Sergey Krylov
75fead68b8
- MoexHttpClient: infrastructure (axios, rate limiter, circuit breaker) - MoexSecuritiesClient: search and security descriptions - MoexMarketDataClient: share/bond market data and batch queries - MoexCandlesClient: candle data - MoexHistoryClient: share/bond history - MoexDividendsClient: dividend data - Removed @Global() from MoexClientModule - Updated all 7 consumers with explicit DI - All 141 tests passing
51 lines
2.3 KiB
TypeScript
51 lines
2.3 KiB
TypeScript
import { Injectable } from '@nestjs/common';
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import { MoexHttpClient } from './moex-http.client';
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import { MoexHistoryEntry, MoexBondHistoryEntry } from './moex-client.types';
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@Injectable()
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export class MoexHistoryClient {
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constructor(private readonly http: MoexHttpClient) {}
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async getHistory(secid: string, from: string, till: string): Promise<MoexHistoryEntry[]> {
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const data = await this.http.request<Record<string, unknown>>(
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`/engines/stock/markets/shares/securities/${secid}`,
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{ from, till },
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);
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const tableName = Object.keys(data).find(
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(k) => k.startsWith('history') && !k.includes('cursor'),
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);
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if (!tableName) return [];
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return this.http.extractTable(data, tableName).map((h) => ({
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tradeDate: h.TRADEDATE as string,
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open: h.OPEN != null ? parseFloat(h.OPEN as string) : null,
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low: h.LOW != null ? parseFloat(h.LOW as string) : null,
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high: h.HIGH != null ? parseFloat(h.HIGH as string) : null,
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close: h.CLOSE != null ? parseFloat(h.CLOSE as string) : null,
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waprice: h.WAPRICE != null ? parseFloat(h.WAPRICE as string) : null,
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volume: parseInt((h.VOLUME as string) || '0', 10),
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value: parseFloat((h.VALUE as string) || '0'),
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numtrades: parseInt((h.NUMTRADES as string) || '0', 10),
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}));
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}
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async getBondHistory(secid: string, from: string, till: string): Promise<MoexBondHistoryEntry[]> {
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const data = await this.http.request<Record<string, unknown>>(
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`/engines/stock/markets/bonds/securities/${secid}`,
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{ from, till },
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);
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const tableName = Object.keys(data).find(
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(k) => k.startsWith('history') && !k.includes('cursor'),
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);
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if (!tableName) return [];
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return this.http.extractTable(data, tableName).map((h) => ({
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tradeDate: h.TRADEDATE as string,
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close: h.CLOSE != null ? parseFloat(h.CLOSE as string) : null,
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legalClosePrice: h.LEGALCLOSEPRICE != null ? parseFloat(h.LEGALCLOSEPRICE as string) : null,
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waprice: h.WAPRICE != null ? parseFloat(h.WAPRICE as string) : null,
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yieldClose: h.YIELDCLOSE != null ? parseFloat(h.YIELDCLOSE as string) : null,
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duration: h.DURATION != null ? parseFloat(h.DURATION as string) : null,
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accruedInt: h.ACCINT != null ? parseFloat(h.ACCINT as string) : null,
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}));
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}
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}
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