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codex/backend-architecture-improvements #47

Merged
ksv741 merged 9 commits from codex/backend-architecture-improvements into main 2026-06-25 21:09:15 +03:00
Conversation 0 Commits 9 Files Changed 73 +1068 -734
35 changed files with 1068 additions and 734 deletions
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Showing only changes of commit 75fead68b8 - Show all commits

2
apps/backend/src/modules/bonds/bonds.module.ts
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@ -1,8 +1,10 @@
import { Module } from '@nestjs/common'; import { Module } from '@nestjs/common';
import { MoexClientModule } from '../moex-client/moex-client.module';
import { BondsController } from './bonds.controller'; import { BondsController } from './bonds.controller';
import { BondsService } from './bonds.service'; import { BondsService } from './bonds.service';
@Module({ @Module({
imports: [MoexClientModule],
controllers: [BondsController], controllers: [BondsController],
providers: [BondsService], providers: [BondsService],
exports: [BondsService], exports: [BondsService],

22
apps/backend/src/modules/bonds/bonds.service.spec.ts
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@ -1,16 +1,17 @@
import { Test, TestingModule } from '@nestjs/testing'; import { Test, TestingModule } from '@nestjs/testing';
import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception'; import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception';
import { BondsService } from './bonds.service'; import { BondsService } from './bonds.service';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexMarketDataClient } from '../moex-client/moex-market-data.client';
import { MoexHistoryClient } from '../moex-client/moex-history.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
describe('BondsService', () => { describe('BondsService', () => {
let service: BondsService; let service: BondsService;
let moexClient: Pick<MoexClientService, 'getBondData' | 'getBondMarketData'>; let moexMarketData: Pick<MoexMarketDataClient, 'getBondData' | 'getBondMarketData'>;
let cache: Pick<CacheService, 'getOrFetch'>; let cache: Pick<CacheService, 'getOrFetch'>;
beforeEach(async () => { beforeEach(async () => {
moexClient = { moexMarketData = {
getBondData: vi.fn(), getBondData: vi.fn(),
getBondMarketData: vi.fn(), getBondMarketData: vi.fn(),
}; };
@ -25,7 +26,8 @@ describe('BondsService', () => {
const module: TestingModule = await Test.createTestingModule({ const module: TestingModule = await Test.createTestingModule({
providers: [ providers: [
BondsService, BondsService,
{ provide: MoexClientService, useValue: moexClient }, { provide: MoexMarketDataClient, useValue: moexMarketData },
{ provide: MoexHistoryClient, useValue: { getBondHistory: vi.fn() } },
{ provide: CacheService, useValue: cache }, { provide: CacheService, useValue: cache },
], ],
}).compile(); }).compile();
@ -34,7 +36,7 @@ describe('BondsService', () => {
}); });
it('returns normalized SU26238RMFS5 bond spec and market data without live MOEX dependency', async () => { it('returns normalized SU26238RMFS5 bond spec and market data without live MOEX dependency', async () => {
vi.mocked(moexClient.getBondData).mockResolvedValue({ vi.mocked(moexMarketData.getBondData).mockResolvedValue({
secid: 'SU26238RMFS5', secid: 'SU26238RMFS5',
boardid: 'TQCB', boardid: 'TQCB',
shortName: 'ОФЗ 26238', shortName: 'ОФЗ 26238',
@ -57,7 +59,7 @@ describe('BondsService', () => {
bondSubType: 'fixed', bondSubType: 'fixed',
listLevel: 1, listLevel: 1,
}); });
vi.mocked(moexClient.getBondMarketData).mockResolvedValue({ vi.mocked(moexMarketData.getBondMarketData).mockResolvedValue({
secid: 'SU26238RMFS5', secid: 'SU26238RMFS5',
bid: 72.9, bid: 72.9,
offer: 73.1, offer: 73.1,
@ -92,8 +94,8 @@ describe('BondsService', () => {
expect.any(Function), expect.any(Function),
'marketDataTtl', 'marketDataTtl',
); );
expect(moexClient.getBondData).toHaveBeenCalledWith('SU26238RMFS5'); expect(moexMarketData.getBondData).toHaveBeenCalledWith('SU26238RMFS5');
expect(moexClient.getBondMarketData).toHaveBeenCalledWith('SU26238RMFS5'); expect(moexMarketData.getBondMarketData).toHaveBeenCalledWith('SU26238RMFS5');
expect(result).toMatchObject({ expect(result).toMatchObject({
data: { data: {
secid: 'SU26238RMFS5', secid: 'SU26238RMFS5',
@ -136,10 +138,10 @@ describe('BondsService', () => {
}); });
it('throws EntityNotFoundException when bond data is missing', async () => { it('throws EntityNotFoundException when bond data is missing', async () => {
vi.mocked(moexClient.getBondData).mockResolvedValue(null); vi.mocked(moexMarketData.getBondData).mockResolvedValue(null);
await expect(service.getBond('UNKNOWN')).rejects.toBeInstanceOf(EntityNotFoundException); await expect(service.getBond('UNKNOWN')).rejects.toBeInstanceOf(EntityNotFoundException);
expect(cache.getOrFetch).toHaveBeenCalledTimes(1); expect(cache.getOrFetch).toHaveBeenCalledTimes(1);
expect(moexClient.getBondMarketData).not.toHaveBeenCalled(); expect(moexMarketData.getBondMarketData).not.toHaveBeenCalled();
}); });
}); });

14
apps/backend/src/modules/bonds/bonds.service.ts
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@ -1,5 +1,6 @@
import { Injectable } from '@nestjs/common'; import { Injectable } from '@nestjs/common';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexMarketDataClient } from '../moex-client/moex-market-data.client';
import { MoexHistoryClient } from '../moex-client/moex-history.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { ApiEnvelopePayload } from '../../common/dto/api-response.dto'; import { ApiEnvelopePayload } from '../../common/dto/api-response.dto';
import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception'; import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception';
@ -7,7 +8,8 @@ import { EntityNotFoundException } from '../../common/exceptions/entity-not-foun
@Injectable() @Injectable()
export class BondsService { export class BondsService {
constructor( constructor(
private readonly moexClient: MoexClientService, private readonly moexMarketData: MoexMarketDataClient,
private readonly moexHistory: MoexHistoryClient,
private readonly cache: CacheService, private readonly cache: CacheService,
) {} ) {}
@ -19,7 +21,7 @@ export class BondsService {
} = await this.cache.getOrFetch( } = await this.cache.getOrFetch(
'bond', 'bond',
[secid], [secid],
() => this.moexClient.getBondData(secid), () => this.moexMarketData.getBondData(secid),
'securityTtl', 'securityTtl',
); );
@ -30,7 +32,7 @@ export class BondsService {
const { data: mkt } = await this.cache.getOrFetch( const { data: mkt } = await this.cache.getOrFetch(
'marketdata', 'marketdata',
['bonds', secid], ['bonds', secid],
() => this.moexClient.getBondMarketData(secid), () => this.moexMarketData.getBondMarketData(secid),
'marketDataTtl', 'marketDataTtl',
); );
@ -85,7 +87,7 @@ export class BondsService {
} = await this.cache.getOrFetch( } = await this.cache.getOrFetch(
'marketdata', 'marketdata',
['bonds', secid], ['bonds', secid],
() => this.moexClient.getBondMarketData(secid), () => this.moexMarketData.getBondMarketData(secid),
'marketDataTtl', 'marketDataTtl',
); );
@ -119,7 +121,7 @@ export class BondsService {
const { data, fromCache, cachedAt } = await this.cache.getOrFetch( const { data, fromCache, cachedAt } = await this.cache.getOrFetch(
'history', 'history',
['bonds', secid, from, till], ['bonds', secid, from, till],
() => this.moexClient.getBondHistory(secid, from, till), () => this.moexHistory.getBondHistory(secid, from, till),
'historyTtl', 'historyTtl',
); );

2
apps/backend/src/modules/candles/candles.module.ts
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@ -1,8 +1,10 @@
import { Module } from '@nestjs/common'; import { Module } from '@nestjs/common';
import { MoexClientModule } from '../moex-client/moex-client.module';
import { CandlesController } from './candles.controller'; import { CandlesController } from './candles.controller';
import { CandlesService } from './candles.service'; import { CandlesService } from './candles.service';
@Module({ @Module({
imports: [MoexClientModule],
controllers: [CandlesController], controllers: [CandlesController],
providers: [CandlesService], providers: [CandlesService],
exports: [CandlesService], exports: [CandlesService],

16
apps/backend/src/modules/candles/candles.service.spec.ts
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@ -1,16 +1,16 @@
import { Test, TestingModule } from '@nestjs/testing'; import { Test, TestingModule } from '@nestjs/testing';
import { CandlesService } from './candles.service'; import { CandlesService } from './candles.service';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexCandlesClient } from '../moex-client/moex-candles.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { CandleInterval } from './dto/candles-query.dto'; import { CandleInterval } from './dto/candles-query.dto';
describe('CandlesService', () => { describe('CandlesService', () => {
let service: CandlesService; let service: CandlesService;
let moexClient: Pick<MoexClientService, 'getCandles'>; let moexCandles: Pick<MoexCandlesClient, 'getCandles'>;
let cache: Pick<CacheService, 'getOrFetch'>; let cache: Pick<CacheService, 'getOrFetch'>;
beforeEach(async () => { beforeEach(async () => {
moexClient = { moexCandles = {
getCandles: vi.fn(), getCandles: vi.fn(),
}; };
cache = { cache = {
@ -24,7 +24,7 @@ describe('CandlesService', () => {
const module: TestingModule = await Test.createTestingModule({ const module: TestingModule = await Test.createTestingModule({
providers: [ providers: [
CandlesService, CandlesService,
{ provide: MoexClientService, useValue: moexClient }, { provide: MoexCandlesClient, useValue: moexCandles },
{ provide: CacheService, useValue: cache }, { provide: CacheService, useValue: cache },
], ],
}).compile(); }).compile();
@ -33,7 +33,7 @@ describe('CandlesService', () => {
}); });
it('uses MOEX interval 24 for daily share candles and maps output envelope', async () => { it('uses MOEX interval 24 for daily share candles and maps output envelope', async () => {
vi.mocked(moexClient.getCandles).mockResolvedValue([ vi.mocked(moexCandles.getCandles).mockResolvedValue([
{ {
open: 320, open: 320,
high: 325, high: 325,
@ -60,7 +60,7 @@ describe('CandlesService', () => {
expect.any(Function), expect.any(Function),
'candlesTtl', 'candlesTtl',
); );
expect(moexClient.getCandles).toHaveBeenCalledWith( expect(moexCandles.getCandles).toHaveBeenCalledWith(
'stock', 'stock',
'shares', 'shares',
'SBER', 'SBER',
@ -87,7 +87,7 @@ describe('CandlesService', () => {
}); });
it('uses MOEX interval 60 for hourly bond candles without live MOEX dependency', async () => { it('uses MOEX interval 60 for hourly bond candles without live MOEX dependency', async () => {
vi.mocked(moexClient.getCandles).mockResolvedValue([]); vi.mocked(moexCandles.getCandles).mockResolvedValue([]);
await service.getCandles( await service.getCandles(
'bonds', 'bonds',
@ -103,7 +103,7 @@ describe('CandlesService', () => {
expect.any(Function), expect.any(Function),
'candlesTtl', 'candlesTtl',
); );
expect(moexClient.getCandles).toHaveBeenCalledWith( expect(moexCandles.getCandles).toHaveBeenCalledWith(
'stock', 'stock',
'bonds', 'bonds',
'SU26238RMFS5', 'SU26238RMFS5',

