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forex-dashboard/app/api/macro/route.ts
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import { NextRequest, NextResponse } from "next/server";
import { FRED_SERIES } from "@/lib/constants";
import type { Currency } from "@/lib/types";
export const dynamic = "force-dynamic";
import cpiOverridesRaw from "@/data/cpi_overrides.json";
import rateDecisionsRaw from "@/data/rate_decisions.json";
import moneySupplyM3Raw from "@/data/money-supply-m3.json";
import { fetchFFThisWeek, fetchFFEvents } from "@/lib/forexfactory";
import type { FFEvent } from "@/lib/forexfactory";
import { fetchTECoreInflation, fetchTEMoMInflation, fetchTEInflationYoY, fetchTECoreCPIMoM, fetchTECoreConsumerPricesIndex, fetchTEPPIMoM, fetchTECoreInflationPages, fetchTEInflationYoYPages, fetchTEAUDCommodityYoY, fetchTEGDPGrowthRate, fetchTEUnemploymentRate, fetchTESTIRRate, fetchTEEmploymentChange } from "@/lib/tecpi";
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import { fetchTEInflationForecasts } from "@/lib/tradingeconomics";
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const FRED_BASE = "https://api.stlouisfed.org/fred/series/observations";
const REVALIDATE = 3600; // cache 1h (les données FRED sont disponibles ~1h après publication)
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// ── FRED ─────────────────────────────────────────────────────────────────────
async function fredObs(seriesId: string, apiKey: string, limit = 5) {
const url = `${FRED_BASE}?series_id=${seriesId}&api_key=${apiKey}&file_type=json&sort_order=desc&limit=${limit}`;
try {
const res = await fetch(url, { next: { revalidate: REVALIDATE } });
if (!res.ok) return [];
const json = await res.json();
return (json.observations ?? [])
.filter((o: { value: string }) => o.value !== ".")
.map((o: { date: string; value: string }) => ({ date: o.date, value: parseFloat(o.value) }));
} catch { return []; }
}
/**
* Récupère deux séries FRED en parallèle et retourne celle avec la date la plus récente.
* Utilisé pour choisir la meilleure source disponible (ex: IRSTCB01 vs IR3TIB01).
*/
async function fredObsFreshest(s1: string, s2: string, apiKey: string, limit = 5): Promise<Obs[]> {
const [a, b] = await Promise.all([fredObs(s1, apiKey, limit), fredObs(s2, apiKey, limit)]);
if (!a.length) return b;
if (!b.length) return a;
return a[0].date >= b[0].date ? a : b;
}
// ── Banque du Canada — Valet API ──────────────────────────────────────────────
// V80691311 = Taux d'intérêt directeur de la Banque du Canada (quotidien officiel)
// Source fiable, gratuite, sans clé, JSON structuré.
async function bocRate(): Promise<Obs[]> {
try {
const url = "https://www.bankofcanada.ca/valet/observations/V80691311/json?recent=10";
const res = await fetch(url, { next: { revalidate: REVALIDATE } });
if (!res.ok) return [];
const json = await res.json();
type BoCObs = Record<string, unknown> & { d?: unknown; V80691311?: { v: string } };
return ((json?.observations ?? []) as BoCObs[])
.filter((o) => typeof o.V80691311?.v === "string")
.map((o) => ({ date: String(o.d ?? ""), value: parseFloat(o.V80691311!.v) }))
.filter((o) => o.date && !isNaN(o.value))
.sort((a, b) => b.date.localeCompare(a.date)); // newest first
} catch { return []; }
}
// ── Eurostat SDMX-JSON API ─────────────────────────────────────────────────────
// IMPORTANT : toutes les dimensions non-temporelles DOIVENT avoir une valeur
// unique dans les params (freq, unit, s_adj…) → position value[]=timeIndex correct.
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async function eurostatObs(datasetCode: string, params: Record<string, string>) {
try {
const qs = new URLSearchParams({ ...params, format: "JSON" }).toString();
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const url = `https://ec.europa.eu/eurostat/api/dissemination/statistics/1.0/data/${datasetCode}?${qs}`;
const res = await fetch(url, { next: { revalidate: REVALIDATE } });
if (!res.ok) return [];
const json = await res.json();
const timeIndex = json?.dimension?.time?.category?.index ?? {};
const values = json?.value ?? {};
return Object.entries(timeIndex)
.map(([period, idx]) => ({ date: period, value: values[idx as number] as number | null }))
.filter((o) => o.value !== null && o.value !== undefined) as { date: string; value: number }[];
} catch { return []; }
}
async function eurostatSorted(
datasetCode: string,
params: Record<string, string>,
limit = 5,
): Promise<Obs[]> {
let obs = await eurostatObs(datasetCode, params);
// Fallback automatique EA20 → EA19 pour les agrégats zone euro
if (!obs.length && params.geo === "EA20") {
obs = await eurostatObs(datasetCode, { ...params, geo: "EA19" });
}
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return obs.sort((a, b) => b.date.localeCompare(a.date)).slice(0, limit);
}
// ── BoE API (GBP policy rate) ─────────────────────────────────────────────────
async function boeRate(): Promise<Obs[]> {
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try {
const now = new Date();
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const MONTHS = ["Jan","Feb","Mar","Apr","May","Jun","Jul","Aug","Sep","Oct","Nov","Dec"];
const td = now.getDate();
const tm = MONTHS[now.getMonth()];
const ty = now.getFullYear();
const fy = ty - 3;
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const url = [
"https://www.bankofengland.co.uk/boeapps/database/fromshowcolumns.asp",
`?Travel=NIxIRx&FromSeries=1&ToSeries=50&DAT=RNG`,
`&FD=1&FM=Jan&FY=${fy}`,
`&TD=${td}&TM=${tm}&TY=${ty}`,
`&VPD=Y&html.x=66&html.y=26&SeriesCodes=IUDBEDR&UnitId=GBP&CSVF=TT&csv.x=47&csv.y=26`,
].join("");
const res = await fetch(url, {
next: { revalidate: REVALIDATE },
headers: {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
},
});
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if (!res.ok) return [];
const text = await res.text();
const lines = text.trim().split(/\r?\n/).filter(
(l) => l.trim() && !l.startsWith('"DATE"') && !l.startsWith("DATE")
);
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return lines
.reverse()
.slice(0, 5)
.map((line) => {
const cols = line.split(",").map((c) => c.replace(/"/g, "").trim());
return { date: cols[0] ?? "", value: parseFloat(cols[1] ?? "NaN") };
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})
.filter((o) => o.date && !isNaN(o.value));
} catch { return []; }
}
// ── SNB officiel (CHF policy rate) ─────────────────────────────────────────────
// snb.ch publie ses décisions sous /press-releases-restricted/pre_YYYYMMDD.
// On découvre la plus récente depuis la page listing (1er lien du pattern),
// puis on lit le taux dans le titre : "leaves ... unchanged at X%" / "lowers/raises ... to X%".
async function scrapeSnbRate(): Promise<number | null> {
const headers = {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,*/*;q=0.8",
};
try {
const listRes = await fetch("https://www.snb.ch/en/the-snb/mandates-goals/monetary-policy/decisions", {
next: { revalidate: REVALIDATE }, headers,
});
if (!listRes.ok) return null;
const listHtml = await listRes.text();
const linkMatch = listHtml.match(/href="(\/en\/publications\/communication\/press-releases-restricted\/pre_\d{8}[^"]*)"/);
if (!linkMatch) return null;
const prRes = await fetch(`https://www.snb.ch${linkMatch[1]}`, {
next: { revalidate: REVALIDATE }, headers,
});
if (!prRes.ok) return null;
const prHtml = await prRes.text();
const rateMatch = prHtml.match(/SNB policy rate\s+(?:unchanged at|to)\s+(-?[\d.]+)%/i);
return rateMatch ? parseFloat(rateMatch[1]) : null;
} catch { return null; }
}
// ── Fed officiel (USD policy rate) ──────────────────────────────────────────────
// fomccalendars.htm liste, pour chaque réunion, un lien de statement
// /newsevents/pressreleases/monetary(YYYYMMDD)a.htm. On prend la réunion passée
// la plus récente puis on lit la fourchette officielle : "target range for the
// federal funds rate at/to X to Y percent" (X/Y en fractions type "3-1/2").
