129 lines
3.3 KiB
TypeScript
129 lines
3.3 KiB
TypeScript
import { Injectable } from '@nestjs/common';
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import type { TbankBond } from '../../../../../integrations/tbank/tbank.api';
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import {
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add,
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decimalFromString,
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divide,
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formatDecimal,
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multiply,
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subtract,
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} from '../../../../../common/decimal';
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import { ISO_DATE_LENGTH, ISO_DATE_START } from '../../../../../common/time';
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import { decimal } from '../../../../../integrations/tbank/decimal';
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import { CandleService } from '../../application/candle.service';
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import {
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CatalogEnrichmentService,
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type CatalogPayload,
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} from '../../application/catalog-enrichment.service';
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import { timestamp } from '../../application/instrument-market';
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import { money } from '../infrastructure/bond-money.mapper';
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import {
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BondCandlesQueryDto,
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BondQuoteDto,
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BondQuoteResourceDto,
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} from '../presentation/bond.dto';
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const ZERO_AMOUNT = 0n;
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const PRICE_DECIMAL_PLACES = 9;
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@Injectable()
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export class BondMarketService {
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constructor(
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private readonly history: CandleService,
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private readonly sources: CatalogEnrichmentService,
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) {}
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async quote(
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userId: string,
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uid: string,
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observe = false,
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): Promise<BondQuoteResourceDto> {
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const result = await this.sources.section(
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userId,
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'bond',
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uid,
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'quote',
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observe,
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);
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return {
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data: result.values.instrument
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? bondQuote(result.values, result.unavailable, result.observedAt)
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: null,
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meta: result.meta,
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};
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}
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candles(
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userId: string,
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uid: string,
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period: BondCandlesQueryDto['period'] = 'month',
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observe = false,
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) {
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return this.history.read(
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userId,
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{ uid, instrumentType: 'bond', period },
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observe,
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);
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}
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}
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export function bondQuote(
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values: CatalogPayload,
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unavailable: string[],
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observedAt: string,
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): BondQuoteDto {
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const { price: last, candle: previous, tradingStatus = null } = values;
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const instrument = values.instrument as TbankBond | undefined;
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const priceAt = timestamp(last?.time);
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const pricePercent = last?.price ? formatDecimal(decimal(last.price)) : null;
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const nominal = money(instrument?.nominal);
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const aci = money(instrument?.aciValue);
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const cleanPrice =
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pricePercent !== null &&
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nominal &&
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decimalFromString(nominal.value).value > ZERO_AMOUNT
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? {
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currency: nominal.currency,
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value: formatDecimal(
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divide(
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multiply(
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decimalFromString(pricePercent),
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decimalFromString(nominal.value),
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),
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decimalFromString('100'),
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PRICE_DECIMAL_PLACES,
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),
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),
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}
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: null;
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const dirtyPrice =
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cleanPrice && aci && aci.currency === cleanPrice.currency
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? {
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currency: cleanPrice.currency,
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value: formatDecimal(
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add(
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decimalFromString(cleanPrice.value),
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decimalFromString(aci.value),
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),
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),
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}
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: null;
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return {
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pricePercent,
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cleanPrice,
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aci,
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dirtyPrice,
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priceAt,
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tradingStatus,
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changePercentagePoints:
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last?.price && previous?.close
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? formatDecimal(subtract(decimal(last.price), decimal(previous.close)))
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: null,
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previousCloseDate: timestamp(previous?.time)?.slice(ISO_DATE_START, ISO_DATE_LENGTH) ?? null,
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unavailable,
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observedAt,
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};
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}
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