feat: add агегку events

2026-08-14 15:46:26 +03:00
parent 326fb67def
commit 34c2b79e27
10 changed files with 635 additions and 0 deletions
@@ -0,0 +1,156 @@
+import { Injectable, ServiceUnavailableException } from '@nestjs/common';
+
+const baseUrl = 'https://iss.moex.com/iss';
+const timeoutMs = 10_000;
+
+export type MoexDividend = {
+  date: string;
+  value: string;
+  currency: string;
+};
+export type MoexBondEvent =
+  | { type: 'coupon'; date: string; value: string; currency: string }
+  | { type: 'maturity'; date: string; value: string; currency: string }
+  | { type: 'offer'; date: string };
+
+type IssBlock = { columns?: unknown; data?: unknown };
+type IssResponse = Record<string, IssBlock | undefined>;
+
+@Injectable()
+export class MoexClient {
+  async dividends(secid: string): Promise<MoexDividend[]> {
+    const rows = await this.rows(
+      `securities/${encodeURIComponent(secid)}/dividends.json`,
+      'dividends',
+    );
+    return rows.flatMap((row) => {
+      const date = text(row.registryclosedate);
+      const value = numberText(row.value);
+      const currency = currencyText(row.currencyid);
+      return date && value && currency ? [{ date, value, currency }] : [];
+    });
+  }
+
+  async bondEvents(secid: string): Promise<MoexBondEvent[]> {
+    const path = `securities/${encodeURIComponent(secid)}/bondization.json`;
+    const [coupons, offers, description] = await Promise.all([
+      this.rows(path, 'coupons'),
+      this.rows(path, 'offers'),
+      this.rows(
+        `securities/${encodeURIComponent(secid)}.json`,
+        'description',
+        false,
+      ),
+    ]);
+    const events: MoexBondEvent[] = [];
+    for (const row of coupons) {
+      const date = text(row.coupondate);
+      const value = numberText(row.value);
+      const currency = currencyText(row.faceunit);
+      if (date && value && currency)
+        events.push({ type: 'coupon', date, value, currency });
+    }
+    for (const row of offers) {
+      const date = text(row.offerdate);
+      if (date) events.push({ type: 'offer', date });
+    }
+    const values = new Map(
+      description.map((row) => [text(row.name), text(row.value)]),
+    );
+    const date = values.get('MATDATE');
+    const value = numberText(values.get('FACEVALUE'));
+    const currency = currencyText(values.get('FACEUNIT'));
+    if (date && value && currency)
+      events.push({ type: 'maturity', date, value, currency });
+    return events;
+  }
+
+  private async rows(
+    path: string,
+    block: string,
+    paginated = true,
+  ): Promise<Record<string, unknown>[]> {
+    const rows: Record<string, unknown>[] = [];
+    let start = 0;
+    for (;;) {
+      const query = new URLSearchParams({
+        'iss.meta': 'off',
+        'iss.only': `${block},${block}.cursor`,
+        start: String(start),
+      });
+      const response = await this.request(`${baseUrl}/${path}?${query}`);
+      if (!response) return rows;
+      const current = parseRows(response[block]);
+      rows.push(...current);
+      if (!paginated) return rows;
+      const cursorBlock = response[`${block}.cursor`];
+      if (!cursorBlock) {
+        if (current.length < 100) return rows;
+        start += 100;
+        continue;
+      }
+      const cursor = parseRows(cursorBlock)[0];
+      const index = integer(cursor?.index);
+      const total = integer(cursor?.total);
+      const pageSize = integer(cursor?.pagesize);
+      if (
+        index === null ||
+        total === null ||
+        pageSize === null ||
+        index + pageSize >= total
+      )
+        return rows;
+      start = index + pageSize;
+    }
+  }
+
+  private async request(url: string): Promise<IssResponse | null> {
+    try {
+      const response = await fetch(url, {
+        signal: AbortSignal.timeout(timeoutMs),
+      });
+      if (response.status === 404) return null;
+      if (!response.ok) throw new Error(`MOEX HTTP ${response.status}`);
+      const body: unknown = await response.json();
+      if (!body || typeof body !== 'object')
+        throw new Error('MOEX malformed response');
+      return body as IssResponse;
+    } catch {
+      throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
+    }
+  }
+}
+
+function parseRows(block: IssBlock | undefined): Record<string, unknown>[] {
+  if (!Array.isArray(block?.columns) || !Array.isArray(block.data))
+    throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
+  const columns = block.columns;
+  if (!columns.every((column) => typeof column === 'string'))
+    throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
+  return block.data.map((values) => {
+    if (!Array.isArray(values))
+      throw new ServiceUnavailableException({ code: 'MOEX_UNAVAILABLE' });
+    return Object.fromEntries(
+      columns.map((column, index) => [column.toLowerCase(), values[index]]),
+    );
+  });
+}
+
+function text(value: unknown): string | null {
+  return typeof value === 'string' && value.trim() ? value.trim() : null;
+}
+
+function numberText(value: unknown): string | null {
+  const result = typeof value === 'number' ? String(value) : text(value);
+  return result && /^-?\d+(?:\.\d+)?$/.test(result) ? result : null;
+}
+
+function currencyText(value: unknown): string | null {
+  const result = text(value)?.toUpperCase();
+  return result === 'SUR' ? 'RUB' : (result ?? null);
+}
+
+function integer(value: unknown): number | null {
+  const result = Number(value);
+  return Number.isSafeInteger(result) && result >= 0 ? result : null;
+}