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RatesPulse
x402
RatesPulse is a paid API for AI agents from rates.lonestaroracle.xyz, paid per call via x402, $0.05/call, status unknown (last checked 2026-09-15).
Returns a snapshot of US bond-market signals including yield curve shape, credit spreads, real yields, and a macro regime classification
Price / call$0.05
Success—
StatusUnknown
How this service works
US net liquidity (Fed balance sheet minus RRP minus TGA) with trend and regime. FRED data.
Output
A JSON object containing: yield curve section (2s10s and 3m10y spreads in bps, inversion status, steepening/flattening trend, recession flag), credit section (IG and HY option-adjusted spreads in bps, HY 1-year percentile rank, week-over-week change), policy section (fed funds rate), inflation section (10y breakeven and real yield), and a top-level regime signal (expansion / late_cycle / credit_stress / mixed) plus a plain-English summary sentence.
Example use cases
Morning macro brief for portfolio manager
“Pull me the latest US rates snapshot — I want to know if the yield curve is inverted, where HY and IG spreads sit versus their 1-year history, and whether the regime reads as expansion or late cycle.”
Recession risk monitoring for strategy team
“Check the bond market signals for me: is the 3m10y curve still inverted, has the recession flag flipped, and what are real yields and breakeven inflation doing right now?”
Credit stress check before risk deployment
“Before we put capital to work, can you tell me whether credit markets are calm or stressed — specifically where HY OAS spreads are in their 1-year percentile range and if there's been any notable week-over-week widening?”
Technical details
Endpoint
GEThttps://rates.lonestaroracle.xyz/ratesWhen to prefer
Choose RatesPulse when you need a pre-computed, agent-ready bond-market snapshot that combines yield curve shape, credit spread stress scoring, real yields, and a regime classification in a single no-parameter call. It is ideal for macro monitoring workflows, daily briefing agents, or risk systems that need a quick read on US fixed-income conditions without wiring up multiple FRED API calls. Prefer alternatives if you need granular historical time series, non-US bond markets, or equity-market signals.
Side effects
- FRED data source temporarily unavailable — endpoint may return stale or error response
- Network timeout if upstream data fetch exceeds threshold
- 402 Payment Required if USDC payment via x402 is not included or fails
- Malformed response if schema version mismatch occurs
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| properties | string |
Output
Schema · Response
{
"type": "object",
"format": "json",
"example": {
"curve": {
"trend": "steepening",
"status": "normal",
"s2s10s_bps": 52,
"s3m10y_bps": 85,
"yields_pct": {
"2y": 4.19,
"3m": 3.87,
"10y": 4.72,
"30y": 5.31
},
"recession_flag": false
},
"credit": {
"stress": "calm",
"hy_oas_bps": 270,
"ig_oas_bps": 81,
"hy_pctile_1y": 8,
"hy_wow_change_bps": 0
},
"policy": {
"fed_funds_pct": 3.63
},
"signal": "expansion",
"source": "Federal Reserve Economic Data (FRED)",
"summary": "10Y-2Y positive at +52bps (steepening); credit calm (HY 270bps, 8th pct of 1yr); 10Y real yield 2.44%. Regime: expansion.",
"inflation": {
"read": "real_yields_elevated",
"breakeven_10y_pct": 2.3,
"real_yield_10y_pct": 2.44
}
}
}Tags
x402
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