cryptyx.ai publishes 41 machine-payable endpoints over the x402 protocol, priced from $0.01 to $0.25 per call. Each was probed directly; the response code below is what it returned.
Per-asset bundle of the latest atomic and composite signal snapshot plus N-day event lookback, grouped by asset. Includes macro regime and confidence. The full signal picture for an agent prompt in on…
Factor t-scores for one asset across 8 classes and 8 horizons (1d-365d). Snapshot mode returns the latest anchor day; series mode returns a daily window. Standardised, z-capped, policy-aware.
Per-asset spot order-book depth timeseries — bid/ask USD at 50/100/200bp plus 1d/7d/30d spot volume. Optional futures envelope adds perp OB depth. Pre-trade depth and venue routing input.
Per-asset macro regime classification with confidence — expansion, consolidation, or deleveraging. Includes secondary regime and resolution mode. Factor-derived from the nightly 04:15 UTC pipeline.
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 pa…
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 sparkl…
Per-asset metric health grades for one symbol — TS vs. CS grade divergence, per-metric ts_ic, ts_hit_rate. Answers "which metrics actually work on THIS asset", not just the universe average. Companion…
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 an…
Per-asset regime state across all 8 horizons plus divergence flags vs. macro. Enhanced view over /asset-regimes: adds asset-vs-market comparison and per-horizon divergence indicators — gates whether t…
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 …
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 p…
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 robust…
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 fo…
Aggregated-exchange daily perpetual funding rate per asset, last N days. Raw feed — no annualisation, no z-score. Cheap historical input for carry-trade backtests and crowding diagnostics.
Natural-language entry point to the full CRYPTYX stack. POST a query string; an LLM classifies into 60+ intents (conviction_ranking, market_brief, factor_breakdown, signal_explain, regime_check, top_s…
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 rea…
Universe-wide factor breadth bucketed by class and horizon — positive/negative/neutral counts, average t-score, expand-share percent, dominant regime. Time risk-on/off rotations across 200+ assets.
Factor term-structure grid — 7 classes by 8 horizons of market-average t-score with breadth counts and 1-day momentum delta. Per-asset mode adds delta-vs-market per cell. Read rotation in one matrix.
Multi-horizon macro regime synthesis from 1d through 365d — regime label, confidence, cross-class state, breadth, horizon alignment. Read full risk-on/off posture in one call. Slim mode drops blobs fo…
Tactical / strategic / secular regime decomposition + Supertrend score across a 1-1900 day lookback. Shows regime alignment across timescales — is the market in agreement or diverging? Complements /ma…
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 commit…
Single-metric z-score backtest over 5+ years of history per asset. Triggers, trigger rate, and per-horizon forward-return and max-drawdown stats across 8 horizons (1d-365d). Pre-composite single-facto…
Multi-factor z-score confluence backtest for one asset (2-4 conditions). Intersects triggered days, returns per-metric series, composite triggers, and per-horizon forward-return/drawdown stats. Valida…
Cross-sectional z-score scanner across 200+ assets and 440+ metrics. Pick a metric and threshold; get ranked triggering assets with z, percentile, returns, composite score, and per-metric health gradi…
Today's firing signals across 200+ assets — atomic and composite arrays with confidence, macro regime, and event-deltas vs the prior day. Anti-predictive signals filtered. Response also carries a _nex…