GET

/api/v1/price-outlooks

Calibrated asset price outlooks

Returns the latest calibrated price outlook for each asset and horizon across commodities, crypto, and equities (asset-price/1). is_primary_horizon selects the nearest still-open horizon, including neutral horizons. Each outlook contains p10, p25, median_price (p50), p75, p90, named scenarios, and a whole-curve directional_take. Its label and strength describe score magnitude. basis_groups separates price sources and rules families, with settlement observations, execution quotes, provenance, and outlook fields in each group. price_signals is empty or contains one current call on its exact Hyperliquid execution group. Translated or estimated settlement groups have empty price_signals. Legacy scalar mirrors apply only to a sole exact-Hyperliquid group.

Price $0.01Auth x-quotient-api-key or x402Limit 20/s · 600/min · 20,000/day

Parameters

Name	In	Type	Description
asset	query	string	Optional asset filter: a key tail such as wti, gold, btc, or nvda, or a full assetKey such as commodity:wti. Unknown values return an empty series list.
anchor	query	string	Optional anchor-cadence filter, e.g. daily, two-day, weekly, monthly. The cadence set is open; unknown values return an empty series list.
asset_class	query	string	Optional asset-class filter: commodity, crypto, or equity (company is accepted as an alias for equity). asset_class=commodity returns every covered commodity series in one call. The class set is open; unknown values return an empty series list.

Responses

200: Latest price outlook per series, with at most one current trade signal on its exact execution basis

Field

Type

Description

as_of

required

string

Format: date-time

contract

required

"asset-price/1"

filters

required

object

filters fields

Field	Type	Description
asset required	string \| null
anchor required	string \| null
asset_class required	string \| null

series_count

required

integer

series

required

PriceOutlookSeriesEntry[]

series fields

Field

Type

Description

series_id

required

string

{assetKey}:price-outlook:{anchorType}. Read asset_key and anchor_type from their own fields; asset keys contain a colon,; use the explicit fields.

asset_key

required

string

Namespaced asset key, e.g. commodity:wti, crypto:btc, company:nvda

asset_class

required

string | null

commodity | crypto | equity

anchor_type

required

string

Anchor cadence, e.g. daily, two-day, weekly, monthly. The cadence set is open.

display_name

string | null

venue

string | null

Deprecated display alias; use basis_groups[].contributing_venues.

contributing_venues

required

string[]

venue_series

string | null

observable

string | null

mode

required

string | null

signal = a venue ladder informs the outlook blend; coverage = a house/Q outlook without one. This diagnostic does not indicate whether a current PriceSignal exists; read price_signals for that separate call.

mode_reason

string | null

headline

string | null

maturity

string | null

is_primary_horizon

required

boolean

True for the nearest still-open anchor for this asset in the response. Selection is chronological including neutral horizons.

basis_groups

required

PriceOutlookBasisGroup[]

Authoritative settlement-source groups. Presence, including an empty array, prohibits fallback to legacy singular fields.

basis_groups fields

Field

Type

Description

source

required

"basis-head" | "legacy-head-fallback"

Outlook pointer source. basis-head selects the per-series, basis, and target-family pointer. legacy-head-fallback uses the newest legacy outlook as an exact-Hyperliquid group when basis heads are absent. Basis-head groups take precedence.

basis_id

required

string

target_family_key

required

string | null

Content-derived compatible-curve identity. Each target family is evaluated separately within a basis_id.

forecast_target_keys

required

string[]

Exact contract/rung target keys represented by this curve.

forecast_target_key

required

string | null

resolution_reference

required

SourceReferenceV1

Settlement observable and contract semantics. provider identifies the instrument used by the settlement rules. Estimated values are attributed to the estimate block's provider. Asset identity is recorded separately.

resolution_reference fields

Field

Type

Description

schema_version

required

"1"

basis_id

required

string | null

settlement_spec_id

required

string | null

forecast_target_key

string | null

observable_id

required

string | null

provider

required

string | null

instrument_id

required

string | null

symbol

string | null

contract_month

string | null

roll_rule

string | null

unit

string | null

currency

string | null

price_field

string | null

candle_interval

string | null

session

string | null

window

string | null

timezone

string | null

rounding

string | null

value

required

number | null

value_kind

required

ValueKind

observed = a provider print. estimated = Quotient's basis estimate carrying a mandatory estimate block; the value belongs to the estimator, not to the settlement provider the rules name.