// On retourne le haut de fourchette (convention "upper bound" déjà utilisée ici).
function parseFedFraction(s: string): number {
const m = s.match(/^(\d+)(?:-(\d+)\/(\d+))?$/);
if (!m) return NaN;
const whole = parseFloat(m[1]);
return m[2] ? whole + parseFloat(m[2]) / parseFloat(m[3]) : whole;
}
async function scrapeFedRate(): Promise<number | null> {
const headers = {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,*/*;q=0.8",
};
try {
const calRes = await fetch("https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm", {
next: { revalidate: REVALIDATE }, headers,
});
if (!calRes.ok) return null;
const calHtml = await calRes.text();
const todayCompact = new Date().toISOString().slice(0,10).replace(/-/g,"");
const dates = new Set<string>();
for (const m of Array.from(calHtml.matchAll(/\/newsevents\/pressreleases\/monetary(\d{8})a\.htm/g))) dates.add(m[1]);
const latestPast = Array.from(dates).filter(d => d <= todayCompact).sort().reverse()[0];
if (!latestPast) return null;
const stRes = await fetch(`https://www.federalreserve.gov/newsevents/pressreleases/monetary${latestPast}a.htm`, {
next: { revalidate: REVALIDATE }, headers,
});
if (!stRes.ok) return null;
const stHtml = await stRes.text();
const rateMatch = stHtml.match(/target range for the federal funds rate[\s\S]{0,60}?\d+(?:-\d\/\d)?\s*to\s*(\d+(?:-\d\/\d)?)\s*percent/i);
if (!rateMatch) return null;
const upper = parseFedFraction(rateMatch[1]);
return isNaN(upper) ? null : upper;
} catch { return null; }
}
// ── DBnomics API (agrégateur IMF/IFS, BIS, OECD…) ────────────────────────────
// Format : https://api.db.nomics.world/v22/series/{provider}/{dataset}/{code}?observations=1
// Utilisé pour les séries absentes de FRED : JPY CPI, AUD/NZD CPI fallback
// Réponse : series.docs[0].period[] + series.docs[0].value[]
async function dbnomicsObs(provider: string, dataset: string, seriesCode: string, limit = 8): Promise<Obs[]> {
try {
const url = `https://api.db.nomics.world/v22/series/${provider}/${dataset}/${seriesCode}?observations=1`;
const res = await fetch(url, { next: { revalidate: REVALIDATE } });
if (!res.ok) return [];
const json = await res.json();
const s = json?.series?.docs?.[0] as { period?: string[]; value?: (number | null)[] } | undefined;
const periods = s?.period ?? [];
const values = s?.value ?? [];
const obs: Obs[] = [];
for (let i = periods.length - 1; i >= 0 && obs.length < limit; i--) {
const v = values[i];
if (v !== null && v !== undefined && !isNaN(Number(v))) {
obs.push({ date: periods[i], value: Number(v) });
}
}
return obs;
} catch { return []; }
}
// ── ForexFactory — fetchFFThisWeek importé depuis @/lib/forexfactory ───────────
async function fetchFFPMI(currency: string): Promise<{
mfg: { value: number; prev: number | null } | null;
svc: { value: number; prev: number | null } | null;
composite: { value: number; prev: number | null } | null;
}> {
const empty = { mfg: null, svc: null, composite: null };
try {
const events = await fetchFFThisWeek();
const forCcy = events.filter((e) => e.country === currency && e.actual);
const isMfg = (t: string) => /manufacturing\s+pmi|mfg\s+pmi/i.test(t);
const isComposite = (t: string) => /composite\s+pmi/i.test(t);
const isSvc = (t: string) => /services?\s+pmi|ism\s+non.manufactur/i.test(t);
const parse = (e: FFEvent | undefined) => {
if (!e?.actual) return null;
const val = parseFloat(e.actual);
const prev = parseFloat(e.previous ?? "");
return isNaN(val) ? null : { value: val, prev: isNaN(prev) ? null : prev };
};
return {
mfg: parse(forCcy.find((e) => isMfg(e.title))),
svc: parse(forCcy.find((e) => isSvc(e.title))),
composite: parse(forCcy.find((e) => isComposite(e.title))),
};
} catch { return empty; }
}
// ── ForexFactory — consensus + surprise post-publication ─────────────────────
//
// Règle :
// • Événement UPCOMING (forecast non vide, actual vide)
// → afficher le consensus (forecast) dans la colonne "Cons."
// • Événement RÉCENT (forecast + actual, release ≤ 5 jours)
// → afficher la surprise = actual forecast dans la colonne "Surpr."
// • Événement ANCIEN (> 5 jours) ou sans forecast
// → null (rien à afficher)
interface FFForecasts {
cpi: number | null;
cpiSurprise: number | null;
unemployment: number | null;
unemploymentSurprise: number | null;
pmiMfg: number | null;
pmiMfgSurprise: number | null;
pmiSvc: number | null;
pmiSvcSurprise: number | null;
pmiComposite: number | null; // PMI Composite — séparé des Services
pmiCompositeSurprise: number | null;
retailSales: number | null;
retailSalesSurprise: number | null;
gdp: number | null;
gdpSurprise: number | null;
employment: number | null;
employmentSurprise: number | null;
}
async function fetchFFForecasts(currency: string): Promise<FFForecasts> {
const empty: FFForecasts = {
cpi: null, cpiSurprise: null,
unemployment: null, unemploymentSurprise: null,
pmiMfg: null, pmiMfgSurprise: null,
pmiSvc: null, pmiSvcSurprise: null,
pmiComposite: null, pmiCompositeSurprise: null,
retailSales: null, retailSalesSurprise: null,
gdp: null, gdpSurprise: null,
employment: null, employmentSurprise: null,
};
try {
const events = await fetchFFEvents(); // cette semaine + semaine prochaine
// EUR : ForexFactory tague country="EUR" pour TOUS les pays de la zone (Italie, Espagne…).
// On garde uniquement les événements dont le titre commence par "Euro Zone" ou "Euro Area"
// pour éviter de matcher Italian Unemployment, Spanish CPI, etc. à la place des données agrégées.
const forCcy = currency === "EUR"
? events.filter((e) => e.country === "EUR" && /^euro(?:zone|[\s-](?:zone|area))/i.test(e.title))
: events.filter((e) => e.country === currency);
const parseNum = (raw: string, min: number, max: number): number | null => {
if (!raw) return null;
const v = parseFloat(raw.replace(/[^0-9.-]/g, ""));
return isNaN(v) || v < min || v > max ? null : v;
};
/** Premier event dont le titre correspond au pattern ET qui a un forecast. */
const find = (re: RegExp) => forCcy.find((e) => re.test(e.title) && e.forecast);
/** Calcul du nombre de jours depuis la date FF de l'événement. */
const daysSince = (e: FFEvent): number => {
const d = new Date(e.date);
return Math.floor((Date.now() - d.getTime()) / 86_400_000);
};
/**
* Retourne { forecast, surprise } pour un event FF :
* - upcoming : forecast = consensus, surprise = null
* - ≤5j après : forecast = null, surprise = actual forecast
* - >5j après : forecast = null, surprise = null
*/
const classify = (e: FFEvent | undefined, min: number, max: number): { forecast: number | null; surprise: number | null } => {
if (!e) return { forecast: null, surprise: null };
const fc = parseNum(e.forecast, min, max);
if (fc === null) return { forecast: null, surprise: null };
if (!e.actual) {
// Upcoming : pas encore publié → afficher le consensus
return { forecast: fc, surprise: null };
}
const ac = parseNum(e.actual, min, max);
if (ac === null) return { forecast: null, surprise: null };
if (daysSince(e) <= 5) {
// Publié récemment : afficher la surprise (actual forecast)
return { forecast: null, surprise: parseFloat((ac - fc).toFixed(2)) };
}
return { forecast: null, surprise: null };
};
// CPI y/y — pour JPY on exclut Tokyo/Flash (≠ CPI national)
const cpiEvent = currency === "JPY"
? find(/(?:national|all\s+items).*\bcpi\b.*y\s*\/\s*y|\bcpi\b.*(?:national|all\s+items).*y\s*\/\s*y/i)
: find(/\bcpi\b.*y\s*\/\s*y|y\s*\/\s*y.*\bcpi\b/i);
const cpiC = classify(cpiEvent, -5, 20);
// Chômage
const uneEvent = currency === "EUR"
? find(/unemployment\s+rate/i)
: find(/unemployment\s+rate|jobless\s+rate/i);
const uneC = classify(uneEvent, 0.5, 25);
// PMI Mfg
const pmiMfgEvent = find(/manufacturing\s+pmi|flash\s+manufacturing\s+pmi|mfg\s+pmi/i);
