backend/src/tbank/moex.client.ts

import { Injectable, ServiceUnavailableException } from '@nestjs/common';

const baseUrl = 'https://iss.moex.com/iss';
const timeoutMs = 10_000;

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 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 (!block) return [];
  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;
}