
: 'undated';
|
||||
const estimatedAmount =
|
||||
quantity &&
|
||||
perShare &&
|
||||
recordDate &&
|
||||
recordDate >= today &&
|
||||
timing === 'upcoming'
|
||||
? {
|
||||
currency: perShare.currency,
|
||||
value: formatDecimal(
|
||||
multiply(quantity, decimalFromString(perShare.value)),
|
||||
),
|
||||
}
|
||||
: null;
|
||||
return {
|
||||
perShare,
|
||||
recordDate,
|
||||
lastBuyDate,
|
||||
paymentDate,
|
||||
timing,
|
||||
estimatedAmount,
|
||||
};
|
||||
})
|
||||
.sort((a, b) => (b.recordDate ?? '').localeCompare(a.recordDate ?? ''));
|
||||
return {
|
||||
dividends,
|
||||
from,
|
||||
to,
|
||||
observedAt: new Date().toISOString(),
|
||||
positionAt: quantity ? (position?.observedAt ?? null) : null,
|
||||
estimateUnavailable: unavailable.length > 0,
|
||||
positionIsStale: position?.isStale ?? false,
|
||||
};
|
||||
async dividends(
|
||||
userId: string,
|
||||
uid: string,
|
||||
observe = false,
|
||||
): Promise<StockDividendsResourceDto> {
|
||||
const connection = await this.access.local(userId);
|
||||
const today = moscowDay(new Date().toISOString());
|
||||
const from = `${Number(today.slice(0, ISO_YEAR_LENGTH)) - INCOME_HISTORY_YEARS}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const to = `${Number(today.slice(0, ISO_YEAR_LENGTH)) + 1}${today.slice(ISO_YEAR_LENGTH)}`;
|
||||
const portfolio = await this.portfolios.read(userId, 'all', observe);
|
||||
const sources = await this.sources.readMany(
|
||||
userId,
|
||||
'share',
|
||||
[uid],
|
||||
observe,
|
||||
['detail', 'dividends'],
|
||||
{ from, to },
|
||||
);
|
||||
if (sources[0].meta.availability === 'complete' && !sources[0].instrument)
|
||||
throw new NotFoundException();
|
||||
const events = sources[1].payload?.dividends;
|
||||
const position = portfolio.data
|
||||
? instrumentPosition(portfolio.data, uid, 'STOCK')
|
||||
: null;
|
||||
const projected = events
|
||||
? stockDividends(
|
||||
events,
|
||||
position,
|
||||
{ from, to, today },
|
||||
sources[1].meta.lastSuccessfulAt ?? new Date().toISOString(),
|
||||
!portfolio.data,
|
||||
)
|
||||
: undefined;
|
||||
const result = await this.forecasts.result({
|
||||
userId,
|
||||
revision: connection.revision,
|
||||
membershipRevision: connection.membershipRevision,
|
||||
scopeKey: `stock/dividends/${JSON.stringify([uid, from, to])}`,
|
||||
portfolio: portfolio.meta,
|
||||
sources,
|
||||
candidate:
|
||||
portfolio.data && sources[0].instrument ? projected : undefined,
|
||||
});
|
||||
return result.data || !projected
|
||||
? result
|
||||
: {
|
||||
data: stockDividends(
|
||||
events ?? [],
|
||||
null,
|
||||
{ from, to, today },
|
||||
projected.observedAt,
|
||||
true,
|
||||
),
|
||||
meta: { ...result.meta, availability: 'partial' },
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
export function stockDividends(
|
||||
events: TbankDividend[],
|
||||
position: StockPositionDto | null,
|
||||
window: { from: string; to: string; today: string },
|
||||
observedAt: string,
|
||||
positionUnavailable: boolean,
|
||||
): StockDividendsDto {
|
||||
const { from, to, today } = window;
|
||||
const quantity =
|
||||
position &&
|
||||
position.accounts.length &&
|
||||
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n)
|
||||
? decimalFromString(position.quantity)
|
||||
: null;
|
||||
const dividends: StockDividendDto[] = events
|
||||
.filter((event) => event.dividendType?.toLowerCase() !== 'cancelled')
|
||||
.map((event) => {
|
||||
const recordDate = timestamp(event.recordDate)?.slice(0, 10) ?? null;
|
||||
const paymentDate = timestamp(event.paymentDate)?.slice(0, 10) ?? null;
|
||||
const lastBuyDate = timestamp(event.lastBuyDate)?.slice(0, 10) ?? null;
|
||||
const currency = event.dividendNet?.currency?.toUpperCase();
|
||||
const perShare =
|
||||
currency && event.dividendNet
|
||||
? { currency, value: formatDecimal(decimal(event.dividendNet)) }
|
||||
: null;
|
||||
// A future payment can have an already-fixed register: keep the event, but do not estimate entitlement from today's holding.
|
||||
const eventDate = paymentDate ?? recordDate;
|
||||
const timing: StockDividendDto['timing'] = eventDate
|
||||
? eventDate >= today
|
||||
? 'upcoming'
|
||||
: 'past'
|
||||
: 'undated';
|
||||
const estimatedAmount =
|
||||
quantity &&
|
||||
perShare &&
|
||||
recordDate &&
|
||||
recordDate >= today &&
|
||||
timing === 'upcoming'
|
||||
? {
|
||||
currency: perShare.currency,
|
||||
value: formatDecimal(
|
||||
multiply(quantity, decimalFromString(perShare.value)),
|
||||
),
|
||||
}
|
||||
: null;
|
||||
return {
|
||||
perShare,
|
||||
recordDate,
|
||||
lastBuyDate,
|
||||
paymentDate,
|
||||
timing,
|
||||
estimatedAmount,
|
||||
};
|
||||
})
|
||||
.sort((a, b) => (b.recordDate ?? '').localeCompare(a.recordDate ?? ''));
|
||||
return {
|
||||
dividends,
|
||||
from,
|
||||
to,
|
||||
observedAt: observedAt,
|
||||
positionAt: quantity ? (position?.observedAt ?? null) : null,
|
||||
estimateUnavailable: positionUnavailable,
|
||||
positionIsStale: position?.isStale ?? false,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -1,4 +1,9 @@
|
||||
import { Injectable, ServiceUnavailableException } from '@nestjs/common';
|
||||
import { CandleService } from '../../application/candle.service';
|
||||
import {
|
||||
CatalogEnrichmentService,
|
||||
type CatalogPayload,
|
||||
} from '../../application/catalog-enrichment.service';
|
||||
import { Injectable } from '@nestjs/common';
|
||||
import {
|
||||
decimalFromString,
|
||||
divide,
|
||||
@@ -6,180 +11,101 @@ 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 {
|
||||
StockCandlesDto,
|
||||
StockCandlesQueryDto,
|
||||
StockQuoteDto,
|
||||
StockQuoteResourceDto,
|
||||
} from '../presentation/stock.dto';
|
||||
|
||||
const dayMs = 86_400_000;
|
||||
|
||||
import { StockCatalogService } from './stock-catalog.service';
|
||||
|
||||
const PREVIOUS_CLOSE_LOOKBACK_DAYS = 20;
|
||||
const HALF_YEAR_MONTHS = 6;
|
||||
const YEAR_MONTHS = 12;
|
||||
const CANDLE_WINDOW_DAYS = 365;
|
||||
const CHANGE_PERCENT_DECIMAL_PLACES = 6;
|
||||
@Injectable()
|
||||
export class StockMarketService {
|
||||
constructor(
|
||||
private readonly catalog: StockCatalogService,
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly history: CandleService,
|
||||
private readonly sources: CatalogEnrichmentService,
|
||||
) {}
|
||||
quote(userId: string, uid: string): Promise<StockQuoteDto> {
|
||||
return this.catalog.cached(userId, `quote:${uid}`, async (token) => {
|
||||
const share = await this.catalog.share(token, 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 currency = share.currency?.toUpperCase();
|
||||
const price =
|
||||
last?.price && currency
|
||||
? { currency, value: formatDecimal(decimal(last.price)) }
|
||||
: null;
|
||||
const previous = priceAt
|
||||
? await optional(
|
||||
async () => {
|
||||
const end = new Date(priceAt);
|
||||
return previousClose(
|
||||
await this.tbank.getCandles(
|
||||
token,
|
||||
uid,
|
||||
new Date(
|
||||
end.valueOf() - PREVIOUS_CLOSE_LOOKBACK_DAYS * dayMs,
|
||||
),
|
||||
end,
|
||||
),
|
||||
priceAt,
|
||||
);
|
||||
},
|
||||
'comparison',
|
||||
unavailable,
|
||||
)
|
||||
: null;
|
||||
const previousPrice =
|
||||
previous?.close && currency
|
||||
? { currency, value: formatDecimal(decimal(previous.close)) }
|
||||
: null;
|
||||
const difference =
|
||||
price && previousPrice
|
||||
? subtract(
|
||||
decimalFromString(price.value),
|
||||
decimalFromString(previousPrice.value),
|
||||
)
|
||||
: null;
|
||||
return {
|
||||
price,
|
||||
priceAt,
|
||||
tradingStatus,
|
||||
previousCloseDate: timestamp(previous?.time)?.slice(0, 10) ?? null,
|
||||
previousClose: previousPrice,
|
||||
change:
|
||||
difference && currency
|
||||
? { currency, value: formatDecimal(difference) }
|
||||
: null,
|
||||
changePercent:
|
||||
difference &&
|
||||
previousPrice &&
|
||||
decimalFromString(previousPrice.value).value > 0n
|
||||
? formatDecimal(
|
||||
divide(
|
||||
multiply(difference, decimalFromString('100')),
|
||||
decimalFromString(previousPrice.value),
|
||||
CHANGE_PERCENT_DECIMAL_PLACES,
|
||||
),
|
||||
)
|
||||
: null,
|
||||
unavailable,
|
||||
observedAt: new Date().toISOString(),
|
||||
};
|
||||
});
|
||||
async quote(
|
||||
userId: string,
|
||||
uid: string,
|
||||
observe = false,
|
||||
): Promise<StockQuoteResourceDto> {
|
||||
const result = await this.sources.section(
|
||||
userId,
|
||||
'share',
|
||||
uid,
|
||||
'quote',
|
||||
observe,
|
||||
);
|
||||
return {
|
||||
data: result.values.instrument
|
||||
? stockQuote(result.values, result.unavailable, result.observedAt)
|
||||
: null,
|
||||
meta: result.meta,
|
||||
};
|
||||
}
|
||||
candles(
|
||||
userId: string,
|
||||
uid: string,
|
||||
period: StockCandlesQueryDto['period'] = 'month',
|
||||
): Promise<StockCandlesDto> {
|
||||
return this.catalog.cached(
|
||||
observe = false,
|
||||
) {
|
||||
return this.history.read(
|
||||
userId,
|
||||
`candles:${uid}:${period}`,
|
||||
async (token) => {
|
||||
const share = await this.catalog.share(token, uid);
|
||||
const historyFrom = timestamp(share.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: 'STOCK_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, StockCandlesDto['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: share.currency?.toUpperCase() || null,
|
||||
historyFrom,
|
||||
observedAt: new Date().toISOString(),
|
||||
};
|
||||
},
|
||||
{ uid, instrumentType: 'share', period },
|
||||
observe,
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
export function stockQuote(
|
||||
values: CatalogPayload,
|
||||
unavailable: string[],
|
||||
observedAt: string,
|
||||
): StockQuoteDto {
|
||||
const { price: last, candle: previous, tradingStatus = null } = values;
|
||||
const share = values.instrument;
|
||||
const priceAt = timestamp(last?.time);
|
||||
const currency = share?.currency?.toUpperCase();
|
||||
const price =
|
||||
last?.price && currency
|
||||
? { currency, value: formatDecimal(decimal(last.price)) }
|
||||
: null;
|
||||
const previousPrice =
|
||||
previous?.close && currency
|
||||
? { currency, value: formatDecimal(decimal(previous.close)) }
|
||||
: null;
|
||||
const difference =
|
||||
price && previousPrice
|
||||
? subtract(
|
||||
decimalFromString(price.value),
|
||||
decimalFromString(previousPrice.value),
|
||||
)
|
||||
: null;
|
||||
return {
|
||||
price,
|
||||
priceAt,
|
||||
tradingStatus,
|
||||
previousCloseDate: timestamp(previous?.time)?.slice(0, 10) ?? null,
|
||||
previousClose: previousPrice,
|
||||
change:
|
||||
difference && currency
|
||||
? { currency, value: formatDecimal(difference) }
|
||||
: null,
|
||||
changePercent:
|
||||
difference &&
|
||||
previousPrice &&
|
||||
decimalFromString(previousPrice.value).value > 0n
|
||||
? formatDecimal(
|
||||
divide(
|
||||
multiply(difference, decimalFromString('100')),
|
||||
decimalFromString(previousPrice.value),
|
||||
CHANGE_PERCENT_DECIMAL_PLACES,
|
||||
),
|
||||
)
|
||||
: null,
|
||||
unavailable,
|
||||
observedAt,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -1,5 +0,0 @@
|
||||
import type { PortfolioDto } from '../../../portfolio/portfolio.api';
|
||||
import { instrumentPosition } from '../../application/instrument-position';
|
||||
export function stockPosition(portfolio: PortfolioDto, uid: string) {
|
||||
return instrumentPosition(portfolio, uid, 'STOCK');
|
||||
}
|
||||
@@ -1,375 +1,70 @@
|
||||
import {
|
||||
ConflictException,
|
||||
NotFoundException,
|
||||
ServiceUnavailableException,
|
||||
UnauthorizedException,
|
||||
} from '@nestjs/common';
|
||||
import { TbankAccessService } from '../../../../../integrations/tbank/tbank-access.service';
|
||||
import { TbankClient } from '../../../../../integrations/tbank/tbank.client';
|
||||
import { PortfolioService } from '../../../portfolio/application/portfolio.service';
