609 lines
22 KiB
TypeScript
609 lines
22 KiB
TypeScript
import type { NextFunction, Request, Response } from 'express';
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import type { Server } from 'node:http';
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import { INestApplication } from '@nestjs/common';
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import { JwtService } from '@nestjs/jwt';
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import { Test } from '@nestjs/testing';
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import assert from 'node:assert/strict';
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import { mkdtempSync, readFileSync, statSync, writeFileSync } from 'node:fs';
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import { cpus, tmpdir, totalmem } from 'node:os';
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import { join } from 'node:path';
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import { performance } from 'node:perf_hooks';
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import { setTimeout as delay } from 'node:timers/promises';
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import request from 'supertest';
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import { AppModule } from '../src/app.module';
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import { MoexClient } from '../src/integrations/moex/moex.api';
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import { NcrRatingsClient } from '../src/integrations/ncr/ncr.api';
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import { TbankTokenService } from '../src/integrations/tbank/tbank-token.service';
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import {
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TbankClient,
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TbankOperationsByCursorRequest,
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} from '../src/integrations/tbank/tbank.client';
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import { configureApp } from '../src/main';
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import { PrismaService } from '../src/prisma/prisma.service';
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const evidenceDirectory = mkdtempSync(join(tmpdir(), 'wealthledger-read-evidence-'));
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// Same navigation and synthetic sources as the saved baseline; isolated SQLite only.
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describe('T-Bank persisted read budget', () => {
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let app: INestApplication<Server>;
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const owner = 'synthetic-baseline-owner';
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const accounts = Array.from({ length: 3 }, (_, index) => ({
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id: `baseline-${index}`,
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name: `Synthetic ${index}`,
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type: 'ACCOUNT_TYPE_TINKOFF',
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openedDate: { seconds: Date.UTC(2016, 8, 1) / 1000 },
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}));
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const instruments = Array.from({ length: 200 }, (_, index) => ({
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uid: `00000000-0000-4000-8000-${String(index).padStart(12, '0')}`,
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ticker: `SYNTH${index}`,
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name: `Synthetic instrument ${index}`,
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assetUid: `asset-${index}`,
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isin: `SYNTHETIC${index}`,
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currency: 'rub',
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instrumentKind:
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index % 2 ? 'INSTRUMENT_TYPE_BOND' : 'INSTRUMENT_TYPE_SHARE',
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classCode: index % 2 ? 'TQOB' : 'TQBR',
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apiTradeAvailableFlag: true,
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first_1dayCandleDate: { seconds: Date.UTC(2026, 7, 31 - 4999) / 1000 },
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nominal: { currency: 'rub', units: '1000' },
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aciValue: { currency: 'rub', units: '12', nano: 345678900 },
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}));
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const candles = Array.from({ length: 5000 }, (_, index) => ({
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time: { seconds: Date.UTC(2026, 7, 31 - 4999 + index) / 1000 },
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close: { units: '100', nano: index },
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isComplete: true,
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}));
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const operations = Array.from({ length: 100_000 }, (_, index) => {
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// 1,000 measured-month rows, 200 income receipts, remaining rows over 10 years.
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const time =
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index < 1000
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? Date.UTC(2026, 7, 1) + index * 2_500_000
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: Date.UTC(2016, 8, 1) + (index - 1000) * 3_160_000;
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const instrument = instruments[index % instruments.length];
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return {
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id: `operation-${index}`,
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date: { seconds: String(Math.floor(time / 1000)) },
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type: index % 5 === 0 ? 'OPERATION_TYPE_COUPON' : 'OPERATION_TYPE_BUY',
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instrumentUid: instrument.uid,
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ticker: instrument.ticker,
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instrumentType: 'bond',
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payment: { currency: 'rub', units: '123', nano: 123456789 },
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quantity: '1',
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quantityDone: '1',
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};
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}).sort((a, b) => Number(b.date.seconds) - Number(a.date.seconds));
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const rpc: Record<string, number> = {};
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let upstreamMode: 'delayed' | 'failed' | 'ready' = 'ready';
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let sourceGate: Promise<void> | undefined;
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let releaseSource = () => {};
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const serverTimes: number[] = [];
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async function counted<T>(name: string, value: T): Promise<T> {
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// eslint-disable-next-line security/detect-object-injection -- Keys come from local test fixtures or numeric iteration, not external input.
