package lkgateway // Модуль «НПР / УДС» — риск-монитор клиентов маржинальной торговли поверх базы // экспорта QUIK (quik_export, схема npr). Перенесён «как есть» с 10.10.10.23 // (FastAPI ui/app.py) 14.09.2026; читает базу логином только для чтения. // Включается настройкой NPR.Enabled и лицензионным признаком "npr". import ( "context" "embed" "encoding/csv" "encoding/json" "fmt" "io/fs" "log" "math" "net/http" "strconv" "strings" "sync" "time" "github.com/jackc/pgx/v5" "github.com/jackc/pgx/v5/pgxpool" ) //go:embed web/static/npr/* var nprStaticFS embed.FS // NPRSettings — модуль НПР/УДС. type NPRSettings struct { Enabled bool `json:"enabled"` DSN string `json:"dsn"` // postgres://quik_ro:...@host:5432/quik_export } func (r *RuntimeConfig) UpdateNPR(s NPRSettings) error { r.mu.Lock() r.data.NPR = s r.data.UpdatedAt = time.Now().UTC() r.mu.Unlock() return r.save() } // nprAvailable — модуль включён в настройках и разрешён лицензией. func nprAvailable(rc *RuntimeConfig) bool { if rc == nil { return false } s := rc.Snapshot().NPR return s.Enabled && strings.TrimSpace(s.DSN) != "" && moduleAllowed(rc, "npr") } var ( nprPoolMu sync.Mutex nprPool *pgxpool.Pool nprPoolDSN string ) func nprDB(rc *RuntimeConfig) (*pgxpool.Pool, error) { dsn := strings.TrimSpace(rc.Snapshot().NPR.DSN) if dsn == "" { return nil, fmt.Errorf("модуль НПР: не задано подключение к базе экспорта QUIK") } nprPoolMu.Lock() defer nprPoolMu.Unlock() if nprPool != nil && nprPoolDSN == dsn { return nprPool, nil } if nprPool != nil { nprPool.Close() nprPool = nil } cfg, err := pgxpool.ParseConfig(dsn) if err != nil { return nil, err } cfg.MaxConns = 5 ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second) defer cancel() p, err := pgxpool.NewWithConfig(ctx, cfg) if err != nil { return nil, err } nprPool, nprPoolDSN = p, dsn return p, nil } var nprMSK = time.FixedZone("MSK", 3*3600) var nprSort = map[string]string{ "uds_asc": "uds ASC NULLS LAST, client_code ASC", "uds_desc": "uds DESC NULLS LAST, client_code ASC", "client_asc": "client_code ASC", "client_desc": "client_code DESC", "ts_desc": "ts DESC", } var nprTabs = map[string]string{ // Маржинальный риск: клиенты с реально открытыми позициями. "margin": "COALESCE(init_margin,0) > 0 OR COALESCE(min_margin,0) > 0", // Дебиторская задолженность: позиций нет, но портфель в минусе. "debt": "COALESCE(init_margin,0) = 0 AND COALESCE(min_margin,0) = 0 AND COALESCE(portfolio_value,0) < 0", } type nprRow struct { ClientCode, MarginType, UDSFlag string UDS, RCV1, RCV2, MarginReq *float64 PortfolioValue *float64 InitMargin, MinMargin, CorrMargin *float64 Status, RiskLevel *int TS time.Time Zone string } func (r nprRow) Class() string { switch { case r.UDSFlag == "CALL" || (r.UDS != nil && *r.UDS < 1): return "row-call" case r.UDS != nil && *r.UDS < 1.5: return "row-warn" case r.UDSFlag == "INF": return "row-inf" } return "" } func (r nprRow) Badge() (cls, text string) { switch { case r.UDSFlag == "CALL": return "badge-call", "МАРЖИН-КОЛЛ" case r.UDSFlag == "INF": return "badge-inf", "∞ избыточно" case r.UDS != nil && *r.UDS < 1: return "badge-call", "маржин-колл" case r.UDS != nil && *r.UDS < 1.5: return "badge-warn", "внимание" case r.UDS != nil: return "badge-ok", "норма" } return "", "—" } func (r nprRow) BadgeClass() string { c, _ := r.Badge(); return c } func (r nprRow) BadgeText() string { _, t := r.Badge(); return t } func nprF(v *float64) string { if v == nil || math.IsNaN(*v) { return "—" } return strings.ReplaceAll(strconv.FormatFloat(*v, 