|
||||
import { GetStockCompanyUseCase } from './get-stock-company.use-case';
|
||||
import { StockIncomeService } from './stock-income.service';
|
||||
import { StockMarketService } from './stock-market.service';
|
||||
import { StockCatalogService } from './stock-catalog.service';
|
||||
import { metrics } from './get-stock-company.use-case';
|
||||
import { stockDividends } from './stock-income.service';
|
||||
import { stockQuote } from './stock-market.service';
|
||||
import { previousClose } from '../../application/instrument-market';
|
||||
jest.mock('../../../../../integrations/tbank/tbank-access.service', () => ({
|
||||
TbankAccessService: class TbankAccessService {},
|
||||
jest.mock('../../../../../prisma/prisma.service', () => ({
|
||||
PrismaService: class {},
|
||||
}));
|
||||
const time = (date: string) => ({ seconds: String(Date.parse(date) / 1000) });
|
||||
const share = {
|
||||
uid: 'uid',
|
||||
assetUid: 'asset',
|
||||
currency: 'rub',
|
||||
sector: 'financial',
|
||||
first_1dayCandleDate: time('2025-11-20'),
|
||||
};
|
||||
function setup() {
|
||||
let generation = 'a';
|
||||
const tbank = {
|
||||
findShares: jest.fn().mockResolvedValue([]),
|
||||
getLastPrices: jest.fn().mockResolvedValue([]),
|
||||
getShare: jest.fn().mockResolvedValue(share),
|
||||
getCandles: jest.fn().mockResolvedValue([]),
|
||||
getAssetDescription: jest.fn().mockResolvedValue('Company'),
|
||||
getFundamentals: jest.fn().mockResolvedValue({
|
||||
assetUid: 'asset',
|
||||
currency: 'rub',
|
||||
peRatioTtm: 6,
|
||||
netIncomeTtm: 10,
|
||||
}),
|
||||
getDividends: jest.fn().mockResolvedValue([]),
|
||||
};
|
||||
const access = {
|
||||
withConnection: jest.fn(
|
||||
(user: string, handler: (context: unknown) => unknown) =>
|
||||
handler({ token: user, generation }),
|
||||
),
|
||||
};
|
||||
const portfolios = {
|
||||
getAll: jest.fn().mockResolvedValue({
|
||||
positions: [],
|
||||
lastSuccessfulAt: '2026-09-10T00:00:00Z',
|
||||
isStale: false,
|
||||
}),
|
||||
};
|
||||
const service = new StockCatalogService(
|
||||
access as unknown as TbankAccessService,
|
||||
tbank as unknown as TbankClient,
|
||||
);
|
||||
const market = new StockMarketService(
|
||||
service,
|
||||
tbank as unknown as TbankClient,
|
||||
);
|
||||
const income = new StockIncomeService(
|
||||
service,
|
||||
tbank as unknown as TbankClient,
|
||||
portfolios as unknown as PortfolioService,
|
||||
);
|
||||
const companyInfo = new GetStockCompanyUseCase(
|
||||
service,
|
||||
tbank as unknown as TbankClient,
|
||||
);
|
||||
return {
|
||||
market,
|
||||
income,
|
||||
companyInfo,
|
||||
service,
|
||||
tbank,
|
||||
portfolios,
|
||||
changeGeneration: () => {
|
||||
generation = 'b';
|
||||
},
|
||||
};
|
||||
}
|
||||
describe('stock market use case', () => {
|
||||
beforeEach(() =>
|
||||
jest.useFakeTimers().setSystemTime(new Date('2026-09-10T10:00:00Z')),
|
||||
);
|
||||
afterEach(() => jest.useRealTimers());
|
||||
it('returns unique ISINs, keeps preferred shares separate and matches prices by selected UID', async () => {
|
||||
const { service, tbank } = setup();
|
||||
const listings = [
|
||||
{
|
||||
uid: 'special',
|
||||
ticker: 'SBER',
|
||||
classCode: 'SPEQ',
|
||||
apiTradeAvailableFlag: false,
|
||||
},
|
||||
{
|
||||
uid: 'preferred',
|
||||
ticker: 'SBERP',
|
||||
classCode: 'TQBR',
|
||||
apiTradeAvailableFlag: true,
|
||||
},
|
||||
{
|
||||
uid: 'common',
|
||||
ticker: 'SBER',
|
||||
classCode: 'TQBR',
|
||||
apiTradeAvailableFlag: true,
|
||||
},
|
||||
].map((item) => ({
|
||||
...item,
|
||||
name: 'Сбербанк',
|
||||
isin: item.uid === 'preferred' ? 'ISINP' : 'ISIN',
|
||||
instrumentKind: 'INSTRUMENT_TYPE_SHARE',
|
||||
}));
|
||||
tbank.findShares.mockResolvedValue([
|
||||
...listings,
|
||||
{ uid: 'bond', instrumentKind: 'INSTRUMENT_TYPE_BOND' },
|
||||
{ instrumentKind: 'INSTRUMENT_TYPE_SHARE' },
|
||||
{ uid: '', instrumentKind: 'INSTRUMENT_TYPE_SHARE' },
|
||||
]);
|
||||
tbank.getShare.mockImplementation((_token: string, uid: string) =>
|
||||
Promise.resolve({
|
||||
...listings.find((item) => item.uid === uid),
|
||||
currency: 'rub',
|
||||
brand: { logoName: 'sber.png' },
|
||||
shareType:
|
||||
uid === 'preferred' ? 'SHARE_TYPE_PREFERRED' : 'SHARE_TYPE_COMMON',
|
||||
}),
|
||||
const time = (value: string) => ({ seconds: String(Date.parse(value) / 1000) });
|
||||
describe('stock financial projections', () => {
|
||||
it('keeps raw public payouts when holdings are unavailable and omits cancelled events', () => {
|
||||
const result = stockDividends(
|
||||
[
|
||||
{
|
||||
dividendNet: { currency: 'rub', units: '32', nano: 880000000 },
|
||||
recordDate: time('2026-10-13'),
|
||||
paymentDate: time('2026-10-27'),
|
||||
},
|
||||
{ dividendType: 'Cancelled', recordDate: time('2026-10-14') },
|
||||
],
|
||||
null,
|
||||
{ from: '2021-09-10', to: '2027-09-10', today: '2026-09-10' },
|
||||
'source-time',
|
||||
true,
|
||||
);
|
||||
tbank.getLastPrices.mockResolvedValue([
|
||||
expect(result.dividends).toEqual([
|
||||
{
|
||||
instrumentUid: 'preferred',
|
||||
price: { units: '305' },
|
||||
time: time('2026-09-09'),
|
||||
},
|
||||
{
|
||||
instrumentUid: 'common',
|
||||
price: { units: '306', nano: 120000000 },
|
||||
time: time('2026-09-10'),
|
||||
perShare: { currency: 'RUB', value: '32.88' },
|
||||
recordDate: '2026-10-13',
|
||||
paymentDate: '2026-10-27',
|
||||
lastBuyDate: null,
|
||||
timing: 'upcoming',
|
||||
estimatedAmount: null,
|
||||
},
|
||||
]);
|
||||
const result = await service.search('user', 'SBER');
|
||||
expect(result.map((item) => item.instrumentUid)).toEqual([
|
||||
'common',
|
||||
'preferred',
|
||||
]);
|
||||
expect(result[0]).toMatchObject({
|
||||
classCode: 'TQBR',
|
||||
isin: 'ISIN',
|
||||
logoName: 'sber.png',
|
||||
price: { currency: 'RUB', value: '306.12' },
|
||||
priceAt: '2026-09-10T00:00:00.000Z',
|
||||
});
|
||||
expect(result[1]).toMatchObject({
|
||||
shareType: 'SHARE_TYPE_PREFERRED',
|
||||
price: { value: '305' },
|
||||
});
|
||||
expect(tbank.getLastPrices).toHaveBeenCalledTimes(1);
|
||||
expect(result.estimateUnavailable).toBe(true);
|
||||
expect(result.observedAt).toBe('source-time');
|
||||
});
|
||||
it('prefers TQBR among equally available listings, deduplicates before the limit and keeps missing ISINs separate', async () => {
|
||||
const { service, tbank } = setup();
|
||||
const hit = {
|
||||
instrumentKind: 'INSTRUMENT_TYPE_SHARE',
|
||||
ticker: 'SBER',
|
||||
apiTradeAvailableFlag: true,
|
||||
};
|
||||
tbank.findShares.mockResolvedValue([
|
||||
...Array.from({ length: 35 }, (_, i) => ({
|
||||
...hit,
|
||||
uid: `alternate-${i}`,
|
||||
isin: ' isin ',
|
||||
classCode: 'SPEQ',
|
||||
})),
|
||||
{ ...hit, uid: 'common', isin: 'ISIN', classCode: 'TQBR' },
|
||||
{
|
||||
...hit,
|
||||
uid: 'preferred',
|
||||
ticker: 'SBERP',
|
||||
isin: 'ISINP',
|
||||
classCode: 'TQBR',
|
||||
},
|
||||
{ ...hit, uid: 'unknown-a', isin: '' },
|
||||
{ ...hit, uid: 'unknown-b' },
|
||||
]);
|
||||
tbank.getShare.mockResolvedValue(null);
|
||||
const result = await service.search('user', 'SBER');
|
||||
expect(result.map((item) => item.instrumentUid)).toEqual([
|
||||
'common',
|
||||
'unknown-a',
|
||||
'unknown-b',
|
||||
'preferred',
|
||||
]);
|
||||
expect(tbank.getShare).toHaveBeenCalledTimes(4);
|
||||
});
|
||||
it('retains catalog identity when enrichment is unavailable, but propagates auth errors', async () => {
|
||||
const { service, tbank } = setup();
|
||||
tbank.findShares.mockResolvedValue([
|
||||
{
|
||||
uid: 'uid',
|
||||
ticker: 'SBER',
|
||||
classCode: 'TQBR',
|
||||
instrumentKind: 'INSTRUMENT_TYPE_SHARE',
|
||||
},
|
||||
]);
|
||||
tbank.getShare.mockRejectedValue(new ServiceUnavailableException());
|
||||
tbank.getLastPrices.mockRejectedValue(new ServiceUnavailableException());
|
||||
expect(await service.search('user', 'SBER')).toEqual([
|
||||
expect.objectContaining({
|
||||
instrumentUid: 'uid',
|
||||
classCode: 'TQBR',
|
||||
price: null,
|
||||
logoName: null,
|
||||
}),
|
||||
]);
|
||||
tbank.getShare.mockResolvedValue(null);
|
||||
expect(await service.search('user', 'sber')).toEqual([
|
||||
expect.objectContaining({ instrumentUid: 'uid' }),
|
||||
]);
|
||||
tbank.getShare.mockRejectedValue(new UnauthorizedException());
|
||||
await expect(service.search('another-user', 'SBER')).rejects.toBeInstanceOf(
|
||||
UnauthorizedException,
|
||||
);
|
||||
});
|
||||
it('skips enrichment for an empty catalog result', async () => {
|
||||
const { service, tbank } = setup();
|
||||
expect(await service.search('user', 'none')).toEqual([]);
|
||||
expect(tbank.getShare).not.toHaveBeenCalled();
|
||||
expect(tbank.getLastPrices).not.toHaveBeenCalled();
|
||||
});
|
||||
it('resolves an exact ticker, preserves other listing UIDs and does not confuse SBER with SBERP', async () => {
|
||||
const { service, tbank } = setup();
|
||||
const listings = [
|
||||
{
|
||||
uid: 'common',
|
||||
ticker: 'SBER',
|
||||
isin: 'COMMON',
|
||||
classCode: 'TQBR',
|
||||
apiTradeAvailableFlag: true,
|
||||
},
|
||||
{
|
||||
uid: 'special',
|
||||
ticker: 'SBER',
|
||||
isin: 'COMMON',
|
||||
classCode: 'SPEQ',
|
||||
apiTradeAvailableFlag: false,
|
||||
},
|
||||
{
|
||||
uid: 'preferred',
|
||||
ticker: 'SBERP',
|
||||
isin: 'PREFERRED',
|
||||
classCode: 'TQBR',
|
||||
apiTradeAvailableFlag: true,
|
||||
},
|
||||
].map((item) => ({ ...item, instrumentKind: 'INSTRUMENT_TYPE_SHARE' }));
|
||||
tbank.findShares.mockResolvedValue(listings);
|
||||
tbank.getShare.mockImplementation((_token: string, uid: string) =>
|
||||
Promise.resolve(listings.find((item) => item.uid === uid)),
|
||||
);
|
||||
expect(await service.getByTicker('user', 'sberp')).toMatchObject({
|
||||
instrumentUid: 'preferred',
|
||||
slug: 'SBERP',
|
||||
});
|
||||
expect(await service.get('user', 'common')).toMatchObject({
|
||||
instrumentUid: 'common',
|
||||
slug: 'SBER',
|
||||
});
|
||||
expect(await service.get('user', 'special')).toMatchObject({
|
||||
instrumentUid: 'special',
|
||||
slug: 'special',
|
||||
});
|
||||
await expect(service.getByTicker('user', 'SB')).rejects.toBeInstanceOf(
|
||||
NotFoundException,
|
||||
);
|
||||
});
|
||||
it('refuses ambiguous tickers while keeping exact UID pages accessible', async () => {
|
||||
const { service, tbank } = setup();
|
||||
const listings = ['one', 'two'].map((uid) => ({
|
||||
uid,
|
||||
ticker: 'SAME',
|
||||
isin: uid,
|
||||
instrumentKind: 'INSTRUMENT_TYPE_SHARE',
|
||||
}));
|
||||
tbank.findShares.mockResolvedValue(listings);
|
||||
tbank.getShare.mockResolvedValue(listings[0]);
|
||||
await expect(service.getByTicker('user', 'SAME')).rejects.toBeInstanceOf(
|
||||
ConflictException,
|
||||
);
|
||||
expect(await service.get('user', 'one')).toMatchObject({
|
||||
instrumentUid: 'one',
|
||||
slug: 'one',
|
||||
});
|
||||
});
|
||||
it('keeps exact pages if alias lookup fails and partitions ticker resolution by connection', async () => {
|
||||
const { service, tbank, changeGeneration } = setup();
|
||||
tbank.getShare.mockResolvedValue({ ...share, ticker: 'F' });
|
||||
tbank.findShares.mockRejectedValueOnce(new ServiceUnavailableException());
|
||||
expect(await service.get('user', 'uid')).toMatchObject({ slug: 'uid' });
|
||||
tbank.findShares.mockResolvedValue([
|
||||
{ ...share, ticker: 'F', instrumentKind: 'INSTRUMENT_TYPE_SHARE' },
|
||||
]);
|
||||
expect(await service.getByTicker('user', 'F')).toMatchObject({
|
||||
instrumentUid: 'uid',
|
||||
slug: 'F',
|
||||
});
|
||||
changeGeneration();
|
||||
expect(await service.getByTicker('user', 'F')).toMatchObject({ slug: 'F' });
|
||||
expect(tbank.findShares).toHaveBeenCalledTimes(3);
|
||||
});
|
||||
it('uses a complete previous trading day, never today’s main close', () => {
|
||||
it('uses the last complete previous trading day', () => {
|
||||
const candles = [
|
||||
