feat: add bond details, yields and credit ratings
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import { ApiProperty } from '@nestjs/swagger';
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import { MoneyDto } from './portfolio.dto';
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import {
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StockSearchQueryDto,
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StockTickerParamsDto,
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StockCandlesQueryDto,
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StockCandlesDto,
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StockPositionDto,
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} from './stock.dto';
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export class BondSearchQueryDto extends StockSearchQueryDto {}
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export class BondTickerParamsDto extends StockTickerParamsDto {}
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export class BondCandlesQueryDto extends StockCandlesQueryDto {}
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export class BondCandlesDto extends StockCandlesDto {}
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export class BondPositionDto extends StockPositionDto {}
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export class BondDto {
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@ApiProperty({ format: 'uuid' }) instrumentUid: string;
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@ApiProperty({
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description: 'Unambiguous ticker URL segment, or the exact instrument UID.',
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})
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slug: string;
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@ApiProperty() name: string;
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@ApiProperty({ type: String, nullable: true }) isin: string | null;
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@ApiProperty({ type: String, nullable: true }) classCode: string | null;
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@ApiProperty({ type: String, nullable: true }) realExchange: string | null;
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@ApiProperty({ type: Boolean, nullable: true }) apiTradeAvailable:
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boolean | null;
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@ApiProperty({ type: String, nullable: true }) ticker: string | null;
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@ApiProperty({ type: String, nullable: true }) logoName: string | null;
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@ApiProperty({ type: String, nullable: true }) currency: string | null;
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@ApiProperty({ type: String, nullable: true }) sector: string | null;
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@ApiProperty({ type: Number, nullable: true }) lot: number | null;
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@ApiProperty({ type: String, nullable: true, format: 'date-time' })
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historyFrom: string | null;
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@ApiProperty({ type: MoneyDto, nullable: true }) nominal: MoneyDto | null;
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@ApiProperty({ type: MoneyDto, nullable: true })
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initialNominal: MoneyDto | null;
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@ApiProperty({ type: MoneyDto, nullable: true }) aci: MoneyDto | null;
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@ApiProperty({ type: String, nullable: true }) maturityDate: string | null;
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@ApiProperty({ type: String, nullable: true }) callDate: string | null;
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@ApiProperty({ type: String, nullable: true }) bondType: string | null;
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@ApiProperty({ type: String, nullable: true }) riskLevel: string | null;
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@ApiProperty({ type: Number, nullable: true }) couponQuantityPerYear:
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number | null;
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@ApiProperty({ type: Boolean, nullable: true }) floatingCoupon:
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boolean | null;
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@ApiProperty({ type: Boolean, nullable: true }) perpetual: boolean | null;
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@ApiProperty({ type: Boolean, nullable: true }) amortization: boolean | null;
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@ApiProperty({ type: Boolean, nullable: true }) subordinated: boolean | null;
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}
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export class BondSearchResultDto extends BondDto {
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@ApiProperty({
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type: String,
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nullable: true,
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description: 'Clean price in percent of nominal, not money.',
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})
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pricePercent: string | null;
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@ApiProperty({ type: String, nullable: true, format: 'date-time' }) priceAt:
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string | null;
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}
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export class BondQuoteDto {
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@ApiProperty({ type: String, nullable: true }) pricePercent: string | null;
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@ApiProperty({
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type: MoneyDto,
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nullable: true,
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description:
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'Indicative clean value at the current nominal; no FX conversion.',
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})
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cleanPrice: MoneyDto | null;
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@ApiProperty({ type: MoneyDto, nullable: true }) aci: MoneyDto | null;
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@ApiProperty({
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type: MoneyDto,
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nullable: true,
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description:
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'Indicative clean value plus current accrued interest, excluding fees.',
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})
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dirtyPrice: MoneyDto | null;
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@ApiProperty({ type: String, nullable: true }) changePercentagePoints:
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string | null;
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@ApiProperty({ type: String, nullable: true }) previousCloseDate:
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string | null;
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@ApiProperty({ type: String, nullable: true }) tradingStatus: string | null;
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@ApiProperty({ type: String, nullable: true, format: 'date-time' }) priceAt:
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string | null;
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@ApiProperty({ type: [String] }) unavailable: string[];
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@ApiProperty({ format: 'date-time' }) observedAt: string;
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}
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export class BondCouponDto {
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@ApiProperty({ type: String, nullable: true }) number: string | null;
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@ApiProperty({ type: String, nullable: true }) paymentDate: string | null;
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@ApiProperty({ type: String, nullable: true }) recordDate: string | null;
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@ApiProperty({ type: String, nullable: true }) couponType: string | null;
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@ApiProperty({ type: Number, nullable: true }) periodDays: number | null;
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@ApiProperty({ type: MoneyDto, nullable: true }) perBond: MoneyDto | null;
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@ApiProperty({ type: MoneyDto, nullable: true })
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estimatedAmount: MoneyDto | null;
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@ApiProperty({ enum: ['upcoming', 'past', 'undated'] }) timing:
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'upcoming' | 'past' | 'undated';
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}
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export class BondCouponsDto {
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@ApiProperty({ type: [BondCouponDto] }) coupons: BondCouponDto[];
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@ApiProperty() from: string;
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@ApiProperty() to: string;
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@ApiProperty() observedAt: string;
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@ApiProperty({ type: String, nullable: true }) positionAt: string | null;
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@ApiProperty() estimateUnavailable: boolean;
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@ApiProperty() positionIsStale: boolean;
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}
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export class BondYieldDto {
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@ApiProperty({ description: 'MOEX effective annual yield in percent.' })
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value: string;
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@ApiProperty() pricePercent: string;
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@ApiProperty({ format: 'date' }) date: string;
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@ApiProperty({
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type: String,
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nullable: true,
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description: 'MOEX yield target, e.g. MATDATE or OFFERDATE.',
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})
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dateType: string | null;
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@ApiProperty({ format: 'date-time' }) tradeAt: string;
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}
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export class BondCreditRatingDto {
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@ApiProperty({ enum: ['NCR'] }) agency: 'NCR';
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@ApiProperty({ type: String, nullable: true }) value: string | null;
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@ApiProperty({ enum: ['active', 'withdrawn'] }) status:
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'active' | 'withdrawn';
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@ApiProperty({ format: 'date' }) date: string;
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@ApiProperty({ format: 'uri' }) sourceUrl: string;
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@ApiProperty({ format: 'date-time' }) observedAt: string;
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}
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export class BondMetricsDto {
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@ApiProperty({ type: BondCreditRatingDto, nullable: true })
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creditRating: BondCreditRatingDto | null;
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@ApiProperty({ type: MoneyDto, nullable: true }) coupon: MoneyDto | null;
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@ApiProperty({ type: String, nullable: true, format: 'date' }) couponDate:
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string | null;
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@ApiProperty({ type: String, nullable: true }) couponType: string | null;
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@ApiProperty({ type: Number, nullable: true }) couponPeriodDays:
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number | null;
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@ApiProperty({
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type: String,
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nullable: true,
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description:
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'Next coupon × 365 / period days / indicative clean price × 100. Not yield to maturity.',
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})
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couponYieldPercent: string | null;
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@ApiProperty({ type: String, nullable: true, format: 'date-time' })
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couponYieldPriceAt: string | null;
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@ApiProperty({ type: BondYieldDto, nullable: true })
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effectiveYield: BondYieldDto | null;
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@ApiProperty({ type: [String] }) unavailable: string[];
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@ApiProperty({ format: 'date-time' }) observedAt: string;
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}
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