'f', 2, 64), ".", ",") } func nprI(v *int) string { if v == nil { return "" } return strconv.Itoa(*v) } func nprParseF(s string) *float64 { s = strings.TrimSpace(strings.ReplaceAll(s, ",", ".")) if s == "" { return nil } f, err := strconv.ParseFloat(s, 64) if err != nil { return nil } return &f } func nprWhere(q string, mt []string, umn, umx *float64, onlyCalls bool, tab string) (string, []any) { var cl []string var params []any cl = append(cl, "("+nprTabs[tab]+")") if q != "" { params = append(params, "%"+q+"%") cl = append(cl, fmt.Sprintf("client_code ILIKE $%d", len(params))) } if len(mt) > 0 { params = append(params, mt) cl = append(cl, fmt.Sprintf("margin_type = ANY($%d)", len(params))) } if umn != nil { params = append(params, *umn) cl = append(cl, fmt.Sprintf("uds >= $%d", len(params))) } if umx != nil { params = append(params, *umx) cl = append(cl, fmt.Sprintf("uds <= $%d", len(params))) } if onlyCalls { cl = append(cl, "uds IS NOT NULL AND uds < 1") } return strings.Join(cl, " AND "), params } func scanNPR(rows pgx.Rows) ([]nprRow, int, error) { var out []nprRow total := 0 for rows.Next() { var r nprRow var mt, fl *string var zone *string if err := rows.Scan(&r.ClientCode, &mt, &r.UDS, &fl, &r.RCV1, &r.RCV2, &r.MarginReq, &r.PortfolioValue, &r.InitMargin, &r.MinMargin, &r.CorrMargin, &r.Status, &r.RiskLevel, &r.TS, &zone, &total); err != nil { return nil, 0, err } if mt != nil { r.MarginType = *mt } if fl != nil { r.UDSFlag = *fl } if zone != nil { r.Zone = *zone } out = append(out, r) } return out, total, rows.Err() } const nprCols = `client_code, margin_type, uds::float8, uds_flag, rcv1::float8, rcv2::float8, margin_requirement::float8, portfolio_value::float8, init_margin::float8, min_margin::float8, corrected_margin::float8, status, risk_level, ts, zone` func nprParsePeriod(hours int, from, to string) (time.Time, time.Time, bool) { parse := func(s string) (time.Time, bool) { for _, f := range []string{"2006-01-02T15:04", "2006-01-02T15:04:05", "2006-01-02 15:04", "2006-01-02"} { if t, err := time.ParseInLocation(f, s, nprMSK); err == nil { return t, true } } return time.Time{}, false } now := time.Now() tf, okf := parse(from) tt, okt := parse(to) if okf || okt { if !okf { tf = now.Add(-2 * 365 * 24 * time.Hour) } if !okt { tt = now } return tf, tt, true } if hours <= 0 { hours = 24 } return now.Add(-time.Duration(hours) * time.Hour), now, false } // registerNPR — маршруты модуля. func registerNPR(mux *http.ServeMux, a *admin, rc *RuntimeConfig) { sub, _ := fs.Sub(nprStaticFS, "web/static/npr") mux.Handle("/admin/npr/static/", http.StripPrefix("/admin/npr/static/", http.FileServer(http.FS(sub)))) guard := func(w http.ResponseWriter, r *http.Request) (*pgxpool.Pool, bool) { if !nprAvailable(rc) { http.Error(w, "модуль «НПР / УДС» не включён или не входит в лицензию", http.StatusForbidden) return nil, false } p, err := nprDB(rc) if err != nil { http.Error(w, "модуль НПР: "+err.Error(), http.StatusServiceUnavailable) return nil, false } return p, true } qp := func(r *http.Request) (q string, mt []string, umn, umx *float64, onlyCalls bool, sort, tab string, page int) { v := r.URL.Query() q = strings.TrimSpace(v.Get("q")) for _, m := range v["mt"] { if m = strings.TrimSpace(m); m != "" { mt = append(mt, m) } } umn, umx = nprParseF(v.Get("umn")), nprParseF(v.Get("umx")) onlyCalls = v.Get("only_calls") == "true" || v.Get("only_calls") == "on" sort = v.Get("sort") if _, ok := nprSort[sort]; !ok { sort = "uds_asc" } tab = v.Get("tab") if _, ok := nprTabs[tab]; !ok { tab = "margin" } page, _ = strconv.Atoi(v.Get("page")) if page < 1 { page = 1 } return } mux.HandleFunc("/admin/npr", func(w http.ResponseWriter, r *http.Request) { if _, ok := guard(w, r); !ok { return } q, mt, _, _, onlyCalls, sort, tab, pg := qp(r) data := struct { page Q, Sort, Tab string MT []string UMN, UMX string OnlyCalls bool Page int }{nowPage("НПР / УДС", "npr"), q, sort, tab, mt, r.URL.Query().Get("umn"), r.URL.Query().Get("umx"), onlyCalls, pg} render(w, a.npr, data) }) mux.HandleFunc("/admin/npr/rows", func(w http.ResponseWriter, r *http.Request) { p, ok := guard(w, r) if !ok { return } q, mt, umn, umx, onlyCalls, sort, tab, page := qp(r) limit := 30 where, params := nprWhere(q, mt, umn, umx, onlyCalls, tab) params = append(params, limit, (page-1)*limit) sql := fmt.Sprintf(`WITH per_client AS ( SELECT DISTINCT ON (client_code) %s FROM npr.v_current ORDER BY client_code, (COALESCE(abs(rcv1),0) + COALESCE(abs(rcv2),0)) DESC) SELECT %s, count(*) OVER () AS total FROM per_client WHERE %s ORDER BY %s LIMIT $%d OFFSET $%d`, nprCols, nprCols, where, nprSort[sort], len(params)-1, len(params)) ctx, cancel := context.WithTimeout(r.Context(), 20*time.Second) defer cancel() rows, err := p.Query(ctx, sql, params...) if err != nil { http.Error(w, err.Error(), 500) return } list, total, err := scanNPR(rows) rows.Close() if err != nil { http.Error(w, err.Error(), 500) return } pages := (total + limit - 1) / limit w.Header().Set("Content-Type", "text/html; charset=utf-8") w.Header().Set("Cache-Control", "no-store") _ = a.nprRows.ExecuteTemplate(w, "npr_rows", map[string]any{"Rows": list, "Total": total, "Page": page, "Pages": pages, "HasNext": total > page*limit}) }) mux.HandleFunc("/admin/npr/api/summary", func(w http.ResponseWriter, r *http.Request) { p, ok := guard(w, r) if !ok { return } tab := r.URL.Query().Get("tab") if _, ok := nprTabs[tab]; !ok { tab = "margin" } ctx, cancel := context.WithTimeout(r.Context(), 20*time.Second) defer cancel() var total, below1, below0, calls, inf, warn, okc, tabM, tabD int64 err := p.QueryRow(ctx, `WITH per_client AS (SELECT DISTINCT ON (client_code) client_code, uds, uds_flag, zone, init_margin, min_margin, portfolio_value FROM npr.v_current WHERE `+nprTabs[tab]+` ORDER BY client_code, (COALESCE(abs(rcv1),0) + COALESCE(abs(rcv2),0)) DESC) SELECT count(*), count(*) FILTER (WHERE uds IS NOT NULL AND uds < 1), count(*) FILTER (WHERE uds IS NOT NULL AND uds < 0), count(*) FILTER (WHERE zone='CALL'), count(*) FILTER (WHERE zone='INF'), count(*) FILTER (WHERE zone='WARN'), count(*) FILTER (WHERE zone='OK') FROM per_client`). Scan(&total, &below1, &below0, &calls, &inf, &warn, &okc) if err == nil { err = p.QueryRow(ctx, `SELECT count(DISTINCT client_code) FILTER (WHERE `+nprTabs["margin"]+`), count(DISTINCT client_code) FILTER (WHERE `+nprTabs["debt"]+`) FROM npr.v_current`).Scan(&tabM, &tabD) } if err != nil { http.Error(w, err.Error(), 500) return } w.Header().Set("Content-Type", "application/json") _ = json.NewEncoder(w).Encode(map[string]any{"total": total, "below_one": below1, "below_zero": below0, "calls": calls, "inf": inf, "warn": warn, "ok": okc, "tab_margin": tabM, "tab_debt": tabD, "tab": tab}) }) mux.HandleFunc("/admin/npr/api/freshness", func(w http.ResponseWriter, r *http.Request) { p, ok := guard(w, r) if !ok { return } ctx, cancel := context.WithTimeout(r.Context(), 20*time.Second) defer cancel() var lastTick *time.Time var ticks int64 _ = p.QueryRow(ctx, "SELECT last_tick, tick_count