Sergey Krylov 60e456fbb5 perf: reduce portfolio enrichment from 298 to 2 MOEX API calls (-99.3%)

Three optimizations:
1. Merge getBondData + getBondMarketData into single batch call
   (same endpoint, parse both tables)
2. Remove redundant getSecurityDescription for shortName
   (shortName already in market data responses)
3. Batch by market: 1 call for all shares, 1 call for all bonds
   (instead of N individual calls)

Before: 298 API calls for 104 positions -> ~29.8s
After:  2 API calls for 104 positions -> ~0.3s

2026-06-14 13:19:22 +03:00

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ADR: Portfolio Enricher Optimization

Date: 2026-06-14 Status: Implemented Deciders: AI Agent + Human

Context

GET /api/v1/portfolios/1 выполнялся ~29 секунд для портфеля с 104 позициями. Причина: per-position enrichment генерировал 298 последовательных HTTP-запросов к MOEX ISS через rate limiter (10 req/s).

Decision

Три оптимизации, реализованные одновременно:

1. Merge bond data calls

getBondData и getBondMarketData вызывали один и тот же MOEX endpoint (/engines/stock/markets/bonds/securities/{secid}), но парсили разные таблицы ответа.

Новый метод getBondPositionDataBatch делает один запрос на все облигации и парсит обе таблицы.

Profit: 180 → 90 запросов для bonds

2. Remove redundant `getSecurityDescription`

Каждая позиция делала отдельный запрос для shortName. Но shortName уже доступен:

в securities таблице ответа getShareMarketData
в getBondData / getBondPositionDataBatch

Удалили вызов getSecurityDescription из enrichPositions.

Profit: 104 → 0 запросов

3. Batch requests by market

Вместо N индивидуальных запросов — группируем secid по типу и делаем 2 batch-запроса:

GET /engines/stock/markets/shares/securities.json?securities=SBER,VTBR,...
GET /engines/stock/markets/bonds/securities.json?securities=RU000...,SU262...

Новые методы: getShareMarketDataBatch, getBondPositionDataBatch.

Profit: 104 → 2 запроса

Results

Metric	Before	After	Reduction
API calls to MOEX	298	2	99.3%
Estimated latency (cache cold)	~29.8s	~0.3s	99%
Code in PortfolioService	~150 lines	~90 lines	40%

Consequences

Cache key format changed: from marketdata:portfolio:{secid} / bonddata:portfolio:{secid} / security:portfolio-name:{secid} to batchdata:shares:{sortedSecids} / batchdata:bonds:{sortedSecids}. Old cache entries will naturally expire via TTL.
Cache granularity: batch results are cached as a unit. If portfolio positions change, the cache key changes (because sorted secids change), triggering a fresh fetch.
Backward compatibility: getShareMarketData(secid) and getBondData(secid) + getBondMarketData(secid) are preserved for other consumers.

Files Changed

File	Change
`moex-client.types.ts`	Added `shortName` to `MoexShareMarketData`, added `MoexBondPositionData`
`moex-client.service.ts`	Added `getShareMarketDataBatch`, `getBondPositionDataBatch`, added `shortName` to `getShareMarketData`
`portfolio.service.ts`	Rewrote `enrichPositions` to batch, removed redundant `getSecurityDescription` calls, removed old per-position enrichment methods

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