Search shares and bonds on Moex by tickers Google App Script for Google Spreadsheet

moex-search-source.gs

// Link to security's history example: https://iss.moex.com/iss/history/engines/stock/markets/bonds/securities/SU29012RMFS0?till=2020-02-14&from=2020-02-07&sort_column=TRADEDATE&sort_order=desc&limit=1
// Manual: http://iss.moex.com/iss/reference/63

// Moex market types:
// - bonds
// - index
// - shares
const moexMarketTypesMap = {
    "облигации": "bonds",
    "акции": "shares",
    "фонды": "shares",
    "индексы": "index",
    "bonds": "bonds",
    "etf": "bonds",
    "shares": "shares",
    "fonds": "shares",
    "indexes": "index",
    undefined: "shares",

};

// Get normalized ticker type according to moex tickers types
const getNormalizedTickerType = (type, map) => {
    return map[type.toLowerCase()];
};

// Get link to moex item, using market and security (ticker)
const getMoexItemLink = (market, security, from, till) => {
    return `https://iss.moex.com/iss/history/engines/stock/markets/${market}/securities/${security}.xml?till=${till}&from=${from}&sort_column=TRADEDATE&sort_order=desc&limit=1&numtrades=1`;
};

const collectMyTickers = (spreadsheet, range, sheetPortfolioName) => {
    const portfolioSheet = spreadsheet.getSheetByName(sheetPortfolioName);
    const tickersList = portfolioSheet.getRange(range);

    return tickersList.getValues().reduce((result, ticker) => {
        const item = { ticker: ticker[0], type: ticker[1] };

        if (item.ticker && item.type) {
            result.push(item);
        }
        return result;
    }, []);
}

function onOpen() {
    SpreadsheetApp.getUi() // Or DocumentApp or FormApp.
        .createMenu('Scripts!')
        .addItem('Fetch Market Data', 'init')
        .addToUi();
    
    init();
}

function collectDataFromXML(url, itemType) {
    const response = UrlFetchApp.fetch(url);
    const xml = response.getContentText() || null;

    if (xml === null) return null;

    const document = XmlService.parse(xml);
    const root = document.getRootElement();
    const data = root.getChild("data");
    const rows = data.getChild("rows");
    const item = rows.getChild("row");
    const itemData = [];


    if (item) {
        const ticker = item.getAttribute('SECID').getValue().trim();
        const name = item.getAttribute('SHORTNAME').getValue().trim();
        const close = item.getAttribute('CLOSE').getValue().trim().replace(".", ",");
        const open = item.getAttribute('OPEN').getValue().trim().replace(".", ",");
        const curPrice = close != "" && close != "0" && close != 0 ? close : open;
        const marketPrice = item.getAttribute('MARKETPRICE2').getValue().trim().replace(".",",");
        const numTrades = item.getAttribute('NUMTRADES').getValue().trim();
        const low = item.getAttribute('LOW').getValue().trim().replace(".", ",");
        const high = item.getAttribute('HIGH').getValue().trim().replace(".", ",");

        const couponValue = itemType === 'bonds' ? item.getAttribute('COUPONVALUE').getValue().replace(".", ",") : null;
        const couponPrecent = itemType === 'bonds' ? item.getAttribute('COUPONPERCENT').getValue().replace(".", ",") : null;
        //      const couponPeriod = itemType === 'bonds' ? item.getAttribute('COUPONPERIOD').getValue() : null;
        const expirationDate = itemType === 'bonds' ? item.getAttribute('MATDATE').getValue() : null;
        const faceValue = itemType === 'bonds' ? item.getAttribute('FACEVALUE').getValue().replace(".", ",") : null;
        const NKD = itemType === 'bonds' ? item.getAttribute('ACCINT').getValue().replace(".", ",") : null;
        const tradeDate = item.getAttribute('TRADEDATE').getValue().trim();

        itemData.push(ticker);
        itemData.push(name);
        itemData.push(curPrice);
        itemData.push(marketPrice);
        itemData.push(open);
        itemData.push(close);
        itemData.push(low);
        itemData.push(high);
        itemData.push(numTrades);

        itemData.push(couponValue);
        itemData.push(couponPrecent);
        //      itemData.push(couponPeriod);
        itemData.push(expirationDate);
        itemData.push(faceValue);
        itemData.push(NKD);
        itemData.push(tradeDate);
    }

    return itemData;
}

const fetchMarketsData = (tickersList, googleSpreadSheet, sheetMarketDataName) => {
    if (!tickersList.length) return;

    const headerTitles = [
        "Ticker",
        "Name",
        "Current Price",
        "Market Price",
        "Open",
        "Close",
        "Low",
        "High",
        "Number of Trades",
        "Coupon Value",
        "Coupon Precent",
        "Expiration Date",
        "Face Value",
        "NKD",
        "Trade Date"
    ];

    const marketData = googleSpreadSheet.getSheetByName(sheetMarketDataName);
    let dataRange = marketData.getRange("A1:R300");

    const currentDate = new Date();

    // Get current date in "YYYY-MM-DD" format
    const currentDateFormatted = currentDate.toISOString().split('T')[0];

    const weekAgoDate = new Date(currentDate.setDate(currentDate.getDate() - 7));

    // Get date week ago in "YYYY-MM-DD" format
    const weekAgoDateFormatted = weekAgoDate.toISOString().split('T')[0];

    // Market data container
    const allMarketData = [headerTitles];

    tickersList.forEach((item, index) => {
        item.type = getNormalizedTickerType(item.type, moexMarketTypesMap);
        const url = getMoexItemLink(item.type, item.ticker, weekAgoDateFormatted, currentDateFormatted);
        const data = collectDataFromXML(url, item.type);
        if (data !== null) {
            allMarketData.push(data);
        }
    });

    dataRange.clear({ contentsOnly: true });
    dataRange = marketData.getRange(1, 1, allMarketData.length, allMarketData[0].length);
    dataRange.setValues(allMarketData);

    Browser.msgBox(`Обновлено ${allMarketData.length} записей! Все изменения на листе ${sheetMarketDataName}.`);
}

function init() {
    const sheet_id = "1sVSFSdjKxAe7t-DJDBLdpy_vxskaYW4G9qhlxHNxAVg"; // Spreadsheet id of portfolio
    const googleSpreadSheet = SpreadsheetApp.openById(sheet_id);
    const rangeMyTickers = "A2:B100"; // Column consisted of tickers and its types in portfolio
    const myTickersList = collectMyTickers(googleSpreadSheet, rangeMyTickers, "Портфель");
    fetchMarketsData(myTickersList, googleSpreadSheet, "MarketData");
}