estimate

required

EstimateV1 | null

Present exactly when value_kind is estimated; a malformed block fails closed as a missing value.

estimate fields

Field	Type	Description
provider required	string	The estimator, e.g. quotient-basis. Attribution belongs here, not to the rules provider.
method required	string	Estimator method identity, e.g. ewma-log/1.
ci_low required	number
ci_high required	number
inputs_at required	string	When the estimator's inputs were observed. Format: date-time
estimate_version required	string \| null

provider_timestamp

string | null

Format: date-time

source_timestamp

string | null

Format: date-time

observed_at

string | null

Format: date-time

freshness

required

CapabilityState

collection_transport

string | null

strike

number | null

comparator

string | null

fixing_window_start

string | null

fixing_window_end

string | null

barrier_window_start

string | null

barrier_window_end

string | null

payout_semantics

string | null

rules_url

string | null

Format: uri

rules_hash

string | null

rules_version

string | null

mapping_provenance

string | null

mapping_status

required

CapabilityState

reference_quote

required

UnderlyingObservationV1 | null

reference_quote fields

Field

Type

Description

schema_version

required

"1"

observation_id

string | null

basis_id

required

string | null

observable_id

required

string | null

value

required

number | null

Underlying settlement-reference value.

value_kind

required

ValueKind

observed = a provider print. estimated = Quotient's basis estimate carrying a mandatory estimate block; the value belongs to the estimator, not to the settlement provider the rules name.

estimate

required

EstimateV1 | null

Present exactly when value_kind is estimated; a malformed block fails closed as a missing value.

estimate fields

Field	Type	Description
provider required	string	The estimator, e.g. quotient-basis. Attribution belongs here, not to the rules provider.
method required	string	Estimator method identity, e.g. ewma-log/1.
ci_low required	number
ci_high required	number
inputs_at required	string	When the estimator's inputs were observed. Format: date-time
estimate_version required	string \| null

provider_timestamp

string | null

Format: date-time

source_timestamp

string | null

Format: date-time

observed_at

required

string | null

Format: date-time

freshness

required

CapabilityState

confidence

number | null

publisher

string | null

The estimator (quotient-basis) when value_kind is estimated.

collection_transport

string | null

execution_reference

required

SourceReferenceV1 | null

execution_reference fields

Field

Type

Description

schema_version

required

"1"

basis_id

required

string | null

settlement_spec_id

required

string | null

forecast_target_key

string | null

observable_id

required

string | null

provider

required

string | null

instrument_id

required

string | null

symbol

string | null

contract_month

string | null

roll_rule

string | null

unit

string | null

currency

string | null

price_field

string | null

candle_interval

string | null

session

string | null

window

string | null

timezone

string | null

rounding

string | null

value

required

number | null

value_kind

required

ValueKind

observed = a provider print. estimated = Quotient's basis estimate carrying a mandatory estimate block; the value belongs to the estimator, not to the settlement provider the rules name.

estimate

required

EstimateV1 | null

Present exactly when value_kind is estimated; a malformed block fails closed as a missing value.

estimate fields

Field	Type	Description
provider required	string	The estimator, e.g. quotient-basis. Attribution belongs here, not to the rules provider.
method required	string	Estimator method identity, e.g. ewma-log/1.
ci_low required	number
ci_high required	number
inputs_at required	string	When the estimator's inputs were observed. Format: date-time
estimate_version required	string \| null

provider_timestamp

string | null

Format: date-time

source_timestamp

string | null

Format: date-time

observed_at

string | null

Format: date-time

freshness

required

CapabilityState

collection_transport

string | null

strike

number | null

comparator

string | null

fixing_window_start

string | null

fixing_window_end

string | null

barrier_window_start

string | null

barrier_window_end

string | null

payout_semantics

string | null

rules_url

string | null

Format: uri

rules_hash

string | null

rules_version

string | null

mapping_provenance

string | null

mapping_status

required

CapabilityState

basis_gap

required

BasisGapV1 | null

Display-only settlement-versus-execution basis observation. Values retain their own settlement and execution sources.

