mirror of
https://github.com/caty21/forex-dashboard.git
synced 2026-07-27 20:37:45 +00:00
196 lines
8.6 KiB
TypeScript
196 lines
8.6 KiB
TypeScript
import { NextRequest, NextResponse } from "next/server";
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import { FRED_SERIES } from "@/lib/constants";
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import type { Currency } from "@/lib/types";
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const FRED_BASE = "https://api.stlouisfed.org/fred/series/observations";
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// Macro data changes monthly/quarterly — cache 24h
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const REVALIDATE = 86400;
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// ── FRED ─────────────────────────────────────────────────────────────────────
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// Note: we use original index/level URLs (no units= param) so Next.js fetch cache
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// stays warm. MoM%/QoQ% are computed locally via toIndicatorPct.
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async function fredObs(seriesId: string, apiKey: string, limit = 5) {
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const url = `${FRED_BASE}?series_id=${seriesId}&api_key=${apiKey}&file_type=json&sort_order=desc&limit=${limit}`;
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try {
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const res = await fetch(url, { next: { revalidate: REVALIDATE } });
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if (!res.ok) return [];
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const json = await res.json();
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return (json.observations ?? [])
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.filter((o: { value: string }) => o.value !== ".")
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.map((o: { date: string; value: string }) => ({ date: o.date, value: parseFloat(o.value) }));
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} catch { return []; }
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}
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// ── Eurostat SDMX-JSON API ────────────────────────────────────────────────────
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async function eurostatObs(datasetCode: string, params: Record<string, string>) {
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try {
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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}`;
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const res = await fetch(url, { next: { revalidate: REVALIDATE } });
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if (!res.ok) return [];
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const json = await res.json();
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const timeIndex = json?.dimension?.time?.category?.index ?? {};
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const values = json?.value ?? {};
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return Object.entries(timeIndex)
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.map(([period, idx]) => ({ date: period, value: values[idx as number] as number | null }))
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.filter((o) => o.value !== null && o.value !== undefined) as { date: string; value: number }[];
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} catch { return []; }
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}
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async function eurostatObsSorted(datasetCode: string, params: Record<string, string>, limit = 5) {
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const obs = await eurostatObs(datasetCode, params);
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return obs.sort((a, b) => b.date.localeCompare(a.date)).slice(0, limit);
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}
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// ── BoE API (GBP policy rate) ─────────────────────────────────────────────────
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async function boeRate() {
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try {
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// URL dynamique : fenêtre glissante de 3 ans → évite la date hardcodée
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const now = new Date();
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const MONTHS = ["Jan","Feb","Mar","Apr","May","Jun","Jul","Aug","Sep","Oct","Nov","Dec"];
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const td = now.getDate();
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const tm = MONTHS[now.getMonth()];
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const ty = now.getFullYear();
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const fy = ty - 3; // 3 ans d'historique suffisent
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const url = [
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"https://www.bankofengland.co.uk/boeapps/database/fromshowcolumns.asp",
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`?Travel=NIxIRx&FromSeries=1&ToSeries=50&DAT=RNG`,
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`&FD=1&FM=Jan&FY=${fy}`,
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`&TD=${td}&TM=${tm}&TY=${ty}`,
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`&VPD=Y&html.x=66&html.y=26&SeriesCodes=IUDBEDR&UnitId=GBP&CSVF=TT&csv.x=47&csv.y=26`,
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].join("");
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const res = await fetch(url, { next: { revalidate: REVALIDATE } });
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if (!res.ok) return [];
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const text = await res.text();
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// Le CSV BoE peut avoir des guillemets et des en-têtes variables — on filtre proprement
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const lines = text.trim().split(/\r?\n/).filter((l) => l.trim() && !l.startsWith('"DATE"') && !l.startsWith('DATE'));
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return lines
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.reverse()
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.slice(0, 5)
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.map((line) => {
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const cols = line.split(",").map((c) => c.replace(/"/g, "").trim());
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const val = parseFloat(cols[1] ?? "NaN");
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return { date: cols[0] ?? "", value: val };
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})
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.filter((o) => o.date && !isNaN(o.value));
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} catch { return []; }
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}
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// ── Shared helpers ────────────────────────────────────────────────────────────
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type Obs = { date: string; value: number };
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/** Direct levels/rates (already in %) */
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function toIndicator(obs: Obs[]) {
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if (!obs.length) return null;
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const value = obs[0].value;
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const prev = obs[1]?.value ?? null;
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return {
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value,
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prev,
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surprise: prev !== null ? parseFloat((value - prev).toFixed(4)) : null,
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trend: prev !== null ? (value > prev ? "up" : value < prev ? "down" : "flat") : null,
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lastUpdated: obs[0].date,
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};
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}
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/**
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* Converts raw level/index observations → period-over-period % change.
