Macro & liquidity
The context in which the crypto market moves: rates, dollar, liquidity, indices, gold and oil, daily and intraday. All these routes are whole-market.
#Daily macro series
About twenty official American series, plus gold, split into eight categories. The first route returns the latest value of each; the second gives the catalogue; the third the history of one series, designated by ?series=.
| Category | Series |
|---|---|
| Foreign exchange | Broad dollar, emerging-market dollar, EUR/USD, USD/JPY |
| Rates | Fed funds, 2 year, 10 year, 30 year, and the 10 year − 2 year and 10 year − 3 month slopes |
| Inflation | CPI, PCE, 5 year and 10 year breakeven inflation rates |
| Liquidity | M2, monetary base, Fed balance sheet, Treasury general account, overnight reverse repos |
| Volatility | VIX |
| Equities | S&P 500, Nasdaq composite |
| Employment | Unemployment rate, non-farm payrolls |
| Commodities | Gold, WTI crude oil |
# The catalogue of the series served
curl -H "X-API-KEY: $BYTNODE_KEY" "https://api.bytnode.com/v1/macro/series"
# The history of one series
curl -H "X-API-KEY: $BYTNODE_KEY" \
"https://api.bytnode.com/v1/macro/history?series=DGS10&limit=90"| Field | Type | Description |
|---|---|---|
series_id | string | The identifier to pass in ?series=. |
category | string | One of the eight categories. |
label | string | The readable label of the series. |
units | string | The unit of the value. It differs from one series to the next: never sum two series without reading it. |
date | string | The date of the observation. |
value | float | The value observed. |
#Derived indicators
Four composite readings, computed on demand from the raw series and the price of Bitcoin.
The rolling correlation of Bitcoin with the dollar, the S&P 500, gold and the VIX, over thirty and ninety days, computed on daily returns at common dates. A correlation stays null as long as the aligned history is insufficient.
Net liquidity: the Fed balance sheet, minus the Treasury general account, minus the overnight reverse repos. The response carries the formula and its components, and the unit is explicit, since the three source series are not in the same one.
A score from −100 to +100, built on the dynamics of M2, the Fed balance sheet and the dollar, over thirty and ninety days. A rising money supply and a falling dollar pull the score up.
A score from 0 to 100 on five signals: low VIX, dollar retreating, positive yield-curve slope, S&P above its fifty-day average, gold retreating. A signal with no data is excluded from the computation rather than counted as unfavourable.
#Intraday macro
Ten macro instruments in OHLC candles, to compare crypto by the hour rather than by the day. Five are served on six timeframes: EUR/USD, USD/JPY, WTI crude oil, the dollar index and tokenised gold. Five are served daily only: the 10 year and 30 year rates, the VIX, the S&P and the Nasdaq.
| Parameter | Type | Default | Description |
|---|---|---|---|
series | string | required | The identifier of the instrument, as the catalogue returns it. |
timeframe | string | required | 1m, 5m, 15m, 1h, 4h, 1d. The 30m timeframe does not exist in this family. |
limit | integer | 100 | Number of candles. |
curl -H "X-API-KEY: $BYTNODE_KEY" \
"https://api.bytnode.com/v1/macro/intraday/history?series=EURUSD&timeframe=1h&limit=200"Asking for a timeframe a series does not serve returns 400 with the list of those it does serve, rather than an empty list, which would suggest a hole in the data.