Triangular-arbitrage detection

Extraits de code

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

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

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

Exemple de réponse

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

{
    "data": {
        "legs": [
            {
                "pair": "EUR/USD",
                "rate": 1.08
            },
            {
                "pair": "USD/JPY",
                "rate": 150
            },
            {
                "pair": "JPY/EUR",
                "rate": 0.00617
            }
        ],
        "note": "product>1 means cycling in the given (forward) direction profits; otherwise the reverse cycle does. Edge below 1 bp is treated as no arbitrage.",
        "source": "FX-CROSS",
        "notional": 10000,
        "arbitrage": true,
        "direction": "reverse",
        "currencies": [
            "EUR",
            "USD",
            "JPY"
        ],
        "profit_pct": 0.046021,
        "cycle_product": 0.99954,
        "forward_cycle": "EUR -> USD -> JPY -> EUR",
        "start_currency": "EUR",
        "profit_on_notional": 4.60211697
    },
    "meta": {
        "timestamp": "2026-06-11T07:49:28.122Z",
        "request_id": "0c4b6c24-4e99-4036-a3dc-178f7567005a"
    },
    "status": "ok",
    "message": "Triangular arbitrage computed",
    "success": true
}