import { NextResponse } from "next/server"; import { inflateRawSync } from "zlib"; import { COT_CODES } from "@/lib/constants"; import type { Currency, CotEntry } from "@/lib/types"; // ── CFTC Traders in Financial Futures (TFF) — fichier annuel ZIP ────────────── // URL : https://www.cftc.gov/files/dea/history/fut_fin_txt_YYYY.zip // Contient toutes les semaines de l'année en ordre décroissant. // On extrait les 2 dernières semaines par devise pour calculer les deltas. // // Colonnes (0-based, séparées par virgule) : // 0 Market_and_Exchange_Names // 1 As_of_Date_In_Form_YYMMDD // 2 Report_Date_as_YYYY-MM-DD // 3 CFTC_Contract_Market_Code // 11 Asset_Mgr_Positions_Long_All // 12 Asset_Mgr_Positions_Short_All // 14 Lev_Money_Positions_Long_All ← hedge funds // 15 Lev_Money_Positions_Short_All const IDX_CODE = 3; const IDX_DATE = 2; const IDX_AM_LONG = 11; const IDX_AM_SHORT = 12; const IDX_LEV_LONG = 14; const IDX_LEV_SHORT = 15; function cftcZipUrl(): string { return `https://www.cftc.gov/files/dea/history/fut_fin_txt_${new Date().getFullYear()}.zip`; } // In-memory cache — expire le vendredi suivant à 15h30 UTC (publication CFTC) let _cache: { data: Record; ts: number } | null = null; function nextCftcRelease(): number { const d = new Date(); const daysUntilFriday = (5 - d.getUTCDay() + 7) % 7 || 7; d.setUTCDate(d.getUTCDate() + daysUntilFriday); d.setUTCHours(15, 30, 0, 0); return d.getTime(); } function cacheTtl(): number { return Math.min(nextCftcRelease() - Date.now(), 4 * 24 * 3600_000); } export type { CotEntry } from "@/lib/types"; export async function GET() { if (_cache && Date.now() - _cache.ts < cacheTtl()) { return NextResponse.json(_cache.data); } try { const res = await fetch(cftcZipUrl(), { cache: "no-store", headers: { "User-Agent": "Mozilla/5.0 (compatible; ForexDashboard/1.0)" }, }); if (!res.ok) { return NextResponse.json({ error: `CFTC fetch failed: ${res.status}` }, { status: 502 }); } const zipBuf = Buffer.from(await res.arrayBuffer()); const text = extractFirstFileFromZip(zipBuf); if (!text) return NextResponse.json({ error: "ZIP parse failed" }, { status: 502 }); const result = parseCOT(text); _cache = { data: result, ts: Date.now() }; return NextResponse.json(result); } catch (err) { return NextResponse.json({ error: String(err) }, { status: 502 }); } } // ── ZIP parser minimal (format PKZIP, méthode 8 = deflate) ─────────────────── function extractFirstFileFromZip(buf: Buffer): string | null { try { // Find End-of-Central-Directory (PK\x05\x06) let eocd = -1; for (let i = buf.length - 22; i >= 0; i--) { if (buf[i] === 0x50 && buf[i + 1] === 0x4b && buf[i + 2] === 0x05 && buf[i + 3] === 0x06) { eocd = i; break; } } if (eocd < 0) return null; const localHdrOffset = buf.readUInt32LE(buf.readUInt32LE(eocd + 16) + 42); const lfnLen = buf.readUInt16LE(localHdrOffset + 26); const lexLen = buf.readUInt16LE(localHdrOffset + 28); const dataStart = localHdrOffset + 30 + lfnLen + lexLen; const compSize = buf.readUInt32LE(localHdrOffset + 18); const method = buf.readUInt16LE(localHdrOffset + 8); const compressed = buf.slice(dataStart, dataStart + compSize); const decompressed = method === 8 ? inflateRawSync(compressed) : compressed; // stored (method 0) return decompressed.toString("utf8"); } catch { return null; } } // ── Parseur CSV TFF ────────────────────────────────────────────────────────── type RawWeek = { hfLongs: number; hfShorts: number; amLongs: number; amShorts: number; weekDate: string; }; function parseCOT(csv: string): Record { const lines = csv.split("\n"); const targetCodes = new Set(Object.values(COT_CODES)); const raw: Record = {}; for (const line of lines) { if (!line.trim()) continue; const cols = splitCsvLine(line); if (cols.length < 16) continue; const code = cols[IDX_CODE]?.trim(); if (!code || !targetCodes.has(code)) continue; const hfLongs = parseInt(cols[IDX_LEV_LONG]?.trim() ?? "0", 10); const hfShorts = parseInt(cols[IDX_LEV_SHORT]?.trim() ?? "0", 10); const amLongs = parseInt(cols[IDX_AM_LONG]?.trim() ?? "0", 10); const amShorts = parseInt(cols[IDX_AM_SHORT]?.trim() ?? "0", 10); if (isNaN(hfLongs) || isNaN(hfShorts) || isNaN(amLongs) || isNaN(amShorts)) continue; const weekDate = cols[IDX_DATE]?.trim() ?? ""; if (!raw[code]) raw[code] = []; // Keep only the 2 most-recent weeks (file is in descending date order) if (raw[code].length < 2) raw[code].push({ hfLongs, hfShorts, amLongs, amShorts, weekDate }); } const result: Record = {}; for (const [code, weeks] of Object.entries(raw)) { const currency = (Object.entries(COT_CODES) as [Currency, string][]) .find(([, c]) => c === code)?.[0]; if (!currency || weeks.length === 0) continue; const cur = weeks[0]; const prev = weeks[1] ?? null; const hfTotal = cur.hfLongs + cur.hfShorts; const hfNet = cur.hfLongs - cur.hfShorts; const amTotal = cur.amLongs + cur.amShorts; const amNet = cur.amLongs - cur.amShorts; result[currency] = { net: hfNet, hfLongs: cur.hfLongs, hfShorts: cur.hfShorts, longPct: hfTotal > 0 ? Math.round((cur.hfLongs / hfTotal) * 100) : 50, shortPct: hfTotal > 0 ? Math.round((cur.hfShorts / hfTotal) * 100) : 50, totalLev: hfTotal, amNet, amLongs: cur.amLongs, amShorts: cur.amShorts, amLongPct: amTotal > 0 ? Math.round((cur.amLongs / amTotal) * 100) : 50, amTotal, netDelta: prev !== null ? hfNet - (prev.hfLongs - prev.hfShorts) : null, longsDelta: prev !== null ? cur.hfLongs - prev.hfLongs : null, shortsDelta: prev !== null ? cur.hfShorts - prev.hfShorts : null, amNetDelta: prev !== null ? amNet - (prev.amLongs - prev.amShorts) : null, weekDate: cur.weekDate, prevWeekDate: prev?.weekDate ?? null, }; } return result; } function splitCsvLine(line: string): string[] { const result: string[] = []; let current = ""; let inQuotes = false; for (let i = 0; i < line.length; i++) { const ch = line[i]; if (ch === '"') { inQuotes = !inQuotes; } else if (ch === "," && !inQuotes) { result.push(current); current = ""; } else { current += ch; } } result.push(current); return result; }