{ time: time('2026-09-09'), close: { units: '10' }, isComplete: true },
|
||||
{ time: time('2026-09-10'), close: { units: '11' }, isComplete: true },
|
||||
{ time: time('2026-09-08'), close: { units: '9' }, isComplete: false },
|
||||
{ time: time('2026-09-10'), close: { units: '11' }, isComplete: false },
|
||||
];
|
||||
expect(previousClose(candles, '2026-09-10T18:00:00Z')).toEqual(candles[0]);
|
||||
expect(previousClose(candles, '2026-09-09T22:00:00Z')).toEqual(candles[0]);
|
||||
});
|
||||
it('starts all-history at listing, keeps incomplete candles and deduplicates boundaries', async () => {
|
||||
const { tbank, market } = setup();
|
||||
tbank.getCandles.mockResolvedValue([
|
||||
{ time: time('2026-09-09'), close: { units: '10' }, isComplete: false },
|
||||
]);
|
||||
const result = await market.candles('user', 'uid', 'all');
|
||||
expect(tbank.getCandles).toHaveBeenCalledWith(
|
||||
'user',
|
||||
'uid',
|
||||
new Date('2025-11-20'),
|
||||
expect.any(Date),
|
||||
);
|
||||
expect(result.candles).toHaveLength(1);
|
||||
expect(result.candles[0].isComplete).toBe(false);
|
||||
});
|
||||
it('does not manufacture zero fundamentals and isolates optional failures', async () => {
|
||||
const { tbank, companyInfo } = setup();
|
||||
tbank.getAssetDescription.mockRejectedValue(
|
||||
new ServiceUnavailableException(),
|
||||
);
|
||||
const result = await companyInfo.execute('user', 'uid');
|
||||
expect(result.description).toBeNull();
|
||||
expect(result.unavailable).toEqual(['description']);
|
||||
expect(result.metrics.map((item) => item.key)).toEqual([
|
||||
'peRatioTtm',
|
||||
'netIncomeTtm',
|
||||
]);
|
||||
});
|
||||
it('isolates cache by user and connection generation', async () => {
|
||||
const { service, tbank, changeGeneration } = setup();
|
||||
await service.get('a', 'uid');
|
||||
await service.get('a', 'uid');
|
||||
expect(tbank.getShare).toHaveBeenCalledTimes(1);
|
||||
await service.get('b', 'uid');
|
||||
changeGeneration();
|
||||
await service.get('a', 'uid');
|
||||
expect(tbank.getShare).toHaveBeenCalledTimes(3);
|
||||
});
|
||||
it('keeps public dividends when there is no holding or position retrieval fails', async () => {
|
||||
const { tbank, portfolios, income } = setup();
|
||||
portfolios.getAll.mockRejectedValue(new ServiceUnavailableException());
|
||||
tbank.getDividends.mockResolvedValue([
|
||||
{
|
||||
dividendNet: { currency: 'rub', units: '32', nano: 880000000 },
|
||||
recordDate: time('2026-10-13'),
|
||||
paymentDate: time('2026-10-27'),
|
||||
},
|
||||
]);
|
||||
const result = await income.dividends('user', 'uid');
|
||||
expect(result.estimateUnavailable).toBe(true);
|
||||
expect(result.dividends[0]).toMatchObject({
|
||||
perShare: { currency: 'RUB', value: '32.88' },
|
||||
estimatedAmount: null,
|
||||
timing: 'upcoming',
|
||||
it('retains stock price precision and percent change without inventing unavailable fundamentals', () => {
|
||||
expect(
|
||||
stockQuote(
|
||||
{
|
||||
instrument: { currency: 'rub' },
|
||||
price: { price: { units: '11', nano: 1 } },
|
||||
candle: { close: { units: '10' } },
|
||||
},
|
||||
[],
|
||||
'time',
|
||||
),
|
||||
).toMatchObject({
|
||||
price: { currency: 'RUB', value: '11.000000001' },
|
||||
change: { currency: 'RUB', value: '1.000000001' },
|
||||
changePercent: '10',
|
||||
});
|
||||
expect(metrics(null, 'financial')).toEqual([]);
|
||||
expect(
|
||||
metrics(
|
||||
{ peRatioTtm: 6, netIncomeTtm: 10, revenueTtm: 100, currency: 'rub' },
|
||||
'financial',
|
||||
).map((item) => item.key),
|
||||
).toEqual(['peRatioTtm', 'netIncomeTtm']);
|
||||
expect(metrics({ netIncomeTtm: 10 })).toEqual([]);
|
||||
});
|
||||
});
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import { InvestmentReadQueryDto } from '../../../investment-resource.dto';
|
||||
import {
|
||||
Controller,
|
||||
Get,
|
||||
@@ -15,15 +16,15 @@ import { GetStockCompanyUseCase } from '../application/get-stock-company.use-cas
|
||||
import { StockIncomeService } from '../application/stock-income.service';
|
||||
import { StockMarketService } from '../application/stock-market.service';
|
||||
import {
|
||||
StockCandlesDto,
|
||||
StockCandlesResourceDto,
|
||||
StockCandlesQueryDto,
|
||||
StockCompanyDto,
|
||||
StockDividendsDto,
|
||||
StockDto,
|
||||
StockPositionDto,
|
||||
StockQuoteDto,
|
||||
StockCompanyResourceDto,
|
||||
StockDividendsResourceDto,
|
||||
StockResourceDto,
|
||||
StockPositionResourceDto,
|
||||
StockQuoteResourceDto,
|
||||
StockSearchQueryDto,
|
||||
StockSearchResultDto,
|
||||
StockSearchResourceDto,
|
||||
StockTickerParamsDto,
|
||||
} from './stock.dto';
|
||||
import { StockCatalogService } from '../application/stock-catalog.service';
|
||||
@@ -41,68 +42,99 @@ export class StockController {
|
||||
private readonly companyInfo: GetStockCompanyUseCase,
|
||||
) {}
|
||||
@Get()
|
||||
@ApiOkResponse({ type: [StockSearchResultDto] })
|
||||
@ApiOkResponse({ type: StockSearchResourceDto })
|
||||
search(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Query() query: StockSearchQueryDto,
|
||||
) {
|
||||
return this.stocks.search(request.user.sub, query.query);
|
||||
return this.stocks.search(
|
||||
request.user.sub,
|
||||
query.query,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get('by-ticker/:ticker')
|
||||
@ApiOkResponse({ type: StockDto })
|
||||
@ApiOkResponse({ type: StockResourceDto })
|
||||
getByTicker(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param() params: StockTickerParamsDto,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.stocks.getByTicker(request.user.sub, params.ticker);
|
||||
return this.stocks.getByTicker(
|
||||
request.user.sub,
|
||||
params.ticker,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get(':uid')
|
||||
@ApiOkResponse({ type: StockDto })
|
||||
@ApiOkResponse({ type: StockResourceDto })
|
||||
get(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.stocks.get(request.user.sub, uid);
|
||||
return this.stocks.get(request.user.sub, uid, query.sync === 'observe');
|
||||
}
|
||||
@Get(':uid/quote')
|
||||
@ApiOkResponse({ type: StockQuoteDto })
|
||||
@ApiOkResponse({ type: StockQuoteResourceDto })
|
||||
quote(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.market.quote(request.user.sub, uid);
|
||||
return this.market.quote(request.user.sub, uid, query.sync === 'observe');
|
||||
}
|
||||
@Get(':uid/candles')
|
||||
@ApiOkResponse({ type: StockCandlesDto })
|
||||
@ApiOkResponse({ type: StockCandlesResourceDto })
|
||||
candles(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: StockCandlesQueryDto,
|
||||
) {
|
||||
return this.market.candles(request.user.sub, uid, query.period);
|
||||
return this.market.candles(
|
||||
request.user.sub,
|
||||
uid,
|
||||
query.period,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get(':uid/position')
|
||||
@ApiOkResponse({ type: StockPositionDto })
|
||||
@ApiOkResponse({ type: StockPositionResourceDto })
|
||||
position(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.income.position(request.user.sub, uid);
|
||||
return this.income.readPosition(
|
||||
request.user.sub,
|
||||
uid,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get(':uid/company')
|
||||
@ApiOkResponse({ type: StockCompanyDto })
|
||||
@ApiOkResponse({ type: StockCompanyResourceDto })
|
||||
company(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.companyInfo.execute(request.user.sub, uid);
|
||||
return this.companyInfo.execute(
|
||||
request.user.sub,
|
||||
uid,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
@Get(':uid/dividends')
|
||||
@ApiOkResponse({ type: StockDividendsDto })
|
||||
@ApiOkResponse({ type: StockDividendsResourceDto })
|
||||
dividends(
|
||||
@Req() request: Request & { user: AccessPayload },
|
||||
@Param('uid', new ParseUUIDPipe()) uid: string,
|
||||
@Query() query: InvestmentReadQueryDto,
|
||||
) {
|
||||
return this.income.dividends(request.user.sub, uid);
|
||||
return this.income.dividends(
|
||||
request.user.sub,
|
||||
uid,
|
||||
query.sync === 'observe',
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,3 +1,7 @@
|
||||
import {
|
||||
InvestmentReadQueryDto,
|
||||
InvestmentResourceMetaDto,
|
||||
} from '../../../investment-resource.dto';
|
||||
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
|
||||
import { Transform } from 'class-transformer';
|
||||
import {
|
||||
@@ -13,7 +17,7 @@ import { PortfolioPositionDto } from '../../../portfolio/portfolio.api';
|
||||
|
||||
const MAX_INSTRUMENT_QUERY_LENGTH = 80;
|
||||
|
||||
export class StockSearchQueryDto {
|
||||
export class StockSearchQueryDto extends InvestmentReadQueryDto {
|
||||
@ApiProperty({ minLength: 2, maxLength: MAX_INSTRUMENT_QUERY_LENGTH })
|
||||
@Transform(({ value }: { value: unknown }) =>
|
||||
typeof value === 'string' ? value.trim() : value,
|
||||
@@ -35,7 +39,7 @@ export class StockTickerParamsDto {
|
||||
@Matches(/^[A-Za-z0-9][A-Za-z0-9._@+-]*$/)
|
||||
declare ticker: string;
|
||||
}
|
||||
export class StockCandlesQueryDto {
|
||||
export class StockCandlesQueryDto extends InvestmentReadQueryDto {
|
||||
@ApiPropertyOptional({
|
||||
enum: ['month', 'halfYear', 'year', 'all'],
|
||||
default: 'month',
|
||||
@@ -168,3 +172,52 @@ export class StockDividendsDto {
|
||||
@ApiProperty() declare estimateUnavailable: boolean;
|
||||
@ApiProperty() declare positionIsStale: boolean;
|
||||
}
|
||||
|
||||
export class StockPositionResourceDto {
|
||||
@ApiProperty({ type: StockPositionDto, nullable: true })
|
||||
declare data: StockPositionDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class StockSearchResourceDto {
|
||||
@ApiProperty({ type: StockSearchResultDto, isArray: true, nullable: true })
|
||||
declare data: StockSearchResultDto[] | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class StockResourceDto {
|
||||
@ApiProperty({ type: StockDto, nullable: true })
|
||||
declare data: StockDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class StockQuoteResourceDto {
|
||||
@ApiProperty({ type: StockQuoteDto, nullable: true })
|
||||
declare data: StockQuoteDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class StockCompanyResourceDto {
|
||||
@ApiProperty({ type: StockCompanyDto, nullable: true })
|
||||
declare data: StockCompanyDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class StockCandlesResourceDto {
|
||||
@ApiProperty({ type: StockCandlesDto, nullable: true })
|
||||
declare data: StockCandlesDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
export class StockDividendsResourceDto {
|
||||
@ApiProperty({ type: StockDividendsDto, nullable: true })
|
||||
declare data: StockDividendsDto | null;
|
||||
@ApiProperty({ type: InvestmentResourceMetaDto })
|
||||
declare meta: InvestmentResourceMetaDto;
|
||||
}
|
||||
|
||||
@@ -1,42 +1,33 @@
|
||||
const MOSCOW_UTC_OFFSET_HOURS = 3;
|
||||
const MOSCOW_DAY_END_UTC = {
|
||||
hours: 20,
|
||||
minutes: 59,
|
||||
seconds: 59,
|
||||
milliseconds: 999,
|
||||
};
|
||||
export type DateOnlyRange = { from: string; to: string };
|
||||
const moscow = 'Europe/Moscow';
|
||||
const moscowFormatter = new Intl.DateTimeFormat('en-CA', {
|
||||
timeZone: moscow,
|
||||
year: 'numeric',
|
||||
month: '2-digit',
|
||||
day: '2-digit',
|
||||
});
|
||||
export function moscowDate(value: Date): string {
|
||||
const parts = new Intl.DateTimeFormat('en-CA', {
|
||||
timeZone: moscow,
|
||||
year: 'numeric',
|
||||
month: '2-digit',
|
||||
day: '2-digit',
|
||||
}).formatToParts(value);
|
||||
const parts = moscowFormatter.formatToParts(value);
|
||||
const get = (type: string) => parts.find((part) => part.type === type)?.value;
|
||||
return `${get('year')}-${get('month')}-${get('day')}`;
|
||||
}
|
||||
|
||||
export function dateOnlyBounds(range: DateOnlyRange): { from: Date; to: Date } {
|
||||
// Inclusive Moscow calendar dates become a half-open instant range, capped at now.