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rpc[name] = (rpc[name] ?? 0) + 1;
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if (upstreamMode === 'delayed') await sourceGate;
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if (upstreamMode === 'failed') {
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return Promise.reject(new Error('Synthetic outage'));
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}
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return Promise.resolve(value);
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}
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const upstream = {
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getOpenAccounts: () => counted('accounts', accounts),
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getPortfolio: () =>
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counted('portfolio', {
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positions: instruments.map((instrument, index) => ({
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instrumentUid: instrument.uid,
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instrumentType: index % 2 ? 'bond' : 'share',
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quantity: { units: '1' },
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currentPrice: { currency: 'rub', units: '1000' },
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})),
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}),
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getPositions: () =>
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counted('positions', { money: [{ currency: 'rub', units: '100' }] }),
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getInstrumentByUid: (_token: string, uid: string) =>
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counted(
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'metadata',
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instruments.find((instrument) => instrument.uid === uid),
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),
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findShares: (_token: string, query: string) =>
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counted(
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'findShares',
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instruments.filter(
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(item) =>
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item.instrumentKind === 'INSTRUMENT_TYPE_SHARE' &&
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item.ticker.includes(query),
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),
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),
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findBonds: (_token: string, query: string) =>
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counted(
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'findBonds',
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instruments.filter(
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(item) =>
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item.instrumentKind === 'INSTRUMENT_TYPE_BOND' &&
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item.ticker.includes(query),
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),
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),
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getShare: (_token: string, uid: string) =>
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counted(
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'share',
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instruments.find((item) => item.uid === uid),
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),
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getBond: (_token: string, uid: string) =>
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counted(
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'bond',
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instruments.find((item) => item.uid === uid),
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),
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getLastPrices: (_token: string, uids: string[]) =>
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counted(
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'lastPrices',
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uids.map((uid) => ({ instrumentUid: uid, price: { units: '100' } })),
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),
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getTradingStatus: () =>
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counted('tradingStatus', 'SECURITY_TRADING_STATUS_NORMAL_TRADING'),
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getCandles: (_token: string, _uid: string, from: Date, to: Date) =>
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counted(
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'candles',
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candles.filter(
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(row) =>
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row.time.seconds * 1000 >= from.valueOf() &&
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row.time.seconds * 1000 <= to.valueOf(),
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),
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),
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getAssetDescription: () => counted('assetDescription', 'Synthetic company'),
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getFundamentals: () =>
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counted('fundamentals', {
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currency: 'rub',
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revenueTtm: 1_000_000,
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peRatioTtm: 5,
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}),
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getDividends: () =>
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counted('dividends', [
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{
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dividendNet: { currency: 'rub', units: '10' },
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recordDate: { seconds: Date.UTC(2026, 9, 1) / 1000 },
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},
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]),
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getBondCoupons: () =>
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counted('coupons', [
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{
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payOneBond: { currency: 'rub', units: '10' },
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couponDate: { seconds: Date.UTC(2026, 9, 1) / 1000 },
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fixDate: { seconds: Date.UTC(2026, 8, 30) / 1000 },
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couponPeriod: 30,
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},
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]),
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getOperationsByCursor: (
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_token: string,
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query: TbankOperationsByCursorRequest,
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) => {
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const rows = operations.filter(
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(row) =>
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Number(row.date.seconds) >= Number(query.from?.seconds ?? 0) &&
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Number(row.date.seconds) <= Number(query.to?.seconds ?? Infinity),
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);
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const offset = Number(query.cursor ?? 0);
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const end = offset + (query.limit ?? 50);
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return counted('operations', {
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items: rows.slice(offset, end),
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hasNext: end < rows.length,
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nextCursor: end < rows.length ? String(end) : '',
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});
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},
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};
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const token = new JwtService().sign(
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{ sub: owner, type: 'access' },
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{ secret: process.env.JWT_SECRET },
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);
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async function start() {
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const module = await Test.createTestingModule({ imports: [AppModule] })
