129 lines
4.5 KiB
TypeScript
129 lines
4.5 KiB
TypeScript
import { Injectable, ServiceUnavailableException } from '@nestjs/common';
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import { load } from 'cheerio';
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import { LRUCache } from 'lru-cache';
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import { ISO_DATE_LENGTH, ISO_DATE_START } from '../../common/time';
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export enum NcrErrorCode { Unavailable = 'NCR_UNAVAILABLE' }
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const EXPECTED_REGISTRY_TABLES = 1;
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const RATING_COLUMN = 2;
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const REGISTRY_CACHE_TTL_MS = 21_600_000;
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const REQUEST_TIMEOUT_MS = 10_000;
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const COLUMN_COUNT = 6;
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const ISIN_COLUMN = 3;
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const DATE_COLUMN = 5;
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const registryUrl = 'https://ratings.ru/ratings/issues/';
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export type NcrRating = {
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agency: 'NCR';
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date: string;
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observedAt: string;
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sourceUrl: string;
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status: 'active' | 'withdrawn';
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value: null | string;
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};
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@Injectable()
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export class NcrRatingsClient {
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// Public registry contains no user data. Share one download across all issues.
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private readonly cache = new LRUCache<
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string,
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Promise<Map<string, NcrRating>>
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>({ max: 1, ttl: REGISTRY_CACHE_TTL_MS });
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async rating(isin: string): Promise<NcrRating | null> {
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const key = isin.trim().toUpperCase();
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if (!/^[A-Z]{2}[A-Z0-9]{9}\d$/.test(key)) return null;
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let pending = this.cache.get('registry');
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if (!pending) {
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pending = this.registry().catch(() => {
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// Bound outage traffic too; never present a failed download as no rating.
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if (this.cache.get('registry') === pending) {
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this.cache.set('registry', pending, { ttl: 60_000 });
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}
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throw new ServiceUnavailableException({ code: NcrErrorCode.Unavailable });
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});
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this.cache.set('registry', pending);
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}
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return (await pending).get(key) ?? null;
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}
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private async registry(): Promise<Map<string, NcrRating>> {
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const response = await fetch(registryUrl, {
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signal: AbortSignal.timeout(REQUEST_TIMEOUT_MS),
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});
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if (!response.ok) throw new Error('NCR unavailable');
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const $ = load(await response.text());
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const table = $('#issues-table');
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const headings = table
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.find('thead th')
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.map((_, cell) => $(cell).text().trim())
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.get();
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if (
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table.length !== EXPECTED_REGISTRY_TABLES ||
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headings.length !== COLUMN_COUNT ||
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headings[2] !== 'Рейтинг' ||
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// eslint-disable-next-line security/detect-object-injection -- Column indexes are local numeric constants.
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headings[ISIN_COLUMN] !== 'ISIN' ||
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// eslint-disable-next-line security/detect-object-injection -- Column indexes are local numeric constants.
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headings[DATE_COLUMN] !== 'Дата'
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) {
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throw new Error('NCR registry changed');
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}
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const observedAt = new Date().toISOString();
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const result = new Map<string, NcrRating>();
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table.find('tbody tr').each((_, row) => {
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const cells = $(row).find('td');
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if (cells.length !== COLUMN_COUNT) throw new Error('NCR row changed');
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const isin = cells.eq(ISIN_COLUMN).text().trim().toUpperCase();
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// Unassigned issues cannot safely be matched to a held instrument.
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if (!/^[A-Z]{2}[A-Z0-9]{9}\d$/.test(isin)) return;
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const raw = cells.eq(RATING_COLUMN).text().replace(/\s+/g, ' ').trim();
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const withdrawn = raw.toLowerCase() === 'рейтинг отозван';
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if (
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!withdrawn &&
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!/^(?:AAA|A{1,2}[+-]?|B{1,3}[+-]?|CCC[+-]?|C{1,2}|D)\.ru$/.test(
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raw,
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)
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) {
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throw new Error('NCR rating changed');
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}
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const dateParts = /^(\d{2})\.(\d{2})\.(\d{4})$/.exec(
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cells.eq(DATE_COLUMN).text().trim(),
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);
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const href = cells.eq(ISIN_COLUMN).find('a').attr('href');
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if (!dateParts || !href || !/^\/ratings\/issues\/\d+\/$/.test(href)) {
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throw new Error('NCR identity missing');
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}
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const date = `${dateParts[3]}-${dateParts[2]}-${dateParts[1]}`;
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if (
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!Number.isFinite(Date.parse(date)) ||
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new Date(date).toISOString().slice(ISO_DATE_START, ISO_DATE_LENGTH) !== date
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) {
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throw new Error('NCR date invalid');
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}
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const rating: NcrRating = {
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agency: 'NCR',
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value: withdrawn ? null : raw,
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status: withdrawn ? 'withdrawn' : 'active',
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date,
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sourceUrl: `https://ratings.ru${href}`,
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observedAt,
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};
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const previous = result.get(isin);
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if (
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previous &&
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previous.date === date &&
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(previous.value !== rating.value || previous.status !== rating.status)
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) {
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throw new Error('NCR rating ambiguous');
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}
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if (!previous || previous.date < date) result.set(isin, rating);
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});
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if (!result.size) throw new Error('NCR registry empty');
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return result;
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}
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}
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