const pmiMfgC = classify(pmiMfgEvent, 20, 80);
// PMI Services (strict : exclut composite)
const pmiSvcEvent = find(/services?\s+pmi|ism\s+non.manufactur/i);
const pmiSvcC = classify(pmiSvcEvent, 20, 80);
// PMI Composite (séparé du Services)
const pmiCompositeEvent = find(/composite\s+pmi/i);
const pmiCompositeC = classify(pmiCompositeEvent, 20, 80);
// Retail Sales m/m
const rsEvent = find(/retail\s+sales/i);
const rsC = classify(rsEvent, -10, 10);
// PIB (GDP q/q%) : généralement entre -5% et +5%
const gdpEvent = find(/\bgdp\b.*q\s*\/\s*q|q\s*\/\s*q.*\bgdp\b|gdp\s+growth/i);
const gdpC = classify(gdpEvent, -5, 5);
// Emploi Δk — NFP, Employment Change, ADP : en milliers (-500k à +1000k)
// ForexFactory affiche souvent les valeurs avec "K" ex: "185K"
const empEvent = find(/non.?farm\s+payrolls|nfp\b|employment\s+change|adp\s+non.?farm/i);
const empC = classify(empEvent, -500, 1000);
return {
cpi: cpiC.forecast,
cpiSurprise: cpiC.surprise,
unemployment: uneC.forecast,
unemploymentSurprise: uneC.surprise,
pmiMfg: pmiMfgC.forecast,
pmiMfgSurprise: pmiMfgC.surprise,
pmiSvc: pmiSvcC.forecast,
pmiSvcSurprise: pmiSvcC.surprise,
pmiComposite: pmiCompositeC.forecast,
pmiCompositeSurprise: pmiCompositeC.surprise,
retailSales: rsC.forecast,
retailSalesSurprise: rsC.surprise,
gdp: gdpC.forecast,
gdpSurprise: gdpC.surprise,
employment: empC.forecast,
employmentSurprise: empC.surprise,
};
} catch { return empty; }
}
// ── Trading Economics PMI scraping (fallback) ─────────────────────────────────
const TE_COUNTRY: Record<string, string> = {
USD: "united-states", EUR: "euro-area", GBP: "united-kingdom",
JPY: "japan", CHF: "switzerland", CAD: "canada", AUD: "australia", NZD: "new-zealand",
};
async function scrapePMI(
currency: string,
indicator: "manufacturing-pmi" | "services-pmi" | "composite-pmi",
): Promise<{ value: number | null; prev: number | null }> {
const country = TE_COUNTRY[currency];
if (!country) return { value: null, prev: null };
try {
const res = await fetch(`https://tradingeconomics.com/${country}/${indicator}`, {
next: { revalidate: 3600 },
headers: {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,*/*;q=0.8",
"Accept-Language": "en-US,en;q=0.5",
"Cache-Control": "no-cache",
"Sec-Fetch-Dest": "document",
"Sec-Fetch-Mode": "navigate",
"Sec-Fetch-Site": "none",
"Pragma": "no-cache",
},
});
if (!res.ok) return { value: null, prev: null };
const html = await res.text();
const metaMatch =
html.match(/<meta[^>]*name=["']description["'][^>]*content=["']([^"']+)["']/i) ??
html.match(/<meta[^>]*content=["']([^"']+)["'][^>]*name=["']description["']/i);
if (!metaMatch) return { value: null, prev: null };
const desc = metaMatch[1];
const numRe = /(?:increased|decreased|declined|rose|fell|eased)\s+to\s*([\d.]+)\s+points?.+?from\s+([\d.]+)\s+points?/i;
const m = desc.match(numRe);
if (m) return { value: parseFloat(m[1]), prev: parseFloat(m[2]) };
const nums = desc.match(/\b(\d{1,3}\.\d{1,2})\b/g);
if (nums?.length) return { value: parseFloat(nums[0]), prev: nums[1] ? parseFloat(nums[1]) : null };
return { value: null, prev: null };
} catch { return { value: null, prev: null }; }
}
// ── Trading Economics — taux directeur officiel ───────────────────────────────
// Scrape la meta description de la page interest-rate, ex :
// "The benchmark interest rate in Japan was last recorded at 0.75 percent."
async function scrapeTeRate(country: string): Promise<number | null> {
try {
const res = await fetch(`https://tradingeconomics.com/${country}/interest-rate`, {
next: { revalidate: 3600 },
headers: {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,*/*;q=0.8",
"Accept-Language": "en-US,en;q=0.5",
},
});
if (!res.ok) return null;
const html = await res.text();
const meta = html.match(/<meta[^>]*name=["']description["'][^>]*content=["']([^"']+)["']/i)
?? html.match(/<meta[^>]*content=["']([^"']+)["'][^>]*name=["']description["']/i);
if (!meta) return null;
const m = meta[1].match(/at\s+([\d.]+)\s*percent/i);
return m ? parseFloat(m[1]) : null;
} catch { return null; }
}
// ── Trading Economics — GDP QoQ% (pays dont FRED est stale) ─────────────────
// Meta description : "GDP Growth Rate in X increased to 0.3 percent in Q4 2025 from 0.2 percent..."
// Retourne { value, prev } directement depuis la description TE.
async function scrapeTeGdp(country: string): Promise<{ value: number | null; prev: number | null }> {
const empty = { value: null, prev: null };
try {
// TE utilise "gdp-growth" (pas "gdp-growth-rate") pour le taux QoQ
const res = await fetch(`https://tradingeconomics.com/${country}/gdp-growth`, {
next: { revalidate: 3600 },
headers: {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,*/*;q=0.8",
"Accept-Language": "en-US,en;q=0.5",
},
});
if (!res.ok) return empty;
const html = await res.text();
const meta = html.match(/<meta[^>]*name=["']description["'][^>]*content=["']([^"']+)["']/i)
?? html.match(/<meta[^>]*content=["']([^"']+)["'][^>]*name=["']description["']/i);
if (!meta) return empty;
const desc = meta[1];
// Format TE GDP : "expanded 0.50 percent in Q1 2026 over the previous quarter"
// "contracted 0.1 percent in Q3 2025 from 0.9 percent"
const m1 = desc.match(
/(?:expanded|contracted|grew|grew by|declined|increased|decreased|rose|fell)\s+(?:by\s+)?([-\d.]+)\s*percent.{0,120}?from\s+([-\d.]+)\s*percent/i
);
if (m1) return { value: parseFloat(m1[1]), prev: parseFloat(m1[2]) };
const m2 = desc.match(
/(?:expanded|contracted|grew|declined|increased|decreased|rose|fell)\s+(?:by\s+)?([-\d.]+)\s*percent/i
);
if (m2) return { value: parseFloat(m2[1]), prev: null };
return empty;
} catch { return empty; }
}
// ── Trading Economics — Retail Sales MoM (country-list, toutes devises en une requête) ─────
// Parse le tableau https://tradingeconomics.com/country-list/retail-sales-mom
// Valeurs positives : <td data-heatmap-value="N">0.5</td>
// Valeurs négatives : <td data-heatmap-value="N"><span class='te-value-negative'>-0.4</span></td>
let _teRetailMoMCache: { data: Map<string, { value: number; prev: number | null }>; ts: number } | null = null;
async function fetchTeRetailSalesMoM(): Promise<Map<string, { value: number; prev: number | null }>> {
if (_teRetailMoMCache && Date.now() - _teRetailMoMCache.ts < 3_600_000) {
return _teRetailMoMCache.data;
}
const result = new Map<string, { value: number; prev: number | null }>();
const slugToCurrency: Record<string, string> = {
"united-states": "USD", "euro-area": "EUR", "united-kingdom": "GBP",
"japan": "JPY", "switzerland": "CHF", "canada": "CAD",
"australia": "AUD", "new-zealand": "NZD",
};
try {
const res = await fetch("https://tradingeconomics.com/country-list/retail-sales-mom", {
next: { revalidate: 3600 },
headers: {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
"Accept-Language": "en-US,en;q=0.5",
},
});
if (!res.ok) return result;
const html = await res.text();
// Regex robuste : capture slug + valeur courante + valeur précédente
// Gère les valeurs négatives wrappées dans <span class='te-value-negative'>
const re = /<a href='\/([^']+)\/retail-sales'>\s*[^<]+\s*<\/a><\/td>\s*<td[^>]*>(?:<span[^>]*>)?([-\d.]+)(?:<\/span>)?<\/td>\s*<td>(?:<span[^>]*>)?([-\d.]+)(?:<\/span>)?<\/td>/g;
let m: RegExpExecArray | null;
while ((m = re.exec(html)) !== null) {
const currency = slugToCurrency[m[1]];
if (currency) {
result.set(currency, { value: parseFloat(m[2]), prev: parseFloat(m[3]) });
}
}
} catch { /* retourner map vide si TE indisponible */ }
_teRetailMoMCache = { data: result, ts: Date.now() };
return result;
}
// ── Trading Economics — Balance commerciale (niveau, normalisé en Milliards devise locale)
