#risk

Solana token safety and rug-risk analysis, live from the public RugCheck API, no key. On Solana anyone can mint a token in seconds, and the memecoin firehose is full of scams — tokens whose creator can still mint unlimited supply, freeze your wallet, or whose liquidity isn't locked and can be pulled. RugCheck is the safety layer the ecosystem uses before buying: it inspects a token's on-chain authorities, holder distribution, liquidity and LP locks and turns them into a risk score and a list of concrete red flags. The report endpoint is the core: pass a token mint and get its risk score, whether it has already rugged, the list of specific risks (each with a severity level), whether the mint and freeze authorities are still active (a live mint authority means the supply can be inflated; a live freeze authority means your tokens can be frozen), the holder count, the liquidity, and how concentrated the supply is in the top holder, top-10 holders and insiders. The recent endpoint lists the tokens the community is checking right now, each with its risk score. The new endpoint is the launch firehose — the newest mints, flagged by whether their mint and freeze authorities are still open. The verified endpoint lists tokens that have been verified. This is the token-safety / rug-risk cut for Solana — distinct from the scam/phishing/dApp-safety feed (URL and approval checks via GoPlus, not on-chain token risk), the launchpad firehose, the DEX-pair screeners and the price feeds. It pairs naturally with a memecoin launchpad feed: launch there, check the risk here. A higher risk score means more red flags. Built for crypto trading bots, memecoin scanners, wallet-safety and risk tools.

api.oanor.com/rugcheck-api

Measures the thing that destroys portfolios: correlations that look comfortably low in calm markets but spike toward 1 exactly when the market crashes, so the diversifiers you were counting on all fall together — computed live from Yahoo Finance daily closes, no key, nothing stored. A normal full-sample correlation hides this by averaging the calm days with the crisis days; this API instead conditions on the benchmark's extremes. For each asset it returns the ordinary correlation to the benchmark, the crash correlation (measured only on the benchmark's worst days — its lower tail), the rally correlation (on its best days), and the breakdown: how much the correlation rises in a crash versus normal. A bond, gold or commodity position with a low normal correlation but a high crash correlation is a false diversifier; one whose correlation stays low or falls in the tail is a genuine hedge. The asset endpoint returns one instrument's full tail-correlation profile; the screener endpoint ranks the cross-asset universe by crash correlation, surfacing which holdings actually fail when you need them. This is the conditional / tail-correlation cut — distinct from the unconditional cross-asset, sector and FX correlation matrices (which average all days together), the up/down capture API (magnitudes, not co-movement) and the price APIs. It is correlation when it matters: in the crash.

api.oanor.com/tailcorr-api

How the major currency pairs move together, computed live from Yahoo Finance daily closes — no key, nothing stored. Correlation is the input every FX desk needs before sizing a book: going long EUR/USD and long GBP/USD is not two bets but one, because the pairs move almost in lockstep; shorting USD/JPY against long EUR/USD doubles the same dollar view. This API turns the majors and key crosses into the pairwise correlation grid traders use to avoid stacking the same risk and to find genuine diversifiers. The matrix endpoint returns the full correlation matrix across ~14 pairs over a chosen window. The pair endpoint returns one pair's correlation to every other, ranked — its closest co-movers and its best hedges (the most negatively correlated). The highlights endpoint surfaces the most correlated and most inversely correlated pairs across the whole grid, the actionable extremes. Correlation is computed on daily log returns aligned over common trading days. This is the FX-pair correlation cut — distinct from the cross-asset-class correlation matrix (stocks/bonds/gold/oil/crypto/dollar), the currency-strength meter, the FX heat-map (which shows the day's move, not co-movement) and the price APIs in the catalogue.

api.oanor.com/fxcorrelation-api

Ranks a cross-asset universe by how painful each market's drawdowns have been, and how much return it paid for that pain, computed live from Yahoo Finance daily closes — no key, nothing stored. Volatility treats an up-move and a down-move as equally risky, but investors only lose sleep over the downside: the depth of the fall from the last high and how long it drags on before recovering. The Ulcer Index (Peter Martin) captures exactly that — the root-mean-square of every day's percentage drawdown from the running peak, so a deep, long drawdown is penalised far more than a brief dip and a market that keeps making new highs scores near zero. From it comes the Martin ratio (the Ulcer Performance Index) — annualised excess return divided by the Ulcer Index — the return earned per unit of drawdown pain, a downside-only cousin of the Sharpe ratio. The asset endpoint returns one instrument's full pain profile: Ulcer Index, maximum, average and current drawdown, longest time underwater, the Martin ratio and the pain ratio. The screener endpoint ranks the 21-instrument universe (equities, sectors, commodities, bonds, crypto; filterable by class) by Martin ratio (best pain-adjusted return) or by Ulcer Index (smoothest ride). This is the drawdown-pain / Ulcer-Index cut — distinct from a current-drawdown monitor (a point-in-time snapshot of how far below peak each market is), the Sharpe/Sortino/Calmar screener (Calmar uses only the single worst drawdown) and the price APIs. It scores the whole shape of the pain, not one point of it.