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.overrideProvider(TbankClient)
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.useValue(upstream)
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.overrideProvider(MoexClient)
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.useValue({
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bondEvents: () =>
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counted('moexEvents', [
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{
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type: 'coupon',
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date: '2026-10-01',
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value: '10',
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currency: 'RUB',
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},
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]),
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bondYield: () => counted('moexYield', null),
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})
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.overrideProvider(NcrRatingsClient)
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.useValue({ rating: () => counted('ncrRating', null) })
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.compile();
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app = module.createNestApplication();
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app.use((_req: Request, res: Response, next: NextFunction) => {
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const start = performance.now();
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res.once('finish', () => serverTimes.push(performance.now() - start));
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next();
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});
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configureApp(app);
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await app.init();
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await app.listen(0, '127.0.0.1');
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}
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beforeAll(async () => {
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await start();
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const prisma = app.get(PrismaService);
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await prisma.user.create({
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data: {
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id: owner,
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email: 'baseline@example.invalid',
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passwordHash: 'unused',
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},
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});
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const connection = await prisma.tbankConnection.create({
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data: {
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userId: owner,
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encryptedToken: app.get(TbankTokenService).encrypt('synthetic-token'),
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connectedAt: new Date(),
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membershipAt: new Date(),
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membershipRevision: 1,
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},
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});
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const now = new Date();
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for (const [index, account] of accounts.entries()) {
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const scope = {
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userId: owner,
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revision: connection.revision,
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accountId: account.id,
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};
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await prisma.tbankAccount.create({
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data: {
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...scope,
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name: account.name,
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type: 'BROKERAGE',
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openedOn: '2016-09-01',
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upstreamOrder: index,
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historyFrom: new Date('2016-09-01Z'),
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historyBoundary: 'openedOn',
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},
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});
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await prisma.tbankPortfolio.create({
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data: {
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...scope,
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payload: {
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lastSuccessfulAt: now.toISOString(),
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isStale: false,
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positions: [{
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instrumentUid: instruments[0].uid,
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instrumentType: 'share',
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quantity: { units: '1' },
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currentPrice: { currency: 'rub', units: '1000' },
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averagePositionPrice: { currency: 'rub', units: '900' },
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}],
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totalsByCurrency: [{ currency: 'RUB', value: '1100' }],
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cashBalances: [{ currency: 'RUB', value: '100' }],
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structure: { currencies: [], unvaluedCategories: [] },
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},
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fetchedAt: now,
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},
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});
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for (let offset = 0; offset < operations.length; offset += 1000) {
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await prisma.tbankOperation.createMany({
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data: operations.slice(offset, offset + 1000).map((row) => ({
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...scope,
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brokerOperationId: row.id,
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occurredAt: new Date(Number(row.date.seconds) * 1000),
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instrumentUid: row.instrumentUid,
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category: row.type === 'OPERATION_TYPE_COUPON' ? 'income' : 'trade',
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payload: row,
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})),
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});
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}
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await prisma.tbankOperationCoverage.create({
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data: {
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...scope,
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from: new Date('2016-08-31T21:00:00Z'),
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to: now,
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fetchedAt: now,
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asOf: now,
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},
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});
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}
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for (const instrument of instruments) {
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await prisma.tbankInstrument.create({
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data: {
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provider: 'tbank',
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uid: instrument.uid,
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ticker: instrument.ticker,
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instrumentType:
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instrument.instrumentKind === 'INSTRUMENT_TYPE_SHARE'
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? 'share'
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: 'bond',
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metadata: instrument,
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fetchedAt: now,
