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MVP реализации MoexVibe — NestJS бэкенд + React фронтенд + CI/CD #1

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ksv741 merged 21 commits from feat/mvp-implementation into main 2026-06-13 21:07:34 +03:00
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8 changed files with 931 additions and 14 deletions
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28
apps/backend/package.json
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@ -11,32 +11,34 @@
"test:watch": "vitest" "test:watch": "vitest"
}, },
"dependencies": { "dependencies": {
"@nestjs/common": "^10.0.0",
"@nestjs/core": "^10.0.0",
"@nestjs/platform-express": "^10.0.0",
"@nestjs/config": "^3.0.0",
"@nestjs/swagger": "^7.0.0",
"@nestjs/axios": "^3.0.0", "@nestjs/axios": "^3.0.0",
"@nestjs/cache-manager": "^2.0.0", "@nestjs/cache-manager": "^2.0.0",
"cache-manager": "^5.0.0", "@nestjs/common": "^10.0.0",
"@nestjs/config": "^3.0.0",
"@nestjs/core": "^10.0.0",
"@nestjs/platform-express": "^10.0.0",
"@nestjs/swagger": "^7.0.0",
"axios": "^1.6.0", "axios": "^1.6.0",
"cache-manager": "^5.0.0",
"class-transformer": "^0.5.0",
"class-validator": "^0.14.0",
"p-queue": "^7.3.0",
"reflect-metadata": "^0.1.13", "reflect-metadata": "^0.1.13",
"rxjs": "^7.8.0", "rxjs": "^7.8.0",
"class-validator": "^0.14.0",
"class-transformer": "^0.5.0",
"p-queue": "^7.3.0",
"swagger-ui-express": "^5.0.0" "swagger-ui-express": "^5.0.0"
}, },
"devDependencies": { "devDependencies": {
"@nestjs/cli": "^10.0.0", "@nestjs/cli": "^10.0.0",
"@nestjs/schematics": "^10.0.0", "@nestjs/schematics": "^10.0.0",
"@nestjs/testing": "^10.0.0", "@nestjs/testing": "^10.0.0",
"@swc/core": "^1.15.41",
"@types/express": "^4.17.0", "@types/express": "^4.17.0",
"@types/node": "^20.0.0", "@types/node": "^20.0.0",
"typescript": "^5.3.0",
"vitest": "^1.0.0",
"eslint": "^8.0.0",
"@typescript-eslint/eslint-plugin": "^7.0.0", "@typescript-eslint/eslint-plugin": "^7.0.0",
"@typescript-eslint/parser": "^7.0.0" "@typescript-eslint/parser": "^7.0.0",
"eslint": "^8.0.0",
"typescript": "^5.3.0",
"unplugin-swc": "^1.5.9",
"vitest": "^1.0.0"
} }
} }

9
apps/backend/src/modules/moex-client/moex-client.module.ts Normal file
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@ -0,0 +1,9 @@
import { Global, Module } from '@nestjs/common';
import { MoexClientService } from './moex-client.service';
@Global()
@Module({
providers: [MoexClientService],
exports: [MoexClientService],
})
export class MoexClientModule {}

43
apps/backend/src/modules/moex-client/moex-client.service.spec.ts Normal file
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@ -0,0 +1,43 @@
import 'reflect-metadata';
import { Test, TestingModule } from '@nestjs/testing';
import { ConfigModule } from '@nestjs/config';
import { MoexClientService } from './moex-client.service';
import configuration from '../../config/configuration';
describe('MoexClientService', () => {
let service: MoexClientService;
beforeEach(async () => {
const module: TestingModule = await Test.createTestingModule({
imports: [
ConfigModule.forRoot({ load: [configuration] }),
],
providers: [MoexClientService],
}).compile();
service = module.get<MoexClientService>(MoexClientService);
});
it('should be defined', () => {
expect(service).toBeDefined();
});
describe('searchSecurities', () => {
it('should return results for SBER query', async () => {
const results = await service.searchSecurities('SBER');