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* MoM% for monthly series, QoQ% for quarterly.
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* Requires ≥2 observations (newest first).
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*/
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function toIndicatorPct(obs: Obs[]) {
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if (obs.length < 2) return null;
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const pctObs: Obs[] = obs.slice(0, -1).map((cur, i) => ({
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date: cur.date,
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value: parseFloat(((cur.value / obs[i + 1].value - 1) * 100).toFixed(3)),
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}));
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return toIndicator(pctObs);
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}
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// ── Server-side cache ─────────────────────────────────────────────────────────
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const _cache = new Map<string, { data: unknown; ts: number }>();
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export async function GET(req: NextRequest) {
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const currency = (new URL(req.url).searchParams.get("currency") ?? "").toUpperCase() as Currency;
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const series = FRED_SERIES[currency];
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if (!series) return NextResponse.json({ error: "Unknown currency" }, { status: 400 });
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const cached = _cache.get(currency);
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if (cached && Date.now() - cached.ts < 86_400_000) return NextResponse.json(cached.data);
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const key = process.env.FRED_API_KEY;
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if (!key) return NextResponse.json({ error: "FRED_API_KEY missing" }, { status: 500 });
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// Fields and which need period-over-period % conversion
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// policyRate / unemployment → already in % → toIndicator
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// cpiCore / gdp / retailSales / employment → index/level → toIndicatorPct (MoM% or QoQ%)
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const PCT_FIELDS = new Set(["cpiCore", "gdp", "retailSales", "employment"]);
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const fieldMap: Record<string, string | null> = {
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policyRate: series.policyRate,
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cpiCore: series.cpiCore,
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gdp: series.gdp,
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retailSales: series.retailSales,
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unemployment: series.unemployment,
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employment: series.employment,
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};
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const fredFields = Object.entries(fieldMap).filter(([, id]) => id !== null) as [string, string][];
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const fredResults = await Promise.all(fredFields.map(([, id]) => fredObs(id, key)));
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const indicators: Record<string, ReturnType<typeof toIndicator>> = {};
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fredFields.forEach(([field], i) => {
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indicators[field] = PCT_FIELDS.has(field)
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? toIndicatorPct(fredResults[i])
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: toIndicator(fredResults[i]);
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});
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// ── EUR alternative sources ────────────────────────────────────────────────
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if (currency === "EUR") {
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// CPI: Eurostat HICP monthly rate of change (MoM%) — CP00 = all items
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if (!indicators.cpiCore) {
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const hicp = await eurostatObsSorted("prc_hicp_mmr", { geo: "EA20", coicop: "CP00" });
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indicators.cpiCore = toIndicator(hicp);
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}
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// GDP: Eurostat chained volumes → compute QoQ%
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if (!indicators.gdp) {
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const gdpRaw = await eurostatObsSorted("namq_10_gdp", { geo: "EA20", unit: "CLV10_MEUR", s_adj: "SCA", na_item: "B1GQ" }, 6);
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indicators.gdp = toIndicatorPct(gdpRaw);
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}
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// Unemployment: Eurostat monthly SA rate
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if (!indicators.unemployment) {
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const unObs = await eurostatObsSorted("une_rt_m", { geo: "EA20", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT" });
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indicators.unemployment = toIndicator(unObs);
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}
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// Retail sales for EUR: FRED uses German proxy index → apply MoM% if available
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// (already handled above via toIndicatorPct if FRED returned data)
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}
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// ── GBP alternative sources ───────────────────────────────────────────────
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if (currency === "GBP" && !indicators.policyRate) {
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const boe = await boeRate();
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indicators.policyRate = toIndicator(boe);
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}
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// Ensure all keys exist (null for missing)
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for (const field of Object.keys(fieldMap)) {
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if (!(field in indicators)) indicators[field] = null;
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}
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indicators.pmiMfg = null;
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indicators.pmiServices = null;
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const data = { currency, indicators, fetchedAt: new Date().toISOString() };
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_cache.set(currency, { data, ts: Date.now() });
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return NextResponse.json(data);
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}
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