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' }) instrumentUid: string;
  @ApiProperty({
    description: 'Unambiguous ticker URL segment, or the exact instrument UID.',
  })
  slug: string;
  @ApiProperty() name: string;
  @ApiProperty({ type: String, nullable: true }) isin: string | null;
  @ApiProperty({ type: String, nullable: true }) classCode: string | null;
  @ApiProperty({ type: String, nullable: true }) realExchange: string | null;
  @ApiProperty({ type: Boolean, nullable: true }) apiTradeAvailable:
    boolean | null;
  @ApiProperty({ type: String, nullable: true }) ticker: string | null;
  @ApiProperty({ type: String, nullable: true }) logoName: string | null;
  @ApiProperty({ type: String, nullable: true }) currency: string | null;
  @ApiProperty({ type: String, nullable: true }) sector: string | null;
  @ApiProperty({ type: Number, nullable: true }) lot: number | null;
  @ApiProperty({ type: String, nullable: true, format: 'date-time' })
  historyFrom: string | null;
  @ApiProperty({ type: MoneyDto, nullable: true }) nominal: MoneyDto | null;
  @ApiProperty({ type: MoneyDto, nullable: true })
  initialNominal: MoneyDto | null;
  @ApiProperty({ type: MoneyDto, nullable: true }) aci: MoneyDto | null;
  @ApiProperty({ type: String, nullable: true }) maturityDate: string | null;
  @ApiProperty({ type: String, nullable: true }) callDate: string | null;
  @ApiProperty({ type: String, nullable: true }) bondType: string | null;
  @ApiProperty({ type: String, nullable: true }) riskLevel: string | null;
  @ApiProperty({ type: Number, nullable: true }) couponQuantityPerYear:
    number | null;
  @ApiProperty({ type: Boolean, nullable: true }) floatingCoupon:
    boolean | null;
  @ApiProperty({ type: Boolean, nullable: true }) perpetual: boolean | null;
  @ApiProperty({ type: Boolean, nullable: true }) amortization: boolean | null;
  @ApiProperty({ type: Boolean, nullable: true }) subordinated: boolean | null;
}

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

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