// Format meta TE :
// "X recorded a trade deficit/surplus of Y.YY EUR/USD/etc. Billion/Million in Month of Year"
// Normalisation : Million → diviser par 1000 → Milliards
// Signe : déficit = négatif, surplus = positif
async function scrapeTeTradeBalance(country: string): Promise<{ value: number | null; prev: number | null }> {
const empty = { value: null, prev: null };
try {
const res = await fetch(`https://tradingeconomics.com/${country}/balance-of-trade`, {
next: { revalidate: 3600 },
headers: {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,*/*;q=0.8",
"Accept-Language": "en-US,en;q=0.5",
},
});
if (!res.ok) return empty;
const html = await res.text();
const meta = html.match(/<meta[^>]*name=["']description["'][^>]*content=["']([^"']+)["']/i)
?? html.match(/<meta[^>]*content=["']([^"']+)["'][^>]*name=["']description["']/i);
if (!meta) return empty;
const desc = meta[1];
// "recorded a trade deficit of 60.31 USD Billion" / "recorded a trade surplus of 7820.60 EUR Million"
const m = desc.match(
/recorded a trade (deficit|surplus) of ([\d,.]+)\s+\w+\s+(Billion|Million)/i
);
if (!m) return empty;
const rawVal = parseFloat(m[2].replace(/,/g, ""));
const inBillion = m[3].toLowerCase() === "billion";
const sign = m[1].toLowerCase() === "surplus" ? 1 : -1;
const value = parseFloat((sign * (inBillion ? rawVal : rawVal / 1000)).toFixed(2));
return { value, prev: null }; // TE meta ne donne pas le mois précédent
} catch { return empty; }
}
function buildGdpFromTe(te: { value: number; prev: number | null }, date: string): IndicatorResult {
const surprise = te.prev !== null ? parseFloat((te.value - te.prev).toFixed(4)) : null;
return {
value: te.value,
prev: te.prev,
surprise,
trend: surprise !== null ? (surprise > 0 ? "up" : surprise < 0 ? "down" : "flat") : null,
lastUpdated: date,
};
}
// ── rate_decisions.json — taux officiels des CB (actuel + précédent) ──────────
// Mettre à jour data/rate_decisions.json après chaque décision CB.
type RateDecision = { current: number; prev: number };
function getRateDecision(ccy: string): RateDecision | null {
type RdRaw = [{ decisions: Record<string, RateDecision> }];
const entry = (rateDecisionsRaw as unknown as RdRaw)[0];
return entry?.decisions?.[ccy] ?? null;
}
// ── money-supply-m3.json — masse monétaire M3 (niveau, statique) ─────────────
type MoneySupplyM3 = {
value: number; unit: string; period: string; isProxy: boolean;
proxyLabel?: string; source: string;
};
function getMoneySupplyM3(ccy: string): MoneySupplyM3 | null {
type MsRaw = [{ series: Record<string, MoneySupplyM3> }];
const entry = (moneySupplyM3Raw as unknown as MsRaw)[0];
return entry?.series?.[ccy] ?? null;
}
/** Construit un IndicatorResult à partir de la valeur TE + prev de l'override */
function buildRateIndicator(current: number, prev: number, today: string): IndicatorResult {
const surprise = parseFloat((current - prev).toFixed(4));
return {
value: current,
prev,
surprise,
trend: surprise > 0 ? "up" : surprise < 0 ? "down" : "flat",
lastUpdated: today,
};
}
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// ── Shared helpers ────────────────────────────────────────────────────────────
type Obs = { date: string; value: number };
// Type commun pour tous les indicateurs (toIndicator, toPmiIndicator, overrides)
type IndicatorResult = {
value: number;
prev: number | null;
surprise: number | null;
trend: "up" | "down" | "flat" | null;
lastUpdated: string | null;
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consensus?: number | null;
} | null;
function toIndicator(obs: Obs[]): IndicatorResult {
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if (!obs.length) return null;
const value = obs[0].value;
const prev = (obs[1]?.value ?? null) as number | null;
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return {
value,
prev,
surprise: prev !== null ? parseFloat((value - prev).toFixed(4)) : null,
trend: prev !== null ? (value > prev ? "up" : value < prev ? "down" : "flat") : null,
lastUpdated: obs[0].date,
};
}
/**
* Pour les séries quotidiennes de taux directeurs (DFEDTARU, ECBDFR…),
* supprime les doublons consécutifs pour n'avoir que les dates de décision.
* prev = taux avant la dernière décision (pas hier).
*/
function toIndicatorDeduped(obs: Obs[]) {
const deduped: Obs[] = [];
let last = NaN;
for (const o of obs) {
if (o.value !== last) { deduped.push(o); last = o.value; }
}
return toIndicator(deduped);
}
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function toIndicatorPct(obs: Obs[]) {
if (obs.length < 2) return null;
const pctObs: Obs[] = obs.slice(0, -1).map((cur, i) => ({
date: cur.date,
value: parseFloat(((cur.value / obs[i + 1].value - 1) * 100).toFixed(3)),
}));
return toIndicator(pctObs);
}
/**
* Calcul glissement annuel (Year-over-Year) depuis un indice niveau.
* periods = 12 pour mensuel (M/M-12), 4 pour trimestriel (Q/Q-4).
* obs[0] = plus récent, obs[periods] = même période an passé.
* Si données insuffisantes, fallback sur toIndicatorPct (MoM/QoQ).
*/
function toIndicatorYoY(obs: Obs[], periods = 12): IndicatorResult {
if (obs.length < periods + 1) return toIndicatorPct(obs); // fallback MoM si pas assez de données
const curr = obs[0];
const yearAgo = obs[periods];
const yoy = parseFloat(((curr.value / yearAgo.value - 1) * 100).toFixed(2));
// Calcul du YoY précédent (mois/trimestre d'avant) pour surprise & trend
const prevYoY = obs.length >= periods + 2
? parseFloat(((obs[1].value / obs[periods + 1].value - 1) * 100).toFixed(2))
: null;
const surprise = prevYoY !== null ? parseFloat((yoy - prevYoY).toFixed(4)) : null;
return {
value: yoy,
prev: prevYoY,
surprise,
trend: surprise !== null ? (yoy > prevYoY! ? "up" : yoy < prevYoY! ? "down" : "flat") : null,
lastUpdated: curr.date,
};
}
/**
* Calcul du changement absolu en milliers de personnes pour Employment Change.
* personsToK = true si la série FRED est en personnes réelles (pas en milliers).
* USD PAYEMS est déjà en milliers → personsToK=false.
* AUD/CAD/JPY LFEMTTTT* sont en personnes → personsToK=true.
*/
function toIndicatorDeltaK(obs: Obs[], personsToK: boolean): IndicatorResult {
if (obs.length < 2) return null;
const toK = (v: number) => personsToK ? parseFloat((v / 1000).toFixed(1)) : parseFloat(v.toFixed(1));
const valK = toK(obs[0].value - obs[1].value);
// Période précédente : delta obs[1]-obs[2] si disponible
const prevK = obs.length >= 3 ? toK(obs[1].value - obs[2].value) : null;
return {
value: valK,
prev: prevK,
surprise: prevK !== null ? parseFloat((valK - prevK).toFixed(1)) : valK,
trend: valK > 0 ? "up" : valK < 0 ? "down" : "flat",
lastUpdated: obs[0].date,
};
}
function toPmiIndicator(raw: { value: number | null; prev: number | null }): IndicatorResult {
if (raw.value === null) return null;
const surprise = raw.prev !== null ? parseFloat((raw.value - raw.prev).toFixed(2)) : null;
return {
value: raw.value,
prev: raw.prev,
surprise,
trend: surprise !== null ? (surprise > 0 ? "up" : surprise < 0 ? "down" : "flat") : null,
lastUpdated: null,
};
}
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// ── Parser forecast string TE ("2.8%" ou "0.4") → number ─────────────────────
function parseTeF(s: string | null | undefined): number | null {
if (!s) return null;
const n = parseFloat(s.replace("%", "").trim());
return isNaN(n) ? null : n;
}
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// ── Server-side cache ─────────────────────────────────────────────────────────
const _cache = new Map<string, { data: unknown; ts: number }>();
// TTL adaptatif : 15 min si un event à fort/moyen impact vient d'être publié dans les 2h
// pour cette devise, sinon 1h.