basis_gap fields

Field	Type	Description
settlement_value required	number
settlement_value_kind required	ValueKind	observed = a provider print. estimated = Quotient's basis estimate carrying a mandatory estimate block; the value belongs to the estimator, not to the settlement provider the rules name.
execution_value required	number
absolute required	number
percentage required	number \| null
observed_at required	string \| null	Format: date-time

feed_basis

required

FeedBasisV1 | null

The asset's learned venue↔Hyperliquid feed gap: each settled venue ladder's own closing print against the Hyperliquid close at the same fixing instant, averaged per (asset, venue). gap_pct > 0 means the venue's settlement feed prints above the Hyperliquid mark. Null until enough settled prints accumulate (typically ~3 daily fixings).

feed_basis fields

Field	Type	Description
venue required	string \| null	The venue the gap was learned on, e.g. kalshi.
gap_log required	number	ln(venue settlement print) − ln(Hyperliquid close), exponentially weighted.
gap_pct required	number	exp(gap_log) − 1: the venue feed's premium over Hyperliquid.
sigma_log required	number \| null
observation_count required	integer \| null
method required	string \| null
as_of required	string \| null	Format: date-time
last_observed_at required	string \| null	Format: date-time

basis_status

required

BasisStatus

grounding_status

required

GroundingStatus

actionable requires a verified settlement mapping and every required fresh source input. estimated authorizes the same reads as actionable and are attributed to Quotient: the reference value is Quotient's basis estimate (value_kind estimated) with a tight confidence interval. Ordering: actionable > estimated > diagnostic > unavailable; automated use and execution handoffs require actionable or estimated grounding.

suppression_reason

required

string | null

outlook

required

PriceOutlookReading

The latest calibrated reading for one series: all five published quantiles, named scenarios, a whole-distribution directional take, and the separate execution state. The newest revision per anchor wins.

outlook fields

Field

Type

Description

outlook_id

required

string

anchor_date

required

string

YYYY-MM-DD settlement anchor

anchor_at

string | null

Format: date-time

window_start_at

string | null

Format: date-time

horizon_days

integer | null

status

required

string | null

state

required

string | null

side

required

string | null

strength

required

string | null

lean_side

required

string | null

Sub-threshold p50-based state-machine lean. Current execution calls are returned in price_signals.

lean_sigma

required

number | null

revision

integer | null

revisions

required

integer

Recorded revisions for this anchor

median_price

required

number | null

p10

required

number | null

p25

required

number | null

p75

required

number | null

p90

required

number | null

scenarios

required

PriceOutlookScenarios

Human names for the five published terminal-price quantiles: p10 tail, p25 bear, p50 base, p75 bull, p90 tail. These are points on one curve, not competing estimates; p75 has 75% of represented outcomes at or below it and 25% above it.

scenarios fields

Field

Type

Description

downside_tail

required

PriceOutlookScenario

downside_tail fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

bear_case

required

PriceOutlookScenario

bear_case fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

base_case

required

PriceOutlookScenario

base_case fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

bull_case

required

PriceOutlookScenario

bull_case fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

upside_tail

required

PriceOutlookScenario

upside_tail fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

directional_take

required

PriceOutlookDirectionalTake | null

Descriptive bullish/bearish read from the represented terminal-price distribution. It integrates both probability and move magnitude across the curve. The value describes the forecast distribution. Current execution calls are returned in price_signals.

