Correlation matrix for a basket

Extraits de code

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

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

$ch = curl_init("https://api.oanor.com/currencycorrelation-api/v1/matrix");
curl_setopt($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/currencycorrelation-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": {
        "matrix": {
            "AUD": {
                "AUD": 1,
                "CAD": -0.066,
                "GBP": 0.401,
                "JPY": -0.179,
                "USD": -0.33
            },
            "CAD": {
                "AUD": -0.066,
                "CAD": 1,
                "GBP": 0.081,
                "JPY": 0.254,
                "USD": 0.74
            },
            "GBP": {
                "AUD": 0.401,
                "CAD": 0.081,
                "GBP": 1,
                "JPY": -0.011,
                "USD": -0.141
            },
            "JPY": {
                "AUD": -0.179,
                "CAD": 0.254,
                "GBP": -0.011,
                "JPY": 1,
                "USD": 0.397
            },
            "USD": {
                "AUD": -0.33,
                "CAD": 0.74,
                "GBP": -0.141,
                "JPY": 0.397,
                "USD": 1
            }
        },
        "period": "3m",
        "to_date": "2026-06-08",
        "from_date": "2026-03-06",
        "currencies": [
            "USD",
            "JPY",
            "GBP",
            "AUD",
            "CAD"
        ],
        "observations": 64
    },
    "meta": {
        "timestamp": "2026-06-09T03:03:35.414Z",
        "request_id": "3e16a7f4-4e63-41e8-ae3a-4f7d7ce68b6f"
    },
    "status": "ok",
    "message": "Correlation matrix retrieved successfully",
    "success": true
}