async function getSmartTtl(currency: string): Promise<number> {
const BASE_TTL = 3_600_000; // 1h par défaut
const HOT_TTL = 900_000; // 15min après publication récente
const WINDOW_MS = 7_200_000; // fenêtre de 2h
try {
const events = await fetchFFThisWeek();
const now = Date.now();
const hasRecent = events.some(e => {
const t = new Date(e.date).getTime();
return (
e.country === currency &&
e.actual !== "" && // données publiées (actual rempli)
(e.impact === "High" || e.impact === "Medium") &&
t <= now && // passé (pas futur)
now - t < WINDOW_MS // dans les 2h
);
});
return hasRecent ? HOT_TTL : BASE_TTL;
} catch { return BASE_TTL; }
}
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export async function GET(req: NextRequest) {
const currency = (new URL(req.url).searchParams.get("currency") ?? "").toUpperCase() as Currency;
const series = FRED_SERIES[currency];
if (!series) return NextResponse.json({ error: "Unknown currency" }, { status: 400 });
// TTL smart : 15 min si publication récente, sinon 1h
const ttl = await getSmartTtl(currency);
const cached = _cache.get(currency);
const staleCache = cached ?? null;
if (cached && Date.now() - cached.ts < ttl) return NextResponse.json(cached.data);
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const key = process.env.FRED_API_KEY;
if (!key) return NextResponse.json({ error: "FRED_API_KEY missing" }, { status: 500 });
// Limites de fetch par champ :
// cpiCore → 14 obs (12 mois YoY + 1 pour prev YoY + 1 tampon)
// cpiCore AUD/NZD (quarterly) → 6 obs (4 trimestres YoY + 1 prev + 1 tampon)
// gdp / employment → 6 obs (QoQ/MoM avec prev)
// autres → 5 obs (valeur + prev)
const isQuarterlyCpi = (currency === "AUD" || currency === "NZD");
const FIELD_LIMITS: Record<string, number> = {
cpiCore: isQuarterlyCpi ? 7 : 16, // +2 tampon pour les valeurs "." filtrées par FRED
gdp: 6,
employment: 6,
};
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const fieldMap: Record<string, string | null> = {
policyRate: series.policyRate,
cpiCore: series.cpiCore,
cpiHeadline: series.cpiHeadline, // headline pour MoM — peut être = cpiCore pour GBP
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gdp: series.gdp,
retailSales: series.retailSales,
unemployment: series.unemployment,
employment: series.employment,
};
const fredFields = Object.entries(fieldMap).filter(([, id]) => id !== null) as [string, string][];
const fredResults = await Promise.all(
fredFields.map(([field, id]) => fredObs(id, key, FIELD_LIMITS[field] ?? 5))
);
const indicators: Record<string, IndicatorResult> = {};
let _cpiCoreObs: Obs[] = []; // sauvegarde obs brutes pour fallback cpiMoM
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fredFields.forEach(([field], i) => {
if (field === "cpiCore") {
_cpiCoreObs = fredResults[i]; // sauvegarder pour le fallback
// YoY : 12 périodes pour mensuel, 4 pour trimestriel (AUD/NZD)
indicators[field] = toIndicatorYoY(fredResults[i], isQuarterlyCpi ? 4 : 12);
} else if (field === "cpiHeadline") {
// MoM% : variation mensuelle headline (ou QoQ pour AUD/NZD trimestriel)
// Si la série headline FRED est identique à cpiCore (GBP) ou manquante (CHF/CAD) :
// le fallback ci-dessous prendra le relais avec les obs cpiCore
if (fredResults[i].length >= 2) indicators["cpiMoM"] = toIndicatorPct(fredResults[i]);
} else if (field === "gdp") {
// NZD NAEXKP01NZQ657S = déjà en QoQ% → toIndicator
// Autres = indice niveau → toIndicatorPct (calcul QoQ)
indicators[field] = currency === "NZD"
? toIndicator(fredResults[i])
: toIndicatorPct(fredResults[i]);
} else if (field === "employment") {
// Delta absolu en milliers. USD PAYEMS = déjà en milliers. Autres = personnes → /1000.
const personsToK = currency !== "USD";
indicators[field] = toIndicatorDeltaK(fredResults[i], personsToK);
} else {
indicators[field] = toIndicator(fredResults[i]);
}
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});
// ── EUR alternative sources ────────────────────────────────────────────────
if (currency === "EUR") {
if (!indicators.cpiCore) {
// CP0000EZCCM086NEST indisponible → fallback Eurostat prc_hicp_midx (I15 index → YoY%)
const hicp = await eurostatSorted("prc_hicp_midx", {
geo: "EA", coicop: "CP00", unit: "I15", freq: "M",
}, 14);
indicators.cpiCore = toIndicatorYoY(hicp, 12);
// cpiMoM depuis mêmes obs Eurostat HICP
if (!indicators.cpiMoM) indicators.cpiMoM = toIndicatorPct(hicp);
} else if (!indicators.cpiMoM) {
// cpiCore disponible depuis FRED → recalculer MoM depuis mêmes obs
// On re-fetch avec limite réduite (2 obs suffisent pour MoM)
const hicpMoM = await fredObs("CP0000EZCCM086NEST", key, 3);
if (hicpMoM.length) indicators.cpiMoM = toIndicatorPct(hicpMoM);
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}
if (!indicators.gdp) {
// Essayer EA20 d'abord (données 2023-2025), puis EA19 (fallback automatique via eurostatSorted)
const gdpObs = await eurostatSorted("namq_10_gdp", {
geo: "EA20", unit: "CLV_PCH_PRE", s_adj: "SCA", na_item: "B1GQ", freq: "Q",
}, 6);
indicators.gdp = toIndicator(gdpObs);
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}
if (!indicators.unemployment) {
// EA21 = code actuel Eurostat pour Zone Euro 21 pays (depuis 2026)
// Fallback EA20 si EA21 vide (transition de nomenclature)
let unObs = await eurostatSorted("une_rt_m", {
geo: "EA21", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT", freq: "M",
});
if (!unObs.length) {
unObs = await eurostatSorted("une_rt_m", {
geo: "EA20", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT", freq: "M",
});
}
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indicators.unemployment = toIndicator(unObs);
}
}
// ── JPY CPI — IMF/IFS (DBnomics) ─────────────────────────────────────────
// FRED n'a pas de série JPY CPI mensuelle récente.
// M.JP.PCPI_IX = CPI All Items, indice niveau mensuel → YoY% via toIndicatorYoY
// Fallback : M.JP.PCPI_PC_PP_PT = MoM% déjà calculé (si index indisponible)
if (currency === "JPY" && !indicators.cpiCore) {
const obsIdx = await dbnomicsObs("IMF", "IFS", "M.JP.PCPI_IX", 14);
if (obsIdx.length >= 13) {
indicators.cpiCore = toIndicatorYoY(obsIdx, 12);
indicators.cpiMoM = toIndicatorPct(obsIdx); // MoM depuis mêmes obs
} else {
const obsMoM = await dbnomicsObs("IMF", "IFS", "M.JP.PCPI_PC_PP_PT");
if (obsMoM.length) { indicators.cpiCore = toIndicator(obsMoM); indicators.cpiMoM = toIndicator(obsMoM); }
}
}
// ── AUD/NZD CPI fallback — IMF/IFS (DBnomics) ────────────────────────────
// Si FRED échoue, IMF/IFS Q.AU.PCPI_IX / Q.NZ.PCPI_IX → YoY% trimestriel
if (currency === "AUD" && !indicators.cpiCore) {
const obs = await dbnomicsObs("IMF", "IFS", "Q.AU.PCPI_IX", 6);
if (obs.length) indicators.cpiCore = toIndicatorYoY(obs, 4);
}
if (currency === "NZD" && !indicators.cpiCore) {
const obs = await dbnomicsObs("IMF", "IFS", "Q.NZ.PCPI_IX", 6);
if (obs.length) indicators.cpiCore = toIndicatorYoY(obs, 4);
}
// ── GBP BoE policy rate ───────────────────────────────────────────────────
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if (currency === "GBP" && !indicators.policyRate) {
const boe = await boeRate();
indicators.policyRate = toIndicator(boe);
}
// Ensure all keys exist (null for missing)
for (const field of Object.keys(fieldMap)) {
if (!(field in indicators)) indicators[field] = null;
}
// ══════════════════════════════════════════════════════════════════════════
// ── TAUX DIRECTEURS : sources corrigées ───────────────────────────────────
//
// Problème : les séries mensuelles (FEDFUNDS) ont un lag d'1 mois,
// les séries IR3TIB01 sont des taux interbancaires 3M (≠ taux CB).