6
apps/backend/src/modules/candles/candles.service.ts
View File

@ -1,5 +1,5 @@
import { Injectable } from '@nestjs/common'; import { Injectable } from '@nestjs/common';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexCandlesClient } from '../moex-client/moex-candles.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { CandleInterval } from './dto/candles-query.dto'; import { CandleInterval } from './dto/candles-query.dto';
import { ApiEnvelopePayload } from '../../common/dto/api-response.dto'; import { ApiEnvelopePayload } from '../../common/dto/api-response.dto';
@ -7,7 +7,7 @@ import { ApiEnvelopePayload } from '../../common/dto/api-response.dto';
@Injectable() @Injectable()
export class CandlesService { export class CandlesService {
constructor( constructor(
private readonly moexClient: MoexClientService, private readonly moexCandles: MoexCandlesClient,
private readonly cache: CacheService, private readonly cache: CacheService,
) {} ) {}
@ -26,7 +26,7 @@ export class CandlesService {
const { data, fromCache, cachedAt } = await this.cache.getOrFetch( const { data, fromCache, cachedAt } = await this.cache.getOrFetch(
'candles', 'candles',
[market, secid, String(moexInterval), from, till], [market, secid, String(moexInterval), from, till],
() => this.moexClient.getCandles('stock', market, secid, moexInterval, from, till), () => this.moexCandles.getCandles('stock', market, secid, moexInterval, from, till),
'candlesTtl', 'candlesTtl',
); );

31
apps/backend/src/modules/moex-client/moex-candles.client.spec.ts Normal file
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@ -0,0 +1,31 @@
import 'reflect-metadata';
import { MoexHttpClient } from './moex-http.client';
import { MoexCandlesClient } from './moex-candles.client';
describe('MoexCandlesClient', () => {
let client: MoexCandlesClient;
let request: ReturnType<typeof vi.fn>;
let extractTable: ReturnType<typeof vi.fn>;
beforeEach(() => {
request = vi.fn();
extractTable = vi.fn();
client = new MoexCandlesClient({ request, extractTable } as unknown as MoexHttpClient);
});
it('возвращает свечи для заданного инструмента', async () => {
request.mockResolvedValue({});
extractTable.mockReturnValue([
{ open: '320', close: '322', high: '323', low: '319', value: '100000', volume: '3000', begin: '2025-01-10 10:00:00', end: '2025-01-10 10:59:59' },
]);
const result = await client.getCandles('stock', 'shares', 'SBER', 60, '2025-01-10', '2025-01-11');
expect(request).toHaveBeenCalledWith('/engines/stock/markets/shares/securities/SBER/candles', {
interval: '60', from: '2025-01-10', till: '2025-01-11',
});
expect(result).toEqual([
{ open: 320, close: 322, high: 323, low: 319, value: 100000, volume: 3000, begin: '2025-01-10 10:00:00', end: '2025-01-10 10:59:59' },
]);
});
});

36
apps/backend/src/modules/moex-client/moex-candles.client.ts Normal file
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@ -0,0 +1,36 @@
import { Injectable } from '@nestjs/common';
import { MoexHttpClient } from './moex-http.client';
import { MoexCandle } from './moex-client.types';
@Injectable()
export class MoexCandlesClient {
constructor(private readonly http: MoexHttpClient) {}
async getCandles(
engine: 'stock',
market: 'shares' | 'bonds',
secid: string,
interval: 1 | 10 | 60 | 24,
from: string,
till: string,
): Promise<MoexCandle[]> {
const data = await this.http.request<Record<string, unknown>>(
`/engines/${engine}/markets/${market}/securities/${secid}/candles`,
{
interval: String(interval),
from,
till,
},
);
return this.http.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,
}));
}
}

27
apps/backend/src/modules/moex-client/moex-client.module.ts
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@ -1,9 +1,26 @@
import { Global, Module } from '@nestjs/common'; import { Module } from '@nestjs/common';
import { MoexClientService } from './moex-client.service'; import { MoexHttpClient } from './moex-http.client';
import { MoexSecuritiesClient } from './moex-securities.client';
import { MoexMarketDataClient } from './moex-market-data.client';
import { MoexCandlesClient } from './moex-candles.client';
import { MoexHistoryClient } from './moex-history.client';
import { MoexDividendsClient } from './moex-dividends.client';
@Global()
@Module({ @Module({
providers: [MoexClientService], providers: [
exports: [MoexClientService], MoexHttpClient,
MoexSecuritiesClient,
MoexMarketDataClient,
MoexCandlesClient,
MoexHistoryClient,
MoexDividendsClient,
],
exports: [
MoexSecuritiesClient,
MoexMarketDataClient,
MoexCandlesClient,
MoexHistoryClient,
MoexDividendsClient,
],
}) })
export class MoexClientModule {} export class MoexClientModule {}

19
apps/backend/src/modules/moex-client/moex-client.service.integration.spec.ts
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@ -1,32 +1,35 @@
import 'reflect-metadata'; import 'reflect-metadata';
import { Test, TestingModule } from '@nestjs/testing'; import { Test, TestingModule } from '@nestjs/testing';
import { ConfigModule } from '@nestjs/config'; import { ConfigModule } from '@nestjs/config';
import { MoexClientService } from './moex-client.service'; import { MoexClientModule } from './moex-client.module';
import { MoexSecuritiesClient } from './moex-securities.client';
import { MoexMarketDataClient } from './moex-market-data.client';
import configuration from '../../config/configuration'; import configuration from '../../config/configuration';
describe.skipIf(process.env.MOEX_LIVE_TESTS !== '1')( describe.skipIf(process.env.MOEX_LIVE_TESTS !== '1')(
'MoexClientService live MOEX integration', 'MoexClient live MOEX integration',
() => { () => {
let service: MoexClientService; let moexSecurities: MoexSecuritiesClient;
let moexMarketData: MoexMarketDataClient;
beforeEach(async () => { beforeEach(async () => {
const module: TestingModule = await Test.createTestingModule({ const module: TestingModule = await Test.createTestingModule({
imports: [ConfigModule.forRoot({ load: [configuration] })], imports: [ConfigModule.forRoot({ load: [configuration] }), MoexClientModule],
providers: [MoexClientService],
}).compile(); }).compile();
service = module.get<MoexClientService>(MoexClientService); moexSecurities = module.get<MoexSecuritiesClient>(MoexSecuritiesClient);
moexMarketData = module.get<MoexMarketDataClient>(MoexMarketDataClient);
}); });
it('возвращает результаты поиска для SBER из live MOEX', async () => { it('возвращает результаты поиска для SBER из live MOEX', async () => {
const results = await service.searchSecurities('SBER'); const results = await moexSecurities.searchSecurities('SBER');
expect(results.length).toBeGreaterThan(0); expect(results.length).toBeGreaterThan(0);
expect(results[0].secid).toBeDefined(); expect(results[0].secid).toBeDefined();
}, 15000); }, 15000);
it('возвращает рыночные данные SBER из live MOEX', async () => { it('возвращает рыночные данные SBER из live MOEX', async () => {
const data = await service.getShareMarketData('SBER'); const data = await moexMarketData.getShareMarketData('SBER');
expect(data).toBeDefined(); expect(data).toBeDefined();
expect(data!.secid).toBe('SBER'); expect(data!.secid).toBe('SBER');

186
apps/backend/src/modules/moex-client/moex-client.service.spec.ts
View File

@ -1,186 +0,0 @@
import 'reflect-metadata';
import axios from 'axios';
import { ConfigService } from '@nestjs/config';
import { MoexClientService } from './moex-client.service';
vi.mock('axios', () => ({
default: {
create: vi.fn(),
},
}));
describe('MoexClientService', () => {
let service: MoexClientService;
let getMock: ReturnType<typeof vi.fn>;
beforeEach(() => {
getMock = vi.fn();
vi.mocked(axios.create).mockReturnValue({ get: getMock } as never);
service = new MoexClientService({
get: vi.fn((key: string, fallback?: unknown) => {
const values: Record<string, unknown> = {
'app.moex.baseUrl': 'https://iss.moex.test/iss',
'app.moex.circuitBreakerThreshold': 5,
'app.moex.circuitBreakerResetSeconds': 30,
'app.moex.rateLimit': 10,
};
return values[key] ?? fallback;
}),
} as unknown as ConfigService);
});
it('создаётся с настроенным MOEX client', () => {
expect(service).toBeDefined();
expect(axios.create).toHaveBeenCalledWith({
baseURL: 'https://iss.moex.test/iss',
timeout: 10000,
paramsSerializer: { indexes: null },
});
});
it('нормализует результаты поиска из ISS table format', async () => {
getMock.mockResolvedValueOnce({
data: {
securities: {
columns: [
'secid',
'isin',
'name',
'shortName',
'latName',
'listLevel',
'issuesize',
'facevalue',
'faceunit',
'issuedate',
'typename',
'group',
'type',
'isqualifiedinvestors',
'morningsession',
'eveningsession',
],
data: [
[
'SBER',
'RU0009029540',
'Сбербанк России ПАО ао',
'Сбербанк',
'Sberbank',
'1',
'21586948000',
'3',
'SUR',
'2007-07-20',
'Акция обыкновенная',
'stock_shares',
'common_share',
'0',
'1',
'1',
],
],
},
},
});
const results = await service.searchSecurities('SBER');
expect(getMock).toHaveBeenCalledWith('/securities.json', {
params: { q: 'SBER', 'iss.meta': 'off' },
});
expect(results).toEqual([
{
secid: 'SBER',
isin: 'RU0009029540',
name: 'Сбербанк России ПАО ао',
shortName: 'Сбербанк',
latName: 'Sberbank',
listLevel: 1,
issueSize: 21586948000,
faceValue: 3,
faceUnit: 'SUR',
issueDate: '2007-07-20',
typeName: 'Акция обыкновенная',
group: 'stock_shares',
type: 'common_share',
isQualifiedInvestors: false,
morningSession: true,
eveningSession: true,
},
]);
});
it('нормализует market data акции без live MOEX запроса', async () => {
getMock.mockResolvedValueOnce({
data: {
securities: {
columns: ['SECID', 'BOARDID', 'SHORTNAME', 'PREVPRICE'],
data: [['SBER', 'TQBR', 'Сбербанк', '320.10']],
},
marketdata: {
columns: [
'SECID',
'BOARDID',
'BID',
'OFFER',
'OPEN',
'LOW',
'HIGH',
'LAST',
'LASTCHANGE',
'LASTCHANGEPRCNT',
'VOLTODAY',
'VALTODAY',
'WAPRICE',
'NUMTRADES',
'ISSUECAPITALIZATION',
'TRADINGSTATUS',
'UPDATETIME',
],
data: [
[
'SBER',
'TQBR',
'321',
'322',
'320',
'319',
'323',
'322.35',
'1.15',
'0.36',
'1925163',
'620184479',
'321.9',
'12345',
'6958336818320',
'T',
'10:30:00',
],
],
},
},
});
const data = await service.getShareMarketData('SBER');
expect(getMock).toHaveBeenCalledWith('/engines/stock/markets/shares/securities/SBER.json', {
params: { boards: 'TQBR', 'iss.meta': 'off' },
});
expect(data).toMatchObject({
secid: 'SBER',
boardid: 'TQBR',
shortName: 'Сбербанк',
last: 322.35,
lastChange: 1.15,
lastChangePrcnt: 0.36,
volume: 1925163,
value: 620184479,
issueCapitalization: 6958336818320,
tradingStatus: 'T',
updateTime: '10:30:00',
});
});
});

