Add FXMacroData client

cppsrc/StarQuant/CMakeLists.txt

@@ -2,6 +2,7 @@ include_directories(${StarQuantCpp_SOURCE_DIR}/StarQuant)
 set(StarQuantCppSrc
   ./Common/datastruct.cpp
   ./Common/util.cpp
+  ./Common/fxmacrodata.cpp
   ./Common/logger.cpp
   ./Common/config.cpp
   ./Common/msgq.cpp
@@ -43,4 +44,4 @@ target_link_libraries(starquant
   m)
 set(SQSERVER_SRC  ./Services/sqserver.cpp )
 add_executable(apiserver.exe ${SQSERVER_SRC})
-TARGET_LINK_LIBRARIES(apiserver.exe starquant)
+TARGET_LINK_LIBRARIES(apiserver.exe starquant)

cppsrc/StarQuant/Common/fxmacrodata.cpp

@@ -0,0 +1,200 @@
+/*****************************************************************************
+ * Copyright [2026]
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ *****************************************************************************/
+
+#include <Common/fxmacrodata.h>
+
+#include <cctype>
+#include <iomanip>
+#include <sstream>
+#include <stdexcept>
+
+namespace StarQuant {
+namespace {
+
+std::string trimTrailingSlash(std::string value) {
+    while (!value.empty() && value.back() == '/') {
+        value.pop_back();
+    }
+    return value;
+}
+
+std::string ensureLeadingSlash(const std::string& path) {
+    if (!path.empty() && path.front() == '/') {
+        return path;
+    }
+    return "/" + path;
+}
+
+std::string lower(std::string value) {
+    for (char& ch : value) {
+        ch = static_cast<char>(std::tolower(static_cast<unsigned char>(ch)));
+    }
+    return value;
+}
+
+std::string encode(const std::string& value) {
+    std::ostringstream out;
+    out << std::uppercase << std::hex;
+    for (unsigned char ch : value) {
+        if (std::isalnum(ch) || ch == '-' || ch == '_' || ch == '.' || ch == '~') {
+            out << static_cast<char>(ch);
+        } else {
+            out << '%' << std::setw(2) << std::setfill('0') << static_cast<int>(ch);
+        }
+    }
+    return out.str();
+}
+
+}  // namespace
+
+FxMacroDataClient::FxMacroDataClient(std::string api_key,
+                                     std::string base_url,
+                                     Transport transport)
+    : api_key_(std::move(api_key)),
+      base_url_(trimTrailingSlash(std::move(base_url))),
+      transport_(std::move(transport)) {}
+
+std::string FxMacroDataClient::buildUrl(const std::string& path, QueryParams params) const {
+    if (!api_key_.empty()) {
+        params.push_back({"api_key", api_key_});
+    }
+
+    std::ostringstream url;
+    url << base_url_ << ensureLeadingSlash(path);
+    char separator = '?';
+    for (const auto& param : params) {
+        url << separator << encode(param.first) << '=' << encode(param.second);
+        separator = '&';
+    }
+    return url.str();
+}
+
+std::string FxMacroDataClient::send(const std::string& method,
+                                    const std::string& path,
+                                    QueryParams params,
+                                    const std::string& body) const {
+    if (!transport_) {
+        throw std::runtime_error("FxMacroDataClient requires a transport callback");
+    }
+    return transport_(method, buildUrl(path, std::move(params)), body);
+}
+
+std::string FxMacroDataClient::dataCatalogue(const std::string& currency,
+                                             QueryParams params) const {
+    return send("GET", "/data_catalogue/" + encode(lower(currency)), std::move(params));
+}
+
+std::string FxMacroDataClient::announcements(const std::string& currency,
+                                             const std::string& indicator,
+                                             QueryParams params) const {
+    return send("GET", "/announcements/" + encode(lower(currency)) + "/" + encode(indicator),
+                std::move(params));
+}
+
+std::string FxMacroDataClient::latestAnnouncements(const std::string& currency,
+                                                   QueryParams params) const {
+    return send("GET", "/announcements/" + encode(lower(currency)) + "/latest",
+                std::move(params));
+}
+
+std::string FxMacroDataClient::announcementChanges(QueryParams params) const {
+    return send("GET", "/announcements/changes", std::move(params));
+}
+
+std::string FxMacroDataClient::calendar(const std::string& currency,
+                                        QueryParams params) const {
+    return send("GET", "/calendar/" + encode(lower(currency)), std::move(params));
+}
+
+std::string FxMacroDataClient::predictions(const std::string& currency,
+                                           const std::string& indicator,
+                                           QueryParams params) const {
+    return send("GET", "/predictions/" + encode(lower(currency)) + "/" + encode(indicator),
+                std::move(params));
+}
+
+std::string FxMacroDataClient::forex(const std::string& base,
+                                     const std::string& quote,
+                                     QueryParams params) const {
+    return send("GET", "/forex/" + encode(lower(base)) + "/" + encode(lower(quote)),
+                std::move(params));
+}
+
+std::string FxMacroDataClient::cot(const std::string& currency,
+                                   QueryParams params) const {
+    return send("GET", "/cot/" + encode(lower(currency)), std::move(params));
+}
+
+std::string FxMacroDataClient::commodity(const std::string& indicator,
+                                         QueryParams params) const {
+    return send("GET", "/commodities/" + encode(indicator), std::move(params));
+}
+
+std::string FxMacroDataClient::commoditiesLatest(QueryParams params) const {
+    return send("GET", "/commodities/latest", std::move(params));
+}
+
+std::string FxMacroDataClient::curves(const std::string& currency,
+                                      QueryParams params) const {
+    return send("GET", "/curves/" + encode(lower(currency)), std::move(params));
+}
+
+std::string FxMacroDataClient::curveProxies(const std::string& currency,
+                                            QueryParams params) const {
+    return send("GET", "/curve_proxies/" + encode(lower(currency)), std::move(params));
+}
+
+std::string FxMacroDataClient::forwardCurves(const std::string& currency,
+                                             QueryParams params) const {
+    return send("GET", "/forward_curves/" + encode(lower(currency)), std::move(params));
+}
+
+std::string FxMacroDataClient::rateDifferentials(const std::string& base,
+                                                 const std::string& quote,
+                                                 QueryParams params) const {
+    return send("GET", "/rate_differentials/" + encode(lower(base)) + "/" + encode(lower(quote)),
+                std::move(params));
+}
+
+std::string FxMacroDataClient::forwardDifferentials(const std::string& base,
+                                                    const std::string& quote,
+                                                    QueryParams params) const {
+    return send("GET", "/forward_differentials/" + encode(lower(base)) + "/" + encode(lower(quote)),
+                std::move(params));
+}
+
+std::string FxMacroDataClient::marketSessions(QueryParams params) const {
+    return send("GET", "/market_sessions", std::move(params));
+}
+
+std::string FxMacroDataClient::riskSentiment(QueryParams params) const {
+    return send("GET", "/risk_sentiment", std::move(params));
+}
+
+std::string FxMacroDataClient::news(const std::string& currency,
+                                    QueryParams params) const {
+    return send("GET", "/news/" + encode(lower(currency)), std::move(params));
+}
+
+std::string FxMacroDataClient::pressReleases(const std::string& currency,
+                                             QueryParams params) const {
+    return send("GET", "/press-releases/" + encode(lower(currency)), std::move(params));
+}
+
+std::string FxMacroDataClient::graphql(const std::string& query,
+                                       const std::string& variables_json) const {
+    return send("POST", "/graphql", {},
+                "{\"query\":\"" + query + "\",\"variables\":" + variables_json + "}");
+}
+
+std::string FxMacroDataClient::request(const std::string& path,
+                                       QueryParams params,
+                                       std::string method,
+                                       std::string body) const {
+    return send(std::move(method), path, std::move(params), body);
+}
+
+}  // namespace StarQuant

