Add FXMacroData client

src/utilities/FxMacroDataClient.cs

@@ -0,0 +1,243 @@
+using System.Net;
+using System.Text;
+using System.Text.Json;
+
+namespace Utilities;
+
+public sealed class FxMacroDataClient
+{
+    private static readonly Uri DefaultBaseUri = new("https://fxmacrodata.com/api/v1/");
+
+    private readonly HttpClient _httpClient;
+    private readonly string _apiKey;
+    private readonly Uri _baseUri;
+
+    public FxMacroDataClient(string apiKey, HttpClient? httpClient = null, Uri? baseUri = null)
+    {
+        if (string.IsNullOrWhiteSpace(apiKey))
+        {
+            throw new ArgumentException("FXMacroData API key is required.", nameof(apiKey));
+        }
+
+        _apiKey = apiKey;
+        _httpClient = httpClient ?? new HttpClient();
+        _baseUri = NormalizeBaseUri(baseUri ?? DefaultBaseUri);
+    }
+
+    public static FxMacroDataClient FromEnvironment(HttpClient? httpClient = null, Uri? baseUri = null)
+    {
+        var apiKey = Environment.GetEnvironmentVariable("FXMACRODATA_API_KEY")
+            ?? Environment.GetEnvironmentVariable("FXMD_API_KEY");
+
+        if (string.IsNullOrWhiteSpace(apiKey))
+        {
+            throw new InvalidOperationException("Set FXMACRODATA_API_KEY or FXMD_API_KEY.");
+        }
+
+        return new FxMacroDataClient(apiKey, httpClient, baseUri);
+    }
+
+    public Task<JsonElement> GetAsync(
+        string path,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync(path, query, cancellationToken);
+
+    public Task<JsonElement> DataCatalogueAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"data_catalogue/{currency}", query, cancellationToken);
+
+    public Task<JsonElement> AnnouncementsAsync(
+        string currency,
+        string indicator,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"announcements/{currency}/{indicator}", query, cancellationToken);
+
+    public Task<JsonElement> LatestAnnouncementsAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"announcements/{currency}/latest", query, cancellationToken);
+
+    public Task<JsonElement> AnnouncementChangesAsync(
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync("announcements/changes", query, cancellationToken);
+
+    public Task<JsonElement> CalendarAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"calendar/{currency}", query, cancellationToken);
+
+    public Task<JsonElement> PredictionsAsync(
+        string currency,
+        string indicator,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"predictions/{currency}/{indicator}", query, cancellationToken);
+
+    public Task<JsonElement> ForexAsync(
+        string baseCurrency,
+        string quoteCurrency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"forex/{baseCurrency}/{quoteCurrency}", query, cancellationToken);
+
+    public Task<JsonElement> CotAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"cot/{currency}", query, cancellationToken);
+
+    public Task<JsonElement> CommodityAsync(
+        string indicator,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"commodities/{indicator}", query, cancellationToken);
+
+    public Task<JsonElement> CommoditiesLatestAsync(
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync("commodities/latest", query, cancellationToken);
+
+    public Task<JsonElement> CurvesAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"curves/{currency}", query, cancellationToken);
+
+    public Task<JsonElement> CurveProxiesAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"curve_proxies/{currency}", query, cancellationToken);
+
+    public Task<JsonElement> ForwardCurvesAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"forward_curves/{currency}", query, cancellationToken);
+
+    public Task<JsonElement> RateDifferentialsAsync(
+        string baseCurrency,
+        string quoteCurrency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"rate_differentials/{baseCurrency}/{quoteCurrency}", query, cancellationToken);
+
+    public Task<JsonElement> ForwardDifferentialsAsync(
+        string baseCurrency,
+        string quoteCurrency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"forward_differentials/{baseCurrency}/{quoteCurrency}", query, cancellationToken);
+
+    public Task<JsonElement> MarketSessionsAsync(
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync("market_sessions", query, cancellationToken);
+
+    public Task<JsonElement> RiskSentimentAsync(
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync("risk_sentiment", query, cancellationToken);
+
+    public Task<JsonElement> NewsAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"news/{currency}", query, cancellationToken);
+
+    public Task<JsonElement> PressReleasesAsync(
+        string currency,
+        IReadOnlyDictionary<string, string?>? query = null,
+        CancellationToken cancellationToken = default) =>
+        SendGetAsync($"press-releases/{currency}", query, cancellationToken);
+
+    public async Task<JsonElement> GraphQlAsync(
+        string query,
+        JsonElement? variables = null,
+        CancellationToken cancellationToken = default)
+    {
+        var body = JsonSerializer.Serialize(new
+        {
+            query,
+            variables
+        });
+
+        using var content = new StringContent(body, Encoding.UTF8, "application/json");
+        using var response = await _httpClient
+            .PostAsync(BuildUri("graphql"), content, cancellationToken)
+            .ConfigureAwait(false);
+
+        return await ParseJsonAsync(response, cancellationToken).ConfigureAwait(false);
+    }
+
+    public Uri BuildUri(string path, IReadOnlyDictionary<string, string?>? query = null)
+    {
+        var relativePath = path.TrimStart('/');
+        var uri = new Uri(_baseUri, relativePath);
+
+        var parameters = new List<KeyValuePair<string, string?>>
+        {
+            new("api_key", _apiKey)
+        };
+
+        if (query is not null)
+        {
+            parameters.InsertRange(0, query);
+        }
+
+        var queryString = string.Join(
+            "&",
+            parameters
+                .Where(pair => pair.Value is not null)
+                .Select(pair => $"{WebUtility.UrlEncode(pair.Key)}={WebUtility.UrlEncode(pair.Value)}"));
+
+        return new UriBuilder(uri)
+        {
+            Query = queryString
+        }.Uri;
+    }
+
+    private async Task<JsonElement> SendGetAsync(
+        string path,
+        IReadOnlyDictionary<string, string?>? query,
+        CancellationToken cancellationToken)
+    {
+        using var response = await _httpClient
+            .GetAsync(BuildUri(path, query), cancellationToken)
+            .ConfigureAwait(false);
+
+        return await ParseJsonAsync(response, cancellationToken).ConfigureAwait(false);
+    }
+
+    private static async Task<JsonElement> ParseJsonAsync(
+        HttpResponseMessage response,
+        CancellationToken cancellationToken)
+    {
+        var body = await response.Content.ReadAsStringAsync(cancellationToken).ConfigureAwait(false);
+        if (!response.IsSuccessStatusCode)
+        {
+            throw new HttpRequestException(
+                $"FXMacroData HTTP {(int)response.StatusCode}: {body}",
+                null,
+                response.StatusCode);
+        }
+
+        using var document = JsonDocument.Parse(body);
+        return document.RootElement.Clone();
+    }
+
+    private static Uri NormalizeBaseUri(Uri baseUri)
+    {
+        var value = baseUri.ToString();
+        return value.EndsWith("/", StringComparison.Ordinal)
+            ? baseUri
+            : new Uri(value + "/");
+    }
+}