expect(Array.isArray(results)).toBe(true);
if (results.length > 0) {
expect(results[0].secid).toBeDefined();
}
}, 15000);
});
describe('getShareMarketData', () => {
it('should return market data for SBER', async () => {
const data = await service.getShareMarketData('SBER');
if (data) {
expect(data.secid).toBe('SBER');
}
}, 15000);
});
});

330
apps/backend/src/modules/moex-client/moex-client.service.ts Normal file
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@ -0,0 +1,330 @@
import { Injectable, Logger } from '@nestjs/common';
import { ConfigService } from '@nestjs/config';
import axios, { AxiosInstance } from 'axios';
import PQueue from 'p-queue';
import {
MoexSecurityDescription,
MoexShareMarketData,
MoexBondData,
MoexBondMarketData,
MoexDividend,
MoexCandle,
MoexHistoryEntry,
MoexBondHistoryEntry,
} from './moex-client.types';
@Injectable()
export class MoexClientService {
private readonly logger = new Logger(MoexClientService.name);
private readonly client: AxiosInstance;
private readonly queue: PQueue;
private circuitOpen = false;
private circuitErrorCount = 0;
private readonly threshold: number;
private readonly resetMs: number;
constructor(private configService: ConfigService) {
const baseUrl = this.configService.get<string>('app.moex.baseUrl')!;
this.threshold = this.configService.get<number>(
'app.moex.circuitBreakerThreshold',
5,
);
this.resetMs =
this.configService.get<number>(
'app.moex.circuitBreakerResetSeconds',
30,
) * 1000;
const rateLimit = this.configService.get<number>(
'app.moex.rateLimit',
10,
);
this.client = axios.create({
baseURL: baseUrl,
timeout: 10000,
paramsSerializer: { indexes: null },
});
this.queue = new PQueue({
interval: 1000,
intervalCap: rateLimit,
});
}
private async request<T>(path: string, params?: Record<string, string>): Promise<T> {
if (this.circuitOpen) {
throw new Error('Circuit breaker is open — MOEX requests paused');
}
return this.queue.add(async () => {
try {
const response = await this.client.get(path, {
params: { ...params, 'iss.meta': 'off' },
});
this.circuitErrorCount = 0;
return response.data as T;
} catch (error) {
this.circuitErrorCount++;
if (this.circuitErrorCount >= this.threshold) {
this.circuitOpen = true;
this.logger.warn(`Circuit breaker opened after ${this.threshold} errors`);
setTimeout(() => {
this.circuitOpen = false;
this.circuitErrorCount = 0;
this.logger.log('Circuit breaker reset');
}, this.resetMs);
}
throw error;
}
}) as Promise<T>;
}
private extractTable(data: Record<string, unknown>, name: string): Record<string, unknown>[] {
const table = data[name] as Record<string, unknown> | undefined;
if (!table || !table.columns || !table.data) return [];
const columns = table.columns as string[];
const rows = table.data as unknown[][];
return rows.map((row) => {
const obj: Record<string, unknown> = {};
columns.forEach((col, i) => {
obj[col] = row[i];
});
return obj;
});
}
async searchSecurities(query: string): Promise<MoexSecurityDescription[]> {
const data = await this.request<Record<string, unknown>>('/securities', {
q: query,
});
return this.extractTable(data, 'securities').map((s) => ({
secid: s.secid as string,
isin: s.isin as string,
name: s.name as string,
shortName: s.shortName as string,
latName: (s.latName as string) || null,
listLevel: parseInt(s.listLevel as string, 10) || 0,
issueSize: parseInt(s.issuesize as string, 10) || 0,
faceValue: parseFloat(s.facevalue as string) || 0,
