Pattern Machine API

Endpoints (61 live)

• POST /get_patterns_raw (0.05 USDC on Base)
• POST /macro_analog — Returns macroeconomic analog signals and comparable market context data. (0.05 USDC on Solana)
• POST /daily_brief — Returns a concise daily market brief with key updates and insights. (0.02 USDC on Base)
• POST /regime_detection — Detects current market regime conditions from pricing data for trading decisions. (0.05 USDC on Solana)
• GET /api/demand/unmet — Unmet agent demand — the endpoints agents ask for and cannot get. 404s and gated 401/403s from real (non-scanner) agent clients: a shopping list with the customers already attached. This cut is invisible to anyone who is not the origin being asked, which is why it cannot be reconstructed from public bazaar data. HOW TO CALL: GET /api/demand/unmet?days=7&limit=25 PARAMETERS: days — lookback window, 1-90 (default 7) limit — rows returned, 1-100 (default 25) RESPONSE: unmet[] sorted by volume, each with the signal (404/401/403), category, hit count and bucketed count of distinct askers. PRIVACY: aggregate-only; rows below 3 distinct clients withheld. PRICING: $0.05 per call. (0.1 USDC on Solana)
• GET /api/demand/reliability — Provider reliability — the supply-side reputation the 6-question agent loop needs. Observed at our door: which origins agents chose via the free router and whether it actually helped — helped-rate (Laplace-smoothed), repeat-rate, and sample confidence. Not asserted, measured; a provider is neutral until agents report back. HOW TO CALL: GET /api/demand/reliability?days=90&limit=25 PARAMETERS: days — lookback window, 1-365 (default 90) limit — providers returned, 1-100 (default 25) RESPONSE: providers[] {origin, reliability, confidence, helped, outcomes_rated, referrals, repeat_rate}. Aggregate-only; thin rows withheld. PRICING: $0.05 per call. (0.1 USDC on Base)
• GET /api/demand/intent — Declared-intent demand — what agents SAID they needed, not just which endpoint they hit. Sourced from the free /api/discover agent router: the natural-language need an agent typed, its willingness-to-pay (from reported outcomes), and where it actually went (referrals = revealed preference). This is intent the endpoint-hit radar structurally cannot see. HOW TO CALL: GET /api/demand/intent?days=7&limit=20 PARAMETERS: days — lookback window, 1-90 (default 7) limit — top terms / origins returned, 1-50 (default 20) RESPONSE: top_declared_needs[], willingness_to_pay{median/p90/max}, top_chosen_origins[], helped_rate, our_top_rank_rate. Aggregate-only. PRICING: $0.05 per call. (0.25 USDC on Base)
• GET /api/demand/conversion — x402 conversion reality — do payment quotes ever become payments? Measured quote-to-pay rates by category and by price band, from tens of thousands of observed 402s. Price your endpoint against what the market actually converts at instead of guessing, and rule out the protocol-level defects that silently zero a funnel before you blame your price. HOW TO CALL: GET /api/demand/conversion?days=30 PARAMETERS: days — lookback window, 1-90 (default 30) RESPONSE: overall funnel, by_category[] and by_price_band[] conversion rates, plus the measurement method so you can judge the number. PRIVACY: aggregate-only, reported by category and price band, never per endpoint. PRICING: $0.05 per call. (0.1 USDC on Base)
• GET /api/demand/top — x402 Agent-Demand Intelligence — what AI agents actually try to buy, ranked. Derived from the live request log of an origin that x402 agent crawlers already index: 402 payment quotes are revealed intent (an agent asked the price of a call), so the ranking shows what the agent economy is shopping for right now, by endpoint and by category. HOW TO CALL: GET /api/demand/top?days=7&limit=25 PARAMETERS: days — lookback window, 1-90 (default 7) limit — endpoints returned, 1-100 (default 25) RESPONSE: endpoints[] ranked by payment quotes, each with category, hits, and a bucketed buyer count; by_category[] rollup; coverage metadata. PRIVACY: aggregate-only. No per-client logs are sold. Rows seen by fewer than 3 distinct clients are withheld and client counts ship as buckets. PRICING: $0.05 per call. (0.1 USDC on Solana)
• POST /get_economic_calendar (0.001 USDC on Base)
• POST /get_market_movers (0.001 USDC on Solana)
• POST /get_price_history (0.005 USDC on Solana)
• POST /pattern_backtest — Pattern Backtest — systematically scan all historical windows matching a return profile. Answers: 'every time {ticker} did X% over {N} days, what happened in the next {M} days?' HOW TO CALL: POST /pattern_backtest?ticker=SPY&lookback_days=20&min_return=-0.05&max_return=0.0&forward_days=30 PARAMETERS: ticker — asset symbol (required) lookback_days — window length to scan (default 20) min_return — minimum window return, decimal (e.g. -0.05 = -5%; default: no bound) max_return — maximum window return, decimal (e.g. 0.10 = +10%; default: no bound) forward_days — forward horizon to measure (default 30) RESPONSE: occurrences (count of matching windows), forward_return_distribution (p10/p25/p50/p75/p90 + mean/stdev/pct_positive), example_windows. PRICING: $0.50 per call. (0.1 USDC on Solana)