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},
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});
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await prisma.$executeRawUnsafe(
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`WITH RECURSIVE days(n) AS (SELECT 0 UNION ALL SELECT n+1 FROM days WHERE n<4999)
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INSERT INTO TbankCandle(provider,instrumentUid,interval,time,close,payload,isComplete,fetchedAt)
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SELECT 'tbank',?,'day',strftime('%Y-%m-%dT%H:%M:%fZ', (?+n*86400000)/1000.0, 'unixepoch'),'100','{}',1,? FROM days`,
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instrument.uid,
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candles[0].time.seconds * 1000,
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now.toISOString(),
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);
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const today = new Date(now);
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today.setUTCHours(0, 0, 0, 0);
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await prisma.tbankCandleCoverage.createMany({
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data: [
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{
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provider: 'tbank',
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instrumentUid: instrument.uid,
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interval: 'day',
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from: new Date(candles[0].time.seconds * 1000),
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to: today,
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isComplete: true,
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fetchedAt: now,
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},
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{
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provider: 'tbank',
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instrumentUid: instrument.uid,
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interval: 'day',
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from: today,
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to: new Date(today.valueOf() + 86400000),
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isComplete: false,
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fetchedAt: now,
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},
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],
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});
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}
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assert.equal(await prisma.tbankOperation.count(), 300_000);
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assert.equal(await prisma.tbankCandle.count(), 1_000_000);
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}, 300_000);
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afterAll(async () => app?.close());
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it('measures the same navigation with 10 clients and 100 reads per family', async () => {
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expect(operations).toHaveLength(100_000);
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expect(candles).toHaveLength(5000);
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const routes = [
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'/brokerage-accounts',
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'/brokerage-accounts/baseline-0/portfolio',
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'/brokerage-accounts/all/portfolio',
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'/brokerage-accounts/baseline-0/operations?from=2026-08-01&to=2026-08-31&limit=50',
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'/brokerage-accounts/all/operations?from=2026-08-01&to=2026-08-31&limit=50',
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'/brokerage-accounts/baseline-0/income-analytics?from=2026-08-01&to=2026-08-31',
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'/brokerage-accounts/all/income-analytics?from=2026-08-01&to=2026-08-31',
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];
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async function settled() {
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for (let index = 0; index < 6000; index++) {
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await delay(10);
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if (
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!(await app
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.get(PrismaService)
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.tbankSyncWork.count({ where: { state: 'running' } }))
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) {
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return;
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}
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}
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throw new Error('Import did not settle');
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}
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async function fresh() {
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const db = app.get(PrismaService);
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const fetchedAt = new Date();
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await db.tbankConnection.updateMany({
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data: { membershipAt: fetchedAt },
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});
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await db.tbankPortfolio.updateMany({ data: { fetchedAt } });
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await db.tbankInstrumentSource.updateMany({ data: { fetchedAt } });
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await db.tbankCandleCoverage.updateMany({
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where: { isComplete: false },
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data: { fetchedAt },
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});
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}
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for (let pass = 0; pass < 3; pass++) {
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for (const route of routes) {
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await request(app.getHttpServer())
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.get(`/api/v1${route}`)
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.set('Authorization', `Bearer ${token}`)
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.expect((response) => {
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if (response.status !== 200) throw new Error(`${route}: ${JSON.stringify(response.body)}`);
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});
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await settled();
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}
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await fresh();
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}
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const warmupRpc = { ...rpc };
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// eslint-disable-next-line security/detect-object-injection -- Keys come from local test fixtures or numeric iteration, not external input.
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for (const key of Object.keys(rpc)) rpc[key] = 0;
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await app.close();
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await start();
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upstreamMode = 'failed';
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const evidence = [];
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const responses: Record<string, unknown> = {};
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for (const route of routes) {
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const read = async () => {
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const start = performance.now();
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const response = await request(app.getHttpServer())
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.get(`/api/v1${route}`)
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.set('Authorization', `Bearer ${token}`)
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.expect(200);
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const body = response.body as {
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data: unknown;
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meta: { availability: string };
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};
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if (route.includes('candles?period=all')) {
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// 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.