directional_take fields

Field	Type	Description
side required	"bullish" \| "bearish" \| "neutral"	Descriptive label: bullish at score_sigma >= 0.05, bearish at <= -0.05, otherwise neutral. Execution calls use separate publication criteria.
strength required	"neutral" \| "lean" \| "moderate" \| "strong"	Descriptive absolute score band: neutral below 0.05σ, lean below 0.15σ, moderate below 0.30σ, then strong. The bands describe score magnitude.
label required	string	Stable display label: Neutral, Leans bullish/bearish, Bullish/Bearish, or Strongly bullish/bearish.
score_sigma required	number	E[ln(S_T / spot_at_obs)] across the represented terminal-price curve, divided by sigma_diffusive. Use this field to rank comparable outlooks.
payoff_balance required	number	Expected log-upside minus downside divided by their sum Minimum: -1; Maximum: 1
probability_above_spot required	number	Minimum: 0; Maximum: 1
expected_price required	number \| null
expected_return_pct required	number \| null
expected_log_return required	number
expected_upside_log required	number	Minimum: 0
expected_downside_log required	number	Minimum: 0
range_status required	"complete" \| "clamped" \| "unknown"
truncated_percentiles required	number[]
method required	"full_quantile_curve" \| "published_percentiles"	published_percentiles is the backward-compatible five-quantile approximation for older records
version required	string
is_price_signal required	false

audit

PriceOutlookAudit | null

Immutable calculation audit. Null on older records. Source creation times belong to retained Q forecasts, not outlook publication or research-evidence age. An interpolated Q leg inherits original weekly source lineage. Complete lineage and a contributing Q leg are separate gates. Generation versions identify the price pipeline; source forecasting-model versions remain null when unknown.

audit fields

Field

Type

Description

version

required

"price-outlook-audit/1"

source_manifest_complete

required

boolean

q_leg_present

required

boolean

q_leg_contributing

required

boolean

q_interpolated

required

boolean

market_backed_rungs

required

integer | null

Minimum: 0

synthetic_backed_rungs

required

integer | null

Minimum: 0

q_stale_dropped

required

integer | null

Minimum: 0

retained_q_rung_count

required

integer

Minimum: 0

distinct_q_forecast_count

required

integer

Minimum: 0

q_sources_missing_timestamp

required

integer

Minimum: 0

q_market_backed

required

boolean | null

source_staleness_disabled

required

boolean | null

oldest_q_source_at

required

string | null

Format: date-time

newest_q_source_at

required

string | null

Format: date-time

quote_collected_at

required

string | null

Format: date-time

max_epoch_source_age_hours

required

number | null

Minimum: 0

max_daily_source_age_hours

required

number | null

Minimum: 0

generation

required

object

generation fields

Field	Type	Description
contract_version	string \| null
config_sha	string \| null
config_version	string \| null
pool_version	string \| null
decide_version	string \| null
manifest_sha256	string \| null
source_run_id	string \| null
backfilled	boolean \| null

q_sources

required

object[]

q_sources fields

Field	Type	Description
rung_id required	string \| null
forecast_id required	string \| null
kind required	"venue" \| "synthetic"
created_at required	string \| null	Format: date-time
probability required	number \| null	Minimum: 0; Maximum: 1
model_version required	string \| null
config_version required	string \| null

spot_at_obs

number | null

Spot price at observation time

spot_gap_pct

number | null

median_price / spot_at_obs − 1. On asset-price/2 records this is the displacement the side is decided from (sides are decided against the live Hyperliquid price in every mode); null on records before 2026-08-18

spot_gap_sigma

number | null

The spot gap in horizon-sigma units; null on records before 2026-08-18

spot_aligned

boolean | null

Whether the side points the same way as median-vs-spot. True on asset-price/2 records (the side is decided from that very gap), except a commodity outlook holding its old side while a flip pends its second confirming read; false otherwise survives only on records from the venue-refereed era (2026-08-18 through the cutover). Null when sideless or on records before 2026-08-18

sigma_diffusive

number | null

sigma_total

number | null

implied_mean

number | null

implied_sigma

number | null

displacement_sigma

number | null

Median-vs-reference displacement in sigma units

edge_pct

number | null

ref_median

number | null

reference_basis

string | null

tilt

PriceOutlookTilt | null

Post-blend factor tilt attribution; null on records published before the tilt engine

tilt fields

Field

Type

Description

applied

required

boolean

Whether the tilt was applied to the published distribution

total_sigma

required

number

Net capped sigma push across all components

components

required

PriceOutlookTiltComponent[]