|
||||
export function dateOnlyBounds(
|
||||
range: DateOnlyRange,
|
||||
now = new Date(),
|
||||
): { from: Date; to: Date } {
|
||||
const from = dateParts(range.from);
|
||||
const end = dateParts(range.to);
|
||||
const to = new Date(
|
||||
Date.UTC(
|
||||
end[0],
|
||||
end[1] - 1,
|
||||
end[2],
|
||||
MOSCOW_DAY_END_UTC.hours,
|
||||
MOSCOW_DAY_END_UTC.minutes,
|
||||
MOSCOW_DAY_END_UTC.seconds,
|
||||
MOSCOW_DAY_END_UTC.milliseconds,
|
||||
),
|
||||
Date.UTC(end[0], end[1] - 1, end[2] + 1, -MOSCOW_UTC_OFFSET_HOURS),
|
||||
);
|
||||
return {
|
||||
from: new Date(
|
||||
Date.UTC(from[0], from[1] - 1, from[2], -MOSCOW_UTC_OFFSET_HOURS),
|
||||
),
|
||||
to: to > new Date() ? new Date() : to,
|
||||
to: to > now ? now : to,
|
||||
};
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,75 @@
|
||||
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
|
||||
import { IsIn, IsOptional } from 'class-validator';
|
||||
|
||||
export const availabilityValues = ['missing', 'partial', 'complete'] as const;
|
||||
export const freshnessValues = ['unknown', 'fresh', 'stale'] as const;
|
||||
export const syncStateValues = ['idle', 'queued', 'running', 'failed'] as const;
|
||||
|
||||
export class InvestmentReadQueryDto {
|
||||
@ApiPropertyOptional({ enum: ['observe'] })
|
||||
@IsOptional()
|
||||
@IsIn(['observe'])
|
||||
declare sync?: 'observe';
|
||||
}
|
||||
|
||||
export class InvestmentSyncDto {
|
||||
@ApiProperty({ type: String, nullable: true })
|
||||
declare id: string | null;
|
||||
@ApiProperty({ enum: syncStateValues })
|
||||
declare state: (typeof syncStateValues)[number];
|
||||
@ApiProperty({ type: String, nullable: true })
|
||||
declare errorCode: string | null;
|
||||
}
|
||||
|
||||
export class InvestmentRangeDto {
|
||||
@ApiPropertyOptional()
|
||||
accountId?: string;
|
||||
@ApiProperty({ format: 'date-time' })
|
||||
declare from: string;
|
||||
@ApiProperty({ format: 'date-time' })
|
||||
declare to: string;
|
||||
}
|
||||
|
||||
export class InvestmentCoverageDto {
|
||||
@ApiProperty({ type: InvestmentRangeDto, isArray: true })
|
||||
declare requested: InvestmentRangeDto[];
|
||||
@ApiProperty({ type: InvestmentRangeDto, isArray: true })
|
||||
declare completeRanges: InvestmentRangeDto[];
|
||||
@ApiProperty({ type: InvestmentRangeDto, isArray: true })
|
||||
declare missingRanges: InvestmentRangeDto[];
|
||||
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
|
||||
declare asOf: string | null;
|
||||
@ApiProperty({ enum: ['known', 'unknown'] })
|
||||
declare historyBoundary: 'known' | 'unknown';
|
||||
@ApiProperty({
|
||||
enum: ['missing', 'loading', 'partial', 'complete', 'failed'],
|
||||
})
|
||||
declare historyState:
|
||||
'missing' | 'loading' | 'partial' | 'complete' | 'failed';
|
||||
}
|
||||
|
||||
export class InvestmentDependencyDto {
|
||||
@ApiProperty()
|
||||
declare dataRevision: string;
|
||||
@ApiProperty()
|
||||
declare stateVersion: string;
|
||||
@ApiPropertyOptional({ type: String })
|
||||
unavailableReason?: string;
|
||||
@ApiPropertyOptional({ type: () => InvestmentCoverageDto })
|
||||
coverage?: InvestmentCoverageDto;
|
||||
@ApiProperty()
|
||||
declare resourceKey: string;
|
||||
@ApiProperty({ enum: availabilityValues })
|
||||
declare availability: (typeof availabilityValues)[number];
|
||||
@ApiProperty({ enum: freshnessValues })
|
||||
declare freshness: (typeof freshnessValues)[number];
|
||||
@ApiProperty({ type: String, format: 'date-time', nullable: true })
|
||||
declare lastSuccessfulAt: string | null;
|
||||
@ApiProperty({ type: InvestmentSyncDto })
|
||||
declare sync: InvestmentSyncDto;
|
||||
}
|
||||
|
||||
export class InvestmentResourceMetaDto extends InvestmentDependencyDto {
|
||||
@ApiPropertyOptional({ type: InvestmentDependencyDto, isArray: true })
|
||||
declare dependencies?: InvestmentDependencyDto[];
|
||||
}
|
||||
@@ -0,0 +1,80 @@
|
||||
import { investmentResourceMeta } from './investment-resource.mapper';
|
||||
|
||||
describe('investment resource source freshness', () => {
|
||||
afterEach(() => jest.useRealTimers());
|
||||
|
||||
it('uses each required source TTL and oldest successful timestamp', () => {
|
||||
jest.useFakeTimers().setSystemTime(new Date('2026-09-25T12:00:00Z'));
|
||||
const membership = investmentResourceMeta({
|
||||
resourceKey: 'membership',
|
||||
dataRevision: '1',
|
||||
availability: 'complete',
|
||||
fetchedAt: new Date('2026-09-25T11:58:00Z'),
|
||||
freshForMs: 300_000,
|
||||
work: null,
|
||||
});
|
||||
const input = {
|
||||
resourceKey: 'portfolio',
|
||||
dataRevision: '1',
|
||||
availability: 'complete' as const,
|
||||
fetchedAt: new Date('2026-09-25T11:59:30Z'),
|
||||
freshForMs: 60_000,
|
||||
work: null,
|
||||
dependencies: [membership],
|
||||
};
|
||||
const fresh = investmentResourceMeta(input);
|
||||
expect(fresh.freshness).toBe('fresh');
|
||||
expect(fresh.lastSuccessfulAt).toBe('2026-09-25T11:58:00.000Z');
|
||||
jest.advanceTimersByTime(30_000);
|
||||
const stale = investmentResourceMeta(input);
|
||||
expect(stale.freshness).toBe('stale');
|
||||
expect(stale.lastSuccessfulAt).toBe(fresh.lastSuccessfulAt);
|
||||
expect(stale.stateVersion).not.toBe(fresh.stateVersion);
|
||||
expect(
|
||||
investmentResourceMeta({
|
||||
...input,
|
||||
dependencies: [{ ...membership, freshness: 'unknown' }],
|
||||
}).freshness,
|
||||
).toBe('unknown');
|
||||
});
|
||||
});
|
||||
|
||||
describe('dependent resource lifecycle', () => {
|
||||
const input = {
|
||||
resourceKey: 'source',
|
||||
dataRevision: '1',
|
||||
availability: 'complete' as const,
|
||||
fetchedAt: new Date(),
|
||||
freshForMs: 60_000,
|
||||
work: null,
|
||||
};
|
||||
it('exposes dependency work without losing saved availability or timestamps', () => {
|
||||
const failed = investmentResourceMeta({
|
||||
...input,
|
||||
work: { id: 'failed', state: 'failed', errorCode: 'TBANK_UNAVAILABLE' },
|
||||
});
|
||||
const running = investmentResourceMeta({
|
||||
...input,
|
||||
work: { id: 'running', state: 'running', errorCode: null },
|
||||
});
|
||||
const parent = investmentResourceMeta({
|
||||
...input,
|
||||
dependencies: [failed, running],
|
||||
});
|
||||
expect(parent.sync).toEqual(running.sync);
|
||||
expect(parent.availability).toBe('complete');
|
||||
const terminal = investmentResourceMeta({
|
||||
...input,
|
||||
dependencies: [failed],
|
||||
});
|
||||
expect(terminal.sync).toEqual(failed.sync);
|
||||
expect(terminal.lastSuccessfulAt).toBe(parent.lastSuccessfulAt);
|
||||
expect(terminal.stateVersion).not.toBe(parent.stateVersion);
|
||||
expect(
|
||||
investmentResourceMeta({
|
||||
...input,
|
||||
dependencies: [{ ...failed, unavailableReason: 'calendar_boundary' }],
|
||||
}).sync.state,
|
||||
).toBe('idle');
|
||||
});
|
||||
});
|
||||
@@ -0,0 +1,87 @@
|
||||
import { createHash } from 'node:crypto';
|
||||
import { InvestmentResourceMetaDto } from './investment-resource.dto';
|
||||
|
||||
export function investmentResourceMeta(input: {
|
||||
resourceKey: string;
|
||||
dataRevision: string;
|
||||
availability: InvestmentResourceMetaDto['availability'];
|
||||
fetchedAt: Date | null;
|
||||
freshForMs: number;
|
||||
work: { id: string; state: string; errorCode: string | null } | null;
|
||||
dependencies?: InvestmentResourceMetaDto[];
|
||||
coverage?: InvestmentResourceMetaDto['coverage'];
|
||||
unavailableReason?: string;
|
||||
}): InvestmentResourceMetaDto {
|
||||
const ownSync = {
|
||||
id: input.work?.id ?? null,
|
||||
state:
|
||||
input.work?.state === 'running'
|
||||
? ('running' as const)
|
||||
: input.work?.state === 'failed'
|
||||
? ('failed' as const)
|
||||
: ('idle' as const),
|
||||
errorCode: input.work?.errorCode ?? null,
|
||||
};
|
||||
const states = [
|
||||
ownSync,
|
||||
...(input.dependencies ?? [])
|
||||
.filter((dependency) => !dependency.unavailableReason)
|
||||
.map((dependency) => dependency.sync),
|
||||
];
|
||||
const sync =
|
||||
states.find((state) => state.state === 'running') ??
|
||||
states.find((state) => state.state === 'queued') ??
|
||||
states.find((state) => state.state === 'failed') ??
|
||||
ownSync;
|
||||
const sourceFreshness = input.fetchedAt
|
||||
? Date.now() - input.fetchedAt.valueOf() < input.freshForMs
|
||||
? ('fresh' as const)
|
||||
: ('stale' as const)
|
||||
: ('unknown' as const);
|
||||
const freshness = [
|
||||
sourceFreshness,
|
||||
...(input.dependencies ?? [])
|
||||
.filter((dependency) => !dependency.unavailableReason)
|
||||
.map((dependency) => dependency.freshness),
|
||||
];
|
||||
const timestamps = [
|
||||
input.fetchedAt?.toISOString(),
|
||||
...(input.dependencies ?? []).map(
|
||||
(dependency) => dependency.lastSuccessfulAt,
|
||||
),
|
||||
]
|
||||
.filter((timestamp): timestamp is string => Boolean(timestamp))
|
||||
.sort();
|
||||
const meta = {
|
||||
resourceKey: input.resourceKey,
|
||||
...(input.unavailableReason
|
||||
? { unavailableReason: input.unavailableReason }
|
||||
: {}),
|
||||
dataRevision: input.dataRevision,
|
||||
availability: input.availability,
|
||||
freshness: freshness.includes('unknown')
|
||||
? ('unknown' as const)
|
||||
: freshness.includes('stale')
|
||||
? ('stale' as const)
|
||||
: ('fresh' as const),
|
||||
lastSuccessfulAt: timestamps[0] ?? null,
|
||||
sync,
|
||||
...(input.coverage ? { coverage: input.coverage } : {}),
|
||||
...(input.dependencies ? { dependencies: input.dependencies } : {}),
|
||||
};
|
||||
return {
|
||||
...meta,
|
||||
stateVersion: createHash('sha256')
|
||||
.update(
|
||||
JSON.stringify({
|
||||
...meta,
|
||||
// The requested window is identified by resourceKey. Its moving "now"
|
||||
// boundary is not a change to saved coverage between status and GET.