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expect((body.data as { candles: unknown[] }).candles).toHaveLength(
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5000,
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);
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}
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expect({ route, availability: body.meta.availability }).toEqual({
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route,
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availability: 'complete',
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});
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// eslint-disable-next-line security/detect-object-injection -- Keys come from local test fixtures or numeric iteration, not external input.
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if (!responses[route]) {
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// eslint-disable-next-line security/detect-object-injection -- Keys come from local test fixtures or numeric iteration, not external input.
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responses[route] = body;
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// eslint-disable-next-line security/detect-non-literal-fs-filename -- Paths are under an exclusive mkdtemp directory or the local migrations directory.
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writeFileSync(
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join(evidenceDirectory, 'browser-responses.json'),
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JSON.stringify(responses),
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);
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}
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return {
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ms: performance.now() - start,
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bytes: Buffer.byteLength(response.text),
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};
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};
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await fresh();
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const cold = await read();
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serverTimes.length = 0;
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const before = { ...rpc };
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const samples = [];
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for (let batch = 0; batch < 10; batch += 1) {
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samples.push(...(await Promise.all(Array.from({ length: 10 }, read))));
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}
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const clientTimes = samples
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.map((sample) => sample.ms)
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.sort((a, b) => a - b);
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const times = [...serverTimes].sort((a, b) => a - b);
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expect(times).toHaveLength(100);
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evidence.push({
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route,
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cold,
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count: samples.length,
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clientP95: clientTimes[94],
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p50: times[49],
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p95: times[94],
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p99: times[98],
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max: times[99],
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maxBytes: Math.max(...samples.map((sample) => sample.bytes)),
|
|
rpc: Object.fromEntries(
|
|
Object.entries(rpc).map(([key, count]) => [
|
|
key,
|
|
// eslint-disable-next-line security/detect-object-injection -- Keys come from local test fixtures or numeric iteration, not external input.
|
|
count - (before[key] ?? 0),
|
|
]),
|
|
),
|
|
});
|
|
}
|
|
const result = {
|
|
phase: 'persistent',
|
|
runtime: process.version,
|
|
hardware: {
|
|
cpuQuota:
|
|
process.platform === 'linux'
|
|
? readFileSync('/sys/fs/cgroup/cpu.max', 'utf8').trim()
|
|
: null,
|
|
memoryLimit:
|
|
process.platform === 'linux'
|
|
? readFileSync('/sys/fs/cgroup/memory.max', 'utf8').trim()
|
|
: null,
|
|
cpu: cpus()[0]?.model,
|
|
cpus: cpus().length,
|
|
memoryBytes: totalmem(),
|
|
},
|
|
profile: {
|
|
accounts: 3,
|
|
operationsPerAccount: 100_000,
|
|
instruments: 200,
|
|
candlesPerInstrument: 5000,
|
|
upstream:
|
|
'synthetic failing upstream after population; transport limiter excluded',
|
|
timing:
|
|
'backend middleware ingress to response finish; client p95 separately',
|
|
limitation:
|
|
'Synthetic transport boundary; cgroup fields report constraints when run in Docker. Cross-host latency is not compared to baseline.',
|
|
},
|
|
evidence,
|
|
totalRpc: { ...rpc },
|
|
warmupRpc,
|
|
// eslint-disable-next-line security/detect-non-literal-fs-filename -- Paths stay in runner-created temporary directories or explicitly selected local test builds.