423
apps/backend/src/modules/moex-client/moex-client.service.ts
View File

@ -1,423 +0,0 @@
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,
MoexBondPositionData,
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 jsonPath = path + '.json';
const response = await this.client.get(jsonPath, {
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,
shortName: (share?.SHORTNAME as string) || '',
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 getShareMarketDataBatch(
secids: string[],
boardId = 'TQBR',
): Promise<MoexShareMarketData[]> {
const params: Record<string, string> = { boards: boardId };
if (secids.length > 0) {
params.securities = secids.join(',');
}
const data = await this.request<Record<string, unknown>>(
`/engines/stock/markets/shares/securities`,
params,
);
const securities = this.extractTable(data, 'securities');
const marketdata = this.extractTable(data, 'marketdata');
const secidSet = secids.length > 0 ? new Set(secids) : null;
const filteredSecurities = secidSet
? securities.filter((r) => secidSet.has(r.SECID as string))
: securities;
return filteredSecurities.map((sec) => {
const secid = sec.SECID as string;
const mkt =
marketdata.find((r) => r.SECID === secid && r.BOARDID === boardId) ||
marketdata.find((r) => r.SECID === secid);
return {
secid,
boardid: boardId,
shortName: (sec?.SHORTNAME as string) || '',
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((sec?.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 getBondPositionDataBatch(
secids: string[],
boardId = 'TQCB',
): Promise<MoexBondPositionData[]> {
const params: Record<string, string> = { boards: boardId };
if (secids.length > 0) {
params.securities = secids.join(',');
}
const data = await this.request<Record<string, unknown>>(
`/engines/stock/markets/bonds/securities`,
params,
);
const securities = this.extractTable(data, 'securities');
const marketdata = this.extractTable(data, 'marketdata');
const secidSet = secids.length > 0 ? new Set(secids) : null;
const filteredSecurities = secidSet
? securities.filter((r) => secidSet.has(r.SECID as string))
: securities;
return filteredSecurities.map((bond) => {
const secid = bond.SECID as string;
const mkt =
marketdata.find((r) => r.SECID === secid && r.BOARDID === boardId && r.LAST != null) ||
marketdata.find((r) => r.SECID === secid && r.LAST != null) ||
marketdata.find((r) => r.SECID === secid);
return {
secid,
boardid: (bond.BOARDID as string) || boardId,
shortName: (bond?.SHORTNAME as string) || '',
price: mkt?.LAST != null ? parseFloat(mkt.LAST as string) : null,
yieldToMaturity: mkt?.YIELD != null ? parseFloat(mkt.YIELD as string) : null,
duration: mkt?.DURATION != null ? parseFloat(mkt.DURATION as string) : null,
couponValue: bond?.COUPONVALUE != null ? parseFloat(bond.COUPONVALUE as string) : null,
couponPercent:
bond?.COUPONPERCENT != null ? parseFloat(bond.COUPONPERCENT as string) : null,
nextCouponDate: (bond?.NEXTCOUPON as string) || null,
matDate: (bond?.MATDATE as string) || null,
accruedInt: bond?.ACCRUEDINT != null ? parseFloat(bond.ACCRUEDINT as string) : null,
faceValue: parseFloat((bond?.FACEVALUE as string) || '1000'),
bid: mkt?.BID != null ? parseFloat(mkt.BID as string) : null,
offer: mkt?.OFFER != null ? parseFloat(mkt.OFFER as string) : null,
couponPeriod: parseInt((bond?.COUPONPERIOD as string) || '0', 10),
bondType: (bond?.BONDTYPE as string) || null,
offerDate: (bond?.OFFERDATE as string) || null,
};
});
}
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 && r.PREVWAPRICE != null) ||
rows.find((r) => r.PREVWAPRICE != null) ||
rows[0];
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/${secid}`,
{ boards: boardId },
);
const mktRows = this.extractTable(data, 'marketdata');
const mkt =
mktRows.find((r) => r.BOARDID === boardId && r.LAST != null) ||
mktRows.find((r) => r.LAST != null) ||
mktRows.find((r) => r.SECID === secid);
if (!mkt) return null;
return {
secid,
bid: mkt.BID != null ? parseFloat(mkt.BID as string) : null,
offer: mkt.OFFER != null ? parseFloat(mkt.OFFER as string) : null,
open: mkt.OPEN != null ? parseFloat(mkt.OPEN as string) : null,
low: mkt.LOW != null ? parseFloat(mkt.LOW as string) : null,
high: mkt.HIGH != null ? parseFloat(mkt.HIGH as string) : null,
last: mkt.LAST != null ? parseFloat(mkt.LAST as string) : null,
yield: mkt.YIELD != null ? parseFloat(mkt.YIELD as string) : null,
waprice: mkt.WAPRICE != null ? parseFloat(mkt.WAPRICE as string) : null,
yieldAtWaprice: mkt.YIELDATWAPRICE != null ? parseFloat(mkt.YIELDATWAPRICE as string) : null,
duration: mkt.DURATION != null ? parseFloat(mkt.DURATION as string) : null,
volume: parseInt((mkt.VOLTODAY as string) || '0', 10),
value: parseFloat((mkt.VALTODAY as string) || '0'),
numtrades: parseInt((mkt.NUMTRADES as string) || '0', 10),
tradingStatus: (mkt.TRADINGSTATUS as string) || '',
updateTime: (mkt.UPDATETIME as string) || '',
};
}
async getDividends(secid: string): Promise<MoexDividend[]> {
const data = await this.request<Record<string, unknown>>(`/securities/${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,
}));
}
}

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import 'reflect-metadata';
import { MoexHttpClient } from './moex-http.client';
import { MoexDividendsClient } from './moex-dividends.client';
describe('MoexDividendsClient', () => {
let client: MoexDividendsClient;
let request: ReturnType<typeof vi.fn>;
let extractTable: ReturnType<typeof vi.fn>;
beforeEach(() => {
request = vi.fn();
extractTable = vi.fn();
client = new MoexDividendsClient({ request, extractTable } as unknown as MoexHttpClient);
});
it('возвращает дивиденды для бумаги', async () => {
request.mockResolvedValue({});
extractTable.mockReturnValue([
{ secid: 'SBER', isin: 'RU0009029540', registryclosedate: '2025-07-10', value: '33.3', currencyid: 'RUB' },
]);
const result = await client.getDividends('SBER');
expect(request).toHaveBeenCalledWith('/securities/SBER/dividends');
expect(result).toEqual([
{ secid: 'SBER', isin: 'RU0009029540', registryCloseDate: '2025-07-10', value: 33.3, currencyId: 'RUB' },
]);
});
});

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import { Injectable } from '@nestjs/common';
import { MoexHttpClient } from './moex-http.client';
import { MoexDividend } from './moex-client.types';
@Injectable()
export class MoexDividendsClient {
constructor(private readonly http: MoexHttpClient) {}
async getDividends(secid: string): Promise<MoexDividend[]> {
const data = await this.http.request<Record<string, unknown>>(`/securities/${secid}/dividends`);
return this.http.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',
}));
}
}

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import 'reflect-metadata';
import { MoexHttpClient } from './moex-http.client';
import { MoexHistoryClient } from './moex-history.client';
describe('MoexHistoryClient', () => {
let client: MoexHistoryClient;
let request: ReturnType<typeof vi.fn>;
let extractTable: ReturnType<typeof vi.fn>;
beforeEach(() => {
request = vi.fn();
extractTable = vi.fn();
client = new MoexHistoryClient({ request, extractTable } as unknown as MoexHttpClient);
});
describe('getHistory', () => {
it('возвращает историю торгов для акции', async () => {
request.mockResolvedValue({ history: { columns: ['TRADEDATE', 'CLOSE'], data: [['2025-01-10', '322']] } });
extractTable.mockReturnValue([{ TRADEDATE: '2025-01-10', CLOSE: '322' }]);
const result = await client.getHistory('SBER', '2025-01-10', '2025-01-11');
expect(request).toHaveBeenCalledWith('/engines/stock/markets/shares/securities/SBER', { from: '2025-01-10', till: '2025-01-11' });
expect(result).toEqual([
{ tradeDate: '2025-01-10', open: null, low: null, high: null, close: 322, waprice: null, volume: 0, value: 0, numtrades: 0 },
]);
});
it('возвращает пустой массив если history таблица не найдена', async () => {
request.mockResolvedValue({});
const result = await client.getHistory('SBER', '2025-01-10', '2025-01-11');
expect(result).toEqual([]);
});
});
describe('getBondHistory', () => {
it('возвращает историю торгов для облигации', async () => {
request.mockResolvedValue({ 'history:': { columns: ['TRADEDATE', 'CLOSE'], data: [['2025-01-10', '98.5']] } });
extractTable.mockReturnValue([{ TRADEDATE: '2025-01-10', CLOSE: '98.5' }]);
const result = await client.getBondHistory('SU26238RMFS4', '2025-01-10', '2025-01-11');
expect(result).toEqual([
{ tradeDate: '2025-01-10', close: 98.5, legalClosePrice: null, waprice: null, yieldClose: null, duration: null, accruedInt: null },
]);
});
});
});

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import { Injectable } from '@nestjs/common';
import { MoexHttpClient } from './moex-http.client';
import { MoexHistoryEntry, MoexBondHistoryEntry } from './moex-client.types';
@Injectable()
export class MoexHistoryClient {
constructor(private readonly http: MoexHttpClient) {}
async getHistory(secid: string, from: string, till: string): Promise<MoexHistoryEntry[]> {
const data = await this.http.request<Record<string, unknown>>(
`/engines/stock/markets/shares/securities/${secid}`,
{ from, till },
);
const tableName = Object.keys(data).find(
(k) => k.startsWith('history') && !k.includes('cursor'),
);
if (!tableName) return [];
return this.http.extractTable(data, tableName).map((h) => ({
tradeDate: h.TRADEDATE as string,
open: h.OPEN != null ? parseFloat(h.OPEN as string) : null,
low: h.LOW != null ? parseFloat(h.LOW as string) : null,
high: h.HIGH != null ? parseFloat(h.HIGH as string) : null,
close: h.CLOSE != null ? parseFloat(h.CLOSE as string) : null,
waprice: h.WAPRICE != null ? parseFloat(h.WAPRICE as string) : null,
volume: parseInt((h.VOLUME as string) || '0', 10),
value: parseFloat((h.VALUE as string) || '0'),
numtrades: parseInt((h.NUMTRADES as string) || '0', 10),
}));
}
async getBondHistory(secid: string, from: string, till: string): Promise<MoexBondHistoryEntry[]> {
const data = await this.http.request<Record<string, unknown>>(
`/engines/stock/markets/bonds/securities/${secid}`,
{ from, till },
);
const tableName = Object.keys(data).find(
(k) => k.startsWith('history') && !k.includes('cursor'),
);
if (!tableName) return [];
return this.http.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,
}));
}
}

