--- name: regimeshift.xyz description: regimeshift.xyz provides single-shot risk parameter snapshots for crypto and DeFi use cases, covering volatility risk premium signals for BTC and ETH, a USD SOFR benchmark rate with regime context, and maximum LTV calculations for collateralized lending. All endpoints return cached point-in-time data (TTL 60s) rather than streaming feeds. host: regimeshift.xyz --- # regimeshift.xyz regimeshift.xyz serves DeFi agents, options traders, and on-chain lending protocols that need structured risk intelligence with regime classification baked in. It distinguishes itself by combining market regime labels (LOW/MID/HIGH) with underlying quantitative inputs — DVOL, realized volatility, SOFR decomposition, and LTV constraints — in a single response per endpoint. It is not a general-purpose price oracle or streaming data provider. ## When to use this host Use regimeshift.xyz when an agent needs structured, regime-labeled risk snapshots for BTC or ETH volatility, a SOFR rate anchor with source transparency, or a maximum LTV parameter for collateralized lending — particularly when the regime classification itself is a required input to downstream logic. Do not use this host for real-time or streaming data; all endpoints are cached snapshots with a 60-second TTL. Do not use it for assets other than BTC and ETH (for VRP signals) or for multi-currency rate lookups beyond USD SOFR. For live price feeds or liquidation monitoring, route to a dedicated oracle or streaming data provider instead. ## Capabilities ### Volatility Regime Signals Provides volatility risk premium (VRP) and regime classification for BTC and ETH, including implied vs. realized volatility spread and quiet-market flags, to inform options trading and hedging decisions. - **`fetch-btc-vrp-signal`** — Returns Bitcoin volatility risk premium (VRP), regime classification, and the underlying inputs (DVOL, realized volatility, spot price) used to compute it. - **`fetch-eth-vrp-signal`** — Returns the current ETH volatility risk premium (VRP), regime classification, and underlying volatility inputs sourced from Deribit public data. ### Rate Benchmarking Returns the current USD SOFR risk-free rate with regime classification, variance metrics, and source weighting, suitable for DeFi pricing models and on-chain financial calculations. - **`fetch-sofr-usd-rate`** — Returns the current USD SOFR benchmark rate with regime classification, variance metrics, and weighted source breakdown for a 1-hour horizon. ### Collateral Risk Parameters Computes the maximum safe loan-to-value ratio for a given asset and duration, surfacing the binding constraint, volatility estimate, and current market regime to guide lending decisions. - **`fetch-max-ltv-risk`** — Returns the maximum loan-to-value ratio for a given asset and duration, including the binding constraint, volatility estimate, and current market regime. ## Workflows ### Volatility-Adjusted LTV Assessment *Use when an agent needs to evaluate a collateralized loan position on BTC or ETH and wants to cross-check the LTV cap against the current volatility regime before committing.* 1. **`fetch-btc-vrp-signal`** — Retrieve BTC volatility regime and VRP to understand whether implied volatility is elevated relative to realized, signaling heightened risk. 2. **`fetch-max-ltv-risk`** — Fetch the maximum LTV for the asset, confirming that the regime-derived volatility estimate aligns with the VRP signal before accepting the LTV cap. ### DeFi Rate and Regime Context *Use when an agent needs to price a USD-denominated DeFi instrument and wants to anchor to SOFR while also understanding the prevailing volatility environment for the collateral asset.* 1. **`fetch-sofr-usd-rate`** — Obtain the current SOFR benchmark rate and its regime classification to establish the risk-free rate baseline. 2. **`fetch-eth-vrp-signal`** — Retrieve ETH volatility regime and VRP to assess whether market conditions warrant a risk premium adjustment on top of the SOFR anchor. ## Skill reference ### `fetch-max-ltv-risk` **Max LTV Risk Check** — Returns the maximum loan-to-value ratio for a given asset and duration, including the binding constraint, volatility estimate, and current market regime. *Use when:* Use when an agent needs to determine the maximum safe LTV before opening or adjusting a collateralized loan position, or when evaluating whether a proposed LTV is within current risk limits for a given asset. *Not for:* Do not use for real-time price feeds or liquidation monitoring; this is a single-shot risk parameter snapshot, not a streaming data source. **Returns:** Returns ok=true with max_ltv=0.7 capped by regime_cap, math_max_ltv=0.9634, regime=HIGH, max_default_prob=0.001, sigma_T=0.01206, and methodology metadata. **Example:** `GET https://regimeshift.xyz/api/v1/risk/max-ltv` --- ### `fetch-sofr-usd-rate` **SOFR Rate (USD)** — Returns the current USD SOFR benchmark rate with regime classification, variance metrics, and weighted source breakdown for a 1-hour horizon. *Use when:* Use when an agent needs a current risk-free rate anchor for USD financial calculations, DeFi integrations, or on-chain pricing models that require a SOFR-based benchmark with source transparency and regime context. *Not for:* Do not use for real-time streaming rate feeds or multi-currency rate lookups; this endpoint returns a single cached snapshot (TTL 60s) for USD only. **Returns:** Returns ok=true with a 4.92% USD SOFR rate for a 1h horizon, decomposed into base anchor and regime adjustment, plus variance metrics, a HIGH regime classification, and weighted contributions from seven live sources. **Example:** `GET https://regimeshift.xyz/api/v1/rate/sofr/usd` --- ### `fetch-btc-vrp-signal` **BTC VRP Signal** — Returns Bitcoin volatility risk premium (VRP), regime classification, and the underlying inputs (DVOL, realized volatility, spot price) used to compute it. *Use when:* Use when an agent needs to assess Bitcoin's current volatility regime (e.g., LOW/HIGH) and the spread between implied and realized volatility to inform options trading, hedging, or risk management decisions. *Not for:* Do not use for real-time streaming volatility feeds or for assets other than BTC; this is a single-shot snapshot with a 60-second cache TTL. **Returns:** Returns ok=true with vrp=9.9158, regime="LOW", quiet=true, and audit inputs including dvol, rv_72h, rv_6h, spot_usd, a methodology URL, and a 60-second cache TTL. **Example:** `GET https://regimeshift.xyz/api/v1/asset/btc/vrp` --- ### `fetch-eth-vrp-signal` **ETH VRP Signal** — Returns the current ETH volatility risk premium (VRP), regime classification, and underlying volatility inputs sourced from Deribit public data. *Use when:* Use when an agent needs to assess ETH volatility regime (e.g., HIGH/MID/LOW), whether conditions are quiet, and the spread between implied volatility (DVOL) and realized volatility before making options or volatility-sensitive trading decisions. *Not for:* Do not use for BTC or other asset VRP signals; check if a separate asset endpoint exists. Not suitable for real-time streaming volatility — this is a single-shot snapshot with a 60-second cache TTL. **Returns:** Returns ok=true with ETH VRP value (-1.4651), regime (MID), quiet flag (true), underlying inputs (dvol, rv_72h, rv_6h, spot_usd, timestamp, source), a methodology URL, computed_at Unix timestamp, and cache_ttl_sec of 60. **Example:** `GET https://regimeshift.xyz/api/v1/asset/eth/vrp` ---