mirror of
https://github.com/caty21/forex-dashboard.git
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123 lines
3.6 KiB
TypeScript
123 lines
3.6 KiB
TypeScript
import { NextResponse } from "next/server";
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import { COT_CODES } from "@/lib/constants";
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import type { Currency, CotEntry } from "@/lib/types";
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// ── CFTC Traders in Financial Futures (TFF) — format legacy CSV sans header ──
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// URL : https://www.cftc.gov/dea/newcot/FinFutWk.txt (mis à jour chaque vendredi)
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//
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// Colonnes (0-based, séparées par virgule) :
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// 0 Market_and_Exchange_Names
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// 1 As_of_Date_In_Form_YYMMDD
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// 2 Report_Date_as_YYYY-MM-DD
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// 3 CFTC_Contract_Market_Code
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// 4 CFTC_Market_Code
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// 5 CFTC_Region_Code
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// 6 CFTC_Commodity_Code
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// 7 Open_Interest_All
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// 8 Dealer_Positions_Long_All
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// 9 Dealer_Positions_Short_All
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// 10 Dealer_Positions_Spreading_All
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// 11 Asset_Mgr_Positions_Long_All
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// 12 Asset_Mgr_Positions_Short_All
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// 13 Asset_Mgr_Positions_Spreading_All
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// 14 Lev_Money_Positions_Long_All ← hedge funds (positions spéculatives)
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// 15 Lev_Money_Positions_Short_All
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// 16 Lev_Money_Positions_Spreading_All
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// ...
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const CFTC_URL = "https://www.cftc.gov/dea/newcot/FinFutWk.txt";
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const IDX_CODE = 3;
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const IDX_LEV_LONG = 14;
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const IDX_LEV_SHORT = 15;
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const IDX_DATE = 2;
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// In-memory cache (1 semaine)
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let _cache: { data: Record<string, unknown>; ts: number } | null = null;
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const TTL = 7 * 24 * 3600_000;
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export type { CotEntry } from "@/lib/types";
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export async function GET() {
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if (_cache && Date.now() - _cache.ts < TTL) {
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return NextResponse.json(_cache.data);
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}
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try {
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const res = await fetch(CFTC_URL, {
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next: { revalidate: 86400 * 7 },
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headers: { "User-Agent": "Mozilla/5.0 (compatible; ForexDashboard/1.0)" },
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});
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if (!res.ok) {
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return NextResponse.json({ error: `CFTC fetch failed: ${res.status}` }, { status: 502 });
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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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_cache = { 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, CotEntry> {
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const lines = csv.split("\n");
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const targetCodes = new Set(Object.values(COT_CODES));
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const result: Record<string, CotEntry> = {};
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for (const line of lines) {
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if (!line.trim()) continue;
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// Split respectant les guillemets
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const cols = splitCsvLine(line);
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if (cols.length < 16) continue;
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const code = cols[IDX_CODE]?.trim();
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if (!code || !targetCodes.has(code)) continue;
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const longs = parseInt(cols[IDX_LEV_LONG]?.trim() ?? "0", 10);
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const shorts = parseInt(cols[IDX_LEV_SHORT]?.trim() ?? "0", 10);
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if (isNaN(longs) || isNaN(shorts)) continue;
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const total = longs + shorts;
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const net = longs - shorts;
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const weekDate = cols[IDX_DATE]?.trim() ?? "";
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const currency = (Object.entries(COT_CODES) as [Currency, string][])
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.find(([, c]) => c === code)?.[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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totalLev: total,
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weekDate,
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};
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}
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return result;
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}
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/** Gère les champs entourés de guillemets doubles dans un CSV */
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function splitCsvLine(line: string): string[] {
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const result: string[] = [];
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let current = "";
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let inQuotes = false;
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for (let i = 0; i < line.length; i++) {
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const ch = line[i];
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if (ch === '"') {
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inQuotes = !inQuotes;
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} else if (ch === "," && !inQuotes) {
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result.push(current);
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current = "";
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} else {
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current += ch;
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}
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}
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result.push(current);
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return result;
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}
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