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import 'reflect-metadata';
import axios from 'axios';
import { ConfigService } from '@nestjs/config';
import { MoexHttpClient } from './moex-http.client';
vi.mock('axios', () => ({
default: {
create: vi.fn(),
},
}));
describe('MoexHttpClient', () => {
let client: MoexHttpClient;
let getMock: ReturnType<typeof vi.fn>;
const mockConfig = {
get: vi.fn((key: string, fallback?: unknown) => {
const values: Record<string, unknown> = {
'app.moex.baseUrl': 'https://iss.moex.test/iss',
'app.moex.circuitBreakerThreshold': 5,
'app.moex.circuitBreakerResetSeconds': 30,
'app.moex.rateLimit': 10,
};
return values[key] ?? fallback;
}),
} as unknown as ConfigService;
beforeEach(() => {
vi.useFakeTimers();
getMock = vi.fn();
vi.mocked(axios.create).mockReturnValue({ get: getMock } as never);
client = new MoexHttpClient(mockConfig);
});
afterEach(() => {
vi.useRealTimers();
});
describe('constructor', () => {
it('создаёт axios instance с параметрами из конфига', () => {
expect(axios.create).toHaveBeenCalledWith({
baseURL: 'https://iss.moex.test/iss',
timeout: 10000,
paramsSerializer: { indexes: null },
});
});
});
describe('request', () => {
it('выполняет GET запрос с .json суффиксом и iss.meta=off', async () => {
getMock.mockResolvedValueOnce({ data: { some: 'data' } });
const result = await client.request<{ some: string }>('/securities', { q: 'SBER' });
expect(getMock).toHaveBeenCalledWith('/securities.json', {
params: { q: 'SBER', 'iss.meta': 'off' },
});
expect(result).toEqual({ some: 'data' });
});
it('открывает circuit breaker после заданного числа ошибок', async () => {
getMock.mockRejectedValue(new Error('Network error'));
for (let i = 0; i < 5; i++) {
await expect(client.request('/test')).rejects.toThrow();
}
await expect(client.request('/test')).rejects.toThrow('Circuit breaker is open');
expect(getMock).toHaveBeenCalledTimes(5);
});
it('закрывает circuit breaker после resetMs', async () => {
getMock.mockRejectedValue(new Error('Network error'));
for (let i = 0; i < 5; i++) {
await expect(client.request('/test')).rejects.toThrow();
}
await expect(client.request('/test')).rejects.toThrow('Circuit breaker is open');
vi.advanceTimersByTime(30000);
getMock.mockResolvedValue({ data: 'ok' });
const result = await client.request('/test');
expect(result).toBe('ok');
});
it('сбрасывает errorCount при успешном запросе', async () => {
getMock
.mockRejectedValueOnce(new Error('fail'))
.mockRejectedValueOnce(new Error('fail'))
.mockResolvedValueOnce({ data: 'ok' });
await expect(client.request('/test')).rejects.toThrow('fail');
await expect(client.request('/test')).rejects.toThrow('fail');
const result = await client.request('/test');
expect(result).toBe('ok');
expect(getMock).toHaveBeenCalledTimes(3);
});
});
describe('extractTable', () => {
it('преобразует ISS columns/data формат в массив объектов', () => {
const data = {
securities: {
columns: ['secid', 'name'],
data: [
['SBER', 'Сбербанк'],
['VTBR', 'ВТБ'],
],
},
};
const result = client.extractTable(data as Record<string, unknown>, 'securities');
expect(result).toEqual([
{ secid: 'SBER', name: 'Сбербанк' },
{ secid: 'VTBR', name: 'ВТБ' },
]);
});
it('возвращает пустой массив если таблица не найдена', () => {
const result = client.extractTable({}, 'nonexistent');
expect(result).toEqual([]);
});
it('возвращает пустой массив если нет columns', () => {
const result = client.extractTable({ securities: { data: [] } } as unknown as Record<string, unknown>, 'securities');
expect(result).toEqual([]);
});
});
});

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import { Injectable, Logger } from '@nestjs/common';
import { ConfigService } from '@nestjs/config';
import axios, { AxiosInstance } from 'axios';
import PQueue from 'p-queue';
@Injectable()
export class MoexHttpClient {
private readonly logger = new Logger(MoexHttpClient.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,
});
}
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 jsonPath = path + '.json';
const response = await this.client.get(jsonPath, {
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>;
}
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;
});
}
}

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import 'reflect-metadata';
import { MoexHttpClient } from './moex-http.client';
import { MoexMarketDataClient } from './moex-market-data.client';
describe('MoexMarketDataClient', () => {
let client: MoexMarketDataClient;
let request: ReturnType<typeof vi.fn>;
let extractTable: ReturnType<typeof vi.fn>;
beforeEach(() => {
request = vi.fn();
extractTable = vi.fn();
client = new MoexMarketDataClient({ request, extractTable } as unknown as MoexHttpClient);
});
describe('getShareMarketData', () => {
it('возвращает рыночные данные акции из securities и marketdata таблиц', async () => {
request.mockResolvedValue({});
extractTable
.mockReturnValueOnce([{ SECID: 'SBER', BOARDID: 'TQBR', SHORTNAME: 'Сбербанк', PREVPRICE: '320' }])
.mockReturnValueOnce([{ SECID: 'SBER', BOARDID: 'TQBR', BID: '321', OFFER: '322', OPEN: '320', LOW: '319', HIGH: '323', LAST: '322.35', LASTCHANGE: '1.15', LASTCHANGEPRCNT: '0.36', VOLTODAY: '1925163', VALTODAY: '620184479', WAPRICE: '321.9', NUMTRADES: '12345', ISSUECAPITALIZATION: '6958336818320', TRADINGSTATUS: 'T', UPDATETIME: '10:30:00' }]);
const result = await client.getShareMarketData('SBER');
expect(request).toHaveBeenCalledWith('/engines/stock/markets/shares/securities/SBER', { boards: 'TQBR' });
expect(result).toMatchObject({ secid: 'SBER', boardid: 'TQBR', shortName: 'Сбербанк', last: 322.35, bid: 321, offer: 322 });
});
it('возвращает null если бумага не найдена', async () => {
request.mockResolvedValue({});
extractTable.mockReturnValueOnce([]).mockReturnValueOnce([]);
const result = await client.getShareMarketData('INVALID');
expect(result).toBeNull();
});
});
describe('getShareMarketDataBatch', () => {
it('возвращает массив рыночных данных для нескольких бумаг', async () => {
request.mockResolvedValue({});
extractTable
.mockReturnValueOnce([
{ SECID: 'SBER', BOARDID: 'TQBR', SHORTNAME: 'Сбербанк', PREVPRICE: '320' },
{ SECID: 'VTBR', BOARDID: 'TQBR', SHORTNAME: 'ВТБ', PREVPRICE: '50' },
])
.mockReturnValueOnce([
{ SECID: 'SBER', BOARDID: 'TQBR', LAST: '322', BID: '321', OFFER: '323' },
{ SECID: 'VTBR', BOARDID: 'TQBR', LAST: '50.5', BID: '50.1', OFFER: '50.8' },
]);
const results = await client.getShareMarketDataBatch(['SBER', 'VTBR']);
expect(results).toHaveLength(2);
expect(results[0].secid).toBe('SBER');
expect(results[1].secid).toBe('VTBR');
});
});
describe('getBondData', () => {
it('возвращает данные облигации из securities таблицы', async () => {
request.mockResolvedValue({});
extractTable.mockReturnValueOnce([
{ SECID: 'SU26238RMFS4', BOARDID: 'TQCB', SHORTNAME: 'ОФЗ 26238', PREVWAPRICE: '98.5', COUPONVALUE: '34.5', NEXTCOUPON: '2025-01-15', MATDATE: '2041-05-15', FACEVALUE: '1000', ISIN: 'RU000A1038T7' },
]);
const result = await client.getBondData('SU26238RMFS4');
expect(request).toHaveBeenCalledWith('/engines/stock/markets/bonds/securities/SU26238RMFS4', { boards: 'TQCB' });
expect(result).toMatchObject({ secid: 'SU26238RMFS4', shortName: 'ОФЗ 26238' });
});
it('возвращает null если облигация не найдена', async () => {
request.mockResolvedValue({});
extractTable.mockReturnValueOnce([]);
const result = await client.getBondData('INVALID');
expect(result).toBeNull();
});
});
describe('getBondMarketData', () => {
it('возвращает рыночные данные облигации из marketdata таблицы', async () => {
request.mockResolvedValue({});
extractTable.mockReturnValueOnce([{ SECID: 'SU26238RMFS4', BOARDID: 'TQCB', LAST: '98.5', BID: '98', OFFER: '99', YIELD: '7.5', DURATION: '1500', VOLTODAY: '1000', VALTODAY: '98500', NUMTRADES: '50', TRADINGSTATUS: 'T', UPDATETIME: '10:30:00' }]);
const result = await client.getBondMarketData('SU26238RMFS4');
expect(result).toMatchObject({ secid: 'SU26238RMFS4', last: 98.5, bid: 98, offer: 99, yield: 7.5 });
});
it('возвращает null если marketdata не найдена', async () => {
request.mockResolvedValue({});
extractTable.mockReturnValueOnce([]);
const result = await client.getBondMarketData('INVALID');
expect(result).toBeNull();
});
});
describe('getBondPositionDataBatch', () => {
it('возвращает массив позиций по облигациям', async () => {
request.mockResolvedValue({});
extractTable
.mockReturnValueOnce([
{ SECID: 'SU26238RMFS4', BOARDID: 'TQCB', SHORTNAME: 'ОФЗ 26238', COUPONVALUE: '34.5', COUPONPERCENT: '7', NEXTCOUPON: '2025-01-15', MATDATE: '2041-05-15', FACEVALUE: '1000', ISIN: 'RU000A1038T7' },
])
.mockReturnValueOnce([
{ SECID: 'SU26238RMFS4', BOARDID: 'TQCB', LAST: '98.5', YIELD: '7.5', DURATION: '1500', BID: '98', OFFER: '99' },
]);
const results = await client.getBondPositionDataBatch(['SU26238RMFS4']);
expect(results).toHaveLength(1);
expect(results[0].secid).toBe('SU26238RMFS4');
expect(results[0].price).toBe(98.5);
});
});
});

