Service metadata

Code snippets

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

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

$ch = curl_init("https://api.oanor.com/sofraverages-api/v1/meta");
curl_setopt($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/sofraverages-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": "rates and meta take no parameters. accrual takes start (required, YYYY-MM-DD), end (optional, default latest) and principal (optional, default 1,000,000); it resolves each date to the nearest business day on-or-before and compounds via the SOFR Index (history covers roughly the last two years). history takes window (10-500 days, default 180). A 30-minute protective cache fronts the shared NY Fed upstream.",
        "source": "Federal Reserve Bank of New York markets API (SOFRAI + overnight SOFR), live",
        "service": "sofraverages-api",
        "endpoints": {
            "GET /v1/meta": "This document.",
            "GET /v1/rates": "Current 30/90/180-day SOFR Averages, the SOFR Index, term-slope read and overnight SOFR.",
            "GET /v1/accrual": "Realized compounded SOFR + interest between two dates via the SOFR Index (start=YYYY-MM-DD, end, principal).",
            "GET /v1/history": "Daily SOFR Averages & Index time series (window=180)."
        },
        "sofr_index": 1.2467126,
        "description": "SOFR Averages, Index & compounded accrual — the term reference rates that actually price SOFR-linked loans and floating-rate notes, live from the New York Fed's public markets API (no key, nothing stored). rates returns the 30/90/180-day compounded averages, the SOFR Index and a read of the term-average slope (with the overnight SOFR for context); accrual computes the realized compounded SOFR between any two dates straight from the SOFR Index — the exact arithmetic a loan servicer runs to settle an interest period; history returns the averages and index as a time series. The SOFR term-rate / accrual cut — distinct from the overnight money-market benchmark board (daily SOFR fixing, no compounded averages or index) and the funding-spread stress monitor (spreads between overnight rates, not term reference rates).",
        "average_30day": 3.59301,
        "upstream_status": "ok"
    },
    "meta": {
        "timestamp": "2026-06-12T10:34:32.457Z",
        "request_id": "787f5ba0-b192-40fa-8fb1-25fd1db64294"
    },
    "status": "ok",
    "message": "Meta",
    "success": true
}