feat(mcp-macro): add CFTC contract codes constants for COT report

services/mcp-macro/src/mcp_macro/cot_contracts.py

@@ -0,0 +1,36 @@
+"""Costanti CFTC: ticker → contract_market_code per TFF e Disaggregated.
+
+I codici CFTC (`cftc_contract_market_code`) sono pubblici e stabili nel tempo.
+Riferimento: https://www.cftc.gov/MarketReports/CommitmentsofTraders/
+"""
+from __future__ import annotations
+
+CFTC_BASE_URL = "https://publicreporting.cftc.gov/resource"
+TFF_DATASET_ID = "gpe5-46if"
+DISAGG_DATASET_ID = "72hh-3qpy"
+
+# TFF: equity/financial. Mapping ticker → cftc_contract_market_code.
+SYMBOL_TO_CFTC_CODE_TFF: dict[str, str] = {
+    "ES": "13874A",   # E-mini S&P 500
+    "NQ": "209742",   # E-mini Nasdaq-100
+    "RTY": "239742",  # E-mini Russell 2000
+    "ZN": "043602",   # 10-Year T-Note
+    "ZB": "020601",   # 30-Year T-Bond
+    "6E": "099741",   # Euro FX
+    "6J": "097741",   # Japanese Yen
+    "DX": "098662",   # US Dollar Index
+}
+
+# Disaggregated: commodities.
+SYMBOL_TO_CFTC_CODE_DISAGG: dict[str, str] = {
+    "CL": "067651",   # Crude Oil WTI
+    "GC": "088691",   # Gold
+    "SI": "084691",   # Silver
+    "HG": "085692",   # Copper
+    "ZW": "001602",   # Wheat
+    "ZC": "002602",   # Corn
+    "ZS": "005602",   # Soybeans
+}
+
+ALL_TFF_SYMBOLS: list[str] = list(SYMBOL_TO_CFTC_CODE_TFF.keys())
+ALL_DISAGG_SYMBOLS: list[str] = list(SYMBOL_TO_CFTC_CODE_DISAGG.keys())