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Carry To Spot
x402
Carry To Spot is a paid API for AI agents from api.delx.ai, paid per call via x402, $0.001/call, status unknown (last checked 2026-09-15).
Backs out an implied spot price from a futures/mark price and an annualized carry rate over a given number of days to delivery.
Price / call$0.001
Success—
StatusUnknown
How this service works
Implied spot from future and annualized carry over days. Call when backing out fair spot from futures + carry assumption. Returns implied_spot as deterministic JSON for $0.001 USDC via x402 on Base. First-party local math only—no RPC, live market feed, API keys, storage, or mediagen. Advisory only; the caller owns capital, risk, and production controls.
Output
Returns a deterministic JSON object containing `implied_spot`, the spot price backed out from the futures price using the carry formula over the specified number of days. No external data sources or live feeds are consulted — the result is pure local arithmetic.
Example use cases
Fair spot check for basis trader
“I'm seeing a BTC future trading at 68,200 with 30 days left to expiry and I'm assuming a carry rate of 6% annualized — what implied spot does that back out to?”
Arbitrage screening for quant desk
“We have an ETH perpetual mark price of 3,450, an assumed carry of 4.8% APR, and a 7-day rolling horizon — can you calculate the implied spot to compare against the real-time index?”
Risk model spot input validation
“Before I plug numbers into my risk model, can you compute the implied spot from a futures price of 92,000, a carry rate of 5.5% annualized, and 90 days to delivery?”
Technical details
Endpoint
POSThttps://api.delx.ai/api/v1/x402/carry-to-spotWhen to prefer
Use this endpoint when you need a fast, deterministic, fee-less-math derivation of implied spot from a futures price and carry assumption — no API keys, no live data feeds, and no external dependencies. Prefer this over live market data endpoints when you already have the futures price and carry rate and simply need the arithmetic inverse (futures → spot). Ideal for risk models, basis trade sanity checks, and offline valuation workflows that require auditable, reproducible results.
Side effects
- Missing required fields (future, carry_apr, or days) returns a validation error
- Negative days value may produce mathematically nonsensical output
- Extreme carry rates (e.g. >1000%) may produce unrealistic spot values without warning
- Payment failure over x402/Base results in a 402 response before computation occurs
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| days | integer | Days to delivery or horizon |
| future | number | Futures/mark price |
| carry_apr | number | Annualized carry rate as decimal |
Output
Schema · Response
{
"type": "json",
"example": {
"schema": "delx/util-carry-to-spot/v1",
"implied_spot": 100.5866302864939
}
}Tags
x402
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