//
// Solution :
// • Séries quotidiennes (DFEDTARU, ECBDFR, IRSTCB01GBM156N)
// → toIndicatorDeduped : prev = avant-dernière décision, pas hier
// • IRSTCB01 (OCDE) : taux CB officiel, plus fiable que IR3TIB01
// • Banque du Canada Valet API : taux annoncé exact (V80691311)
// ══════════════════════════════════════════════════════════════════════════
const today = new Date().toISOString().slice(0, 10);
// USD — midpoint de la fourchette cible (DFEDTARU + DFEDTARL) / 2
// Rateprobability.com / marchés quotent le midpoint (3.625%) pas l'upper bound (3.75%)
// USD — Fed officiel en primaire (source directe federalreserve.gov, cf. scrapeFedRate)
// Repli TE scraping puis FRED upper bound si federalreserve.gov indisponible.
// Ancien calcul midpoint FRED (DFEDTARU+DFEDTARL)/2 = 3.625% → pas le taux annoncé
if (currency === "USD") {
const fed = await scrapeFedRate();
const ovr = getRateDecision("USD");
const te = fed ?? await scrapeTeRate(TE_COUNTRY.USD);
if (te !== null && ovr) {
indicators.policyRate = buildRateIndicator(te, ovr.prev, today);
} else if (te !== null) {
indicators.policyRate = { value: te, prev: null, surprise: null, trend: null, lastUpdated: today };
}
// Fallback FRED upper bound (jamais le midpoint)
if (!indicators.policyRate) {
const upper = await fredObs("DFEDTARU", key, 365);
if (upper.length) {
indicators.policyRate = toIndicatorDeduped(upper);
if (indicators.policyRate && ovr)
indicators.policyRate = buildRateIndicator(indicators.policyRate.value!, ovr.prev, today);
}
}
}
// EUR — ECBDFR (365j) → on affiche le taux MRO = DFR + 0.15
// Depuis sep 2024 : corridor ECB = DFR | MRO = DFR+15bps | MLF = DFR+40bps
// Investing.com / Trading Economics affichent le MRO comme "taux BCE"
if (currency === "EUR") {
const obs = await fredObs("ECBDFR", key, 365);
if (obs.length) {
const base = toIndicatorDeduped(obs);
if (base) {
// Convertit DFR → MRO pour correspondre aux sources de référence
const mro: typeof base = {
...base,
value: parseFloat((base.value + 0.15).toFixed(2)),
prev: base.prev !== null ? parseFloat((base.prev + 0.15).toFixed(2)) : null,
};
indicators.policyRate = mro;
if (mro.prev === null) {
const ovr = getRateDecision("EUR");
if (ovr) indicators.policyRate = buildRateIndicator(mro.value!, ovr.prev + 0.15, today);
}
}
}
}
// GBP — TE scraping en primaire (taux BoE officiel 3.75%)
// IUDBEDR (BoE API) = taux SONIA effective, légèrement différent du taux annoncé
// IR3TIB01GBM156N = LIBOR 3M UK → incorrect
if (currency === "GBP") {
const te = await scrapeTeRate(TE_COUNTRY.GBP);
const ovr = getRateDecision("GBP");
if (te !== null && ovr) {
indicators.policyRate = buildRateIndicator(te, ovr.prev, today);
} else if (te !== null) {
indicators.policyRate = { value: te, prev: null, surprise: null, trend: null, lastUpdated: today };
}
// Fallback : BoE API puis FRED
if (!indicators.policyRate) {
const boe = await boeRate();
if (boe.length) indicators.policyRate = toIndicator(boe);
}
if (!indicators.policyRate) {
const obs = await fredObs("IR3TIB01GBM156N", key, 6);
if (obs.length) indicators.policyRate = toIndicator(obs);
}
}
// JPY — TE scraping (taux BoJ officiel exact) + prev depuis rate_decisions.json
// IRSTCB01JPM156N est stale (données arrêtées fin 2023 sur FRED)
// IR3TIB01JPM156N = TIBOR 3M (~1.27%) ≠ taux BoJ réel (~0.75%)
if (currency === "JPY") {
const te = await scrapeTeRate(TE_COUNTRY.JPY);
const ovr = getRateDecision("JPY");
if (te !== null && ovr) {
indicators.policyRate = buildRateIndicator(te, ovr.prev, today);
} else if (te !== null) {
indicators.policyRate = { value: te, prev: null, surprise: null, trend: null, lastUpdated: today };
}
// Fallback FRED si TE indisponible
if (!indicators.policyRate) {
const obs = await fredObsFreshest("IRSTCB01JPM156N", "IR3TIB01JPM156N", key);
if (obs.length) indicators.policyRate = toIndicator(obs);
}
}
// CHF — SNB officiel en primaire (source directe snb.ch, cf. scrapeSnbRate)
// Repli TE scraping si snb.ch indisponible.
// IR3TIB01CHM156N = SARON 3M (~-0.04%) ≠ taux SNB officiel
if (currency === "CHF") {
const snb = await scrapeSnbRate();
const ovr = getRateDecision("CHF");
const rate = snb ?? await scrapeTeRate(TE_COUNTRY.CHF);
if (rate !== null && ovr) {
indicators.policyRate = buildRateIndicator(rate, ovr.prev, today);
} else if (rate !== null) {
indicators.policyRate = { value: rate, prev: null, surprise: null, trend: null, lastUpdated: today };
}
}
// CAD — TE scraping (taux BoC cible officiel = 2.25%)
// V80691311 = taux marché overnight (4.45%) ≠ cible BoC
if (currency === "CAD") {
const te = await scrapeTeRate(TE_COUNTRY.CAD);
const ovr = getRateDecision("CAD");
if (te !== null && ovr) {
indicators.policyRate = buildRateIndicator(te, ovr.prev, today);
} else if (te !== null) {
indicators.policyRate = { value: te, prev: null, surprise: null, trend: null, lastUpdated: today };
} else {
// Fallback BoC Valet
const boc = await bocRate();
if (boc.length) indicators.policyRate = toIndicatorDeduped(boc);
}
}
// AUD — TE scraping (taux RBA officiel exact = 4.35%)
// IR3TIB01AUM156N = taux interbancaire 3M (~4.34%) légèrement différent
if (currency === "AUD") {
const te = await scrapeTeRate(TE_COUNTRY.AUD);
const ovr = getRateDecision("AUD");
if (te !== null && ovr) {
indicators.policyRate = buildRateIndicator(te, ovr.prev, today);
} else if (te !== null) {
indicators.policyRate = { value: te, prev: null, surprise: null, trend: null, lastUpdated: today };
}
}
// NZD — TE scraping (taux RBNZ officiel exact = 2.25%)
// IRSTCB01NZM156N n'existe pas sur FRED ; IR3TIB01NZM156N = taux marché
if (currency === "NZD") {
const te = await scrapeTeRate(TE_COUNTRY.NZD);
const ovr = getRateDecision("NZD");
if (te !== null && ovr) {
indicators.policyRate = buildRateIndicator(te, ovr.prev, today);
} else if (te !== null) {
indicators.policyRate = { value: te, prev: null, surprise: null, trend: null, lastUpdated: today };
} else {
const obs = await fredObsFreshest("IRSTCB01NZM156N", "IR3TIB01NZM156N", key);
if (obs.length) indicators.policyRate = toIndicator(obs);
}
}
// ══════════════════════════════════════════════════════════════════════════
// ── CHÔMAGE : sources corrigées ───────────────────────────────────────────
//
// CHF — LRHUTTTTCHQ156S = taux OCDE harmonisé ILO (~5%) ≠ taux SECO (~2.3%)
// On tente la série CHEUNP01CHQ661S (taux national CH sur FRED)
// puis Eurostat geo=CH (Suisse incluse dans les datasets statistiques)
//
// GBP — On tente Eurostat geo=UK (UK inclus dans datasets Eurostat post-Brexit
// pour comparabilité statistique) avant LRHUTTTTGBM156S
// ══════════════════════════════════════════════════════════════════════════
if (currency === "CHF") {
const national = await fredObs("CHEUNP01CHQ661S", key);
if (national.length) {
indicators.unemployment = toIndicator(national);
} else {
// Eurostat geo=CH : taux ILO mensuel (plus récent que FRED trimestriel)
const eurostatCH = await eurostatSorted("une_rt_m", {
geo: "CH", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT", freq: "M",
});
if (eurostatCH.length) indicators.unemployment = toIndicator(eurostatCH);
// Else: on garde LRHUTTTTCHQ156S (harmonisé OCDE) déjà calculé ci-dessus
}
}
// GBP unemployment: Eurostat UK retiré — données stoppées en sept. 2020 (Brexit).
