137 lines
3.8 KiB
TypeScript
137 lines
3.8 KiB
TypeScript
import { Injectable, NotFoundException } from '@nestjs/common';
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import { MoexClientService } from '../moex-client/moex-client.service';
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import { CacheService } from '../cache/cache.service';
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import { ApiEnvelopePayload } from '../../common/dto/api-response.dto';
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@Injectable()
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export class BondsService {
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constructor(
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private readonly moexClient: MoexClientService,
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private readonly cache: CacheService,
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) {}
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async getBond(secid: string) {
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const {
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data: bond,
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fromCache,
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cachedAt,
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} = await this.cache.getOrFetch(
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'bond',
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[secid],
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() => this.moexClient.getBondData(secid),
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'securityTtl',
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);
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if (!bond) {
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throw new NotFoundException(`Bond ${secid} not found`);
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}
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const { data: mkt } = await this.cache.getOrFetch(
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'marketdata',
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['bonds', secid],
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() => this.moexClient.getBondMarketData(secid),
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'marketDataTtl',
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);
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return new ApiEnvelopePayload(
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{
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secid: bond.secid,
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isin: bond.isin,
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name: bond.shortName,
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shortName: bond.shortName,
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latName: null,
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listLevel: bond.listLevel,
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issueSize: bond.issueSize,
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faceValue: bond.faceValue,
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faceUnit: bond.isin.startsWith('XS') ? 'USD' : 'RUB',
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matDate: bond.matDate,
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couponValue: bond.couponValue ?? 0,
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couponPercent: bond.couponPercent,
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couponPeriod: bond.couponPeriod,
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nextCoupon: bond.nextCoupon,
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accruedInt: bond.accruedInt ?? 0,
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bondType: bond.bondType,
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bondSubType: bond.bondSubType,
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offerDate: bond.offerDate,
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buybackDate: bond.buybackDate,
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marketData: {
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price: mkt?.last ?? bond.prevPrice ?? 0,
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yieldToMaturity: mkt?.yield ?? bond.yieldAtPrevWaprice ?? null,
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duration: mkt?.duration ?? null,
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accruedInt: bond.accruedInt ?? 0,
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couponValue: bond.couponValue ?? 0,
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couponPercent: bond.couponPercent,
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nextCouponDate: bond.nextCoupon,
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open: mkt?.open ?? 0,
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high: mkt?.high ?? null,
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low: mkt?.low ?? null,
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volume: mkt?.volume ?? 0,
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updatedAt: mkt?.updateTime
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? new Date().toISOString().split('T')[0] + 'T' + mkt.updateTime
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: new Date().toISOString(),
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},
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},
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fromCache,
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cachedAt,
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);
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}
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async getMarketData(secid: string) {
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const {
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data: mkt,
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fromCache,
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cachedAt,
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} = await this.cache.getOrFetch(
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'marketdata',
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['bonds', secid],
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() => this.moexClient.getBondMarketData(secid),
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'marketDataTtl',
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);
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if (!mkt) {
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throw new NotFoundException(`Market data for bond ${secid} not found`);
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}
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return new ApiEnvelopePayload(
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{
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price: mkt.last ?? 0,
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yieldToMaturity: mkt.yield ?? null,
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duration: mkt.duration ?? null,
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accruedInt: 0,
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couponValue: 0,
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couponPercent: null,
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nextCouponDate: null,
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open: mkt.open ?? 0,
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high: mkt.high ?? null,
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low: mkt.low ?? null,
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volume: mkt.volume ?? 0,
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updatedAt: mkt.updateTime
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? new Date().toISOString().split('T')[0] + 'T' + mkt.updateTime
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: new Date().toISOString(),
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},
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fromCache,
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cachedAt,
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);
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}
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async getHistory(secid: string, from: string, till: string) {
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const { data, fromCache, cachedAt } = await this.cache.getOrFetch(
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'history',
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['bonds', secid, from, till],
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() => this.moexClient.getBondHistory(secid, from, till),
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'historyTtl',
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);
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return new ApiEnvelopePayload(
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data.map((h) => ({
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date: h.tradeDate,
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closePrice: h.legalClosePrice ?? h.close ?? 0,
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yieldClose: h.yieldClose ?? null,
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duration: h.duration ?? null,
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})),
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fromCache,
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cachedAt,
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);
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}
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}
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