chore: strengthen backend eslint and value policies #40

Merged
ksv741 merged 7 commits from codex/backend-eslint into develop 2026-09-28 16:37:02 +03:00
179 changed files with 4485 additions and 2716 deletions
Showing only changes of commit 9b3558f96c - Show all commits
+2 -2
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@@ -235,8 +235,8 @@ protobuf units/nano conversion — T-Bank integration. Domain используе
Общий выбор symbolic values и числовых policies —
[Domain values](conventions/engineering.md#domain-values).
Сохраняй strict TS и explicit boundary types. Для недоверенного input выбирай
`unknown` + runtime narrowing; отключённый lint `no-explicit-any` не делает
`any` нормой domain/application model. `declare` допустим для заполняемых извне
`unknown` + runtime narrowing; ESLint запрещает explicit `any`
в domain/application model, тестах и конфигурации TypeScript. `declare` допустим для заполняемых извне
DTO fields, не для сокрытия неинициализированного owned state.
OpenAPI enum metadata и runtime validation должны читать тот же vocabulary,
-4
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@@ -1,4 +0,0 @@
{
"singleQuote": true,
"trailingComma": "all"
}
+28
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@@ -105,6 +105,34 @@ Required checks настраиваются отдельно в Gitea: налич
runtime-валидацию. В обычном коде нужны инициализация или сужение типа
после проверки значения.
## ESLint
`npm run lint` проверяет весь authored TypeScript и JavaScript, включая scripts
и configs. `npm run lint:fix` (также `npm run format`) применяет безопасные
автоисправления. Форматирование принадлежит ESLint Stylistic: два пробела,
одинарные кавычки и точки с запятой; Prettier не используется.
Профиль: ESLint recommended, typescript-eslint recommendedTypeChecked,
Node, NestJS typed, Jest, import-x с TypeScript resolver, SonarJS, RegExp,
Security, Perfectionist recommended-natural и Stylistic customize.
NestJS проверяется в production TS, Jest — в specs/e2e; generated Prisma,
dist и coverage исключены. DI imports сохраняют runtime metadata.
Исключения конфигурации: private backend не публикуется в npm;
TS imports разрешает import-x вместо Node resolver; IsIn проверяет domain
unions. Автосортировка объектов, классов, модулей и декораторов отключена,
поскольку порядок может влиять на runtime. Остальные точечные исключения
объясняют false positives непосредственно в коде.
`eslint-suppressions.json` — штатный ESLint baseline только для существующих
SonarJS cognitive-complexity, no-nested-conditional и no-nested-template-literals.
Это отложенный refactor, а не исправленные нарушения. Baseline ограничен
файлами и количеством сообщений; новые файлы и превышение количества блокируют
lint. Он не защищает от усложнения уже учтённой функции при прежнем количестве
сообщений — это остаётся предметом review. При сокращении долга обновляйте
baseline командой `npx eslint . --prune-suppressions`; не пересоздавайте его
для обхода новых ошибок. Security, TypeScript и Jest в baseline не включены.
## SonarQube
Проект `wealthledger-backend` на `https://sonarqube.personal.ksv741.ru`
+2 -2
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@@ -1,4 +1,4 @@
module.exports = {
extends: ["@commitlint/config-conventional"],
rules: { "type-enum": [2, "always", ["feat", "fix", "perf", "docs", "spec", "refactor", "build", "ci", "test", "style", "chore", "revert"]] },
extends: ['@commitlint/config-conventional'],
rules: { 'type-enum': [2, 'always', ['feat', 'fix', 'perf', 'docs', 'spec', 'refactor', 'build', 'ci', 'test', 'style', 'chore', 'revert']] },
};
+206
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@@ -0,0 +1,206 @@
{
"src/common/decimal.ts": {
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/common/logging/request-logging.middleware.ts": {
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/integrations/tbank/instrument-metadata.repository.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
},
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/integrations/tbank/instrument-metadata.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
}
},
"src/integrations/tbank/tbank.client.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
}
},
"src/modules/banking/bank-cards/application/bank-operations.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
}
},
"src/modules/banking/bank-cards/infrastructure/bank-cards.repository.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
}
},
"src/modules/investments/brokerage-accounts/brokerage-accounts.service.ts": {
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/income/income-analytics.service.ts": {
"sonarjs/no-nested-template-literals": {
"count": 1
}
},
"src/modules/investments/income/income-period.ts": {
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/instruments/application/candle.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 4
},
"sonarjs/no-nested-conditional": {
"count": 4
},
"sonarjs/no-nested-template-literals": {
"count": 1
}
},
"src/modules/investments/instruments/application/catalog-discovery.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
},
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/instruments/application/catalog-enrichment.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 2
},
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/instruments/bonds/application/bond-income.service.ts": {
"sonarjs/no-nested-conditional": {
"count": 2
}
},
"src/modules/investments/instruments/bonds/application/bond.spec.ts": {
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/instruments/infrastructure/candle.repository.ts": {
"sonarjs/cognitive-complexity": {
"count": 2
}
},
"src/modules/investments/instruments/infrastructure/catalog-discovery.repository.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
},
"sonarjs/no-nested-conditional": {
"count": 2
}
},
"src/modules/investments/instruments/stocks/application/stock-income.service.ts": {
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/investment-resource.mapper.ts": {
"sonarjs/no-nested-conditional": {
"count": 3
}
},
"src/modules/investments/investment-sync-plan.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
},
"sonarjs/no-nested-conditional": {
"count": 4
}
},
"src/modules/investments/operations/application/brokerage-operations.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 2
},
"sonarjs/no-nested-conditional": {
"count": 9
}
},
"src/modules/investments/operations/domain/operations-sync-plan.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
},
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/operations/infrastructure/brokerage-operation.mapper.ts": {
"sonarjs/no-nested-conditional": {
"count": 2
}
},
"src/modules/investments/operations/infrastructure/brokerage-operations.repository.ts": {
"sonarjs/cognitive-complexity": {
"count": 3
},
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/portfolio/application/forecast.service.ts": {
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/portfolio/application/portfolio.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
},
"sonarjs/no-nested-conditional": {
"count": 1
}
},
"src/modules/investments/tbank-sync/tbank-screen.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
}
},
"src/modules/investments/tbank-sync/tbank-sync.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 3
},
"sonarjs/no-nested-conditional": {
"count": 7
}
},
"src/modules/investments/upcoming-events/upcoming-events.service.ts": {
"sonarjs/cognitive-complexity": {
"count": 1
}
},
"test/bank-cards-durability.cjs": {
"sonarjs/no-nested-template-literals": {
"count": 1
}
},
"test/sqlite-regression.cjs": {
"sonarjs/no-nested-conditional": {
"count": 2
}
},
"test/sqlite.cjs": {
"sonarjs/no-nested-conditional": {
"count": 2
}
},
"test/tbank-ledger-local.e2e-spec.ts": {
"sonarjs/no-nested-conditional": {
"count": 1
},
"sonarjs/no-nested-template-literals": {
"count": 3
}
}
}
+77 -33
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@@ -1,31 +1,71 @@
// @ts-check
import nest from '@darraghor/eslint-plugin-nestjs-typed';
import eslint from '@eslint/js';
import eslintPluginPrettierRecommended from 'eslint-plugin-prettier/recommended';
import stylistic from '@stylistic/eslint-plugin';
import { createTypeScriptImportResolver } from 'eslint-import-resolver-typescript';
import { importX } from 'eslint-plugin-import-x';
import jest from 'eslint-plugin-jest';
import node from 'eslint-plugin-n';
import perfectionist from 'eslint-plugin-perfectionist';
import regexp from 'eslint-plugin-regexp';
import security from 'eslint-plugin-security';
import sonarjs from 'eslint-plugin-sonarjs';
import { defineConfig, globalIgnores } from 'eslint/config';
import globals from 'globals';
import tseslint from 'typescript-eslint';
export default tseslint.config(
const tests = ['**/*.spec.ts', 'test/**/*.ts'];
export default defineConfig(
globalIgnores(['dist/**', 'dist-dev/**', 'build/**', 'generated/**', 'coverage/**', 'node_modules/**']),
{
ignores: ['eslint.config.mjs', 'dist/', 'generated/'],
},
eslint.configs.recommended,
...tseslint.configs.recommendedTypeChecked,
eslintPluginPrettierRecommended,
{
languageOptions: {
globals: {
...globals.node,
...globals.jest,
},
sourceType: 'commonjs',
parserOptions: {
projectService: true,
tsconfigRootDir: import.meta.dirname,
},
files: ['**/*.{ts,js,cjs,mjs}'],
extends: [
eslint.configs.recommended,
node.configs['flat/recommended'],
importX.flatConfigs.recommended,
sonarjs.configs.recommended,
regexp.configs['flat/recommended'],
security.configs.recommended,
perfectionist.configs['recommended-natural'],
stylistic.configs.customize({ indent: 2, quotes: 'single', semi: true, jsx: false }),
],
languageOptions: { globals: globals.node },
linterOptions: { reportUnusedDisableDirectives: 'error' },
settings: {
'import-x/resolver-next': [createTypeScriptImportResolver()],
'node': { tryExtensions: ['.ts', '.js', '.json', '.node'], version: '24.21.0' },
},
rules: {
'curly': ['error', 'multi-line'],
// This private application is deployed as a whole, never published to npm.
'n/no-unpublished-import': 'off',
'n/no-unpublished-require': 'off',
// Decorator execution and object insertion order can be observable at runtime.
'perfectionist/sort-decorators': 'off',
'perfectionist/sort-objects': 'off',
'perfectionist/sort-modules': 'off',
'perfectionist/sort-classes': 'off',
'@stylistic/brace-style': ['error', '1tbs', { allowSingleLine: false }],
'@stylistic/arrow-parens': ['error', 'always'],
'@stylistic/operator-linebreak': ['error', 'after'],
'import-x/no-duplicates': ['error', { 'prefer-inline': true }],
},
},
{
files: ['**/*.mjs'],
extends: [node.configs['flat/recommended-module']],
},
{
files: ['**/*.ts'],
extends: [tseslint.configs.recommendedTypeChecked, importX.flatConfigs.typescript],
languageOptions: {
sourceType: 'module',
parserOptions: { projectService: true, tsconfigRootDir: import.meta.dirname },
},
rules: {
// TypeScript resolves source imports; import-x checks them with the TS resolver.
'n/no-missing-import': 'off',
'no-magic-numbers': 'off',
'@typescript-eslint/no-magic-numbers': [
'error',
@@ -63,24 +103,28 @@ export default tseslint.config(
enforceConst: true,
},
],
'@typescript-eslint/no-explicit-any': 'off',
'@typescript-eslint/no-non-null-assertion': 'error',
'no-restricted-syntax': [
'error',
{
selector:
'PropertyDefinition[definite=true], VariableDeclarator[definite=true]',
message:
'Definite assignment assertions are forbidden. Initialize owned values; use declare only for externally populated DTO fields.',
},
],
'@typescript-eslint/no-floating-promises': 'warn',
'@typescript-eslint/no-unsafe-argument': 'warn',
'prettier/prettier': ['error', { endOfLine: 'auto' }],
'no-restricted-syntax': ['error', {
selector: 'PropertyDefinition[definite=true], VariableDeclarator[definite=true]',
message: 'Definite assignment assertions are forbidden. Initialize owned values; use declare only for externally populated DTO fields.',
}],
},
},
{
files: ['**/*.spec.ts', 'test/**/*.ts'],
rules: { '@typescript-eslint/no-magic-numbers': 'off' },
files: ['src/**/*.ts'],
ignores: tests,
extends: [nest.configs.flatRecommended],
rules: {
// Domain string unions are validated with IsIn rather than runtime TS enums.
'@darraghor/nestjs-typed/validated-non-primitive-property-needs-type-decorator': ['error', { additionalTypeDecorators: ['IsIn'] }],
},
},
{
files: tests,
extends: [jest.configs['flat/recommended']],
rules: {
'@typescript-eslint/no-magic-numbers': 'off',
'jest/expect-expect': ['error', { assertFunctionNames: ['expect', '**.expect'] }],
},
},
);
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+19 -11
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@@ -11,14 +11,14 @@
"scripts": {
"build": "prisma generate && nest build",
"openapi:generate": "npm run build && node scripts/generate-openapi.cjs",
"format": "prettier --write \"src/**/*.ts\" \"test/**/*.ts\"",
"format": "npm run lint:fix",
"start": "nest start",
"start:dev": "NODE_ENV=development nest start --watch --path tsconfig.dev.json",
"start:debug": "nest start --debug --watch --path tsconfig.dev.json",
"start:prod": "node dist/src/main.js",
"lint": "npm run lint:check",
"lint:check": "eslint \"{src,apps,libs,test}/**/*.ts\" --max-warnings=0",
"lint:fix": "eslint \"{src,apps,libs,test}/**/*.ts\" --fix",
"lint:check": "eslint . --max-warnings=0",
"lint:fix": "eslint . --fix --max-warnings=0",
"typecheck:app": "tsc --project tsconfig.typecheck.app.json",
"typecheck:test": "tsc --project tsconfig.typecheck.test.json",
"test": "node --experimental-vm-modules node_modules/jest/bin/jest.js",
@@ -30,10 +30,11 @@
"test:container": "node test/container-smoke.cjs",
"test:durability": "node test/bank-cards-durability.cjs",
"test:openapi-contract": "npm run build && node test/sqlite.cjs openapi-contract.e2e-spec.ts",
"verify": "npm run lint && npm run typecheck:app && npm run typecheck:test && npm run test:cov -- --runInBand && npm run build",
"verify": "npm run lint && npm run test:lint && npm run typecheck:app && npm run typecheck:test && npm run test:cov -- --runInBand && npm run build",
"release:preview": "release-it --dry-run --ci",
"release:prepare": "release-it --ci",
"commitlint": "commitlint"
"commitlint": "commitlint",
"test:lint": "node --test test/eslint-config.cjs"
},
"dependencies": {
"@grpc/grpc-js": "1.14.4",
@@ -53,6 +54,7 @@
"class-transformer": "0.5.1",
"class-validator": "0.15.1",
"cookie-parser": "1.4.7",
"dotenv": "17.4.2",
"lru-cache": "11.5.2",
"nestjs-pino": "5.1.0",
"passport": "0.7.0",
@@ -65,12 +67,13 @@
"devDependencies": {
"@commitlint/cli": "21.2.2",
"@commitlint/config-conventional": "21.2.2",
"@eslint/eslintrc": "3.3.7",
"@darraghor/eslint-plugin-nestjs-typed": "7.5.6",
"@eslint/js": "10.0.1",
"@nestjs/cli": "12.0.0",
"@nestjs/schematics": "12.0.1",
"@nestjs/testing": "12.0.1",
"@release-it/conventional-changelog": "12.0.0",
"@stylistic/eslint-plugin": "5.10.0",
"@types/bcrypt": "6.0.0",
"@types/cookie-parser": "1.4.10",
"@types/express": "5.0.6",
@@ -79,12 +82,17 @@
"@types/passport-jwt": "4.0.1",
"@types/supertest": "7.2.1",
"conventional-changelog-conventionalcommits": "10.4.0",
"eslint": "10.10.0",
"eslint-config-prettier": "10.1.8",
"eslint-plugin-prettier": "5.5.6",
"eslint": "10.11.0",
"eslint-import-resolver-typescript": "4.4.5",
"eslint-plugin-import-x": "4.17.1",
"eslint-plugin-jest": "29.16.6",
"eslint-plugin-n": "18.4.0",
"eslint-plugin-perfectionist": "5.12.1",
"eslint-plugin-regexp": "3.3.1",
"eslint-plugin-security": "4.1.0",
"eslint-plugin-sonarjs": "4.2.1",
"globals": "17.12.0",
"jest": "30.5.1",
"prettier": "3.9.6",
"release-it": "21.0.2",
"source-map-support": "0.5.21",
"supertest": "7.2.2",
@@ -93,7 +101,7 @@
"ts-node": "10.9.2",
"tsconfig-paths": "4.2.0",
"typescript": "6.0.3",
"typescript-eslint": "8.70.0"
"typescript-eslint": "8.70.1"
},
"overrides": {
"@nestjs/platform-express": {
+11 -9
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@@ -1,10 +1,12 @@
const assert = require("node:assert/strict");
const { execFileSync } = require("node:child_process");
const { version } = require("../package.json");
const git = (...args) => execFileSync("git", args, { encoding: "utf8" }).trim();
const assert = require('node:assert/strict');
const { execFileSync } = require('node:child_process');
assert.equal(git("status", "--porcelain"), "", "Commit all changes before preparing a release");
const tags = git("tag", "--merged", "HEAD", "--list", "v[0-9]*", "--sort=-version:refname")
.split("\n").filter(tag => /^v\d+\.\d+\.\d+$/.test(tag));
assert.equal(version, tags[0]?.slice(1) ?? "0.0.0",
"Version is already prepared or release tags are missing. Fetch tags; finish the existing release before preparing another.");
const { version } = require('../package.json');
// eslint-disable-next-line sonarjs/no-os-command-from-path -- Developer-only command uses the operator PATH and fixed executable/arguments; no request input.
const git = (...args) => execFileSync('git', args, { encoding: 'utf8' }).trim();
assert.equal(git('status', '--porcelain'), '', 'Commit all changes before preparing a release');
const tags = git('tag', '--merged', 'HEAD', '--list', 'v[0-9]*', '--sort=-version:refname')
.split('\n').filter((tag) => /^v\d+\.\d+\.\d+$/.test(tag));
assert.equal(version, tags[0]?.slice(1) ?? '0.0.0',
'Version is already prepared or release tags are missing. Fetch tags; finish the existing release before preparing another.');
+1
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@@ -15,6 +15,7 @@ Object.assign(process.env, {
});
const { NestFactory } = require('@nestjs/core');
const { AppModule } = require('../dist/src/app.module.js');
const { API_PREFIX, createOpenApiDocument } = require('../dist/src/openapi.js');
+2 -1
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@@ -1,8 +1,8 @@
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';
import { randomUUID } from 'node:crypto';
import { LoggingModule } from './common/logging/logging.module';
import { Environment, validateEnv } from './config/env.validation';
import { AuthModule } from './modules/auth/auth.module';
@@ -13,6 +13,7 @@ import { InstrumentsModule } from './modules/investments/instruments/instruments
import { OperationsModule } from './modules/investments/operations/operations.module';
import { PortfolioModule } from './modules/investments/portfolio/portfolio.module';
import { TbankConnectionModule } from './modules/investments/tbank-connection/tbank-connection.module';
import { TbankSyncModule } from './modules/investments/tbank-sync/tbank-sync.module';
import { UpcomingEventsModule } from './modules/investments/upcoming-events/upcoming-events.module';
import { PrismaModule } from './prisma/prisma.module';
+11 -5
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@@ -1,8 +1,10 @@
export type Decimal = { value: bigint; scale: number };
export type Decimal = { scale: number; value: bigint };
export function decimalFromString(value: string): Decimal {
if (!/^-?(?:0|[1-9]\d*)(?:\.\d+)?$/.test(value))
// eslint-disable-next-line security/detect-unsafe-regex -- Anchored decimal grammar: the literal decimal point separates disjoint digit runs; backtracking is linear.
if (!/^-?(?:0|[1-9]\d*)(?:\.\d+)?$/.test(value)) {
throw new Error('Invalid decimal string');
}
const negative = value.startsWith('-');
const [whole, fraction = ''] = (negative ? value.slice(1) : value).split('.');
return {
@@ -46,8 +48,12 @@ export function formatDecimal({ value, scale }: Decimal): string {
.toString()
.padStart(scale + 1, '0');
const whole = digits.slice(0, -scale) || '0';
const fraction = digits.slice(-scale).replace(/0+$/, '');
return `${sign}${whole}${fraction ? `.${fraction}` : ''}`;
const rawFraction = digits.slice(-scale);
let fractionEnd = rawFraction.length;
while (rawFraction.charAt(fractionEnd - 1) === '0') fractionEnd -= 1;
const fraction = rawFraction.slice(0, fractionEnd);
const fractionalPart = fraction ? '.' + fraction : '';
return `${sign}${whole}${fractionalPart}`;
}
// Round half away from zero; callers choose presentation precision explicitly.
@@ -55,7 +61,7 @@ export function divide(left: Decimal, right: Decimal, scale: number): Decimal {
if (right.value === 0n) throw new Error('Division by zero');
const numerator = left.value * 10n ** BigInt(right.scale + scale);
const denominator = right.value * 10n ** BigInt(left.scale);
const sign = numerator < 0n !== denominator < 0n ? -1n : 1n;
const sign = (numerator < 0n) !== (denominator < 0n) ? -1n : 1n;
const n = numerator < 0n ? -numerator : numerator;
const d = denominator < 0n ? -denominator : denominator;
return { value: sign * ((n + d / 2n) / d), scale };
@@ -1,7 +1,8 @@
import { HttpStatus, applyDecorators } from '@nestjs/common';
import { applyDecorators, HttpStatus } from '@nestjs/common';
import {
ApiExtraModels,
ApiProperty,
ApiPropertyOptional,
ApiResponse,
getSchemaPath,
} from '@nestjs/swagger';
@@ -13,8 +14,8 @@ export class ProblemDetailsDto {
@ApiProperty({ example: 'UNAUTHORIZED' })
declare code: string;
@ApiProperty({
required: false,
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-returning-array-should-set-array -- Raw OpenAPI items schema already declares type: array.
@ApiPropertyOptional({
type: 'array',
items: {
type: 'object',
@@ -23,7 +24,7 @@ export class ProblemDetailsDto {
},
example: [{ pointer: '#/email', detail: 'must be a valid email address' }],
})
errors?: { pointer: string; detail: string }[];
errors?: { detail: string; pointer: string }[];
}
function problemResponse(status: number, description: string) {
@@ -38,7 +39,7 @@ function problemResponse(status: number, description: string) {
});
}
export function ApiProblemResponses(): MethodDecorator & ClassDecorator {
export function ApiProblemResponses(): ClassDecorator & MethodDecorator {
return applyDecorators(
ApiExtraModels(ProblemDetailsDto),
problemResponse(HttpStatus.BAD_REQUEST, 'Invalid request'),
+3 -1
View File
@@ -1,4 +1,5 @@
import { BadRequestException, ValidationPipe } from '@nestjs/common';
import { CredentialsDto } from '../modules/auth/presentation/auth.dto';
import {
CreateBankCardDto,
@@ -6,7 +7,8 @@ import {
} from '../modules/banking/bank-cards/presentation/bank-card.dto';
describe('DTO validation', () => {
const pipe = new ValidationPipe({ transform: true, whitelist: true });
const pipe = new ValidationPipe({
forbidUnknownValues: true, transform: true, whitelist: true });
it('requires credentials and normalizes a valid email', async () => {
const metadata = { type: 'body' as const, metatype: CredentialsDto };
@@ -1,4 +1,5 @@
import { ArgumentsHost } from '@nestjs/common';
import { HttpExceptionFilter } from './http-exception.filter';
describe('HttpExceptionFilter', () => {
+16 -13
View File
@@ -1,3 +1,5 @@
import type { Response } from 'express';
import {
ArgumentsHost,
Catch,
@@ -6,7 +8,6 @@ import {
HttpStatus,
ValidationError,
} from '@nestjs/common';
import type { Response } from 'express';
@Catch()
export class HttpExceptionFilter implements ExceptionFilter {
@@ -14,32 +15,33 @@ export class HttpExceptionFilter implements ExceptionFilter {
const context = host.switchToHttp();
const response = context.getResponse<Response>();
const status =
exception instanceof HttpException
? exception.getStatus()
: HttpStatus.INTERNAL_SERVER_ERROR;
exception instanceof HttpException ?
exception.getStatus() :
HttpStatus.INTERNAL_SERVER_ERROR;
const payload =
exception instanceof HttpException ? exception.getResponse() : undefined;
const isValidation = Array.isArray(
(payload as { message?: unknown })?.message,
);
const code = isValidation
? 'VALIDATION_ERROR'
: this.codeFor(status, payload);
(response.locals ??= {}).publicErrorCode = code;
const code = isValidation ?
'VALIDATION_ERROR' :
this.codeFor(status, payload);
response.locals ??= {};
response.locals.publicErrorCode = code;
response
.status(status)
.type('application/problem+json')
.json({
status,
code,
...(isValidation
? {
...(isValidation ?
{
errors: this.validationErrors(
(payload as { message: ValidationError[] }).message,
),
}
: {}),
} :
{}),
});
}
@@ -49,6 +51,7 @@ export class HttpExceptionFilter implements ExceptionFilter {
if (typeof code === 'string') return code;
}
return (
// eslint-disable-next-line security/detect-object-injection -- The lookup key is a numeric HTTP status, never a property name from the request.
{
400: 'BAD_REQUEST',
401: 'UNAUTHORIZED',
@@ -62,7 +65,7 @@ export class HttpExceptionFilter implements ExceptionFilter {
private validationErrors(
errors: ValidationError[],
prefix = '#',
): { pointer: string; detail: string }[] {
): { detail: string; pointer: string }[] {
return errors.flatMap((error) => {
if (!error || typeof error.property !== 'string') return [];
const pointer = `${prefix}/${error.property.replaceAll('~', '~0').replaceAll('/', '~1')}`;
+1
View File
@@ -1,4 +1,5 @@
import { Global, Module } from '@nestjs/common';
import { RequestContextService } from './request-context.service';
import { RequestLoggingMiddleware } from './request-logging.middleware';
import { StructuredLogger } from './structured-logger.service';
@@ -2,10 +2,10 @@ import { Injectable } from '@nestjs/common';
import { AsyncLocalStorage } from 'node:async_hooks';
export type RequestLogContext = {
requestId: string;
clientRequestId?: string;
userId?: string;
brokerageAccountId?: string;
clientRequestId?: string;
requestId: string;
userId?: string;
};
@Injectable()
@@ -1,4 +1,5 @@
import { EventEmitter } from 'node:events';
import { RequestLoggingMiddleware } from './request-logging.middleware';
describe('RequestLoggingMiddleware', () => {
@@ -19,11 +20,11 @@ describe('RequestLoggingMiddleware', () => {
const next = jest.fn();
const request: {
method: string;
baseUrl: string;
route: { path: string };
header: jest.Mock<string>;
id?: string;
method: string;
route: { path: string };
} = {
method: 'GET',
baseUrl: '/api/v1',
@@ -1,7 +1,9 @@
import { constants as httpStatus } from 'node:http2';
import { Injectable, NestMiddleware } from '@nestjs/common';
import type { NextFunction, Request, Response } from 'express';
import { Injectable, NestMiddleware } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { constants as httpStatus } from 'node:http2';
import { RequestContextService } from './request-context.service';
import { StructuredLogger } from './structured-logger.service';
@@ -31,26 +33,26 @@ export class RequestLoggingMiddleware implements NestMiddleware {
const routePath = (routeRequest as { route?: { path?: unknown } }).route
?.path;
const route =
typeof routePath === 'string'
? `${request.baseUrl}${routePath}`
: '<unmatched>';
typeof routePath === 'string' ?