• GET /trading/signals/history — Signal History — full log of every signal fired, with outcomes. Shows internal algo signals and x402 API signals. Pending signals (horizon not yet reached) show actual_return_pct=null. HOW TO CALL: GET /trading/signals/history GET /trading/signals/history?ticker=BTC&source=internal&limit=20 PARAMETERS: ticker — filter to one ticker (optional) limit — max rows (default 50, max 200) source — 'internal' | 'x402' (optional) include_pending — include unresolved signals (default true) PRICING: $0.05 per call. (0.05 USDC on Solana)
• POST /trading/scan — Trading Scan — scan 22 tickers and return the top-N ranked setups. Runs pattern backtest on each asset in the universe, ranks by composite edge (win_rate × expected_move × Kelly multiplier), returns only setups above threshold. HOW TO CALL: POST /trading/scan?top_n=5 PARAMETERS: top_n — max results to return (default 5, max 10) RESPONSE: signals[] — [{ticker, direction, confidence, kelly_half, score, narrative}] scanned — number of tickers evaluated found — number of setups above threshold PRICING: $0.09 per call (half the cheapest comparable x402 seller). (0.1 USDC on Base)
• POST /forward_distribution — Forward Distribution — full probabilistic return forecast from historical analogs. Finds the top-k closest historical analogs for a pattern window, then computes the P10/P25/P50/P75/P90 percentile distribution of forward returns at 7, 14, 30, 60 days. Answers: 'given that the price behaved this way, what is the distribution of outcomes?' HOW TO CALL: POST /forward_distribution?ticker=SPY&start_date=2026-04-01&end_date=2026-06-01 PARAMETERS: ticker — asset symbol (required) start_date — query window start (YYYY-MM-DD) end_date — query window end (YYYY-MM-DD) k — analogs to sample (default 20; higher = richer distribution) metric — 'l1' or 'l2' (default) RESPONSE: distributions keyed by '7d', '14d', '30d', '60d' each with p10/p25/p50/p75/p90, mean, stdev, min, max, pct_positive, count. PRICING: $0.25 per call. (0.05 USDC on Base)
• GET /api/demand/crawl-to-refer — Crawl-to-refer — what each AI company takes from a site versus what it sends back. Per company: pages crawled, visitors referred, and the ratio between them, measured at an origin's own door. Every publisher wants this number for their own site and cannot compute it without being the origin being crawled. HOW TO CALL: GET /api/demand/crawl-to-refer?days=30 PARAMETERS: days — lookback window, 1-90 (default 30) RESPONSE: by_company[] with crawls, referrals and the ratio, plus an explicit caveat on mixed-use crawlers whose referrals cannot be attributed to search or AI. PRICING: $0.10 per call. (0.1 USDC on Solana)
• POST /correlation_matrix — Rolling return correlation matrix for a list of tickers. Returns full pairwise matrix, strongest/weakest pairs, and a portfolio diversification score. Use before building a playbook to validate peer independence, or to check hedge ratios. PARAMS: tickers — comma-separated symbols (2–20), e.g. NVDA,AMD,MSFT,QQQ period — '30d' | '90d' | '6mo' | '1y' | '2y' | '3y' (default '1y') method — 'pearson' | 'spearman' (default 'pearson') POST /correlation_matrix?tickers=NVDA,AMD,MSFT,QQQ&period=1y PRICING: $0.05 per call. (0.02 USDC on Solana)
• GET /trading/performance — Signal Performance — historical win rate, avg return, Sharpe ratio, per-ticker breakdown. Aggregates all resolved signals from both the internal algo and x402 callers. Outcomes resolved at forward_days horizon using actual prices. This is the track record that proves the pattern engine has edge. HOW TO CALL: GET /trading/performance GET /trading/performance?ticker=BTC&last_n_days=90 PARAMETERS: ticker — filter to one ticker (optional) last_n_days — lookback window 7–365 (default 90) RESPONSE: win_rate_pct, avg_return_pct, sharpe_ratio, total_resolved, by_ticker PRICING: $0.05 per call. (0.05 USDC on Solana)
• POST /trading/signal — Trading Signal — full directional trade recommendation for one ticker. Combines pattern backtest, regime detection, fear/greed index, fundamentals, earnings context, and macro analog into a single Kelly-sized signal. HOW TO CALL: POST /trading/signal?ticker=BTC POST /trading/signal?ticker=AAPL&timeframe=1d&lookback_days=30 PARAMETERS: ticker — asset symbol, e.g. BTC, ETH, AAPL, SPY (required) timeframe — '1d' (default) lookback_days — pattern window in days (default 20) RESPONSE: direction — 'long' | 'short' | 'neutral' confidence — 0.0–1.0 composite score kelly_half — half-Kelly position fraction (0.0–1.0) narrative — {summary, win_rate, p50_return, edge} context — {fear_greed, regime, fundamentals, earnings, macro} PRICING: $0.09 per call (half the cheapest comparable x402 seller). (0.1 USDC on Base)

+41 more endpoints.