Bridge-and-Join-s/modules/npr/npr.go

// Package npr — модуль «НПР / УДС»: риск-монитор клиентов маржинальной торговли по базе экспорта
// QUIK (quik_export, схема npr), логином только для чтения.
//
// Работает отдельной службой bj-npr (cmd/bj-npr) и обновляется независимо от ядра. bj-server
// проверяет вход, права и лицензию и проксирует ей раздел /admin/npr со служебным ключом
// (X-BJ-Module-Key). Полные страницы служба отдаёт фрагментом с заголовком X-BJ-Layout: page, а
// bj-server встраивает их в свой макет с меню; строки таблицы, JSON, CSV и статика идут как есть.
// Подключение к базе служба читает из настроек bj (раздел npr в setup.json).
package npr

import (
	"bytes"
	"context"
	"embed"
	"encoding/csv"
	"encoding/json"
	"fmt"
	"html/template"
	"io/fs"
	"math"
	"net/http"
	"net/url"
	"os"
	"strconv"
	"strings"
	"sync"
	"time"

	"github.com/jackc/pgx/v5"
	"github.com/jackc/pgx/v5/pgxpool"

	"git.zetit.ru/zuevav/Bridge-and-Join-s/modules/modkit"
)

//go:embed web/*.html
var tplFS embed.FS

//go:embed web/static/*
var staticFS embed.FS

// Config — где служба берёт настройки и ключ.
type Config struct {
	SetupPath string // setup.json bj: раздел npr {enabled, dsn}
	KeyPath   string // ключ модуля; bj-server передаёт его в X-BJ-Module-Key
}

// Server — служба модуля.
type Server struct {
	cfg                Config
	list, client, rows *template.Template

	mu      sync.Mutex
	pool    *pgxpool.Pool
	poolDSN string
}

var msk = time.FixedZone("MSK", 3*3600)

// New — служба с разобранными шаблонами.
func New(cfg Config) (*Server, error) {
	funcs := template.FuncMap{
		"nprF": fmtF,
		"deref": func(v *float64) float64 {
			if v == nil {
				return 0
			}
			return *v
		},
		"add":  func(a, b int) int { return a + b },
		"list": func(v ...string) []string { return v },
		"has": func(l []string, v string) bool {
			for _, x := range l {
				if x == v {
					return true
				}
			}
			return false
		},
		"dict": func(kv ...string) map[string]string {
			m := map[string]string{}
			for i := 0; i+1 < len(kv); i += 2 {
				m[kv[i]] = kv[i+1]
			}
			return m
		},
	}
	parse := func(files ...string) (*template.Template, error) {
		return template.New("").Funcs(funcs).ParseFS(tplFS, files...)
	}
	s := &Server{cfg: cfg}
	var err error
	if s.list, err = parse("web/css.html", "web/list.html"); err != nil {
		return nil, err
	}
	if s.client, err = parse("web/css.html", "web/client.html"); err != nil {
		return nil, err
	}
	if s.rows, err = parse("web/rows.html"); err != nil {
		return nil, err
	}
	return s, nil
}

// ---- настройки, ключ, база ----

func (s *Server) settings() (enabled bool, dsn string) {
	b, err := os.ReadFile(s.cfg.SetupPath)
	if err != nil {
		return false, ""
	}
	var st struct {
		NPR struct {
			Enabled bool   `json:"enabled"`
			DSN     string `json:"dsn"`
		} `json:"npr"`
	}
	if json.Unmarshal(b, &st) != nil {
		return false, ""
	}
	return st.NPR.Enabled, strings.TrimSpace(st.NPR.DSN)
}

func (s *Server) db() (*pgxpool.Pool, error) {
	enabled, dsn := s.settings()
	if !enabled || dsn == "" {
		return nil, fmt.Errorf("модуль не включён или не задано подключение к базе экспорта QUIK (Настройка → НПР / УДС)")
	}
	s.mu.Lock()
	defer s.mu.Unlock()
	if s.pool != nil && s.poolDSN == dsn {
		return s.pool, nil
	}
	if s.pool != nil {
		s.pool.Close()
		s.pool = 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
	}
	s.pool, s.poolDSN = p, dsn
	return p, nil
}

// page — полная страница фрагментом для макета bj-server.
func (s *Server) page(w http.ResponseWriter, t *template.Template, name, title string, data any) {
	var buf bytes.Buffer
	if err := t.ExecuteTemplate(&buf, name, data); err != nil {
		http.Error(w, err.Error(), http.StatusInternalServerError)
		return
	}
	h := w.Header()
	h.Set("Content-Type", "text/html; charset=utf-8")
	h.Set("Cache-Control", "no-store")
	h.Set("X-BJ-Layout", "page")
	h.Set("X-BJ-Title", url.PathEscape(title))
	_, _ = w.Write(buf.Bytes())
}