`${request.baseUrl}${routePath}` :
'<unmatched>';
const context = {
method: request.method,
route,
status: response.statusCode,
durationMs: Math.round(performance.now() - startedAt),
...(response.locals.publicErrorCode
? { code: response.locals.publicErrorCode as string }
: {}),
...(response.locals.publicErrorCode ?
{ code: response.locals.publicErrorCode as string } :
{}),
};
const level =
response.statusCode >= httpStatus.HTTP_STATUS_INTERNAL_SERVER_ERROR
? 'error'
: response.statusCode === httpStatus.HTTP_STATUS_TOO_MANY_REQUESTS ||
response.statusCode === httpStatus.HTTP_STATUS_UNAUTHORIZED ||
response.statusCode === httpStatus.HTTP_STATUS_FORBIDDEN
? 'warn'
: 'info';
response.statusCode >= httpStatus.HTTP_STATUS_INTERNAL_SERVER_ERROR ?
'error' :
response.statusCode === httpStatus.HTTP_STATUS_TOO_MANY_REQUESTS ||
response.statusCode === httpStatus.HTTP_STATUS_UNAUTHORIZED ||
response.statusCode === httpStatus.HTTP_STATUS_FORBIDDEN ?
'warn' :
'info';
this.logger.event(level, 'http.request.completed', context);
});
+17 -15
View File
@@ -1,27 +1,28 @@
import { Injectable, OnApplicationShutdown } from '@nestjs/common';
import { PinoLogger } from 'nestjs-pino';
import { RequestContextService } from './request-context.service';
type LogLevel = 'debug' | 'info' | 'warn' | 'error';
type LogContext = Record<string, string | number | boolean | undefined>;
type LogLevel = 'debug' | 'error' | 'info' | 'warn';
type LogContext = Record<string, boolean | number | string | undefined>;
const allowedFields = new Set([
'service',
'environment',
'requestId',
'clientRequestId',
'userId',
'brokerageAccountId',
'method',
'route',
'status',
'durationMs',
'code',
'operation',
'grpcCode',
'attempts',
'brokerageAccountId',
'clientRequestId',
'code',
'count',
'durationMs',
'environment',
'found',
'grpcCode',
'method',
'operation',
'requestId',
'route',
'service',
'status',
'userId',
]);
@Injectable()
@@ -48,6 +49,7 @@ export class StructuredLogger implements OnApplicationShutdown {
message: string,
context: LogContext = {},
): void {
// eslint-disable-next-line security/detect-object-injection -- The log level is restricted to the internal LogLevel union.
this.pino[level](
this.safeContext({ ...this.requestContext.get(), ...context }),
message,
+1
View File
@@ -1,4 +1,5 @@
import { ApiProperty } from '@nestjs/swagger';
import type { Money } from './money.types';
export class MoneyDto implements Money {
+7 -7
View File
@@ -7,12 +7,12 @@ export interface Environment {
DATABASE_URL: string;
FRONTEND_ORIGIN: string;
JWT_SECRET: string;
LOG_LEVEL: 'debug' | 'error' | 'info' | 'warn';
PORT: number;
TOKEN_ENCRYPTION_KEY: string;
TBANK_CA_CERT_PATH?: string;
TBANK_GRPC_ENDPOINT: string;
TBANK_RATE_LIMIT_PER_SECOND: number;
LOG_LEVEL: 'debug' | 'info' | 'warn' | 'error';
TOKEN_ENCRYPTION_KEY: string;
}
export function validateEnv(config: Record<string, unknown>): Environment {
@@ -71,7 +71,7 @@ export function validateEnv(config: Record<string, unknown>): Environment {
if (
typeof tokenEncryptionKey !== 'string' ||
!/^[A-Za-z0-9+/]+={0,2}$/.test(tokenEncryptionKey) ||
!/^[A-Z0-9+/]+={0,2}$/i.test(tokenEncryptionKey) ||
Buffer.from(tokenEncryptionKey, 'base64').length !== TOKEN_KEY_BYTES
) {
throw new Error(
@@ -92,7 +92,7 @@ export function validateEnv(config: Record<string, unknown>): Environment {
throw new Error('TBANK_CA_CERT_PATH must be a file path');
}
if (!['debug', 'info', 'warn', 'error'].includes(logLevel as string)) {
if (!['debug', 'error', 'info', 'warn'].includes(logLevel as string)) {
throw new Error('LOG_LEVEL must be debug, info, warn, or error');
}
@@ -102,9 +102,9 @@ export function validateEnv(config: Record<string, unknown>): Environment {
JWT_SECRET: jwtSecret,
PORT: parsedPort,
TOKEN_ENCRYPTION_KEY: tokenEncryptionKey,
...(typeof tbankCaCertPath === 'string' && tbankCaCertPath
? { TBANK_CA_CERT_PATH: tbankCaCertPath }
: {}),
...(typeof tbankCaCertPath === 'string' && tbankCaCertPath ?
{ TBANK_CA_CERT_PATH: tbankCaCertPath } :
{}),
TBANK_GRPC_ENDPOINT: tbankEndpoint,
TBANK_RATE_LIMIT_PER_SECOND: parsedTbankRateLimit,
LOG_LEVEL: logLevel as Environment['LOG_LEVEL'],
+10 -5
View File
@@ -199,8 +199,9 @@ describe('MoexClient', () => {
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)
if (starts.length > 1) {
return Promise.reject(new Error('Repeated page'));
}
}
return Promise.resolve(
Response.json({
@@ -228,13 +229,14 @@ describe('MoexClient', () => {
const start = Number(url.searchParams.get('start'));
if (url.searchParams.get('iss.only')?.startsWith('coupons,')) {
starts.push(String(start));
if (starts.length > 2)
if (starts.length > 2) {
return Promise.reject(new Error('Repeated page'));
}
}
return Promise.resolve(
Response.json({
...emptyEvents,
coupons: {
'coupons': {
columns: ['coupondate', 'value', 'faceunit'],
data: [[`2099-02-0${start + 1}`, '2.000000001', 'SUR']],
},
@@ -246,11 +248,13 @@ describe('MoexClient', () => {
);
});
const result = new MoexClient().bondEvents('BOND');
if (repeatIndex)
if (repeatIndex) {
// eslint-disable-next-line jest/no-conditional-expect -- The parameterized fixture chooses the scenario; each branch asserts its outcome and the test also asserts common invariants.
await expect(result).rejects.toMatchObject({
response: { code: 'MOEX_UNAVAILABLE' },
});
else
} else {
// eslint-disable-next-line jest/no-conditional-expect -- The parameterized fixture chooses the scenario; each branch asserts its outcome and the test also asserts common invariants.
await expect(result).resolves.toEqual([
{
type: 'coupon',
@@ -265,6 +269,7 @@ describe('MoexClient', () => {
currency: 'RUB',
},
]);
}
expect(starts).toEqual(['0', '1']);
},
);
+32 -20
View File
@@ -1,5 +1,5 @@
import { constants as httpStatus } from 'node:http2';
import { Injectable, ServiceUnavailableException } from '@nestjs/common';
import { constants as httpStatus } from 'node:http2';
const FALLBACK_PAGE_SIZE = 100;
@@ -7,18 +7,18 @@ const baseUrl = 'https://iss.moex.com/iss';
const timeoutMs = 10_000;
export type MoexBondEvent =
| { type: 'coupon'; date: string; value: string; currency: string }
| { type: 'maturity'; date: string; value: string; currency: string }
| { type: 'offer'; date: string };
| { currency: string; date: string; type: 'coupon'; value: string } |
{ currency: string; date: string; type: 'maturity'; value: string } |
{ date: string; type: 'offer' };
type IssBlock = { columns?: unknown; data?: unknown };
type IssResponse = Record<string, IssBlock | undefined>;
export type MoexBondYield = {
value: string;
pricePercent: string;
date: string;
dateType: string | null;
dateType: null | string;
pricePercent: string;
tradeAt: string;
value: string;
};
@Injectable()
@@ -58,8 +58,9 @@ export class MoexClient {
!Number.isFinite(Date.parse(date)) ||
!tradeAt ||
!/^\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}$/.test(tradeAt)
)
) {
return null;
}
const tradeIso = `${tradeAt.replace(' ', 'T')}+03:00`;
if (!Number.isFinite(Date.parse(tradeIso))) return null;
return {
@@ -70,6 +71,7 @@ export class MoexClient {
tradeAt: new Date(tradeIso).toISOString(),
};
}
async bondEvents(secid: string): Promise<MoexBondEvent[]> {
const path = `securities/${encodeURIComponent(secid)}/bondization.json`;
const [coupons, offers, description] = await Promise.all([
@@ -86,8 +88,9 @@ export class MoexClient {
const date = text(row.coupondate);
const value = numberText(row.value);
const currency = currencyText(row.faceunit);
if (date && value && currency)
if (date && value && currency) {
events.push({ type: 'coupon', date, value, currency });
}
}
for (const row of offers) {
const date = text(row.offerdate);
@@ -99,8 +102,9 @@ export class MoexClient {
const date = values.get('MATDATE');
const value = numberText(values.get('FACEVALUE'));
const currency = currencyText(values.get('FACEUNIT'));
if (date && value && currency)
if (date && value && currency) {
events.push({ type: 'maturity', date, value, currency });
}
return events;
}
@@ -115,10 +119,11 @@ export class MoexClient {
const query = new URLSearchParams({
'iss.meta': 'off',
'iss.only': `${block},${block}.cursor`,
start: String(start),
'start': String(start),
});
const response = await this.request(`${baseUrl}/${path}?${query}`);
if (!response) return rows;
// eslint-disable-next-line security/detect-object-injection -- Keys are fixed MOEX block names; row indexes come from the validated columns array.
const current = parseRows(response[block]);
rows.push(...current);
if (!paginated) return rows;
@@ -140,8 +145,9 @@ export class MoexClient {
pageSize === null ||
pageSize === 0 ||
current.length !== Math.min(pageSize, total - start)
)
) {
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
}
if (index + pageSize >= total) return rows;
start = index + pageSize;
}
@@ -155,8 +161,9 @@ export class MoexClient {
if (response.status === httpStatus.HTTP_STATUS_NOT_FOUND) return null;
if (!response.ok) throw new Error(`MOEX HTTP ${response.status}`);
const body: unknown = await response.json();
if (!body || typeof body !== 'object')
if (!body || typeof body !== 'object') {
throw new Error('MOEX malformed response');
}
return body as IssResponse;
} catch {
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
@@ -165,35 +172,40 @@ export class MoexClient {
}
function parseRows(block: IssBlock | undefined): Record<string, unknown>[] {
if (!Array.isArray(block?.columns) || !Array.isArray(block?.data))
if (!Array.isArray(block?.columns) || !Array.isArray(block?.data)) {
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
}
const columns = block.columns;
if (!columns.every((column) => typeof column === 'string'))
if (!columns.every((column) => typeof column === 'string')) {
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
}
return block.data.map((values) => {
if (!Array.isArray(values) || values.length !== columns.length)
if (!Array.isArray(values) || values.length !== columns.length) {
throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
}
return Object.fromEntries(
// eslint-disable-next-line security/detect-object-injection -- Keys are fixed MOEX block names; row indexes come from the validated columns array.
columns.map((column, index) => [column.toLowerCase(), values[index]]),
);
});
}
function text(value: unknown): string | null {
function text(value: unknown): null | string {
return typeof value === 'string' && value.trim() ? value.trim() : null;
}
function numberText(value: unknown): string | null {
function numberText(value: unknown): null | string {
const result = typeof value === 'number' ? String(value) : text(value);
// eslint-disable-next-line security/detect-unsafe-regex -- Anchored decimal grammar: the literal decimal point separates disjoint digit runs; backtracking is linear.
return result && /^-?\d+(?:\.\d+)?$/.test(result) ? result : null;
}
function currencyText(value: unknown): string | null {
function currencyText(value: unknown): null | string {
const result = text(value)?.toUpperCase();
return result === 'SUR' ? 'RUB' : (result ?? null);
}
function integer(value: unknown): number | null {
function integer(value: unknown): null | number {
const result = Number(numberText(value) ?? NaN);
return Number.isSafeInteger(result) && result >= 0 ? result : null;
}
+1
View File
@@ -1,4 +1,5 @@
import { Module } from '@nestjs/common';
import { MoexClient } from './moex.client';
@Module({
@@ -1,4 +1,5 @@
import { ServiceUnavailableException } from '@nestjs/common';
import { NcrRatingsClient } from './ncr-ratings.client';
const isin = 'RU000A10EW44';
const row = (value = 'AAA.ru', code = isin, href = '/ratings/issues/123/') =>
@@ -65,6 +66,18 @@ describe('public NCR issue ratings', () => {
);
},
);
it.each(['AA+.ru', 'B-.ru', 'BBB+.ru', 'CCC-.ru', 'CC.ru', 'D.ru'])(
'accepts the public rating grammar: %s', async (value) => {
jest.spyOn(global, 'fetch').mockResolvedValue(response(table(row(value))));
expect(await new NcrRatingsClient().rating(isin)).toMatchObject({ value });
},
);
it.each(['AAA+.ru', 'CC-.ru', 'BBBB.ru', 'BBB++.ru'])(
'rejects invalid rating grades: %s', async (value) => {
jest.spyOn(global, 'fetch').mockResolvedValue(response(table(row(value))));
await expect(new NcrRatingsClient().rating(isin)).rejects.toBeInstanceOf(ServiceUnavailableException);
},
);
it('bounds outage retries then recovers without retaining a false missing rating', async () => {
const fetchMock = jest
.spyOn(global, 'fetch')
+18 -10
View File
@@ -11,11 +11,11 @@ const DATE_COLUMN = 5;
const registryUrl = 'https://ratings.ru/ratings/issues/';
export type NcrRating = {
agency: 'NCR';
value: string | null;
status: 'active' | 'withdrawn';
date: string;
sourceUrl: string;
observedAt: string;
sourceUrl: string;
status: 'active' | 'withdrawn';
value: null | string;
};
@Injectable()
@@ -33,8 +33,9 @@ export class NcrRatingsClient {
if (!pending) {
pending = this.registry().catch(() => {
// Bound outage traffic too; never present a failed download as no rating.
if (this.cache.get('registry') === pending)
if (this.cache.get('registry') === pending) {
this.cache.set('registry', pending, { ttl: 60_000 });
}
throw new ServiceUnavailableException({ code: 'NCR_UNAVAILABLE' });
});
this.cache.set('registry', pending);
@@ -57,10 +58,13 @@ export class NcrRatingsClient {
table.length !== 1 ||
headings.length !== COLUMN_COUNT ||
headings[2] !== 'Рейтинг' ||
// eslint-disable-next-line security/detect-object-injection -- Column indexes are local numeric constants.
headings[ISIN_COLUMN] !== 'ISIN' ||
// eslint-disable-next-line security/detect-object-injection -- Column indexes are local numeric constants.
headings[DATE_COLUMN] !== 'Дата'
)
) {
throw new Error('NCR registry changed');
}
const observedAt = new Date().toISOString();
const result = new Map<string, NcrRating>();
table.find('tbody tr').each((_, row) => {
@@ -73,23 +77,26 @@ export class NcrRatingsClient {
const withdrawn = raw.toLowerCase() === 'рейтинг отозван';
if (
!withdrawn &&
!/^(AAA|AA[+-]?|A[+-]?|BBB[+-]?|BB[+-]?|B[+-]?|CCC[+-]?|CC|C|D)\.ru$/.test(
!/^(?:AAA|A{1,2}[+-]?|B{1,3}[+-]?|CCC[+-]?|C{1,2}|D)\.ru$/.test(
raw,
)
)
) {
throw new Error('NCR rating changed');
}
const dateParts = /^(\d{2})\.(\d{2})\.(\d{4})$/.exec(
cells.eq(DATE_COLUMN).text().trim(),
);
const href = cells.eq(ISIN_COLUMN).find('a').attr('href');
if (!dateParts || !href || !/^\/ratings\/issues\/\d+\/$/.test(href))
if (!dateParts || !href || !/^\/ratings\/issues\/\d+\/$/.test(href)) {
throw new Error('NCR identity missing');
}
const date = `${dateParts[3]}-${dateParts[2]}-${dateParts[1]}`;
if (
!Number.isFinite(Date.parse(date)) ||
new Date(date).toISOString().slice(0, 10) !== date
)
) {
throw new Error('NCR date invalid');
}
const rating: NcrRating = {
agency: 'NCR',
value: withdrawn ? null : raw,
@@ -103,8 +110,9 @@ export class NcrRatingsClient {
previous &&
previous.date === date &&
(previous.value !== rating.value || previous.status !== rating.status)
)
) {
throw new Error('NCR rating ambiguous');
}
if (!previous || previous.date < date) result.set(isin, rating);
});
if (!result.size) throw new Error('NCR registry empty');
+1
View File
@@ -1,4 +1,5 @@
import { Module } from '@nestjs/common';
import { NcrRatingsClient } from './ncr-ratings.client';
@Module({
+15
View File
@@ -21,3 +21,18 @@ describe('decimal', () => {
).toBe('1');
});
});
describe('decimal formatting', () => {
it.each([
[120000n, 4, '12'],
[-120030n, 4, '-12.003'],
[1n, 4, '0.0001'],
[0n, 4, '0'],
])('preserves value %s at scale %s while trimming only trailing zeros', (value, scale, expected) => {
expect(formatDecimal({ value, scale })).toBe(expected);
});
it('preserves a long fraction with a trailing zero run', () => {
const significant = '1'.repeat(10_000);
expect(formatDecimal({ value: BigInt(significant + '0'.repeat(10_000)), scale: 20_000 })).toBe('0.' + significant);
});
});
+1 -1
View File
@@ -2,7 +2,7 @@ import { Decimal } from '../../common/decimal';
const NANO = 1_000_000_000n;
export type ProtoDecimal = { units?: string | number; nano?: string | number };
export type ProtoDecimal = { nano?: number | string; units?: number | string };
export function decimal(value: ProtoDecimal): Decimal {
return {
@@ -1,24 +1,26 @@
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { isDeepStrictEqual } from 'node:util';
import type {
Prisma,
TbankInstrumentLookup as MetadataLookupRow,
TbankInstrument as MetadataRow,
Prisma,
} from '../../../generated/prisma/client';
import { PrismaService } from '../../prisma/prisma.service';
import type { TbankSyncAttempt } from './tbank-access.service';
import type { TbankInstrument } from './tbank.client';
import { PrismaService } from '../../prisma/prisma.service';
import { tbankSourceTtlMs } from './tbank-source.policy';
export type MetadataIdentity = {
instrumentUid?: string | null;
figi?: string | null;
figi?: null | string;
instrumentUid?: null | string;
};
export type MetadataLookup = {
type: 'uid' | 'figi';
data: null | TbankInstrument;
id: string;
data: TbankInstrument | null;
type: 'figi' | 'uid';
};
const provider = 'tbank';
// Keep IN lists below the SQLite/Prisma parameter limit, including fixed predicates.
@@ -36,15 +38,16 @@ export class InstrumentMetadataRepository {
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() }]
: []),
...(identity.instrumentUid?.trim() ?
[{ identifierType: 'uid', identifier: identity.instrumentUid.trim() }] :
[]),
...(identity.figi?.trim() ?
[{ identifierType: 'figi', identifier: identity.figi.trim() }] :
[]),
]);
if (!identifiers.length)
if (!identifiers.length) {
return new Map<string, ReturnType<typeof selectMetadata>>();
}
return this.prisma.$transaction(async (tx) => {
const lookups: MetadataLookupRow[] = [];
for (const identifierType of ['uid', 'figi']) {
@@ -59,7 +62,7 @@ export class InstrumentMetadataRepository {
let offset = 0;
offset < values.length;
offset += metadataReadBatchSize
)
) {
lookups.push(
...(await tx.tbankInstrumentLookup.findMany({
where: {
@@ -71,6 +74,7 @@ export class InstrumentMetadataRepository {
},
})),
);
}
}
const uids = [
...new Set(lookups.flatMap((row) => row.matchedUids as string[])),
@@ -80,7 +84,7 @@ export class InstrumentMetadataRepository {
let offset = 0;
offset < uids.length;
offset += metadataReadBatchSize
)
) {
instruments.push(
...(await tx.tbankInstrument.findMany({
where: {
@@ -89,6 +93,7 @@ export class InstrumentMetadataRepository {
},
})),
);
}
const byIdentifier = new Map(
lookups.map((row) => [`${row.identifierType}:${row.identifier}`, row]),
);
@@ -103,7 +108,7 @@ export class InstrumentMetadataRepository {
}
async reserve(
attemptOwner: { userId: string; revision: string },
attemptOwner: { revision: string; userId: string },
identity: MetadataIdentity,
runId: string,
active: ReadonlySet<string>,
@@ -125,8 +130,9 @@ export class InstrumentMetadataRepository {
previous?.state === 'running' &&
previous.processRunId === runId &&
active.has(previous.attemptId)
)
) {
return { work: previous, launch: false };
}
const data = {
attemptId: randomUUID(),
processRunId: runId,
@@ -183,12 +189,13 @@ export class InstrumentMetadataRepository {
['uid', uid],
['figi', figi],
] as const) {
if (id && uid && !aliases.has(`${type}:${id}`))
if (id && uid && !aliases.has(`${type}:${id}`)) {
aliases.set(`${type}:${id}`, {
type,
id,
data: { ...result.data, uid },
});
}
}
}
for (const result of aliases.values()) {
@@ -196,8 +203,9 @@ export class InstrumentMetadataRepository {
const uid =
instrument?.uid?.trim() || (result.type === 'uid' ? result.id : null);
// FIGI is an alias, never a fabricated provider UID.
if (instrument && !uid)
if (instrument && !uid) {
throw new Error('Metadata response has no instrument UID');
}
if (instrument && uid) {
const key = { provider, uid };
const previous = await tx.tbankInstrument.findUnique({
@@ -220,9 +228,9 @@ export class InstrumentMetadataRepository {
update: {
...data,
dataRevision: {
increment: isDeepStrictEqual(previous?.metadata, payload)
? 0
: 1,
increment: isDeepStrictEqual(previous?.metadata, payload) ?
0 :
1,
},
},
});
@@ -243,9 +251,9 @@ export class InstrumentMetadataRepository {
matchedUids,
fetchedAt: now,
dataRevision: {
increment: isDeepStrictEqual(previous?.matchedUids, matchedUids)
? 0
: 1,
increment: isDeepStrictEqual(previous?.matchedUids, matchedUids) ?
0 :
1,
},
},
});
@@ -266,7 +274,7 @@ export class InstrumentMetadataRepository {
errorCode: success ? null : 'TBANK_UNAVAILABLE',
},
});
if (success)
if (success) {
await this.prisma.tbankSyncWork.updateMany({
where: {
...attempt,
@@ -275,6 +283,7 @@ export class InstrumentMetadataRepository {
},
data: { state: 'failed', errorCode: 'INVALID_TBANK_TOKEN' },
});
}
}
}
@@ -283,7 +292,7 @@ function selectMetadata(
lookups: ReadonlyMap<string, MetadataLookupRow>,
instruments: ReadonlyMap<string, MetadataRow>,
) {
const resolve = (type: string, id: string | null | undefined) => {
const resolve = (type: string, id: null | string | undefined) => {
const lookup = lookups.get(`${type}:${id?.trim()}`);
const uid = (lookup?.matchedUids as string[] | undefined)?.[0];
const instrument = uid ? instruments.get(uid) : undefined;
@@ -307,6 +316,7 @@ function selectMetadata(
complete,
fresh:
complete &&
// eslint-disable-next-line sonarjs/different-types-comparison -- The conditional aggregation is nullable at runtime; keep the freshness guard.
fetchedAt !== null &&
Date.now() - fetchedAt.valueOf() < tbankSourceTtlMs.metadata,
fetchedAt,
@@ -1,23 +1,24 @@
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { StructuredLogger } from '../../common/logging/structured-logger.service';
import {
InstrumentMetadataRepository,
type MetadataIdentity,
metadataKey,
type MetadataLookup,
} from './instrument-metadata.repository';
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';
type Producer = {
identity: MetadataIdentity;
attempt: TbankSyncAttempt;
identity: MetadataIdentity;
observers: TbankSyncAttempt[];
};
@Injectable()
@@ -49,8 +50,9 @@ export class InstrumentMetadataService {
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)
if (!observe && !data?.fresh) {
await this.request(userId, connection.revision, identity);
}
return {
...data,
work: await this.repository.work(userId, connection.revision, identity),
@@ -119,7 +121,7 @@ export class InstrumentMetadataService {
let useful = false;
let uidFailed = false;
if (identity.instrumentUid) {
let data: TbankInstrument | null | undefined;
let data: null | TbankInstrument | undefined;
try {
data = await this.tbank.getInstrumentByUid(
token,
@@ -130,29 +132,37 @@ export class InstrumentMetadataService {
!identity.figi ||
(error instanceof Error &&
error.message === 'INVALID_TBANK_TOKEN')
)
) {
throw error;
}
uidFailed = true;
}
if (data?.uid && data.uid !== identity.instrumentUid)
if (data?.uid && data.uid !== identity.instrumentUid) {
throw new Error('Metadata UID mismatch');
if (data !== undefined)
}
if (data !== undefined) {
results.push({ type: 'uid', id: identity.instrumentUid, data });
}
useful = Boolean(data?.name?.trim() || data?.ticker?.trim());
if (!useful && data && !identity.figi)
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)
if (data?.figi && data.figi !== identity.figi) {
throw new Error('Metadata FIGI mismatch');
if (data && !data.name?.trim() && !data.ticker?.trim())
}
if (data && !data.name?.trim() && !data.ticker?.trim()) {
throw new Error('Incomplete metadata');
if (data === undefined || (uidFailed && !data))
}
// eslint-disable-next-line sonarjs/different-types-comparison -- Defensive validation at an untrusted upstream boundary includes missing payloads.
