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API Reference

Status
Public docs live now — Paid API launching Q1 2026
Base URL (when live): https://api.sigmagrid.app

SigmaGrid exposes a small, opinionated set of endpoints designed for synthetic-equity perpetuals. The number of endpoints will increase over time, but the core contract is stable.

Base URL​

https://api.sigmagrid.app

All endpoints below are relative to this base URL.

Authentication & Payments (planned)​

When the API goes live in Q1 2026:

  • Access will be pay-per-request, denominated in stablecoins.
  • Payments will flow via x402.
  • No traditional API keys, subscriptions, or minimums are required.
  • Each successful request is authorised and paid atomically at the protocol level.

Implementation details will be published before launch, but you can already design agents around a stateless, per-request billing model.

Endpoints (coming Q1 2026)​

GET /signals/{ticker} — Master consolidated view​

The primary endpoint for most use cases. Returns a full signal snapshot for the specified ticker.

Path params

  • ticker — e.g. SPY, QQQ, TSLA.

Description

Includes all core mandatory fields, extended signal fields, and optional macro betas (when enabled on your plan).

Example

GET /signals/SPY HTTP/1.1
Host: api.sigmagrid.app
Accept: application/json

Example JSON — /signals/SPY​

{
  "timestamp": "2026-01-15T18:00:00Z",
  "ticker": "SPY",
  "fair_value": 523.41,
  "fv_upper": 525.10,
  "fv_lower": 521.80,
  "drift_1h": 0.32,
  "drift_overnight": 0.18,
  "regime": "trend",
  "vol_forecast_1h": 0.012,
  "vol_forecast_4h": 0.015,
  "event_next": "FOMC",
  "event_impact": "extreme",
  "event_bias": "risk-off",
  "premiums": {
    "hyperliquid": 0.42,
    "aevo": -0.15
  },
  "z_score": 2.1,
  "reversion_prob": 0.78,
  "shock_index": 0,
  "beta_macro": 1.08,
  "beta_yield": -0.42,
  "beta_dollar": 0.31,
  "beta_vol_index": 0.87
}

This sample contains all required fields:

  • Core mandatory fields: timestamp, ticker, fair_value, vol_forecast_1h, vol_forecast_4h, regime, drift_1h, drift_overnight, event_next, event_impact, event_bias.
  • Extended core fields: fv_upper, fv_lower, premiums, z_score, reversion_prob, shock_index.
  • Optional macro sensitivities: beta_macro, beta_yield, beta_dollar, beta_vol_index.

GET /premium/{ticker} — Cross-venue arbitrage​

Focuses on basis and mispricing for a given ticker across supported venues.

Returns fields such as:

  • timestamp
  • ticker
  • premiums (map of venue → basis vs fair value)
  • z_score
  • reversion_prob

Use this endpoint when you only care about cross-venue opportunities and do not need the full /signals/\{ticker\} payload.

GET /drift/{ticker} — Directional bias​

Streams the directional component of the signal surface.

Returns:

  • timestamp
  • ticker
  • drift_1h
  • drift_overnight
  • regime

Ideal for agents that are already running their own volatility or event models but want a clean, external drift surface.

GET /regime/{ticker} — Risk sizing​

Designed for position sizing and risk constraints.

Returns:

  • timestamp
  • ticker
  • regime (trend / chop / HVOL / LVOL)
  • shock_index
  • Optional macro betas (when enabled)

GET /events/{ticker} — Macro protection​

Surfaces the next major macro event and its implied impact on the ticker.

Returns:

  • timestamp
  • ticker
  • event_next
  • event_impact
  • event_bias

Used for pausing risk, adjusting leverage, or switching execution templates around event windows.

GET /arbitrage/{ticker} — Carry + reversion​

Focuses on carry, mean reversion, and stress-aware spreads.

Returns:

  • timestamp
  • ticker
  • fair_value
  • premiums
  • z_score
  • reversion_prob
  • shock_index

Endpoint growth​

The six endpoints above define the initial public surface. Over time, SigmaGrid will add:

  • Additional ticker coverage
  • More specialised endpoints (e.g. basket views, meta-signals)
  • Historical download endpoints for backtesting and calibration

Backward compatibility and clear versioning will be maintained as the API surface grows.