api.oanor.com/ulcerindex-api

Ranks a cross-asset universe by beta to a benchmark, so you can see at a glance which markets amplify the benchmark's moves and which dampen or hedge them, computed live from Yahoo Finance daily closes — no key, nothing stored. Beta is the single number that says how much an asset moves for each 1% the market moves: a beta of 1.3 rises ~1.3% when the benchmark rises 1% (and falls harder when it drops), a beta near 0 is decoupled, a negative beta moves against the market (a hedge). The screener endpoint ranks the 21-instrument universe (equities, sectors, commodities, bonds, crypto; filterable by class) by beta to a chosen benchmark (the S&P 500 by default), each with its correlation and R-squared so you know how reliable the beta is. The asset endpoint returns one instrument's full beta profile against the benchmark. The dispersion endpoint returns the spread of betas across the universe — the high-beta-minus-low-beta gap, the mean beta and the share of risk-on names — a read on how much the market is rewarding risk-taking right now. This is the systematic-risk / market-sensitivity ranking cut — distinct from a bring-your-own-series CAPM/beta calculator, the total-risk Sharpe/Sortino screener, the correlation matrix and the price APIs. It ranks live assets by how much market risk they carry.

api.oanor.com/betadispersion-api

How far every major market is below its peak and how long it has been underwater, computed live from Yahoo Finance (no key, nothing stored). Drawdown is the risk investors actually feel: not volatility in the abstract, but the gap between today's price and the high-water mark, and the painful stretch spent climbing back. For every asset — equity indices, bonds, gold, oil, commodities, FX and crypto — this measures the current drawdown from its rolling peak, the worst (maximum) drawdown over the window, the date and level of the peak, how many days it has been underwater, and how much of the fall it has already recovered. The monitor endpoint returns the whole universe ranked by current drawdown — what is deepest underwater and what is back at new highs — with a summary of how many markets are in drawdown. The asset endpoint returns one market's drawdown card. The universe endpoint lists what is covered. The cross-asset drawdown / underwater-recovery cut — distinct from the FX-only drawdown API, the crypto all-time-high API and the cross-asset volatility API (which ranks risk-adjusted return, not the underwater curve). It answers how far from the highs, and how long.

api.oanor.com/assetdrawdown-api

The risk dashboard for the whole multi-asset book — how volatile each asset class is, how much it returned, and how much return it paid per unit of risk, computed live from Yahoo Finance (no key, nothing stored). Return without risk is meaningless; this puts them side by side. For every instrument — equities, bonds, gold, oil, commodities, FX and crypto — it measures the annualised realised volatility (the standard deviation of daily returns, the market's fear gauge), the trailing return, a Sharpe-style risk-adjusted return (return per unit of volatility) and the worst peak-to-trough drawdown over the window. The ranking endpoint returns the universe ranked by whichever you choose — volatility, Sharpe, return or drawdown — so you can see the calmest and wildest assets and who paid the best risk-adjusted return. The asset endpoint returns one instrument's full risk profile. The universe endpoint lists what is covered. The cross-asset volatility / risk-adjusted-return ranking cut — distinct from the crypto-only volatility and risk APIs, the FX-only volatility API and the bring-your-own-series risk-metrics, CAPM and portfolio-optimiser calculators. It ranks live risk across asset classes.

api.oanor.com/assetvolatility-api

How the major asset classes move together — a live correlation matrix across stocks, bonds, gold, oil, crypto and the dollar (no key, nothing stored). Correlation is the single most important input to diversification and risk: two assets with a correlation near 1 are effectively the same bet, while a low or negative correlation is genuine diversification. Where a crypto-correlation API stays inside crypto and an FX-correlation API stays inside currencies, this spans the whole multi-asset book at once — US and international equities, Treasuries and credit, gold, silver, oil and broad commodities, Bitcoin and Ether, the dollar and real estate — so an allocator can see in one call whether bonds are still hedging stocks, whether gold is decoupled and whether crypto is trading as a risk asset. The matrix endpoint returns the full pairwise return-correlation matrix over a chosen window, with the most- and least-correlated pairs. The asset endpoint returns one asset's correlation to every other, ranked, so you see its best diversifiers at a glance. The assets endpoint lists what is covered. The cross-asset / multi-asset correlation surface — distinct from the crypto-only correlation API, the FX-only currency-correlation API and the bring-your-own-series CAPM, risk-metrics and portfolio-optimiser calculators.