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.
@@ -160,8 +170,9 @@ export class InstrumentMetadataService {
uidFailed &&
data?.uid === identity.instrumentUid &&
identity.instrumentUid
)
) {
results.push({ type: 'uid', id: identity.instrumentUid, data });
}
}
if (
!results.length ||
@@ -170,8 +181,9 @@ export class InstrumentMetadataService {
(result) =>
result.data?.name?.trim() || result.data?.ticker?.trim(),
))
)
) {
throw new Error('Incomplete metadata');
}
success = await this.repository.publish(
attempt,
results,
@@ -179,12 +191,13 @@ export class InstrumentMetadataService {
);
}
} catch (error) {
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN') {
await this.access.rejectMembershipToken(attempt);
else
} 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.
+25 -15
View File
@@ -1,4 +1,3 @@
import { tbankSourceNeedsRefresh } from './tbank-source.policy';
import {
BadRequestException,
ConflictException,
@@ -6,16 +5,19 @@ import {
NotFoundException,
} from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { PrismaService } from '../../prisma/prisma.service';
import { supportedTbankAccounts } from './tbank-account.policy';
import { TbankTokenService } from './tbank-token.service';
import type { TbankAccount } from './tbank.client';
import { PrismaService } from '../../prisma/prisma.service';
import { supportedTbankAccounts } from './tbank-account.policy';
import { tbankSourceNeedsRefresh } from './tbank-source.policy';
import { TbankTokenService } from './tbank-token.service';
export type TbankSyncAttempt = {
userId: string;
revision: string;
id: string;
attemptId: string;
id: string;
revision: string;
userId: string;
};
@Injectable()
@@ -48,8 +50,9 @@ export class TbankAccessService {
connection.membershipAt,
new Date(),
)
)
) {
return null;
}
const scope = { userId, revision, scopeKey: 'membership' };
const previous = await tx.tbankSyncWork.findUnique({
where: { userId_revision_scopeKey: scope },
@@ -58,8 +61,9 @@ export class TbankAccessService {
previous?.state === 'running' &&
previous.processRunId === processRunId &&
active.has(previous.attemptId)
)
) {
return { work: previous, launch: false };
}
const data = {
attemptId: randomUUID(),
processRunId,
@@ -100,7 +104,7 @@ export class TbankAccessService {
return result.count === 1;
}
async tokenForAttempt(attempt: TbankSyncAttempt): Promise<string | null> {
async tokenForAttempt(attempt: TbankSyncAttempt): Promise<null | string> {
const work = await this.prisma.tbankSyncWork.findFirst({
where: {
...attempt,
@@ -119,8 +123,9 @@ export class TbankAccessService {
completeWork = false,
): Promise<boolean> {
const supported = supportedTbankAccounts(accounts);
if (new Set(supported.map(({ id }) => id)).size !== supported.length)
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.
@@ -146,6 +151,7 @@ export class TbankAccessService {
const changed =
previous.length !== next.length ||
previous.some((account, index) => {
// eslint-disable-next-line security/detect-object-injection -- The index comes from the paired account array iteration.
const incoming = next[index];
return (
account.accountId !== incoming.accountId ||
@@ -181,11 +187,12 @@ export class TbankAccessService {
membershipRevision: { increment: changed ? 1 : 0 },
},
});
if (completeWork)
if (completeWork) {
await tx.tbankSyncWork.update({
where: { id: attempt.id },
data: { state: 'complete', progress: { accounts: supported.length } },
});
}
return true;
});
}
@@ -224,17 +231,20 @@ export class TbankAccessService {
accounts: { orderBy: { upstreamOrder: 'asc' } },
},
});
if (!connection)
if (!connection) {
throw new ConflictException({ code: 'TBANK_NOT_CONNECTED' });
if (connection.invalidToken)
}
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;
}
}
@@ -18,8 +18,8 @@ type AccountType = keyof typeof accountTypes;
export type SupportedTbankAccount = {
id: string;
name: string;
openedOn: null | string;
type: (typeof accountTypes)[AccountType]['type'];
openedOn: string | null;
};
export function supportedTbankAccounts(
@@ -39,7 +39,7 @@ export function supportedTbankAccounts(
});
}
function openedOn(seconds: string | number | undefined): string | null {
function openedOn(seconds: number | string | undefined): null | string {
if (seconds === undefined) return null;
const date = new Date(Number(seconds) * MILLISECONDS_PER_SECOND);
if (Number.isNaN(date.valueOf())) return null;
+23 -23
View File
@@ -6,23 +6,23 @@ import type {
} from './tbank.client';
export type TbankShare = TbankInstrument & {
uid?: string;
figi?: string;
apiTradeAvailableFlag?: boolean;
assetUid?: string;
classCode?: string;
realExchange?: string;
apiTradeAvailableFlag?: boolean;
currency?: string;
shareType?: string;
instrumentKind?: string;
sector?: string;
lot?: number;
figi?: string;
first_1dayCandleDate?: TbankTimestamp;
instrumentKind?: string;
lot?: number;
realExchange?: string;
sector?: string;
shareType?: string;
uid?: string;
};
export type TbankCandle = {
time?: TbankTimestamp;
close?: TbankDecimal;
isComplete?: boolean;
time?: TbankTimestamp;
};
export type TbankLastPrice = {
instrumentUid?: string;
@@ -32,38 +32,38 @@ export type TbankLastPrice = {
export type TbankFundamentals = {
assetUid?: string;
currency?: string;
ebitdaTtm?: number;
marketCapitalization?: number;
netDebtToEbitda?: number;
netIncomeTtm?: number;
peRatioTtm?: number;
priceToBookTtm?: number;
revenueTtm?: number;
netIncomeTtm?: number;
ebitdaTtm?: number;
roe?: number;
totalDebtMrq?: number;
netDebtToEbitda?: number;
};
export type TbankBond = Omit<TbankShare, 'shareType'> & {
nominal?: TbankMoney;
initialNominal?: TbankMoney;
aciValue?: TbankMoney;
maturityDate?: TbankTimestamp;
amortizationFlag?: boolean;
bondType?: string;
callDate?: TbankTimestamp;
couponQuantityPerYear?: number;
floatingCouponFlag?: boolean;
initialNominal?: TbankMoney;
maturityDate?: TbankTimestamp;
nominal?: TbankMoney;
perpetualFlag?: boolean;
amortizationFlag?: boolean;
subordinatedFlag?: boolean;
bondType?: string;
riskLevel?: string;
subordinatedFlag?: boolean;
};
export type TbankCoupon = {
couponNumber?: string;
couponDate?: TbankTimestamp;
couponEndDate?: TbankTimestamp;
couponNumber?: string;
couponPeriod?: number;
couponStartDate?: TbankTimestamp;
couponType?: string;
fixDate?: TbankTimestamp;
payOneBond?: TbankMoney;
couponType?: string;
couponStartDate?: TbankTimestamp;
couponEndDate?: TbankTimestamp;
couponPeriod?: number;
};
@@ -1,5 +1,6 @@
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { StructuredLogger } from '../../common/logging/structured-logger.service';
import {
TbankAccessService,
@@ -8,6 +8,7 @@ describe('request-driven source freshness', () => {
'%s expires at its boundary without changing source time',
(source) => {
const fetchedAt = new Date('2026-09-01Z');
// eslint-disable-next-line security/detect-object-injection -- The key comes from the local source-policy test table.
const ttl = tbankSourceTtlMs[source];
expect(
tbankSourceNeedsRefresh(
@@ -21,6 +21,7 @@ export function tbankSourceNeedsRefresh(
return (
force ||
!fetchedAt ||
// eslint-disable-next-line security/detect-object-injection -- The key is a member of the closed TbankSource union.
now.valueOf() - fetchedAt.valueOf() >= tbankSourceTtlMs[source]
);
}
@@ -1,5 +1,6 @@
import { BadRequestException, Injectable } from '@nestjs/common';
import { ConfigService } from '@nestjs/config';
import { Environment } from '../../config/env.validation';
import { TbankCrypto } from './tbank.crypto';
@@ -25,8 +26,9 @@ export class TbankTokenService {
try {
return await operation();
} catch (error) {
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN') {
throw new BadRequestException({ code: 'INVALID_TBANK_TOKEN' });
}
throw error;
}
}
+11 -11
View File
@@ -1,9 +1,12 @@
// Public cross-module surface. Nest providers are exported by the matching module.
export { InstrumentMetadataService } from './instrument-metadata.service';
export { metadataKey } from './instrument-metadata.service';
export type { MetadataIdentity } from './instrument-metadata.service';
export {
TbankAccessService,
type TbankSyncAttempt,
} from './tbank-access.service';
export { supportedTbankAccounts } from './tbank-account.policy';
export {
type TbankBond,
type TbankCandle,
@@ -12,8 +15,15 @@ export {
type TbankLastPrice,
type TbankShare,
} from './tbank-market.types';
export { TbankMembershipService } from './tbank-membership.service';
export {
tbankSourceNeedsRefresh,
tbankSourceTtlMs,
} from './tbank-source.policy';
export { TbankTokenService } from './tbank-token.service';
export { supportedTbankAccounts } from './tbank-account.policy';
export {
TbankClient,
type TbankDividend,
@@ -25,13 +35,3 @@ export {
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';
+16 -18
View File
@@ -1,5 +1,6 @@
import { status } from '@grpc/grpc-js';
import { NotFoundException, ServiceUnavailableException } from '@nestjs/common';
import { TbankClient } from './tbank.client';
describe('TbankClient operations', () => {
@@ -57,6 +58,7 @@ describe('TbankClient operations', () => {
const client = Object.create(TbankClient.prototype) as TbankClient;
const call = jest.fn().mockResolvedValue({});
(client as unknown as { call: jest.Mock }).call = call;
// eslint-disable-next-line security/detect-object-injection -- RPC method names come from the literal test table.
await client[method]('token', 'uid', '2024-02-29', '2024-02-29');
expect(call).toHaveBeenCalledWith('token', undefined, method, {
instrumentId: 'uid',
@@ -111,11 +113,10 @@ describe('TbankClient operations', () => {
ok: true,
});
const failed = invoke('token', {}, 'getPortfolio', {});
const rejected = expect(failed).rejects.toEqual(
expect.any(ServiceUnavailableException),
);
await jest.advanceTimersByTimeAsync(1000);
await rejected;
await Promise.all([
expect(failed).rejects.toEqual(expect.any(ServiceUnavailableException)),
jest.advanceTimersByTimeAsync(1000),
]);
expect(logger.event).toHaveBeenCalledWith(
'debug',
@@ -140,7 +141,7 @@ describe('TbankClient metadata retries', () => {
const instrument = { name: 'Облигация', ticker: 'BOND' };
let client: TbankClient;
let requestRpc: jest.Mock;
let queue: { size: number; run: jest.Mock };
let queue: { run: jest.Mock; size: number };
let logger: {
event: jest.Mock<void, [string, string, Record<string, unknown>]>;
};
@@ -234,12 +235,10 @@ describe('TbankClient metadata retries', () => {
it('stops retrying a saturated queue after three admission attempts', async () => {
queue.size = 50;
const result = expect(
client.getInstrumentByUid('token', 'uid'),
).rejects.toBeInstanceOf(ServiceUnavailableException);
await jest.advanceTimersByTimeAsync(6000);
await result;
await Promise.all([
expect(client.getInstrumentByUid('token', 'uid')).rejects.toBeInstanceOf(ServiceUnavailableException),
jest.advanceTimersByTimeAsync(6000),
]);
expect(queue.run).not.toHaveBeenCalled();
expect(logger.event).toHaveBeenCalledTimes(3);
@@ -253,12 +252,10 @@ describe('TbankClient metadata retries', () => {
it('stops retrying an unavailable upstream after three RPCs', async () => {
requestRpc.mockRejectedValue({ code: status.UNAVAILABLE });
const result = expect(
client.getInstrumentByUid('token', 'uid'),
).rejects.toBeInstanceOf(ServiceUnavailableException);
await jest.advanceTimersByTimeAsync(6000);
await result;
await Promise.all([
expect(client.getInstrumentByUid('token', 'uid')).rejects.toBeInstanceOf(ServiceUnavailableException),
jest.advanceTimersByTimeAsync(6000),
]);
expect(queue.run).toHaveBeenCalledTimes(3);
expect(jest.getTimerCount()).toBe(0);
@@ -282,6 +279,7 @@ describe('TbankClient metadata retries', () => {
async (method) => {
requestRpc.mockRejectedValue({ code: status.NOT_FOUND });
// eslint-disable-next-line security/detect-object-injection -- RPC method names come from the literal test table.
await expect(client[method]('token', 'instrument')).resolves.toBeNull();
expect(requestRpc).toHaveBeenCalledTimes(1);
expect(jest.getTimerCount()).toBe(0);
+71 -62
View File
@@ -1,4 +1,3 @@
import { MILLISECONDS_PER_SECOND } from '../../common/time';
import {
ChannelCredentials,
Client,
@@ -17,8 +16,6 @@ import {
import { ConfigService } from '@nestjs/config';
import { readFileSync } from 'node:fs';
import { join } from 'node:path';
import { StructuredLogger } from '../../common/logging/structured-logger.service';
import { Environment } from '../../config/env.validation';
import type {
TbankBond,
@@ -29,6 +26,10 @@ import type {
TbankShare,
} from './tbank-market.types';
import { StructuredLogger } from '../../common/logging/structured-logger.service';
import { MILLISECONDS_PER_SECOND } from '../../common/time';
import { Environment } from '../../config/env.validation';
const RATE_WINDOW_MS = 1_000;
const METADATA_MAX_ATTEMPTS = 3;
const RPC_MAX_ATTEMPTS = 2;
@@ -42,78 +43,78 @@ type Unary<Request, Response> = (
request: Request,
metadata: Metadata,
options: { deadline: Date },
callback: (error: ServiceError | null, response: Response) => void,
callback: (error: null | ServiceError, response: Response) => void,
) => ClientUnaryCall;
type TbankClientService = Client & Record<string, Unary<never, never>>;
export type TbankDecimal = { units?: string | number; nano?: string | number };
export type TbankDecimal = { nano?: number | string; units?: number | string };
export type TbankMoney = TbankDecimal & { currency?: string };
export type TbankAccount = {
id: string;
type: string;
name: string;
openedDate?: { seconds?: string | number };
openedDate?: { seconds?: number | string };
type: string;
};
export type TbankPortfolio = {
positions?: {
figi?: string;
instrumentUid?: string;
instrumentType?: string;
ticker?: string;
quantity?: TbankDecimal;
currentPrice?: TbankMoney;
averagePositionPrice?: TbankMoney;
currentPrice?: TbankMoney;
figi?: string;
instrumentType?: string;
instrumentUid?: string;
quantity?: TbankDecimal;
ticker?: string;
}[];
};
export type TbankPositions = { money?: TbankMoney[] };
export type TbankInstrument = {
uid?: string;
brand?: { logoName?: null | string };
figi?: string;
instrumentType?: string;
ticker?: string;
name?: string;
isin?: string;
brand?: { logoName?: string | null };
name?: string;
ticker?: string;
uid?: string;
};
export type TbankDividend = {
dividendNet?: TbankMoney;
recordDate?: TbankTimestamp;
paymentDate?: TbankTimestamp;
lastBuyDate?: TbankTimestamp;
dividendType?: string;
lastBuyDate?: TbankTimestamp;
paymentDate?: TbankTimestamp;
recordDate?: TbankTimestamp;
};
export type TbankTimestamp = { seconds?: string | number; nanos?: number };
export type TbankTimestamp = { nanos?: number; seconds?: number | string };
export type TbankOperationItem = {
state?: string;
accruedInt?: TbankMoney;
commission?: TbankMoney;
cursor?: string;
id?: string;
name?: string;
date?: TbankTimestamp;
type?: string;
description?: string;
figi?: string;
instrumentUid?: string;
id?: string;
instrumentType?: string;
ticker?: string;
instrumentUid?: string;
name?: string;
payment?: TbankMoney;
price?: TbankMoney;
commission?: TbankMoney;
accruedInt?: TbankMoney;
quantity?: string | number;
quantityDone?: string | number;
quantity?: number | string;
quantityDone?: number | string;
state?: string;
ticker?: string;
type?: string;
};
export type TbankOperationsByCursorRequest = {
accountId: string;
instrumentId?: string;
from?: TbankTimestamp;
to?: TbankTimestamp;
cursor?: string;
from?: TbankTimestamp;
instrumentId?: string;
limit?: number;
state: 'OPERATION_STATE_EXECUTED';
to?: TbankTimestamp;
};
export type TbankOperationsByCursorResponse = {
hasNext?: boolean;
nextCursor?: string;
items?: TbankOperationItem[];
nextCursor?: string;
};
type TbankNamespace = {
tinkoff: {
@@ -197,12 +198,14 @@ export class TbankClient {
loadPackageDefinition(definition) as unknown as TbankNamespace
).tinkoff.public.invest.api.contract.v1;
const caPath = config.get<string | undefined>('TBANK_CA_CERT_PATH');
const credentials = caPath
? ChannelCredentials.createSsl(readFileSync(caPath))
: ChannelCredentials.createSsl();
const credentials = caPath ?
// eslint-disable-next-line security/detect-non-literal-fs-filename -- The CA path is trusted operator configuration, never supplied by an HTTP request.
ChannelCredentials.createSsl(readFileSync(caPath)) :
ChannelCredentials.createSsl();
const endpoint = config.getOrThrow<string>('TBANK_GRPC_ENDPOINT');
const create = (name: string) =>
new (
// eslint-disable-next-line security/detect-object-injection -- Service and method names are internal RPC selections, not request input.
services[name] as new (
address: string,
credentials: ChannelCredentials,
@@ -268,14 +271,14 @@ export class TbankClient {
getInstrumentByFigi(
token: string,
figi: string,
): Promise<TbankInstrument | null> {
): Promise<null | TbankInstrument> {
return this.getInstrument(token, 'INSTRUMENT_ID_TYPE_FIGI', figi);
}
getInstrumentByUid(
token: string,
instrumentUid: string,
): Promise<TbankInstrument | null> {
): Promise<null | TbankInstrument> {
return this.getInstrument(token, 'INSTRUMENT_ID_TYPE_UID', instrumentUid);
}
@@ -320,7 +323,8 @@ export class TbankClient {
},
).then((response) => response.instruments ?? []);
}
getBond(token: string, uid: string): Promise<TbankBond | null> {
getBond(token: string, uid: string): Promise<null | TbankBond> {
return this.call<{ instrument?: TbankBond }>(
token,
this.sparseInstruments,
@@ -331,6 +335,7 @@ export class TbankClient {
},
).then((response) => response.instrument ?? null);
}
getBondCoupons(
token: string,
uid: string,
@@ -349,7 +354,7 @@ export class TbankClient {
).then((response) => response.events ?? []);
}
getShare(token: string, uid: string): Promise<TbankShare | null> {
getShare(token: string, uid: string): Promise<null | TbankShare> {
return this.call<{ instrument?: TbankShare }>(
token,
this.instruments,
@@ -361,7 +366,7 @@ export class TbankClient {
).then((response) => response.instrument ?? null);
}
getAssetDescription(token: string, assetUid: string): Promise<string | null> {
getAssetDescription(token: string, assetUid: string): Promise<null | string> {
return this.call<{ asset?: { description?: string } }>(
token,
this.instruments,
@@ -375,7 +380,7 @@ export class TbankClient {
getFundamentals(
token: string,
assetUid: string,
): Promise<TbankFundamentals | null> {
): Promise<null | TbankFundamentals> {
return this.call<{ fundamentals?: TbankFundamentals[] }>(
token,
this.sparseInstruments,
@@ -399,13 +404,13 @@ export class TbankClient {
).then((response) => response.lastPrices ?? []);
}
getLastPrice(token: string, uid: string): Promise<TbankLastPrice | null> {
getLastPrice(token: string, uid: string): Promise<null | TbankLastPrice> {
return this.getLastPrices(token, [uid]).then(
(prices) => prices.find((item) => item.instrumentUid === uid) ?? null,
);
}
getTradingStatus(token: string, uid: string): Promise<string | null> {
getTradingStatus(token: string, uid: string): Promise<null | string> {
return this.call<{ tradingStatus?: string }>(
token,
this.marketData,
@@ -442,9 +447,9 @@ export class TbankClient {
private async getInstrument(
token: string,
idType: 'INSTRUMENT_ID_TYPE_UID' | 'INSTRUMENT_ID_TYPE_FIGI',
idType: 'INSTRUMENT_ID_TYPE_FIGI' | 'INSTRUMENT_ID_TYPE_UID',
id: string,
): Promise<TbankInstrument | null> {
): Promise<null | TbankInstrument> {
try {
const response = await this.call<{ instrument?: TbankInstrument }>(
token,
@@ -471,8 +476,9 @@ export class TbankClient {
const startedAt = performance.now();
const queueFull = this.queue.size >= MAX_QUEUE_SIZE;
try {
if (queueFull)
if (queueFull) {
throw new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' });
}
const response = await this.queue.run(() =>
this.request<Response>(token, client, method, request),
);
@@ -484,15 +490,15 @@ export class TbankClient {
return response;
} catch (error) {
const grpcCode = (error as ServiceError).code;
const failureContext = queueFull
? { code: 'TBANK_UNAVAILABLE' }
: { grpcCode };
const retryable = queueFull
? metadataCall
: [
status.UNAVAILABLE,
const failureContext = queueFull ?
{ code: 'TBANK_UNAVAILABLE' } :
{ grpcCode };
const retryable = queueFull ?
metadataCall :
[
status.DEADLINE_EXCEEDED,
status.RESOURCE_EXHAUSTED,
status.UNAVAILABLE,
].includes(grpcCode);
if (retryable && attempts < maxAttempts) {
this.logger.event('warn', 'tbank.rpc.retry', {
@@ -504,9 +510,9 @@ export class TbankClient {
await new Promise((resolve) =>
setTimeout(
resolve,
metadataCall
? attempts * METADATA_RETRY_DELAY_MS
: RPC_RETRY_DELAY_MS,
metadataCall ?
attempts * METADATA_RETRY_DELAY_MS :
RPC_RETRY_DELAY_MS,
),
);
continue;
@@ -518,15 +524,17 @@ export class TbankClient {
durationMs: Math.round(performance.now() - startedAt),
});
if (
[status.UNAUTHENTICATED, status.PERMISSION_DENIED].includes(grpcCode)
)
[status.PERMISSION_DENIED, status.UNAUTHENTICATED].includes(grpcCode)
) {
// eslint-disable-next-line preserve-caught-error -- Discard raw upstream authentication errors at the integration boundary.
throw new Error('INVALID_TBANK_TOKEN');
}
if (
grpcCode === status.NOT_FOUND &&
(method === 'shareBy' || metadataCall)
)
) {
throw new NotFoundException();
}
throw new ServiceUnavailableException({ code: 'TBANK_UNAVAILABLE' });
}
}
@@ -542,6 +550,7 @@ export class TbankClient {
return new Promise((resolve, reject) => {
const metadata = new Metadata();
metadata.set('Authorization', `Bearer ${token}`);
// eslint-disable-next-line security/detect-object-injection -- Service and method names are internal RPC selections, not request input.
client[method](
request as never,
metadata,
+2 -1
View File
@@ -11,8 +11,9 @@ export class TbankCrypto {
static fromBase64(key: string): TbankCrypto {
const decoded = Buffer.from(key, 'base64');
if (decoded.length !== KEY_SIZE_BYTES)
if (decoded.length !== KEY_SIZE_BYTES) {
throw new Error('Invalid token encryption key');
}
return new TbankCrypto(decoded);
}
+2 -1
View File
@@ -1,8 +1,9 @@
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 { TbankMembershipService } from './tbank-membership.service';
import { TbankTokenService } from './tbank-token.service';
import { TbankClient } from './tbank.client';
+5 -3
View File
@@ -3,18 +3,19 @@ import {
INestApplication,
ValidationPipe,
} from '@nestjs/common';
import { NestFactory } from '@nestjs/core';
import cookieParser from 'cookie-parser';
import { ConfigService } from '@nestjs/config';
import { NestFactory } from '@nestjs/core';
import { SwaggerModule } from '@nestjs/swagger';
import { API_PREFIX, createOpenApiDocument } from './openapi';
import cookieParser from 'cookie-parser';
import { Logger } from 'nestjs-pino';
import { AppModule } from './app.module';
import { HttpExceptionFilter } from './common/filters/http-exception.filter';
import { RequestLoggingMiddleware } from './common/logging/request-logging.middleware';
import { StructuredLogger } from './common/logging/structured-logger.service';
import { Environment } from './config/env.validation';
import { shouldExposeSwagger } from './config/swagger.config';
import { API_PREFIX, createOpenApiDocument } from './openapi';
export function configureApp(app: INestApplication): void {
const config = app.get<ConfigService<Environment, true>>(ConfigService);
@@ -32,6 +33,7 @@ export function configureApp(app: INestApplication): void {
app.use(requestLogging.use.bind(requestLogging));
app.useGlobalPipes(
new ValidationPipe({
forbidUnknownValues: true,
transform: true,
whitelist: true,
validationError: { target: false, value: false },
@@ -114,8 +114,8 @@ describe('AuthService', () => {
where,
data,
}: {
where: { id?: string; refreshTokenHash?: string };
data: { refreshTokenHash: string };
where: { id?: string; refreshTokenHash?: string };
}) => {
if (where.id === session.id && where.refreshTokenHash === currentHash) {
currentHash = data.refreshTokenHash;
+21 -12
View File
@@ -6,6 +6,7 @@ import {
import { JwtService } from '@nestjs/jwt';
import * as bcrypt from 'bcrypt';
import { createHash, randomUUID } from 'crypto';
import { Session, User } from '../../../../generated/prisma/client';
import { PrismaService } from '../../../prisma/prisma.service';
import { AuthUser, RefreshPayload } from './auth.types';
@@ -16,6 +17,7 @@ const REFRESH_TTL_MS = 604_800_000;
const ACCESS_TTL = '15m';
const REFRESH_TTL = '7d';
const DUMMY_PASSWORD_HASH =
// eslint-disable-next-line sonarjs/no-hardcoded-passwords -- Public dummy bcrypt hash preserves login timing for nonexistent users; it is not a credential.
