backend/src/modules/investments/instruments/domain/candle-coverage.ts

import { MILLISECONDS_PER_DAY } from '../../../../common/time';

const FIRST_RANGE_END_INDEX = 1;

export type CandleRange = { from: Date; to: Date };
export type CandleCoverage = CandleRange & {
  fetchedAt: Date;
  isComplete: boolean;
};
export type SavedCandle = {
  close: string;
  isComplete: boolean;
  time: string;
};
const windowDays = 365;
const tailFreshForMs = 60_000;
export function utcDay(value: Date): Date {
  return new Date(
    Math.floor(value.valueOf() / MILLISECONDS_PER_DAY) * MILLISECONDS_PER_DAY,
  );
}

// A clock transition never turns an unconfirmed range into closed coverage.
export function candleGaps(
  range: CandleRange,
  coverage: CandleCoverage[],
  now: Date,
): CandleRange[] {
  let gaps = [range];
  for (const covered of coverage) {
    if (
      !covered.isComplete &&
      (now.valueOf() - covered.fetchedAt.valueOf() >= tailFreshForMs ||
        utcDay(now).valueOf() !== utcDay(covered.fetchedAt).valueOf())
    ) {
      continue;
    }
    gaps = gaps.flatMap((gap) => {
      if (covered.to <= gap.from || covered.from >= gap.to) return [gap];
      return [
        ...(covered.from > gap.from ?
            [{ from: gap.from, to: covered.from }] :
            []),
        ...(covered.to < gap.to ? [{ from: covered.to, to: gap.to }] : []),
      ];
    });
  }
  return gaps.filter((gap) => gap.from < gap.to);
}

export function candleWindows(range: CandleRange): CandleRange[] {
  const windows: CandleRange[] = [];
  for (let start = range.from.valueOf(); start < range.to.valueOf();) {
    const end = Math.min(
      start + windowDays * MILLISECONDS_PER_DAY,
      range.to.valueOf(),
    );
    windows.push({ from: new Date(start), to: new Date(end) });
    start = end;
  }
  return windows;
}

export function confirmedCandleCoverage(
  range: CandleRange,
  candles: SavedCandle[],
  fetchedAt: Date,
): CandleCoverage[] {
  const boundaries = new Set([range.from.valueOf(), range.to.valueOf()]);
  const midnight = utcDay(fetchedAt).valueOf();
  const incompleteDays = new Set(
    candles
      .filter((candle) => !candle.isComplete)
      .map((candle) => utcDay(new Date(candle.time)).valueOf()),
  );
  for (const boundary of [
    midnight,
    ...[...incompleteDays].flatMap((day) => [day, day + MILLISECONDS_PER_DAY]),
  ]) {
    if (boundary > range.from.valueOf() && boundary < range.to.valueOf()) {
      boundaries.add(boundary);
    }
  }
  const sorted = [...boundaries].sort((a, b) => a - b);
  return sorted.slice(FIRST_RANGE_END_INDEX).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),
      to: new Date(to),
      fetchedAt,
      isComplete:
        to <= midnight && !incompleteDays.has(utcDay(new Date(from)).valueOf()),
    };
  });
}