FROM npr.heartbeat WHERE id=1").Scan(&lastTick, &ticks) var lastTS *time.Time var total, hour, day int64 _ = p.QueryRow(ctx, `SELECT max(ts), count(*), count(*) FILTER (WHERE ts >= NOW() - INTERVAL '1 hour'), count(*) FILTER (WHERE ts >= NOW() - INTERVAL '24 hours') FROM npr.history`).Scan(&lastTS, &total, &hour, &day) out := map[string]any{"last_tick": nil, "tick_count": ticks, "last_event_ts": nil, "total_rows": total, "events_last_hour": hour, "events_last_24h": day, "server_now": time.Now().Format(time.RFC3339)} if lastTick != nil { out["last_tick"] = lastTick.Format(time.RFC3339) } if lastTS != nil { out["last_event_ts"] = lastTS.Format(time.RFC3339) } w.Header().Set("Content-Type", "application/json") _ = json.NewEncoder(w).Encode(out) }) mux.HandleFunc("/admin/npr/c/", func(w http.ResponseWriter, r *http.Request) { p, ok := guard(w, r) if !ok { return } rest := strings.TrimPrefix(r.URL.Path, "/admin/npr/c/") code := rest sub := "" if i := strings.Index(rest, "/"); i >= 0 { code, sub = rest[:i], rest[i+1:] } if code == "" { http.NotFound(w, r) return } hours, _ := strconv.Atoi(r.URL.Query().Get("hours")) tf, tt, custom := nprParsePeriod(hours, r.URL.Query().Get("dt_from"), r.URL.Query().Get("dt_to")) if hours <= 0 { hours = 24 } ctx, cancel := context.WithTimeout(r.Context(), 30*time.Second) defer cancel() switch sub { case "series": rows, err := p.Query(ctx, "SELECT ts, rcv1::float8, rcv2::float8, uds::float8 FROM npr.v_npr WHERE client_code=$1 AND ts BETWEEN $2 AND $3 ORDER BY ts", code, tf, tt) if err != nil { http.Error(w, err.Error(), 500) return } defer rows.Close() labels, r1, r2, u := []string{}, []*float64{}, []*float64{}, []*float64{} for rows.Next() { var ts time.Time var a, b, c *float64 if rows.Scan(&ts, &a, &b, &c) == nil { labels = append(labels, ts.Format(time.RFC3339)) r1, r2, u = append(r1, a), append(r2, b), append(u, c) } } w.Header().Set("Content-Type", "application/json") _ = json.NewEncoder(w).Encode(map[string]any{"labels": labels, "rcv1": r1, "rcv2": r2, "uds": u}) return case "export.csv": rows, err := p.Query(ctx, `SELECT h.ts, h.firm_id, h.client_code, COALESCE(h.margin_type,''), h.rcv1::float8, h.rcv2::float8, CASE WHEN h.funds_level >= 9.99 THEN NULL ELSE h.funds_level::float8 END, CASE WHEN h.funds_level >= 9.99 THEN 'INF' WHEN h.funds_level <= -9.99 THEN 'CALL' ELSE '' END, h.portfolio_value::float8, h.init_margin::float8, h.min_margin::float8, h.corrected_margin::float8, GREATEST(-h.rcv1, 0)::float8, h.status, h.risk_level FROM npr.history h WHERE h.client_code=$1 AND h.ts BETWEEN $2 AND $3 ORDER BY h.ts`, code, tf, tt) if err != nil { http.Error(w, err.Error(), 500) return } defer rows.Close() w.Header().Set("Content-Type", "text/csv; charset=utf-8") w.Header().Set("Content-Disposition", fmt.Sprintf(`attachment; filename="npr_%s_%s-%s.csv"`, code, tf.Format("20060102"), tt.Format("20060102"))) w.Write([]byte{0xEF, 0xBB, 0xBF}) cw := csv.NewWriter(w) cw.Comma = ';' cw.Write([]string{"Время (UTC)", "Время (МСК)", "Фирма", "Код клиента", "Тип клиента", "НПР1", "НПР2", "УДС", "Флаг УДС", "Стоимость портфеля", "Начальная маржа", "Минимальная маржа", "Скорректированная маржа", "Маржинальное требование", "Статус", "Уровень риска"}) f := func(v *float64) string { if v == nil { return "" } return strings.ReplaceAll(strconv.FormatFloat(*v, 'f', 4, 64), ".", ",") } for rows.Next() { var ts time.Time var firm, cc, mt, flag string var a, b, c, pv, im, mm, cm, mr *float64 var st, rl *int if