backend/src/tbank/bond.dto.ts

import { ApiProperty } from '@nestjs/swagger';
import { MoneyDto } from '../common/money.dto';

import {
  StockSearchQueryDto,
  StockTickerParamsDto,
  StockCandlesQueryDto,
  StockCandlesDto,
  StockPositionDto,
} from './stock.dto';
export class BondSearchQueryDto extends StockSearchQueryDto {}
export class BondTickerParamsDto extends StockTickerParamsDto {}
export class BondCandlesQueryDto extends StockCandlesQueryDto {}
export class BondCandlesDto extends StockCandlesDto {}
export class BondPositionDto extends StockPositionDto {}
export class BondDto {
  @ApiProperty({ format: 'uuid' }) declare instrumentUid: string;
  @ApiProperty({
    description: 'Unambiguous ticker URL segment, or the exact instrument UID.',
  })
  declare slug: string;
  @ApiProperty() declare name: string;
  @ApiProperty({ type: String, nullable: true }) declare isin: string | null;
  @ApiProperty({ type: String, nullable: true }) declare classCode:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare realExchange:
    string | null;
  @ApiProperty({ type: Boolean, nullable: true }) declare apiTradeAvailable:
    boolean | null;
  @ApiProperty({ type: String, nullable: true }) declare ticker: string | null;
  @ApiProperty({ type: String, nullable: true }) declare logoName:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare currency:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare sector: string | null;
  @ApiProperty({ type: Number, nullable: true }) declare lot: number | null;
  @ApiProperty({ type: String, nullable: true, format: 'date-time' })
  declare historyFrom: string | null;
  @ApiProperty({ type: MoneyDto, nullable: true })
  declare nominal: MoneyDto | null;
  @ApiProperty({ type: MoneyDto, nullable: true })
  declare initialNominal: MoneyDto | null;
  @ApiProperty({ type: MoneyDto, nullable: true }) declare aci: MoneyDto | null;
  @ApiProperty({ type: String, nullable: true }) declare maturityDate:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare callDate:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare bondType:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare riskLevel:
    string | null;
  @ApiProperty({ type: Number, nullable: true }) declare couponQuantityPerYear:
    number | null;
  @ApiProperty({ type: Boolean, nullable: true }) declare floatingCoupon:
    boolean | null;
  @ApiProperty({ type: Boolean, nullable: true }) declare perpetual:
    boolean | null;
  @ApiProperty({ type: Boolean, nullable: true }) declare amortization:
    boolean | null;
  @ApiProperty({ type: Boolean, nullable: true }) declare subordinated:
    boolean | null;
}

export class BondSearchResultDto extends BondDto {
  @ApiProperty({
    type: String,
    nullable: true,
    description: 'Clean price in percent of nominal, not money.',
  })
  declare pricePercent: string | null;
  @ApiProperty({ type: String, nullable: true, format: 'date-time' })
  declare priceAt: string | null;
}
export class BondQuoteDto {
  @ApiProperty({ type: String, nullable: true }) declare pricePercent:
    string | null;
  @ApiProperty({
    type: MoneyDto,
    nullable: true,
    description:
      'Indicative clean value at the current nominal; no FX conversion.',
  })
  declare cleanPrice: MoneyDto | null;
  @ApiProperty({ type: MoneyDto, nullable: true }) declare aci: MoneyDto | null;
  @ApiProperty({
    type: MoneyDto,
    nullable: true,
    description:
      'Indicative clean value plus current accrued interest, excluding fees.',
  })
  declare dirtyPrice: MoneyDto | null;
  @ApiProperty({ type: String, nullable: true })
  declare changePercentagePoints: string | null;
  @ApiProperty({ type: String, nullable: true }) declare previousCloseDate:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare tradingStatus:
    string | null;
  @ApiProperty({ type: String, nullable: true, format: 'date-time' })
  declare priceAt: string | null;
  @ApiProperty({ type: [String] }) declare unavailable: string[];
  @ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
export class BondCouponDto {
  @ApiProperty({ type: String, nullable: true }) declare number: string | null;
  @ApiProperty({ type: String, nullable: true }) declare paymentDate:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare recordDate:
    string | null;
  @ApiProperty({ type: String, nullable: true }) declare couponType:
    string | null;
  @ApiProperty({ type: Number, nullable: true }) declare periodDays:
    number | null;
  @ApiProperty({ type: MoneyDto, nullable: true })
  declare perBond: MoneyDto | null;
  @ApiProperty({ type: MoneyDto, nullable: true })
  declare estimatedAmount: MoneyDto | null;
  @ApiProperty({ enum: ['upcoming', 'past', 'undated'] }) declare timing:
    'upcoming' | 'past' | 'undated';
}
export class BondCouponsDto {
  @ApiProperty({ type: [BondCouponDto] }) declare coupons: BondCouponDto[];
  @ApiProperty() declare from: string;
  @ApiProperty() declare to: string;
  @ApiProperty() declare observedAt: string;
  @ApiProperty({ type: String, nullable: true }) declare positionAt:
    string | null;
  @ApiProperty() declare estimateUnavailable: boolean;
  @ApiProperty() declare positionIsStale: boolean;
}

export class BondYieldDto {
  @ApiProperty({ description: 'MOEX effective annual yield in percent.' })
  declare value: string;
  @ApiProperty() declare pricePercent: string;
  @ApiProperty({ format: 'date' }) declare date: string;
  @ApiProperty({
    type: String,
    nullable: true,
    description: 'MOEX yield target, e.g. MATDATE or OFFERDATE.',
  })
  declare dateType: string | null;
  @ApiProperty({ format: 'date-time' }) declare tradeAt: string;
}
export class BondCreditRatingDto {
  @ApiProperty({ enum: ['NCR'] }) declare agency: 'NCR';
  @ApiProperty({ type: String, nullable: true }) declare value: string | null;
  @ApiProperty({ enum: ['active', 'withdrawn'] }) declare status:
    'active' | 'withdrawn';
  @ApiProperty({ format: 'date' }) declare date: string;
  @ApiProperty({ format: 'uri' }) declare sourceUrl: string;
  @ApiProperty({ format: 'date-time' }) declare observedAt: string;
}
export class BondMetricsDto {
  @ApiProperty({ type: BondCreditRatingDto, nullable: true })
  declare creditRating: BondCreditRatingDto | null;
  @ApiProperty({ type: MoneyDto, nullable: true })
  declare coupon: MoneyDto | null;
  @ApiProperty({ type: String, nullable: true, format: 'date' })
  declare couponDate: string | null;
  @ApiProperty({ type: String, nullable: true }) declare couponType:
    string | null;
  @ApiProperty({ type: Number, nullable: true }) declare couponPeriodDays:
    number | null;
  @ApiProperty({
    type: String,
    nullable: true,
    description:
      'Next coupon × 365 / period days / indicative clean price × 100. Not yield to maturity.',
  })
  declare couponYieldPercent: string | null;
  @ApiProperty({ type: String, nullable: true, format: 'date-time' })
  declare couponYieldPriceAt: string | null;
  @ApiProperty({ type: BondYieldDto, nullable: true })
  declare effectiveYield: BondYieldDto | null;
  @ApiProperty({ type: [String] }) declare unavailable: string[];
  @ApiProperty({ format: 'date-time' }) declare observedAt: string;
}