// On conserve LRHUTTTTGBM156S (FRED, ILO harmonisé, mis à jour mensuellement).
// ── GDP : sources TE pour CHF et NZD (FRED stale depuis 2023) ───────────────
// CHNGDPNQDSMEI / NAEXKP01NZQ661S dernière obs = 2023-07-01 → utiliser TE
if (currency === "CHF" || currency === "NZD") {
const te = await scrapeTeGdp(TE_COUNTRY[currency]);
if (te.value !== null) indicators.gdp = buildGdpFromTe(te as { value: number; prev: number | null }, today);
}
// ── Fallback cpiMoM : si cpiHeadline FRED absent/vide (CHF/CAD/AUD/NZD)
// → calculer MoM depuis les obs cpiCore déjà disponibles (Core MoM ou QoQ trimestriel)
if (!indicators.cpiMoM && _cpiCoreObs.length >= 2) {
indicators.cpiMoM = toIndicatorPct(_cpiCoreObs);
}
// ── Retail Sales MoM : override depuis Trading Economics (plus à jour que FRED OCDE) ────────
{
const teRS = await fetchTeRetailSalesMoM();
const rs = teRS.get(currency);
if (rs !== undefined) {
const surprise = rs.prev !== null ? parseFloat((rs.value - rs.prev).toFixed(2)) : null;
indicators.retailSales = {
value: rs.value,
prev: rs.prev,
surprise,
trend: surprise !== null ? (surprise > 0 ? "up" : surprise < 0 ? "down" : "flat") : null,
lastUpdated: today,
};
}
}
// ── PMI (Mfg + Services + Composite) + consensus FF ──────────────────────────
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const toDateObj = new Date();
toDateObj.setDate(toDateObj.getDate() + 21);
const toDate = toDateObj.toISOString().slice(0, 10);
const [ffPMI, pmiMfgRaw, pmiSvcRaw, pmiCompositeRaw, ffForecasts, teForecastMap] = await Promise.all([
fetchFFPMI(currency),
scrapePMI(currency, "manufacturing-pmi"),
scrapePMI(currency, "services-pmi"),
scrapePMI(currency, "composite-pmi"),
fetchFFForecasts(currency),
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fetchTEInflationForecasts(today, toDate),
]);
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const teCpiForecast = teForecastMap[currency];
// FF en priorité (forecast + actual) ; TE en fallback
indicators.pmiMfg = ffPMI.mfg ? toPmiIndicator(ffPMI.mfg) : toPmiIndicator(pmiMfgRaw);
indicators.pmiServices = ffPMI.svc ? toPmiIndicator(ffPMI.svc) : toPmiIndicator(pmiSvcRaw);
indicators.pmiComposite = ffPMI.composite ? toPmiIndicator(ffPMI.composite) : toPmiIndicator(pmiCompositeRaw);
// ── Balance commerciale — Trading Economics (MoM, en milliards) ───────────
{
const country = TE_COUNTRY[currency];
if (country) {
const tb = await scrapeTeTradeBalance(country);
if (tb.value !== null) {
const surprise = tb.prev !== null ? parseFloat((tb.value - tb.prev).toFixed(3)) : null;
indicators.tradeBalance = {
value: tb.value,
prev: tb.prev,
surprise,
trend: surprise !== null ? (surprise > 0 ? "up" : surprise < 0 ? "down" : "flat") : null,
lastUpdated: today,
};
}
}
}
// ── Overrides manuels CPI (investing.com) ─────────────────────────────────
// Appliqués quand la source automatique (FRED/DBnomics) est en retard.
// Règle : l'override est retenu ssi sa date > lastUpdated de la source auto.
// Mettre à jour data/cpi_overrides.json après chaque publication trimestrielle.
{
type OvrField = { value: number; prev: number | null; surprise: number | null; trend: string | null; lastUpdated: string; source?: string };
type OvrMap = Record<string, Record<string, OvrField>>;
const entry = (cpiOverridesRaw as unknown as [{ overrides: OvrMap }])[0];
const ovrFields = entry?.overrides?.[currency];
if (ovrFields) {
for (const [field, ovr] of Object.entries(ovrFields)) {
const auto = indicators[field];
const autoDate = auto?.lastUpdated ?? "";
if (!auto || autoDate < ovr.lastUpdated) {
// eslint-disable-next-line @typescript-eslint/no-unused-vars
const { source: _src, ...rest } = ovr;
indicators[field] = {
...rest,
trend: rest.trend as "up" | "down" | "flat" | null,
};
}
}
}
}
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// ── TE CPI override (priorité maximale — données du jour, toutes devises) ───
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// Remplace séries FRED stale/erronées.
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// Nouvelles données : cpiYoY headline, cpiCoreMoM (pages individuelles), ppiMoM
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{
const [teCoreMap, teMoMMap, teYoYMap, teCoreMoMMap, teCoreIdxMap, tePPIMap, teCorePages, teYoYPages, teAUDComm, teGDPMap, teUneMap, teSTIRMap, teEmpMap] = await Promise.all([
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fetchTECoreInflation(),
fetchTEMoMInflation(),
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fetchTEInflationYoY(),
fetchTECoreCPIMoM(),
fetchTECoreConsumerPricesIndex(),
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fetchTEPPIMoM(),
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fetchTECoreInflationPages(),
fetchTEInflationYoYPages(),
currency === "AUD" ? fetchTEAUDCommodityYoY() : Promise.resolve(null),
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fetchTEGDPGrowthRate(),
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fetchTEUnemploymentRate(),
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fetchTESTIRRate(),
fetchTEEmploymentChange(),
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]);
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const teCore = teCoreMap[currency];
const teCorePage = teCorePages[currency]; // EUR: valeur précise; JPY: + consensus
const coreValue = teCorePage?.value ?? teCore?.value ?? null;
if (coreValue !== null) {
const prev = teCore?.prev ?? null;
const refMonth = teCorePage?.refMonth || teCore?.refMonth || "";
const surprise = prev !== null ? parseFloat((coreValue - prev).toFixed(3)) : null;
const consensus = teCorePage?.consensus ?? null;
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indicators.cpiCore = {
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value: coreValue,
prev,
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surprise,
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trend: prev !== null ? (coreValue > prev ? "up" : coreValue < prev ? "down" : "flat") : null,
lastUpdated: refMonth,
...(consensus !== null ? { consensus } : {}),
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};
}
const teMoM = teMoMMap[currency];
if (teMoM) {
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const surprise = teMoM.prev !== null
? parseFloat((teMoM.value - teMoM.prev).toFixed(3))
: null;
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indicators.cpiMoM = {
value: teMoM.value,
prev: teMoM.prev,
surprise,
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trend: teMoM.value > 0 ? "up" : teMoM.value < 0 ? "down" : "flat",
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lastUpdated: teMoM.refMonth,
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};
}
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// Inflation Rate YoY (headline) — pages individuelles prioritaires pour EUR/GBP/JPY
const teYoY = teYoYMap[currency];
const teYoYPage = teYoYPages[currency];
const yoyValue = teYoYPage?.value ?? teYoY?.value ?? null;
if (yoyValue !== null) {
const yoyPrev = teYoYPage?.prev ?? teYoY?.prev ?? null;
const yoyRef = teYoYPage?.refMonth || teYoY?.refMonth || "";
const yoySurp = yoyPrev !== null ? parseFloat((yoyValue - yoyPrev).toFixed(3)) : null;
const yoyCons = teYoYPage?.consensus ?? null;
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indicators.cpiYoY = {
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value: yoyValue,
prev: yoyPrev,
surprise: yoySurp,
trend: yoySurp !== null ? (yoySurp > 0 ? "up" : yoySurp < 0 ? "down" : "flat") : null,
lastUpdated: yoyRef,
...(yoyCons !== null ? { consensus: yoyCons } : {}),