api.oanor.com/crossassetcorrelation-api

How much of a country's income goes to servicing debt — interest plus principal — read live from the Bank for International Settlements' open statistics, no key, nothing stored. The credit-to-GDP gap measures how much debt has built up; the debt service ratio (DSR) measures how heavy it is to carry. It is the share of income that borrowers must spend each period just to keep current on their debts, and a high or rising DSR squeezes consumption and investment and has reliably led recessions. The BIS publishes the DSR for households, for non-financial corporations and for the private non-financial sector as a whole. The latest endpoint returns every covered country's most recent DSR for all three sectors; the country endpoint returns one country's household, corporate and total DSR with the reference quarter; the history endpoint returns the quarterly series for a chosen sector. This is the debt-burden / debt-service macro cut — distinct from the credit-to-GDP gap (debt build-up), the credit-growth (lending volumes), the bank-rate, money-supply and FX APIs in the catalogue. A country is a BIS reference area (US, GB, DE, JP …) given as an ISO-2 code or a common name; data is quarterly with the usual statistical lag.

api.oanor.com/debtservice-api

How far each country's private-sector credit has run above or below its long-run trend — the single best early-warning indicator for banking crises — read live from the Bank for International Settlements' open statistics, no key, nothing stored. The credit-to-GDP gap is the difference between the credit-to-GDP ratio and its long-term trend, and the Basel Committee uses it to set the countercyclical capital buffer: a gap above roughly 10 points has historically preceded credit busts, while a deeply negative gap means an economy is still deleveraging. The latest endpoint returns every covered country's most recent gap together with its actual credit-to-GDP ratio and a risk band; the country endpoint returns one country's gap, the underlying ratio and trend and a risk label; the history endpoint returns the quarterly gap time series. This is the credit-gap / financial-stability macro cut — distinct from the euro-area credit-growth (lending volumes), the bank-rate, money-supply, central-bank policy-rate and FX APIs in the catalogue. It measures the build-up of financial-stability risk, not the level of rates. A country is a BIS reference area (US, GB, DE, JP …) given as an ISO-2 code or a common name; data is quarterly with the usual statistical lag.

api.oanor.com/creditgap-api

The full risk scorecard of any coin, computed live from its Binance daily candles — no key, nothing stored. Volatility alone hides what matters most for risk: the tails. This returns the Value at Risk (the daily loss not exceeded on 95% / 99% of days), the Conditional VaR / expected shortfall (the average loss on the worst days, beyond VaR), the skewness and excess kurtosis of the return distribution (how asymmetric and how fat-tailed it is — crypto is famously fat-tailed), the maximum drawdown, and the risk-adjusted return ratios (Sharpe and Sortino). The profile endpoint returns the whole scorecard for one coin; the drawdown endpoint returns the worst peak-to-trough decline with its peak, trough and depth plus the current drawdown from the high; the compare endpoint ranks a basket of coins by risk-adjusted return so you can see which carries the most tail risk per unit of return. This is the coin-native risk-distribution / tail-risk cut for crypto — distinct from the generic risk-metrics, CAPM and trade-stats APIs (which compute on a series you pass in) and from the realised-volatility API (which has no VaR, skew, kurtosis or drawdown). Coins are Binance bases (BTC) or symbols (BTCUSDT); the quote defaults to USDT and the window is 30-1000 days. Risk-free rate is assumed 0.

api.oanor.com/cryptorisk-api

Live Ethereum layer-2 / rollup risk and value-secured data from L2BEAT — no key, nothing stored. L2BEAT's signature is its independent risk framework: every rollup is rated by maturity Stage (Stage 0 / 1 / 2) and assessed across the canonical risk dimensions — sequencer failure, state validation, data availability, exit window and proposer failure — each carrying a good / warning / bad sentiment and a plain-language explanation. This is the rollup-risk and total-value-secured (TVS) view, distinct from the L2 economics/fundamentals and the on-chain per-chain APIs in the catalogue. The projects endpoint lists every tracked L2 with its type (Optimistic Rollup, ZK Rollup, Validium, layer3…), category, host chain, maturity Stage, TVS and 7-day change. The project endpoint returns one rollup in full — the TVS breakdown (native / canonical / external, and ether / stablecoin / btc / other), the Stage, providers, purposes and the complete risk assessment. The risks endpoint returns just the risk rosette for a rollup with a sentiment tally. The summary endpoint aggregates the whole ecosystem — total TVS, project count and the distribution by Stage and by type. More than a hundred rollups tracked, updated live. Project lookup is by slug (arbitrum, base, optimism, zksync-era, scroll, linea, starknet).

