Reference Rates

Reference rates blend the same market across platforms (and across rolling contracts) into one continuous benchmark. Rate prices are 0-100 percent (same scale as market prices), with a spread capturing the dispersion across sources.

For volume_weighted_average, each source's effective weight is its configured or roll weight multiplied by cumulative contract/share count: Σ(price_i · weight_i · count_i) / Σ(weight_i · count_i). Other supported methodologies are simple_average and median.

List rates

1curl "http://localhost:7101/api/v1/rates"

Rate detail

Returns the source markets, their weights, and recent price changes.

1curl "http://localhost:7101/api/v1/rates/adj_redp"

Rate price history

1curl "http://localhost:7101/api/v1/rates/adj_redp/prices?interval=1hour&limit=24"

Rolling-contract chains

Chains stitch successive contracts together (e.g. the 2024 then 2028 presidential contract) so a benchmark survives expiries. The roll_schedule blends adjacent contracts during the roll window.

A chain-backed rate is consumed like any other rate: there are no separate chain read endpoints. The blended series comes from the rate's own price history, and sources=true returns the per-leg roll weights for each point:

12# Rolling rate price history, with per-leg roll weights
curl "http://localhost:7101/api/v1/rates/adj_redp/prices?interval=1hour&limit=24&sources=true"

Chain roll config (contracts, schedule) is managed via the superuser chain endpoints. See the API Reference for full schemas.