backend/src/integrations/moex/moex.client.ts

import { Injectable, ServiceUnavailableException } from '@nestjs/common';
import { constants as httpStatus } from 'node:http2';

enum MoexErrorCode { Unavailable = 'MOEX_UNAVAILABLE' }

const MIN_PRICE_PERCENT_EXCLUSIVE = 0;
const FIRST_PAGE_OFFSET = 0;
const EXPECTED_CURSOR_ROWS = 1;
const EMPTY_PAGE_SIZE = 0;
const MIN_CURSOR_VALUE = 0;

const FALLBACK_PAGE_SIZE = 100;

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

export type MoexBondEvent =
  | { currency: string; date: string; type: 'coupon'; value: string } |
  { currency: string; date: string; type: 'maturity'; value: string } |
  { date: string; type: 'offer' };

type IssBlock = { columns?: unknown; data?: unknown };
type IssResponse = Record<string, IssBlock | undefined>;
export type MoexBondYield = {
  date: string;
  dateType: null | string;
  pricePercent: string;
  tradeAt: string;
  value: string;
};

@Injectable()
export class MoexClient {
  async bondYield(
    secid: string,
    isin: string,
    board: string,
  ): Promise<MoexBondYield | null> {
    const query = new URLSearchParams({
      'iss.meta': 'off',
      'iss.only': 'securities,marketdata_yields',
    });
    const response = await this.request(
      `${baseUrl}/engines/stock/markets/bonds/securities/${encodeURIComponent(secid)}.json?${query}`,
    );
    if (!response) return null;
    const listing = parseRows(response.securities).find(
      (row) =>
        row.secid === secid && row.isin === isin && row.boardid === board,
    );
    if (!listing) return null;
    const row = parseRows(response.marketdata_yields).find(
      (row) => row.secid === secid && row.boardid === board,
    );
    if (!row) return null;
    const value = numberText(row.effectiveyield);
    const pricePercent = numberText(row.price);
    const date = text(row.yielddate);
    const tradeAt = text(row.trademoment);
    if (
      value === null ||
      pricePercent === null ||
      Number(pricePercent) <= MIN_PRICE_PERCENT_EXCLUSIVE ||
      !date ||
      !/^\d{4}-\d{2}-\d{2}$/.test(date) ||
      !Number.isFinite(Date.parse(date)) ||
      !tradeAt ||
      !/^\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2}$/.test(tradeAt)
    ) {
      return null;
    }
    const tradeIso = `${tradeAt.replace(' ', 'T')}+03:00`;
    if (!Number.isFinite(Date.parse(tradeIso))) return null;
    return {
      value,
      pricePercent,
      date,
      dateType: text(row.yielddatetype),
      tradeAt: new Date(tradeIso).toISOString(),
    };
  }

  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 = FIRST_PAGE_OFFSET;
    for (;;) {
      const query = new URLSearchParams({
        'iss.meta': 'off',
        'iss.only': `${block},${block}.cursor`,
        'start': String(start),
      });
      const response = await this.request(`${baseUrl}/${path}?${query}`);
      if (!response) return rows;
      // eslint-disable-next-line security/detect-object-injection -- Keys are fixed MOEX block names; row indexes come from the validated columns array.
      const current = parseRows(response[block]);
      rows.push(...current);
      if (!paginated) return rows;
      const cursorBlock = response[`${block}.cursor`];
      if (cursorBlock === undefined) {
        if (current.length < FALLBACK_PAGE_SIZE) return rows;
        start += FALLBACK_PAGE_SIZE;
        continue;
      }
      const cursors = parseRows(cursorBlock);
      const cursor = cursors[0];
      const index = integer(cursor?.index);
      const total = integer(cursor?.total);
      const pageSize = integer(cursor?.pagesize);
      if (
        cursors.length !== EXPECTED_CURSOR_ROWS ||
        index !== start ||
        total === null ||
        pageSize === null ||
        pageSize === EMPTY_PAGE_SIZE ||
        current.length !== Math.min(pageSize, total - start)
      ) {
        throw new ServiceUnavailableException({ code: MoexErrorCode.Unavailable });
      }
      if (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 === httpStatus.HTTP_STATUS_NOT_FOUND) 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: MoexErrorCode.Unavailable });
    }
  }
}

function parseRows(block: IssBlock | undefined): Record<string, unknown>[] {
  if (!Array.isArray(block?.columns) || !Array.isArray(block?.data)) {
    throw new ServiceUnavailableException({ code: MoexErrorCode.Unavailable });
  }
  const columns = block.columns;
  if (!columns.every((column) => typeof column === 'string')) {
    throw new ServiceUnavailableException({ code: MoexErrorCode.Unavailable });
  }
  return block.data.map((values) => {
    if (!Array.isArray(values) || values.length !== columns.length) {
      throw new ServiceUnavailableException({ code: MoexErrorCode.Unavailable });
    }
    return Object.fromEntries(
      // eslint-disable-next-line security/detect-object-injection -- Keys are fixed MOEX block names; row indexes come from the validated columns array.
      columns.map((column, index) => [column.toLowerCase(), values[index]]),
    );
  });
}

function text(value: unknown): null | string {
  return typeof value === 'string' && value.trim() ? value.trim() : null;
}

function numberText(value: unknown): null | string {
  const result = typeof value === 'number' ? String(value) : text(value);
  // eslint-disable-next-line security/detect-unsafe-regex -- Anchored decimal grammar: the literal decimal point separates disjoint digit runs; backtracking is linear.
  return result && /^-?\d+(?:\.\d+)?$/.test(result) ? result : null;
}

function currencyText(value: unknown): null | string {
  const result = text(value)?.toUpperCase();
  return result === 'SUR' ? 'RUB' : (result ?? null);
}

function integer(value: unknown): null | number {
  const result = Number(numberText(value) ?? NaN);
  return Number.isSafeInteger(result) && result >= MIN_CURSOR_VALUE ? result : null;
}