@livefolio/fred

FRED (St. Louis Fed) macro time series adapter for @livefolio/sdk v0.4.

A DataFeed implementation that wraps FRED's series/observations REST endpoint. Pass-through: each FRED observation becomes a degenerate OHLCV bar (open=high=low=close=value, volume=0). Use it on its own for macro-only strategies, or compose with other feeds via RoutingDataFeed.

Install

npm install @livefolio/fred @livefolio/sdk

Usage

import { FredDataFeed } from '@livefolio/fred';
import type { Asset, DateRange } from '@livefolio/sdk';

const fred = new FredDataFeed({ apiKey: process.env.FRED_API_KEY! });

const dgs10: Asset = { kind: 'macro', id: 'DGS10', symbol: '10Y Treasury' };
const range: DateRange = { from: new Date('2024-01-01'), to: new Date('2025-01-01') };

for await (const bar of fred.bars(dgs10, range, '1d')) {
  console.log(bar.t.toISOString(), bar.close);
}

Composition with @livefolio/yfinance

import { RoutingDataFeed } from '@livefolio/sdk';
import { YfinanceDataFeed } from '@livefolio/yfinance';
import { FredDataFeed } from '@livefolio/fred';

const feed = new RoutingDataFeed({
  equity: new YfinanceDataFeed(),
  macro: new FredDataFeed({ apiKey: process.env.FRED_API_KEY! }),
});

Scope

• bars() only. No fundamentals(), no events().
• freq: '1d' only — anything else throws.
• kind: 'macro' only — anything else throws.
• Pass-through cadence: monthly series like CPIAUCSL yield sparse monthly bars when fetched as '1d'. Aggregation is the consumer's responsibility.

Configuration

Get a free API key from https://fred.stlouisfed.org/docs/api/api_key.html. The package never reads FRED_API_KEY from the environment automatically — pass it explicitly.

License

MIT