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moex-vibe/apps/docs/docs/adr/ADR-010-backend-price-computation.md
Sergey Krylov a980520261
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feat: portfolio management with share/bond separation 
- Add Portfolio + Position models (Prisma + migrations)
- Backend: PortfolioModule with CRUD, enrichment, type detection
- Backend: enrichBondPosition returns 13 financial fields (YTM, duration,
  coupon, NCD, accrued interest, bid/offer, bondType, offerDate, etc.)
- Frontend: portfolio pages, 4 TanStack Query hooks, split share/bond tables
- Fix: MOEX bond marketdata board fallback (TQCB → TQOB for OFZ)
- Frontend: clickable ticker links to /stocks/:secid and /bonds/:secid
- Remove: target allocation, deviation, tags display from Phase 1
- Docs: ADR-009 (domain model), ADR-010 (price computation),
  portfolio backend doc, superpowers spec + plan
2026-06-14 11:14:04 +03:00

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ADR-010: Backend Price Computation

Status: Accepted

Date: 2026-06-14

Context

Portfolio positions need current market prices for value calculation. Where should price computation happen — on backend or frontend?

Decision

Compute prices on backend. GET /api/v1/portfolios/:id returns fully computed PortfolioDetailResponseDto with currentPrice, currentValue, weightPercent, and deviation for each position.

Rationale

  • Single source of truth for financial calculations
  • Frontend receives ready-to-display data
  • Backend caching reduces MOEX API calls
  • Avoids N individual price requests from frontend

Consequences

  • Backend makes N MOEX requests per portfolio read (cached by TTL 900s)
  • Portfolio endpoint cannot use naive response caching (prices per-user)
  • Extra load on backend when many users view portfolios simultaneously