rows.Scan(&ts, &firm, &cc, &mt, &a, &b, &c, &flag, &pv, &im, &mm, &cm, &mr, &st, &rl) != nil { continue } cw.Write([]string{ts.UTC().Format("2006-01-02 15:04:05"), ts.In(nprMSK).Format("2006-01-02 15:04:05"), firm, cc, mt, f(a), f(b), f(c), flag, f(pv), f(im), f(mm), f(cm), f(mr), nprI(st), nprI(rl)}) } cw.Flush() return case "": default: http.NotFound(w, r) return } rows, err := p.Query(ctx, `SELECT `+nprCols+`, 0 FROM npr.v_current WHERE client_code=$1 ORDER BY (COALESCE(abs(rcv1),0) + COALESCE(abs(rcv2),0)) DESC LIMIT 1`, code) if err != nil { http.Error(w, err.Error(), 500) return } cur, _, err := scanNPR(rows) rows.Close() if err != nil || len(cur) == 0 { http.Error(w, "Клиент "+code+" не найден в текущем состоянии QUIK", http.StatusNotFound) return } hrows, err := p.Query(ctx, `SELECT client_code, margin_type, uds::float8, uds_flag, rcv1::float8, rcv2::float8, margin_requirement::float8, portfolio_value::float8, init_margin::float8, min_margin::float8, NULL::float8, NULL::int, NULL::int, ts, NULL::text, 0 FROM npr.v_npr WHERE client_code=$1 AND ts BETWEEN $2 AND $3 ORDER BY ts DESC LIMIT 200`, code, tf, tt) if err != nil { http.Error(w, err.Error(), 500) return } hist, _, _ := scanNPR(hrows) hrows.Close() data := struct { page C nprRow History []nprRow Hours int DtFrom, DtTo string TF, TT time.Time Custom bool Periods []struct { H int T string } }{nowPage("Клиент "+code+" — НПР/УДС", "npr"), cur[0], hist, hours, r.URL.Query().Get("dt_from"), r.URL.Query().Get("dt_to"), tf, tt, custom, []struct { H int T string }{{1, "за 1 час"}, {6, "за 6 часов"}, {24, "за сутки"}, {168, "за 7 дней"}, {720, "за 30 дней"}}} render(w, a.nprClient, data) }) log.Printf("npr: модуль зарегистрирован (включён: %v)", nprAvailable(rc)) } // nprTest — проверка подключения для настроек. func nprTest(rc *RuntimeConfig) (string, error) { p, err := nprDB(rc) if err != nil { return "", err } ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second) defer cancel() var clients, hist int64 var tick *time.Time if err := p.QueryRow(ctx, "SELECT count(DISTINCT client_code) FROM npr.v_current").Scan(&clients); err != nil { return "", fmt.Errorf("npr.v_current: %v", err) } _ = p.QueryRow(ctx, "SELECT count(*) FROM npr.history").Scan(&hist) _ = p.QueryRow(ctx, "SELECT last_tick FROM npr.heartbeat WHERE id=1").Scan(&tick) age := "нет пульса" if tick != nil { age = fmt.Sprintf("пульс экспортёра %s назад", time.Since(*tick).Round(time.Second)) } return fmt.Sprintf("клиентов в текущем состоянии %d, записей истории %d, %s", clients, hist, age), nil } func (h *setupHandlers) saveNPR(w http.ResponseWriter, r *http.Request) { if r.Method != http.MethodPost { http.Error(w, "method", http.StatusMethodNotAllowed) return } s := NPRSettings{Enabled: r.FormValue("enabled") != "", DSN: strings.TrimSpace(r.FormValue("dsn"))} if err := h.rc.UpdateNPR(s); err != nil { setupFlash(w, r, "Модуль НПР: ошибка сохранения: "+err.Error()) return } if s.Enabled { setupFlash(w, r, "Модуль НПР / УДС включён") } else { setupFlash(w, r, "Модуль НПР / УДС выключен") } } func (h *setupHandlers) testNPR(w http.ResponseWriter, r *http.Request) { if r.Method != http.MethodPost { http.Error(w, "method", http.StatusMethodNotAllowed) return } if dsn := strings.TrimSpace(r.FormValue("dsn")); dsn != "" { s := h.rc.Snapshot().NPR if s.DSN != dsn { s.DSN = dsn _ = h.rc.UpdateNPR(s) } } msg, err := nprTest(h.rc) if err != nil { setupFlash(w, r, "Модуль НПР: подключение НЕ удалось — "+err.Error()) return } setupFlash(w, r, "Модуль НПР: подключение OK — "+msg) }