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Overview

The Yield Index API exposes daily benchmark series for each asset category, per-instrument compounded growth, alpha versus the benchmark, rolling yield features, and pairwise instrument correlations. All endpoints are under the global /api/v1 prefix and use x-api-key authentication. Supported asset categories are USD, EUR, ETH, and BTC.
APY values are returned as decimals, not percentages. For example, 0.052 means 5.2% APY.

Methodology

The category index is a daily, TVL-weighted benchmark over active instruments in the same assetCategory. Key details:
  • Instruments with daily TVL at or below $100,000 are excluded from the category aggregate for that day.
  • Each instrument’s index weight is capped at 20% before the aggregate APY is calculated.
  • indexApy uses total APY, including rewards.
  • indexApyBase uses base APY only, excluding rewards where the source provides a split.
  • Growth curves compound daily with growth = product(1 + apy / 365).
  • Instrument syntheticGrowthTotal compounds total APY, while syntheticGrowthBase compounds base APY.
  • pricePerShare is returned when the upstream source provides realized vault share-price data.

Get Yield Index

GET /yield-index/:category Retrieve the daily category benchmark series, including index APY, compounded growth, TVL, and index-level rolling features.

Request

Path Parameters

Query Parameters

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Response Fields


Get Index Features

GET /yield-index/:category/features Retrieve the same index-level feature shape returned by GET /yield-index/:category. This alias is useful when consumers want to treat category features separately from instrument features.

Request

Parameters

Same as Get Yield Index.

Response

Same shape as Get Yield Index.

Get Instrument Yield Series

GET /yield-index/instrument/:id Retrieve a daily instrument yield series with APY, TVL, optional price-per-share, and compounded synthetic growth curves.

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Get Instrument vs Index

GET /yield-index/instrument/:id/vs-index Retrieve an instrument series joined to its asset-category index for the same days. This endpoint adds index APY, index growth, and alpha.

Request

Parameters

Same as Get Instrument Yield Series.

Response

Additional Response Fields


Get Instrument Features

GET /yield-index/instrument/:id/features Retrieve daily rolling features for an instrument, including APY stability metrics, percentile bands, reward share, TVL growth, alpha versus the index, beta to the index APY, and alpha drawdown.

Request

Parameters

Same as Get Instrument Yield Series.

Response

Response Fields

beta90d is sensitivity of quoted APY to the category index APY. It is not CAPM beta on investment returns.

Get Correlations

GET /yield-index/correlations/:category Retrieve pairwise instrument correlations for an asset category. Correlations are computed on daily APY changes, not APY levels, to reduce bias from autocorrelated yield series. By default, this endpoint returns the latest available day and the 90 day window.

Request

Path Parameters

Query Parameters

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Use overlapDays to filter sparse pairs. For example, a 365-day correlation with only 40 overlapping observations is usually not robust enough for portfolio construction.

Refresh Yield Index Views

POST /yield-index/refresh Refresh the yield-index materialized views without ingesting new upstream metrics. Most users do not need this endpoint; the normal metrics sync pipeline refreshes the views automatically.

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Response


TypeScript Example

Next Steps

Metrics API

Fetch raw historical APY and TVL data

Instruments API

Discover instrument IDs and metadata