FXMacroData for AutoGen

Give an AutoGen agent every public FXMacroData operation as a tool: macroeconomic releases, central-bank decisions, release calendars, FX reference rates, commodities, positioning and research tools. Each of the 87 REST operations and MCP tools becomes one autogen_core.tools.BaseTool whose name, description and parameter schema come straight from the public operation catalogue, so the model sees the same contract the documentation describes.

Explore FXMacroData

Install

Install the autogen-fxmacrodata wheel together with its fxmacrodata-platform-core and fxmacrodata-public-client dependencies. From the supplied packages directory:

python -m pip install ./fxmacrodata-public-client ./fxmacrodata-platform-core ./autogen-fxmacrodata

autogen-agentchat supplies the AssistantAgent used below; this package depends only on autogen-core.

Use with an agent

import asyncio

from autogen_agentchat.agents import AssistantAgent
from autogen_fxmacrodata import tools

agent = AssistantAgent(
    name="macro_analyst",
    model_client=model_client,
    tools=tools(
        api_key_env="FXMD_API_KEY",
        include=["indicator_history", "release_calendar", "latest_announcements"],
    ),
    system_message="Answer with the official release values and cite the source_url.",
)
result = asyncio.run(agent.run(task="What is the latest US policy rate decision?"))
print(result.messages[-1].content)

model_client is any AutoGen chat completion client. Omit include to expose every operation, or pass exclude to drop a few. MCP tools keep their mcp_ prefix. Unknown names raise ValueError before any request is made. A single operation can also be wrapped directly with FXMacroDataTool("indicator_history").

Credentials

Set FXMD_API_KEY (or any name you prefer) in your environment or secret manager and pass its name through api_key_env. The value is read only while a tool executes; it is never stored on the tools, never placed in a tool description or schema, and never shown to the model. A tool call that tries to pass an API key, token or URL as an argument is rejected before any request is made. Omitting api_key_env selects anonymous access, which serves the USD catalogue and is enough to evaluate the tools.

Bounded tool output

Every tool returns an FXMacroDataResult with operation, source_url, record_count, the first max_records records (default 200) and a truncated flag; AutoGen renders it to the model as compact JSON. The complete response envelope is included as response while the whole document fits in max_chars (default 60,000 characters); otherwise it is omitted and records are trimmed until the document fits, so a long history can never flood a model context. Failed reads set error on the result rather than raising, so the agent can adjust its arguments and retry. Reads run in a worker thread and never block the event loop.

For the complete, unbounded response in your own code, use the plain helper:

from autogen_fxmacrodata import fetch

batch = fetch("indicator_history", {"currency": "usd", "indicator": "policy_rate"})
batch.payload      # original response envelope
batch.records()    # list of records
batch.rows()       # tabular rows with record_json and response_json

Historical operations follow every page by default (complete_history=True, max_pages=1000). Calendar and observation times keep the API's original strings; nothing is inferred.

Full operation reference: https://fxmacrodata.com/documentation/reference?utm_source=github&utm_medium=referral&utm_campaign=autogen-fxmacrodata&utm_content=readme

Development

Run the offline tests with python -m pytest tests. They build the tools, run them against fixture responses and never call the live service.