US bond-market signal
US bond-market signal: yield curve, credit spreads, real yields (no params)
Answeringour last check, 2026-09-24
1 of 1checks answered this week
740 msmedian answer time
$0.05listed price per call
$0.05price it asked us
Paid test badge: not yet. The checks above are free: we call the tool without paying and read the payment request it sends back. The Verified badge needs paid calls whose answers match the promised output, and nobody can buy a badge.
Endpoint
GET https://rates.lonestaroracle.xyz/rates
| Category | Market data |
|---|---|
| Provider host | rates.lonestaroracle.xyz |
| Networks | eip155:8453, solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp |
| Payment schemes | exact |
| Self-reported calls, 30 days | 5 from 2 payers (the provider's figure, not ours) |
Our checks, last 30 days
| Day | Result | HTTP | Asked | Time |
|---|---|---|---|---|
| 2026-09-24 | valid payment request | 402 | $0.05 | 740 ms |
Example input (from the provider)
{
"method": "GET",
"type": "http"
}
Promised output schema (from the provider)
{
"category": "markets",
"description": "US bond-market signal, made agent-callable. One x402 call (no parameters) returns the yield curve (the 2s10s and 3m10y spreads, inversion status, steepening vs flattening trend, and a recession flag off the NY Fed's 3m10y), credit spreads (ICE BofA investment-grade and high-yield option-adjusted spreads, each scored against its own 1-year history so 'HY at the 8th percentile' reads as calm vs stressed, plus week-over-week widening), real yields and 10-year inflation breakevens, and a combined rates-regime read (expansion / late_cycle / credit_stress / mixed). The bond market's read that sits alongside MacroPulse and LiquidityPulse, served pay-per-call. $0.05 in USDC on Base via x402. Source: FRED / Federal Reserve (free/public).",
"name": "RatesPulse",
"properties": {
"input": {
"properties": {
"method": {
"enum": [
"GET",
"HEAD",
"DELETE"
],
"type": "string"
},
"queryParams": {
"properties": {},
"type": "object"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"credit": {
"hy_oas_bps": 270,
"hy_pctile_1y": 8,
"hy_wow_change_bps": 0,
"ig_oas_bps": 81,
"stress": "calm"
},
"curve": {
"recession_flag": false,
"s2s10s_bps": 52,
"s3m10y_bps": 85,
"status": "normal",
"trend": "steepening",
"yields_pct": {
"10y": 4.72,
"2y": 4.19,
"30y": 5.31,
"3m": 3.87
}
},
"inflation": {
"breakeven_10y_pct": 2.3,
"read": "real_yields_elevated",
"real_yield_10y_pct": 2.44
},
"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."
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"tags": [
"rates",
"bonds",
"yield-curve",
"credit-spreads",
"fixed-income",
"macro",
"fed"
],
"type": "object",
"version": "1.0.0"
}