tests/backtesting/UtilitesTests/FxMacroDataClientTests.cs

@@ -0,0 +1,95 @@
+using System;
+using System.Collections.Generic;
+using System.Net;
+using System.Net.Http;
+using System.Threading;
+using System.Threading.Tasks;
+using Utilities;
+using Xunit;
+
+namespace tests.backtesting.UtilitesTests;
+
+public class FxMacroDataClientTests
+{
+    [Fact]
+    public async Task ForexAsyncAddsApiKeyAndQueryParameters()
+    {
+        var handler = new CaptureHandler();
+        var client = new FxMacroDataClient(
+            "test-key",
+            new HttpClient(handler),
+            new Uri("https://example.com/api/v1/"));
+
+        var result = await client.ForexAsync(
+            "eur",
+            "usd",
+            new Dictionary<string, string?>
+            {
+                ["limit"] = "1"
+            });
+
+        Assert.True(result.GetProperty("ok").GetBoolean());
+        Assert.Equal(HttpMethod.Get, handler.LastRequest?.Method);
+        Assert.Equal(
+            "https://example.com/api/v1/forex/eur/usd?limit=1&api_key=test-key",
+            handler.LastRequest?.RequestUri?.ToString());
+    }
+
+    [Fact]
+    public void BuildUriPreservesFullEndpointSurface()
+    {
+        var client = new FxMacroDataClient(
+            "test-key",
+            new HttpClient(new CaptureHandler()),
+            new Uri("https://example.com/api/v1/"));
+
+        var paths = new[]
+        {
+            "data_catalogue/usd",
+            "announcements/usd/non_farm_payrolls",
+            "announcements/usd/latest",
+            "announcements/changes",
+            "calendar/usd",
+            "predictions/usd/non_farm_payrolls",
+            "forex/eur/usd",
+            "cot/usd",
+            "commodities/brent",
+            "commodities/latest",
+            "curves/usd",
+            "curve_proxies/usd",
+            "forward_curves/usd",
+            "rate_differentials/eur/usd",
+            "forward_differentials/eur/usd",
+            "market_sessions",
+            "risk_sentiment",
+            "news/usd",
+            "press-releases/usd",
+            "graphql"
+        };
+
+        foreach (var path in paths)
+        {
+            var uri = client.BuildUri(path);
+
+            Assert.StartsWith("https://example.com/api/v1/", uri.ToString());
+            Assert.Contains("api_key=test-key", uri.Query);
+        }
+    }
+
+    private sealed class CaptureHandler : HttpMessageHandler
+    {
+        public HttpRequestMessage? LastRequest { get; private set; }
+
+        protected override Task<HttpResponseMessage> SendAsync(
+            HttpRequestMessage request,
+            CancellationToken cancellationToken)
+        {
+            LastRequest = request;
+
+            return Task.FromResult(new HttpResponseMessage(HttpStatusCode.OK)
+            {
+                Content = new StringContent("{\"ok\":true}")
+            });
+        }
+    }
+}