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import { Injectable } from '@nestjs/common';
import { MoexHttpClient } from './moex-http.client';
import {
MoexShareMarketData,
MoexBondData,
MoexBondMarketData,
MoexBondPositionData,
} from './moex-client.types';
@Injectable()
export class MoexMarketDataClient {
constructor(private readonly http: MoexHttpClient) {}
async getShareMarketData(secid: string, boardId = 'TQBR'): Promise<MoexShareMarketData | null> {
const data = await this.http.request<Record<string, unknown>>(
`/engines/stock/markets/shares/securities/${secid}`,
{ boards: boardId },
);
const rows = this.http.extractTable(data, 'securities');
const share = rows.find((r) => r.BOARDID === boardId);
if (!share) return null;
const mktRows = this.http.extractTable(data, 'marketdata');
const mkt = mktRows.find((r) => r.BOARDID === boardId);
return {
secid,
boardid: boardId,
shortName: (share?.SHORTNAME as string) || '',
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 getShareMarketDataBatch(
secids: string[],
boardId = 'TQBR',
): Promise<MoexShareMarketData[]> {
const params: Record<string, string> = { boards: boardId };
if (secids.length > 0) {
params.securities = secids.join(',');
}
const data = await this.http.request<Record<string, unknown>>(
`/engines/stock/markets/shares/securities`,
params,
);
const securities = this.http.extractTable(data, 'securities');
const marketdata = this.http.extractTable(data, 'marketdata');
const secidSet = secids.length > 0 ? new Set(secids) : null;
const filteredSecurities = secidSet
? securities.filter((r) => secidSet.has(r.SECID as string))
: securities;
return filteredSecurities.map((sec) => {
const secid = sec.SECID as string;
const mkt =
marketdata.find((r) => r.SECID === secid && r.BOARDID === boardId) ||
marketdata.find((r) => r.SECID === secid);
return {
secid,
boardid: boardId,
shortName: (sec?.SHORTNAME as string) || '',
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((sec?.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.http.request<Record<string, unknown>>(
`/engines/stock/markets/bonds/securities/${secid}`,
{ boards: boardId },
);
const rows = this.http.extractTable(data, 'securities');
const bond =
rows.find((r) => r.BOARDID === boardId && r.PREVWAPRICE != null) ||
rows.find((r) => r.PREVWAPRICE != null) ||
rows[0];
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.http.request<Record<string, unknown>>(
`/engines/stock/markets/bonds/securities/${secid}`,
{ boards: boardId },
);
const mktRows = this.http.extractTable(data, 'marketdata');
const mkt =
mktRows.find((r) => r.BOARDID === boardId && r.LAST != null) ||
mktRows.find((r) => r.LAST != null) ||
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 getBondPositionDataBatch(
secids: string[],
boardId = 'TQCB',
): Promise<MoexBondPositionData[]> {
const params: Record<string, string> = { boards: boardId };
if (secids.length > 0) {
params.securities = secids.join(',');
}
const data = await this.http.request<Record<string, unknown>>(
`/engines/stock/markets/bonds/securities`,
params,
);
const securities = this.http.extractTable(data, 'securities');
const marketdata = this.http.extractTable(data, 'marketdata');
const secidSet = secids.length > 0 ? new Set(secids) : null;
const filteredSecurities = secidSet
? securities.filter((r) => secidSet.has(r.SECID as string))
: securities;
return filteredSecurities.map((bond) => {
const secid = bond.SECID as string;
const mkt =
marketdata.find((r) => r.SECID === secid && r.BOARDID === boardId && r.LAST != null) ||
marketdata.find((r) => r.SECID === secid && r.LAST != null) ||
marketdata.find((r) => r.SECID === secid);
return {
secid,
boardid: (bond.BOARDID as string) || boardId,
shortName: (bond?.SHORTNAME as string) || '',
price: mkt?.LAST != null ? parseFloat(mkt.LAST as string) : null,
yieldToMaturity: mkt?.YIELD != null ? parseFloat(mkt.YIELD as string) : null,
duration: mkt?.DURATION != null ? parseFloat(mkt.DURATION as string) : null,
couponValue: bond?.COUPONVALUE != null ? parseFloat(bond.COUPONVALUE as string) : null,
couponPercent:
bond?.COUPONPERCENT != null ? parseFloat(bond.COUPONPERCENT as string) : null,
nextCouponDate: (bond?.NEXTCOUPON as string) || null,
matDate: (bond?.MATDATE as string) || null,
accruedInt: bond?.ACCRUEDINT != null ? parseFloat(bond.ACCRUEDINT as string) : null,
faceValue: parseFloat((bond?.FACEVALUE as string) || '1000'),
bid: mkt?.BID != null ? parseFloat(mkt.BID as string) : null,
offer: mkt?.OFFER != null ? parseFloat(mkt.OFFER as string) : null,
couponPeriod: parseInt((bond?.COUPONPERIOD as string) || '0', 10),
bondType: (bond?.BONDTYPE as string) || null,
offerDate: (bond?.OFFERDATE as string) || null,
};
});
}
}

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import 'reflect-metadata';
import { MoexHttpClient } from './moex-http.client';
import { MoexSecuritiesClient } from './moex-securities.client';
describe('MoexSecuritiesClient', () => {
let client: MoexSecuritiesClient;
let httpMock: { request: ReturnType<typeof vi.fn>; extractTable: ReturnType<typeof vi.fn> };
beforeEach(() => {
httpMock = {
request: vi.fn(),
extractTable: vi.fn(),
};
client = new MoexSecuritiesClient(httpMock as unknown as MoexHttpClient);
});
describe('searchSecurities', () => {
it('выполняет поиск по запросу и нормализует результаты', async () => {
httpMock.request.mockResolvedValue({});
httpMock.extractTable.mockReturnValue([
{
secid: 'SBER', isin: 'RU0009029540', name: 'Сбербанк России ПАО ао',
shortName: 'Сбербанк', latName: 'Sberbank', listLevel: '1', issuesize: '21586948000',
facevalue: '3', faceunit: 'SUR', issuedate: '2007-07-20', typename: 'Акция обыкновенная',
group: 'stock_shares', type: 'common_share', isqualifiedinvestors: '0',
morningsession: '1', eveningsession: '1',
},
]);
const results = await client.searchSecurities('SBER');
expect(httpMock.request).toHaveBeenCalledWith('/securities', { q: 'SBER' });
expect(results).toEqual([
{
secid: 'SBER', isin: 'RU0009029540', name: 'Сбербанк России ПАО ао',
shortName: 'Сбербанк', latName: 'Sberbank', listLevel: 1, issueSize: 21586948000,
faceValue: 3, faceUnit: 'SUR', issueDate: '2007-07-20', typeName: 'Акция обыкновенная',
group: 'stock_shares', type: 'common_share', isQualifiedInvestors: false,
morningSession: true, eveningSession: true,
},
]);
});
});
describe('getSecurityDescription', () => {
it('возвращает описание бумаги из description таблицы', async () => {
httpMock.request.mockResolvedValue({});
httpMock.extractTable.mockReturnValue([
{ name: 'ISIN', value: 'RU0009029540' },
{ name: 'SHORTNAME', value: 'Сбербанк' },
]);
const result = await client.getSecurityDescription('SBER');
expect(httpMock.request).toHaveBeenCalledWith('/securities/SBER');
expect(result).toMatchObject({ secid: 'SBER', isin: 'RU0009029540', shortName: 'Сбербанк' });
});
it('возвращает null если description пуст', async () => {
httpMock.request.mockResolvedValue({});
httpMock.extractTable.mockReturnValue([]);
const result = await client.getSecurityDescription('INVALID');
expect(result).toBeNull();
});
});
});

55
apps/backend/src/modules/moex-client/moex-securities.client.ts Normal file
View File

@ -0,0 +1,55 @@
import { Injectable } from '@nestjs/common';
import { MoexHttpClient } from './moex-http.client';
import { MoexSecurityDescription } from './moex-client.types';
@Injectable()
export class MoexSecuritiesClient {
constructor(private readonly http: MoexHttpClient) {}
async searchSecurities(query: string): Promise<MoexSecurityDescription[]> {
const data = await this.http.request<Record<string, unknown>>('/securities', { q: query });
return this.http.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.http.request<Record<string, unknown>>(`/securities/${secid}`);
const rows = this.http.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',
};
}
}

2
apps/backend/src/modules/portfolio/portfolio.module.ts
View File

@ -1,8 +1,10 @@
import { Module } from '@nestjs/common'; import { Module } from '@nestjs/common';
import { MoexClientModule } from '../moex-client/moex-client.module';
import { PortfolioController } from './portfolio.controller'; import { PortfolioController } from './portfolio.controller';
import { PortfolioService } from './portfolio.service'; import { PortfolioService } from './portfolio.service';
@Module({ @Module({
imports: [MoexClientModule],
controllers: [PortfolioController], controllers: [PortfolioController],
providers: [PortfolioService], providers: [PortfolioService],
exports: [PortfolioService], exports: [PortfolioService],

38
apps/backend/src/modules/portfolio/portfolio.service.spec.ts
View File

@ -2,7 +2,9 @@ import { Test, TestingModule } from '@nestjs/testing';
import { ConfigModule } from '@nestjs/config'; import { ConfigModule } from '@nestjs/config';
import { PortfolioService } from './portfolio.service'; import { PortfolioService } from './portfolio.service';
import { PrismaService } from '../prisma/prisma.service'; import { PrismaService } from '../prisma/prisma.service';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexSecuritiesClient } from '../moex-client/moex-securities.client';
import { MoexMarketDataClient } from '../moex-client/moex-market-data.client';
import { MoexDividendsClient } from '../moex-client/moex-dividends.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import configuration from '../../config/configuration'; import configuration from '../../config/configuration';
import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception'; import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception';
@ -11,7 +13,7 @@ import { PortfolioAccessDeniedException } from '../../common/exceptions/portfoli
describe('PortfolioService', () => { describe('PortfolioService', () => {
let service: PortfolioService; let service: PortfolioService;
let prisma: PrismaService; let prisma: PrismaService;
let moexClient: MoexClientService; let moexMarketData: MoexMarketDataClient;
let module: TestingModule; let module: TestingModule;
const mockPortfolio = (overrides: Record<string, unknown> = {}) => ({ const mockPortfolio = (overrides: Record<string, unknown> = {}) => ({
@ -66,14 +68,20 @@ describe('PortfolioService', () => {
}, },
}, },
{ {
provide: MoexClientService, provide: MoexSecuritiesClient,
useValue: { getSecurityDescription: vi.fn() },
},
{
provide: MoexMarketDataClient,
useValue: { useValue: {
getShareMarketDataBatch: vi.fn(), getShareMarketDataBatch: vi.fn(),
getBondPositionDataBatch: vi.fn(), getBondPositionDataBatch: vi.fn(),
getSecurityDescription: vi.fn(),
getDividends: vi.fn(),
}, },
}, },
{
provide: MoexDividendsClient,
useValue: { getDividends: vi.fn() },
},
{ {
provide: CacheService, provide: CacheService,
useValue: { useValue: {
@ -85,7 +93,7 @@ describe('PortfolioService', () => {
service = module.get<PortfolioService>(PortfolioService); service = module.get<PortfolioService>(PortfolioService);
prisma = module.get<PrismaService>(PrismaService); prisma = module.get<PrismaService>(PrismaService);
moexClient = module.get<MoexClientService>(MoexClientService); moexMarketData = module.get<MoexMarketDataClient>(MoexMarketDataClient);
}); });
beforeEach(() => { beforeEach(() => {
@ -139,11 +147,11 @@ describe('PortfolioService', () => {
mockPortfolio({ positions: [sharePosition, bondPosition] }) as any, mockPortfolio({ positions: [sharePosition, bondPosition] }) as any,
]); ]);
vi.mocked(moexClient.getShareMarketDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getShareMarketDataBatch).mockResolvedValue([
{ secid: 'SBER', shortName: 'Sberbank', last: 250, lastChange: 5, lastChangePrcnt: 2 }, { secid: 'SBER', shortName: 'Sberbank', last: 250, lastChange: 5, lastChangePrcnt: 2 },
] as any); ] as any);
vi.mocked(moexClient.getBondPositionDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getBondPositionDataBatch).mockResolvedValue([
{ {
secid: 'SU26238RMFS5', secid: 'SU26238RMFS5',
shortName: 'OFZ 26238', shortName: 'OFZ 26238',
@ -237,7 +245,7 @@ describe('PortfolioService', () => {
}), }),
); );
vi.mocked(moexClient.getShareMarketDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getShareMarketDataBatch).mockResolvedValue([
{ secid: 'SBER', shortName: 'Sberbank', last: 250 }, { secid: 'SBER', shortName: 'Sberbank', last: 250 },
] as any); ] as any);
@ -283,7 +291,7 @@ describe('PortfolioService', () => {
}), }),
); );
vi.mocked(moexClient.getShareMarketDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getShareMarketDataBatch).mockResolvedValue([
{ secid: 'SBER', shortName: 'Sberbank', last: 250, lastChange: 5, lastChangePrcnt: 2 }, { secid: 'SBER', shortName: 'Sberbank', last: 250, lastChange: 5, lastChangePrcnt: 2 },
] as any); ] as any);
@ -325,7 +333,7 @@ describe('PortfolioService', () => {
}), }),
); );
vi.mocked(moexClient.getBondPositionDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getBondPositionDataBatch).mockResolvedValue([
{ {
secid: 'SU26238RMFS5', secid: 'SU26238RMFS5',
shortName: 'OFZ 26238', shortName: 'OFZ 26238',
@ -369,7 +377,7 @@ describe('PortfolioService', () => {
}), }),
); );
vi.mocked(moexClient.getShareMarketDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getShareMarketDataBatch).mockResolvedValue([
{ secid: 'SBER', shortName: 'Sberbank', last: 250 }, { secid: 'SBER', shortName: 'Sberbank', last: 250 },
] as any); ] as any);
@ -405,7 +413,7 @@ describe('PortfolioService', () => {
}), }),
); );
vi.mocked(moexClient.getShareMarketDataBatch).mockResolvedValue([] as any); vi.mocked(moexMarketData.getShareMarketDataBatch).mockResolvedValue([] as any);
const result = await service.getPositionsWithPrices(1); const result = await service.getPositionsWithPrices(1);
@ -461,7 +469,7 @@ describe('PortfolioService', () => {
}), }),
); );
vi.mocked(moexClient.getShareMarketDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getShareMarketDataBatch).mockResolvedValue([
{ secid: 'SBER', shortName: 'Sberbank', last: 250, lastChange: 5, lastChangePrcnt: 2 }, { secid: 'SBER', shortName: 'Sberbank', last: 250, lastChange: 5, lastChangePrcnt: 2 },
{ secid: 'GAZP', shortName: 'Gazprom', last: 160, lastChange: 3, lastChangePrcnt: 1.5 }, { secid: 'GAZP', shortName: 'Gazprom', last: 160, lastChange: 3, lastChangePrcnt: 1.5 },
] as any); ] as any);
@ -513,7 +521,7 @@ describe('PortfolioService', () => {
}), }),
); );
vi.mocked(moexClient.getShareMarketDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getShareMarketDataBatch).mockResolvedValue([
{ secid: 'SBER', shortName: 'Sberbank', last: 120 }, { secid: 'SBER', shortName: 'Sberbank', last: 120 },
{ secid: 'GAZP', shortName: 'Gazprom', last: 180 }, { secid: 'GAZP', shortName: 'Gazprom', last: 180 },
] as any); ] as any);