api.oanor.com/l2beat-api

Live crypto scam, phishing and dApp-safety checks for the things a user actually clicks or buys — the consumer-protection layer, powered by the public GoPlus Security data, no key, nothing stored. Before you connect a wallet to a website, sign a transaction or mint an NFT, ask whether it is safe. The phishing endpoint checks whether a URL is a known crypto phishing site. The dapp endpoint returns a decentralized app's audit and trust status — its project name, whether it has been audited, whether GoPlus lists it as a trusted project, and the audit firms and dates. The nft endpoint scans an NFT collection contract for risk — whether it is verified or a fake, open-source or a proxy, whether the owner can mint, burn or move tokens without approval, whether the metadata is frozen, plus its item, holder and 24-hour trading-volume figures. Stop phishing sites, fake NFT collections and unaudited dApps before they cost a user their funds. This is the website / dApp / NFT scam-detection cut — distinct from the token-contract-and-wallet security, the historical-exploit database and the price APIs in the catalogue.

api.oanor.com/scamcheck-api

Live smart-contract risk and safety analysis for crypto tokens and wallet addresses — the on-chain due-diligence check to run before you buy a token or interact with an address, powered by the public GoPlus Security data, no key, nothing stored. The token endpoint scans an ERC-20-style contract on any supported chain and returns whether it is a honeypot, its buy and sell tax, whether it is mintable or has a hidden or privileged owner who can pause trading or take back ownership, whether it is open-source or a proxy, and its holder and LP-holder counts. The address endpoint screens a wallet address against twenty risk signals — cybercrime, money laundering, phishing, sanctions, stealing attacks, honeypot-related addresses and more — and reports exactly which, if any, are flagged. The chains endpoint lists the 40+ supported blockchains. Catch scam tokens, honeypots and tainted addresses before they cost you. This is the real-time contract-security and risk-screening cut of crypto — distinct from the historical exploit database, the price and the on-chain APIs in the catalogue.

api.oanor.com/tokensecurity-api

A live database of cryptocurrency and DeFi hacks, exploits and thefts — every major on-chain theft on record, powered by the public DeFiLlama hacks dataset, no key, nothing stored. Each incident carries the victim, the amount stolen in US dollars, the date, the attack technique (flash-loan oracle manipulation, reentrancy, private-key compromise, access-control exploit and more), a higher-level classification, the chain or chains involved, the target type (DeFi protocol, centralized exchange, bridge, wallet, token) and how much, if any, was later returned. The hacks endpoint returns the incident list newest-first, filterable by chain, technique, target type, classification, year and minimum loss. The biggest endpoint ranks the largest exploits of all time by dollars stolen — from the multi-billion-dollar bridge and exchange breaches down. The stats endpoint aggregates the whole dataset: total stolen, incident count, funds returned, and breakdowns by attack technique, chain, target type and year. This is the crypto-security and exploit-history cut — risk and post-mortem data distinct from the price, market, TVL, fees and on-chain APIs in the catalogue.

api.oanor.com/cryptohacks-api

Live Monte-Carlo simulation for price and portfolio forecasting that quants, traders and planners run to model uncertainty — computed on demand and reproducibly, no key, nothing cached. Run a geometric-Brownian-motion simulation of an asset and get the terminal-price distribution (percentiles, mean, probability of a gain); get the modelled chance of reaching a target price; project wealth over many years with periodic contributions (a retirement / savings projection); and return one sample price path for charting. Every run is seeded, so the same inputs always give the same numbers. A forward-looking simulation engine, distinct from historical-statistics and option-pricing tools — it turns a drift and volatility into a distribution of outcomes.

api.oanor.com/montecarlo-api

Live risk-adjusted-return analytics that quants and portfolio managers run on a return or price series — computed on demand, no key, nothing cached. Get the Sharpe ratio with annualised return and volatility; the Sortino ratio using downside deviation; periodic and annualised volatility, downside deviation and semivariance; and historical and parametric Value-at-Risk plus Conditional VaR (Expected Shortfall) at any confidence level. Every value is computed live from your input and works for any market — forex, stocks, crypto or funds. A risk-statistics engine, distinct from raw price feeds, from technical-indicator tools and from option-pricing tools: it turns a series of returns into the risk-adjusted performance numbers a strategy is judged on.

