feat(mcp-macro): fetch_cot_disaggregated async fetcher with cache

2026-04-29 00:03:53 +02:00
parent 66bcab05f9
commit 2474445b4c
2 changed files with 83 additions and 0 deletions
@@ -664,3 +664,43 @@ async def fetch_cot_tff(symbol: str, lookback_weeks: int = 52) -> dict[str, Any]
    _COT_CACHE[key] = out
    _COT_CACHE_TS[key] = now
    return out
+
+
+async def fetch_cot_disaggregated(symbol: str, lookback_weeks: int = 52) -> dict[str, Any]:
+    """Fetch COT Disaggregated report per simbolo commodity. Returns ASC by date."""
+    import time
+
+    symbol = symbol.upper()
+    if symbol not in SYMBOL_TO_CFTC_CODE_DISAGG:
+        return {"error": "unknown_symbol", "available": ALL_DISAGG_SYMBOLS}
+
+    key = (symbol, "disaggregated", lookback_weeks)
+    now = time.monotonic()
+    if key in _COT_CACHE and (now - _COT_CACHE_TS[key]) < _COT_TTL:
+        return _COT_CACHE[key]
+
+    code = SYMBOL_TO_CFTC_CODE_DISAGG[symbol]
+    url = f"{CFTC_BASE_URL}/{DISAGG_DATASET_ID}.json"
+    async with async_client(timeout=10.0) as client:
+        resp = await client.get(
+            url,
+            params={
+                "cftc_contract_market_code": code,
+                "$order": "report_date_as_yyyy_mm_dd DESC",
+                "$limit": str(lookback_weeks),
+            },
+        )
+    if resp.status_code != 200:
+        return {"symbol": symbol, "report_type": "disaggregated", "rows": [], "error": "cftc_unavailable"}
+    raw_rows = resp.json() or []
+    parsed = [parse_disagg_row(r) for r in raw_rows]
+    parsed.sort(key=lambda r: r["report_date"])
+    out = {
+        "symbol": symbol,
+        "report_type": "disaggregated",
+        "rows": parsed,
+        "data_timestamp": datetime.now(UTC).isoformat(),
+    }
+    _COT_CACHE[key] = out
+    _COT_CACHE_TS[key] = now
+    return out