'$2b$12$Z49BwJsyiUqY0ZozFzt9IeYvjhV4kbeLw9KdxOguT5bfhA1RvPCx6';
@Injectable()
@@ -28,12 +30,13 @@ export class AuthService {
async register(
email: string,
password: string,
): Promise<{ user: AuthUser; accessToken: string; refreshToken: string }> {
): Promise<{ accessToken: string; refreshToken: string; user: AuthUser }> {
const existing = await this.prisma.user.findUnique({
where: { email },
});
if (existing)
if (existing) {
throw new ConflictException({ code: 'EMAIL_ALREADY_REGISTERED' });
}
let user: User;
try {
@@ -45,8 +48,9 @@ export class AuthService {
},
});
} catch (error) {
if (isUniqueConstraintError(error))
if (isUniqueConstraintError(error)) {
throw new ConflictException({ code: 'EMAIL_ALREADY_REGISTERED' });
}
throw error;
}
return this.createSession(user);
@@ -55,7 +59,7 @@ export class AuthService {
async login(
email: string,
password: string,
): Promise<{ user: AuthUser; accessToken: string; refreshToken: string }> {
): Promise<{ accessToken: string; refreshToken: string; user: AuthUser }> {
const user = await this.prisma.user.findUnique({
where: { email },
});
@@ -63,14 +67,15 @@ export class AuthService {
password,
user?.passwordHash ?? DUMMY_PASSWORD_HASH,
);
if (!user || !valid)
if (!user || !valid) {
throw new UnauthorizedException({ code: 'INVALID_CREDENTIALS' });
}
return this.createSession(user);
}
async refresh(
token: string,
): Promise<{ user: AuthUser; accessToken: string; refreshToken: string }> {
): Promise<{ accessToken: string; refreshToken: string; user: AuthUser }> {
let payload: RefreshPayload;
try {
payload = await this.jwt.verifyAsync<RefreshPayload>(token, {
@@ -79,8 +84,9 @@ export class AuthService {
} catch {
throw new UnauthorizedException({ code: 'UNAUTHORIZED' });
}
if (payload.type !== 'refresh')
if (payload.type !== 'refresh') {
throw new UnauthorizedException({ code: 'UNAUTHORIZED' });
}
const session = await this.prisma.session.findUnique({
where: { id: payload.sid },
include: { user: true },
@@ -91,12 +97,14 @@ export class AuthService {
session.revokedAt ||
session.expiresAt <= new Date()
) {
if (session && !session.revokedAt)
if (session && !session.revokedAt) {
await this.prisma.session.delete({ where: { id: session.id } });
}
throw new UnauthorizedException({ code: 'UNAUTHORIZED' });
}
if (session.refreshTokenHash !== this.hash(token))
if (session.refreshTokenHash !== this.hash(token)) {
throw new UnauthorizedException({ code: 'UNAUTHORIZED' });
}
return this.rotateSession(session, session.refreshTokenHash);
}
@@ -138,7 +146,7 @@ export class AuthService {
private async createSession(
user: User,
): Promise<{ user: AuthUser; accessToken: string; refreshToken: string }> {
): Promise<{ accessToken: string; refreshToken: string; user: AuthUser }> {
const session = await this.prisma.session.create({
data: {
id: randomUUID(),
@@ -153,7 +161,7 @@ export class AuthService {
private async rotateSession(
session: Session & { user: User },
expectedRefreshTokenHash?: string,
): Promise<{ user: AuthUser; accessToken: string; refreshToken: string }> {
): Promise<{ accessToken: string; refreshToken: string; user: AuthUser }> {
const refreshToken = await this.jwt.signAsync(
{
sub: session.userId,
@@ -172,8 +180,9 @@ export class AuthService {
where: { id: session.id, refreshTokenHash: expectedRefreshTokenHash },
data,
});
if (updated.count !== 1)
if (updated.count !== 1) {
throw new UnauthorizedException({ code: 'UNAUTHORIZED' });
}
} else {
await this.prisma.session.update({ where: { id: session.id }, data });
}
+5 -5
View File
@@ -1,17 +1,17 @@
export interface AuthUser {
id: string;
email: string;
id: string;
}
export interface AccessPayload {
sub: string;
sid: string;
sub: string;
type: 'access';
}
export interface RefreshPayload {
sub: string;
sid: string;
type: 'refresh';
jti: string;
sid: string;
sub: string;
type: 'refresh';
}
+3 -2
View File
@@ -2,11 +2,12 @@ import { Module } from '@nestjs/common';
import { ConfigModule, ConfigService } from '@nestjs/config';
import { JwtModule } from '@nestjs/jwt';
import { PassportModule } from '@nestjs/passport';
import { Environment } from '../../config/env.validation';
import { AuthController } from './presentation/auth.controller';
import { AuthService } from './application/auth.service';
import { JwtAuthGuard } from './presentation/jwt-auth.guard';
import { JwtStrategy } from './infrastructure/jwt.strategy';
import { AuthController } from './presentation/auth.controller';
import { JwtAuthGuard } from './presentation/jwt-auth.guard';
@Module({
imports: [
@@ -2,6 +2,7 @@ import { Injectable, UnauthorizedException } from '@nestjs/common';
import { ConfigService } from '@nestjs/config';
import { PassportStrategy } from '@nestjs/passport';
import { ExtractJwt, Strategy } from 'passport-jwt';
import { Environment } from '../../../config/env.validation';
import { AccessPayload } from '../application/auth.types';
@@ -17,8 +18,9 @@ export class JwtStrategy extends PassportStrategy(Strategy) {
}
validate(payload: AccessPayload): AccessPayload {
if (payload.type !== 'access')
if (payload.type !== 'access') {
throw new UnauthorizedException({ code: 'UNAUTHORIZED' });
}
return payload;
}
}
@@ -1,3 +1,5 @@
import type { Request, Response } from 'express';
import {
Body,
Controller,
@@ -17,11 +19,11 @@ import {
ApiProperty,
ApiTags,
} from '@nestjs/swagger';
import type { Request, Response } from 'express';
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
import { CredentialsDto } from './auth.dto';
import { AuthService } from '../application/auth.service';
import { AccessPayload } from '../application/auth.types';
import { CredentialsDto } from './auth.dto';
import { JwtAuthGuard } from './jwt-auth.guard';
const REFRESH_COOKIE = 'refresh_token';
@@ -115,9 +117,9 @@ export class AuthController {
private respond(
response: Response,
result: {
user: { id: string; email: string };
accessToken: string;
refreshToken: string;
user: { email: string; id: string };
},
) {
response.cookie(REFRESH_COOKIE, result.refreshToken, this.cookieOptions());
@@ -129,6 +131,7 @@ export class AuthController {
}
private refreshToken(request: Request): string | undefined {
// eslint-disable-next-line security/detect-object-injection -- The cookie name is a fixed application constant; its value is narrowed below.
const token: unknown = request.cookies?.[REFRESH_COOKIE];
return typeof token === 'string' ? token : undefined;
}
+3 -1
View File
@@ -28,9 +28,10 @@ class EmailConstraint {
character.charCodeAt(0) < ASCII_SPACE ||
character.charCodeAt(0) === ASCII_DELETE,
) &&
value.split('@').every(Boolean)
value.split('@').every(Boolean)
);
}
defaultMessage(): string {
return 'must be a valid email address';
}
@@ -44,6 +45,7 @@ class PasswordBytesConstraint {
Buffer.byteLength(value, 'utf8') <= MAX_PASSWORD_BYTES
);
}
defaultMessage(): string {
return 'must not exceed 72 UTF-8 bytes';
}
@@ -1,5 +1,6 @@
import { ExecutionContext, Injectable } from '@nestjs/common';
import { AuthGuard } from '@nestjs/passport';
import { RequestContextService } from '../../../common/logging/request-context.service';
import { AccessPayload } from '../application/auth.types';
@@ -14,8 +15,9 @@ export class JwtAuthGuard extends AuthGuard('jwt') {
const request = context
.switchToHttp()
.getRequest<{ user?: AccessPayload }>();
if (request.user?.sub)
if (request.user?.sub) {
this.requestContext.set({ userId: request.user.sub });
}
return Boolean(allowed);
}
}
@@ -1,21 +1,22 @@
import {
MAX_CARD_NAME_LENGTH,
MAX_OPERATION_DESCRIPTION_LENGTH,
} from '../domain/bank-card-limits';
import {
BadRequestException,
ConflictException,
NotFoundException,
} from '@nestjs/common';
import { createHash } from 'node:crypto';
import {
MAX_CARD_NAME_LENGTH,
MAX_OPERATION_DESCRIPTION_LENGTH,
} from '../domain/bank-card-limits';
import { isCalendarDate, moscowToday } from '../domain/bank-card.calculations';
import { parseRubMoney } from '../domain/rub-money';
import {
bankPaymentSystems,
BankPeriodQueryDto,
CreateBankCardDto,
CreateBankOperationDto,
} from '../presentation/bank-card.dto';
import { isCalendarDate, moscowToday } from '../domain/bank-card.calculations';
import { parseRubMoney } from '../domain/rub-money';
export const BankErrorCode = {
InvalidInput: 'BANK_INVALID_INPUT',
@@ -54,8 +55,9 @@ export function periodBounds(query: BankPeriodQueryDto) {
!isCalendarDate(query.from) ||
!isCalendarDate(query.to) ||
query.from > query.to
)
) {
return fail();
}
return { from: query.from, to: query.to };
}
export function conflict(
@@ -93,8 +95,9 @@ export function currentDate(value: string) {
if (value > moscowToday()) fail(BankErrorCode.InvalidDate);
}
export function name(value: string, max: number) {
if (typeof value !== 'string' || !value.trim() || value.trim().length > max)
if (typeof value !== 'string' || !value.trim() || value.trim().length > max) {
fail();
}
return value.trim();
}
export function cardInput(dto: CreateBankCardDto) {
@@ -104,8 +107,9 @@ export function cardInput(dto: CreateBankCardDto) {
if (
dto.paymentSystem != null &&
!bankPaymentSystems.some((system) => system === dto.paymentSystem)
)
) {
fail();
}
return {
...(dto.paymentSystem == null ? {} : { paymentSystem: dto.paymentSystem }),
name: name(dto.name, MAX_CARD_NAME_LENGTH),
@@ -120,8 +124,9 @@ export function operationInput(dto: CreateBankOperationDto) {
dto.description != null &&
(typeof dto.description !== 'string' ||
dto.description.length > MAX_OPERATION_DESCRIPTION_LENGTH)
)
) {
fail();
}
return {
kind: dto.kind,
cardId: dto.cardId,
@@ -1,24 +1,24 @@
import { Injectable } from '@nestjs/common';
import { BankCard, Prisma } from '../../../../../generated/prisma/client';
import { PrismaService } from '../../../../prisma/prisma.service';
import { bankBalance } from '../domain/bank-card.calculations';
import { rubMoney } from '../domain/rub-money';
import { BankCardsRepository } from '../infrastructure/bank-cards.repository';
import {
BankCardDto,
CreateBankCardDto,
UpdateBankCardDto,
} from '../presentation/bank-card.dto';
import { bankBalance } from '../domain/bank-card.calculations';
import { rubMoney } from '../domain/rub-money';
import {
cardInput,
BankErrorCode,
cardInput,
conflict,
currentDate,
fail,
fingerprint,
missing,
} from './bank-card-input';
import { BankCardsRepository } from '../infrastructure/bank-cards.repository';
type Tx = Prisma.TransactionClient;
@Injectable()
export class BankCardsService {
@@ -26,6 +26,7 @@ export class BankCardsService {
private readonly prisma: PrismaService,
private readonly repository: BankCardsRepository,
) {}
private async cardView(tx: Tx, card: BankCard): Promise<BankCardDto> {
const rows = await tx.bankCardOperation.findMany({
where: {
@@ -47,6 +48,7 @@ export class BankCardsService {
archivedAt: card.archivedAt?.toISOString() ?? null,
};
}
list(userId: string, includeArchived = false) {
return this.prisma.$transaction(async (tx) =>
Promise.all(
@@ -59,11 +61,13 @@ export class BankCardsService {
),
);
}
get(userId: string, id: string) {
return this.prisma.$transaction(async (tx) =>
this.cardView(tx, await this.repository.card(tx, userId, id)),
);
}
createCard(userId: string, dto: CreateBankCardDto) {
const input = cardInput(dto),
hash = fingerprint(input);
@@ -71,8 +75,10 @@ export class BankCardsService {
const existing = await tx.bankCard.findUnique({ where: { id: dto.id } });
if (existing) {
if (existing.userId !== userId) missing();
if (existing.createFingerprint !== hash)
// eslint-disable-next-line security/detect-possible-timing-attacks -- This compares an idempotency fingerprint after ownership validation, not a secret.
if (existing.createFingerprint !== hash) {
conflict(BankErrorCode.IntentConflict);
}
return this.cardView(tx, existing);
}
currentDate(input.openingDate);
@@ -85,6 +91,7 @@ export class BankCardsService {
);
});
}
updateCard(userId: string, id: string, dto: UpdateBankCardDto) {
return this.repository.write(async (tx) => {
const previous = await this.repository.card(tx, userId, id);
@@ -93,17 +100,17 @@ export class BankCardsService {
id,
name: dto.name ?? previous.name,
bankName:
dto.bankName === undefined
? (previous.bankName ?? undefined)
: (dto.bankName ?? undefined),
dto.bankName === undefined ?
(previous.bankName ?? undefined) :
(dto.bankName ?? undefined),
lastFour:
dto.lastFour === undefined
? (previous.lastFour ?? undefined)
: (dto.lastFour ?? undefined),
dto.lastFour === undefined ?
(previous.lastFour ?? undefined) :
(dto.lastFour ?? undefined),
paymentSystem:
dto.paymentSystem === undefined
? previous.paymentSystem
: dto.paymentSystem,
dto.paymentSystem === undefined ?
previous.paymentSystem :
dto.paymentSystem,
openingBalance:
dto.openingBalance ?? rubMoney(previous.openingBalanceKopecks),
openingDate: dto.openingDate ?? previous.openingDate,
@@ -111,8 +118,9 @@ export class BankCardsService {
const financial =
input.openingBalanceKopecks !== previous.openingBalanceKopecks ||
input.openingDate !== previous.openingDate;
if (financial && previous.archivedAt)
if (financial && previous.archivedAt) {
conflict(BankErrorCode.CardArchived);
}
currentDate(input.openingDate);
if (
await tx.bankCardOperation.findFirst({
@@ -123,20 +131,21 @@ export class BankCardsService {
OR: [{ cardId: id }, { targetCardId: id }],
},
})
)
) {
fail(BankErrorCode.OpeningDateConflict);
}
const changed = await tx.bankCard.updateMany({
where: { id, userId, version: dto.version },
data: {
...input,
paymentSystem: input.paymentSystem ?? null,
version: { increment: 1 },
...(dto.archived === undefined
? {}
: {
archivedAt: dto.archived
? (previous.archivedAt ?? new Date())
: null,
...(dto.archived === undefined ?
{} :
{
archivedAt: dto.archived ?
(previous.archivedAt ?? new Date()) :
null,
}),
},
});
@@ -1,20 +1,21 @@
import { BankOperationKind } from '../domain/bank-operation-kind';
import { GoneException, Injectable } from '@nestjs/common';
import {
BankCardOperation,
Prisma,
} from '../../../../../generated/prisma/client';
import { PrismaService } from '../../../../prisma/prisma.service';
import { BankOperationKind } from '../domain/bank-operation-kind';
import { rubMoney } from '../domain/rub-money';
import { BankCardsRepository } from '../infrastructure/bank-cards.repository';
import {
BankOperationDto,
DEFAULT_BANK_PAGE_SIZE,
BankOperationsQueryDto,
BankPageQueryDto,
CreateBankOperationDto,
DEFAULT_BANK_PAGE_SIZE,
UpdateBankOperationDto,
} from '../presentation/bank-card.dto';
import { rubMoney } from '../domain/rub-money';
import {
BankErrorCode,
conflict,
@@ -25,7 +26,6 @@ import {
operationInput,
periodBounds,
} from './bank-card-input';
import { BankCardsRepository } from '../infrastructure/bank-cards.repository';
type Tx = Prisma.TransactionClient;
@Injectable()
export class BankOperationsService {
@@ -33,34 +33,35 @@ export class BankOperationsService {
private readonly prisma: PrismaService,
private readonly repository: BankCardsRepository,
) {}
private async operationView(
tx: Tx,
row: BankCardOperation,
): Promise<BankOperationDto> {
const card = await this.repository.card(tx, row.userId, row.cardId);
const target = row.targetCardId
? await this.repository.card(tx, row.userId, row.targetCardId)
: null;
const source = row.originalExpenseId
? await this.repository.operation(tx, row.userId, row.originalExpenseId)
: null;
const target = row.targetCardId ?
await this.repository.card(tx, row.userId, row.targetCardId) :
null;
const source = row.originalExpenseId ?
await this.repository.operation(tx, row.userId, row.originalExpenseId) :
null;
const categoryId = source?.categoryId ?? row.categoryId;
const category = categoryId
? await tx.expenseCategory.findFirst({
const category = categoryId ?
await tx.expenseCategory.findFirst({
where: { id: categoryId, userId: row.userId },
})
: null;
}) :
null;
const refunds =
row.kind === BankOperationKind.Expense || source
? await tx.bankCardOperation.findMany({
row.kind === BankOperationKind.Expense || source ?
await tx.bankCardOperation.findMany({
where: {
userId: row.userId,
originalExpenseId: source?.id ?? row.id,
deletedAt: null,
...(source ? { id: { not: row.id } } : {}),
},
})
: [];
}) :
[];
return {
id: row.id,
kind: row.kind as BankOperationDto['kind'],
@@ -73,18 +74,19 @@ export class BankOperationsService {
originalExpenseId: row.originalExpenseId,
amount: rubMoney(row.amountKopecks),
availableRefund:
row.kind === BankOperationKind.Expense || source
? rubMoney(
row.kind === BankOperationKind.Expense || source ?
rubMoney(
(source?.amountKopecks ?? row.amountKopecks) -
refunds.reduce((sum, r) => sum + r.amountKopecks, 0n),
)
: null,
refunds.reduce((sum, r) => sum + r.amountKopecks, 0n),
) :
null,
date: row.date,
description: row.description,
version: row.version,
createdAt: row.createdAt.toISOString(),
};
}
private async validateOperation(
tx: Tx,
userId: string,
@@ -102,23 +104,26 @@ export class BankOperationsService {
if (
(id === input.cardId || id === input.targetCardId) &&
input.date < card.openingDate
)
) {
fail(BankErrorCode.InvalidDate);
}
}
if (
old &&
(old.kind !== input.kind ||
old.originalExpenseId !== input.originalExpenseId)
)
) {
fail(BankErrorCode.ImmutableOperation);
}
if (input.kind === BankOperationKind.Transfer) {
if (
!input.targetCardId ||
input.targetCardId === input.cardId ||
input.categoryId ||
input.originalExpenseId
)
) {
fail();
}
} else if (input.targetCardId) fail();
if (input.kind === BankOperationKind.Expense) {
if (input.originalExpenseId) fail();
@@ -133,11 +138,13 @@ export class BankOperationsService {
!(await tx.expenseCategory.findFirst({
where: { userId, id: input.categoryId },
}))
)
) {
missing();
}
} else if (input.categoryId) fail();
if (input.kind !== BankOperationKind.Refund && input.originalExpenseId)
if (input.kind !== BankOperationKind.Refund && input.originalExpenseId) {
fail();
}
if (input.kind === BankOperationKind.Refund) {
if (!input.originalExpenseId) fail();
const source = await this.repository.operation(
@@ -149,8 +156,9 @@ export class BankOperationsService {
source.deletedAt ||
source.kind !== BankOperationKind.Expense ||
source.cardId !== input.cardId
)
) {
fail(BankErrorCode.InvalidRefund);
}
if (
(
await tx.bankCardOperation.updateMany({
@@ -163,8 +171,9 @@ export class BankOperationsService {
data: { version: { increment: 1 } },
})
).count !== 1
)
) {
conflict();
}
const refunds = await tx.bankCardOperation.findMany({
where: {
userId,
@@ -176,10 +185,11 @@ export class BankOperationsService {
if (input.date < source.date) fail(BankErrorCode.InvalidDate);
if (
refunds.reduce((sum, r) => sum + r.amountKopecks, 0n) +
input.amountKopecks >
input.amountKopecks >
source.amountKopecks
)
) {
conflict(BankErrorCode.RefundLimit);
}
}
if (old?.kind === BankOperationKind.Expense) {
const refunds = await tx.bankCardOperation.findMany({
@@ -190,11 +200,13 @@ export class BankOperationsService {
(input.cardId !== old.cardId ||
refunds.some((row) => row.date < input.date) ||
refunds.reduce((sum, row) => sum + row.amountKopecks, 0n) >
input.amountKopecks)
)
input.amountKopecks)
) {
conflict(BankErrorCode.DependentRefunds);
}
}
}
createOperation(userId: string, dto: CreateBankOperationDto) {
const normalized = operationInput(dto),
hash = fingerprint(normalized);
@@ -204,10 +216,13 @@ export class BankOperationsService {
});
if (existing) {
if (existing.userId !== userId) missing();
if (existing.createFingerprint !== hash)
// eslint-disable-next-line security/detect-possible-timing-attacks -- This compares an idempotency fingerprint after ownership validation, not a secret.
if (existing.createFingerprint !== hash) {
conflict(BankErrorCode.IntentConflict);
if (existing.deletedAt)
}
if (existing.deletedAt) {
throw new GoneException({ code: BankErrorCode.OperationDeleted });
}
return this.operationView(tx, existing);
}
const input = { ...normalized };
@@ -220,6 +235,7 @@ export class BankOperationsService {
);
});
}
getOperation(userId: string, id: string) {
return this.prisma.$transaction(async (tx) => {
const row = await this.repository.operation(tx, userId, id);
@@ -227,6 +243,7 @@ export class BankOperationsService {
return this.operationView(tx, row);
});
}
updateOperation(userId: string, id: string, dto: UpdateBankOperationDto) {
return this.repository.write(async (tx) => {
const old = await this.repository.operation(tx, userId, id);
@@ -252,29 +269,33 @@ export class BankOperationsService {
data: { ...input, version: { increment: 1 } },
})
).count !== 1
)
) {
conflict();
}
return this.operationView(
tx,
await this.repository.operation(tx, userId, id),
);
});
}
deleteOperation(userId: string, id: string, version: number) {
return this.repository.write(async (tx) => {
const row = await this.repository.operation(tx, userId, id);
if (row.deletedAt) return;
if (row.version !== version) conflict();
await this.repository.card(tx, userId, row.cardId, true);
if (row.targetCardId)
if (row.targetCardId) {
await this.repository.card(tx, userId, row.targetCardId, true);
}
if (
row.kind === BankOperationKind.Expense &&
(await tx.bankCardOperation.findFirst({
where: { userId, originalExpenseId: id, deletedAt: null },
}))
)
) {
conflict(BankErrorCode.DependentRefunds);
}
if (row.originalExpenseId) {
const source = await this.repository.operation(
tx,
@@ -288,8 +309,9 @@ export class BankOperationsService {
data: { version: { increment: 1 } },
})
).count !== 1
)
) {
conflict();
}
}
if (
(
@@ -298,30 +320,32 @@ export class BankOperationsService {
data: { deletedAt: new Date(), version: { increment: 1 } },
})
).count !== 1
)
) {
conflict();
}
});
}
history(
userId: string,
id: string,
query: BankOperationsQueryDto | BankPageQueryDto,
expenses = false,
) {
const period = expenses
? undefined
: periodBounds(query as BankOperationsQueryDto);
const period = expenses ?
undefined :
periodBounds(query as BankOperationsQueryDto);
return this.prisma.$transaction(async (tx) => {
await this.repository.card(tx, userId, id);
const page = query.page ?? 1,
limit = query.limit ?? DEFAULT_BANK_PAGE_SIZE;
const limit = query.limit ?? DEFAULT_BANK_PAGE_SIZE,
page = query.page ?? 1;
const where: Prisma.BankCardOperationWhereInput = {
userId,
deletedAt: null,
OR: [{ cardId: id }, { targetCardId: id }],
...(period
? { date: { gte: period.from, lte: period.to } }
: { kind: BankOperationKind.Expense }),
...(period ?
