ef2c6470fb
26-source OSINT intelligence engine with live Jarvis dashboard, auto-refresh via SSE, optional LLM layer (4 providers), delta/memory system, and Telegram breaking news alerts. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
109 lines
3.5 KiB
JavaScript
109 lines
3.5 KiB
JavaScript
// FRED — Federal Reserve Economic Data
|
|
// 840,000+ time series. Free API key required.
|
|
// Key indicators: yield curve, CPI, unemployment, money supply, GDP, fed funds rate
|
|
|
|
import { safeFetch, today, daysAgo } from '../utils/fetch.mjs';
|
|
|
|
const BASE = 'https://api.stlouisfed.org/fred';
|
|
|
|
// Key series IDs for macro intelligence
|
|
const KEY_SERIES = {
|
|
// Yield curve & rates
|
|
DFF: 'Fed Funds Rate',
|
|
DGS2: '2-Year Treasury Yield',
|
|
DGS10: '10-Year Treasury Yield',
|
|
DGS30: '30-Year Treasury Yield',
|
|
T10Y2Y: '10Y-2Y Spread (Yield Curve)',
|
|
T10Y3M: '10Y-3M Spread',
|
|
// Inflation
|
|
CPIAUCSL: 'CPI All Items',
|
|
CPILFESL: 'Core CPI (ex Food & Energy)',
|
|
PCEPI: 'PCE Price Index',
|
|
MICH: 'Michigan Inflation Expectations',
|
|
// Labor
|
|
UNRATE: 'Unemployment Rate',
|
|
PAYEMS: 'Nonfarm Payrolls',
|
|
ICSA: 'Initial Jobless Claims',
|
|
// Money & credit
|
|
M2SL: 'M2 Money Supply',
|
|
WALCL: 'Fed Balance Sheet Total Assets',
|
|
// Fear gauges
|
|
VIXCLS: 'VIX (Fear Index)',
|
|
BAMLH0A0HYM2: 'High Yield Spread (Credit Stress)',
|
|
// Commodities via FRED
|
|
DCOILWTICO: 'WTI Crude Oil',
|
|
GOLDAMGBD228NLBM: 'Gold Price (London Fix)',
|
|
// Housing
|
|
MORTGAGE30US: '30-Year Mortgage Rate',
|
|
// Global
|
|
DTWEXBGS: 'USD Trade Weighted Index',
|
|
};
|
|
|
|
// Get latest value for a series
|
|
async function getSeriesLatest(seriesId, apiKey) {
|
|
const params = new URLSearchParams({
|
|
series_id: seriesId,
|
|
api_key: apiKey,
|
|
file_type: 'json',
|
|
sort_order: 'desc',
|
|
limit: '5',
|
|
observation_start: daysAgo(90),
|
|
});
|
|
return safeFetch(`${BASE}/series/observations?${params}`);
|
|
}
|
|
|
|
// Briefing — pull all key indicators
|
|
export async function briefing(apiKey) {
|
|
if (!apiKey) {
|
|
return {
|
|
source: 'FRED',
|
|
error: 'No FRED API key. Get one free at https://fred.stlouisfed.org/docs/api/api_key.html',
|
|
hint: 'Set FRED_API_KEY environment variable',
|
|
};
|
|
}
|
|
|
|
const entries = Object.entries(KEY_SERIES);
|
|
const results = await Promise.all(
|
|
entries.map(async ([id, label]) => {
|
|
const data = await getSeriesLatest(id, apiKey);
|
|
const obs = data?.observations;
|
|
if (!obs?.length) return { id, label, value: null, date: null, recent: [] };
|
|
const latest = obs.find(o => o.value !== '.');
|
|
const validObs = obs.filter(o => o.value !== '.');
|
|
return {
|
|
id,
|
|
label,
|
|
value: latest ? parseFloat(latest.value) : null,
|
|
date: latest?.date || null,
|
|
recent: validObs.slice(0, 5).map(o => parseFloat(o.value)),
|
|
};
|
|
})
|
|
);
|
|
|
|
// Compute derived signals
|
|
const get = (id) => results.find(r => r.id === id)?.value;
|
|
const yieldCurve10y2y = get('T10Y2Y');
|
|
const yieldCurve10y3m = get('T10Y3M');
|
|
const vix = get('VIXCLS');
|
|
const hySpread = get('BAMLH0A0HYM2');
|
|
|
|
const signals = [];
|
|
if (yieldCurve10y2y !== null && yieldCurve10y2y < 0) signals.push('YIELD CURVE INVERTED (10Y-2Y) — recession signal');
|
|
if (yieldCurve10y3m !== null && yieldCurve10y3m < 0) signals.push('YIELD CURVE INVERTED (10Y-3M) — stronger recession signal');
|
|
if (vix !== null && vix > 30) signals.push(`VIX ELEVATED at ${vix} — high fear/volatility`);
|
|
if (vix !== null && vix > 40) signals.push(`VIX EXTREME at ${vix} — crisis-level fear`);
|
|
if (hySpread !== null && hySpread > 5) signals.push(`HIGH YIELD SPREAD WIDE at ${hySpread}% — credit stress`);
|
|
|
|
return {
|
|
source: 'FRED',
|
|
timestamp: new Date().toISOString(),
|
|
indicators: results.filter(r => r.value !== null),
|
|
signals,
|
|
};
|
|
}
|
|
|
|
if (process.argv[1]?.endsWith('fred.mjs')) {
|
|
const data = await briefing(process.env.FRED_API_KEY);
|
|
console.log(JSON.stringify(data, null, 2));
|
|
}
|