feat(tinvest): read a broker account's positions, against a captured response

[foxcool]

The adapter knew four API paths and all four were about quotes, so nothing could read a position; the catalogue loaded only shares and etfs, so a bond had no venue to take a market from.

Adds GetAccounts, GetPortfolio, Bonds, and entity.BrokerSyncer as a third sync shape beside WalletSyncer and ExchangeSyncer — ExchangeBalance is Symbol/Amount/Decimals and loses the three things a broker line needs: its instrument id, the currency of that row, and the instrument type.

First step of the chain behind stocks reading $0.00 while the broker holds ≈389 808 ₽. Supersedes vcy0.

The capture corrected four things

Committed to testdata/ — sanitised (pseudonymous account ids, rounded money, blanked names; structure untouched). Composition matches the 2026-08-27 measurement exactly: 34 share, 7 currency, 4 etf, 2 bond.

A cash line never states its own currency. currentPrice.currency is rub on every one of them, including the dollars, because that field says what the position is worth in. This branch read the code from there until the capture landed — booking 0.88 dollars as 0.88 roubles, and merging dollars, roubles and euros into one row. The currency is in the ticker: USD000UTSTOM, RUB000UTSTOM, EUR_RUB__TOM_CETS. The unit test missed it because it used a rouble line, where the two agree.

Partial blocking does not exist here. All seven blocked positions carry blockedLots = 0 — the broker says that a line is restricted, never how much. splitByLiquidity still handles a quantity (the field exists; ignoring it silently is its own bug), but a test records that the branch is unexercised, so nobody reads it as observed behaviour.

The portfolio response does carry a venue, in classCode — the brief said it did not. That makes it the fallback ahead of inferring a market from the currency: DE0005190003 trades on SPBXM_OTC quoted in euros, which no currency rule places correctly.

The id field is not always a FIGI. It is a real one, a synthetic T-Invest id (TCS00A1055Y4), or — for the four blocked foreign holdings with no FIGI at all — the ISIN repeated in the ticker. All three are stable within the provider, which is what the asset_external_refs namespace makes sufficient.

Also confirmed: the token is read-only on all three accounts — the assumption the whole "dev talks to the live API" decision rests on.

Design notes

The market is resolved in the adapter (venue is provider knowledge) by inverting the existing venues table rather than writing a second copy: two hand-kept mappings would eventually disagree, and the disagreement would surface as one company owning two asset rows.

Quantity is read from Quotation at scale 9 — a property of the wire format, not of the instrument. Inferring it ("shares are whole numbers") is how a fractional lot becomes a rounding error nobody sees; the capture has a 0.88 cash line.

Unresolved positions are counted, not dropped (entity.BrokerSkips), and the one place this adapter guesses — an instrument absent from the catalogue — is counted separately in DefaultedMarket so the guess is never silent. Repair path is uusf.

Verification

make check exit 0. Reverting the bonds load, the liquidity split, the cash exception, or the ticker-derived currency each fails its own test.

Capture-driven tests assert the wire shape; mapping rules are exercised against a synthetic universe, because a real capture cannot carry a catalogue of thousands of rows.

Not in scope

Nothing calls this yet — SyncAccount still refuses a broker account (lab0), and the scheduled sweep filters it out in SQL (c1nz).

🤖 Generated with Claude Code

https://claude.ai/code/session_015TZ3u7wZtv1Dwe24Kz7FPV