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Agent Exchange Macro Regime
x402
Agent Exchange Macro Regime is a paid API for AI agents from store.agentexchange.work, paid per call via x402, $0.05/call, status unknown (last checked 2026-09-14).
Returns the current US yield curve regime classification (e.g. NORMAL / LATE-CYCLE) with spread levels, evidence, and confidence based on trailing Treasury data.
Price / call$0.05
Success—
StatusUnknown
How this service works
Machine-payable data APIs for AI agents across web search, on-chain reads, trading data, market judgment, and AI visibility. The canonical x402 catalog currently exposes 85 paid routes. Pay per call in USDC via x402 on Base. No API keys, no signup.
Output
A JSON object containing: the regime label (e.g. 'NORMAL / LATE-CYCLE'), today's date, point-in-time Treasury yields for 3m/2y/10y/30y, key spread values in basis points (2s10s, 3m10y, 10s30s), an array of human-readable evidence strings supporting the regime call, a confidence rating (low/medium/high), and the 20-day directional change in basis points.
Example use cases
Morning macro briefing for trader
“Give me today's yield curve regime and the key spread levels — 2s10s, 3m10y — plus whether the curve direction has been flattening or steepening over the last 20 days.”
Recession signal monitoring in agent workflow
“Check whether the yield curve is currently inverted and tell me the model's confidence in the regime call — I want to know if we're in a warning zone for recession.”
Portfolio risk context for allocation decision
“I'm reviewing my bond allocation — what macro regime is the yield curve signaling right now, and what's the evidence behind that classification?”
Technical details
Endpoint
GEThttps://store.agentexchange.work/macro/regimeWhen to prefer
Use this endpoint when you need a structured, interpreted macro regime signal derived from the US Treasury yield curve — not just raw yield data. It is ideal for agents that need a single authoritative regime label with supporting evidence rather than computing spreads themselves from raw FRED or Bloomberg data. Prefer it over generic rate data APIs when regime classification, confidence scoring, and directional momentum are all required in one call.
Side effects
- Missing or stale upstream Treasury data may result in a 503 or degraded confidence rating
- Invalid lookback parameter (non-numeric or out-of-range) may return a 400 error
- Network timeout if underlying data feed is slow
- Response may carry 'low' confidence when curve shape is ambiguous near inflection points
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| properties | string |
Output
Schema · Response
{
"type": "json",
"example": {
"as_of": "2026-07-24",
"curve": {
"2y": 4.33,
"3m": 3.96,
"10y": 4.69,
"30y": 5.16
},
"regime": "NORMAL / LATE-CYCLE",
"spreads": {
"2s10s_bps": 36,
"3m10y_bps": 73,
"10s30s_bps": 47
},
"evidence": [
"2s10s positive at +36bp -- not inverted"
],
"confidence": "medium",
"direction_bps_20d": -8
}
}Tags
x402
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