|
||||
coverage: meta.coverage
|
||||
? { ...meta.coverage, requested: undefined }
|
||||
: undefined,
|
||||
}),
|
||||
)
|
||||
.digest('base64url'),
|
||||
};
|
||||
}
|
||||
@@ -0,0 +1,187 @@
|
||||
import {
|
||||
planInvestmentScreen,
|
||||
ledgerRange,
|
||||
accountHistory,
|
||||
} from './investment-sync-plan';
|
||||
|
||||
describe('screen dependency and history planning', () => {
|
||||
const now = new Date('2026-09-25T12:00:00Z');
|
||||
const context = {
|
||||
membershipKnown: true,
|
||||
accounts: [{ accountId: 'a', openedOn: '2020-01-01' }],
|
||||
instruments: [
|
||||
{
|
||||
uid: 'uid',
|
||||
type: 'STOCK' as const,
|
||||
historyFrom: new Date('2020-01-01Z'),
|
||||
},
|
||||
],
|
||||
};
|
||||
it('prioritizes discovery, selected/comparisons, then history; Moscow dates are converted once', () => {
|
||||
const plan = planInvestmentScreen(
|
||||
{
|
||||
screen: 'income',
|
||||
accountId: 'a',
|
||||
from: '2024-02-01',
|
||||
to: '2024-02-29',
|
||||
},
|
||||
context,
|
||||
now,
|
||||
);
|
||||
expect(plan.sources[0].kind).toBe('membership');
|
||||
const selected = plan.sources.filter(
|
||||
(source) => source.kind === 'operations' && source.priority === 'screen',
|
||||
);
|
||||
expect(
|
||||
selected.some(
|
||||
(source) => source.from?.toISOString() === '2024-01-31T21:00:00.000Z',
|
||||
),
|
||||
).toBe(true);
|
||||
expect(
|
||||
selected.some(
|
||||
(source) => source.to?.toISOString() === '2024-02-29T21:00:00.000Z',
|
||||
),
|
||||
).toBe(true);
|
||||
expect(plan.unavailable).toEqual([
|
||||
{ resourceKey: 'income/yearAgo', reason: 'calendar_or_account_boundary' }, // gitleaks:allow public resource identifier
|
||||
]);
|
||||
const firstHistory = plan.sources.findIndex(
|
||||
(source) => source.priority === 'history',
|
||||
);
|
||||
expect(
|
||||
plan.sources
|
||||
.slice(firstHistory)
|
||||
.every((source) => source.priority === 'history'),
|
||||
).toBe(true);
|
||||
});
|
||||
it('force contains only shown dependencies and retains instrument reconciliation predicates', () => {
|
||||
const plan = planInvestmentScreen(
|
||||
{
|
||||
screen: 'stock',
|
||||
instrumentUid: 'uid',
|
||||
from: '2026-01-01',
|
||||
to: '2026-02-01',
|
||||
candlePeriod: 'year',
|
||||
},
|
||||
context,
|
||||
now,
|
||||
true,
|
||||
);
|
||||
expect(plan.sources.map((source) => source.kind)).toEqual(
|
||||
expect.arrayContaining([
|
||||
'membership',
|
||||
'portfolio',
|
||||
'operations',
|
||||
'metadata',
|
||||
'quote',
|
||||
'company',
|
||||
'calendar',
|
||||
'candles',
|
||||
]),
|
||||
);
|
||||
expect(plan.sources.every((source) => source.priority !== 'history')).toBe(
|
||||
true,
|
||||
);
|
||||
expect(
|
||||
plan.sources
|
||||
.filter((source) => source.kind === 'operations')
|
||||
.every((source) => source.instrumentUid === 'uid'),
|
||||
).toBe(true);
|
||||
const accounts = planInvestmentScreen(
|
||||
{ screen: 'accounts' },
|
||||
context,
|
||||
now,
|
||||
true,
|
||||
);
|
||||
expect(
|
||||
accounts.sources.some((source) => source.kind === 'operations'),
|
||||
).toBe(false);
|
||||
});
|
||||
it('never invents an account or candle history boundary; discovery gates unknown membership', () => {
|
||||
const unknown = {
|
||||
...context,
|
||||
accounts: [{ accountId: 'a', openedOn: null }],
|
||||
instruments: [],
|
||||
};
|
||||
expect(accountHistory(unknown.accounts, now)[0].from.toISOString()).toBe(
|
||||
'1970-01-01T00:00:00.000Z',
|
||||
);
|
||||
expect(
|
||||
ledgerRange(
|
||||
undefined,
|
||||
undefined,
|
||||
'uid',
|
||||
unknown.accounts,
|
||||
now,
|
||||
).from.toISOString(),
|
||||
).toBe('1970-01-01T00:00:00.000Z');
|
||||
const plan = planInvestmentScreen(
|
||||
{ screen: 'bond', instrumentUid: 'uid', candlePeriod: 'all' },
|
||||
unknown,
|
||||
now,
|
||||
);
|
||||
expect(plan.sources.some((source) => source.kind === 'candles')).toBe(
|
||||
false,
|
||||
);
|
||||
expect(plan.unavailable[0].reason).toBe('history_start_unavailable');
|
||||
expect(
|
||||
planInvestmentScreen(
|
||||
{ screen: 'account' },
|
||||
{ ...context, membershipKnown: false },
|
||||
now,
|
||||
).sources,
|
||||
).toEqual([{ kind: 'membership', priority: 'discovery' }]);
|
||||
});
|
||||
it('keeps UTC event days separate from Moscow instrument calendar days at year rollover', () => {
|
||||
const rollover = new Date('2026-12-31T22:00:00Z');
|
||||
const events = planInvestmentScreen(
|
||||
{ screen: 'events' },
|
||||
context,
|
||||
rollover,
|
||||
true,
|
||||
);
|
||||
expect(
|
||||
events.sources.find((source) => source.kind === 'calendar')?.from,
|
||||
).toEqual(new Date('2026-12-31Z'));
|
||||
const stock = planInvestmentScreen(
|
||||
{ screen: 'stock', instrumentUid: 'uid' },
|
||||
context,
|
||||
rollover,
|
||||
true,
|
||||
);
|
||||
expect(
|
||||
stock.sources.find((source) => source.kind === 'calendar'),
|
||||
).toMatchObject({
|
||||
from: new Date('2022-01-01Z'),
|
||||
to: new Date('2028-01-01Z'),
|
||||
});
|
||||
expect(rollover.toISOString()).toBe('2026-12-31T22:00:00.000Z');
|
||||
});
|
||||
|
||||
it('keeps search queries separate and events scoped to their inclusive period', () => {
|
||||
const search = planInvestmentScreen(
|
||||
{ screen: 'stocks', query: ' sber ' },
|
||||
context,
|
||||
now,
|
||||
true,
|
||||
);
|
||||
expect(
|
||||
search.sources.find((source) => source.kind === 'catalog')?.query,
|
||||
).toBe('SBER');
|
||||
const events = planInvestmentScreen(
|
||||
{ screen: 'events', from: '2026-10-01', to: '2026-10-31' },
|
||||
context,
|
||||
now,
|
||||
true,
|
||||
);
|
||||
expect(
|
||||
events.sources.find((source) => source.kind === 'calendar'),
|
||||
).toMatchObject({
|
||||
from: new Date('2026-10-01Z'),
|
||||
to: new Date('2026-10-31Z'),
|
||||
});
|
||||
expect(events.sources.some((source) => source.kind === 'operations')).toBe(
|
||||
false,
|
||||
);
|
||||
});
|
||||
});
|
||||
@@ -0,0 +1,327 @@
|
||||
import { planIncomePeriod } from './income/income.api';
|
||||
import { dateOnlyBounds, moscowDate } from './investment-calendar';
|
||||
import {
|
||||
operationIntervals,
|
||||
type OperationInterval,
|
||||
} from './operations/domain/operations-sync-plan';
|
||||
|
||||
export type InvestmentScreen = {
|
||||
screen:
|
||||
| 'accounts'
|
||||
| 'account'
|
||||
| 'operations'
|
||||
| 'income'
|
||||
| 'events'
|
||||
| 'stocks'
|
||||
| 'bonds'
|
||||
| 'stock'
|
||||
| 'bond';
|
||||
accountId?: string;
|
||||
from?: string;
|
||||
to?: string;
|
||||
instrumentUid?: string;
|
||||
query?: string;
|
||||
candlePeriod?: 'month' | 'halfYear' | 'year' | 'all';
|
||||
candleRange?: { from: Date; to: Date };
|
||||
};
|
||||
const defaultEventDays = 30;
|
||||
const incomeHistoryYears = 5;
|
||||
const candleMonths = { month: 1, halfYear: 6, year: 12 };
|
||||
|
||||
type Account = { accountId: string; openedOn: string | null };
|
||||
type Instrument = {
|
||||
uid: string;
|
||||
type: 'STOCK' | 'BOND';
|
||||
historyFrom: Date | null;
|
||||
};
|
||||
type Source = {
|
||||
kind:
|
||||
| 'membership'
|
||||
| 'portfolio'
|
||||
| 'operations'
|
||||
| 'metadata'
|
||||
| 'catalog'
|
||||
| 'quote'
|
||||
| 'company'
|
||||
| 'metrics'
|
||||
| 'calendar'
|
||||
| 'candles';
|
||||
accountId?: string;
|
||||
instrumentUid?: string;
|
||||
instrumentType?: 'STOCK' | 'BOND';
|
||||
from?: Date;
|
||||
to?: Date;
|
||||
query?: string;
|
||||
priority: 'discovery' | 'screen' | 'history';
|
||||
};
|
||||
|
||||
// Expands screen scope, never credentials or arbitrary caller-supplied jobs.
|
||||
// Owners execute their own sources and expand instruments after discovery.
|
||||
export function planInvestmentScreen(
|
||||
screen: InvestmentScreen,
|
||||
context: {
|
||||
accounts: Account[];
|
||||
instruments: Instrument[];
|
||||
membershipKnown: boolean;
|
||||
},
|
||||
now: Date,
|
||||
force = false,
|
||||
) {
|
||||
const sources: Source[] = [{ kind: 'membership', priority: 'discovery' }];
|
||||
const accounts = context.accounts.filter(
|
||||
(account) =>
|
||||
!screen.accountId ||
|
||||
screen.accountId === 'all' ||
|
||||
account.accountId === screen.accountId,
|
||||
);
|
||||
const unavailable: { resourceKey: string; reason: string }[] = [];
|
||||
const operations = (from: Date, to: Date, instrumentUid?: string) => {
|
||||
const targets = accounts.flatMap((account) =>
|
||||
from < to
|
||||
? [
|
||||
{
|
||||
accountId: account.accountId,
|
||||
from,
|
||||
to,
|
||||
...(instrumentUid ? { instrumentUid } : {}),
|
||||
},
|
||||
]
|
||||
: [],
|
||||
);
|
||||
sources.push(
|
||||
...operationIntervals(targets).map((range) => ({
|
||||
...range,
|
||||
kind: 'operations' as const,
|
||||
priority: 'screen' as const,
|
||||
})),
|
||||
);
|
||||
};
|
||||
const portfolio = () =>
|
||||
sources.push(
|
||||
...accounts.map(({ accountId }) => ({
|
||||
kind: 'portfolio' as const,
|
||||
accountId,
|
||||
priority: 'screen' as const,
|
||||
})),
|
||||
);
|
||||
const knownOpening =
|
||||
accounts.length && accounts.every((account) => account.openedOn)
|
||||
? new Date(
|
||||
`${accounts.map((account) => account.openedOn ?? '').sort()[0]}T00:00:00+03:00`,
|
||||
)
|
||||
: undefined;
|
||||
if (!context.membershipKnown) return { sources, unavailable, now };
|
||||
if (
|
||||
['accounts', 'account', 'events', 'stock', 'bond'].includes(screen.screen)
|
||||
)
|
||||
portfolio();
|
||||
if (
|
||||
screen.screen === 'operations' ||
|
||||
screen.screen === 'stock' ||
|
||||
screen.screen === 'bond'
|
||||
) {
|
||||
const range = ledgerRange(
|
||||
screen.from,
|
||||
screen.to,
|
||||
screen.instrumentUid,
|
||||
accounts,
|
||||
now,
|
||||
);
|
||||
operations(range.from, range.to, force ? screen.instrumentUid : undefined);
|
||||
}
|
||||
if (screen.screen === 'account' || screen.screen === 'income') {
|
||||
const period = planIncomePeriod(
|
||||
screen.screen === 'income' ? screen.from : undefined,
|
||||
screen.screen === 'income' ? screen.to : undefined,
|
||||
knownOpening,
|
||||
);
|
||||
for (const range of [
|
||||
period.selected,
|
||||
...(screen.screen === 'income'
|
||||
? [period.previous, ...(period.yearAgo ? [period.yearAgo] : [])]
|
||||
: []),
|
||||
]) {
|
||||
const bounds = dateOnlyBounds(range, now);
|
||||
operations(bounds.from, bounds.to);
|
||||
}
|
||||
if (screen.screen === 'income' && !period.yearAgo)
|
||||
unavailable.push({
|
||||
resourceKey: 'income/yearAgo', // gitleaks:allow public resource identifier
|
||||
reason: 'calendar_or_account_boundary',
|
||||
});
|
||||
if (screen.screen === 'account') {
|
||||
const range = ledgerRange(
|
||||
screen.from,
|
||||
screen.to,
|
||||
undefined,
|
||||
accounts,
|
||||
now,
|
||||
);
|
||||
operations(range.from, range.to);
|
||||
}
|
||||
}
|
||||
if (screen.screen === 'stocks' || screen.screen === 'bonds')
|
||||
sources.push({
|
||||
kind: 'catalog',
|
||||
instrumentType: screen.screen === 'stocks' ? 'STOCK' : 'BOND',
|
||||
query: screen.query?.trim().toUpperCase() ?? '',
|
||||
priority: 'screen',
|
||||
});
|
||||
const instruments = context.instruments.filter(
|
||||
(instrument) =>
|
||||
!screen.instrumentUid || instrument.uid === screen.instrumentUid,
|
||||
);
|
||||
if (
|
||||
screen.instrumentUid &&
|
||||
!instruments.length &&
|
||||
(screen.screen === 'stock' || screen.screen === 'bond')
|
||||
)
|
||||
instruments.push({
|
||||
uid: screen.instrumentUid,
|
||||
type: screen.screen === 'stock' ? 'STOCK' : 'BOND',
|
||||
historyFrom: null,
|
||||
});
|
||||
for (const instrument of instruments) {
|
||||
const identity = {
|
||||
instrumentUid: instrument.uid,
|
||||
instrumentType: instrument.type,
|
||||
};
|
||||
sources.push({ ...identity, kind: 'metadata', priority: 'screen' });
|
||||
if (['stocks', 'bonds', 'stock', 'bond'].includes(screen.screen))
|
||||
sources.push({ ...identity, kind: 'quote', priority: 'screen' });
|
||||
if (screen.screen === 'stock' || screen.screen === 'bond') {
|
||||
sources.push({
|
||||
...identity,
|
||||
kind: screen.screen === 'stock' ? 'company' : 'metrics',
|
||||
priority: 'screen',
|
||||
});
|
||||
const from = new Date(now);
|
||||
const period = screen.candlePeriod ?? 'month';
|
||||
if (period !== 'all')
|
||||
from.setUTCMonth(from.getUTCMonth() - candleMonths[period]);
|
||||
const range =
|
||||
screen.candleRange ??
