Files
backend/src/integrations/moex/moex.client.spec.ts
T

277 lines
8.3 KiB
TypeScript

import { MoexClient } from './moex.client';
const emptyEvents = {
coupons: { columns: ['coupondate', 'value', 'faceunit'], data: [] },
offers: { columns: ['offerdate'], data: [] },
description: { columns: ['name', 'value'], data: [] },
};
describe('MoexClient', () => {
afterEach(() => jest.restoreAllMocks());
it('uses effective yield only for the exact ISIN and board and preserves its own price and date', async () => {
jest.spyOn(global, 'fetch').mockResolvedValue({
ok: true,
json: () =>
Promise.resolve({
securities: {
columns: ['SECID', 'ISIN', 'BOARDID'],
data: [['BOND', 'RU000TEST', 'TQOB']],
},
marketdata_yields: {
columns: [
'SECID',
'BOARDID',
'EFFECTIVEYIELD',
'PRICE',
'YIELDDATE',
'YIELDDATETYPE',
'TRADEMOMENT',
],
data: [
[
'BOND',
'OTHER',
99,
20,
'2028-12-01',
'OFFERDATE',
'2026-09-10 18:49:00',
],
[
'BOND',
'TQOB',
-0.5,
101,
'2028-12-01',
'OFFERDATE',
'2026-09-10 18:49:00',
],
],
},
}),
} as Response);
const client = new MoexClient();
expect(await client.bondYield('BOND', 'RU000TEST', 'TQOB')).toEqual({
value: '-0.5',
pricePercent: '101',
date: '2028-12-01',
dateType: 'OFFERDATE',
tradeAt: '2026-09-10T15:49:00.000Z',
});
expect(await client.bondYield('BOND', 'WRONG', 'TQOB')).toBeNull();
expect(await client.bondYield('BOND', 'RU000TEST', 'OTHER')).toBeNull();
});
it.each([null, 0])(
'does not report unknown yield as zero: %s',
async (value) => {
jest.spyOn(global, 'fetch').mockResolvedValue({
ok: true,
json: () =>
Promise.resolve({
securities: {
columns: ['SECID', 'ISIN', 'BOARDID'],
data: [['BOND', 'ISIN', 'TQOB']],
},
marketdata_yields: {
columns: [
'SECID',
'BOARDID',
'EFFECTIVEYIELD',
'PRICE',
'YIELDDATE',
'TRADEMOMENT',
],
data: [
[
'BOND',
'TQOB',
value,
100,
'2030-01-01',
'2026-09-10 12:00:00',
],
],
},
}),
} as Response);
const result = await new MoexClient().bondYield('BOND', 'ISIN', 'TQOB');
expect(result?.value ?? null).toBe(value === null ? null : '0');
},
);
it('accepts confirmed empty blocks', async () => {
jest
.spyOn(global, 'fetch')
.mockImplementation(() => Promise.resolve(Response.json(emptyEvents)));
await expect(new MoexClient().bondEvents('BOND')).resolves.toEqual([]);
});
it('preserves not-found semantics independently of malformed HTTP 200', async () => {
jest
.spyOn(global, 'fetch')
.mockImplementation(() =>
Promise.resolve(new Response(null, { status: 404 })),
);
const client = new MoexClient();
await expect(client.bondEvents('MISSING')).resolves.toEqual([]);
await expect(
client.bondYield('MISSING', 'ISIN', 'TQOB'),
).resolves.toBeNull();
});
it.each([
['missing block', { coupons: undefined }],
['missing columns', { coupons: { data: [] } }],
['invalid column', { coupons: { columns: [null], data: [] } }],
['invalid row', { coupons: { columns: ['coupondate'], data: [null] } }],
[
'short row',
{ coupons: { columns: ['coupondate', 'value'], data: [['2099-02-01']] } },
],
[
'long row',
{ coupons: { columns: ['coupondate'], data: [['2099-02-01', 2]] } },
],
[
'empty cursor',
{
'coupons.cursor': { columns: ['INDEX', 'TOTAL', 'PAGESIZE'], data: [] },
},
],
[
'missing cursor field',
{ 'coupons.cursor': { columns: ['INDEX', 'TOTAL'], data: [[0, 1]] } },
],
[
'null cursor index',
{
'coupons.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[null, 0, 1]],
},
},
],
[
'boolean cursor total',
{
'coupons.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[0, false, 1]],
},
},
],
[
'empty cursor total',
{
'coupons.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[0, '', 1]],
},
},
],
[
'short page',
{
'coupons.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[0, 1, 1]],
},
},
],
])(
'rejects %s without returning a partial calendar',
async (_name, invalid) => {
jest
.spyOn(global, 'fetch')
.mockImplementation(() =>
Promise.resolve(Response.json({ ...emptyEvents, ...invalid })),
);
await expect(new MoexClient().bondEvents('BOND')).rejects.toMatchObject({
response: { code: 'MOEX_UNAVAILABLE' },
});
},
);
it.each([0, -1])(
'rejects nonpositive page size %s before repeating a fetch',
async (pageSize) => {
const starts: string[] = [];
jest.spyOn(global, 'fetch').mockImplementation((input) => {
const url = new URL(input instanceof Request ? input.url : input);
if (url.searchParams.get('iss.only')?.startsWith('coupons,')) {
starts.push(url.searchParams.get('start') ?? '');
if (starts.length > 1) {
return Promise.reject(new Error('Repeated page'));
}
}
return Promise.resolve(
Response.json({
...emptyEvents,
'coupons.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[0, 1, pageSize]],
},
}),
);
});
await expect(new MoexClient().bondEvents('BOND')).rejects.toMatchObject({
response: { code: 'MOEX_UNAVAILABLE' },
});
expect(starts).toEqual(['0']);
},
);
it.each([false, true])(
'reads all cursor pages and rejects a repeated index: %s',
async (repeatIndex) => {
const starts: string[] = [];
jest.spyOn(global, 'fetch').mockImplementation((input) => {
const url = new URL(input instanceof Request ? input.url : input);
const start = Number(url.searchParams.get('start'));
if (url.searchParams.get('iss.only')?.startsWith('coupons,')) {
starts.push(String(start));
if (starts.length > 2) {
return Promise.reject(new Error('Repeated page'));
}
}
return Promise.resolve(
Response.json({
...emptyEvents,
'coupons': {
columns: ['coupondate', 'value', 'faceunit'],
data: [[`2099-02-0${start + 1}`, '2.000000001', 'SUR']],
},
'coupons.cursor': {
columns: ['INDEX', 'TOTAL', 'PAGESIZE'],
data: [[repeatIndex ? 0 : start, 2, 1]],
},
}),
);
});
const result = new MoexClient().bondEvents('BOND');
if (repeatIndex) {
// eslint-disable-next-line jest/no-conditional-expect -- The parameterized fixture chooses the scenario; each branch asserts its outcome and the test also asserts common invariants.
await expect(result).rejects.toMatchObject({
response: { code: 'MOEX_UNAVAILABLE' },
});
} else {
// eslint-disable-next-line jest/no-conditional-expect -- The parameterized fixture chooses the scenario; each branch asserts its outcome and the test also asserts common invariants.
await expect(result).resolves.toEqual([
{
type: 'coupon',
date: '2099-02-01',
value: '2.000000001',
currency: 'RUB',
},
{
type: 'coupon',
date: '2099-02-02',
value: '2.000000001',
currency: 'RUB',
},
]);
}
expect(starts).toEqual(['0', '1']);
},
);
});