Boros (Data)
Pendle Boros funding-rate markets (fixed vs floating), books, positions and hedge profiles
Boros funding-rate markets
Every live Boros market: the fixed (mark / implied) APR against the venue's FLOATING funding APR, best bid/ask, maturity, collateral, open interest, fees and margin parameters. Rates are percent; fee and margin parameters are fractions. Cached 30 s per isolate.
Boros order book
The live book of one market with AMM liquidity merged. `bids` are resting LONG orders (what a SHORT taker fills against, best = highest APR); `asks` are resting SHORT orders. Levels are `{ aprPct, size }`, size in collateral units.
Boros positions of an account
Open positions (main account, every collateral) with fixed APR, PnL, margin and Boros's own liquidation APR, plus the cross account of each collateral the wallet uses: cash, free margin and `healthRatio` (liquidation at ≤ 1). Source: the Boros indexer (seconds of lag).
Funding-exposure profiles
The collateral → funding-exposure table `hedge` uses: which yield-bearing dollars earn perp funding (Ethena, Resolv), the asset weights and venues behind them, and the basis-risk notes. A collateral not covered here gets no automatic hedge.
Recorded rate history per market
The hourly series of one or more markets, recorded by the origin from Boros's own candles back to each market's launch (matured markets included): implied (fixed) APR open/high/low/close, mark APR, the venue's underlying funding, Boros's 7- and 30-day funding moving averages, volume and open interest (live hours only). `interval=day` folds to UTC days (implied = the day's last close, funding = the day's mean). Percent APRs. Window: `days` (default 30 hourly / 180 daily, max 400) or `from` / `to` (unix seconds or ISO).
Recorded floating funding per venue and asset
One venue's floating funding on one asset, hour by hour or per day, folded over the maturities that settle to it (every maturity of a venue/asset carries the same funding). Spread markets are excluded. Without `venue` / `asset`, every pair, keyed `<venue>|<asset>`. Percent APRs; history from Boros's first market (July 2025).
Basis: published yield vs the funding a hedge locks
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.