|
||||
(period === 'all'
|
||||
? instrument.historyFrom
|
||||
? { from: instrument.historyFrom, to: now }
|
||||
: null
|
||||
: { from, to: now });
|
||||
if (range)
|
||||
sources.push({
|
||||
...identity,
|
||||
kind: 'candles',
|
||||
...range,
|
||||
priority: 'screen',
|
||||
});
|
||||
else
|
||||
unavailable.push({
|
||||
resourceKey: `candles/${instrument.uid}/all`,
|
||||
reason: 'history_start_unavailable',
|
||||
});
|
||||
}
|
||||
if (['account', 'events', 'stock', 'bond'].includes(screen.screen)) {
|
||||
const day =
|
||||
screen.screen === 'stock' || screen.screen === 'bond'
|
||||
? moscowDate(now)
|
||||
: now.toISOString().slice(0, 10);
|
||||
const from =
|
||||
screen.screen === 'events' && screen.from
|
||||
? new Date(`${screen.from}T00:00:00Z`)
|
||||
: new Date(`${day}T00:00:00Z`);
|
||||
const to =
|
||||
screen.screen === 'events' && screen.to
|
||||
? new Date(`${screen.to}T00:00:00Z`)
|
||||
: new Date(from);
|
||||
if (
|
||||
!(screen.screen === 'events' && screen.to) &&
|
||||
screen.screen !== 'stock' &&
|
||||
screen.screen !== 'bond'
|
||||
)
|
||||
to.setUTCDate(to.getUTCDate() + defaultEventDays);
|
||||
if (screen.screen === 'stock' || screen.screen === 'bond') {
|
||||
from.setUTCFullYear(from.getUTCFullYear() - incomeHistoryYears);
|
||||
to.setUTCFullYear(to.getUTCFullYear() + 1);
|
||||
}
|
||||
sources.push({
|
||||
...identity,
|
||||
kind: 'calendar',
|
||||
from,
|
||||
to,
|
||||
priority: 'screen',
|
||||
});
|
||||
}
|
||||
if (
|
||||
!force &&
|
||||
['account', 'operations', 'income', 'events'].includes(screen.screen)
|
||||
) {
|
||||
if (instrument.historyFrom)
|
||||
sources.push({
|
||||
...identity,
|
||||
kind: 'candles',
|
||||
from: instrument.historyFrom,
|
||||
to: now,
|
||||
priority: 'history',
|
||||
});
|
||||
else
|
||||
unavailable.push({
|
||||
resourceKey: `candles/${instrument.uid}/all`,
|
||||
reason: 'history_start_unavailable',
|
||||
});
|
||||
}
|
||||
}
|
||||
if (!force && !['stocks', 'bonds'].includes(screen.screen))
|
||||
sources.push(
|
||||
...accountHistory(accounts, now).map((range) => ({
|
||||
...range,
|
||||
kind: 'operations' as const,
|
||||
priority: 'history' as const,
|
||||
})),
|
||||
);
|
||||
const priorities = { discovery: 0, screen: 1, history: 2 };
|
||||
sources.sort(
|
||||
(left, right) => priorities[left.priority] - priorities[right.priority],
|
||||
);
|
||||
return { sources, unavailable, now };
|
||||
}
|
||||
|
||||
export function accountHistory(
|
||||
accounts: Account[],
|
||||
now: Date,
|
||||
): OperationInterval[] {
|
||||
return accounts.flatMap((account) => {
|
||||
const from = new Date(
|
||||
account.openedOn
|
||||
? `${account.openedOn}T00:00:00Z`
|
||||
: '1970-01-01T00:00:00Z',
|
||||
);
|
||||
return from < now ? [{ accountId: account.accountId, from, to: now }] : [];
|
||||
});
|
||||
}
|
||||
|
||||
export function ledgerRange(
|
||||
fromValue: string | undefined,
|
||||
toValue: string | undefined,
|
||||
instrumentUid: string | undefined,
|
||||
accounts: Account[],
|
||||
now: Date,
|
||||
) {
|
||||
const opening = accounts.every((account) => account.openedOn)
|
||||
? accounts.map((account) => account.openedOn ?? '').sort()[0]
|
||||
: undefined;
|
||||
const from = fromValue
|
||||
? new Date(fromValue)
|
||||
: instrumentUid
|
||||
? new Date(opening ? `${opening}T00:00:00Z` : '1970-01-01T00:00:00Z')
|
||||
: new Date(Date.UTC(now.getUTCFullYear(), 0, 1));
|
||||
const end = toValue
|
||||
? new Date(
|
||||
/^\d{4}-\d{2}-\d{2}$/.test(toValue)
|
||||
? `${toValue}T23:59:59.999Z`
|
||||
: toValue,
|
||||
)
|
||||
: now;
|
||||
return {
|
||||
from,
|
||||
to: new Date(Math.min(end.valueOf() + (toValue ? 1 : 0), now.valueOf())),
|
||||
};
|
||||
}
|
||||
@@ -0,0 +1,294 @@
|
||||
import { accountHistory } from '../../investment-sync-plan';
|
||||
import { Injectable, NotFoundException } from '@nestjs/common';
|
||||
import { randomUUID } from 'node:crypto';
|
||||
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
|
||||
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
|
||||
import {
|
||||
TbankAccessService,
|
||||
TbankClient,
|
||||
} from '../../../../integrations/tbank/tbank.api';
|
||||
import {
|
||||
BrokerageOperationsRepository,
|
||||
type OperationAttempt,
|
||||
} from '../infrastructure/brokerage-operations.repository';
|
||||
import {
|
||||
operationIntervals,
|
||||
planOperationRead,
|
||||
type OperationInterval,
|
||||
uncoveredOperationIntervals,
|
||||
} from '../domain/operations-sync-plan';
|
||||
|
||||
const operationsPageSize = 1000;
|
||||
const priorities = { screen: 1, history: 2 } as const;
|
||||
|
||||
@Injectable()
|
||||
export class BrokerageOperationsSyncService {
|
||||
private readonly processRunId = randomUUID();
|
||||
private readonly runningAttempts = new Set<string>();
|
||||
private readonly ready = new Map<
|
||||
string,
|
||||
{ attempt: OperationAttempt; priority: number }
|
||||
>();
|
||||
private draining = false;
|
||||
// Only short DB reservations/publications are serialized, never RPCs.
|
||||
private reservations: Promise<unknown> = Promise.resolve();
|
||||
|
||||
constructor(
|
||||
private readonly repository: BrokerageOperationsRepository,
|
||||
private readonly access: TbankAccessService,
|
||||
private readonly tbank: TbankClient,
|
||||
private readonly logger: StructuredLogger,
|
||||
) {}
|
||||
|
||||
async readPlan(
|
||||
userId: string,
|
||||
intervals: OperationInterval[],
|
||||
options: {
|
||||
movingEnd?: boolean;
|
||||
force?: boolean;
|
||||
observe?: boolean;
|
||||
history?: boolean;
|
||||
revision?: string;
|
||||
} = {},
|
||||
) {
|
||||
const connection = await this.access.local(userId);
|
||||
if (
|
||||
!connection.membershipAt ||
|
||||
(options.revision && options.revision !== connection.revision)
|
||||
)
|
||||
return { plan: null, handle: null };
|
||||
if (
|
||||
intervals.some(
|
||||
(interval) =>
|
||||
!connection.accounts.some(
|
||||
(account) => account.accountId === interval.accountId,
|
||||
),
|
||||
)
|
||||
)
|
||||
throw new NotFoundException();
|
||||
const coverage = await this.repository.coverage(
|
||||
userId,
|
||||
connection.revision,
|
||||
intervals.map((interval) => interval.accountId),
|
||||
);
|
||||
const now = new Date();
|
||||
const movingTo = Math.max(
|
||||
...intervals.map((interval) => interval.to.valueOf()),
|
||||
);
|
||||
const targets = intervals.map((interval) =>
|
||||
options.movingEnd && interval.to.valueOf() === movingTo
|
||||
? { ...interval, to: now }
|
||||
: interval,
|
||||
);
|
||||
const plan = planOperationRead(targets, coverage, now, options);
|
||||
const complete = plan.intervals.every(
|
||||
(interval) => interval.availability === 'complete',
|
||||
);
|
||||
const handle =
|
||||
!options.observe && plan.load.length
|
||||
? await this.request(
|
||||
userId,
|
||||
plan.load,
|
||||
complete || Boolean(options.force),
|
||||
'screen',
|
||||
connection.revision,
|
||||
)
|
||||
: null;
|
||||
if (!options.observe && !options.force && options.history) {
|
||||
const accountIds = new Set(
|
||||
intervals.map((interval) => interval.accountId),
|
||||
);
|
||||
const history = accountHistory(
|
||||
connection.accounts.filter((account) =>
|
||||
accountIds.has(account.accountId),
|
||||
),
|
||||
now,
|
||||
);
|
||||
const missing = planOperationRead(history, coverage, now, {
|
||||
movingEnd: true,
|
||||
}).load;
|
||||
const remaining = uncoveredOperationIntervals(missing, targets);
|
||||
if (remaining.length)
|
||||
await this.request(
|
||||
userId,
|
||||
remaining,
|
||||
false,
|
||||
'history',
|
||||
connection.revision,
|
||||
);
|
||||
}
|
||||
return { plan, handle };
|
||||
}
|
||||
|
||||
async request(
|
||||
userId: string,
|
||||
intervals: OperationInterval[],
|
||||
atomic: boolean,
|
||||
priority: keyof typeof priorities = 'screen',
|
||||
revision?: string,
|
||||
): Promise<string | null> {
|
||||
const connection = await this.access.local(userId);
|
||||
if (
|
||||
connection.membershipAt &&
|
||||
intervals.some(
|
||||
(interval) =>
|
||||
!connection.accounts.some(
|
||||
(account) => account.accountId === interval.accountId,
|
||||
),
|
||||
)
|
||||
)
|
||||
throw new NotFoundException();
|
||||
if (revision && revision !== connection.revision) return null;
|
||||
const cutoff = new Date();
|
||||
const bounded = operationIntervals(intervals)
|
||||
.map((interval) => ({
|
||||
...interval,
|
||||
to: new Date(Math.min(interval.to.valueOf(), cutoff.valueOf())),
|
||||
}))
|
||||
.filter((interval) => interval.from < interval.to);
|
||||
if (!bounded.length) return null;
|
||||
const reserve = this.reservations.then(async () => {
|
||||
const requested = await this.repository.request(
|
||||
userId,
|
||||
connection.revision,
|
||||
operationIntervals(bounded),
|
||||
this.processRunId,
|
||||
atomic,
|
||||
this.runningAttempts,
|
||||
priorities[priority],
|
||||
);
|
||||
if (!requested) return null;
|
||||
const { id, attemptId, revision } = requested.work;
|
||||
this.runningAttempts.add(attemptId);
|
||||
this.ready.set(attemptId, {
|
||||
attempt: { id, attemptId, userId, revision },
|
||||
priority: requested.work.priority,
|
||||
});
|
||||
if (!this.draining) {
|
||||
this.draining = true;
|
||||
// Startup and observation never enter this path.
|
||||
setImmediate(() => {
|
||||
void this.drain();
|
||||
});
|
||||
}
|
||||
return id;
|
||||
});
|
||||
this.reservations = reserve.catch(() => undefined);
|
||||
return reserve;
|
||||
}
|
||||
|
||||
async observe(userId: string, id: string) {
|
||||
const connection = await this.access.local(userId);
|
||||
const work = await this.repository.observe(userId, connection.revision, id);
|
||||
if (!work) throw new NotFoundException();
|
||||
return work;
|
||||
}
|
||||
|
||||
private async drain(): Promise<void> {
|
||||
try {
|
||||
while (this.ready.size) {
|
||||
const selected = [...this.ready.values()].sort(
|
||||
(a, b) => a.priority - b.priority,
|
||||
)[0];
|
||||
const { attempt } = selected;
|
||||
this.ready.delete(attempt.attemptId);
|
||||
let pending = false;
|
||||
try {
|
||||
pending = await this.step(attempt);
|
||||
} catch {
|
||||
this.logger.event(
|
||||
'error',
|
||||
'tbank.operations.sync.persistence_failed',
|
||||
{ userId: attempt.userId, code: 'TBANK_UNAVAILABLE' },
|
||||
);
|
||||
}
|
||||
const next = pending ? await this.repository.pending(attempt) : null;
|
||||
if (next) {
|
||||
const joined = this.ready.get(attempt.attemptId);
|
||||
this.ready.set(attempt.attemptId, {
|
||||
attempt,
|
||||
priority: Math.min(
|
||||
next.priority,
|
||||
joined?.priority ?? next.priority,
|
||||
),
|
||||
});
|
||||
} else {
|
||||
this.ready.delete(attempt.attemptId);
|
||||
this.runningAttempts.delete(attempt.attemptId);
|
||||
}
|
||||
}
|
||||
} finally {
|
||||
this.draining = false;
|
||||
}
|
||||
}
|
||||
|
||||
private async step(attempt: OperationAttempt): Promise<boolean> {
|
||||
try {
|
||||
const plan = await this.repository.pending(attempt);
|
||||
if (!plan) return false;
|
||||
if (!plan.next) {
|
||||
const publish = this.reservations.then(async () => {
|
||||
const current = await this.repository.pending(attempt);
|
||||
if (!current) return false;
|
||||
if (current.next) return true;
|
||||
const published = await this.repository.publish(
|
||||
attempt,
|
||||
current.intervals,
|
||||
new Date(),
|
||||
true,
|
||||
);
|
||||
return published && Boolean(await this.repository.pending(attempt));
|
||||
});
|
||||
this.reservations = publish.catch(() => undefined);
|
||||
return await publish;
|
||||
}
|
||||
const { interval, cursor } = plan.next;
|
||||
const token = await this.access.tokenForAttempt(attempt);
|
||||
if (!token) return false;
|
||||
const response = await this.tbank.getOperationsByCursor(token, {
|
||||
accountId: interval.accountId,
|
||||
// Upstream inclusivity is not assumed; storage selects exact [from,to).
|
||||
from: {
|
||||
seconds: String(
|
||||
Math.floor(interval.from.valueOf() / MILLISECONDS_PER_SECOND) - 1,
|
||||
),
|
||||
},
|
||||
to: {
|
||||
seconds: String(
|
||||
Math.ceil(interval.to.valueOf() / MILLISECONDS_PER_SECOND) + 1,
|
||||
),
|
||||
},
|
||||
...(interval.instrumentUid
|
||||
? { instrumentId: interval.instrumentUid }
|
||||
: {}),
|
||||
cursor,
|
||||
limit: operationsPageSize,
|
||||
state: 'OPERATION_STATE_EXECUTED',
|
||||
});
|
||||
if (
|
||||
!(await this.repository.stagePage(attempt, interval, cursor, response))
|
||||
)
|
||||
return false;
|
||||
if (!plan.atomic && !response.hasNext) {
|
||||
if (
|
||||
!(await this.repository.publish(
|
||||
attempt,
|
||||
[interval],
|
||||
new Date(),
|
||||
true,
|
||||
))
|
||||
)
|
||||
return false;
|
||||
}
|
||||
// One page per turn: newly requested screen work can overtake backfill.
|
||||
// TbankClient alone owns the bounded RPC queue and retries.
