Service metadata

Code snippets

curl "https://api.oanor.com/fundingspread-api/v1/meta" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/fundingspread-api/v1/meta", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/fundingspread-api/v1/meta");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/fundingspread-api/v1/meta",
    headers={"x-oanor-key": "oanor_test_..."}
)

Example response

A real response from this endpoint, captured by the latest health check.

{
    "data": {
        "note": "spreads, distribution and meta take no parameters. history takes spread (sofr_effr default, sofr_obfr, sofr_bgcr, bgcr_tgcr) and days (10-250, default 90). All spreads are in basis points; SOFR − EFFR > 0 and rising is the repo-stress signal. A 30-minute protective cache fronts the NY Fed upstream (rates update each business morning).",
        "rates": [
            "sofr",
            "effr",
            "obfr",
            "bgcr",
            "tgcr"
        ],
        "source": "Federal Reserve Bank of New York markets API (SOFR, EFFR, OBFR, BGCR, TGCR), live",
        "service": "fundingspread-api",
        "spreads": [
            "sofr_effr",
            "sofr_obfr",
            "sofr_bgcr",
            "bgcr_tgcr"
        ],
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/history": "Time series of one spread with stress days counted (spread=sofr_effr, days=90).",
            "GET /v1/spreads": "The live rate board and every funding spread in bps, with a stress read.",
            "GET /v1/distribution": "SOFR's intraday percentile spread (99th−1st) as a funding-dispersion gauge."
        },
        "description": "Funding spreads & repo stress — the money-market spreads that signal whether US dollar funding is calm or seizing up, live from the NY Fed rates API (no key). spreads returns the live rate board and every spread in basis points (SOFR−EFFR the headline repo-stress gauge, SOFR−OBFR, SOFR−BGCR, BGCR−TGCR) with a funding-stress regime read; distribution returns SOFR's intraday percentile spread (99th−1st), a within-day dispersion gauge; history returns the time series of any spread with stress days counted. The funding-stress / money-market-spread cut — distinct from the raw NY-Fed rate-level feed (rates but not spreads), the central-bank-policy and yield-curve APIs. It is the gap between the rates.",
        "sofr_effr_bps": -3,
        "upstream_status": "ok"
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:35.172Z",
        "request_id": "1bf0de0e-7dc9-4682-aaed-ef690b3d6f15"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}