faceUnit: (s.faceunit as string) || '',
issueDate: (s.issuedate as string) || '',
typeName: (s.typename as string) || '',
group: (s.group as string) || '',
type: (s.type as string) || '',
isQualifiedInvestors: (s.isqualifiedinvestors as string) === '1',
morningSession: (s.morningsession as string) === '1',
eveningSession: (s.eveningsession as string) === '1',
}));
}
async getSecurityDescription(secid: string): Promise<MoexSecurityDescription | null> {
const data = await this.request<Record<string, unknown>>(`/securities/${secid}`);
const rows = this.extractTable(data, 'description');
if (rows.length === 0) return null;
const map = new Map(rows.map((r) => [r.name, r.value]));
return {
secid,
isin: (map.get('ISIN') as string) || '',
name: (map.get('NAME') as string) || '',
shortName: (map.get('SHORTNAME') as string) || '',
latName: (map.get('LATNAME') as string) || null,
listLevel: parseInt((map.get('LISTLEVEL') as string) || '0', 10),
issueSize: parseInt((map.get('ISSUESIZE') as string) || '0', 10),
faceValue: parseFloat((map.get('FACEVALUE') as string) || '0'),
faceUnit: (map.get('FACEUNIT') as string) || '',
issueDate: (map.get('ISSUEDATE') as string) || '',
typeName: (map.get('TYPENAME') as string) || '',
group: (map.get('GROUP') as string) || '',
type: (map.get('TYPE') as string) || '',
isQualifiedInvestors: (map.get('ISQUALIFIEDINVESTORS') as string) === '1',
morningSession: (map.get('MORNINGSESSION') as string) === '1',
eveningSession: (map.get('EVENINGSESSION') as string) === '1',
};
}
async getShareMarketData(secid: string, boardId = 'TQBR'): Promise<MoexShareMarketData | null> {
const data = await this.request<Record<string, unknown>>(
`/engines/stock/markets/shares/securities/${secid}`,
{ boards: boardId },
);
const rows = this.extractTable(data, 'securities');
const share = rows.find((r) => r.BOARDID === boardId);
if (!share) return null;
const mktRows = this.extractTable(data, 'marketdata');
const mkt = mktRows.find((r) => r.BOARDID === boardId);
return {
secid,
boardid: boardId,
bid: mkt ? parseFloat((mkt.BID as string) || '') : null,
offer: mkt ? parseFloat((mkt.OFFER as string) || '') : null,
open: mkt ? parseFloat((mkt.OPEN as string) || '') : null,
low: mkt ? parseFloat((mkt.LOW as string) || '') : null,
high: mkt ? parseFloat((mkt.HIGH as string) || '') : null,
last: mkt ? parseFloat((mkt.LAST as string) || '') : parseFloat((share.PREVPRICE as string) || ''),
lastChange: mkt ? parseFloat((mkt.LASTCHANGE as string) || '') : null,
lastChangePrcnt: mkt ? parseFloat((mkt.LASTCHANGEPRCNT as string) || '') : null,
volume: mkt ? parseInt((mkt.VOLTODAY as string) || '0', 10) : 0,
value: mkt ? parseFloat((mkt.VALTODAY as string) || '0') : 0,
waprice: mkt ? parseFloat((mkt.WAPRICE as string) || '') : null,
numtrades: mkt ? parseInt((mkt.NUMTRADES as string) || '0', 10) : 0,
issueCapitalization: mkt ? parseFloat((mkt.ISSUECAPITALIZATION as string) || '') : null,
tradingStatus: (mkt?.TRADINGSTATUS as string) || '',
updateTime: (mkt?.UPDATETIME as string) || '',
};
}
async getBondData(secid: string, boardId = 'TQCB'): Promise<MoexBondData | null> {
const data = await this.request<Record<string, unknown>>(
`/engines/stock/markets/bonds/securities/${secid}`,
{ boards: boardId },
);
const rows = this.extractTable(data, 'securities');
const bond = rows.find((r) => r.BOARDID === boardId);
if (!bond) return null;
return {
secid,
boardid: boardId,
shortName: (bond.SHORTNAME as string) || '',