// ---- данные ----

var sortOrders = 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 tabs = 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",
}

// Row — клиент в текущем состоянии или запись истории.
type Row 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 Row) 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 Row) 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 Row) BadgeClass() string { c, _ := r.Badge(); return c }
func (r Row) BadgeText() string  { _, t := r.Badge(); return t }

func fmtF(v *float64) string {
	if v == nil || math.IsNaN(*v) {
		return "—"
	}
	return strings.ReplaceAll(strconv.FormatFloat(*v, 'f', 2, 64), ".", ",")
}

func fmtI(v *int) string {
	if v == nil {
		return ""
	}
	return strconv.Itoa(*v)
}

func parseF(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 where(q string, mt []string, umn, umx *float64, onlyCalls bool, tab string) (string, []any) {
	var cl []string
	var params []any
	cl = append(cl, "("+tabs[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 scanRows(rows pgx.Rows) ([]Row, int, error) {
	var out []Row
	total := 0
	for rows.Next() {
		var r Row
		var mt, fl, 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 cols = `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 parsePeriod(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, msk); 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
}

// ---- маршруты ----

// Handler — все маршруты модуля; без служебного ключа отвечает 403.
func (s *Server) Handler() http.Handler {
	mux := http.NewServeMux()
	mux.HandleFunc("/healthz", func(w http.ResponseWriter, _ *http.Request) { _, _ = w.Write([]byte("ok")) })
	sub, _ := fs.Sub(staticFS, "web/static")
	mux.Handle("/admin/npr/static/", http.StripPrefix("/admin/npr/static/", http.FileServer(http.FS(sub))))

	guard := func(w http.ResponseWriter) (*pgxpool.Pool, bool) {
		p, err := s.db()
		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 = parseF(v.Get("umn")), parseF(v.Get("umx"))
		onlyCalls = v.Get("only_calls") == "true" || v.Get("only_calls") == "on"
		sort = v.Get("sort")
		if _, ok := sortOrders[sort]; !ok {
			sort = "uds_asc"
		}
		tab = v.Get("tab")
		if _, ok := tabs[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); !ok {
			return
		}
		q, mt, _, _, onlyCalls, sort, tab, pg := qp(r)
		data := struct {
			Q, Sort, Tab string
			MT           []string
			UMN, UMX     string
			OnlyCalls    bool
			Page         int
		}{q, sort, tab, mt, r.URL.Query().Get("umn"), r.URL.Query().Get("umx"), onlyCalls, pg}
		s.page(w, s.list, "npr_list", "НПР / УДС", data)
	})

	mux.HandleFunc("/admin/npr/rows", func(w http.ResponseWriter, r *http.Request) {
		p, ok := guard(w)
		if !ok {
			return
		}
		q, mt, umn, umx, onlyCalls, sort, tab, page := qp(r)
		limit := 30
		cond, params := where(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`,
			cols, cols, cond, sortOrders[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 := scanRows(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")
		_ = s.rows.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)
		if !ok {
			return
		}
		tab := r.URL.Query().Get("tab")
		if _, ok := tabs[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 `+tabs[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 `+tabs["margin"]+`), count(DISTINCT client_code) FILTER (WHERE `+tabs["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)
		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)
		if !ok {
			return
		}
		rest := strings.TrimPrefix(r.URL.Path, "/admin/npr/c/")
		code, sub := rest, ""
		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 := parsePeriod(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(msk).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), fmtI(st), fmtI(rl)})
			}
			cw.Flush()
			return
		case "":
		default:
			http.NotFound(w, r)
			return
		}
		rows, err := p.Query(ctx, `SELECT `+cols+`, 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 := scanRows(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, _, _ := scanRows(hrows)
		hrows.Close()
		type period struct {
			H int
			T string
		}
		data := struct {
			C            Row
			History      []Row
			Hours        int
			DtFrom, DtTo string
			TF, TT       time.Time
			Custom       bool
			Periods      []period
		}{cur[0], hist, hours, r.URL.Query().Get("dt_from"), r.URL.Query().Get("dt_to"), tf, tt, custom,
			[]period{{1, "за 1 час"}, {6, "за 6 часов"}, {24, "за сутки"}, {168, "за 7 дней"}, {720, "за 30 дней"}}}
		s.page(w, s.client, "npr_client", "Клиент "+code+" · НПР / УДС", data)
	})
	return modkit.RequireKey(s.cfg.KeyPath, mux)
}