Time series of one spread with stress days counted

Extraits de code

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

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

$ch = curl_init("https://api.oanor.com/fundingspread-api/v1/history");
curl_setopt($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/history",
    headers={"x-oanor-key": "oanor_test_..."}
)

Exemple de réponse

Une réponse réelle de ce endpoint, capturée lors du dernier contrôle de santé.

{
    "data": {
        "days": 90,
        "note": "Daily SOFR − EFFR (secured vs unsecured) in basis points. stress_days counts days the spread reached +5 bps or more (secured-funding stress). Read fresh per call, lightly cached.",
        "label": "SOFR − EFFR (secured vs unsecured)",
        "source": "Federal Reserve Bank of New York",
        "spread": "sofr_effr",
        "avg_bps": -0.1,
        "history": [
            {
                "date": "2026-02-02",
                "a_rate": 3.69,
                "b_rate": 3.64,
                "spread_bps": 5
            },
            {
                "date": "2026-02-03",
                "a_rate": 3.69,
                "b_rate": 3.64,
                "spread_bps": 5
            },
            {
                "date": "2026-02-04",
                "a_rate": 3.65,
                "b_rate": 3.64,
                "spread_bps": 1
            },
            {
                "date": "2026-02-05",
                "a_rate": 3.65,
                "b_rate": 3.64,
                "spread_bps": 1
            },
            {
                "date": "2026-02-06",
                "a_rate": 3.64,
                "b_rate": 3.64,
                "spread_bps": 0
            },
            {
                "date": "2026-02-09",
                "a_rate": 3.63,
                "b_rate": 3.64,
                "spread_bps": -1
            },
            {
                "date": "2026-02-10",
                "a_rate": 3.65,
                "b_rate": 3.64,
                "spread_bps": 1
            },
            {
                "date": "2026-02-11",
                "a_rate": 3.65,
                "b_rate": 3.64,
                "spread_bps": 1
            },
            {
                "date": "2026-02-12",
                "a_rate": 3.65,
                "b_rate": 3.64,
                "spread_bps": 1
            },
            {
                "date": "2026-02-13",
                "a_rate": 3.66,
                "b_rate": 3.64,
                "spread_bps": 2
            },
            {
                "date": "2026-02-17",
                "a_rate": 3.71,
                "b_rate": 3.64,
                "spread_bps": 7
            },
            {
                "date": "2026-02-18",
                "a_rate": 3.73,
                "b_rate": 3.64,
                "spread_bps": 9
            },
            {
                "date": "2026-02-19",
                "a_rate": 3.67,
                "b_rate": 3.64,
                "spread_bps": 3
            },
            {
                "date": "2026-02-20",
                "a_rate": 3.66,
                "b_rate": 3.64,
                "spread_bps": 2
            },
            {
                "date": "2026-02-23",
                "a_rate": 3.66,
                "b_rate": 3.64,
                "spread_bps": 2
            },
            {
                "date": "2026-02-24",
                "a_rate": 3.67,
                "b_rate": 3.64,
                "s
…