components fields

Field	Type	Description
factor required	string	Factor identity, e.g. venue_gap or a macro factor key
sigma_push required	number	The signed, capped sigma push this factor contributed. 0.0 with a reason when the factor was configured but carried no evidence
weight required	number \| null
cap required	number \| null	Per-factor sigma cap
inputs required	object \| null	Factor-specific provenance inputs, published verbatim for attribution
reason required	string \| null	Why the push is zero or clamped, e.g. stale_observation or basket_empty

version

required

string | null

Tilt contract version, e.g. tilt/1

freshness_state

string | null

freshness_reason

string | null

observed_at

string | null

Format: date-time

published_at

string | null

Format: date-time

provenance

required

ForecastProvenanceV1

provenance fields

Field	Type	Description
source_type required	string \| null
source_id required	string \| null
input_at required	string \| null	Format: date-time
model_version required	string \| null
config_version required	string \| null
evidence_epoch required	string \| null
input_hash required	string \| null
forecast_target_key required	string \| null
basis_id required	string

price_signals

required

PriceSignalEntry[]

The current PriceSignal only, on an exact Hyperliquid execution-basis group. Empty after neutral/stopped and empty on translated or estimated settlement groups.

Maximum items: 1

price_signals fields

Field	Type	Description
is_price_signal required	true	Explicit discriminator: this object is a current execution PriceSignal, unlike outlook.directional_take.
signal_id required	string
outlook_id	string \| null	The reading the call was minted from
mode	string \| null
side required	string \| null	long \| short
strength	string \| null
revision required	integer \| null
supersedes_signal_id	string \| null
entry_ref_price	number \| null	Reference price at publication used as the entry anchor
entry_ref_at	string \| null	Format: date-time
entry_ref_basis	string \| null
spot_gap_pct	number \| null	target / entry_ref_price − 1; on asset-price/2 calls the entry reference is the live Hyperliquid price the side was decided against. Null on calls before 2026-08-18
spot_aligned	boolean \| null	Whether the side pointed the same way as target-vs-entry at publication. Sides are decided against the live Hyperliquid price on new calls, so this is tautologically true there; false survives only on calls from the venue-refereed era (2026-08-18 through the asset-price/2 cutover). Null before 2026-08-18
target	number \| null
band_low	number \| null
band_high	number \| null
wide_low	number \| null
wide_high	number \| null
stop	number \| null
stop_touch_probability	number \| null
stop_basis	string \| null
stop_reason	string \| null
displacement_sigma	number \| null
edge_pct	number \| null
ref_median	number \| null
reference_basis	string \| null
valid_from	string \| null	Format: date-time
expires_at	string \| null	Format: date-time
published_at required	string \| null	Format: date-time
confirmed_at	string \| null	Format: date-time
confirming_revisions	integer \| null
confirming_span_hours	number \| null

contributing_venues

required

string[]

outlook

required

PriceOutlookReading | null

Exact-Hyperliquid basis-group mirror only; otherwise null.

outlook fields

Field

Type

Description

outlook_id

required

string

anchor_date

required

string

YYYY-MM-DD settlement anchor

anchor_at

string | null

Format: date-time

window_start_at

string | null

Format: date-time

horizon_days

integer | null

status

required

string | null

state

required

string | null

side

required

string | null

strength

required

string | null

lean_side

required

string | null

Sub-threshold p50-based state-machine lean. Current execution calls are returned in price_signals.