{ date: { gte: period.from, lte: period.to } } :
{ kind: BankOperationKind.Expense }),
};
const total = await tx.bankCardOperation.count({ where });
const rows = await tx.bankCardOperation.findMany({
@@ -1,16 +1,17 @@
import { MAX_CATEGORY_NAME_LENGTH } from '../domain/bank-card-limits';
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { PrismaService } from '../../../../prisma/prisma.service';
import { conflict, missing, name } from './bank-card-input';
import { PrismaService } from '../../../../prisma/prisma.service';
import { MAX_CATEGORY_NAME_LENGTH } from '../domain/bank-card-limits';
import { BankCardsRepository } from '../infrastructure/bank-cards.repository';
import { conflict, missing, name } from './bank-card-input';
@Injectable()
export class ExpenseCategoriesService {
constructor(
private readonly prisma: PrismaService,
private readonly repository: BankCardsRepository,
) {}
async categories(userId: string) {
return (
await this.prisma.expenseCategory.findMany({
@@ -24,6 +25,7 @@ export class ExpenseCategoriesService {
version,
}));
}
createCategory(userId: string, value: string) {
const label = name(value, MAX_CATEGORY_NAME_LENGTH);
return this.repository.write(async (tx) => {
@@ -44,6 +46,7 @@ export class ExpenseCategoriesService {
};
});
}
updateCategory(userId: string, id: string, value: string, version: number) {
const label = name(value, MAX_CATEGORY_NAME_LENGTH);
return this.repository.write(async (tx) => {
@@ -60,8 +63,9 @@ export class ExpenseCategoriesService {
},
})
).count !== 1
)
) {
conflict();
}
return {
id,
name: label,
@@ -1,10 +1,10 @@
import { Injectable } from '@nestjs/common';
import { BankSummaryQueryDto } from '../presentation/bank-card.dto';
import { bankSummary } from '../domain/bank-card.calculations';
import { rubMoney } from '../domain/rub-money';
import { periodBounds } from './bank-card-input';
import { BankCardsRepository } from '../infrastructure/bank-cards.repository';
import { BankSummaryQueryDto } from '../presentation/bank-card.dto';
import { periodBounds } from './bank-card-input';
@Injectable()
export class GetBankSummaryUseCase {
constructor(private readonly repository: BankCardsRepository) {}
@@ -1,11 +1,12 @@
import { Module } from '@nestjs/common';
import { AuthModule } from '../../auth/auth.module';
import { BankCardsController } from './presentation/bank-cards.controller';
import { BankCardsRepository } from './infrastructure/bank-cards.repository';
import { BankCardsService } from './application/bank-cards.service';
import { BankOperationsService } from './application/bank-operations.service';
import { ExpenseCategoriesService } from './application/expense-categories.service';
import { GetBankSummaryUseCase } from './application/get-bank-summary.use-case';
import { BankCardsRepository } from './infrastructure/bank-cards.repository';
import { BankCardsController } from './presentation/bank-cards.controller';
@Module({
imports: [AuthModule],
controllers: [BankCardsController],
@@ -22,10 +22,10 @@ export function bankBalance(
cardId: string,
opening: bigint,
operations: Array<{
kind: string;
cardId: string;
targetCardId: string | null;
amountKopecks: bigint;
cardId: string;
kind: string;
targetCardId: null | string;
}>,
): bigint {
// ponytail: O(N) history fold; optimize only after measuring growing histories.
@@ -35,19 +35,21 @@ export function bankBalance(
if (
operation.kind === BankOperationKind.Expense ||
operation.kind === BankOperationKind.Transfer
)
) {
balance -= operation.amountKopecks;
else if (
} else if (
operation.kind === BankOperationKind.Topup ||
operation.kind === BankOperationKind.Refund
)
) {
balance += operation.amountKopecks;
}
}
if (
operation.kind === BankOperationKind.Transfer &&
operation.targetCardId === cardId
)
) {
balance += operation.amountKopecks;
}
}
return balance;
}
@@ -55,17 +57,17 @@ export function bankBalance(
export function bankSummary(
period: { from: string; to: string },
operations: Array<{
kind: string;
date: string;
amountKopecks: bigint;
categoryId: string | null;
categoryId: null | string;
date: string;
kind: string;
}>,
) {
let expenses = 0n;
let refunds = 0n;
const categories = new Map<
string,
{ categoryId: string; expenses: bigint; refunds: bigint; net: bigint }
{ categoryId: string; expenses: bigint; net: bigint; refunds: bigint }
>();
// ponytail: O(N) history fold; optimize only after measuring growing histories.
for (const operation of operations) {
@@ -73,16 +75,17 @@ export function bankSummary(
if (
operation.kind !== BankOperationKind.Expense &&
operation.kind !== BankOperationKind.Refund
)
) {
continue;
}
const expense =
operation.kind === BankOperationKind.Expense
? operation.amountKopecks
: 0n;
operation.kind === BankOperationKind.Expense ?
operation.amountKopecks :
0n;
const refund =
operation.kind === BankOperationKind.Refund
? operation.amountKopecks
: 0n;
operation.kind === BankOperationKind.Refund ?
operation.amountKopecks :
0n;
expenses += expense;
refunds += refund;
if (operation.categoryId !== null) {
@@ -39,8 +39,9 @@ describe('RUB money', () => {
});
it('requires positive operation amounts, including at the maximum', () => {
for (const value of ['0', '-0.00', '-0.01'])
for (const value of ['0', '-0.00', '-0.01']) {
expect(() => parseRubMoney({ currency: 'RUB', value }, true)).toThrow();
}
expect(parseRubMoney({ currency: 'RUB', value: '0.01' }, true)).toBe(1n);
expect(
parseRubMoney({ currency: 'RUB', value: '92233720368547758.07' }, true),
@@ -1,6 +1,7 @@
import { decimalFromString, formatDecimal } from '../../../../common/decimal';
import type { Money } from '../../../../common/money.types';
import { decimalFromString, formatDecimal } from '../../../../common/decimal';
const MIN_KOPECKS = -9_223_372_036_854_775_808n;
const MAX_KOPECKS = 9_223_372_036_854_775_807n;
@@ -9,16 +10,20 @@ export function parseRubMoney(money: Money, positive = false): bigint {
money?.currency !== 'RUB' ||
typeof money.value !== 'string' ||
money.value !== money.value.trim()
)
) {
throw new TypeError('Expected RUB money with a decimal string');
}
const amount = decimalFromString(money.value);
if (amount.scale > 2)
if (amount.scale > 2) {
throw new RangeError('RUB money supports at most two decimal places');
}
const kopecks = amount.value * 10n ** BigInt(2 - amount.scale);
if (kopecks < MIN_KOPECKS || kopecks > MAX_KOPECKS)
if (kopecks < MIN_KOPECKS || kopecks > MAX_KOPECKS) {
throw new RangeError('RUB money is outside the signed 64-bit range');
if (positive && kopecks <= 0n)
}
if (positive && kopecks <= 0n) {
throw new RangeError('Operation amount must be positive');
}
return kopecks;
}
@@ -1,14 +1,14 @@
import { BankOperationKind } from '../domain/bank-operation-kind';
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { Prisma } from '../../../../../generated/prisma/client';
import { PrismaService } from '../../../../prisma/prisma.service';
import {
BankErrorCode,
conflict,
missing,
} from '../application/bank-card-input';
import { BankOperationKind } from '../domain/bank-operation-kind';
type Tx = Prisma.TransactionClient;
const TRANSACTION_MAX_WAIT_MS = 10_000;
const TRANSACTION_TIMEOUT_MS = 15_000;
@@ -36,33 +36,37 @@ export class BankCardsRepository {
});
} catch (error) {
const code =
error instanceof Prisma.PrismaClientKnownRequestError
? error.code
: '';
error instanceof Prisma.PrismaClientKnownRequestError ?
error.code :
'';
const busy =
code === 'P2034' ||
code === 'P2028' ||
(error instanceof Error &&
/SQLITE_BUSY|database is locked/.test(error.message));
if ((busy || code === 'P2002') && attempt < MAX_WRITE_RETRY_COUNT)
if ((busy || code === 'P2002') && attempt < MAX_WRITE_RETRY_COUNT) {
continue;
}
if (busy) conflict(BankErrorCode.WriteConflict);
if (code === 'P2002') conflict(BankErrorCode.DuplicateCategory);
throw error;
}
}
}
async card(tx: Tx, userId: string, id: string, active = false) {
const card = await tx.bankCard.findFirst({ where: { id, userId } });
if (!card) return missing();
if (active && card.archivedAt) conflict(BankErrorCode.CardArchived);
return card;
}
async operation(tx: Tx, userId: string, id: string) {
const row = await tx.bankCardOperation.findFirst({ where: { id, userId } });
if (!row) return missing();
return row;
}
async seed(tx: Tx, userId: string) {
for (const [index, label] of seeds.entries()) {
const seedKey = index === seeds.length - 1 ? 'other' : String(index);
@@ -70,7 +74,7 @@ export class BankCardsRepository {
!(await tx.expenseCategory.findUnique({
where: { userId_seedKey: { userId, seedKey } },
}))
)
) {
await tx.expenseCategory.create({
data: {
id: randomUUID(),
@@ -80,8 +84,10 @@ export class BankCardsRepository {
nameKey: label.toLocaleLowerCase('ru-RU'),
},
});
}
}
}
summaryData(
userId: string,
period: { from: string; to: string },
@@ -1,9 +1,3 @@
import {
MAX_CARD_NAME_LENGTH,
MAX_CATEGORY_NAME_LENGTH,
MAX_OPERATION_DESCRIPTION_LENGTH,
} from '../domain/bank-card-limits';
import { BankOperationKind } from '../domain/bank-operation-kind';
import {
ApiProperty,
ApiPropertyOptional,
@@ -28,7 +22,14 @@ import {
ValidateIf,
ValidateNested,
} from 'class-validator';
import { MoneyDto } from '../../../../common/money.dto';
import {
MAX_CARD_NAME_LENGTH,
MAX_CATEGORY_NAME_LENGTH,
MAX_OPERATION_DESCRIPTION_LENGTH,
} from '../domain/bank-card-limits';
import { BankOperationKind } from '../domain/bank-operation-kind';
export const DEFAULT_BANK_PAGE_SIZE = 50;
const MAX_BANK_PAGE_SIZE = 100;
@@ -41,6 +42,7 @@ export class RubMoneyInputDto {
@ApiProperty({ enum: ['RUB'] }) @IsIn(['RUB']) declare currency: string;
@ApiProperty({ pattern: '^-?[0-9]+(\\.[0-9]{1,2})?$' })
@IsString()
// eslint-disable-next-line security/detect-unsafe-regex -- Anchored decimal grammar: the literal decimal point separates disjoint digit runs; backtracking is linear.
@Matches(/^-?\d+(\.\d{1,2})?$/)
declare value: string;
}
@@ -52,6 +54,7 @@ export class CreateBankCardDto {
@MinLength(1)
@MaxLength(MAX_CARD_NAME_LENGTH)
declare name: string;
@ApiPropertyOptional({
type: String,
nullable: true,
@@ -61,20 +64,24 @@ export class CreateBankCardDto {
@Transform(trim)
@IsString()
@MaxLength(MAX_CARD_NAME_LENGTH)
bankName?: string | null;
bankName?: null | string;
@ApiPropertyOptional({ type: String, nullable: true, pattern: '^[0-9]{4}$' })
@IsOptional()
@Matches(/^[0-9]{4}$/)
lastFour?: string | null;
@Matches(/^\d{4}$/)
lastFour?: null | string;
@ApiPropertyOptional({ enum: bankPaymentSystems, nullable: true })
@IsOptional()
@IsIn(bankPaymentSystems)
paymentSystem?: string | null;
paymentSystem?: null | string;
@ApiProperty({ type: RubMoneyInputDto })
@IsDefined()
@ValidateNested()
@Type(() => RubMoneyInputDto)
declare openingBalance: MoneyDto;
@ApiProperty({ format: 'date' })
@IsString()
@Matches(/^\d{4}-\d{2}-\d{2}$/)
@@ -106,28 +113,34 @@ export class CreateBankOperationDto {
@ApiProperty({ enum: bankOperationKinds })
@IsIn(bankOperationKinds)
declare kind: BankOperationKind;
@ApiProperty({ format: 'uuid' }) @IsUUID() declare cardId: string;
@ApiPropertyOptional({ format: 'uuid' })
@ValidateIf((_object, value: unknown) => value !== undefined)
@IsUUID()
targetCardId?: string;
@ApiPropertyOptional({ format: 'uuid' })
@ValidateIf((_object, value: unknown) => value !== undefined)
@IsUUID()
categoryId?: string;
@ApiPropertyOptional({ format: 'uuid' })
@ValidateIf((_object, value: unknown) => value !== undefined)
@IsUUID()
originalExpenseId?: string;
@ApiProperty({ type: RubMoneyInputDto })
@IsDefined()
@ValidateNested()
@Type(() => RubMoneyInputDto)
declare amount: MoneyDto;
@ApiProperty({ format: 'date' })
@IsString()
@Matches(/^\d{4}-\d{2}-\d{2}$/)
declare date: string;
@ApiPropertyOptional({ maxLength: MAX_OPERATION_DESCRIPTION_LENGTH })
@ValidateIf((_object, value: unknown) => value !== undefined)
@IsString()
@@ -153,6 +166,7 @@ export class BankPageQueryDto {
@IsInt()
@Min(1)
page?: number;
@ApiPropertyOptional({
minimum: 1,
maximum: MAX_BANK_PAGE_SIZE,
@@ -173,6 +187,7 @@ export class BankPeriodQueryDto {
@IsOptional()
@Matches(/^\d{4}-(0[1-9]|1[0-2])$/)
month?: string;
@ApiPropertyOptional({
format: 'date',
description: 'Inclusive start date; requires to.',
@@ -180,6 +195,7 @@ export class BankPeriodQueryDto {
@IsOptional()
@Matches(/^\d{4}-\d{2}-\d{2}$/)
from?: string;
@ApiPropertyOptional({
format: 'date',
description: 'Inclusive end date; requires from.',
@@ -215,16 +231,20 @@ export class BankCardDto {
@ApiProperty({ type: String }) declare id: string;
@ApiProperty({ type: String }) declare name: string;
@ApiProperty({ type: String, nullable: true }) declare bankName:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare lastFour:
string | null;
null | string;
@ApiProperty({ enum: bankPaymentSystems, nullable: true })
declare paymentSystem: string | null;
declare paymentSystem: null | string;
@ApiProperty({ type: MoneyDto }) declare openingBalance: MoneyDto;
@ApiProperty({ type: String }) declare openingDate: string;
@ApiProperty({ type: MoneyDto }) declare balance: MoneyDto;
@ApiProperty({ type: String, nullable: true }) declare archivedAt:
string | null;
null | string;
@ApiProperty({ type: Number }) declare version: number;
}
export class BankOperationDto {
@@ -233,27 +253,35 @@ export class BankOperationDto {
@ApiProperty({ type: String }) declare cardId: string;
@ApiProperty({ type: String }) declare cardName: string;
@ApiProperty({ type: String, nullable: true }) declare targetCardId:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare targetCardName:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare categoryId:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare categoryName:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare originalExpenseId:
string | null;
null | string;
@ApiProperty({ type: MoneyDto }) declare amount: MoneyDto;
@ApiProperty({ type: MoneyDto, nullable: true })
declare availableRefund: MoneyDto | null;
@ApiProperty({ type: String }) declare date: string;
@ApiProperty({ type: String, nullable: true }) declare description:
string | null;
null | string;
@ApiProperty({ type: Number }) declare version: number;
@ApiProperty({ type: String }) declare createdAt: string;
}
export class BankOperationsPageDto {
@ApiProperty({ type: BankOperationDto, isArray: true })
declare items: BankOperationDto[];
@ApiProperty({ type: Number }) declare page: number;
@ApiProperty({ type: Number }) declare total: number;
@ApiProperty({ type: Boolean }) declare hasNext: boolean;
@@ -269,7 +297,7 @@ export class BankSummaryDto {
@ApiPropertyOptional({ type: String }) month?: string;
@ApiPropertyOptional({ format: 'date' }) from?: string;
@ApiPropertyOptional({ format: 'date' }) to?: string;
@ApiProperty({ type: String, nullable: true }) declare cardId: string | null;
@ApiProperty({ type: String, nullable: true }) declare cardId: null | string;
@ApiProperty({ type: MoneyDto }) declare expenses: MoneyDto;
@ApiProperty({ type: MoneyDto }) declare refunds: MoneyDto;
@ApiProperty({ type: MoneyDto }) declare net: MoneyDto;
@@ -1,3 +1,5 @@
import type { Request } from 'express';
import {
Body,
Controller,
@@ -21,12 +23,16 @@ import {
ApiTags,
getSchemaPath,
} from '@nestjs/swagger';
import type { Request } from 'express';
import {
ApiProblemResponses,
ProblemDetailsDto,
} from '../../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../../auth/auth.api';
import { BankCardsService } from '../application/bank-cards.service';
import { BankOperationsService } from '../application/bank-operations.service';
import { ExpenseCategoriesService } from '../application/expense-categories.service';
import { GetBankSummaryUseCase } from '../application/get-bank-summary.use-case';
import {
BankCardDto,
BankCardsQueryDto,
@@ -45,10 +51,6 @@ import {
UpdateBankOperationDto,
UpdateExpenseCategoryDto,
} from './bank-card.dto';
import { BankCardsService } from '../application/bank-cards.service';
import { BankOperationsService } from '../application/bank-operations.service';
import { ExpenseCategoriesService } from '../application/expense-categories.service';
import { GetBankSummaryUseCase } from '../application/get-bank-summary.use-case';
type AuthRequest = Request & { user: AccessPayload };
@ApiResponse({
status: 409,
@@ -82,26 +84,31 @@ export class BankCardsController {
private readonly expenseCategories: ExpenseCategoriesService,
private readonly bankSummary: GetBankSummaryUseCase,
) {}
@Get()
@ApiOkResponse({ type: BankCardDto, isArray: true })
list(@Req() req: AuthRequest, @Query() query: BankCardsQueryDto) {
return this.cards.list(req.user.sub, query.includeArchived === 'true');
}
@Post()
@ApiCreatedResponse({ type: BankCardDto })
create(@Req() req: AuthRequest, @Body() body: CreateBankCardDto) {
return this.cards.createCard(req.user.sub, body);
}
@Get('categories')
@ApiOkResponse({ type: ExpenseCategoryDto, isArray: true })
categories(@Req() req: AuthRequest) {
return this.expenseCategories.categories(req.user.sub);
}
@Post('categories')
@ApiCreatedResponse({ type: ExpenseCategoryDto })
createCategory(@Req() req: AuthRequest, @Body() body: CategoryNameDto) {
return this.expenseCategories.createCategory(req.user.sub, body.name);
}
@Patch('categories/:id')
@ApiOkResponse({ type: ExpenseCategoryDto })
updateCategory(
@@ -116,11 +123,13 @@ export class BankCardsController {
body.version,
);
}
@Get('summary')
@ApiOkResponse({ type: BankSummaryDto })
summary(@Req() req: AuthRequest, @Query() query: BankSummaryQueryDto) {
return this.bankSummary.execute(req.user.sub, query);
}
@Post('operations')
@ApiCreatedResponse({ type: BankOperationDto })
createOperation(
@@ -129,11 +138,13 @@ export class BankCardsController {
) {
return this.operations.createOperation(req.user.sub, body);
}
@Get('operations/:id')
@ApiOkResponse({ type: BankOperationDto })
operation(@Req() req: AuthRequest, @Param('id') id: string) {
return this.operations.getOperation(req.user.sub, id);
}
@Patch('operations/:id')
@ApiOkResponse({ type: BankOperationDto })
updateOperation(
@@ -143,6 +154,7 @@ export class BankCardsController {
) {
return this.operations.updateOperation(req.user.sub, id, body);
}
@Delete('operations/:id')
@HttpCode(HttpStatus.NO_CONTENT)
@ApiNoContentResponse()
@@ -153,6 +165,7 @@ export class BankCardsController {
) {
return this.operations.deleteOperation(req.user.sub, id, query.version);
}
@Get(':id/operations')
@ApiOkResponse({ type: BankOperationsPageDto })
history(
@@ -162,6 +175,7 @@ export class BankCardsController {
) {
return this.operations.history(req.user.sub, id, query);
}
@Get(':id/expenses')
@ApiOkResponse({ type: BankOperationsPageDto })
expenses(
@@ -171,11 +185,13 @@ export class BankCardsController {
) {
return this.operations.history(req.user.sub, id, query, true);
}
@Get(':id')
@ApiOkResponse({ type: BankCardDto })
get(@Req() req: AuthRequest, @Param('id') id: string) {
return this.cards.get(req.user.sub, id);
}
@Patch(':id')
@ApiOkResponse({ type: BankCardDto })
update(
@@ -1,6 +1,7 @@
import { InvestmentResourceMetaDto } from '../investment-resource.dto';
import { ApiProperty } from '@nestjs/swagger';
import { MoneyDto } from '../../../common/money.dto';
import { InvestmentResourceMetaDto } from '../investment-resource.dto';
export class PortfolioSummaryDto {
@ApiProperty({ type: MoneyDto, isArray: true })
@@ -40,15 +41,18 @@ export class BrokerageAccountDto {
'BROKERAGE' | 'INDIVIDUAL_INVESTMENT' | 'INVEST_BOX' | 'MONEY_MARKET_FUND';
@ApiProperty({ type: String, nullable: true, format: 'date' })
declare openedOn: string | null;
declare openedOn: null | string;
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-matches-property-optionality -- Preserve the published required nullable schema; partial internal models may omit the field.
@ApiProperty({ type: PortfolioSummaryDto, nullable: true })
portfolioSummary?: PortfolioSummaryDto | null;
portfolioSummary?: null | PortfolioSummaryDto;
}
export class BrokerageAccountsResourceDto {
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-returning-array-should-set-array -- Nullable array union requires isArray in the explicit wire schema.
@ApiProperty({ type: BrokerageAccountDto, isArray: true, nullable: true })
declare data: BrokerageAccountDto[] | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -1,9 +1,11 @@
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 { Controller, Get, Query, Req, UseGuards } from '@nestjs/common';
import { ApiBearerAuth, ApiOkResponse, ApiTags } from '@nestjs/swagger';
import { ApiProblemResponses } from '../../../common/decorators/api-safe-error-response.decorator';
import { AccessPayload, JwtAuthGuard } from '../../auth/auth.api';
import { InvestmentReadQueryDto } from '../investment-resource.dto';
import { BrokerageAccountsResourceDto } from './brokerage-account.dto';
import { BrokerageAccountsService } from './brokerage-accounts.service';
@@ -1,7 +1,8 @@
import { PortfolioModule } from '../portfolio/portfolio.module';
import { Module } from '@nestjs/common';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { PortfolioModule } from '../portfolio/portfolio.module';
import { BrokerageAccountsController } from './brokerage-accounts.controller';
import { BrokerageAccountsService } from './brokerage-accounts.service';
@@ -1,8 +1,8 @@
jest.mock('../../../prisma/prisma.service', () => ({
PrismaService: class {},
}));
import { BrokerageAccountsService } from './brokerage-accounts.service';
import { investmentResourceMeta } from '../investment-resource.mapper';
import { BrokerageAccountsService } from './brokerage-accounts.service';
jest.mock('../portfolio/application/portfolio.service', () => ({
PortfolioService: class PortfolioService {},
@@ -1,7 +1,8 @@
import { Injectable } from '@nestjs/common';
import { createHash } from 'node:crypto';
import { PortfolioService } from '../portfolio/portfolio.api';
import { investmentResourceMeta } from '../investment-resource.mapper';
import { PortfolioService } from '../portfolio/portfolio.api';
import { BrokerageAccountDto } from './brokerage-account.dto';
@Injectable()
@@ -11,15 +12,15 @@ export class BrokerageAccountsService {
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) => ({
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
? {
portfolioSummary: account.snapshot ?
{
totalsByCurrency: account.snapshot.totalsByCurrency,
stockPositionCount: account.snapshot.positions.filter(
(position) => position.type === 'STOCK',
@@ -27,8 +28,8 @@ export class BrokerageAccountsService {
bondPositionCount: account.snapshot.positions.filter(
(position) => position.type === 'BOND',
).length,
}
: null,
} :
null,
}));
return {
data,
@@ -46,18 +47,18 @@ export class BrokerageAccountsService {
)
.digest('base64url'),
availability:
data === null
? 'missing'
: saved.accounts.some((account) => !account.snapshot)
? 'partial'
: 'complete',
fetchedAt: saved.membership.lastSuccessfulAt
? new Date(saved.membership.lastSuccessfulAt)
: null,
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,
work: saved.membership.sync.id ?
{ ...saved.membership.sync, id: saved.membership.sync.id } :
null,
dependencies: saved.accounts.map((account) => account.meta),
}),
};
@@ -1,14 +1,16 @@
import type { Request } from 'express';
import { Controller, Get, Param, Query, Req, 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 { InvestmentReadQueryDto } from '../investment-resource.dto';
import {
IncomeAnalyticsResourceDto,
IncomeAnalyticsQueryDto,
IncomeAnalyticsResourceDto,
IncomeSummaryResourceDto,
} from './income-analytics.dto';
import { InvestmentReadQueryDto } from '../investment-resource.dto';
import { IncomeAnalyticsService } from './income-analytics.service';
@ApiTags('brokerage-accounts')
@@ -1,13 +1,13 @@
import { ApiProperty, ApiPropertyOptional } from '@nestjs/swagger';
import { IsOptional, Matches } from 'class-validator';
import { MoneyDto } from '../../../common/money.dto';
import { BrokerageOperationDto } from '../operations/operations.api';
import { MoneyDto } from '../../../common/money.dto';
import {
InvestmentDependencyDto,
InvestmentReadQueryDto,
InvestmentResourceMetaDto,
} from '../investment-resource.dto';
import { BrokerageOperationDto } from '../operations/operations.api';
const dateOnly = /^\d{4}-\d{2}-\d{2}$/;
@@ -102,16 +102,16 @@ export class IncomeInstrumentDto {
declare key: string;
@ApiProperty({ type: String, nullable: true })
declare figi: string | null;
declare figi: null | string;
@ApiProperty({ type: String, nullable: true })
declare instrumentUid: string | null;
declare instrumentUid: null | string;
@ApiProperty({ type: String, nullable: true })
declare ticker: string | null;
declare ticker: null | string;
@ApiProperty({ type: String, nullable: true })
declare instrumentType: string | null;
declare instrumentType: null | string;
@ApiProperty()
declare displayName: string;
@@ -142,7 +142,7 @@ export class IncomeAnalyticsDto extends IncomeSummaryDto {
declare yearComparison: IncomeComparisonDto | null;
@ApiProperty({ enum: ['day', 'week', 'month'] })
declare bucketGranularity: 'day' | 'week' | 'month';
declare bucketGranularity: 'day' | 'month' | 'week';
@ApiProperty({ type: IncomeBucketDto, isArray: true })
declare buckets: IncomeBucketDto[];
@@ -157,6 +157,7 @@ export class IncomeAnalyticsDto extends IncomeSummaryDto {
export class IncomeSummaryResourceDto {
@ApiProperty({ type: IncomeSummaryDto, nullable: true })
declare data: IncomeSummaryDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -169,6 +170,7 @@ export class IncomeDependencyDto extends InvestmentDependencyDto {
}
export class IncomeAnalyticsMetaDto extends InvestmentResourceMetaDto {
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-matches-property-optionality -- Overrides optional dependencies inherited from InvestmentResourceMetaDto.
