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Fix DXY formula + switch market data to FRED

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Capucine Gest
2026-05-28 19:43:39 +02:00
parent 0a779fb4eb
commit 0a2daed3bf
2 changed files with 75 additions and 95 deletions
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app/api/drivers/route.ts
+70 -94
View File
@@ -1,86 +1,7 @@
import { NextResponse } from "next/server";
// ── Cache mémoire serveur ──────────────────────────────────────────────────────
// Évite de retaper AV à chaque requête page. Ne cache les succès que (jamais null).
const _cache = new Map<string, { v: unknown; ts: number }>();
const TTL_24H = 86_400_000;
const TTL_1H = 3_600_000;
// ── Alpha Vantage GLOBAL_QUOTE ────────────────────────────────────────────────
// Clé existante. 25 req/jour gratuit.
// Symboles utilisés : ^VIX, ^GSPC, GC=F, SI=F, BZ=F, CL=F → 6 req/jour.
// Séquentiels pour respecter 5 req/min.
type AVQ = { value: number | null; delta: number | null; deltaPct: number | null };
async function avQuote(symbol: string, avKey: string): Promise<AVQ> {
const cacheKey = `av_${symbol}`;
const hit = _cache.get(cacheKey);
if (hit && Date.now() - hit.ts < TTL_24H) return hit.v as AVQ;
const empty: AVQ = { value: null, delta: null, deltaPct: null };
try {
const url = `https://www.alphavantage.co/query?function=GLOBAL_QUOTE&symbol=${encodeURIComponent(symbol)}&apikey=${avKey}`;
const res = await fetch(url, { next: { revalidate: 86400 } });
if (!res.ok) return empty;
const json = await res.json();
const q = json?.["Global Quote"];
// AV rate-limit renvoie {"Note":"..."} avec un "Global Quote" vide
if (!q || !q["05. price"]) return empty;
const value = parseFloat(q["05. price"]);
const delta = parseFloat(q["09. change"]);
const deltaPct = parseFloat((q["10. change percent"] ?? "0%").replace("%", ""));
const result: AVQ = {
value: isNaN(value) ? null : parseFloat(value.toFixed(2)),
delta: isNaN(delta) ? null : parseFloat(delta.toFixed(2)),
deltaPct: isNaN(deltaPct) ? null : parseFloat(deltaPct.toFixed(2)),
};
_cache.set(cacheKey, { v: result, ts: Date.now() }); // cache uniquement si succès
return result;
} catch { return empty; }
}
// ── Binance (Bitcoin — gratuit, sans clé, temps réel) ────────────────────────
async function binanceBTC(): Promise<{ value: number | null; change24h: number | null }> {
const k = "binance_btc";
const hit = _cache.get(k);
if (hit && Date.now() - hit.ts < TTL_1H) return hit.v as { value: number | null; change24h: number | null };
try {
const res = await fetch("https://api.binance.com/api/v3/ticker/24hr?symbol=BTCUSDT", { cache: "no-store" });
if (!res.ok) return { value: null, change24h: null };
const d = await res.json();
const price = parseFloat(d.lastPrice);
const pctChg = parseFloat(d.priceChangePercent);
const result = {
value: isNaN(price) ? null : Math.round(price),
change24h: isNaN(pctChg) ? null : parseFloat(pctChg.toFixed(2)),
};
_cache.set(k, { v: result, ts: Date.now() });
return result;
} catch { return { value: null, change24h: null }; }
}
// ── CoinGecko (Bitcoin — fallback si Binance échoue) ─────────────────────────
async function coingeckoBTC(): Promise<{ value: number | null; change24h: number | null }> {
try {
const res = await fetch(
"https://api.coingecko.com/api/v3/simple/price?ids=bitcoin&vs_currencies=usd&include_24hr_change=true",
{ cache: "no-store" }
);
if (!res.ok) return { value: null, change24h: null };
const d = await res.json();
return {
value: d?.bitcoin?.usd ?? null,
change24h: d?.bitcoin?.usd_24h_change ?? null,
};
} catch { return { value: null, change24h: null }; }
}
// ── FRED (spreads crédit + taux — 24h cache) ──────────────────────────────────
// ── FRED (toutes données marché + macro) ──────────────────────────────────────
// limit=1 → valeur seule. limit=2 → valeur + précédente (pour calculer le delta).
async function fredObs(series: string, apiKey: string): Promise<number | null> {
try {
@@ -94,24 +15,79 @@ async function fredObs(series: string, apiKey: string): Promise<number | null> {
} catch { return null; }
}
type FredResult = { value: number | null; delta: number | null; deltaPct: number | null };
/** Fetche les 2 dernières obs pour calculer valeur + delta vs session précédente */
async function fredObsDelta(series: string, apiKey: string): Promise<FredResult> {
const empty: FredResult = { value: null, delta: null, deltaPct: null };
try {
const url = `https://api.stlouisfed.org/fred/series/observations?series_id=${series}&api_key=${apiKey}&file_type=json&sort_order=desc&limit=2`;
const res = await fetch(url, { next: { revalidate: 86400 } });
if (!res.ok) return empty;
const obs: number[] = ((await res.json())?.observations ?? [])
.filter((o: { value: string }) => o.value !== ".")
