Pairwise correlation matrix across a basket

Extraits de code

curl "https://api.oanor.com/cryptocorrelation-api/v1/matrix" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/cryptocorrelation-api/v1/matrix", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/cryptocorrelation-api/v1/matrix");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/cryptocorrelation-api/v1/matrix",
    headers={"x-oanor-key": "oanor_test_..."}
)

Exemple de réponse

Une réponse réelle de ce endpoint, capturée lors du dernier contrôle de santé.

{
    "data": {
        "note": "Pearson correlation of daily log returns over window_days; matrix[i][j] pairs coins[i] with coins[j]. average_pairwise_correlation near 1 means the market is moving as one (risk-on/off); low means real dispersion.",
        "coins": [
            "BTC",
            "ETH",
            "SOL",
            "DOGE"
        ],
        "matrix": [
            [
                1,
                0.906,
                0.878,
                0.778
            ],
            [
                0.906,
                1,
                0.868,
                0.804
            ],
            [
                0.878,
                0.868,
                1,
                0.812
            ],
            [
                0.778,
                0.804,
                0.812,
                1
            ]
        ],
        "source": "Binance",
        "window_days": 90,
        "observations": 90,
        "average_pairwise_correlation": 0.841
    },
    "meta": {
        "timestamp": "2026-06-12T01:41:09.676Z",
        "request_id": "74963a6f-2542-4d24-84dc-a1f7301716ba"
    },
    "status": "ok",
    "message": "Matrix retrieved successfully",
    "success": true
}