cppsrc/StarQuant/Common/fxmacrodata.h

@@ -0,0 +1,77 @@
+/*****************************************************************************
+ * Copyright [2026]
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ *****************************************************************************/
+#ifndef CPPSRC_STARQUANT_COMMON_FXMACRODATA_H_
+#define CPPSRC_STARQUANT_COMMON_FXMACRODATA_H_
+
+#include <functional>
+#include <string>
+#include <utility>
+#include <vector>
+
+namespace StarQuant {
+
+class FxMacroDataClient {
+ public:
+    using QueryParams = std::vector<std::pair<std::string, std::string>>;
+    using Transport = std::function<std::string(const std::string& method,
+                                                const std::string& url,
+                                                const std::string& body)>;
+
+    explicit FxMacroDataClient(std::string api_key = "",
+                               std::string base_url = "https://api.fxmacrodata.com/v1",
+                               Transport transport = nullptr);
+
+    std::string dataCatalogue(const std::string& currency, QueryParams params = {}) const;
+    std::string announcements(const std::string& currency,
+                              const std::string& indicator,
+                              QueryParams params = {}) const;
+    std::string latestAnnouncements(const std::string& currency, QueryParams params = {}) const;
+    std::string announcementChanges(QueryParams params = {}) const;
+    std::string calendar(const std::string& currency, QueryParams params = {}) const;
+    std::string predictions(const std::string& currency,
+                            const std::string& indicator,
+                            QueryParams params = {}) const;
+    std::string forex(const std::string& base, const std::string& quote,
+                      QueryParams params = {}) const;
+    std::string cot(const std::string& currency, QueryParams params = {}) const;
+    std::string commodity(const std::string& indicator, QueryParams params = {}) const;
+    std::string commoditiesLatest(QueryParams params = {}) const;
+    std::string curves(const std::string& currency, QueryParams params = {}) const;
+    std::string curveProxies(const std::string& currency, QueryParams params = {}) const;
+    std::string forwardCurves(const std::string& currency, QueryParams params = {}) const;
+    std::string rateDifferentials(const std::string& base,
+                                  const std::string& quote,
+                                  QueryParams params = {}) const;
+    std::string forwardDifferentials(const std::string& base,
+                                     const std::string& quote,
+                                     QueryParams params = {}) const;
+    std::string marketSessions(QueryParams params = {}) const;
+    std::string riskSentiment(QueryParams params = {}) const;
+    std::string news(const std::string& currency, QueryParams params = {}) const;
+    std::string pressReleases(const std::string& currency, QueryParams params = {}) const;
+    std::string graphql(const std::string& query,
+                        const std::string& variables_json = "{}") const;
+    std::string request(const std::string& path,
+                        QueryParams params = {},
+                        std::string method = "GET",
+                        std::string body = "") const;
+
+    std::string buildUrl(const std::string& path, QueryParams params = {}) const;
+
+ private:
+    std::string api_key_;
+    std::string base_url_;
+    Transport transport_;
+
+    std::string send(const std::string& method,
+                     const std::string& path,
+                     QueryParams params,
+                     const std::string& body = "") const;
+};
+
+}  // namespace StarQuant
+
+#endif  // CPPSRC_STARQUANT_COMMON_FXMACRODATA_H_