103 lines
3.7 KiB
TypeScript
103 lines
3.7 KiB
TypeScript
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import { Decimal } from 'decimal.js-light'
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import type { LedgerView, PositionEntry, PositionUpdate, Timescale } from '@vpp/domain'
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import { PositionUpdate as PositionUpdateSchema } from '@vpp/domain'
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export class LedgerConcurrencyError extends Error {
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constructor(expected: number, actual: number) {
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super(`ledger version mismatch: update expected ${expected}, current is ${actual}`)
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this.name = 'LedgerConcurrencyError'
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}
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}
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export class CascadeViolation extends Error {
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constructor(message: string) {
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super(message)
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this.name = 'CascadeViolation'
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}
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}
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export interface LedgerConfig {
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/**
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* Allowed relative deviation of a day-ahead bid's daily energy from the
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* pro-rata daily share of the monthly contracted position.
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* OPEN-QUESTION A5: the real Hubei decomposition-band rule may differ in
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* shape (cumulative month-to-date band? asymmetric?) — see docs/open-questions.md.
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*/
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daMonthlyDeviationBand: string // e.g. "0.05" = ±5%
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clock?: () => string
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}
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/**
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* Position ledger v1 (docs/00 §4, P7): in-memory, optimistic concurrency,
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* per-timescale views, and the constraint cascade — upper-timescale positions
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* bound lower-timescale writes. Storage adapter (Postgres) arrives with M3.
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*/
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export class LedgerService {
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private version = 0
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private entries: PositionEntry[] = []
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constructor(private readonly cfg: LedgerConfig) {}
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read(): LedgerView {
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return { version: this.version, entries: [...this.entries] }
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}
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viewByTimescale(timescale: Timescale): PositionEntry[] {
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return this.entries.filter((e) => e.timescale === timescale)
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}
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append(update: PositionUpdate): LedgerView {
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PositionUpdateSchema.parse(update)
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if (update.expected_version !== this.version) {
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throw new LedgerConcurrencyError(update.expected_version, this.version)
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}
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this.checkCascade(update)
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const { expected_version: _ignored, ...rest } = update
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const entry: PositionEntry = {
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...rest,
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recorded_at: this.cfg.clock?.() ?? new Date().toISOString(),
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}
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this.entries.push(entry)
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this.version += 1
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return this.read()
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}
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/**
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* Constraint cascade (P7): a DAY_AHEAD bid submission must stay within the
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* band around the pro-rata daily share of the MONTHLY contracted position.
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* No monthly position for the month → nothing to cascade from → reject
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* (bidding without a position of record is a lineage failure, not a default-allow).
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*/
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private checkCascade(update: PositionUpdate): void {
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if (update.kind !== 'BID_SUBMITTED' || update.timescale !== 'DAY_AHEAD') return
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const month = update.period.slice(0, 7)
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const monthly = this.entries.filter(
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(e) => e.timescale === 'MONTHLY' && e.kind === 'CONTRACT' && e.period === month,
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)
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if (monthly.length === 0) {
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throw new CascadeViolation(
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`no MONTHLY CONTRACT position recorded for ${month}; day-ahead bid has no cascade anchor`,
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)
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}
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const contracted = monthly.reduce((sum, e) => sum.add(new Decimal(e.energy_mwh)), new Decimal(0))
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const daysInMonth = new Date(
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Date.UTC(Number(month.slice(0, 4)), Number(month.slice(5, 7)), 0),
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).getUTCDate()
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const dailyShare = contracted.div(daysInMonth)
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const band = new Decimal(this.cfg.daMonthlyDeviationBand)
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const min = dailyShare.mul(new Decimal(1).sub(band))
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const max = dailyShare.mul(new Decimal(1).add(band))
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const bid = new Decimal(update.energy_mwh)
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if (bid.lt(min) || bid.gt(max)) {
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throw new CascadeViolation(
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`day-ahead bid ${bid.toString()} MWh outside monthly cascade band ` +
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`[${min.toString()}, ${max.toString()}] (contracted ${contracted.toString()} MWh / ${daysInMonth} days ± ${band.mul(100).toString()}%)`,
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)
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}
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}
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}
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