|
||||
return true;
|
||||
} catch (error) {
|
||||
await this.repository.fail(
|
||||
attempt,
|
||||
error instanceof Error && error.message === 'INVALID_TBANK_TOKEN',
|
||||
);
|
||||
return false;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,373 +0,0 @@
|
||||
import {
|
||||
BadRequestException,
|
||||
ConflictException,
|
||||
NotFoundException,
|
||||
ServiceUnavailableException,
|
||||
} from '@nestjs/common';
|
||||
|
||||
jest.mock('../../../../integrations/tbank/tbank-access.service', () => ({
|
||||
TbankAccessService: class TbankAccessService {},
|
||||
}));
|
||||
|
||||
import type { TbankAccountContext } from '../../../../integrations/tbank/tbank-access.service';
|
||||
import { BrokerageOperationsService } from './brokerage-operations.service';
|
||||
|
||||
describe('BrokerageOperationsService', () => {
|
||||
const access = { withAccount: jest.fn() };
|
||||
const tbank = {
|
||||
getOperationsByCursor: jest.fn(),
|
||||
};
|
||||
const requestContext = { set: jest.fn() };
|
||||
const metadata = { resolve: jest.fn() };
|
||||
const service = new BrokerageOperationsService(
|
||||
access as never,
|
||||
tbank as never,
|
||||
requestContext as never,
|
||||
metadata as never,
|
||||
);
|
||||
let operationsRequest: unknown;
|
||||
let generation: string;
|
||||
|
||||
beforeEach(() => {
|
||||
jest.clearAllMocks();
|
||||
access.withAccount.mockReset();
|
||||
tbank.getOperationsByCursor.mockReset();
|
||||
metadata.resolve.mockReset();
|
||||
generation = 'generation-1';
|
||||
access.withAccount.mockImplementation(
|
||||
(
|
||||
_userId: string,
|
||||
_accountId: string,
|
||||
handler: (context: TbankAccountContext) => Promise<unknown>,
|
||||
) =>
|
||||
handler({
|
||||
token: 'token',
|
||||
generation,
|
||||
account: { id: 'account', type: 'ACCOUNT_TYPE_TINKOFF', name: '' },
|
||||
}),
|
||||
);
|
||||
tbank.getOperationsByCursor.mockImplementation(
|
||||
(_token: string, request: unknown) => {
|
||||
operationsRequest = request;
|
||||
return Promise.resolve({ items: [] });
|
||||
},
|
||||
);
|
||||
(service as unknown as { pages: Map<string, unknown> }).pages.clear();
|
||||
});
|
||||
|
||||
afterEach(() => {
|
||||
jest.useRealTimers();
|
||||
jest.restoreAllMocks();
|
||||
});
|
||||
|
||||
it('uses the current UTC year by default and asks only for executed operations', async () => {
|
||||
await service.get('user', 'account', {});
|
||||
|
||||
const request = operationsRequest as {
|
||||
state: string;
|
||||
from: { seconds: string };
|
||||
};
|
||||
expect(request.state).toBe('OPERATION_STATE_EXECUTED');
|
||||
expect(request.from.seconds).toBe(
|
||||
String(Math.floor(Date.UTC(new Date().getUTCFullYear(), 0, 1) / 1000)),
|
||||
);
|
||||
});
|
||||
|
||||
it('uses inclusive date boundaries, filters categories, and preserves cursors', async () => {
|
||||
tbank.getOperationsByCursor.mockResolvedValue({
|
||||
hasNext: true,
|
||||
nextCursor: 'next',
|
||||
items: [
|
||||
{ id: 'income', date: { seconds: '1' }, type: 'OPERATION_TYPE_COUPON' },
|
||||
{
|
||||
id: 'fee',
|
||||
date: { seconds: '2' },
|
||||
type: 'OPERATION_TYPE_BROKER_FEE',
|
||||
},
|
||||
],
|
||||
});
|
||||
|
||||
await expect(
|
||||
service.get('user', 'account', {
|
||||
from: '2025-01-01',
|
||||
to: '2025-01-31',
|
||||
categories: ['income'],
|
||||
cursor: 'previous',
|
||||
limit: 10,
|
||||
}),
|
||||
).resolves.toMatchObject({
|
||||
items: [{ id: 'income' }],
|
||||
nextCursor: 'next',
|
||||
hasNext: true,
|
||||
});
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledWith(
|
||||
'token',
|
||||
expect.objectContaining({
|
||||
from: { seconds: '1735689600' },
|
||||
to: { seconds: '1738367999', nanos: 999_999_999 },
|
||||
cursor: 'previous',
|
||||
}),
|
||||
);
|
||||
});
|
||||
|
||||
it('includes resolved instrument logo metadata in a ledger entry', async () => {
|
||||
tbank.getOperationsByCursor.mockResolvedValue({
|
||||
items: [
|
||||
{
|
||||
id: 'coupon',
|
||||
date: { seconds: '1' },
|
||||
type: 'OPERATION_TYPE_COUPON',
|
||||
instrumentUid: 'instrument-uid',
|
||||
},
|
||||
],
|
||||
});
|
||||
metadata.resolve.mockResolvedValue({
|
||||
brand: { logoName: 'instrument-logo.png' },
|
||||
});
|
||||
|
||||
await expect(service.get('user', 'account', {})).resolves.toMatchObject({
|
||||
items: [{ id: 'coupon', logoName: 'instrument-logo.png' }],
|
||||
});
|
||||
});
|
||||
|
||||
it('resolves repeated instrument metadata only once per ledger page', async () => {
|
||||
tbank.getOperationsByCursor.mockResolvedValue({
|
||||
items: [
|
||||
{
|
||||
id: 'first',
|
||||
date: { seconds: '1' },
|
||||
type: 'OPERATION_TYPE_COUPON',
|
||||
instrumentUid: 'instrument-uid',
|
||||
},
|
||||
{
|
||||
id: 'second',
|
||||
date: { seconds: '2' },
|
||||
type: 'OPERATION_TYPE_COUPON',
|
||||
instrumentUid: 'instrument-uid',
|
||||
},
|
||||
],
|
||||
});
|
||||
metadata.resolve.mockResolvedValue({
|
||||
brand: { logoName: 'instrument-logo.png' },
|
||||
});
|
||||
|
||||
await service.get('user', 'account', {});
|
||||
|
||||
expect(metadata.resolve).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
|
||||
it('does not let a UID-only lookup suppress a later FIGI fallback on the same page', async () => {
|
||||
tbank.getOperationsByCursor.mockResolvedValue({
|
||||
items: [
|
||||
{
|
||||
id: 'first',
|
||||
date: { seconds: '1' },
|
||||
type: 'OPERATION_TYPE_COUPON',
|
||||
instrumentUid: 'instrument-uid',
|
||||
},
|
||||
{
|
||||
id: 'second',
|
||||
date: { seconds: '2' },
|
||||
type: 'OPERATION_TYPE_COUPON',
|
||||
instrumentUid: 'instrument-uid',
|
||||
figi: 'BBG000000001',
|
||||
},
|
||||
],
|
||||
});
|
||||
metadata.resolve.mockResolvedValueOnce(null).mockResolvedValueOnce({
|
||||
brand: { logoName: 'fallback-logo.png' },
|
||||
});
|
||||
|
||||
await expect(service.get('user', 'account', {})).resolves.toMatchObject({
|
||||
items: [
|
||||
{ id: 'first', logoName: null },
|
||||
{ id: 'second', logoName: 'fallback-logo.png' },
|
||||
],
|
||||
});
|
||||
expect(metadata.resolve).toHaveBeenNthCalledWith(
|
||||
1,
|
||||
'token',
|
||||
'instrument-uid',
|
||||
null,
|
||||
);
|
||||
expect(metadata.resolve).toHaveBeenNthCalledWith(
|
||||
2,
|
||||
'token',
|
||||
'instrument-uid',
|
||||
'BBG000000001',
|
||||
);
|
||||
});
|
||||
|
||||
it('returns an empty page without calling T-Bank when the period starts in the future', async () => {
|
||||
await expect(
|
||||
service.get('user', 'account', { from: '2999-01-01T00:00:00.000Z' }),
|
||||
).resolves.toMatchObject({
|
||||
accountId: 'account',
|
||||
items: [],
|
||||
nextCursor: null,
|
||||
hasNext: false,
|
||||
});
|
||||
expect(tbank.getOperationsByCursor).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('rejects inaccessible accounts before reading operations', async () => {
|
||||
access.withAccount.mockRejectedValueOnce(new NotFoundException());
|
||||
|
||||
await expect(service.get('user', 'account', {})).rejects.toEqual(
|
||||
expect.any(NotFoundException),
|
||||
);
|
||||
expect(tbank.getOperationsByCursor).not.toHaveBeenCalled();
|
||||
});
|
||||
|
||||
it('retains existing T-Bank error semantics', async () => {
|
||||
access.withAccount.mockRejectedValueOnce(
|
||||
new BadRequestException({ code: 'INVALID_TBANK_TOKEN' }),
|
||||
);
|
||||
await expect(service.get('user', 'account', {})).rejects.toEqual(
|
||||
expect.any(BadRequestException),
|
||||
);
|
||||
tbank.getOperationsByCursor.mockRejectedValueOnce(
|
||||
new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' }),
|
||||
);
|
||||
await expect(service.get('user', 'account', {})).rejects.toEqual(
|
||||
expect.any(ServiceUnavailableException),
|
||||
);
|
||||
});
|
||||
|
||||
it('reuses one fresh page for equivalent categories within the default end-time bucket', async () => {
|
||||
jest.useFakeTimers();
|
||||
jest.setSystemTime(new Date('2026-08-23T12:00:00.100Z'));
|
||||
|
||||
await service.get('user', 'account', {
|
||||
categories: ['tax', 'income', 'income'],
|
||||
});
|
||||
jest.advanceTimersByTime(500);
|
||||
await service.get('user', 'account', { categories: ['income', 'tax'] });
|
||||
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
|
||||
it('does not let a cached page bypass account ownership checks', async () => {
|
||||
const query = { from: '2025-01-01', to: '2025-01-31' };
|
||||
await service.get('user', 'account', query);
|
||||
access.withAccount.mockRejectedValueOnce(new NotFoundException());
|
||||
|
||||
await expect(service.get('user', 'account', query)).rejects.toEqual(
|
||||
expect.any(NotFoundException),
|
||||
);
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
|
||||
it('does not reuse a cached ledger page across connection generations', async () => {
|
||||
const query = { from: '2025-01-01', to: '2025-01-31' };
|
||||
|
||||
await service.get('user', 'account', query);
|
||||
await service.get('user', 'account', query);
|
||||
generation = 'generation-2';
|
||||
await service.get('user', 'account', query);
|
||||
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledTimes(2);
|
||||
});
|
||||
|
||||
it('does not reuse a cached ledger page after the connection is deleted', async () => {
|
||||
const query = { from: '2025-01-01', to: '2025-01-31' };
|
||||
await service.get('user', 'account', query);
|
||||
access.withAccount.mockRejectedValueOnce(
|
||||
new ConflictException({ code: 'TBANK_NOT_CONNECTED' }),
|
||||
);
|
||||
|
||||
await expect(service.get('user', 'account', query)).rejects.toEqual(
|
||||
expect.any(ConflictException),
|
||||
);
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledTimes(1);
|
||||
});
|
||||
|
||||
it('keeps a late previous-generation page unavailable to ledger and income collection', async () => {
|
||||
let finishPrevious: ((value: unknown) => void) | undefined;
|
||||
const previous = new Promise((resolve) => {
|
||||
finishPrevious = resolve;
|
||||
});
|
||||
tbank.getOperationsByCursor
|
||||
.mockReturnValueOnce(previous)
|
||||
.mockResolvedValueOnce({
|
||||
items: [operation('current')],
|
||||
});
|
||||
const range = { from: '2025-01-01', to: '2025-01-31' };
|
||||
|
||||
const previousRequest = service.collectRanges('user', 'account', [range]);
|
||||
generation = 'generation-2';
|
||||
const current = await service.collectRanges('user', 'account', [range]);
|
||||
finishPrevious?.({ items: [operation('previous')] });
|
||||
await previousRequest;
|
||||
const reused = await service.collectRanges('user', 'account', [range]);
|
||||
|
||||
expect(current.pages[0][0].items[0].id).toBe('current');
|
||||
expect(reused.pages[0][0].items[0].id).toBe('current');
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledTimes(2);
|
||||
});
|
||||
|
||||
it('collects every cursor page and rejects a malformed continuation cursor', async () => {
|
||||
tbank.getOperationsByCursor
|
||||
.mockResolvedValueOnce({ hasNext: true, nextCursor: 'next', items: [] })
|
||||
.mockResolvedValueOnce({ hasNext: false, items: [] });
|
||||
|
||||
await expect(
|
||||
service.collectRanges('user', 'account', [
|
||||
{ from: '2026-01-01', to: '2026-01-31' },
|
||||
]),
|
||||
).resolves.toMatchObject({
|
||||
pages: [[{ hasNext: true }, { hasNext: false }]],
|
||||
});
|
||||
|
||||
tbank.getOperationsByCursor.mockReset();
|
||||
tbank.getOperationsByCursor.mockResolvedValue({
|
||||
hasNext: true,
|
||||
nextCursor: 'same',
|
||||
items: [],
|
||||
});
|
||||
await expect(
|
||||
service.collectRanges('user', 'account', [
|
||||
{ from: '2026-02-01', to: '2026-02-28' },
|
||||
]),
|
||||
).rejects.toMatchObject({ response: { code: 'TBANK_UNAVAILABLE' } });
|
||||
});
|
||||
|
||||
it('collects an in-progress Moscow day only through the current instant', async () => {
|
||||
jest.useFakeTimers();
|
||||
jest.setSystemTime(new Date('2026-08-27T21:44:18.510Z'));
|
||||
|
||||
await service.collectRanges('user', 'account', [
|
||||
{ from: '2026-08-01', to: '2026-08-28' },
|
||||
]);
|
||||
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledWith(
|
||||
'token',
|
||||
expect.objectContaining({
|
||||
from: { seconds: '1785531600' },
|
||||
to: { seconds: '1787867058' },
|
||||
limit: 1000,
|
||||
}),
|
||||
);
|
||||
});
|
||||
|
||||
it('evicts the least recently used ledger page after one hundred entries', async () => {
|
||||
for (let index = 0; index < 100; index += 1)
|
||||
await service.get('user', 'account', { cursor: String(index) });
|
||||
|
||||
await service.get('user', 'account', { cursor: '0' });
|
||||
await service.get('user', 'account', { cursor: '100' });
|
||||
await service.get('user', 'account', { cursor: '1' });
|
||||
|
||||
const pages = (service as unknown as { pages: { size: number } }).pages;
|
||||
expect(pages.size).toBe(100);
|
||||
expect(tbank.getOperationsByCursor).toHaveBeenCalledTimes(102);
|
||||
});
|
||||
});
|
||||
|
||||
function operation(id: string) {
|
||||
return {
|
||||
id,
|
||||
date: { seconds: '1' },
|
||||
type: 'OPERATION_TYPE_COUPON',
|
||||
};
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,141 @@
|
||||
import { operationIntervals, planOperationRead } from './operations-sync-plan';
