v2 curves

curl --request GET \
  --url https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves \
  --header 'apikey: <api-key>'

import requests

url = "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves"

headers = {"apikey": "<api-key>"}

response = requests.get(url, headers=headers)

print(response.text)

const options = {method: 'GET', headers: {apikey: '<api-key>'}};

fetch('https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "apikey: <api-key>"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("apikey", "<api-key>")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)
request["apikey"] = '<api-key>'

response = http.request(request)
puts response.read_body

{
  "data": [
    "<unknown>"
  ],
  "meta": {
    "resource": "<string>",
    "kind": "<string>",
    "request": {},
    "id_known": true,
    "endpoint": "<string>"
  },
  "next_page_url": "<string>"
}

{
  "error": {
    "code": "bad_request",
    "message": "<string>",
    "target": "<string>",
    "innererror": {
      "sqlstate": "<string>",
      "hint": "<string>",
      "details": "<string>"
    }
  }
}

API Reference

v2 curves

Preview, not deployed. The v2 gateway is built but not deployed yet; this call works once the owner deploys silo-api.

What does the rate curve look like? B3 reference curves, their history and vertices.

Example: /v2/curves?curve=PRE

Kinds:

snapshot: api.curve: one curve on one session, shortest vertex first, fixed and moving vertices with rate_basis.
history: api.curve_history: one fixed vertex through time, oldest first. Refuses above 1000 rows: narrow from/to.
vertices: api.reference_rate (a GET view): one curve’s vertices on one session (business_days, calendar_days, rate_pct as published). Paged with order + limit + offset; the default session is pinned in the cursor.

With no from, a dated kind reads the last 12 months to to.

PRE and DPL are % a.a. on 252 business days; DOC is % a.a. linear on 360 calendar days, so its vertices under about 30 calendar days are not a rate level. rate_basis rides on every snapshot and history row.

Past the last maturity of the anchoring contract (DI1, DDI, DAP) B3 extrapolates: the long vertices are not prices. Nothing is interpolated: a tenor that is not one of B3’s fixed vertices is refused with the list.

GET /v2/curves?help describes the main parameters, ?help=all adds the hidden ones.

GET

curves

v2 curves

curl --request GET \
  --url https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves \
  --header 'apikey: <api-key>'

import requests

url = "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves"

headers = {"apikey": "<api-key>"}

response = requests.get(url, headers=headers)

print(response.text)

const options = {method: 'GET', headers: {apikey: '<api-key>'}};

fetch('https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves', options)
  .then(res => res.json())
  .then(res => console.log(res))
  .catch(err => console.error(err));

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
  CURLOPT_HTTPHEADER => [
    "apikey: <api-key>"
  ],
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves"

	req, _ := http.NewRequest("GET", url, nil)

	req.Header.Add("apikey", "<api-key>")

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://zcjbtpxuhdekpwcxmepn.supabase.co/functions/v1/silo-api/v2/curves")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)
request["apikey"] = '<api-key>'

response = http.request(request)
puts response.read_body

{
  "data": [
    "<unknown>"
  ],
  "meta": {
    "resource": "<string>",
    "kind": "<string>",
    "request": {},
    "id_known": true,
    "endpoint": "<string>"
  },
  "next_page_url": "<string>"
}

{
  "error": {
    "code": "bad_request",
    "message": "<string>",
    "target": "<string>",
    "innererror": {
      "sqlstate": "<string>",
      "hint": "<string>",
      "details": "<string>"
    }
  }
}

Authorizations

apikey

string

header

default:sb_publishable__yfFQsykAglrvc9GS6_PYw_B24ex437

required

The public publishable key. It identifies the project, not you, and is the anonymous tier.

Query Parameters

kind

enum<string>

default:snapshot

snapshot: one curve on one session, every vertex, with its rate basis. history: one fixed vertex through time. vertices: the raw reference-rate rows (api.reference_rate) of one curve on one session. Default: snapshot.

Available options:

snapshot,

history,

vertices

curve

enum<string>

default:PRE

PRE: DI x pre. DOC: the clean onshore dollar coupon. DPL: the clean IPCA coupon (a real rate). Default: PRE.

Available options:

PRE,

DOC,

DPL

tenor

integer

default:360

kind history: the nominal tenor of one of B3's fixed vertices, in CALENDAR days (B3's vertex_code: 1, 30, 60, 90, ... 360, 720, ... 10800). 360 is the one-year vertex. Any other tenor is refused with the list, never interpolated. Default: 360.

Required range: x >= 0

from

string<date>

First date of the window, YYYY-MM-DD. Default: the resource's default window, counted back from to.

string<date>

Last date of the window, YYYY-MM-DD. Default: the latest complete period, from coverage.

limit

integer

The page size. More rows than one page come through next_page_url, never cut silently; a call stops at the tier's rows-per-call cap with meta.tier_cap_reached. Default: the tier's page maximum (10 anonymous, 100 signed in); a larger value is coerced to it.

Required range: x >= 1

cursor

string

The opaque cursor from a previous next_page_url. It carries every other parameter: send it alone (another parameter with a different value is bad_request). Default: none: the first page.

date

string<date>

Hidden parameter (?help=all lists it). kind snapshot and vertices: the B3 session, YYYY-MM-DD. Default: the newest session held for the curve (vertices: the newest in the 14 days to today).

Response

The v2 envelope.

data

any[]

required

Always a list. Rows as the endpoint returned them; null stays null.

Overview

Data

Get started

Guides

API reference

Endpoints

v2 (preview)

v2 endpoints (preview)

v2 curves

Authorizations

Query Parameters

Response