16
apps/backend/src/modules/portfolio/portfolio.service.ts
View File

@ -3,7 +3,9 @@ import {
BadRequestException, BadRequestException,
} from '@nestjs/common'; } from '@nestjs/common';
import { PrismaService } from '../prisma/prisma.service'; import { PrismaService } from '../prisma/prisma.service';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexSecuritiesClient } from '../moex-client/moex-securities.client';
import { MoexMarketDataClient } from '../moex-client/moex-market-data.client';
import { MoexDividendsClient } from '../moex-client/moex-dividends.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception'; import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception';
import { PortfolioAccessDeniedException } from '../../common/exceptions/portfolio-access.exception'; import { PortfolioAccessDeniedException } from '../../common/exceptions/portfolio-access.exception';
@ -58,7 +60,9 @@ export interface EnrichedPosition {
export class PortfolioService { export class PortfolioService {
constructor( constructor(
private readonly prisma: PrismaService, private readonly prisma: PrismaService,
private readonly moexClient: MoexClientService, private readonly moexSecurities: MoexSecuritiesClient,
private readonly moexMarketData: MoexMarketDataClient,
private readonly moexDividends: MoexDividendsClient,
private readonly cache: CacheService, private readonly cache: CacheService,
) {} ) {}
@ -209,7 +213,7 @@ export class PortfolioService {
if (dto.quantity === 0) throw new BadRequestException('Quantity must be greater than 0'); if (dto.quantity === 0) throw new BadRequestException('Quantity must be greater than 0');
const desc = await this.moexClient.getSecurityDescription(dto.secid); const desc = await this.moexSecurities.getSecurityDescription(dto.secid);
if (!desc) throw new BadRequestException(`Security ${dto.secid} not found in MOEX`); if (!desc) throw new BadRequestException(`Security ${dto.secid} not found in MOEX`);
const type = desc.group === 'stock_bonds' ? 'bond' : 'share'; const type = desc.group === 'stock_bonds' ? 'bond' : 'share';
@ -339,7 +343,7 @@ export class PortfolioService {
const { data } = await this.cache.getOrFetch( const { data } = await this.cache.getOrFetch(
'batchdata', 'batchdata',
['shares', cacheKey], ['shares', cacheKey],
() => this.moexClient.getShareMarketDataBatch(secids), () => this.moexMarketData.getShareMarketDataBatch(secids),
'marketDataTtl', 'marketDataTtl',
); );
return new Map(data.map((d) => [d.secid, d])); return new Map(data.map((d) => [d.secid, d]));
@ -354,7 +358,7 @@ export class PortfolioService {
const { data } = await this.cache.getOrFetch( const { data } = await this.cache.getOrFetch(
'batchdata', 'batchdata',
['bonds', cacheKey], ['bonds', cacheKey],
() => this.moexClient.getBondPositionDataBatch(secids), () => this.moexMarketData.getBondPositionDataBatch(secids),
'marketDataTtl', 'marketDataTtl',
); );
return new Map(data.map((d) => [d.secid, d])); return new Map(data.map((d) => [d.secid, d]));
@ -371,7 +375,7 @@ export class PortfolioService {
const { data } = await this.cache.getOrFetch( const { data } = await this.cache.getOrFetch(
'dividends', 'dividends',
[cacheKey], [cacheKey],
() => this.moexClient.getDividends(secid), () => this.moexDividends.getDividends(secid),
'marketDataTtl', 'marketDataTtl',
); );
return { secid, dividends: data }; return { secid, dividends: data };

8
apps/backend/src/modules/securities/screener.service.spec.ts
View File

@ -1,20 +1,20 @@
import { Test, TestingModule } from '@nestjs/testing'; import { Test, TestingModule } from '@nestjs/testing';
import { ScreenerService } from './screener.service'; import { ScreenerService } from './screener.service';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexMarketDataClient } from '../moex-client/moex-market-data.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { ScreenerType } from './dto/screener-query.dto'; import { ScreenerType } from './dto/screener-query.dto';
describe('ScreenerService', () => { describe('ScreenerService', () => {
let service: ScreenerService; let service: ScreenerService;
let cache: CacheService; let cache: CacheService;
const moexClient = { getShareMarketDataBatch: vi.fn(), getBondPositionDataBatch: vi.fn() }; const moexMarketData = { getShareMarketDataBatch: vi.fn(), getBondPositionDataBatch: vi.fn() };
beforeEach(async () => { beforeEach(async () => {
vi.clearAllMocks(); vi.clearAllMocks();
const module: TestingModule = await Test.createTestingModule({ const module: TestingModule = await Test.createTestingModule({
providers: [ providers: [
ScreenerService, ScreenerService,
{ provide: MoexClientService, useValue: moexClient }, { provide: MoexMarketDataClient, useValue: moexMarketData },
{ provide: CacheService, useValue: { getOrFetch: vi.fn() } }, { provide: CacheService, useValue: { getOrFetch: vi.fn() } },
], ],
}).compile(); }).compile();
@ -34,7 +34,7 @@ describe('ScreenerService', () => {
lastChange: 5, lastChangePrcnt: 2, issueCapitalization: 1e9, lastChange: 5, lastChangePrcnt: 2, issueCapitalization: 1e9,
}]; }];
moexClient.getShareMarketDataBatch.mockResolvedValue(mockShares); moexMarketData.getShareMarketDataBatch.mockResolvedValue(mockShares);
vi.mocked(cache.getOrFetch).mockImplementation(async (_prefix, _keys, fetchFn) => ({ vi.mocked(cache.getOrFetch).mockImplementation(async (_prefix, _keys, fetchFn) => ({
data: await fetchFn(), data: await fetchFn(),

8
apps/backend/src/modules/securities/screener.service.ts
View File

@ -1,5 +1,5 @@
import { Injectable } from '@nestjs/common'; import { Injectable } from '@nestjs/common';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexMarketDataClient } from '../moex-client/moex-market-data.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { ScreenerQueryDto, ScreenerType } from './dto/screener-query.dto'; import { ScreenerQueryDto, ScreenerType } from './dto/screener-query.dto';
import { ScreenerItemDto, ScreenerResultDto } from './dto/screener-response.dto'; import { ScreenerItemDto, ScreenerResultDto } from './dto/screener-response.dto';
@ -7,7 +7,7 @@ import { ScreenerItemDto, ScreenerResultDto } from './dto/screener-response.dto'
@Injectable() @Injectable()
export class ScreenerService { export class ScreenerService {
constructor( constructor(
private readonly moexClient: MoexClientService, private readonly moexMarketData: MoexMarketDataClient,
private readonly cache: CacheService, private readonly cache: CacheService,
) {} ) {}
@ -38,7 +38,7 @@ export class ScreenerService {
[type], [type],
async () => { async () => {
if (type === ScreenerType.SHARE) { if (type === ScreenerType.SHARE) {
const shares = await this.moexClient.getShareMarketDataBatch([]); const shares = await this.moexMarketData.getShareMarketDataBatch([]);
return shares.map( return shares.map(
(s): ScreenerItemDto => ({ (s): ScreenerItemDto => ({
secid: s.secid, secid: s.secid,
@ -61,7 +61,7 @@ export class ScreenerService {
}), }),
); );
} else { } else {
const bonds = await this.moexClient.getBondPositionDataBatch([]); const bonds = await this.moexMarketData.getBondPositionDataBatch([]);
return bonds.map( return bonds.map(
(b): ScreenerItemDto => ({ (b): ScreenerItemDto => ({
secid: b.secid, secid: b.secid,

2
apps/backend/src/modules/securities/securities.module.ts
View File

@ -1,9 +1,11 @@
import { Module } from '@nestjs/common'; import { Module } from '@nestjs/common';
import { MoexClientModule } from '../moex-client/moex-client.module';
import { SecuritiesController } from './securities.controller'; import { SecuritiesController } from './securities.controller';
import { SecuritiesService } from './securities.service'; import { SecuritiesService } from './securities.service';
import { ScreenerService } from './screener.service'; import { ScreenerService } from './screener.service';
@Module({ @Module({
imports: [MoexClientModule],
controllers: [SecuritiesController], controllers: [SecuritiesController],
providers: [SecuritiesService, ScreenerService], providers: [SecuritiesService, ScreenerService],
exports: [SecuritiesService], exports: [SecuritiesService],

14
apps/backend/src/modules/securities/securities.service.spec.ts
View File

@ -1,16 +1,16 @@
import { Test, TestingModule } from '@nestjs/testing'; import { Test, TestingModule } from '@nestjs/testing';
import { SecuritiesService } from './securities.service'; import { SecuritiesService } from './securities.service';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexSecuritiesClient } from '../moex-client/moex-securities.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { SecurityType } from './dto/search-query.dto'; import { SecurityType } from './dto/search-query.dto';
describe('SecuritiesService', () => { describe('SecuritiesService', () => {
let service: SecuritiesService; let service: SecuritiesService;
let moexClient: Pick<MoexClientService, 'searchSecurities'>; let moexSecurities: Pick<MoexSecuritiesClient, 'searchSecurities'>;
let cache: Pick<CacheService, 'getOrFetch'>; let cache: Pick<CacheService, 'getOrFetch'>;
beforeEach(async () => { beforeEach(async () => {
moexClient = { moexSecurities = {
searchSecurities: vi.fn(), searchSecurities: vi.fn(),
}; };
cache = { cache = {
@ -24,7 +24,7 @@ describe('SecuritiesService', () => {
const module: TestingModule = await Test.createTestingModule({ const module: TestingModule = await Test.createTestingModule({
providers: [ providers: [
SecuritiesService, SecuritiesService,
{ provide: MoexClientService, useValue: moexClient }, { provide: MoexSecuritiesClient, useValue: moexSecurities },
{ provide: CacheService, useValue: cache }, { provide: CacheService, useValue: cache },
], ],
}).compile(); }).compile();
@ -33,7 +33,7 @@ describe('SecuritiesService', () => {
}); });
it('returns supported securities only and normalizes SUR currency to RUB', async () => { it('returns supported securities only and normalizes SUR currency to RUB', async () => {
vi.mocked(moexClient.searchSecurities).mockResolvedValue([ vi.mocked(moexSecurities.searchSecurities).mockResolvedValue([
{ {
secid: 'SBER', secid: 'SBER',
isin: 'RU0009029540', isin: 'RU0009029540',
@ -118,7 +118,7 @@ describe('SecuritiesService', () => {
expect.any(Function), expect.any(Function),
'searchTtl', 'searchTtl',
); );
expect(moexClient.searchSecurities).toHaveBeenCalledWith('SbEr'); expect(moexSecurities.searchSecurities).toHaveBeenCalledWith('SbEr');
}); });
it('filters by type and applies limit without live MOEX dependency', async () => { it('filters by type and applies limit without live MOEX dependency', async () => {
@ -169,6 +169,6 @@ describe('SecuritiesService', () => {
price: null, price: null,
}, },
]); ]);
expect(moexClient.searchSecurities).not.toHaveBeenCalled(); expect(moexSecurities.searchSecurities).not.toHaveBeenCalled();
}); });
}); });