prevWaprice: parseFloat((bond.PREVWAPRICE as string) || '') || null,
yieldAtPrevWaprice: parseFloat((bond.YIELDATPREVWAPRICE as string) || '') || null,
couponValue: bond.COUPONVALUE != null ? parseFloat(bond.COUPONVALUE as string) : null,
nextCoupon: (bond.NEXTCOUPON as string) || null,
accruedInt: bond.ACCRUEDINT != null ? parseFloat(bond.ACCRUEDINT as string) : null,
prevPrice: parseFloat((bond.PREVPRICE as string) || '') || null,
lotSize: parseInt((bond.LOTSIZE as string) || '1', 10),
faceValue: parseFloat((bond.FACEVALUE as string) || '1000'),
matDate: (bond.MATDATE as string) || '',
couponPeriod: parseInt((bond.COUPONPERIOD as string) || '0', 10),
issueSize: parseInt((bond.ISSUESIZE as string) || '0', 10),
isin: (bond.ISIN as string) || '',
couponPercent: bond.COUPONPERCENT != null ? parseFloat(bond.COUPONPERCENT as string) : null,
offerDate: (bond.OFFERDATE as string) || null,
buybackDate: (bond.BUYBACKDATE as string) || null,
bondType: (bond.BONDTYPE as string) || '',
bondSubType: (bond.BONDSUBTYPE as string) || '',
listLevel: parseInt((bond.LISTLEVEL as string) || '0', 10),
};
}
async getBondMarketData(secid: string, boardId = 'TQCB'): Promise<MoexBondMarketData | null> {
const data = await this.request<Record<string, unknown>>(
`/engines/stock/markets/bonds/securities/${secid}`,
{ boards: boardId },
);
const mktRows = this.extractTable(data, 'marketdata');
const mkt = mktRows.find((r) => r.SECID === secid);
if (!mkt) return null;
return {
secid,
bid: mkt.BID != null ? parseFloat(mkt.BID as string) : null,
offer: mkt.OFFER != null ? parseFloat(mkt.OFFER as string) : null,
open: mkt.OPEN != null ? parseFloat(mkt.OPEN as string) : null,
low: mkt.LOW != null ? parseFloat(mkt.LOW as string) : null,
high: mkt.HIGH != null ? parseFloat(mkt.HIGH as string) : null,
last: mkt.LAST != null ? parseFloat(mkt.LAST as string) : null,
yield: mkt.YIELD != null ? parseFloat(mkt.YIELD as string) : null,
waprice: mkt.WAPRICE != null ? parseFloat(mkt.WAPRICE as string) : null,
yieldAtWaprice: mkt.YIELDATWAPRICE != null ? parseFloat(mkt.YIELDATWAPRICE as string) : null,
duration: mkt.DURATION != null ? parseFloat(mkt.DURATION as string) : null,
volume: parseInt((mkt.VOLTODAY as string) || '0', 10),
value: parseFloat((mkt.VALTODAY as string) || '0'),
numtrades: parseInt((mkt.NUMTRADES as string) || '0', 10),
tradingStatus: (mkt.TRADINGSTATUS as string) || '',
updateTime: (mkt.UPDATETIME as string) || '',
};
}
async getDividends(secid: string): Promise<MoexDividend[]> {
const data = await this.request<Record<string, unknown>>(`/securities/${secid}/dividends`);
return this.extractTable(data, 'dividends').map((d) => ({
secid: d.secid as string,
isin: d.isin as string,
registryCloseDate: d.registryclosedate as string,
value: parseFloat(d.value as string),
currencyId: (d.currencyid as string) || 'RUB',
}));
}
async getCandles(
engine: 'stock',
market: 'shares' | 'bonds',
secid: string,
interval: 1 | 10 | 60 | 24,
from: string,
till: string,
): Promise<MoexCandle[]> {
const data = await this.request<Record<string, unknown>>(
`/engines/${engine}/markets/${market}/securities/${secid}/candles`,
{
interval: String(interval),
from,
till,
},
);
return this.extractTable(data, 'candles').map((c) => ({
open: parseFloat(c.open as string),
close: parseFloat(c.close as string),
high: parseFloat(c.high as string),
low: parseFloat(c.low as string),
value: parseFloat(c.value as string),
