API Documentation
For flexible, fast, low cost queries
Data done for you
This GET method entails extracting data for analysis on your behalf. Note this carries a higher credits requirement. It is recommended to send in your own price data using POST endpoints if possible to increase the number of requests that can be made and at faster speeds.
The Z-Score is simply the spread converted to having a mean of zero and standard deviation of 1. On the platform, we simply refer to this as the spread. This endpoint provides the latest number. For example, if the Z-Score is -2.0, a trader might decide to go long on symbol 2 and short on symbol 1 (i.e. going long on the spread).
The rolling Z-Score is the same calculation but on a rolling window bases.
curl -X GET "https://api.cryptowizards.net/v1beta/zscores?symbol_1=BTCUSDT\
&symbol_2=ETHUSDT&exchange=Binance&interval=Daily&period=365&spread_type=Static&roll_w=42\
&with_history=false" \
-H "Content-Type: application/json" \
-H "X-api-key: REPLACE_WITH_YOUR_API_KEY"{
"data": {
"zscore": -1.8319234794643324, // latest (normalised spread)
"zscore_roll": -1.0849313351490961 // latest
},
"history": null
}{
"data": {
"zscore": -1.8371637299593213, // latest (normalised spread)
"zscore_roll": -1.0888243025746907 // latest
},
"history": {
"spread": [
0.040914855946655226,
-0.012394409112054916,
...
],
"zscore": [
0.3800204829367012,
0.8366369696671615,
...
],
"zscore_roll": [
0.0,
...,
-0.32123719298235043,
],
"hedge_ratio": 0.26065945362141013,
"half_life": 9.665886757988284,
"hurst": 1.3818318260575893,
"sigma0crossings": 7,
"sigma2crossings": 2,
"log_used": true,
"last_zscore": {
"zscore": -1.8371637299593213,
"zscore_roll": -1.0888243025746907
}
}
}