@ApiProperty({
type: IncomeDependencyDto,
isArray: true,
@@ -182,6 +184,7 @@ export class IncomeAnalyticsMetaDto extends InvestmentResourceMetaDto {
export class IncomeAnalyticsResourceDto {
@ApiProperty({ type: IncomeAnalyticsDto, nullable: true })
declare data: IncomeAnalyticsDto | null;
@ApiProperty({ type: IncomeAnalyticsMetaDto })
declare meta: IncomeAnalyticsMetaDto;
}
@@ -6,8 +6,9 @@ jest.mock('../operations/application/brokerage-operations.service', () => ({
}));
import assert from 'node:assert/strict';
import { BrokerageOperationDto } from '../operations/presentation/brokerage-operation.dto';
import { investmentResourceMeta } from '../investment-resource.mapper';
import { BrokerageOperationDto } from '../operations/presentation/brokerage-operation.dto';
import { IncomeAnalyticsService } from './income-analytics.service';
describe('IncomeAnalyticsService', () => {
@@ -1,5 +1,6 @@
import assert from 'node:assert/strict';
import { Injectable } from '@nestjs/common';
import assert from 'node:assert/strict';
import {
add,
compare,
@@ -7,24 +8,21 @@ 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 { investmentResourceMeta } from '../investment-resource.mapper';
import {
BrokerageOperationDto,
BrokerageOperationsService,
} from '../operations/operations.api';
import {
IncomeAnalyticsEntryDto,
IncomeAnalyticsResourceDto,
IncomeComparisonDto,
IncomeCurrencySummaryDto,
IncomeDependencyDto,
IncomeInstrumentDto,
IncomeSummaryDto,
IncomeSummaryResourceDto,
} from './income-analytics.dto';
import {
IncomeBucketGranularity,
@@ -96,9 +94,9 @@ export class IncomeAnalyticsService {
{ ...current.meta, role: 'selected' },
{ ...prior.meta, role: 'previous' },
{
...(plan.yearAgo && year
? year.meta
: investmentResourceMeta({
...(plan.yearAgo && year ?
year.meta :
investmentResourceMeta({
resourceKey: 'income/yearAgo', // gitleaks:allow public resource identifier
dataRevision: 'unavailable',
availability: 'missing',
@@ -119,9 +117,9 @@ export class IncomeAnalyticsService {
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,
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,
@@ -144,13 +142,13 @@ export class IncomeAnalyticsService {
current.meta.lastSuccessfulAt,
),
previous:
prior.items === null
? null
: comparison(selected, plan.previous, qualifying(prior.items)),
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,
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),
@@ -184,9 +182,9 @@ function totals(entries: BrokerageOperationDto[]): IncomeCurrencySummaryDto[] {
if (!entry.payment) continue;
const total = values.get(entry.payment.currency) ?? zeroTotal();
const value = decimalFromString(entry.payment.value);
if (entry.type === 'OPERATION_TYPE_COUPON')
if (entry.type === 'OPERATION_TYPE_COUPON') {
total.coupon = add(total.coupon, value);
else total.dividend = add(total.dividend, value);
} else total.dividend = add(total.dividend, value);
values.set(entry.payment.currency, total);
}
return [...values]
@@ -207,6 +205,7 @@ function comparison(
);
const currencies = [
...new Set([...selected.keys(), ...compared.keys()]),
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
].sort();
return {
period: comparedPeriod,
@@ -279,8 +278,9 @@ function instruments(
function instrumentKey(entry: BrokerageOperationDto): string {
if (entry.instrumentUid) return `uid:${entry.instrumentUid}`;
if (entry.figi) return `figi:${entry.figi}`;
if (entry.ticker || entry.instrumentType)
if (entry.ticker || entry.instrumentType) {
return `ticker:${entry.ticker ?? ''}:${entry.instrumentType ?? ''}`;
}
return `operation:${entry.account ? `${entry.account.id}:` : ''}${entry.id}`;
}
@@ -1,4 +1,5 @@
import { BadRequestException } from '@nestjs/common';
import { dateOnlyBounds } from '../investment-calendar';
import { planIncomePeriod, rangeBuckets } from './income-period';
@@ -17,8 +18,9 @@ describe('income period planning', () => {
['2026-03-02', '2026-03-01'],
['2026-01-01', '2027-01-02'],
['2026-01-01', '2026-04-01'],
])
]) {
expect(() => planIncomePeriod(from, to)).toThrow(BadRequestException);
}
});
it('uses a full previous month, skips impossible year-ago dates, and keeps empty buckets', () => {
+32 -29
View File
@@ -1,5 +1,6 @@
import { MILLISECONDS_PER_DAY } from '../../../common/time';
import { BadRequestException } from '@nestjs/common';
import { MILLISECONDS_PER_DAY } from '../../../common/time';
import {
DateOnlyRange,
dateParts,
@@ -13,41 +14,41 @@ const DAYS_PER_WEEK = 7;
const ISO_MONTH_LENGTH = 7;
const ISO_YEAR_LENGTH = 4;
export type IncomeBucketGranularity = 'day' | 'week' | 'month';
export type IncomeBucketGranularity = 'day' | 'month' | 'week';
export function planIncomePeriod(
from: string | undefined,
to: string | undefined,
openedDate?: Date,
): {
selected: DateOnlyRange;
previous: DateOnlyRange;
yearAgo: DateOnlyRange | null;
granularity: IncomeBucketGranularity;
previous: DateOnlyRange;
selected: DateOnlyRange;
yearAgo: DateOnlyRange | null;
} {
if (Boolean(from) !== Boolean(to)) throw invalidPeriod();
const today = moscowDate(new Date());
const selected =
from && to ? { from, to } : { from: firstOfMonth(today), to: today };
assertRange(selected, today);
const previous = isFullMonth(selected)
? previousMonth(selected.from)
: shiftDays(selected, -rangeDays(selected));
const previous = isFullMonth(selected) ?
previousMonth(selected.from) :
shiftDays(selected, -rangeDays(selected));
const candidate = yearAgo(selected);
const yearAgoRange =
candidate && (!openedDate || candidate.from >= moscowDate(openedDate))
? candidate
: null;
candidate && (!openedDate || candidate.from >= moscowDate(openedDate)) ?
candidate :
null;
return {
selected,
previous,
yearAgo: yearAgoRange,
granularity:
rangeDays(selected) <= DAILY_BUCKET_MAX_DAYS
? 'day'
: rangeDays(selected) <= WEEKLY_BUCKET_MAX_DAYS
? 'week'
: 'month',
rangeDays(selected) <= DAILY_BUCKET_MAX_DAYS ?
'day' :
rangeDays(selected) <= WEEKLY_BUCKET_MAX_DAYS ?
'week' :
'month',
};
}
@@ -55,24 +56,25 @@ export function rangeBuckets(
range: DateOnlyRange,
granularity: IncomeBucketGranularity,
): DateOnlyRange[] {
if (granularity === 'day')
if (granularity === 'day') {
return dates(range).map((date) => ({ from: date, to: date }));
}
const buckets: DateOnlyRange[] = [];
let cursor =
granularity === 'week'
? addDays(
granularity === 'week' ?
addDays(
range.from,
-(
(utcDate(range.from).getUTCDay() + DAYS_PER_WEEK - 1) %
DAYS_PER_WEEK
),
)
: `${range.from.slice(0, ISO_MONTH_LENGTH)}-01`;
) :
`${range.from.slice(0, ISO_MONTH_LENGTH)}-01`;
while (cursor <= range.to) {
const end =
granularity === 'week'
? addDays(cursor, DAYS_PER_WEEK - 1)
: endOfMonth(cursor);
granularity === 'week' ?
addDays(cursor, DAYS_PER_WEEK - 1) :
endOfMonth(cursor);
buckets.push({
from: cursor < range.from ? range.from : cursor,
to: end > range.to ? range.to : end,
@@ -86,7 +88,7 @@ export function rangeDays(range: DateOnlyRange): number {
return (
Math.round(
(utcDate(range.to).valueOf() - utcDate(range.from).valueOf()) /
MILLISECONDS_PER_DAY,
MILLISECONDS_PER_DAY,
) + 1
);
}
@@ -109,8 +111,9 @@ function addDays(value: string, days: number): string {
function dates(range: DateOnlyRange): string[] {
const result: string[] = [];
for (let date = range.from; date <= range.to; date = addDays(date, 1))
for (let date = range.from; date <= range.to; date = addDays(date, 1)) {
result.push(date);
}
return result;
}
@@ -142,9 +145,9 @@ function yearAgo(range: DateOnlyRange): DateOnlyRange | null {
const shift = (value: string) => {
const [year, month, day] = dateParts(value);
const result = `${String(year - 1).padStart(ISO_YEAR_LENGTH, '0')}-${String(month).padStart(2, '0')}-${String(day).padStart(2, '0')}`;
return utcDate(result).toISOString().slice(0, 10) === result
? result
: null;
return utcDate(result).toISOString().slice(0, 10) === result ?
result :
null;
};
const from = shift(range.from);
const to = shift(range.to);
@@ -1,4 +1,5 @@
import { Module } from '@nestjs/common';
import { AuthModule } from '../../auth/auth.module';
import { OperationsModule } from '../operations/operations.module';
import { IncomeAnalyticsController } from './income-analytics.controller';
@@ -1,13 +1,13 @@
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 { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import { MILLISECONDS_PER_DAY } from '../../../../common/time';
import { decimal } from '../../../../integrations/tbank/decimal';
import {
TbankAccessService,
@@ -16,35 +16,36 @@ import {
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 { planInvestmentScreen } from '../../investment-sync-plan';
import {
candleGaps,
type CandleRange,
candleWindows,
utcDay,
type CandleRange,
} from '../domain/candle-coverage';
import { CandleRepository } from '../infrastructure/candle.repository';
import { CatalogEnrichmentService } from './catalog-enrichment.service';
import { timestamp } from './instrument-market';
type CandleInput = {
uid: string;
instrumentType: 'share' | 'bond';
period: 'month' | 'halfYear' | 'year' | 'all';
instrumentType: 'bond' | 'share';
period: 'all' | 'halfYear' | 'month' | 'year';
range?: CandleRange;
uid: string;
};
type Producer = {
input: CandleInput;
attempt: TbankSyncAttempt;
now: Date;
force: boolean;
priority: number;
input: CandleInput;
now: Date;
observers: TbankSyncAttempt[];
pass?: {
now: Date;
force: boolean;
ranges: CandleRange[];
nextWindow: number;
now: Date;
ranges: CandleRange[];
};
priority: number;
};
const months = { month: 1, halfYear: 6, year: 12 };
const tailFreshForMs = 60_000;
@@ -61,18 +62,20 @@ function rangeFor(
const from = utcDay(now);
const history = timestamp(instrument.first_1dayCandleDate);
if (input.period === 'all') {
if (!history)
if (!history) {
throw new ServiceUnavailableException({
code:
input.instrumentType === 'share'
? 'STOCK_HISTORY_START_UNAVAILABLE'
: 'BOND_HISTORY_START_UNAVAILABLE',
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())
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) };
}
@@ -102,16 +105,18 @@ export class CandleService {
true,
['detail'],
);
if (detail.meta.availability === 'complete' && !detail.instrument)
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 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))
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
@@ -129,14 +134,14 @@ export class CandleService {
});
return {
data:
!saved || !covered
? null
: {
!saved || !covered ?
null :
{
candles: saved.data,
currency:
input.instrumentType === 'share'
? detail.instrument?.currency?.toUpperCase() || null
: null,
input.instrumentType === 'share' ?
detail.instrument?.currency?.toUpperCase() || null :
null,
historyFrom: timestamp(detail?.instrument?.first_1dayCandleDate),
observedAt: fetchedAt?.toISOString() ?? now.toISOString(),
},
@@ -149,8 +154,8 @@ export class CandleService {
work,
coverage: {
requested: range ? [publicRange(range)] : [],
completeRanges: range
? completeCoverage.flatMap((row) => {
completeRanges: range ?
completeCoverage.flatMap((row) => {
const from = new Date(
Math.max(row.from.valueOf(), range.from.valueOf()),
);
@@ -158,22 +163,22 @@ export class CandleService {
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',
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,
@@ -183,9 +188,9 @@ export class CandleService {
dataRevision: String(row.dataRevision),
availability: 'complete',
fetchedAt: row.fetchedAt,
freshForMs: row.isComplete
? Number.POSITIVE_INFINITY
: tailFreshForMs,
freshForMs: row.isComplete ?
Number.POSITIVE_INFINITY :
tailFreshForMs,
work: null,
}),
),
@@ -197,13 +202,14 @@ export class CandleService {
prefetch(
userId: string,
revision: string,
positions: { instrumentUid?: string | null; type: string }[],
positions: { instrumentUid?: null | string; type: string }[],
) {
const key = JSON.stringify([
userId,
revision,
positions
.map((position) => [position.instrumentUid, position.type])
// eslint-disable-next-line sonarjs/no-alphabetical-sort -- Code-unit ordering is intentional for canonical keys and ISO dates; locale collation would change persisted bindings.
.sort(),
]);
const existing = this.prefetches.get(key);
@@ -218,14 +224,14 @@ export class CandleService {
private async prefetchPositions(
userId: string,
revision: string,
positions: { instrumentUid?: string | null; type: string }[],
positions: { instrumentUid?: null | string; type: string }[],
) {
const now = new Date();
const unique = new Map(
positions
.filter(
(position) =>
position.instrumentUid && ['STOCK', 'BOND'].includes(position.type),
position.instrumentUid && ['BOND', 'STOCK'].includes(position.type),
)
.map((position) => [position.instrumentUid ?? '', position]),
);
@@ -267,7 +273,7 @@ export class CandleService {
instruments: [
{
uid,
type: position.type as 'STOCK' | 'BOND',
type: position.type as 'BOND' | 'STOCK',
historyFrom: history ? new Date(history) : null,
},
],
@@ -280,9 +286,9 @@ export class CandleService {
) {
const input = { uid, instrumentType, period: 'all' as const };
const range =
detail?.instrument && history
? rangeFor(input, detail.instrument, now)
: null;
detail?.instrument && history ?
rangeFor(input, detail.instrument, now) :
null;
if (
!range ||
candleGaps(
@@ -290,8 +296,9 @@ export class CandleService {
coverage.filter((row) => row.instrumentUid === uid),
now,
).length
)
) {
await this.request(userId, revision, input, now, false, 2);
}
}
}
}
@@ -379,6 +386,7 @@ export class CandleService {
}
const { ranges, now, force } = pass;
const index = pass.nextWindow;
// eslint-disable-next-line security/detect-object-injection -- The index is the internal numeric window cursor.
let window = ranges[index];
if (window && !force) {
const latest = await this.repository.read(input.uid, window);
@@ -386,6 +394,7 @@ export class CandleService {
.flatMap(candleWindows)
.reverse();
ranges.splice(index, 1, ...gaps);
// eslint-disable-next-line security/detect-object-injection -- The index is the internal numeric window cursor.
window = ranges[index];
}
if (window) {
@@ -408,8 +417,9 @@ export class CandleService {
},
];
});
if (!(await this.repository.stage(attempt, window, rows, now)))
if (!(await this.repository.stage(attempt, window, rows, now))) {
return false;
}
if (
!force &&
!(await this.repository.publish(
@@ -417,8 +427,9 @@ export class CandleService {
{ uid: input.uid, ranges: [window] },
false,
))
)
) {
return false;
}
pass.nextWindow = index + 1;
if (pass.nextWindow < ranges.length) return null;
}
@@ -441,16 +452,18 @@ export class CandleService {
}
success = result;
} catch (error) {
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
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
@@ -458,8 +471,9 @@ export class CandleService {
const finished = this.reservations.then(async () => {
const pass = producer.pass;
if (success && pass) {
if (producer.force && (!pass.force || producer.now > pass.now))
if (producer.force && (!pass.force || producer.now > pass.now)) {
return false;
}
try {
success = await this.repository.publish(producer.attempt, {
uid: producer.input.uid,
@@ -478,8 +492,9 @@ export class CandleService {
observer,
producer.attempt,
))
)
) {
await this.repository.fail(observer, code);
}
this.active.delete(observer.attemptId);
}
this.producers.delete(scope(producer.input));
@@ -490,7 +505,7 @@ export class CandleService {
this.queue.push(producer);
continue;
}
if (success && !producer.force && producer.input.period !== 'all')
if (success && !producer.force && producer.input.period !== 'all') {
await this.request(
producer.attempt.userId,
producer.attempt.revision,
@@ -499,6 +514,7 @@ export class CandleService {
false,
2,
);
}
}
} catch {
this.logger.event('error', 'candles.persistence-failed', {
@@ -1,10 +1,10 @@
import { CatalogEnrichmentService } from './catalog-enrichment.service';
import {
ConflictException,
Injectable,
NotFoundException,
ConflictException,
} from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import {
TbankAccessService,
@@ -17,9 +17,10 @@ import { investmentResourceMeta } from '../../investment-resource.mapper';
import {
CatalogDiscoveryRepository,
catalogQuery,
catalogScope,
type CatalogQuery,
catalogScope,
} from '../infrastructure/catalog-discovery.repository';
import { CatalogEnrichmentService } from './catalog-enrichment.service';
import {
catalogSearchLimit,
selectCatalogInstruments,
@@ -28,10 +29,10 @@ import {
const tickerAmbiguityLimit = 2;
type Producer = {
input: CatalogQuery;
attempt: TbankSyncAttempt;
observers: TbankSyncAttempt[];
force: boolean;
input: CatalogQuery;
observers: TbankSyncAttempt[];
};
@Injectable()
export class CatalogDiscoveryService {
@@ -43,8 +44,9 @@ export class CatalogDiscoveryService {
private running = false;
private readonly completions = new Map<
string,
{ workId: string; done: Promise<void>; resolve: () => void }
{ done: Promise<void>; resolve: () => void; workId: string }
>();
constructor(
private readonly repository: CatalogDiscoveryRepository,
private readonly access: TbankAccessService,
@@ -73,14 +75,14 @@ export class CatalogDiscoveryService {
async search(userId: string, input: CatalogQuery, observe = false) {
const discovery = await this.read(userId, input, observe);
const sources = discovery.data
? await this.enrichment.readMany(
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),
@@ -108,22 +110,22 @@ export class CatalogDiscoveryService {
.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,
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
? {
work: discovery.meta.sync.id ?
{
id: discovery.meta.sync.id,
state: discovery.meta.sync.state,
errorCode: discovery.meta.sync.errorCode,
}
: null,
} :
null,
dependencies,
}),
};
@@ -131,7 +133,7 @@ export class CatalogDiscoveryService {
async detail(
userId: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uid: string,
observe = false,
) {
@@ -143,22 +145,24 @@ export class CatalogDiscoveryService {
['detail'],
);
const source = sources[0];
if (source.meta.availability === 'complete' && !source.instrument)
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)
/^[A-Z0-9][\w.@+-]{0,79}$/i.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)
if (alias.data?.length === 1 && alias.data[0].uid === uid) {
slug = instrument.ticker.toUpperCase();
}
dependencies.push(alias.meta);
}
return {
@@ -169,17 +173,17 @@ export class CatalogDiscoveryService {
.map((dependency) => dependency.dataRevision)
.join('/'),
availability: source.meta.availability,
fetchedAt: source.meta.lastSuccessfulAt
? new Date(source.meta.lastSuccessfulAt)
: null,
fetchedAt: source.meta.lastSuccessfulAt ?
new Date(source.meta.lastSuccessfulAt) :
null,
freshForMs: tbankSourceTtlMs.metadata,
work: source.meta.sync.id
? {
work: source.meta.sync.id ?
{
id: source.meta.sync.id,
state: source.meta.sync.state,
errorCode: source.meta.sync.errorCode,
}
: null,
} :
null,
dependencies,
}),
};
@@ -187,7 +191,7 @@ export class CatalogDiscoveryService {
async byTicker(
userId: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
ticker: string,
observe = false,
) {
@@ -197,38 +201,39 @@ export class CatalogDiscoveryService {
observe,
);
if (lookup.data?.length === 0) throw new NotFoundException();
if (lookup.data && lookup.data.length > 1)
if (lookup.data && lookup.data.length > 1) {
throw new ConflictException({
code:
instrumentType === 'share'
? 'STOCK_TICKER_AMBIGUOUS'
: 'BOND_TICKER_AMBIGUOUS',
instrumentType === 'share' ?
'STOCK_TICKER_AMBIGUOUS' :
'BOND_TICKER_AMBIGUOUS',
});
const result = lookup.data
? await this.detail(userId, instrumentType, lookup.data[0].uid, observe)
: null;
}
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,
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,
fetchedAt: lookup.meta.lastSuccessfulAt ?
new Date(lookup.meta.lastSuccessfulAt) :
null,
freshForMs: tbankSourceTtlMs.metadata,
work: lookup.meta.sync.id
? {
work: lookup.meta.sync.id ?
{
id: lookup.meta.sync.id,
state: lookup.meta.sync.state,
errorCode: lookup.meta.sync.errorCode,
}
: null,
} :
null,
dependencies,
}),
};
@@ -245,8 +250,9 @@ export class CatalogDiscoveryService {
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,
@@ -291,12 +297,13 @@ export class CatalogDiscoveryService {
async refresh(userId: string, revision: string, query: CatalogQuery) {
const id = await this.request(userId, revision, query, true);
if (id)
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,
@@ -323,19 +330,19 @@ export class CatalogDiscoveryService {
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);
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(
input.exactTicker ?
found.filter(
(item) =>
item.ticker?.trim().toUpperCase() === input.query,
)
: found,
) :
found,
input.query,
input.instrumentType,
).slice(
@@ -346,17 +353,18 @@ export class CatalogDiscoveryService {
);
}
} catch (error) {
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN') {
await this.access.rejectMembershipToken(attempt);
else
} 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)
for (const observer of [attempt, ...producer.observers]) {
if (!input.exactTicker || saved.data?.length === 1) {
await this.enrichment.requestMany(
observer.userId,
observer.revision,
@@ -365,6 +373,8 @@ export class CatalogDiscoveryService {
producer.force,
input.exactTicker ? ['detail'] : ['last-price', 'detail'],
);
}
}
}
this.producers.delete(catalogScope(input));
for (const observer of [attempt, ...producer.observers]) {
@@ -1,47 +1,47 @@
import type { MoexBondEvent } from '../../../../integrations/moex/moex.api';
import { CandleRepository } from '../infrastructure/candle.repository';
import { candleGaps, utcDay } from '../domain/candle-coverage';
import { Injectable, NotFoundException } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import {
decimalFromString,
divide,
formatDecimal,
} from '../../../../common/decimal';
import { decimal } from '../../../../integrations/tbank/decimal';
import { StructuredLogger } from '../../../../common/logging/structured-logger.service';
import {
MILLISECONDS_PER_DAY,
MILLISECONDS_PER_SECOND,
} from '../../../../common/time';
import { MoexClient } from '../../../../integrations/moex/moex.api';
import { type MoexBondEvent, 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 { decimal } from '../../../../integrations/tbank/decimal';
import {
TbankAccessService,
TbankClient,
tbankSourceNeedsRefresh,
tbankSourceTtlMs,
type TbankBond,
type TbankCandle,
TbankClient,
type TbankCoupon,
type TbankDividend,
type TbankFundamentals,
type TbankLastPrice,
type TbankShare,
tbankSourceNeedsRefresh,
tbankSourceTtlMs,
type TbankSyncAttempt,
} from '../../../../integrations/tbank/tbank.api';
import { investmentResourceMeta } from '../../investment-resource.mapper';
import { candleGaps, utcDay } from '../domain/candle-coverage';
import { CandleRepository } from '../infrastructure/candle.repository';
import {
CatalogDiscoveryRepository,
catalogScope,
type CatalogSource,
} from '../infrastructure/catalog-discovery.repository';
import { catalogSearchLimit } from './catalog-selection';
import { previousClose, timestamp } from './instrument-market';
type Producer = {
input: CatalogSource;
attempt: TbankSyncAttempt;
input: CatalogSource;
observers: { attempt: TbankSyncAttempt; input: CatalogSource }[];
};
@Injectable()
@@ -54,13 +54,13 @@ export class CatalogEnrichmentService {
private running = false;
private readonly completions = new Map<
string,
{ workId: string; done: Promise<void>; resolve: () => void }
{ done: Promise<void>; resolve: () => void; workId: string }
>();
async ensureDetail(
userId: string,
revision: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uid: string,
) {
const ids = await this.requestMany(
@@ -82,6 +82,7 @@ export class CatalogEnrichmentService {
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,
@@ -94,21 +95,21 @@ export class CatalogEnrichmentService {
async readMany(
userId: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uids: string[],
observe: boolean,
kinds: CatalogSource['kind'][] = ['last-price', 'detail'],
range?: {
from: string;
to: string;
ticker?: string;
tickers?: Record<string, string>;
to: 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)
if (!observe) {
await this.requestMany(
userId,
revision,
@@ -118,9 +119,10 @@ export class CatalogEnrichmentService {
kinds,
range,
);
const work = inputs.length
? await this.repository.workMany(userId, revision, inputs)
: [];
}
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(
@@ -130,16 +132,16 @@ export class CatalogEnrichmentService {
const payload = row?.payload as CatalogPayload | undefined;
return {
input,
version: row
? {
version: row ?
