sortino_ratio

GET http://api.fibonacci.fi/sortino_ratio/{chain}/{type}/{poolid/coin1}/{timeperiod}/{granularity}

This endpoint calculates the Sortino ratio for a given LP token / regular token using historical data from the Fibonacci API and risk-free rate data from the FRED (Federal Reserve Economic Data).

Path Parameters

Name	Type	Description
chain*	String	Indicates the blockchain network to use (ETH or SOL)
type*	String	Indicates whether the asset is a "pool" or "token". Select "pool" or "token"
poolid/coin1*	Integer	Indicates the pool address token address of the asset. Example: "0x88e6a0c2ddd26feeb64f039a2c41296fcb3f5640" or "So11111111111111111111111111111111111111112"
timeperiod*	String	Indicates the number of days to perform the operation over
granularity*	String	Indicates with what frequency the data is gathered. Available parameters: "1h", "3h", "6h", "12h", "1D"

200: OK Success

Example

Request

http://api.fibonacci.fi/sortino_ratio/SOL/pool/KEN5P7p3asnb23Sw6yAmJRGvijfAzso3RqfyLAQhznt/7/12h

Response

{"status": 200, "msg": "Success sortino pool 58oQChx4yWmvKdwLLZzBi4ChoCc2fqCUWBkwMihLYQo2", "elapsed_time": 0, "last_data_ts": 1688731492.373778, "data": {"sortino": -29.477985270137943, "average_daily_ptf_perf": -2.8811718712412615e-05}}