api.oanor.com/riskmetrics-api

Live foreign-exchange trading calculators computed from live ECB reference rates. The pip-value endpoint returns what one pip of a currency pair is worth, in the trader's account currency, for a given lot size. The position-size endpoint returns how many lots to trade to risk a fixed percentage of the account on a given stop-loss. The profit-loss endpoint returns the P&L of a trade from its entry, exit and direction. The margin endpoint returns the margin a position requires at a given leverage. All conversion to the account currency uses live exchange rates. Computed live, nothing stored. Distinct from raw FX-rate feeds — this turns rates into the pip values, position sizes, margins and P&L a trader acts on.

api.oanor.com/fxcalculator-api

Live financial-stability data from the U.S. Office of Financial Research, the federal body created after 2008 to measure systemic risk, via its public Financial Stress Index (FSI). The OFR FSI is a daily, market-based index of stress in the global financial system: a positive value means above-average stress, zero is the historical norm and negative means calm. Get the latest headline index with its day-over-day change. Decompose it into the five kinds of stress it tracks — credit, equity valuation, funding, safe-assets/flight-to-safety and volatility — to see which channel is driving stress. Split it by where the stress sits, the United States versus other advanced economies. Pull the daily time series of the headline or any component back two decades. Live, no key, nothing stored. Distinct from rate, FX, central-bank and stock-index APIs — this is a single, official, daily measure of how stressed the financial system is and why. Perfect for macro, risk, trading and analytics apps.

api.oanor.com/ofr-api

Live market "fear gauges" across asset classes as an API, served from Yahoo Finance. The VIX is the market's headline fear index — the S&P 500's 30-day implied volatility — and this returns it alongside the rest of the family: the 9-day VIX (short-term fear), the Nasdaq-100 (VXN) and Dow (VXD) volatility indices, crude-oil (OVX) and gold (GVZ) volatility, and the VVIX, the volatility of the VIX itself. Each comes with its current level, the day's change, and its day and 52-week range, and the board adds a plain-language fear regime from the VIX (complacent, normal, elevated, high or extreme). Get the whole board or one index. The implied-volatility and risk-sentiment layer for trading, macro-research and dashboard apps. Live, no key, no cache. Distinct from equity-index, crypto-volatility and FX-volatility APIs — this is the cross-asset implied-volatility (fear) suite.

api.oanor.com/volatilityindices-api

Live crypto realized (historical) volatility as an API, computed from Binance daily candles. For any coin it returns the annualized realized volatility over the 7-, 30- and 90-day windows — the standard deviation of daily log returns, annualized over 365 days — the average true range as a percent of price, the current price, and a plain-language regime label (low, normal, high or extreme). It can also rank a basket of major coins by their 30-day volatility, so you can see at a glance which assets are calm and which are wild. The volatility layer that options pricing, position sizing and risk dashboards need. Live, no key, no cache. Distinct from price, OHLC and drawdown APIs — this is the realized-volatility analytic.

api.oanor.com/cryptovolatility-api

A live forex risk analytic that measures the worst peak-to-trough decline a currency pair has suffered, computed from European Central Bank daily reference rates. For any pair it returns the maximum drawdown over the period — the deepest drop from a high to a later low, with the dates it happened — how far the pair is currently below its period high, and whether it has recovered. Get a pair's drawdown over a month, quarter, half-year or year, or scan a basket to rank pairs by worst-case risk. Position-sizing and risk input for forex, trading and research apps. Live, no key. Distinct from rate, strength, volatility, correlation, signal, range and seasonality APIs.

api.oanor.com/fxdrawdown-api

A live forex correlation analytic as an API, computed from European Central Bank daily reference rates. It measures how the world's currencies move together: each currency's daily appreciation is correlated against every other, so you can see which currencies move in lock-step (don't double up the same risk) and which move opposite (natural hedges). Get one currency's correlations to all others ranked, the coefficient for any pair, or a full correlation matrix for a basket. Risk and diversification input for forex, portfolio and trading apps. Live, no key. Distinct from currency-strength (direction) and FX-volatility (magnitude) — this is co-movement.

api.oanor.com/currencycorrelation-api

A live forex volatility analytic as an API, computed from European Central Bank daily reference rates. For any currency pair it returns the realised annualised volatility — the standard deviation of daily log returns scaled to a year — along with daily-return statistics; for the whole basket it ranks 30+ currencies by their average pairwise volatility, showing who is calm and who is choppy. The risk and position-sizing input forex, options and trading desks need. Look up a pair, rank the basket, or get one currency's volatility profile. Live, no key. Distinct from raw exchange-rate and currency-strength APIs — this is the realised-volatility (risk) measure.

api.oanor.com/fxvolatility-api