FX Cross-Rate & Triangular Arbitrage API
Live cross-rate, triangular-arbitrage and conversion-path maths that FX desks and trading bots run on a set of quoted rates, computed on demand from the legs you pass in — no key, no cache, nothing stored. The cross endpoint chains two pairs that share a currency into the implied third rate (EUR/USD x USD/JPY gives EUR/JPY) and, if you supply the quoted cross, returns the discrepancy in basis points and whether it is arbitrageable. The triangular endpoint takes a closed loop of three rates and detects a triangular-arbitrage opportunity — the cycle product, the profit in percent, the winning direction (forward or reverse) and the payout on a notional. The chain endpoint converts an amount along a path of pairs and returns the amount at every hop with the effective rate. Each leg is written FROMTO:rate, meaning one unit of FROM buys that many of TO (e.g. EURUSD:1.08). This is an FX cross-rate and arbitrage engine that reasons across several pairs at once, distinct from pip/lot calculators and single-pair converters. Computed locally and deterministically, so it is instant and private. Ideal for FX arbitrage scanners, multi-currency pricing, treasury routing and trading dashboards. Live, nothing stored. 3 compute endpoints. For live quotes feed in rates from an FX or exchange API.
api.oanor.com/fxcross-api
