backend/src/modules/investments/instruments/application/instrument-market.ts

import type {
  TbankCandle,
  TbankTimestamp,
} from '../../../../integrations/tbank/tbank.api';

import { ISO_DATE_LENGTH, ISO_DATE_START, MILLISECONDS_PER_SECOND } from '../../../../common/time';

const MIN_TIMESTAMP_SECONDS_EXCLUSIVE = 0;

const MOSCOW_OFFSET_MS = 10_800_000;
export function timestamp(value?: TbankTimestamp): null | string {
  const seconds = Number(value?.seconds);
  return Number.isFinite(seconds) && seconds > MIN_TIMESTAMP_SECONDS_EXCLUSIVE
    ? new Date(seconds * MILLISECONDS_PER_SECOND).toISOString()
    : null;
}
export function moscowDay(iso: string): string {
  return new Date(Date.parse(iso) + MOSCOW_OFFSET_MS)
    .toISOString()
    .slice(ISO_DATE_START, ISO_DATE_LENGTH);
}
export function previousClose(
  candles: TbankCandle[],
  priceAt: string,
): null | TbankCandle {
  return (
    candles
      .filter((candle) => {
        const time = timestamp(candle.time);
        return (
          candle.isComplete &&
          candle.close &&
          time &&
          time.slice(ISO_DATE_START, ISO_DATE_LENGTH) < moscowDay(priceAt)
        );
      })
      .sort((a, b) => Number(b.time?.seconds) - Number(a.time?.seconds))[0] ??
      null
  );
}