.map((o: { value: string }) => parseFloat(o.value));
if (!obs.length) return empty;
const value = obs[0];
const prev = obs[1] ?? null;
const delta = prev !== null ? parseFloat((value - prev).toFixed(2)) : null;
const deltaPct = prev !== null ? parseFloat(((value - prev) / prev * 100).toFixed(2)) : null;
return { value, delta, deltaPct };
} catch { return empty; }
}
// ── Binance (Bitcoin — gratuit, sans clé, temps réel) ────────────────────────
async function binanceBTC(): Promise<{ value: number | null; change24h: number | null }> {
try {
const res = await fetch("https://api.binance.com/api/v3/ticker/24hr?symbol=BTCUSDT", { cache: "no-store" });
if (!res.ok) return { value: null, change24h: null };
const d = await res.json();
const price = parseFloat(d.lastPrice);
const pctChg = parseFloat(d.priceChangePercent);
return {
value: isNaN(price) ? null : Math.round(price),
change24h: isNaN(pctChg) ? null : parseFloat(pctChg.toFixed(2)),
};
} catch { return { value: null, change24h: null }; }
}
// ── CoinGecko (Bitcoin fallback) ──────────────────────────────────────────────
async function coingeckoBTC(): Promise<{ value: number | null; change24h: number | null }> {
try {
const res = await fetch(
"https://api.coingecko.com/api/v3/simple/price?ids=bitcoin&vs_currencies=usd&include_24hr_change=true",
{ cache: "no-store" }
);
if (!res.ok) return { value: null, change24h: null };
const d = await res.json();
return {
value: d?.bitcoin?.usd ?? null,
change24h: d?.bitcoin?.usd_24h_change ?? null,
};
} catch { return { value: null, change24h: null }; }
}
// ── GET ───────────────────────────────────────────────────────────────────────
export async function GET() {
const fredKey = process.env.FRED_API_KEY;
const avKey = process.env.ALPHA_VANTAGE_KEY;
if (!fredKey) return NextResponse.json({ error: "FRED_API_KEY missing" }, { status: 500 });
if (!avKey) return NextResponse.json({ error: "ALPHA_VANTAGE_KEY missing" }, { status: 500 });
// 1. Indices + commodités — Alpha Vantage GLOBAL_QUOTE (cache 24h mémoire)
// Appels séquentiels → respect limite 5 req/min AV
const vixQ = await avQuote("^VIX", avKey);
const sp500Q = await avQuote("^GSPC", avKey);
const goldQ = await avQuote("GC=F", avKey);
const silverQ = await avQuote("SI=F", avKey);
const brentQ = await avQuote("BZ=F", avKey);
const wtiQ = await avQuote("CL=F", avKey);
// 1. Marchés — FRED (données fin de journée, cache 24h)
// VIXCLS = VIX clôture CBOE | SP500 = S&P 500 | GOLDPMGBD228NLBM = Or LBMA
// SLVPRUSD = Argent LBMA | DCOILBRENTEU = Brent | DCOILWTICO = WTI
const [vixQ, sp500Q, goldQ, silverQ, brentQ, wtiQ] = await Promise.all([
fredObsDelta("VIXCLS", fredKey),
fredObsDelta("SP500", fredKey),
fredObsDelta("GOLDPMGBD228NLBM", fredKey),
fredObsDelta("SLVPRUSD", fredKey),
fredObsDelta("DCOILBRENTEU", fredKey),
fredObsDelta("DCOILWTICO", fredKey),
]);
// 2. Bitcoin — Binance (temps réel, sans clé), fallback CoinGecko
// 2. Bitcoin — Binance (temps réel), fallback CoinGecko
const btcBin = await binanceBTC();
const btcCg = btcBin.value === null ? await coingeckoBTC() : { value: null, change24h: null };
@@ -126,7 +102,7 @@ export async function GET() {
return NextResponse.json({
// Sentiment / Risk-On
vix: vixQ.value,
vixDelta: vixQ.delta,
vixDelta: vixQ.delta, // pts vs clôture j-1
sp500: sp500Q.value,
sp500Change: sp500Q.delta,
sp500ChangePct: sp500Q.deltaPct,
@@ -139,7 +115,7 @@ export async function GET() {
us10y,
us2y,
curveSlope: us10y !== null && us2y !== null ? Math.round((us10y - us2y) * 100) : null,
// Commodités — delta = variation vs clôture veille
// Commodités — delta = variation vs clôture j-1
gold: goldQ.value,
goldDelta: goldQ.delta,
silver: silverQ.value,
app/api/fx/route.ts
+5 -1
View File
@@ -48,8 +48,12 @@ async function fetchFrankfurter() {
// DXY approximé depuis les taux ECB (même formule que la branche AV)
// rates.X = "1 USD = X unités" — même convention que AV
const e = rates.EUR, g = rates.GBP, j = rates.JPY, c = rates.CAD, ch = rates.CHF;
// DXY = 50.14 × EURUSD^-0.576 × USDJPY^0.136 × GBPUSD^-0.119 × USDCAD^0.091 × USDCHF^0.036
// Frankfurter from=USD → e=USD/EUR, j=JPY/USD, g=USD/GBP, c=CAD/USD, ch=CHF/USD
// ⟹ EURUSD=1/e → e^0.576 ; USDJPY=j → j^0.136 ; GBPUSD=1/g → g^0.119
// USDCAD=c → c^0.091 ; USDCHF=ch → ch^0.036
const dxy = (e && g && j && c && ch)
? parseFloat((50.14348112 * Math.pow(e,0.576) * Math.pow(1/j,0.136) * Math.pow(g,0.119) * Math.pow(1/c,0.091) * Math.pow(1/ch,0.036)).toFixed(2))
? parseFloat((50.14348112 * Math.pow(e,0.576) * Math.pow(j,0.136) * Math.pow(g,0.119) * Math.pow(c,0.091) * Math.pow(ch,0.036)).toFixed(2))
: null;
return NextResponse.json({ rates, dxy, base: "USD", source: "frankfurter", date: data.date });