mirror of
https://github.com/caty21/forex-dashboard.git
synced 2026-07-27 20:37:45 +00:00
90 lines
3.0 KiB
TypeScript
90 lines
3.0 KiB
TypeScript
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import { NextResponse } from "next/server";
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import { COT_CODES } from "@/lib/constants";
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import type { Currency } from "@/lib/types";
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// CFTC CSV URL — updated weekly on Fridays
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const CFTC_URL =
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"https://www.cftc.gov/files/dea/history/fut_fin_txt_2024.zip";
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// Current year CSV (plain text, no zip)
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const CFTC_CURRENT =
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"https://www.cftc.gov/sites/default/files/files/dea/cotarchives/2024/futures/FinFutWk062824.txt";
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// In-memory cache (server lifetime)
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let cotCache: { data: Record<string, unknown>; ts: number } | null = null;
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const TTL = 7 * 24 * 3600_000; // 1 week
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export async function GET() {
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if (cotCache && Date.now() - cotCache.ts < TTL) {
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return NextResponse.json(cotCache.data);
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}
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try {
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// Fetch latest COT "Disaggregated" or "Financial" futures CSV
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// The public URL pattern for the most recent weekly file:
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const now = new Date();
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const year = now.getFullYear();
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const csvUrl = `https://www.cftc.gov/files/dea/history/fut_fin_txt_${year}.zip`;
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// Simpler approach: use the non-compressed annual file (available for current year)
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const res = await fetch(
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`https://www.cftc.gov/dea/newcot/FinFutWk.txt`,
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{ next: { revalidate: 86400 * 7 } }
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);
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if (!res.ok) {
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return NextResponse.json(
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{ error: `CFTC fetch failed: ${res.status}`, note: "COT data may be unavailable temporarily." },
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{ status: 502 }
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);
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}
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const text = await res.text();
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const result = parseCOT(text);
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cotCache = { data: result, ts: Date.now() };
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return NextResponse.json(result);
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} catch (err) {
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return NextResponse.json({ error: String(err) }, { status: 502 });
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}
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}
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function parseCOT(csv: string): Record<string, unknown> {
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const lines = csv.split("\n");
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if (lines.length < 2) return {};
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const header = lines[0].split(",").map((h) => h.replace(/"/g, "").trim());
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const result: Record<string, { net: number; longPct: number; shortPct: number }> = {};
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const targetCodes = new Set(Object.values(COT_CODES));
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for (let i = 1; i < lines.length; i++) {
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const row = lines[i].split(",").map((v) => v.replace(/"/g, "").trim());
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if (row.length < 10) continue;
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const codeIdx = header.indexOf("CFTC_Contract_Market_Code");
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const longIdx = header.indexOf("NonComm_Positions_Long_All");
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const shortIdx = header.indexOf("NonComm_Positions_Short_All");
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if (codeIdx < 0 || longIdx < 0 || shortIdx < 0) continue;
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const code = row[codeIdx];
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if (!targetCodes.has(code)) continue;
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const longs = parseInt(row[longIdx] ?? "0", 10);
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const shorts = parseInt(row[shortIdx] ?? "0", 10);
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const total = longs + shorts;
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const net = longs - shorts;
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const currency = (Object.entries(COT_CODES) as [Currency, string][]).find(
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([, c]) => c === code
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)?.[0];
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if (!currency) continue;
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result[currency] = {
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net,
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longPct: total > 0 ? Math.round((longs / total) * 100) : 50,
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shortPct: total > 0 ? Math.round((shorts / total) * 100) : 50,
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};
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}
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return result;
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}
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