Forward curve

HTTP Request

GET /api/v1/global/data/forwardCurve

Get real-time Forward curve for fixed and constant maturities

Supported exchanges and assets (baseCurrency/quoteCurrency)
DERIBIT: BTC/USD, ETH/USD, SOL/USDC, XRP/USDC
OKX: BTC/USD, ETH/USD
BYBIT: BTC/USDC, ETH/USDC, SOL/USDC

Request Parameters

Parameter	Type	Required	Description
baseCurrency	String	Yes	Base currency ticker: `BTC`, `ETH`, `SOL`, `XRP`
quoteCurrency	String	Yes	Quote currency ticker: `USD`, `USDC`
source	String	Yes	Exchange type: `DERIBIT`, `OKX`, `BYBIT`

Response Parameters

Parameter	Type	Description
baseCurrency	String	Base currency
quoteCurrency	String	Quote currency
source	String	User defined source
fixedYield	Model	annualized rates for fixed expires
constMatYield	Model	annualized rates for constant expires: `1D`, `1W`, `2W`, `1M`, `2M`, `3M`, `6M`, `9M`, `12M`

Request Example
GET /api/v1/global/data/forwardCurve?baseCurrency=BTC&quoteCurrency=USD&source=DERIBIT

Response Example
{
    "baseCurrency": "BTC",
    "quoteCurrency": "USD",
    "source": "DERIBIT",
    "fixedYields": [
        {
            "expirationTimestamp": 1718352000,
            "value": 0.1561532310718591
        },
        {
            "expirationTimestamp": 1735286400,
            "value": 0.14415643524107755
        },
        {
            "expirationTimestamp": 1743148800,
            "value": 0.13954921003025325
        },
        {
            "expirationTimestamp": 1717747200,
            "value": 0.3628668037340963
        },
        {
            "expirationTimestamp": 1719561600,
            "value": 0.1470018310795815
        },
        {
            "expirationTimestamp": 1727424000,
            "value": 0.14764673937336514
        },
        {
            "expirationTimestamp": 1721980800,
            "value": 0.15750443211996895
        }
    ],
    "constMatYields": [
        {
            "expirationTimestamp": 1717797414,
            "constMat": "1D",
            "value": 0.23554088154725927
        },
        {
            "expirationTimestamp": 1718315814,
            "constMat": "1W",
            "value": 0.1568932223240517
        },
        {
            "expirationTimestamp": 1718920614,
            "constMat": "2W",
            "value": 0.14957164140531276
        },
        {
            "expirationTimestamp": 1720303014,
            "constMat": "1M",
            "value": 0.1523040418642465
        },
        {
            "expirationTimestamp": 1722981414,
            "constMat": "2M",
            "value": 0.1541648144836798
        },
        {
            "expirationTimestamp": 1725659814,
            "constMat": "3M",
            "value": 0.14936294727044397
        },
        {
            "expirationTimestamp": 1733522214,
            "constMat": "6M",
            "value": 0.14463754087039232
        },
        {
            "expirationTimestamp": 1741298214,
            "constMat": "9M",
            "value": 0.14035722994002897
        },
        {
            "expirationTimestamp": 1749247014,
            "constMat": "12M",
            "value": 0.1375576874589728
        }
    ]
}