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.
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.
All price series must match in length
curl -X POST "https://api.cryptowizards.net/v1beta/zscores" \
-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
}'{
"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
}
}
}