feat: add bond details, yields and credit ratings

src/tbank/moex.client.ts

@@ -10,9 +10,63 @@ export type MoexBondEvent =
 
 type IssBlock = { columns?: unknown; data?: unknown };
 type IssResponse = Record<string, IssBlock | undefined>;
+export type MoexBondYield = {
+  value: string;
+  pricePercent: string;
+  date: string;
+  dateType: string | null;
+  tradeAt: string;
+};
 
 @Injectable()
 export class MoexClient {
+  async bondYield(
+    secid: string,
+    isin: string,
+    board: string,
+  ): Promise<MoexBondYield | null> {
+    const query = new URLSearchParams({
+      'iss.meta': 'off',
+      'iss.only': 'securities,marketdata_yields',
+    });
+    const response = await this.request(
+      `${baseUrl}/engines/stock/markets/bonds/securities/${encodeURIComponent(secid)}.json?${query}`,
+    );
+    if (!response) return null;
+    const listing = parseRows(response.securities).find(
+      (row) =>
+        row.secid === secid && row.isin === isin && row.boardid === board,
+    );
+    if (!listing) return null;
+    const row = parseRows(response.marketdata_yields).find(
+      (row) => row.secid === secid && row.boardid === board,
+    );
+    if (!row) return null;
+    const value = numberText(row.effectiveyield);
+    const pricePercent = numberText(row.price);
+    const date = text(row.yielddate);
+    const tradeAt = text(row.trademoment);
+    if (
+      value === null ||
+      pricePercent === null ||
+      Number(pricePercent) <= 0 ||
+      !date ||
+      !/^\d{4}-\d{2}-\d{2}$/.test(date) ||
+      !Number.isFinite(Date.parse(date)) ||
+      !tradeAt ||
+      !/^\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}$/.test(tradeAt)
+    )
+      return null;
+    const tradeIso = `${tradeAt.replace(' ', 'T')}+03:00`;
+    if (!Number.isFinite(Date.parse(tradeIso))) return null;
+    return {
+      value,
+      pricePercent,
+      date,
+      dateType: text(row.yielddatetype),
+      tradeAt: new Date(tradeIso).toISOString(),
+    };
+  }
   async bondEvents(secid: string): Promise<MoexBondEvent[]> {
     const path = `securities/${encodeURIComponent(secid)}/bondization.json`;
     const [coupons, offers, description] = await Promise.all([