Market vs. asset regime cascade divergence for one symbol — score delta, per-horizon breakdown, severity, and one-line interpretation. Novel cross-asset positioning read: "where is this asset out-of-step with the macro?" Companion to /market-pulse/divergences (which scans the universe); this endpoint drills into one asset.

Per-asset macro regime context — current regime id, confidence, days-in-regime streak, conditional forward-return stats at 1d/7d/14d/30d, and top historical regime transitions. Grounds sizing in what historically happens next.

Cross-class positioning panels per asset — futures funding stress, options 1M risk-reversal skew, order-book imbalance, and 7-day taker buy/sell ratio. Each panel: current z, percentile, 30-day sparkline, one-line narrative. Response carries a _next block with active-signals / thesis / regime-context / top-setups / peer-cluster so an agent can go from positioning read to per-asset conviction, historical edge, or basket construction without leaving the flow.

Historical signal edge for one asset and horizon — up to 6 A/B-graded atomic signals that actually worked on this asset, grouped into reversal/continuation/breakout lanes. Per setup: hit rate, mean forward return, walk-forward IS/OOS.

Update the avatar image of an X account you control. Async: returns an operation to poll.

Nearest k peers for one asset in CRYPTYX's 8-class factor space at the requested horizon. Returns target asset metrics plus peers ranked by Euclidean distance with divergence stats. Hedge selection and basket construction.

Re-rank 200+ assets under your own 8-class composite weights at 7d/14d/30d. Returns full ranking with class contributions, default-weight comparison, and top movers vs default. Stress-test your composite recipe against the production moat.

Base RPC (chain 8453): JSON-RPC over HTTPS on NodeFlare's own bare-metal nodes. Pay per request in USDC, no account or API key - built for AI agents. All methods including eth_getLogs, eth_call, trace, and debug (archive) - good for indexing, event queries, and simulation. Simple calls $0.001; heavy calls priced by compute units.

Claude-narrated per-asset conviction thesis (3-5 sentences) plus an evidence pack — composite rank vs universe, returns and volatility, factor scores per class, top active signals, and top per-asset predictors. 4-hour cache.

Latest-day Deribit IV term structure for one asset — per-tenor ATM IV, 25-delta risk reversal, butterfly, plus current put/call OI ratio. BTC and ETH only. Feeds the OPT factor class; use for skew reads and vol-term structuring.

Per-asset triggered signal feed on the latest day — every active signal with z, confidence, IC, hit rate, regime accuracy, and full health grading. Per-signal walk-forward IS/OOS block. Live firing panel with regime context.

Per-asset predictor explorer — top 5 atomic signals and top 5 metrics ranked by absolute IC times hit rate. A/B grades only, anti-predictive filtered, family-deduped. Signals carry walk-forward robustness; metrics carry TS-vs-CS divergence.

Exa — retrieve content for URLs or document IDs via our API key. Charges 0.1¢ per (url or id) × content field requested.

Per-asset triggered signal ledger over 7-365 days, A/B grades only. Per event: signal, direction (long/short/neutral), z, confidence, horizon, grade, close price, and realised 7-day forward return.

Solana Market intelligence (0.03 USDC on Solana mainnet)

Lightweight 90-day z-score timeseries for one (metric_id, asset). Returns asof_day + z + percentile per day. Cheap primitive for chart tooltips, sparklines, or rapid metric due-diligence before committing to a full /metrics/slicer backtest at $0.05.

M2M100 machine translation — one x402 payment on embed.gedx402.com. POST { text, source_lang, target_lang } → { translated_text }; wire settlement USDC per request (see npm run pricing:report) worst-case. Hero: GET /heroes/translate. Competitive discovery alongside embed ping; not in the five-step AOV ladder.

NERC CIP and IEC 62443 compliance gap mapping for a CVE or threat actor. Pass ?cve_id=CVE-2023-38802 or ?actor=SANDWORM&framework=nerc_cip. Returns triggered controls by framework (CIP-007-6 R2, SR 5.1, etc.), status (NON_COMPLIANT_IF_UNMITIGATED / REVIEW_REQUIRED), required action, and compensating controls. Designed for automated compliance reporting agents running on cron: call when a new advisory drops, generate gap report, route to compliance team.

Latest official US Treasury average interest rates by security type (Bills, Notes, Bonds, TIPS, FRN) plus total public debt outstanding, sourced live from the US Treasury Fiscal Data API (public domain). For finance, macro, and trading agents needing authoritative government data in one call.

Give this API a link to any website's sitemap.xml file and it will fetch and parse it, returning every URL found inside. If the sitemap links to other sitemaps (called sitemap indexes), it will follow and extract those too. Each URL is returned with any extra information available, such as when the page was last updated and how often it changes. Useful for SEO audits, content inventories, broken link checks, and competitive research.