{
instrumentUid: row.instrumentUid,
source: row.source,
kind: row.kind,
rangeKey: row.rangeKey,
dataRevision: row.dataRevision,
fetchedAt: row.fetchedAt,
}
: null,
} :
null,
payload,
instrument: payload?.instrument ?? null,
price: payload?.price ?? null,
@@ -158,22 +160,22 @@ export class CatalogEnrichmentService {
requestMany(
userId: string,
revision: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uids: string[],
force = false,
kinds: CatalogSource['kind'][] = ['last-price', 'detail'],
range?: {
from: string;
to: string;
ticker?: string;
tickers?: Record<string, string>;
to: string;
},
) {
const inputs = sourceInputs(instrumentType, uids, kinds, range);
const reservation = this.reservations.then(async () => {
const rows = inputs.length
? await this.repository.readSources(inputs)
: [];
const rows = inputs.length ?
await this.repository.readSources(inputs) :
[];
const ids: string[] = [];
for (const input of inputs) {
const row = rows.find(
@@ -187,8 +189,9 @@ export class CatalogEnrichmentService {
new Date(),
force,
)
)
) {
continue;
}
const reserved = await this.repository.reserve(
{ userId, revision },
input,
@@ -229,24 +232,24 @@ export class CatalogEnrichmentService {
async section(
userId: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uid: string,
section: 'quote' | 'company' | 'metrics',
section: 'company' | 'metrics' | 'quote',
observe = false,
) {
const kinds: CatalogSource['kind'][] =
section === 'company'
? ['detail', 'description', 'fundamentals']
: [
...(instrumentType === 'bond'
? ['bond-current' as const]
: ['detail' as const]),
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]
: []),
...(section === 'metrics' ?
['coupons' as const, 'yield' as const, 'rating' as const] :
[]),
];
const sources = await this.readMany(
userId,
@@ -256,8 +259,9 @@ export class CatalogEnrichmentService {
kinds,
);
const first = sources[0];
if (first.meta.availability === 'complete' && !first.instrument)
if (first.meta.availability === 'complete' && !first.instrument) {
throw new NotFoundException();
}
const values = sources.reduce<CatalogPayload>(
(result, source) => ({ ...result, ...source.payload }),
{},
@@ -271,18 +275,18 @@ export class CatalogEnrichmentService {
dataRevision: dependencies
.map((dependency) => dependency.dataRevision)
.join('/'),
availability: !first.instrument
? 'missing'
: complete
? 'complete'
: 'partial',
fetchedAt: first.meta.lastSuccessfulAt
? new Date(first.meta.lastSuccessfulAt)
: null,
availability: !first.instrument ?
'missing' :
complete ?
'complete' :
'partial',
fetchedAt: first.meta.lastSuccessfulAt ?
new Date(first.meta.lastSuccessfulAt) :
null,
freshForMs:
section === 'company'
? tbankSourceTtlMs.company
: tbankSourceTtlMs.quote,
section === 'company' ?
tbankSourceTtlMs.company :
tbankSourceTtlMs.quote,
work: null,
dependencies,
});
@@ -307,18 +311,21 @@ export class CatalogEnrichmentService {
): 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)
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');
}
// eslint-disable-next-line sonarjs/different-types-comparison -- Defensive validation rejects missing upstream payloads instead of caching them as absence.
if (instrument === undefined) throw new Error('Missing catalog response');
return { instrument: instrument ? publicInstrument(instrument) : null };
}
if (input.kind === 'trading-status')
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 },
@@ -343,16 +350,18 @@ export class CatalogEnrichmentService {
);
const rows = response.map((candle) => {
const time = timestamp(candle.time);
if (!time || !candle.close)
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)))
if (!(await this.candles.stage(attempt, gap, rows, now))) {
throw new Error('Cancelled candle comparison');
}
}
if (
gaps.length &&
@@ -361,8 +370,9 @@ export class CatalogEnrichmentService {
{ 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(
@@ -386,48 +396,51 @@ export class CatalogEnrichmentService {
}
const details = await this.repository.readSources([
{ ...input, kind: 'detail', rangeKey: undefined },
...(input.instrumentType === 'bond'
? [{ ...input, kind: 'bond-current' as const, 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)
)
!['bond-events', 'coupons', 'dividends'].includes(input.kind)
) {
throw new Error('Instrument dependency missing');
if (input.kind === 'description')
}
if (input.kind === 'description') {
return {
description: instrument?.assetUid
? await this.tbank.getAssetDescription(token, instrument?.assetUid)
: null,
description: instrument?.assetUid ?
await this.tbank.getAssetDescription(token, instrument?.assetUid) :
null,
};
if (input.kind === 'fundamentals')
}
if (input.kind === 'fundamentals') {
return {
fundamentals: instrument?.assetUid
? await this.tbank.getFundamentals(token, instrument?.assetUid)
: null,
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])
: [
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'
? {
return input.kind === 'coupons' ?
{
coupons: await this.tbank.getBondCoupons(
token,
input.uid,
from,
to,
),
}
: {
} :
{
dividends: await this.tbank.getDividends(
token,
input.uid,
@@ -441,23 +454,25 @@ export class CatalogEnrichmentService {
if (!ticker) throw new Error('Bond ticker missing');
return { bondEvents: await this.moex.bondEvents(ticker) };
}
if (input.kind === 'yield')
if (input.kind === 'yield') {
return {
effectiveYield:
instrument?.ticker && instrument.isin && instrument.classCode
? await this.moex.bondYield(
instrument?.ticker && instrument.isin && instrument.classCode ?
await this.moex.bondYield(
instrument.ticker,
instrument.isin,
instrument.classCode,
)
: null,
) :
null,
};
if (input.kind === 'rating')
}
if (input.kind === 'rating') {
return {
creditRating: instrument?.isin
? await this.ratings.rating(instrument.isin)
: null,
creditRating: instrument?.isin ?
await this.ratings.rating(instrument.isin) :
null,
};
}
throw new Error('Unsupported catalog source');
}
@@ -473,6 +488,7 @@ export class CatalogEnrichmentService {
let i = 0;
i < this.queue.length && batch.length < catalogSearchLimit;
) {
// eslint-disable-next-line security/detect-object-injection -- Numeric queue indexes and validated instrument UIDs select internal data only.
const next = this.queue[i];
if (
next.input.kind === 'last-price' &&
@@ -490,38 +506,40 @@ export class CatalogEnrichmentService {
try {
const token = await this.access.tokenForAttempt(producer.attempt);
if (!token) failed = true;
else if (producer.input.kind === 'last-price')
else if (producer.input.kind === 'last-price') {
prices = await this.tbank.getLastPrices(
token,
batch.map((item) => item.input.uid),
);
else
} else {
payload = await this.load(producer.input, token, producer.attempt);
}
} catch (error) {
failed = true;
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN')
if (error instanceof Error && error.message === 'INVALID_TBANK_TOKEN') {
await this.access.rejectMembershipToken(producer.attempt);
else
} else {
this.logger.event('warn', 'catalog-enrichment.failed', {
code: 'TBANK_UNAVAILABLE',
});
}
}
for (const item of batch) {
const price =
prices?.find((entry) => entry.instrumentUid === item.input.uid) ??
null;
const value =
item.input.kind === 'last-price'
? {
price: price
? {
item.input.kind === 'last-price' ?
{
price: price ?
{
instrumentUid: item.input.uid,
price: price.price,
time: price.time,
}
: null,
}
: payload;
} :
null,
} :
payload;
// Keep accepting observers while publication awaits SQLite.
item.observers.unshift({ attempt: item.attempt, input: item.input });
for (const observer of item.observers) {
@@ -558,14 +576,14 @@ export class CatalogEnrichmentService {
}
}
function sourceInputs(
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
uids: string[],
kinds: CatalogSource['kind'][],
range?: {
from: string;
to: string;
ticker?: string;
tickers?: Record<string, string>;
to: string;
},
): CatalogSource[] {
return kinds.flatMap((kind) =>
@@ -573,20 +591,22 @@ function sourceInputs(
instrumentType,
uid,
kind,
...(kind === 'bond-events' && (range?.tickers?.[uid] || range?.ticker)
? { ticker: range?.tickers?.[uid] || range?.ticker }
: {}),
...(['coupons', 'dividends'].includes(kind)
? {
rangeKey: range
? JSON.stringify([range.from, range.to])
: String(new Date().getUTCFullYear()),
}
: {}),
// eslint-disable-next-line security/detect-object-injection -- Numeric queue indexes and validated instrument UIDs select internal data only.
...(kind === 'bond-events' && (range?.tickers?.[uid] || range?.ticker) ?
// eslint-disable-next-line security/detect-object-injection -- Numeric queue indexes and validated instrument UIDs select internal data only.
{ ticker: range?.tickers?.[uid] || range?.ticker } :
{}),
...(['coupons', 'dividends'].includes(kind) ?
{
rangeKey: range ?
JSON.stringify([range.from, range.to]) :
String(new Date().getUTCFullYear()),
} :
{}),
})),
);
}
function publicInstrument(value: TbankShare | TbankBond) {
function publicInstrument(value: TbankBond | TbankShare) {
const bond = value as TbankBond;
return {
uid: value.uid,
@@ -625,38 +645,39 @@ const previousCloseLookbackMs =
const payoutHistoryYears = 5;
const payoutFutureYears = 2;
export type CatalogPayload = {
instrument?: TbankShare | TbankBond | null;
price?: TbankLastPrice | null;
candle?: TbankCandle | null;
tradingStatus?: string | null;
description?: string | null;
fundamentals?: TbankFundamentals | null;
coupons?: TbankCoupon[];
dividends?: TbankDividend[];
bondEvents?: MoexBondEvent[];
effectiveYield?: Awaited<ReturnType<MoexClient['bondYield']>>;
candle?: null | TbankCandle;
coupons?: TbankCoupon[];
creditRating?: Awaited<ReturnType<NcrRatingsClient['rating']>>;
description?: null | string;
dividends?: TbankDividend[];
effectiveYield?: Awaited<ReturnType<MoexClient['bondYield']>>;
fundamentals?: null | TbankFundamentals;
instrument?: null | TbankBond | TbankShare;
price?: null | TbankLastPrice;
tradingStatus?: null | string;
};
function sourcePolicy(kind: CatalogSource['kind']) {
if (
[
'last-price',
'bond-current',
'trading-status',
'comparison',
'last-price',
'trading-status',
'yield',
].includes(kind)
)
) {
return 'quote';
}
if (kind === 'description' || kind === 'fundamentals') return 'company';
if (['coupons', 'dividends', 'bond-events'].includes(kind)) return 'calendar';
if (['bond-events', 'coupons', 'dividends'].includes(kind)) return 'calendar';
return 'metadata';
}
function producerKey(input: CatalogSource) {
return input.instrumentType === 'bond' &&
(input.kind === 'detail' || input.kind === 'bond-current')
? `bond-metadata:${input.uid}`
: catalogScope(input);
(input.kind === 'detail' || input.kind === 'bond-current') ?
`bond-metadata:${input.uid}` :
catalogScope(input);
}
const quotationScale = 9;
@@ -5,13 +5,13 @@ export const catalogSearchLimit = 30;
export function selectCatalogInstruments<T extends TbankShare>(
found: T[],
query: string,
instrumentType: 'share' | 'bond',
instrumentType: 'bond' | 'share',
): (T & { uid: string })[] {
const seen = new Set<string>();
const kind =
instrumentType === 'share'
? 'INSTRUMENT_TYPE_SHARE'
: 'INSTRUMENT_TYPE_BOND';
instrumentType === 'share' ?
'INSTRUMENT_TYPE_SHARE' :
'INSTRUMENT_TYPE_BOND';
const preferredClass = instrumentType === 'share' ? 'TQBR' : 'TQOB';
return found
.filter(
@@ -21,17 +21,17 @@ export function selectCatalogInstruments<T extends TbankShare>(
.sort(
(a, b) =>
Number(b.apiTradeAvailableFlag === true) -
Number(a.apiTradeAvailableFlag === true) ||
Number(a.apiTradeAvailableFlag === true) ||
Number(b.ticker?.toUpperCase() === query.toUpperCase()) -
Number(a.ticker?.toUpperCase() === query.toUpperCase()) ||
Number(a.ticker?.toUpperCase() === query.toUpperCase()) ||
Number(b.classCode === preferredClass) -
Number(a.classCode === preferredClass) ||
Number(a.classCode === preferredClass) ||
a.uid.localeCompare(b.uid),
)
.filter((instrument) => {
const key = instrument.isin?.trim()
? `isin:${instrument.isin.trim().toUpperCase()}`
: `uid:${instrument.uid}`;
const key = instrument.isin?.trim() ?
`isin:${instrument.isin.trim().toUpperCase()}` :
`uid:${instrument.uid}`;
if (seen.has(key)) return false;
seen.add(key);
return true;
@@ -1,15 +1,16 @@
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
import type {
TbankCandle,
TbankTimestamp,
} from '../../../../integrations/tbank/tbank.api';
import { MILLISECONDS_PER_SECOND } from '../../../../common/time';
const MOSCOW_OFFSET_MS = 10_800_000;
export function timestamp(value?: TbankTimestamp): string | null {
export function timestamp(value?: TbankTimestamp): null | string {
const seconds = Number(value?.seconds);
return Number.isFinite(seconds) && seconds > 0
? new Date(seconds * MILLISECONDS_PER_SECOND).toISOString()
: null;
return Number.isFinite(seconds) && seconds > 0 ?
new Date(seconds * MILLISECONDS_PER_SECOND).toISOString() :
null;
}
export function moscowDay(iso: string): string {
return new Date(Date.parse(iso) + MOSCOW_OFFSET_MS)
@@ -19,7 +20,7 @@ export function moscowDay(iso: string): string {
export function previousClose(
candles: TbankCandle[],
priceAt: string,
): TbankCandle | null {
): null | TbankCandle {
return (
candles
.filter((candle) => {
@@ -32,6 +33,6 @@ export function previousClose(
);
})
.sort((a, b) => Number(b.time?.seconds) - Number(a.time?.seconds))[0] ??
null
null
);
}
@@ -5,7 +5,6 @@ import {
formatDecimal,
multiply,
} from '../../../../common/decimal';
import { MoneyDto } from '../../../../common/money.dto';
import {
PortfolioDto,
@@ -19,7 +18,7 @@ const RETURN_PERCENT_DECIMAL_PLACES = 6;
export function instrumentPosition(
portfolio: PortfolioDto,
uid: string,
type: 'STOCK' | 'BOND',
type: 'BOND' | 'STOCK',
): StockPositionDto {
const positions = portfolio.positions.filter(
(p) => p.type === type && p.instrumentUid === uid,
@@ -40,8 +39,8 @@ export function instrumentPosition(
currentValue,
absoluteReturn,
averagePurchasePrice:
positive && totalCost
? {
positive && totalCost ?
{
currency: totalCost.currency,
value: formatDecimal(
divide(
@@ -50,15 +49,15 @@ export function instrumentPosition(
PRICE_DECIMAL_PLACES,
),
),
}
: null,
} :
null,
returnPercent: positive ? percent(absoluteReturn, totalCost) : null,
accounts: positions.map((p) => ({
...p,
returnPercent:
decimalFromString(p.quantity).value > 0n
? percent(p.absoluteReturn, cost(p))
: null,
decimalFromString(p.quantity).value > 0n ?
percent(p.absoluteReturn, cost(p)) :
null,
})),
isStale: portfolio.isStale,
observedAt: portfolio.lastSuccessfulAt,
@@ -66,8 +65,8 @@ export function instrumentPosition(
}
function cost(position: PortfolioPositionDto): MoneyDto | null {
const price = position.averagePurchasePrice;
return price
? {
return price ?
{
currency: price.currency,
value: formatDecimal(
multiply(
@@ -75,16 +74,17 @@ function cost(position: PortfolioPositionDto): MoneyDto | null {
decimalFromString(position.quantity),
),
),
}
: null;
} :
null;
}
function sumComplete(values: (MoneyDto | null)[]): MoneyDto | null {
const currency = values[0]?.currency;
if (
!currency ||
!values.every((v): v is MoneyDto => v !== null && v.currency === currency)
)
) {
return null;
}
return {
currency,
value: formatDecimal(
@@ -98,14 +98,15 @@ function sumComplete(values: (MoneyDto | null)[]): MoneyDto | null {
function percent(
result: MoneyDto | null,
base: MoneyDto | null,
): string | null {
): null | string {
if (
!base ||
!result ||
base.currency !== result.currency ||
decimalFromString(base.value).value <= 0n
)
) {
return null;
}
return formatDecimal(
divide(
multiply(decimalFromString(result.value), decimalFromString('100')),
@@ -1,8 +1,10 @@
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 { formatDecimal } from '../../../../../common/decimal';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { CatalogDiscoveryService } from '../../application/catalog-discovery.service';
import { timestamp } from '../../application/instrument-market';
import {
BondDto,
@@ -32,23 +34,24 @@ export class BondCatalogService {
data:
result.data?.map((item) => {
const short = toBond(item);
const detail = item.detail
? toBond({ ...item.detail, uid: item.uid })
: short;
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,
pricePercent: last?.price ?
formatDecimal(decimal(last.price)) :
null,
priceAt: timestamp(last?.time),
};
}) ?? null,
};
}
async get(
userId: string,
uid: string,
@@ -57,11 +60,12 @@ export class BondCatalogService {
const result = await this.discovery.detail(userId, 'bond', uid, observe);
return {
...result,
data: result.data
? { ...toBond(result.data), slug: result.data.slug }
: null,
data: result.data ?
{ ...toBond(result.data), slug: result.data.slug } :
null,
};
}
async getByTicker(
userId: string,
ticker: string,
@@ -75,9 +79,9 @@ export class BondCatalogService {
);
return {
...result,
data: result.data
? { ...toBond(result.data), slug: result.data.slug }
: null,
data: result.data ?
{ ...toBond(result.data), slug: result.data.slug } :
null,
};
}
}
@@ -1,18 +1,19 @@
import { Injectable, NotFoundException } from '@nestjs/common';
import {
decimalFromString,
divide,
formatDecimal,
multiply,
divide,
} from '../../../../../common/decimal';
import {
TbankAccessService,
type TbankCoupon,
type TbankBond,
type TbankCoupon,
} from '../../../../../integrations/tbank/tbank.api';
import {
PortfolioService,
ForecastService,
PortfolioService,
} from '../../../portfolio/portfolio.api';
import {
CatalogEnrichmentService,
@@ -20,14 +21,14 @@ import {
} from '../../application/catalog-enrichment.service';
import { moscowDay, timestamp } from '../../application/instrument-market';
import { instrumentPosition } from '../../application/instrument-position';
import { money } from '../infrastructure/bond-money.mapper';
import {
BondCouponsDto,
BondCouponsResourceDto,
BondPositionDto,
BondMetricsDto,
BondMetricsResourceDto,
BondPositionDto,
} from '../presentation/bond.dto';
import { money } from '../infrastructure/bond-money.mapper';
import { bondQuote } from './bond-market.service';
const ISO_YEAR_LENGTH = 4;
const INCOME_HISTORY_YEARS = 5;
@@ -40,6 +41,7 @@ export class BondIncomeService {
private readonly access: TbankAccessService,
private readonly forecasts: ForecastService,
) {}
async metrics(
userId: string,
uid: string,
@@ -53,9 +55,9 @@ export class BondIncomeService {
observe,
);
return {
data: result.values.instrument
? bondMetrics(result.values, result.unavailable, result.observedAt)
: null,
data: result.values.instrument ?
bondMetrics(result.values, result.unavailable, result.observedAt) :
null,
meta: result.meta,
};
}
@@ -67,6 +69,7 @@ export class BondIncomeService {
meta: { ...saved.meta, resourceKey: `bond/position/${uid}` },
};
}
async coupons(
userId: string,
uid: string,
@@ -85,21 +88,22 @@ export class BondIncomeService {
['detail', 'coupons'],
{ from, to },
);
if (sources[0].meta.availability === 'complete' && !sources[0].instrument)
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(
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;
) :
undefined;
const result = await this.forecasts.result({
userId,
revision: connection.revision,
@@ -110,9 +114,9 @@ export class BondIncomeService {
candidate:
portfolio.data && sources[0].instrument ? projected : undefined,
});
return result.data || !projected
? result
: {
return result.data || !projected ?
result :
{
data: bondCoupons(
events ?? [],
null,
@@ -135,19 +139,19 @@ export function bondCoupons(
const { from, to, today } = window;
const quantity =
position?.accounts.length &&
position.accounts.every((p) => decimalFromString(p.quantity).value > 0n)
? decimalFromString(position.quantity)
: null;
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);
const timing = !paymentDate ?
('undated' as const) :
paymentDate >= today ?
('upcoming' as const) :
('past' as const);
return {
number: event.couponNumber ?? null,
paymentDate,
@@ -161,14 +165,14 @@ export function bondCoupons(
perBond &&
timing === 'upcoming' &&
recordDate &&
recordDate >= today
? {
recordDate >= today ?
{
currency: perBond.currency,
value: formatDecimal(
multiply(quantity, decimalFromString(perBond.value)),
),
}
: null,
} :
null,
};
})
.sort((a, b) => (a.paymentDate ?? '').localeCompare(b.paymentDate ?? ''));
@@ -214,8 +218,8 @@ export function bondMetrics(
clean &&
coupon.currency === clean.currency &&
decimalFromString(coupon.value).value >= 0n &&
decimalFromString(clean.value).value > 0n
? formatDecimal(
decimalFromString(clean.value).value > 0n ?
formatDecimal(
divide(
multiply(
decimalFromString(coupon.value),
@@ -227,14 +231,14 @@ export function bondMetrics(
),
COUPON_YIELD_DECIMAL_PLACES,
),
)
: null;
) :
null;
const couponType =
next?.couponType && next.couponType !== 'COUPON_TYPE_UNSPECIFIED'
? next.couponType
: instrument.floatingCouponFlag === true
? 'COUPON_TYPE_FLOATING'
: null;
next?.couponType && next.couponType !== 'COUPON_TYPE_UNSPECIFIED' ?
next.couponType :
instrument.floatingCouponFlag === true ?
'COUPON_TYPE_FLOATING' :
null;
return {
creditRating,
coupon,
@@ -1,10 +1,7 @@
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 type { TbankBond } from '../../../../../integrations/tbank/tbank.api';
import {
add,
decimalFromString,
@@ -14,15 +11,19 @@ import {
subtract,
} from '../../../../../common/decimal';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { CandleService } from '../../application/candle.service';
import {
CatalogEnrichmentService,
type CatalogPayload,
} from '../../application/catalog-enrichment.service';
import { timestamp } from '../../application/instrument-market';
import { money } from '../infrastructure/bond-money.mapper';
import {
BondCandlesQueryDto,
BondQuoteDto,
BondQuoteResourceDto,
} from '../presentation/bond.dto';
import { money } from '../infrastructure/bond-money.mapper';
const PRICE_DECIMAL_PLACES = 9;
@Injectable()
export class BondMarketService {
@@ -30,6 +31,7 @@ export class BondMarketService {
private readonly history: CandleService,
private readonly sources: CatalogEnrichmentService,
) {}
async quote(
userId: string,
uid: string,
@@ -43,12 +45,13 @@ export class BondMarketService {
observe,
);
return {
data: result.values.instrument
? bondQuote(result.values, result.unavailable, result.observedAt)
: null,
data: result.values.instrument ?
bondQuote(result.values, result.unavailable, result.observedAt) :
null,
meta: result.meta,
};
}
candles(
userId: string,
uid: string,
@@ -77,8 +80,8 @@ export function bondQuote(
const cleanPrice =
pricePercent !== null &&
nominal &&
decimalFromString(nominal.value).value > 0n
? {
decimalFromString(nominal.value).value > 0n ?
{
currency: nominal.currency,
value: formatDecimal(
divide(
@@ -90,11 +93,11 @@ export function bondQuote(
PRICE_DECIMAL_PLACES,
),
),
}
: null;
} :
null;
const dirtyPrice =
cleanPrice && aci && aci.currency === cleanPrice.currency
? {
cleanPrice && aci && aci.currency === cleanPrice.currency ?
{
currency: cleanPrice.currency,
value: formatDecimal(
add(
@@ -102,8 +105,8 @@ export function bondQuote(
decimalFromString(aci.value),
),
),
}
: null;
} :
null;
return {
pricePercent,
cleanPrice,
@@ -112,9 +115,9 @@ export function bondQuote(
priceAt,
tradingStatus,
changePercentagePoints:
last?.price && previous?.close
? formatDecimal(subtract(decimal(last.price), decimal(previous.close)))
: null,
last?.price && previous?.close ?
formatDecimal(subtract(decimal(last.price), decimal(previous.close))) :
null,
previousCloseDate: timestamp(previous?.time)?.slice(0, 10) ?? null,
unavailable,
observedAt,
@@ -1,7 +1,8 @@
import type { PortfolioDto } from '../../../portfolio/portfolio.api';
import { instrumentPosition } from '../../application/instrument-position';
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 {},
}));
@@ -122,9 +123,9 @@ describe('bond financial projections', () => {
{
couponDate: time('2026-10-10'),
payOneBond:
scenario === 'unknown'
? undefined
: money('30', scenario === 'currency' ? 'usd' : 'rub'),
scenario === 'unknown' ?
undefined :
money('30', scenario === 'currency' ? 'usd' : 'rub'),
couponPeriod: scenario === 'period' ? 0 : 90,
},
],
@@ -1,10 +1,10 @@
import { formatDecimal } from '../../../../../common/decimal';
import { type TbankMoney } from '../../../../../integrations/tbank/tbank.api';
import { decimal } from '../../../../../integrations/tbank/decimal';
import { type TbankMoney } from '../../../../../integrations/tbank/tbank.api';
export function money(value?: TbankMoney) {
const currency = value?.currency?.toUpperCase();
return value && currency
? { currency, value: formatDecimal(decimal(value)) }
: null;
return value && currency ?