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};
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// Flash vs Final : si un Final est attendu, calculer le delta Final_forecast Flash_actual
const finalForecastYoY = parseTeF(teCpiForecast?.cpiYoYFinal);
if (finalForecastYoY !== null && indicators.cpiYoY) {
const delta = parseFloat((finalForecastYoY - yoyValue).toFixed(2));
(indicators.cpiYoY as Record<string,unknown>)["_finalForecast"] = finalForecastYoY;
(indicators.cpiYoY as Record<string,unknown>)["_finalDelta"] = delta;
}
// Idem pour cpiCore
const finalForecastCore = parseTeF(teCpiForecast?.cpiCoreFinal);
if (finalForecastCore !== null && coreValue !== null && indicators.cpiCore) {
const delta = parseFloat((finalForecastCore - coreValue).toFixed(2));
(indicators.cpiCore as Record<string,unknown>)["_finalForecast"] = finalForecastCore;
(indicators.cpiCore as Record<string,unknown>)["_finalDelta"] = delta;
}
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}
// Core CPI MoM (pages individuelles, décimales précises)
const teCoreMoM = teCoreMoMMap[currency];
if (teCoreMoM) {
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const surprise = teCoreMoM.prev !== null
? parseFloat((teCoreMoM.value - teCoreMoM.prev).toFixed(3))
: null;
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indicators.cpiCoreMoM = {
value: teCoreMoM.value,
prev: teCoreMoM.prev,
surprise,
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trend: teCoreMoM.value > 0 ? "up" : teCoreMoM.value < 0 ? "down" : "flat",
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lastUpdated: teCoreMoM.refMonth,
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consensus: parseTeF(teCpiForecast?.cpiCoreMoM) ?? null,
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};
}
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// PPI MoM
const tePPI = tePPIMap[currency];
if (tePPI) {
const surprise = tePPI.prev !== null
? parseFloat((tePPI.value - tePPI.prev).toFixed(3))
: null;
indicators.ppiMoM = {
value: tePPI.value,
prev: tePPI.prev,
surprise,
trend: tePPI.value > 0 ? "up" : tePPI.value < 0 ? "down" : "flat",
lastUpdated: tePPI.refMonth,
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consensus: parseTeF(teCpiForecast?.ppiMoM) ?? null,
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};
}
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// STIR 3M — Taux interbancaire 3 mois (SOFR 3M, EURIBOR 3M, SONIA 3M, TIBOR 3M…)
// Signal clé : STIR > policyRate = marché price des hausses (hawkish)
// STIR < policyRate = marché price des baisses (dovish)
// Tendance ↑ = conditions crédit plus restrictives (prêter plus risqué/cher)
// Tendance ↓ = conditions crédit plus souples (prêter plus sûr/moins cher)
{
const teSTIR = teSTIRMap[currency];
if (teSTIR) {
const surprise = teSTIR.prev !== null
? parseFloat((teSTIR.value - teSTIR.prev).toFixed(4))
: null;
indicators.stir3m = {
value: teSTIR.value,
prev: teSTIR.prev,
surprise,
trend: teSTIR.prev !== null
? (teSTIR.value > teSTIR.prev ? "up" : teSTIR.value < teSTIR.prev ? "down" : "flat")
: null,
lastUpdated: teSTIR.refMonth,
};
}
}
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// GDP Growth Rate QoQ% — TE country-list (source autoritaire, remplace FRED stale)
// FRED : retourne souvent l'indice niveau brut → QoQ% faux ou en retard de plusieurs trimestres
// TE country-list/gdp-growth-rate : QoQ% publié directement, mis à jour à chaque release
{
const teGDP = teGDPMap[currency];
if (teGDP) {
const surprise = teGDP.prev !== null
? parseFloat((teGDP.value - teGDP.prev).toFixed(4))
: null;
indicators.gdp = {
value: teGDP.value,
prev: teGDP.prev,
surprise,
trend: teGDP.prev !== null
? (teGDP.value > teGDP.prev ? "up" : teGDP.value < teGDP.prev ? "down" : "flat")
: null,
lastUpdated: teGDP.refMonth,
};
}
}
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// Unemployment Rate — TE country-list (taux national officiel, toutes devises)
// Remplace FRED qui publie souvent le taux ILO harmonisé (2-3pp supérieur au taux national,
// notamment CHF ~5% ILO vs ~3% SECO, GBP ~4% ILO vs ONS, etc.)
{
const teUne = teUneMap[currency];
if (teUne) {
const surprise = teUne.prev !== null
? parseFloat((teUne.value - teUne.prev).toFixed(4))
: null;
indicators.unemployment = {
value: teUne.value,
prev: teUne.prev,
surprise,
trend: teUne.prev !== null
? (teUne.value > teUne.prev ? "up" : teUne.value < teUne.prev ? "down" : "flat")
: null,
lastUpdated: teUne.refMonth,
};
}
}
// Employment Change — TE pages individuelles (USD NFP, GBP MoM, AUD MoM, EUR QoQ%)
// Remplace FRED : prev était null (toIndicatorDeltaK ne calculait pas le delta précédent)
// EUR/GBP : pas de série FRED disponible → seule source
{
const teEmp = teEmpMap[currency];
if (teEmp) {
const surprise = teEmp.prev !== null
? parseFloat((teEmp.value - teEmp.prev).toFixed(1))
: teEmp.value;
indicators.employment = {
value: teEmp.value,
prev: teEmp.prev,
surprise,
trend: teEmp.value > 0 ? "up" : teEmp.value < 0 ? "down" : "flat",
lastUpdated: null,
};
}
}
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// AUD Commodity Prices YoY
if (teAUDComm) {
const surprise = teAUDComm.prev !== null
? parseFloat((teAUDComm.value - teAUDComm.prev).toFixed(3))
: null;
indicators.commodityPricesYoY = {
value: teAUDComm.value,
prev: teAUDComm.prev,
surprise,
trend: teAUDComm.value > 0 ? "up" : teAUDComm.value < 0 ? "down" : "flat",
lastUpdated: teAUDComm.refMonth,
consensus: teAUDComm.consensus,
};
}
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// Raw Core CPI index values for tooltip on cpiCoreMoM
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const teRawCore = teCoreIdxMap[currency];
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const rawCoreIndex = teRawCore ? { last: teRawCore.rawLast, prev: teRawCore.rawPrev, refMonth: teRawCore.refMonth } : null;
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if (indicators.cpiCoreMoM && rawCoreIndex) (indicators.cpiCoreMoM as Record<string,unknown>)["_raw"] = rawCoreIndex;
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}
// Stale-if-error
const hasAnyValue = Object.values(indicators).some((v) => v !== null);
if (!hasAnyValue && staleCache) {
return NextResponse.json({ ...(staleCache.data as object), stale: true });
}
const data = {
currency, indicators,
moneySupplyM3: getMoneySupplyM3(currency),
forecasts: {
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// CPI — TE calendar forecast (priorité) puis ForexFactory
cpi: parseTeF(teCpiForecast?.cpiYoY) ?? ffForecasts.cpi ?? null,
cpiCore: parseTeF(teCpiForecast?.cpiCore) ?? null,
cpiMoM: parseTeF(teCpiForecast?.cpiMoM) ?? null,
cpiCoreMoM: parseTeF(teCpiForecast?.cpiCoreMoM) ?? null,
ppiMoM: parseTeF(teCpiForecast?.ppiMoM) ?? null,
cpiSurprise: ffForecasts.cpiSurprise,
unemployment: ffForecasts.unemployment,
unemploymentSurprise: ffForecasts.unemploymentSurprise,
pmiMfg: ffForecasts.pmiMfg,
pmiMfgSurprise: ffForecasts.pmiMfgSurprise,
pmiSvc: ffForecasts.pmiSvc,
pmiSvcSurprise: ffForecasts.pmiSvcSurprise,
pmiComposite: ffForecasts.pmiComposite,
pmiCompositeSurprise: ffForecasts.pmiCompositeSurprise,
retailSales: ffForecasts.retailSales,
retailSalesSurprise: ffForecasts.retailSalesSurprise,
gdp: ffForecasts.gdp,
gdpSurprise: ffForecasts.gdpSurprise,
employment: ffForecasts.employment,
employmentSurprise: ffForecasts.employmentSurprise,
},
fetchedAt: new Date().toISOString(),
};
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_cache.set(currency, { data, ts: Date.now() });
return NextResponse.json(data);
}