Merge pull request #3298 from DFXswiss/develop

Release: develop -> main

Author: TaprootFreak

src/subdomains/core/custody/services/custody.service.ts

@@ -151,13 +151,13 @@ export class CustodyService {
     const custodyUserIds = account.users.filter((u) => u.role === UserRole.CUSTODY).map((u) => u.id);
     const custodyOrders = await this.custodyOrderRepo.find({
       where: { user: { id: In(custodyUserIds) }, status: CustodyOrderStatus.COMPLETED },
-      order: { id: 'ASC' },
+      order: { updated: 'ASC' },
     });
 
     if (!custodyOrders.length) return { totalValue: [] };
 
     const orderMap = custodyOrders.reduce((map, order) => {
-      const key = Util.isoDate(order.created);
+      const key = Util.isoDate(order.updated);
       const dayMap = map.get(key) ?? new Map<number, CustodyOrderSingle[]>();
 
       [
@@ -178,33 +178,38 @@ export class CustodyService {
     const assets = Array.from(new Map(allAssets.map((a) => [a.id, a])).values());
 
     // get all prices (by date)
-    const startDate = new Date(custodyOrders[0].created);
+    const startDate = new Date(custodyOrders[0].updated);
     startDate.setHours(0, 0, 0, 0);
     const prices = await this.assetPricesService.getAssetPrices(assets, startDate);
 
     const priceMap = Util.groupByAccessor(prices, (p) => Util.isoDate(p.created));
 
-    // process by day
+    // process by day: apply order volumes before calculating value
     const assetBalancesMap = new Map<number, number>();
     const totalValue: CustodyHistoryEntryDto[] = [];
+    const sortedOrderDays = [...orderMap.keys()].sort();
+    let orderDayIndex = 0;
+
+    for (const [day, dayPrices] of priceMap.entries()) {
+      // apply all order balance changes up to and including this day
+      while (orderDayIndex < sortedOrderDays.length && sortedOrderDays[orderDayIndex] <= day) {
+        const dayOrders = orderMap.get(sortedOrderDays[orderDayIndex]);
+        if (dayOrders) {
+          for (const [assetId, orders] of dayOrders.entries()) {
+            const currentBalance = assetBalancesMap.get(assetId) ?? 0;
+            assetBalancesMap.set(assetId, currentBalance + Util.sum(orders.map((o) => o.amount)));
+          }
+        }
+        orderDayIndex++;
+      }
 
-    for (const [day, prices] of priceMap.entries()) {
-      const dailyValue = prices.reduce(
+      // calculate daily portfolio value from current balances and available prices
+      const dailyValue = dayPrices.reduce(
         (value, price) => {
-          // update asset balance
-          const currentBalance = assetBalancesMap.get(price.asset.id) ?? 0;
-
-          const ordersToday = orderMap.get(day)?.get(price.asset.id) ?? [];
-          const dayVolume = Util.sum(ordersToday.map((o) => o.amount));
-
-          const newBalance = currentBalance + dayVolume;
-          assetBalancesMap.set(price.asset.id, newBalance);
-
-          // update value
-          value.chf += newBalance * price.priceChf;
-          value.eur += newBalance * price.priceEur;
-          value.usd += newBalance * price.priceUsd;
-
+          const balance = assetBalancesMap.get(price.asset.id) ?? 0;
+          value.chf += balance * price.priceChf;
+          value.eur += balance * price.priceEur;
+          value.usd += balance * price.priceUsd;
           return value;
         },
         { chf: 0, eur: 0, usd: 0 },

src/subdomains/supporting/bank-tx/bank-tx/services/sepa-parser.service.ts

@@ -72,8 +72,8 @@ export class SepaParser {
 
     return Util.asyncMap(entries, async (entry) => {
       const accountServiceRef =
-        entry?.NtryDtls?.TxDtls?.Refs?.AcctSvcrRef ??
-        entry?.AcctSvcrRef ??
+        this.toString(entry?.NtryDtls?.TxDtls?.Refs?.AcctSvcrRef) ??
+        this.toString(entry?.AcctSvcrRef) ??
         `CUSTOM/${file.BkToCstmrStmt.Stmt?.Acct?.Id?.IBAN}/${entry.BookgDt.Dt}/${entry.AddtlNtryInf}`;
 
       const creditDebitIndicator = this.toString(entry?.NtryDtls?.TxDtls?.CdtDbtInd);