|
||||
|
||||
describe('operations calendar windows', () => {
|
||||
it('merges overlaps before splitting leap February and keeps precise Moscow-derived boundaries', () => {
|
||||
const result = operationIntervals([
|
||||
{
|
||||
accountId: 'a',
|
||||
from: new Date('2024-02-01T00:00:00+03:00'),
|
||||
to: new Date('2024-03-01T00:00:00+03:00'),
|
||||
},
|
||||
{
|
||||
accountId: 'a',
|
||||
from: new Date('2024-02-10Z'),
|
||||
to: new Date('2024-04-01Z'),
|
||||
},
|
||||
]);
|
||||
expect(
|
||||
result.map(({ from, to }) => [from.toISOString(), to.toISOString()]),
|
||||
).toEqual([
|
||||
['2024-01-31T21:00:00.000Z', '2024-02-01T00:00:00.000Z'],
|
||||
['2024-02-01T00:00:00.000Z', '2024-03-01T00:00:00.000Z'],
|
||||
['2024-03-01T00:00:00.000Z', '2024-04-01T00:00:00.000Z'],
|
||||
]);
|
||||
});
|
||||
|
||||
it('does not combine account or instrument predicates and rejects invalid ranges', () => {
|
||||
const range = {
|
||||
from: new Date('2026-12-15Z'),
|
||||
to: new Date('2027-01-15Z'),
|
||||
};
|
||||
const result = operationIntervals([
|
||||
{ accountId: 'a', ...range },
|
||||
{ accountId: 'b', ...range },
|
||||
{ accountId: 'a', instrumentUid: 'uid', ...range },
|
||||
]);
|
||||
expect(result).toHaveLength(6);
|
||||
expect(() =>
|
||||
operationIntervals([{ accountId: 'a', from: range.to, to: range.from }]),
|
||||
).toThrow();
|
||||
});
|
||||
});
|
||||
|
||||
describe('operation completeness and freshness', () => {
|
||||
const from = new Date('2026-09-01Z');
|
||||
const asOf = new Date('2026-09-25T12:00:00Z');
|
||||
const covered = { accountId: 'a', from, to: asOf, asOf, fetchedAt: asOf };
|
||||
|
||||
it.each([1, 299, 300])(
|
||||
'preserves the observed complete end after %s seconds, separately from TTL',
|
||||
(seconds) => {
|
||||
const now = new Date(asOf.valueOf() + seconds * 1000);
|
||||
const plan = planOperationRead(
|
||||
[{ accountId: 'a', from, to: now }],
|
||||
[covered],
|
||||
now,
|
||||
{ movingEnd: true },
|
||||
);
|
||||
expect(plan.intervals[0]).toMatchObject({
|
||||
availability: 'complete',
|
||||
asOf,
|
||||
to: asOf,
|
||||
stale: seconds >= 300,
|
||||
});
|
||||
expect(plan.load).toEqual(
|
||||
seconds >= 300 ? [{ accountId: 'a', from, to: now }] : [],
|
||||
);
|
||||
},
|
||||
);
|
||||
|
||||
it('preserves a cursor observed end after the clock and calendar advance', () => {
|
||||
const cursorEnd = new Date(asOf.valueOf() + 1000);
|
||||
const plan = planOperationRead(
|
||||
[{ accountId: 'a', from, to: cursorEnd }],
|
||||
[covered],
|
||||
new Date('2026-10-01Z'),
|
||||
{ movingEnd: true },
|
||||
);
|
||||
expect(plan.intervals[0]).toMatchObject({
|
||||
availability: 'complete',
|
||||
to: asOf,
|
||||
asOf,
|
||||
});
|
||||
expect(plan.load).toEqual([]);
|
||||
});
|
||||
it('does not hide earlier holes or reuse an instrument subset as whole-account completeness', () => {
|
||||
const now = new Date(asOf.valueOf() + 1000);
|
||||
const partial = { ...covered, from: new Date('2026-09-10Z') };
|
||||
const plan = planOperationRead(
|
||||
[{ accountId: 'a', from, to: now }],
|
||||
[partial],
|
||||
now,
|
||||
{ movingEnd: true },
|
||||
);
|
||||
expect(plan.intervals[0]).toMatchObject({
|
||||
availability: 'partial',
|
||||
stale: false,
|
||||
});
|
||||
expect(plan.load).toEqual([{ accountId: 'a', from, to: partial.from }]);
|
||||
expect(
|
||||
planOperationRead(
|
||||
[{ accountId: 'a', from, to: now }],
|
||||
[{ ...covered, instrumentUid: 'uid' }],
|
||||
now,
|
||||
).intervals[0].availability,
|
||||
).toBe('missing');
|
||||
});
|
||||
|
||||
it('loads a newly explicit tail and closes the previous month after rollover', () => {
|
||||
const now = new Date(asOf.valueOf() + 1000);
|
||||
expect(
|
||||
planOperationRead([{ accountId: 'a', from, to: now }], [covered], now)
|
||||
.load,
|
||||
).toEqual([{ accountId: 'a', from: asOf, to: now }]);
|
||||
const monthEnd = new Date('2026-10-01Z');
|
||||
const rollover = new Date('2026-10-01T00:00:01Z');
|
||||
const plan = planOperationRead(
|
||||
[{ accountId: 'a', from, to: rollover }],
|
||||
[covered],
|
||||
rollover,
|
||||
{ movingEnd: true },
|
||||
);
|
||||
expect(plan.load).toEqual([
|
||||
{ accountId: 'a', from: asOf, to: monthEnd },
|
||||
{ accountId: 'a', from: monthEnd, to: rollover },
|
||||
]);
|
||||
expect(
|
||||
planOperationRead(
|
||||
[{ accountId: 'a', from, to: monthEnd }],
|
||||
[{ ...covered, to: monthEnd, asOf: monthEnd }],
|
||||
rollover,
|
||||
).load,
|
||||
).toEqual([]);
|
||||
});
|
||||
|
||||
it('force refresh reloads only the shown target even when coverage is fresh', () => {
|
||||
const target = { accountId: 'a', from: new Date('2026-09-20Z'), to: asOf };
|
||||
expect(
|
||||
planOperationRead([target], [covered], asOf, { force: true }).load,
|
||||
).toEqual([target]);
|
||||
});
|
||||
});
|
||||
@@ -0,0 +1,183 @@
|
||||
export type OperationInterval = {
|
||||
accountId: string;
|
||||
from: Date;
|
||||
to: Date;
|
||||
instrumentUid?: string;
|
||||
};
|
||||
|
||||
// Normalize duplicate/overlapping targets before creating a durable identity.
|
||||
// Calendar windows keep each provider walk bounded without changing [from,to).
|
||||
export function operationIntervals(
|
||||
requested: OperationInterval[],
|
||||
): OperationInterval[] {
|
||||
const groups = new Map<string, OperationInterval[]>();
|
||||
for (const interval of requested) {
|
||||
if (!(interval.from < interval.to))
|
||||
throw new Error('Invalid operations interval');
|
||||
const key = JSON.stringify([
|
||||
interval.accountId,
|
||||
interval.instrumentUid ?? '',
|
||||
]);
|
||||
const group = groups.get(key) ?? [];
|
||||
group.push(interval);
|
||||
groups.set(key, group);
|
||||
}
|
||||
const result: OperationInterval[] = [];
|
||||
for (const key of [...groups.keys()].sort()) {
|
||||
const merged: OperationInterval[] = [];
|
||||
for (const interval of (groups.get(key) ?? []).sort(
|
||||
(left, right) => left.from.valueOf() - right.from.valueOf(),
|
||||
)) {
|
||||
const previous = merged.at(-1);
|
||||
if (previous && interval.from <= previous.to)
|
||||
previous.to = new Date(
|
||||
Math.max(previous.to.valueOf(), interval.to.valueOf()),
|
||||
);
|
||||
else merged.push({ ...interval });
|
||||
}
|
||||
for (const interval of merged) {
|
||||
let from = interval.from;
|
||||
while (from < interval.to) {
|
||||
const nextMonth = new Date(
|
||||
Date.UTC(from.getUTCFullYear(), from.getUTCMonth() + 1, 1),
|
||||
);
|
||||
const to = new Date(
|
||||
Math.min(nextMonth.valueOf(), interval.to.valueOf()),
|
||||
);
|
||||
result.push({ ...interval, from, to });
|
||||
from = to;
|
||||
}
|
||||
}
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
export function operationIntervalsOverlap(
|
||||
left: OperationInterval,
|
||||
right: OperationInterval,
|
||||
): boolean {
|
||||
return (
|
||||
left.accountId === right.accountId &&
|
||||
(!left.instrumentUid ||
|
||||
!right.instrumentUid ||
|
||||
left.instrumentUid === right.instrumentUid) &&
|
||||
left.from < right.to &&
|
||||
right.from < left.to
|
||||
);
|
||||
}
|
||||
|
||||
export function uncoveredOperationIntervals(
|
||||
requested: OperationInterval[],
|
||||
existing: OperationInterval[],
|
||||
): OperationInterval[] {
|
||||
return requested.flatMap((interval) => {
|
||||
let fragments = [interval];
|
||||
for (const covered of existing) {
|
||||
fragments = fragments.flatMap((fragment) => {
|
||||
if (
|
||||
!operationIntervalsOverlap(fragment, covered) ||
|
||||
(covered.instrumentUid &&
|
||||
covered.instrumentUid !== fragment.instrumentUid)
|
||||
)
|
||||
return [fragment];
|
||||
return [
|
||||
...(fragment.from < covered.from
|
||||
? [{ ...fragment, to: covered.from }]
|
||||
: []),
|
||||
...(covered.to < fragment.to
|
||||
? [{ ...fragment, from: covered.to }]
|
||||
: []),
|
||||
];
|
||||
});
|
||||
}
|
||||
return fragments;
|
||||
});
|
||||
}
|
||||
|
||||
export type OperationCoverage = OperationInterval & {
|
||||
fetchedAt: Date;
|
||||
asOf: Date;
|
||||
};
|
||||
const operationsFreshForMs = 300_000;
|
||||
|
||||
export function planOperationRead(
|
||||
requested: OperationInterval[],
|
||||
coverage: OperationCoverage[],
|
||||
now: Date,
|
||||
options: { movingEnd?: boolean; force?: boolean } = {},
|
||||
) {
|
||||
const monthStart = new Date(
|
||||
Date.UTC(now.getUTCFullYear(), now.getUTCMonth(), 1),
|
||||
);
|
||||
const observedEnd = Math.max(
|
||||
...requested.map((interval) => interval.to.valueOf()),
|
||||
);
|
||||
const load: OperationInterval[] = [];
|
||||
const intervals = operationIntervals(requested).map((target) => {
|
||||
const sources = coverage.filter(
|
||||
(row) =>
|
||||
row.accountId === target.accountId &&
|
||||
(!row.instrumentUid || row.instrumentUid === target.instrumentUid) &&
|
||||
row.from < target.to &&
|
||||
target.from < row.to,
|
||||
);
|
||||
const ranges = sources.map((row) => ({
|
||||
...row,
|
||||
instrumentUid: target.instrumentUid,
|
||||
}));
|
||||
const current = target.from >= monthStart && target.to <= now;
|
||||
const fresh = sources.filter(
|
||||
(row) => now.valueOf() - row.fetchedAt.valueOf() < operationsFreshForMs,
|
||||
);
|
||||
let effective = target;
|
||||
if (options.movingEnd && target.to.valueOf() === observedEnd) {
|
||||
const latest = sources
|
||||
.filter(
|
||||
(row) =>
|
||||
row.asOf.valueOf() === row.to.valueOf() && row.to > target.from,
|
||||
)
|
||||
.sort((left, right) => right.to.valueOf() - left.to.valueOf())[0];
|
||||
if (latest && latest.to < target.to)
|
||||
effective = { ...target, to: latest.to };
|
||||
}
|
||||
const missing = uncoveredOperationIntervals([effective], ranges);
|
||||
const complete = missing.length === 0;
|
||||
const stale =
|
||||
current &&
|
||||
sources.length > 0 &&
|
||||
uncoveredOperationIntervals(
|
||||
ranges
|
||||
.map((row) => ({
|
||||
...target,
|
||||
from: new Date(
|
||||
Math.max(effective.from.valueOf(), row.from.valueOf()),
|
||||
),
|
||||
to: new Date(Math.min(effective.to.valueOf(), row.to.valueOf())),
|
||||
}))
|
||||
.filter((row) => row.from < row.to),
|
||||
fresh.map((row) => ({ ...row, instrumentUid: target.instrumentUid })),
|
||||
).length > 0;
|
||||
if (options.force) load.push(target);
|
||||
else if (stale) load.push({ ...target, from: monthStart, to: now });
|
||||
else load.push(...missing);
|
||||
// Completeness is bounded by the observed end, never by the new wall clock.
|
||||
return {
|
||||
...effective,
|
||||
availability: complete
|
||||
? ('complete' as const)
|
||||
: sources.length
|
||||
? ('partial' as const)
|
||||
: ('missing' as const),
|
||||
stale,
|
||||
asOf: sources.length
|
||||
? new Date(
|
||||
Math.min(
|
||||
effective.to.valueOf(),
|
||||
Math.max(...sources.map((row) => row.asOf.valueOf())),
|
||||
),
|
||||
)
|
||||
: null,
|
||||
};
|
||||
});
|
||||
return { intervals, load: operationIntervals(load) };
|
||||
}
|
||||
@@ -4,6 +4,17 @@ import {
|
||||
} from './brokerage-operation.mapper';
|
||||
|
||||
describe('mapBrokerageOperation', () => {
|
||||
it('keeps subsecond timestamps at persisted millisecond precision and the standalone epoch default', () => {
|
||||
expect(
|
||||
mapBrokerageOperation({
|
||||
date: { seconds: '1768000000', nanos: 600999999 },
|
||||
}).occurredAt,
|
||||
).toBe('2026-01-09T23:06:40.600Z');
|
||||
expect(mapBrokerageOperation({}).occurredAt).toBe(
|
||||
'1970-01-01T00:00:00.000Z',
|
||||
);
|
||||
});
|
||||
|
||||
it.each([
|
||||
['OPERATION_TYPE_COUPON', 'income'],
|
||||
['OPERATION_TYPE_DIVIDEND', 'income'],
|
||||
|
||||
@@ -10,6 +10,8 @@ import {
|
||||
OperationCategory,
|
||||
} from '../presentation/brokerage-operation.dto';
|
||||
|
||||
const NANOSECONDS_PER_MILLISECOND = 1_000_000;
|
||||
|
||||
const types: Record<string, OperationCategory> = {
|
||||
OPERATION_TYPE_BUY: 'trade',
|
||||
OPERATION_TYPE_BUY_CARD: 'trade',
|
||||
@@ -42,10 +44,11 @@ export function operationCategory(type: string | undefined): OperationCategory {
|
||||
|
||||
export function mapBrokerageOperation(
|
||||
operation: TbankOperationItem,
|
||||
occurredAt = operationTimestamp(operation.date),
|
||||
): BrokerageOperationDto {
|
||||
return {
|
||||
id: operation.id ?? operation.cursor ?? '',
|
||||
occurredAt: timestamp(operation.date),
|
||||
occurredAt: occurredAt.toISOString(),
|
||||
type: operation.type ?? 'OPERATION_TYPE_UNSPECIFIED',
|
||||
category: operationCategory(operation.type),
|
||||
description: operation.description?.trim() || operation.name?.trim() || '',
|
||||
@@ -82,10 +85,11 @@ function money(value: TbankMoney | undefined) {
|
||||
: null;
|
||||
}
|
||||
|
||||
function timestamp(
|
||||
export function operationTimestamp(
|
||||
value: { seconds?: string | number; nanos?: number } | undefined,
|
||||
) {
|
||||
return new Date(
|
||||
Number(value?.seconds ?? 0) * MILLISECONDS_PER_SECOND,
|
||||
).toISOString();
|
||||
Number(value?.seconds ?? 0) * MILLISECONDS_PER_SECOND +
|
||||
Math.floor((value?.nanos ?? 0) / NANOSECONDS_PER_MILLISECOND),
|
||||
);
|
||||
}
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user