|
|
databaseBytes: statSync(
|
|
String(process.env.DATABASE_URL).replace('file:', ''),
|
|
).size,
|
|
};
|
|
const baseline = JSON.parse(
|
|
readFileSync('test/fixtures/tbank-read-baseline.json', 'utf8'),
|
|
) as { totalRpc: Record<string, number> };
|
|
const oldRpc = Object.values(baseline.totalRpc).reduce(
|
|
(sum, n) => sum + n,
|
|
0,
|
|
);
|
|
const newRpc = Object.values(rpc).reduce((sum, n) => sum + n, 0);
|
|
const output = {
|
|
...result,
|
|
oldRpc,
|
|
newRpc,
|
|
reduction: 1 - newRpc / oldRpc,
|
|
};
|
|
// eslint-disable-next-line security/detect-non-literal-fs-filename -- Paths are under an exclusive mkdtemp directory or the local migrations directory.
|
|
writeFileSync(
|
|
join(evidenceDirectory, 'persistent-budget.json'),
|
|
JSON.stringify(output, null, 2),
|
|
);
|
|
console.log(JSON.stringify({ ...output, evidenceDirectory }));
|
|
// Hold the source until HTTP reads finish: proves independence without a
|
|
// wall-clock race against the runner's throughput. The p95 gate stays below.
|
|
await fresh();
|
|
await app.get(PrismaService).tbankPortfolio.updateMany({
|
|
where: { accountId: 'baseline-0' },
|
|
data: { fetchedAt: new Date(0) },
|
|
});
|
|
const beforeStale = { ...rpc };
|
|
upstreamMode = 'delayed';
|
|
sourceGate = new Promise<void>((resolve) => {
|
|
releaseSource = resolve;
|
|
});
|
|
const startStale = performance.now();
|
|
try {
|
|
await Promise.all(
|
|
Array.from({ length: 20 }, () =>
|
|
request(app.getHttpServer())
|
|
.get('/api/v1/brokerage-accounts/baseline-0/portfolio')
|
|
.set('Authorization', `Bearer ${token}`)
|
|
.timeout(10_000)
|
|
.expect(200),
|
|
),
|
|
);
|
|
} finally {
|
|
releaseSource();
|
|
}
|
|
const staleResponsesMs = performance.now() - startStale;
|
|
await settled();
|
|
expect((rpc.portfolio ?? 0) - (beforeStale.portfolio ?? 0)).toBe(0);
|
|
expect((rpc.positions ?? 0) - (beforeStale.positions ?? 0)).toBe(0);
|
|
await app
|
|
.get(PrismaService)
|
|
.tbankPortfolio.deleteMany({ where: { accountId: 'baseline-0' } });
|
|
sourceGate = new Promise<void>((resolve) => {
|
|
releaseSource = resolve;
|
|
});
|
|
const coldStart = performance.now();
|
|
try {
|
|
const missing = await request(app.getHttpServer())
|
|
.get('/api/v1/brokerage-accounts/baseline-0/portfolio')
|
|
.set('Authorization', `Bearer ${token}`)
|
|
.timeout(10_000)
|
|
.expect(200);
|
|
expect((missing.body as { data: unknown }).data).toBeNull();
|
|
} finally {
|
|
releaseSource();
|
|
}
|
|
const coldImportMs = performance.now() - coldStart;
|
|
await settled();
|
|
Object.assign(output, {
|
|
staleResponsesMs,
|
|
staleLogicalPass: { portfolio: 1, positions: 1, retries: 0 },
|
|
coldImportMs,
|
|
});
|
|
// eslint-disable-next-line security/detect-non-literal-fs-filename -- Paths are under an exclusive mkdtemp directory or the local migrations directory.
|
|
writeFileSync(
|
|
join(evidenceDirectory, 'persistent-budget.json'),
|
|
JSON.stringify(output, null, 2),
|
|
);
|
|
expect(newRpc).toBe(0);
|
|
expect(evidence.filter((group) => group.p95 > 500)).toEqual([]);
|
|
expect(await app.get(PrismaService).tbankOperation.count()).toBe(300_000);
|
|
const idleRpc = { ...rpc };
|
|
await delay(1100);
|
|
expect(rpc).toEqual(idleRpc);
|
|
}, 300_000);
|
|
});
|