volume: parseInt(c.volume as string, 10),
begin: c.begin as string,
end: c.end as string,
}));
}
async getHistory(
secid: string,
from: string,
till: string,
): Promise<MoexHistoryEntry[]> {
const data = await this.request<Record<string, unknown>>(
`/engines/stock/markets/shares/securities/${secid}`,
{ from, till },
);
const tableName = Object.keys(data).find(
(k) => k.startsWith('history') && !k.includes('cursor'),
);
if (!tableName) return [];
return this.extractTable(data, tableName).map((h) => ({
tradeDate: h.TRADEDATE as string,
open: h.OPEN != null ? parseFloat(h.OPEN as string) : null,
low: h.LOW != null ? parseFloat(h.LOW as string) : null,
high: h.HIGH != null ? parseFloat(h.HIGH as string) : null,
close: h.CLOSE != null ? parseFloat(h.CLOSE as string) : null,
waprice: h.WAPRICE != null ? parseFloat(h.WAPRICE as string) : null,
volume: parseInt((h.VOLUME as string) || '0', 10),
value: parseFloat((h.VALUE as string) || '0'),
numtrades: parseInt((h.NUMTRADES as string) || '0', 10),
}));
}
async getBondHistory(
secid: string,
from: string,
till: string,
): Promise<MoexBondHistoryEntry[]> {
const data = await this.request<Record<string, unknown>>(
`/engines/stock/markets/bonds/securities/${secid}`,
{ from, till },
);
const tableName = Object.keys(data).find(
(k) => k.startsWith('history') && !k.includes('cursor'),
);
if (!tableName) return [];
return this.extractTable(data, tableName).map((h) => ({
tradeDate: h.TRADEDATE as string,
close: h.CLOSE != null ? parseFloat(h.CLOSE as string) : null,
legalClosePrice:
h.LEGALCLOSEPRICE != null ? parseFloat(h.LEGALCLOSEPRICE as string) : null,
waprice: h.WAPRICE != null ? parseFloat(h.WAPRICE as string) : null,
yieldClose: h.YIELDCLOSE != null ? parseFloat(h.YIELDCLOSE as string) : null,
duration: h.DURATION != null ? parseFloat(h.DURATION as string) : null,
accruedInt: h.ACCINT != null ? parseFloat(h.ACCINT as string) : null,
}));
}
}

131
apps/backend/src/modules/moex-client/moex-client.types.ts Normal file
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@ -0,0 +1,131 @@
export interface MoexSecurityDescription {
secid: string;
isin: string;
name: string;
shortName: string;
latName: string | null;
listLevel: number;
issueSize: number;
faceValue: number;
faceUnit: string;
issueDate: string;
typeName: string;
group: string;
type: string;
isQualifiedInvestors: boolean;
morningSession: boolean;
eveningSession: boolean;
}
export interface MoexShareMarketData {
secid: string;
boardid: string;
bid: number | null;
offer: number | null;
open: number | null;
low: number | null;
high: number | null;
last: number | null;
lastChange: number | null;
lastChangePrcnt: number | null;
volume: number;
value: number;
waprice: number | null;
numtrades: number;
issueCapitalization: number | null;
tradingStatus: string;
updateTime: string;
}
export interface MoexBondData {
secid: string;
boardid: string;
shortName: string;
prevWaprice: number | null;
yieldAtPrevWaprice: number | null;
couponValue: number | null;
nextCoupon: string | null;
accruedInt: number | null;
prevPrice: number | null;
lotSize: number;
faceValue: number;
matDate: string;
couponPeriod: number;
issueSize: number;
isin: string;
couponPercent: number | null;
offerDate: string | null;
buybackDate: string | null;
bondType: string;
bondSubType: string;
listLevel: number;
}
export interface MoexBondMarketData {
secid: string;
bid: number | null;
offer: number | null;
open: number | null;
