Files
backend/src/modules/investments/instruments/stocks/application/stock-screener.service.ts
T
ksv741 7d10ef8adf
Backend verify / commits (pull_request) Successful in 28s
Backend verify / security (pull_request) Successful in 11s
Backend verify / verify (pull_request) Successful in 4m45s
feat: add stock screener
2026-10-11 11:18:21 +03:00

141 lines
5.2 KiB
TypeScript

import {
BadRequestException,
Inject,
Injectable,
NotFoundException,
ServiceUnavailableException,
} from '@nestjs/common';
import { randomUUID } from 'node:crypto';
import type { TbankShare } from '../../../../../integrations/tbank/tbank-market.types';
import { StructuredLogger } from '../../../../../common/logging/structured-logger.service';
import { TbankClient } from '../../../../../integrations/tbank/tbank.client';
import {
selectStockScreenerInstruments,
type StockScreenerConditions,
} from '../domain/stock-screener-selection.rules';
const MAX_SNAPSHOTS = 100;
const PAGE_SIZE = 30;
const MIN_PAGE = 1;
const MINIMUM_SNAPSHOT_COUNT = 1;
const SECONDS_PER_MINUTE = 60;
const SNAPSHOT_TTL_MINUTES = 5;
const MILLISECONDS_PER_SECOND = 1_000;
const SNAPSHOT_TTL_MS = SNAPSHOT_TTL_MINUTES * SECONDS_PER_MINUTE * MILLISECONDS_PER_SECOND;
const UUID_PATTERN = /^[0-9a-f]{8}-[0-9a-f]{4}-[1-5][0-9a-f]{3}-[89ab][0-9a-f]{3}-[0-9a-f]{12}$/i;
type StockScreenerItem = {
countryOfRisk: null | string;
currency: null | string;
instrumentUid: string;
isin: null | string;
logoName: null | string;
lot: null | number;
name: string;
realExchange: null | string;
sector: null | string;
shareType: null | string;
ticker: null | string;
};
type StockScreenerPage = {
asOf: string;
hasNext: boolean;
items: StockScreenerItem[];
page: number;
searchId: string;
};
type Snapshot = { asOf: string; expiresAt: number; items: StockScreenerItem[]; revision: string; userId: string };
type TbankAccess = {
current(userId: string): Promise<{ revision: string; token: string }>;
local(userId: string): Promise<{ revision: string }>;
};
@Injectable()
export class StockScreenerService {
private readonly snapshots = new Map<string, Snapshot>();
constructor(
@Inject('TBANK_ACCESS') private readonly access: TbankAccess,
private readonly client: TbankClient,
private readonly logger: StructuredLogger,
) {}
async search(userId: string, conditions: StockScreenerConditions): Promise<StockScreenerPage> {
const connection = await this.access.current(userId);
const instruments = await this.client.getAllShares(connection.token);
const asOf = new Date().toISOString();
const selected = selectStockScreenerInstruments({ asOf: new Date(asOf), instruments }, conditions)
.instruments.map((instrument) => this.item(instrument));
const searchId = randomUUID();
this.evict();
this.snapshots.set(searchId, {
asOf,
expiresAt: Date.now() + SNAPSHOT_TTL_MS,
items: selected,
revision: connection.revision,
userId,
});
this.logger.event('info', 'stock.screener.search.completed', { asOf, count: selected.length, operation: 'stock-screener-search' });
return this.result(searchId, this.snapshots.get(searchId) as Snapshot, MIN_PAGE);
}
async page(userId: string, searchId: string, page: number): Promise<StockScreenerPage> {
const snapshot = this.snapshots.get(searchId);
if (!snapshot || snapshot.expiresAt <= Date.now()) {
this.snapshots.delete(searchId);
this.logger.event('info', 'stock.screener.result.missing', { operation: 'stock-screener-read' });
throw new NotFoundException();
}
if (snapshot.userId !== userId) {
this.logger.event('warn', 'stock.screener.result.rejected', { operation: 'stock-screener-read' });
throw new NotFoundException();
}
const current = await this.access.local(userId);
if (snapshot.revision !== current.revision) {
this.logger.event('warn', 'stock.screener.result.rejected', { operation: 'stock-screener-read' });
throw new NotFoundException();
}
return this.result(searchId, snapshot, page);
}
private result(searchId: string, snapshot: Snapshot, page: number): StockScreenerPage {
const start = (page - MIN_PAGE) * PAGE_SIZE;
if (!Number.isInteger(page) || page < MIN_PAGE || (start >= snapshot.items.length && !(page === MIN_PAGE && !snapshot.items.length))) {
throw new BadRequestException();
}
const items = snapshot.items.slice(start, start + PAGE_SIZE);
return { asOf: snapshot.asOf, hasNext: start + PAGE_SIZE < snapshot.items.length, items, page, searchId };
}
private item(instrument: TbankShare): StockScreenerItem {
if (!instrument.uid || !UUID_PATTERN.test(instrument.uid) || !instrument.name?.trim()) {
throw new ServiceUnavailableException();
}
return {
countryOfRisk: instrument.countryOfRisk ?? null,
currency: instrument.currency ?? null,
instrumentUid: instrument.uid,
isin: instrument.isin ?? null,
lot: instrument.lot ?? null,
logoName: instrument.brand?.logoName?.trim() || null,
name: instrument.name,
realExchange: instrument.realExchange ?? null,
sector: instrument.sector ?? null,
shareType: instrument.shareType ?? null,
ticker: instrument.ticker ?? null,
};
}
private evict(): void {
for (const [searchId, snapshot] of this.snapshots) {
if (snapshot.expiresAt <= Date.now()) this.snapshots.delete(searchId);
}
while (this.snapshots.size >= MAX_SNAPSHOTS) {
const searchId = this.snapshots.keys().next().value;
if (searchId && this.snapshots.size >= MINIMUM_SNAPSHOT_COUNT) this.snapshots.delete(searchId);
}
}
}