# RatesPulse

> 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

## Facts

- Endpoint: GET https://rates.lonestaroracle.xyz/rates
- Price: $0.05/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-15
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/ratespulse-e450f00e
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_yVoIiE0782-Mxo9DIz9tP

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability ratespulse-e450f00e
```

Example prompt: What's the bond market saying right now — is the yield curve steepening or inverted, where are credit spreads relative to history, and what's the overall rates regime?

## When to prefer this

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.

## Known failure modes

- 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

## 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.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "properties": {
   "type": "string"
  }
 }
}
```

## Response schema (JSON Schema)

```json
{
 "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
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/ratespulse-e450f00e/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from rates.lonestaroracle.xyz](https://www.zero.xyz/host/rates.lonestaroracle.xyz/llms.txt)