8
apps/backend/src/modules/securities/securities.service.ts
View File

@ -1,5 +1,5 @@
import { Injectable } from '@nestjs/common'; import { Injectable } from '@nestjs/common';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexSecuritiesClient } from '../moex-client/moex-securities.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { SecurityType } from './dto/search-query.dto'; import { SecurityType } from './dto/search-query.dto';
@ -16,7 +16,7 @@ export interface SearchResultItem {
@Injectable() @Injectable()
export class SecuritiesService { export class SecuritiesService {
constructor( constructor(
private readonly moexClient: MoexClientService, private readonly moexSecurities: MoexSecuritiesClient,
private readonly cache: CacheService, private readonly cache: CacheService,
) {} ) {}
@ -25,7 +25,7 @@ export class SecuritiesService {
'search', 'search',
[query.toLowerCase()], [query.toLowerCase()],
async () => { async () => {
const results = await this.moexClient.searchSecurities(query); const results = await this.moexSecurities.searchSecurities(query);
return results return results
.map((s): SearchResultItem | null => { .map((s): SearchResultItem | null => {
const type = const type =
@ -64,7 +64,7 @@ export class SecuritiesService {
async getShareBrief(secid: string): Promise<SearchResultItem | null> { async getShareBrief(secid: string): Promise<SearchResultItem | null> {
try { try {
const desc = await this.moexClient.getSecurityDescription(secid); const desc = await this.moexSecurities.getSecurityDescription(secid);
if (!desc) return null; if (!desc) return null;
return { return {
secid: desc.secid, secid: desc.secid,

2
apps/backend/src/modules/shares/shares.module.ts
View File

@ -1,8 +1,10 @@
import { Module } from '@nestjs/common'; import { Module } from '@nestjs/common';
import { MoexClientModule } from '../moex-client/moex-client.module';
import { SharesController } from './shares.controller'; import { SharesController } from './shares.controller';
import { SharesService } from './shares.service'; import { SharesService } from './shares.service';
@Module({ @Module({
imports: [MoexClientModule],
controllers: [SharesController], controllers: [SharesController],
providers: [SharesService], providers: [SharesService],
exports: [SharesService], exports: [SharesService],

27
apps/backend/src/modules/shares/shares.service.spec.ts
View File

@ -1,17 +1,23 @@
import { Test, TestingModule } from '@nestjs/testing'; import { Test, TestingModule } from '@nestjs/testing';
import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception'; import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception';
import { SharesService } from './shares.service'; import { SharesService } from './shares.service';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexSecuritiesClient } from '../moex-client/moex-securities.client';
import { MoexMarketDataClient } from '../moex-client/moex-market-data.client';
import { MoexDividendsClient } from '../moex-client/moex-dividends.client';
import { MoexHistoryClient } from '../moex-client/moex-history.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
describe('SharesService', () => { describe('SharesService', () => {
let service: SharesService; let service: SharesService;
let moexClient: Pick<MoexClientService, 'getSecurityDescription' | 'getShareMarketData'>; let moexSecurities: Pick<MoexSecuritiesClient, 'getSecurityDescription'>;
let moexMarketData: Pick<MoexMarketDataClient, 'getShareMarketData'>;
let cache: Pick<CacheService, 'getOrFetch'>; let cache: Pick<CacheService, 'getOrFetch'>;
beforeEach(async () => { beforeEach(async () => {
moexClient = { moexSecurities = {
getSecurityDescription: vi.fn(), getSecurityDescription: vi.fn(),
};
moexMarketData = {
getShareMarketData: vi.fn(), getShareMarketData: vi.fn(),
}; };
cache = { cache = {
@ -25,7 +31,10 @@ describe('SharesService', () => {
const module: TestingModule = await Test.createTestingModule({ const module: TestingModule = await Test.createTestingModule({
providers: [ providers: [
SharesService, SharesService,
{ provide: MoexClientService, useValue: moexClient }, { provide: MoexSecuritiesClient, useValue: moexSecurities },
{ provide: MoexMarketDataClient, useValue: moexMarketData },
{ provide: MoexDividendsClient, useValue: { getDividends: vi.fn() } },
{ provide: MoexHistoryClient, useValue: { getHistory: vi.fn() } },
{ provide: CacheService, useValue: cache }, { provide: CacheService, useValue: cache },
], ],
}).compile(); }).compile();
@ -34,7 +43,7 @@ describe('SharesService', () => {
}); });
it('returns normalized SBER share spec and market data without live MOEX dependency', async () => { it('returns normalized SBER share spec and market data without live MOEX dependency', async () => {
vi.mocked(moexClient.getSecurityDescription).mockResolvedValue({ vi.mocked(moexSecurities.getSecurityDescription).mockResolvedValue({
secid: 'SBER', secid: 'SBER',
isin: 'RU0009029540', isin: 'RU0009029540',
name: 'Сбербанк России ПАО ао', name: 'Сбербанк России ПАО ао',
@ -52,7 +61,7 @@ describe('SharesService', () => {
morningSession: true, morningSession: true,
eveningSession: true, eveningSession: true,
}); });
vi.mocked(moexClient.getShareMarketData).mockResolvedValue({ vi.mocked(moexMarketData.getShareMarketData).mockResolvedValue({
secid: 'SBER', secid: 'SBER',
boardid: 'TQBR', boardid: 'TQBR',
shortName: 'Сбербанк', shortName: 'Сбербанк',
@ -75,14 +84,14 @@ describe('SharesService', () => {
const result = await service.getShare('SBER'); const result = await service.getShare('SBER');
expect(moexClient.getSecurityDescription).toHaveBeenCalledWith('SBER'); expect(moexSecurities.getSecurityDescription).toHaveBeenCalledWith('SBER');
expect(cache.getOrFetch).toHaveBeenCalledWith( expect(cache.getOrFetch).toHaveBeenCalledWith(
'marketdata', 'marketdata',
['shares', 'SBER'], ['shares', 'SBER'],
expect.any(Function), expect.any(Function),
'marketDataTtl', 'marketDataTtl',
); );
expect(moexClient.getShareMarketData).toHaveBeenCalledWith('SBER'); expect(moexMarketData.getShareMarketData).toHaveBeenCalledWith('SBER');
expect(result.data).toMatchObject({ expect(result.data).toMatchObject({
secid: 'SBER', secid: 'SBER',
isin: 'RU0009029540', isin: 'RU0009029540',
@ -110,7 +119,7 @@ describe('SharesService', () => {
}); });
it('throws EntityNotFoundException for non-share security', async () => { it('throws EntityNotFoundException for non-share security', async () => {
vi.mocked(moexClient.getSecurityDescription).mockResolvedValue({ vi.mocked(moexSecurities.getSecurityDescription).mockResolvedValue({
secid: 'SU26238RMFS5', secid: 'SU26238RMFS5',
isin: 'RU000A1038V6', isin: 'RU000A1038V6',
name: 'ОФЗ 26238', name: 'ОФЗ 26238',

20
apps/backend/src/modules/shares/shares.service.ts
View File

@ -1,5 +1,8 @@
import { Injectable } from '@nestjs/common'; import { Injectable } from '@nestjs/common';
import { MoexClientService } from '../moex-client/moex-client.service'; import { MoexSecuritiesClient } from '../moex-client/moex-securities.client';
import { MoexMarketDataClient } from '../moex-client/moex-market-data.client';
import { MoexDividendsClient } from '../moex-client/moex-dividends.client';
import { MoexHistoryClient } from '../moex-client/moex-history.client';
import { CacheService } from '../cache/cache.service'; import { CacheService } from '../cache/cache.service';
import { ApiEnvelopePayload } from '../../common/dto/api-response.dto'; import { ApiEnvelopePayload } from '../../common/dto/api-response.dto';
import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception'; import { EntityNotFoundException } from '../../common/exceptions/entity-not-found.exception';
@ -7,12 +10,15 @@ import { EntityNotFoundException } from '../../common/exceptions/entity-not-foun
@Injectable() @Injectable()
export class SharesService { export class SharesService {
constructor( constructor(
private readonly moexClient: MoexClientService, private readonly moexSecurities: MoexSecuritiesClient,
private readonly moexMarketData: MoexMarketDataClient,
private readonly moexDividends: MoexDividendsClient,
private readonly moexHistory: MoexHistoryClient,
private readonly cache: CacheService, private readonly cache: CacheService,
) {} ) {}
async getShare(secid: string) { async getShare(secid: string) {
const desc = await this.moexClient.getSecurityDescription(secid); const desc = await this.moexSecurities.getSecurityDescription(secid);
if ( if (
!desc || !desc ||
!( !(
@ -31,7 +37,7 @@ export class SharesService {
} = await this.cache.getOrFetch( } = await this.cache.getOrFetch(
'marketdata', 'marketdata',
['shares', secid], ['shares', secid],
() => this.moexClient.getShareMarketData(secid), () => this.moexMarketData.getShareMarketData(secid),
'marketDataTtl', 'marketDataTtl',
); );
@ -79,7 +85,7 @@ export class SharesService {
} = await this.cache.getOrFetch( } = await this.cache.getOrFetch(
'marketdata', 'marketdata',
['shares', secid], ['shares', secid],
() => this.moexClient.getShareMarketData(secid), () => this.moexMarketData.getShareMarketData(secid),
'marketDataTtl', 'marketDataTtl',
); );
@ -111,7 +117,7 @@ export class SharesService {
const { data, fromCache, cachedAt } = await this.cache.getOrFetch( const { data, fromCache, cachedAt } = await this.cache.getOrFetch(
'dividends', 'dividends',
[secid], [secid],
() => this.moexClient.getDividends(secid), () => this.moexDividends.getDividends(secid),
'dividendsTtl', 'dividendsTtl',
); );
@ -130,7 +136,7 @@ export class SharesService {
const { data, fromCache, cachedAt } = await this.cache.getOrFetch( const { data, fromCache, cachedAt } = await this.cache.getOrFetch(
'history', 'history',
['shares', secid, from, till], ['shares', secid, from, till],
() => this.moexClient.getHistory(secid, from, till), () => this.moexHistory.getHistory(secid, from, till),
'historyTtl', 'historyTtl',
); );

49
apps/backend/src/modules/tbank/services/broker-events.service.spec.ts
View File

