API Documentation
For flexible, fast, low cost queries
Data done for you
This is a method whereby you provide the api with any price data you wish for rapid turnaround and much lower credits used.
Dynamic Spread: Provides a speread derived from a time-varying hedge ratio using a Kalman Filter.
OU Spread: Spread estimated using MLE on OU process
Static: Traditionally calculated spread using OLS
All price series must match in length
curl -X POST "https://api.cryptowizards.net/v1beta/spread" \
-H "Content-Type: application/json" \
-H "X-api-key: REPLACE_WITH_YOUR_API_KEY" \
-d '{
"series_1_closes": [1.1, 1.2, 1.3, 1.4],
"series_2_closes": [4.1, 4.2, 4.3, 4.4],
"spread_type": "Static",
"roll_w": 42,
"with_history": false
}'{
"spread": [],
"zscore": [],
"zscore_roll": [],
"hedge_ratio": 0.26066950897792207,
"half_life": 9.638801786487948,
"hurst": 1.3818318260575893,
"sigma0crossings": 7,
"sigma2crossings": 2,
"log_used": true,
"last_zscore": {
"zscore": -1.8292905507644137, // (normalised spread)
"zscore_roll": -1.0829753075040158
}
}{
"spread": [
0.040914855946655226,
-0.13086802745059822,
...,
],
"zscore": [
0.3799574955314287,
1.1514627231415435,
...
],
"zscore_roll": [
0.0,
...
-2.8941234586460354,
],
"hedge_ratio": 0.26066950897792207,
"half_life": 9.638801786487948,
"hurst": 1.3818318260575893,
"sigma0crossings": 7,
"sigma2crossings": 2,
"log_used": true,
"last_zscore": {
"zscore": -1.8292905507644137,
"zscore_roll": -1.0829753075040158
}
}