{ currency, value: formatDecimal(decimal(value)) } :
null;
}
@@ -1,4 +1,5 @@
import { InvestmentReadQueryDto } from '../../../investment-resource.dto';
import type { Request } from 'express';
import {
Controller,
Get,
@@ -9,24 +10,25 @@ import {
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 { InvestmentReadQueryDto } from '../../../investment-resource.dto';
import { BondCatalogService } from '../application/bond-catalog.service';
import { BondIncomeService } from '../application/bond-income.service';
import { BondMarketService } from '../application/bond-market.service';
import {
BondCandlesResourceDto,
BondCandlesQueryDto,
BondCandlesResourceDto,
BondCouponsResourceDto,
BondResourceDto,
BondMetricsResourceDto,
BondPositionResourceDto,
BondQuoteResourceDto,
BondResourceDto,
BondSearchQueryDto,
BondSearchResourceDto,
BondTickerParamsDto,
} from './bond.dto';
import { BondCatalogService } from '../application/bond-catalog.service';
@ApiTags('bonds')
@ApiProblemResponses()
@@ -39,6 +41,7 @@ export class BondController {
private readonly market: BondMarketService,
private readonly income: BondIncomeService,
) {}
@Get(':uid/metrics')
@ApiOkResponse({ type: BondMetricsResourceDto })
metrics(
@@ -48,6 +51,7 @@ export class BondController {
) {
return this.income.metrics(request.user.sub, uid, query.sync === 'observe');
}
@Get()
@ApiOkResponse({ type: BondSearchResourceDto })
search(
@@ -60,6 +64,7 @@ export class BondController {
query.sync === 'observe',
);
}
@Get('by-ticker/:ticker')
@ApiOkResponse({ type: BondResourceDto })
getByTicker(
@@ -73,6 +78,7 @@ export class BondController {
query.sync === 'observe',
);
}
@Get(':uid')
@ApiOkResponse({ type: BondResourceDto })
get(
@@ -82,6 +88,7 @@ export class BondController {
) {
return this.bonds.get(request.user.sub, uid, query.sync === 'observe');
}
@Get(':uid/quote')
@ApiOkResponse({ type: BondQuoteResourceDto })
quote(
@@ -91,6 +98,7 @@ export class BondController {
) {
return this.market.quote(request.user.sub, uid, query.sync === 'observe');
}
@Get(':uid/candles')
@ApiOkResponse({ type: BondCandlesResourceDto })
candles(
@@ -105,6 +113,7 @@ export class BondController {
query.sync === 'observe',
);
}
@Get(':uid/position')
@ApiOkResponse({ type: BondPositionResourceDto })
position(
@@ -118,6 +127,7 @@ export class BondController {
query.sync === 'observe',
);
}
@Get(':uid/coupons')
@ApiOkResponse({ type: BondCouponsResourceDto })
coupons(
@@ -1,7 +1,7 @@
import { InvestmentResourceMetaDto } from '../../../investment-resource.dto';
import { ApiProperty } from '@nestjs/swagger';
import { MoneyDto } from '../../../../../common/money.dto';
import { MoneyDto } from '../../../../../common/money.dto';
import { InvestmentResourceMetaDto } from '../../../investment-resource.dto';
import {
StockCandlesDto,
StockCandlesQueryDto,
@@ -20,44 +20,61 @@ export class BondDto {
description: 'Unambiguous ticker URL segment, or the exact instrument UID.',
})
declare slug: string;
@ApiProperty() declare name: string;
@ApiProperty({ type: String, nullable: true }) declare isin: string | null;
@ApiProperty({ type: String, nullable: true }) declare isin: null | string;
@ApiProperty({ type: String, nullable: true }) declare classCode:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare realExchange:
string | null;
null | string;
@ApiProperty({ type: Boolean, nullable: true }) declare apiTradeAvailable:
boolean | null;
@ApiProperty({ type: String, nullable: true }) declare ticker: string | null;
@ApiProperty({ type: String, nullable: true }) declare ticker: null | string;
@ApiProperty({ type: String, nullable: true }) declare logoName:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare currency:
string | null;
@ApiProperty({ type: String, nullable: true }) declare sector: string | null;
@ApiProperty({ type: Number, nullable: true }) declare lot: number | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare sector: null | string;
@ApiProperty({ type: Number, nullable: true }) declare lot: null | number;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare historyFrom: string | null;
declare historyFrom: null | string;
@ApiProperty({ type: MoneyDto, nullable: true })
declare nominal: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true })
declare initialNominal: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true }) declare aci: MoneyDto | null;
@ApiProperty({ type: String, nullable: true }) declare maturityDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare callDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare bondType:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare riskLevel:
string | null;
null | string;
@ApiProperty({ type: Number, nullable: true }) declare couponQuantityPerYear:
number | null;
null | number;
@ApiProperty({ type: Boolean, nullable: true }) declare floatingCoupon:
boolean | null;
@ApiProperty({ type: Boolean, nullable: true }) declare perpetual:
boolean | null;
@ApiProperty({ type: Boolean, nullable: true }) declare amortization:
boolean | null;
@ApiProperty({ type: Boolean, nullable: true }) declare subordinated:
boolean | null;
}
@@ -68,13 +85,15 @@ export class BondSearchResultDto extends BondDto {
nullable: true,
description: 'Clean price in percent of nominal, not money.',
})
declare pricePercent: string | null;
declare pricePercent: null | string;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare priceAt: string | null;
declare priceAt: null | string;
}
export class BondQuoteDto {
@ApiProperty({ type: String, nullable: true }) declare pricePercent:
string | null;
null | string;
@ApiProperty({
type: MoneyDto,
nullable: true,
@@ -82,6 +101,7 @@ export class BondQuoteDto {
'Indicative clean value at the current nominal; no FX conversion.',
})
declare cleanPrice: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true }) declare aci: MoneyDto | null;
@ApiProperty({
type: MoneyDto,
@@ -90,41 +110,53 @@ export class BondQuoteDto {
'Indicative clean value plus current accrued interest, excluding fees.',
})
declare dirtyPrice: MoneyDto | null;
@ApiProperty({ type: String, nullable: true })
declare changePercentagePoints: string | null;
declare changePercentagePoints: null | string;
@ApiProperty({ type: String, nullable: true }) declare previousCloseDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare tradingStatus:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare priceAt: string | null;
@ApiProperty({ type: [String] }) declare unavailable: string[];
declare priceAt: null | string;
@ApiProperty({ type: String, isArray: true }) declare unavailable: string[];
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
export class BondCouponDto {
@ApiProperty({ type: String, nullable: true }) declare number: string | null;
@ApiProperty({ type: String, nullable: true }) declare number: null | string;
@ApiProperty({ type: String, nullable: true }) declare paymentDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare recordDate:
string | null;
null | string;
@ApiProperty({ type: String, nullable: true }) declare couponType:
string | null;
null | string;
@ApiProperty({ type: Number, nullable: true }) declare periodDays:
number | null;
null | number;
@ApiProperty({ type: MoneyDto, nullable: true })
declare perBond: MoneyDto | null;
@ApiProperty({ type: MoneyDto, nullable: true })
declare estimatedAmount: MoneyDto | null;
@ApiProperty({ enum: ['upcoming', 'past', 'undated'] }) declare timing:
'upcoming' | 'past' | 'undated';
'past' | 'undated' | 'upcoming';
}
export class BondCouponsDto {
@ApiProperty({ type: [BondCouponDto] }) declare coupons: BondCouponDto[];
@ApiProperty({ type: BondCouponDto, isArray: true }) declare coupons: BondCouponDto[];
@ApiProperty() declare from: string;
@ApiProperty() declare to: string;
@ApiProperty() declare observedAt: string;
@ApiProperty({ type: String, nullable: true }) declare positionAt:
string | null;
null | string;
@ApiProperty() declare estimateUnavailable: boolean;
@ApiProperty() declare positionIsStale: boolean;
}
@@ -132,6 +164,7 @@ export class BondCouponsDto {
export class BondYieldDto {
@ApiProperty({ description: 'MOEX effective annual yield in percent.' })
declare value: string;
@ApiProperty() declare pricePercent: string;
@ApiProperty({ format: 'date' }) declare date: string;
@ApiProperty({
@@ -139,14 +172,16 @@ export class BondYieldDto {
nullable: true,
description: 'MOEX yield target, e.g. MATDATE or OFFERDATE.',
})
declare dateType: string | null;
declare dateType: null | string;
@ApiProperty({ format: 'date-time' }) declare tradeAt: string;
}
export class BondCreditRatingDto {
@ApiProperty({ enum: ['NCR'] }) declare agency: 'NCR';
@ApiProperty({ type: String, nullable: true }) declare value: string | null;
@ApiProperty({ type: String, nullable: true }) declare value: null | string;
@ApiProperty({ enum: ['active', 'withdrawn'] }) declare status:
'active' | 'withdrawn';
@ApiProperty({ format: 'date' }) declare date: string;
@ApiProperty({ format: 'uri' }) declare sourceUrl: string;
@ApiProperty({ format: 'date-time' }) declare observedAt: string;
@@ -154,39 +189,50 @@ export class BondCreditRatingDto {
export class BondMetricsDto {
@ApiProperty({ type: BondCreditRatingDto, nullable: true })
declare creditRating: BondCreditRatingDto | null;
@ApiProperty({ type: MoneyDto, nullable: true })
declare coupon: MoneyDto | null;
@ApiProperty({ type: String, nullable: true, format: 'date' })
declare couponDate: string | null;
declare couponDate: null | string;
@ApiProperty({ type: String, nullable: true }) declare couponType:
string | null;
null | string;
@ApiProperty({ type: Number, nullable: true }) declare couponPeriodDays:
number | null;
null | number;
@ApiProperty({
type: String,
nullable: true,
description:
'Next coupon × 365 / period days / indicative clean price × 100. Not yield to maturity.',
})
declare couponYieldPercent: string | null;
declare couponYieldPercent: null | string;
@ApiProperty({ type: String, nullable: true, format: 'date-time' })
declare couponYieldPriceAt: string | null;
declare couponYieldPriceAt: null | string;
@ApiProperty({ type: BondYieldDto, nullable: true })
declare effectiveYield: BondYieldDto | null;
@ApiProperty({ type: [String] }) declare unavailable: string[];
@ApiProperty({ type: String, isArray: true }) 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 {
// eslint-disable-next-line @darraghor/nestjs-typed/api-property-returning-array-should-set-array -- Nullable array union requires isArray in the explicit wire schema.
@ApiProperty({ type: BondSearchResultDto, isArray: true, nullable: true })
declare data: BondSearchResultDto[] | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -200,6 +246,7 @@ export class BondResourceDto {
export class BondQuoteResourceDto {
@ApiProperty({ type: BondQuoteDto, nullable: true })
declare data: BondQuoteDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -207,6 +254,7 @@ export class BondQuoteResourceDto {
export class BondMetricsResourceDto {
@ApiProperty({ type: BondMetricsDto, nullable: true })
declare data: BondMetricsDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -214,6 +262,7 @@ export class BondMetricsResourceDto {
export class BondCandlesResourceDto {
@ApiProperty({ type: BondCandlesDto, nullable: true })
declare data: BondCandlesDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -221,6 +270,7 @@ export class BondCandlesResourceDto {
export class BondCouponsResourceDto {
@ApiProperty({ type: BondCouponsDto, nullable: true })
declare data: BondCouponsDto | null;
@ApiProperty({ type: InvestmentResourceMetaDto })
declare meta: InvestmentResourceMetaDto;
}
@@ -67,7 +67,7 @@ describe('source-confirmed daily candle coverage', () => {
expect(window.to.valueOf() - window.from.valueOf()).toBeLessThanOrEqual(
365 * 86400000,
);
if (index) expect(window.from).toEqual(windows[index - 1].to);
expect(window.from).toEqual(index ? windows[index - 1].to : range.from);
});
});
});
@@ -2,13 +2,13 @@ import { MILLISECONDS_PER_DAY } from '../../../../common/time';
export type CandleRange = { from: Date; to: Date };
export type CandleCoverage = CandleRange & {
isComplete: boolean;
fetchedAt: Date;
isComplete: boolean;
};
export type SavedCandle = {
time: string;
close: string;
isComplete: boolean;
time: string;
};
const windowDays = 365;
const tailFreshForMs = 60_000;
@@ -30,14 +30,15 @@ export function candleGaps(
!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.from > gap.from ?
[{ from: gap.from, to: covered.from }] :
[]),
...(covered.to < gap.to ? [{ from: covered.to, to: gap.to }] : []),
];
});
@@ -73,11 +74,14 @@ export function confirmedCandleCoverage(
for (const boundary of [
midnight,
...[...incompleteDays].flatMap((day) => [day, day + MILLISECONDS_PER_DAY]),
])
if (boundary > range.from.valueOf() && boundary < range.to.valueOf())
]) {
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) => {
// eslint-disable-next-line security/detect-object-injection -- The index comes from the sorted numeric boundary array.
const from = sorted[index];
return {
from: new Date(from),
@@ -1,24 +1,25 @@
import { Injectable } from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import { createHash } from 'node:crypto';
import { createHash, randomUUID } 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 { PrismaService } from '../../../../prisma/prisma.service';
import {
confirmedCandleCoverage,
type CandleRange,
confirmedCandleCoverage,
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;
instrumentType?: 'bond' | 'share';
now?: string;
period?: string;
ranges: CandleRange[];
uid: string;
};
@Injectable()
export class CandleRepository {
@@ -57,7 +58,7 @@ export class CandleRepository {
}
reserve(
owner: { userId: string; revision: string },
owner: { revision: string; userId: string },
scopeKey: string,
intent: CandleIntent,
runId: string,
@@ -88,29 +89,31 @@ export class CandleRepository {
(!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
? {
...(intent.force ?
{
force: true,
...(intent.now && intent.now > previousNow
? { now: intent.now }
: {}),
}
: {}),
...(intent.now && intent.now > previousNow ?
{ now: intent.now } :
{}),
} :
{}),
},
},
});
return { work, launch: false };
}
if (previous)
if (previous) {
await tx.tbankSyncStage.deleteMany({ where: { workId: previous.id } });
}
const data = {
attemptId: randomUUID(),
processRunId: runId,
@@ -142,12 +145,15 @@ export class CandleRepository {
fetchedAt: Date,
) {
// Reject malformed financial input instead of publishing a false empty range.
for (const candle of candles)
for (const candle of candles) {
if (
!Number.isFinite(Date.parse(candle.time)) ||
// eslint-disable-next-line security/detect-unsafe-regex -- Anchored decimal grammar: the literal decimal point separates disjoint digit runs; backtracking is linear.
!/^-?\d+(?:\.\d+)?$/.test(candle.close)
)
) {
throw new Error('Invalid candle');
}
}
const key = `${range.from.toISOString()}/${range.to.toISOString()}`;
const rows = [
...new Map(
@@ -155,7 +161,7 @@ export class CandleRepository {
.filter(
(candle) =>
new Date(candle.time) >= range.from &&
new Date(candle.time) < range.to,
new Date(candle.time) < range.to,
)
.map((candle) => [candle.time, candle]),
).values(),
@@ -222,8 +228,9 @@ export class CandleRepository {
`${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(
@@ -254,21 +261,22 @@ export class CandleRepository {
// 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 }]
: []),
])
...(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)
for (const candle of payload.candles) {
await tx.tbankCandle.create({
data: {
...identity,
@@ -279,14 +287,16 @@ export class CandleRepository {
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 },
@@ -1,40 +1,42 @@
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';
import { PrismaService } from '../../../../prisma/prisma.service';
export type CatalogQuery = {
instrumentType: 'share' | 'bond';
query: string;
exactTicker?: boolean;
instrumentType: 'bond' | 'share';
query: string;
};
export type CatalogSource = {
instrumentType: 'share' | 'bond';
uid: string;
instrumentType: 'bond' | 'share';
kind:
| 'detail'
| 'last-price'
| 'bond-current'
| 'description'
| 'fundamentals'
| 'trading-status'
| 'comparison'
| 'coupons'
| 'yield'
| 'rating'
| 'dividends'
| 'bond-events';
| 'bond-current' |
'bond-events' |
'comparison' |
'coupons' |
'description' |
'detail' |
'dividends' |
'fundamentals' |
'last-price' |
'rating' |
'trading-status' |
'yield';
rangeKey?: string;
ticker?: string;
uid: string;
};
export type CatalogWork = CatalogQuery | CatalogSource;
export type CatalogInstrument = (TbankShare | TbankBond) & { uid: string };
export type CatalogInstrument = (TbankBond | TbankShare) & { uid: string };
const provider = 'tbank';
export function catalogQuery(input: CatalogQuery): CatalogQuery {
return {
@@ -44,13 +46,14 @@ export function catalogQuery(input: CatalogQuery): CatalogQuery {
};
}
export function catalogScope(input: CatalogWork) {
if ('uid' in input)
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])}`;
}
@@ -60,8 +63,8 @@ export class CatalogDiscoveryRepository {
read(input: CatalogQuery) {
return this.prisma.$transaction(async (tx) => {
const alias = input.exactTicker
? await tx.tbankInstrumentLookup.findUnique({
const alias = input.exactTicker ?
await tx.tbankInstrumentLookup.findUnique({
where: {
provider_identifierType_identifier: {
provider,
@@ -69,17 +72,17 @@ export class CatalogDiscoveryRepository {
identifier: input.query,
},
},
})
: null;
const discovery = input.exactTicker
? alias
? {
}) :
null;
const discovery = input.exactTicker ?
alias ?
{
instrumentUids: alias.matchedUids,
fetchedAt: alias.fetchedAt,
dataRevision: alias.dataRevision,
}
: null
: await tx.tbankCatalogDiscovery.findUnique({
} :
null :
await tx.tbankCatalogDiscovery.findUnique({
where: {
provider_instrumentType_query: {
provider,
@@ -101,12 +104,13 @@ export class CatalogDiscoveryRepository {
});
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)))
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,
@@ -127,9 +131,9 @@ export class CatalogDiscoveryRepository {
kind: input.kind,
source: sourceProvider(input),
rangeKey:
input.kind === 'detail'
? input.instrumentType
: (input.rangeKey ?? ''),
input.kind === 'detail' ?
input.instrumentType :
(input.rangeKey ?? ''),
})),
},
});
@@ -176,7 +180,7 @@ export class CatalogDiscoveryRepository {
},
});
const instrument = (
value as { instrument?: TbankShare | TbankBond | null }
value as { instrument?: null | TbankBond | TbankShare }
).instrument;
if (
(input.kind === 'detail' || input.kind === 'bond-current') &&
@@ -225,9 +229,9 @@ export class CatalogDiscoveryRepository {
increment: isDeepStrictEqual(
previousAlias?.matchedUids,
matchedUids,
)
? 0
: 1,
) ?
0 :
1,
},
},
});
@@ -239,9 +243,9 @@ export class CatalogDiscoveryRepository {
source: sourceProvider(input),
kind: input.kind,
rangeKey:
input.kind === 'detail'
? input.instrumentType
: (input.rangeKey ?? ''),
input.kind === 'detail' ?
input.instrumentType :
(input.rangeKey ?? ''),
};
const previous = await tx.tbankInstrumentSource.findUnique({
where: { provider_instrumentUid_source_kind_rangeKey: key },
@@ -262,7 +266,7 @@ export class CatalogDiscoveryRepository {
}
reserve(
owner: { userId: string; revision: string },
owner: { revision: string; userId: string },
input: CatalogWork,
runId: string,
active: ReadonlySet<string>,
@@ -281,8 +285,9 @@ export class CatalogDiscoveryRepository {
previous?.state === 'running' &&
previous.processRunId === runId &&
active.has(previous.attemptId)
)
) {
return { work: previous, launch: false };
}
const data = {
attemptId: randomUUID(),
processRunId: runId,
@@ -351,9 +356,9 @@ export class CatalogDiscoveryRepository {
instrumentKind: instrument.instrumentKind,
apiTradeAvailableFlag: instrument.apiTradeAvailableFlag,
currency: instrument.currency,
brand: instrument.brand
? { logoName: instrument.brand.logoName }
: undefined,
brand: instrument.brand ?
{ logoName: instrument.brand.logoName } :
undefined,
}),
) as Prisma.InputJsonObject;
await tx.tbankInstrument.upsert({
@@ -410,9 +415,9 @@ export class CatalogDiscoveryRepository {
increment: isDeepStrictEqual(
previous?.matchedUids,
instrumentUids,
)
? 0
: 1,
) ?
0 :
1,
},
},
});
@@ -436,9 +441,9 @@ export class CatalogDiscoveryRepository {
increment: isDeepStrictEqual(
previous?.instrumentUids,
instrumentUids,
)
? 0
: 1,
) ?
0 :
1,
},
},
});
@@ -472,9 +477,9 @@ export class CatalogDiscoveryRepository {
}
function sourceProvider(input: CatalogSource) {
return input.kind === 'yield' || input.kind === 'bond-events'
? 'moex'
: input.kind === 'rating'
? 'ncr'
: 'tbank';
return input.kind === 'yield' || input.kind === 'bond-events' ?
'moex' :
input.kind === 'rating' ?
'ncr' :
'tbank';
}
@@ -1,2 +1,2 @@
export { StockIncomeService } from './stocks/application/stock-income.service';
export { BondIncomeService } from './bonds/application/bond-income.service';
export { StockIncomeService } from './stocks/application/stock-income.service';
@@ -1,11 +1,12 @@
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 { CatalogEnrichmentService } from './application/catalog-enrichment.service';
import { CandleRepository } from './infrastructure/candle.repository';
import { CatalogDiscoveryRepository } from './infrastructure/catalog-discovery.repository';
@Module({
@@ -1,5 +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';
export { CatalogEnrichmentService } from './application/catalog-enrichment.service';
export type { CatalogPayload } from './application/catalog-enrichment.service';
@@ -1,17 +1,18 @@
import { InstrumentSourcesModule } from './instrument-sources.module';
import { Module } from '@nestjs/common';
import { TbankModule } from '../../../integrations/tbank/tbank.module';
import { AuthModule } from '../../auth/auth.module';
import { PortfolioModule } from '../portfolio/portfolio.module';
import { BondCatalogService } from './bonds/application/bond-catalog.service';
import { BondIncomeService } from './bonds/application/bond-income.service';
import { BondMarketService } from './bonds/application/bond-market.service';
import { BondController } from './bonds/presentation/bond.controller';
import { BondCatalogService } from './bonds/application/bond-catalog.service';
import { InstrumentSourcesModule } from './instrument-sources.module';
import { GetStockCompanyUseCase } from './stocks/application/get-stock-company.use-case';
import { StockCatalogService } from './stocks/application/stock-catalog.service';
import { StockIncomeService } from './stocks/application/stock-income.service';
import { StockMarketService } from './stocks/application/stock-market.service';
import { StockController } from './stocks/presentation/stock.controller';
import { StockCatalogService } from './stocks/application/stock-catalog.service';
@Module({
imports: [AuthModule, TbankModule, InstrumentSourcesModule, PortfolioModule],
@@ -1,5 +1,7 @@
import { Injectable } from '@nestjs/common';
import type { TbankFundamentals } from '../../../../../integrations/tbank/tbank.api';
import { CatalogEnrichmentService } from '../../application/catalog-enrichment.service';
import {
StockCompanyResourceDto,
@@ -21,8 +23,8 @@ export class GetStockCompanyUseCase {
observe,
);
return {
data: result.values.instrument
? {
data: result.values.instrument ?
{
description: result.values.description ?? null,
metrics: metrics(
result.values.fundamentals ?? null,
@@ -30,14 +32,14 @@ export class GetStockCompanyUseCase {
),
unavailable: result.unavailable,
observedAt: result.observedAt,
}
: null,
} :
null,
meta: result.meta,
};
}
}
export function metrics(
values: TbankFundamentals | null,
values: null | TbankFundamentals,
sector?: string,
): StockMetricDto[] {
if (!values) return [];
@@ -49,30 +51,31 @@ export function metrics(
][] = [
['marketCapitalization', 'money', null],
['peRatioTtm', 'ratio', 'TTM'],
...(bank
? ([
...(bank ?
([
['priceToBookTtm', 'ratio', 'TTM'],
['roe', 'percent', null],
] as typeof selection)
: ([
] as typeof selection) :
([
['revenueTtm', 'money', 'TTM'],
['ebitdaTtm', 'money', 'TTM'],
] as typeof selection)),
['netIncomeTtm', 'money', 'TTM'],
...(!bank
? ([
...(!bank ?
([
['totalDebtMrq', 'money', 'MRQ'],
['netDebtToEbitda', 'ratio', null],
] as typeof selection)
: []),
] as typeof selection) :
[]),
];
return selection.flatMap(([key, unit, period]) => {
// eslint-disable-next-line security/detect-object-injection -- Keys come from the fixed metric selection declared above.
const value = values[key];
const currency = values.currency?.toUpperCase() || null;
return typeof value === 'number' &&
Number.isFinite(value) &&
(unit !== 'money' || currency)
? [
(unit !== 'money' || currency) ?
[
{
key,
value,
@@ -80,7 +83,7 @@ export function metrics(
period,
currency: unit === 'money' ? currency : null,
},
]
: [];
] :
[];
});
}

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