@ -1,6 +1,7 @@
import { CacheService } from '../../cache/cache.service'; import { CacheService } from '../../cache/cache.service';
import { EntityNotFoundException } from '../../../common/exceptions/entity-not-found.exception'; import { EntityNotFoundException } from '../../../common/exceptions/entity-not-found.exception';
import { MoexClientService } from '../../moex-client/moex-client.service'; import { MoexMarketDataClient } from '../../moex-client/moex-market-data.client';
import { MoexDividendsClient } from '../../moex-client/moex-dividends.client';
import { BrokerAccountsService } from './broker-accounts.service'; import { BrokerAccountsService } from './broker-accounts.service';
import { BrokerEventsService } from './broker-events.service'; import { BrokerEventsService } from './broker-events.service';
import { BrokerOperationsService } from './broker-operations.service'; import { BrokerOperationsService } from './broker-operations.service';
@ -9,10 +10,8 @@ import { BrokerPortfolioService } from './broker-portfolio.service';
describe('BrokerEventsService', () => { describe('BrokerEventsService', () => {
const accounts = { findById: vi.fn() } as unknown as BrokerAccountsService; const accounts = { findById: vi.fn() } as unknown as BrokerAccountsService;
const portfolio = { getPositionsWithInstruments: vi.fn() } as unknown as BrokerPortfolioService; const portfolio = { getPositionsWithInstruments: vi.fn() } as unknown as BrokerPortfolioService;
const moex = { const moexMarketData = { getBondPositionDataBatch: vi.fn() } as unknown as MoexMarketDataClient;
getDividends: vi.fn(), const moexDividends = { getDividends: vi.fn() } as unknown as MoexDividendsClient;
getBondPositionDataBatch: vi.fn(),
} as unknown as MoexClientService;
const operations = { getOperations: vi.fn() } as unknown as BrokerOperationsService; const operations = { getOperations: vi.fn() } as unknown as BrokerOperationsService;
const cache = { getOrFetch: vi.fn() } as unknown as CacheService; const cache = { getOrFetch: vi.fn() } as unknown as CacheService;
@ -42,7 +41,7 @@ describe('BrokerEventsService', () => {
it('throws 404 for missing account', async () => { it('throws 404 for missing account', async () => {
vi.mocked(accounts.findById).mockResolvedValue(null); vi.mocked(accounts.findById).mockResolvedValue(null);
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
await expect( await expect(
service.getEvents('missing', { from: '2026-06-01', to: '2026-07-01' }), service.getEvents('missing', { from: '2026-06-01', to: '2026-07-01' }),
).rejects.toThrow(EntityNotFoundException); ).rejects.toThrow(EntityNotFoundException);
@ -62,7 +61,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { from: '2026-06-01', to: '2026-07-01' }); const result = await service.getEvents('acc-1', { from: '2026-06-01', to: '2026-07-01' });
expect(result.data.items).toEqual([]); expect(result.data.items).toEqual([]);
@ -87,7 +86,7 @@ describe('BrokerEventsService', () => {
], ],
instruments: new Map([['uid-sber', { name: 'Sberbank', currency: 'RUB' }]]), instruments: new Map([['uid-sber', { name: 'Sberbank', currency: 'RUB' }]]),
}); });
vi.mocked(moex.getDividends).mockResolvedValue([ vi.mocked(moexDividends.getDividends).mockResolvedValue([
{ {
secid: 'SBER', secid: 'SBER',
isin: 'RU000A0JS', isin: 'RU000A0JS',
@ -117,7 +116,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' }); const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' });
expect(result.data.items).toHaveLength(1); expect(result.data.items).toHaveLength(1);
@ -144,7 +143,7 @@ describe('BrokerEventsService', () => {
], ],
instruments: new Map([['uid-bond-1', { name: 'OFZ 26248', currency: 'RUB' }]]), instruments: new Map([['uid-bond-1', { name: 'OFZ 26248', currency: 'RUB' }]]),
}); });
vi.mocked(moex.getBondPositionDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getBondPositionDataBatch).mockResolvedValue([
{ {
secid: 'SU26248RMFS4', secid: 'SU26248RMFS4',
couponValue: 35.4, couponValue: 35.4,
@ -172,7 +171,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' }); const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' });
expect(result.data.items).toHaveLength(3); expect(result.data.items).toHaveLength(3);
@ -207,8 +206,8 @@ describe('BrokerEventsService', () => {
['uid-2', { name: 'Working' }], ['uid-2', { name: 'Working' }],
]), ]),
}); });
vi.mocked(moex.getDividends).mockRejectedValueOnce(new Error('MOEX error')); vi.mocked(moexDividends.getDividends).mockRejectedValueOnce(new Error('MOEX error'));
vi.mocked(moex.getDividends).mockResolvedValueOnce([ vi.mocked(moexDividends.getDividends).mockResolvedValueOnce([
{ secid: 'GOOD', isin: 'RU', registryCloseDate: '2026-06-25', value: 20, currencyId: 'RUB' }, { secid: 'GOOD', isin: 'RU', registryCloseDate: '2026-06-25', value: 20, currencyId: 'RUB' },
]); ]);
@ -218,7 +217,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' }); const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' });
expect(result.data.items).toHaveLength(1); expect(result.data.items).toHaveLength(1);
@ -239,7 +238,7 @@ describe('BrokerEventsService', () => {
], ],
instruments: new Map([['uid-1', { name: 'No Amount' }]]), instruments: new Map([['uid-1', { name: 'No Amount' }]]),
}); });
vi.mocked(moex.getDividends).mockResolvedValue([ vi.mocked(moexDividends.getDividends).mockResolvedValue([
{ secid: 'NO_AMT', isin: 'RU', registryCloseDate: '2026-06-25', value: 0, currencyId: 'RUB' }, { secid: 'NO_AMT', isin: 'RU', registryCloseDate: '2026-06-25', value: 0, currencyId: 'RUB' },
]); ]);
@ -249,7 +248,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' }); const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' });
expect(result.data.items).toHaveLength(1); expect(result.data.items).toHaveLength(1);
@ -279,10 +278,10 @@ describe('BrokerEventsService', () => {
['uid-2', { name: 'OFZ' }], ['uid-2', { name: 'OFZ' }],
]), ]),
}); });
vi.mocked(moex.getDividends).mockResolvedValue([ vi.mocked(moexDividends.getDividends).mockResolvedValue([
{ secid: 'SBER', isin: 'RU1', registryCloseDate: '2026-06-25', value: 30, currencyId: 'RUB' }, { secid: 'SBER', isin: 'RU1', registryCloseDate: '2026-06-25', value: 30, currencyId: 'RUB' },
]); ]);
vi.mocked(moex.getBondPositionDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getBondPositionDataBatch).mockResolvedValue([
{ {
secid: 'BOND1', secid: 'BOND1',
couponValue: 50, couponValue: 50,
@ -310,7 +309,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' }); const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-10' });
expect(result.data.summary.eventCount).toBe(3); expect(result.data.summary.eventCount).toBe(3);
@ -337,7 +336,7 @@ describe('BrokerEventsService', () => {
], ],
instruments: new Map([['uid-1', { name: 'Sber' }]]), instruments: new Map([['uid-1', { name: 'Sber' }]]),
}); });
vi.mocked(moex.getDividends).mockResolvedValue([ vi.mocked(moexDividends.getDividends).mockResolvedValue([
{ secid: 'SBER', isin: 'RU', registryCloseDate: '2026-06-20', value: 10, currencyId: 'RUB' }, { secid: 'SBER', isin: 'RU', registryCloseDate: '2026-06-20', value: 10, currencyId: 'RUB' },
{ secid: 'SBER', isin: 'RU', registryCloseDate: '2026-07-29', value: 10, currencyId: 'RUB' }, { secid: 'SBER', isin: 'RU', registryCloseDate: '2026-07-29', value: 10, currencyId: 'RUB' },
{ secid: 'SBER', isin: 'RU', registryCloseDate: '2026-07-30', value: 10, currencyId: 'RUB' }, { secid: 'SBER', isin: 'RU', registryCloseDate: '2026-07-30', value: 10, currencyId: 'RUB' },
@ -349,7 +348,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-29' }); const result = await service.getEvents('acc-1', { from: '2026-06-20', to: '2026-07-29' });
expect(result.data.items).toHaveLength(2); expect(result.data.items).toHaveLength(2);
@ -377,10 +376,10 @@ describe('BrokerEventsService', () => {
], ],
instruments: new Map(), instruments: new Map(),
}); });
vi.mocked(moex.getDividends).mockResolvedValue([ vi.mocked(moexDividends.getDividends).mockResolvedValue([
{ secid: 'SBER', isin: 'RU', registryCloseDate: '2026-06-25', value: 30, currencyId: 'RUB' }, { secid: 'SBER', isin: 'RU', registryCloseDate: '2026-06-25', value: 30, currencyId: 'RUB' },
]); ]);
vi.mocked(moex.getBondPositionDataBatch).mockResolvedValue([ vi.mocked(moexMarketData.getBondPositionDataBatch).mockResolvedValue([
{ {
secid: 'BOND1', secid: 'BOND1',
couponValue: 50, couponValue: 50,
@ -407,7 +406,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { const result = await service.getEvents('acc-1', {
from: '2026-06-20', from: '2026-06-20',
to: '2026-07-10', to: '2026-07-10',
@ -467,7 +466,7 @@ describe('BrokerEventsService', () => {
cachedAt: null, cachedAt: null,
}); });
const service = new BrokerEventsService(accounts, portfolio, moex, operations, cache); const service = new BrokerEventsService(accounts, portfolio, moexMarketData, moexDividends, operations, cache);
const result = await service.getEvents('acc-1', { const result = await service.getEvents('acc-1', {
from: '2026-06-15', from: '2026-06-15',
to: '2026-06-20', to: '2026-06-20',

10
apps/backend/src/modules/tbank/services/broker-events.service.ts
View File

@ -1,6 +1,7 @@
import { Injectable } from '@nestjs/common'; import { Injectable } from '@nestjs/common';
import { CacheService } from '../../cache/cache.service'; import { CacheService } from '../../cache/cache.service';
import { MoexClientService } from '../../moex-client/moex-client.service'; import { MoexMarketDataClient } from '../../moex-client/moex-market-data.client';
import { MoexDividendsClient } from '../../moex-client/moex-dividends.client';
import { ApiEnvelopePayload } from '../../../common/dto/api-response.dto'; import { ApiEnvelopePayload } from '../../../common/dto/api-response.dto';
import { EntityNotFoundException } from '../../../common/exceptions/entity-not-found.exception'; import { EntityNotFoundException } from '../../../common/exceptions/entity-not-found.exception';
import { TBANK_CACHE_KEYS } from '../tbank.config'; import { TBANK_CACHE_KEYS } from '../tbank.config';
@ -46,7 +47,8 @@ export class BrokerEventsService {
constructor( constructor(
private readonly accountsService: BrokerAccountsService, private readonly accountsService: BrokerAccountsService,
private readonly portfolioService: BrokerPortfolioService, private readonly portfolioService: BrokerPortfolioService,
private readonly moexClient: MoexClientService, private readonly moexMarketData: MoexMarketDataClient,
private readonly moexDividends: MoexDividendsClient,
private readonly operationsService: BrokerOperationsService, private readonly operationsService: BrokerOperationsService,
private readonly cacheService: CacheService, private readonly cacheService: CacheService,
) {} ) {}
@ -139,7 +141,7 @@ export class BrokerEventsService {
let dividends: { registryCloseDate: string; value: number; currencyId: string }[]; let dividends: { registryCloseDate: string; value: number; currencyId: string }[];
try { try {
dividends = await this.moexClient.getDividends(ticker); dividends = await this.moexDividends.getDividends(ticker);
} catch { } catch {
return []; return [];
} }
@ -199,7 +201,7 @@ export class BrokerEventsService {
faceValue: number; faceValue: number;
}[]; }[];
try { try {
bondData = await this.moexClient.getBondPositionDataBatch(secids); bondData = await this.moexMarketData.getBondPositionDataBatch(secids);
} catch { } catch {
return []; return [];
} }