Basis: published yield vs the funding a hedge locks
GET/v1/data/boros/basis
How closely a funding-dollar's published yield (sUSDe for ethena, wstUSR for resolv) tracks the Boros funding its hedge would lock. Per UTC day: the intrinsic APR, the profile's funding (Σ asset weight × mean over the profile's venues Boros carries that day; NULL when an asset has none), its 7-day trailing mean, the gap and the legs. Over the window: mean gap, tracking error (st.dev. of the gap), correlation and beta of the yield on the 7-day funding. A low correlation means the lock is a weak hedge for that yield — the basis risk every hedge quote states.
Plain-text reference — GET /v1/data/boros/basis
Parameters
| Parameter | In | Type | Required | Description |
|---|---|---|---|---|
profile | query | ethena, resolv | yes | Funding-exposure profile |
assetGroup | query | string | no | Intrinsic asset group to compare (default per profile) |
days | query | string | no | Window length in days (default 90, max 400) |
from | query | string | no | Window start, unix seconds or ISO |
to | query | string | no | Window end, unix seconds or ISO |
Response 200
| Field | Type | Description |
|---|---|---|
success | True | |
data | object | Informational payload. null when the endpoint only builds calldata. |
actions | null |
Example response
{
"success": true,
"data": {}
}
Request
Responses
- 200
- 400
- 429
- 500
- 502
{ profile, assetGroup, stats, series[] }
Validation error
Rate limited. Unauthenticated callers share a per-IP budget; send an x-api-key header to lift it. Retry with exponential backoff.
Unexpected server error. Safe to retry with backoff.
An upstream data source or protocol origin failed (error.code is ORIGIN_FAILED). error.details carries the per-origin status. This is also what a missing or malformed required parameter currently returns, rather than a 400.