low: number | null;
high: number | null;
last: number | null;
yield: number | null;
waprice: number | null;
yieldAtWaprice: number | null;
duration: number | null;
volume: number;
value: number;
numtrades: number;
tradingStatus: string;
updateTime: string;
}
export interface MoexDividend {
secid: string;
isin: string;
registryCloseDate: string;
value: number;
currencyId: string;
}
export interface MoexCandle {
open: number;
close: number;
high: number;
low: number;
value: number;
volume: number;
begin: string;
end: string;
}
export interface MoexHistoryEntry {
tradeDate: string;
open: number | null;
low: number | null;
high: number | null;
close: number | null;
waprice: number | null;
volume: number;
value: number;
numtrades: number;
}
export interface MoexBondHistoryEntry {
tradeDate: string;
close: number | null;
legalClosePrice: number | null;
waprice: number | null;
yieldClose: number | null;
duration: number | null;
accruedInt: number | null;
}
export interface MoexBoard {
secid: string;
boardid: string;
title: string;
isPrimary: boolean;
isTraded: boolean;
currencyid: string;
}

3
apps/backend/tsconfig.json
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@ -10,7 +10,8 @@
"baseUrl": "./", "baseUrl": "./",
"paths": { "paths": {
"@/*": ["src/*"] "@/*": ["src/*"]
} },
"types": ["vitest/globals"]
}, },
"include": ["src/**/*"] "include": ["src/**/*"]
} }

22
apps/backend/vitest.config.ts Normal file
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@ -0,0 +1,22 @@
import { defineConfig } from 'vitest/config';
import swc from 'unplugin-swc';
export default defineConfig({
test: {
globals: true,
},
plugins: [
swc.vite({
jsc: {
target: 'es2022',
parser: {
syntax: 'typescript',
decorators: true,
},
transform: {
decoratorMetadata: true,
},
},
}),
],
});

379
package-lock.json generated
View File

@ -37,12 +37,14 @@
"@nestjs/cli": "^10.0.0", "@nestjs/cli": "^10.0.0",
"@nestjs/schematics": "^10.0.0", "@nestjs/schematics": "^10.0.0",
"@nestjs/testing": "^10.0.0", "@nestjs/testing": "^10.0.0",
"@swc/core": "^1.15.41",
"@types/express": "^4.17.0", "@types/express": "^4.17.0",
"@types/node": "^20.0.0", "@types/node": "^20.0.0",
"@typescript-eslint/eslint-plugin": "^7.0.0", "@typescript-eslint/eslint-plugin": "^7.0.0",
"@typescript-eslint/parser": "^7.0.0", "@typescript-eslint/parser": "^7.0.0",
"eslint": "^8.0.0", "eslint": "^8.0.0",
"typescript": "^5.3.0", "typescript": "^5.3.0",
"unplugin-swc": "^1.5.9",
"vitest": "^1.0.0" "vitest": "^1.0.0"
} }
}, },
@ -943,6 +945,17 @@
"@jridgewell/trace-mapping": "^0.3.24" "@jridgewell/trace-mapping": "^0.3.24"
} }
}, },
"node_modules/@jridgewell/remapping": {
"version": "2.3.5",
"resolved": "https://registry.npmjs.org/@jridgewell/remapping/-/remapping-2.3.5.tgz",
"integrity": "sha512-LI9u/+laYG4Ds1TDKSJW2YPrIlcVYOwi2fUC6xB43lueCjgxV4lffOCZCtYFiH6TNOX+tQKXx97T4IKHbhyHEQ==",
"dev": true,
"license": "MIT",
"dependencies": {
"@jridgewell/gen-mapping": "^0.3.5",
"@jridgewell/trace-mapping": "^0.3.24"
}
},
"node_modules/@jridgewell/resolve-uri": { "node_modules/@jridgewell/resolve-uri": {
"version": "3.1.2", "version": "3.1.2",
"resolved": "https://registry.npmjs.org/@jridgewell/resolve-uri/-/resolve-uri-3.1.2.tgz", "resolved": "https://registry.npmjs.org/@jridgewell/resolve-uri/-/resolve-uri-3.1.2.tgz",
@ -1576,6 +1589,49 @@
"node": ">=14" "node": ">=14"
} }
}, },
"node_modules/@rollup/pluginutils": {
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