lean_sigma

required

number | null

revision

integer | null

revisions

required

integer

Recorded revisions for this anchor

median_price

required

number | null

p10

required

number | null

p25

required

number | null

p75

required

number | null

p90

required

number | null

scenarios

required

PriceOutlookScenarios

scenarios fields

Field

Type

Description

downside_tail

required

PriceOutlookScenario

downside_tail fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

bear_case

required

PriceOutlookScenario

bear_case fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

base_case

required

PriceOutlookScenario

base_case fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

bull_case

required

PriceOutlookScenario

bull_case fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

upside_tail

required

PriceOutlookScenario

upside_tail fields

Field	Type	Description
percentile required	number	Quantile on the 0-1 scale Minimum: 0; Maximum: 1
price required	number \| null
return_pct required	number \| null	price / spot_at_obs - 1

directional_take

required

PriceOutlookDirectionalTake | null

directional_take fields

Field	Type	Description
side required	"bullish" \| "bearish" \| "neutral"	Descriptive label: bullish at score_sigma >= 0.05, bearish at <= -0.05, otherwise neutral. Execution calls use separate publication criteria.
strength required	"neutral" \| "lean" \| "moderate" \| "strong"	Descriptive absolute score band: neutral below 0.05σ, lean below 0.15σ, moderate below 0.30σ, then strong. The bands describe score magnitude.
label required	string	Stable display label: Neutral, Leans bullish/bearish, Bullish/Bearish, or Strongly bullish/bearish.
score_sigma required	number	E[ln(S_T / spot_at_obs)] across the represented terminal-price curve, divided by sigma_diffusive. Use this field to rank comparable outlooks.
payoff_balance required	number	Expected log-upside minus downside divided by their sum Minimum: -1; Maximum: 1
probability_above_spot required	number	Minimum: 0; Maximum: 1
expected_price required	number \| null
expected_return_pct required	number \| null
expected_log_return required	number
expected_upside_log required	number	Minimum: 0
expected_downside_log required	number	Minimum: 0
range_status required	"complete" \| "clamped" \| "unknown"
truncated_percentiles required	number[]
method required	"full_quantile_curve" \| "published_percentiles"	published_percentiles is the backward-compatible five-quantile approximation for older records
version required	string
is_price_signal required	false

audit

PriceOutlookAudit | null

audit fields

Field

Type

Description

version

required

"price-outlook-audit/1"

source_manifest_complete

required

boolean

q_leg_present

required

boolean

q_leg_contributing

required

boolean

q_interpolated

required

boolean

market_backed_rungs

required

integer | null

Minimum: 0

synthetic_backed_rungs

required

integer | null

Minimum: 0

q_stale_dropped

required

integer | null

Minimum: 0

retained_q_rung_count

required

integer

Minimum: 0

distinct_q_forecast_count

required

integer

Minimum: 0

q_sources_missing_timestamp

required

integer

Minimum: 0

q_market_backed

required

boolean | null

source_staleness_disabled

required

boolean | null

oldest_q_source_at

required

string | null

Format: date-time

newest_q_source_at

required

string | null

Format: date-time

quote_collected_at

required

string | null

Format: date-time

max_epoch_source_age_hours

required

number | null

Minimum: 0

max_daily_source_age_hours

required

number | null

Minimum: 0

generation

required

object

generation fields

Field	Type	Description
contract_version	string \| null
config_sha	string \| null
config_version	string \| null
pool_version	string \| null
decide_version	string \| null
manifest_sha256	string \| null
source_run_id	string \| null
backfilled	boolean \| null

q_sources

required

object[]

q_sources fields

Field	Type	Description
rung_id required	string \| null
forecast_id required	string \| null
kind required	"venue" \| "synthetic"
created_at required	string \| null	Format: date-time
probability required	number \| null	Minimum: 0; Maximum: 1
model_version required	string \| null
config_version required	string \| null

spot_at_obs

number | null

Spot price at observation time

spot_gap_pct

number | null

spot_gap_sigma

number | null

The spot gap in horizon-sigma units; null on records before 2026-08-18

spot_aligned

boolean | null

sigma_diffusive

number | null

sigma_total

number | null

implied_mean

number | null

implied_sigma

number | null

displacement_sigma

number | null

Median-vs-reference displacement in sigma units

edge_pct

number | null

ref_median

number | null

reference_basis

string | null

tilt

PriceOutlookTilt | null

Post-blend factor tilt attribution; null on records published before the tilt engine

tilt fields

Field

Type

Description

applied

required

boolean

Whether the tilt was applied to the published distribution

total_sigma

required

number

Net capped sigma push across all components

components

required

PriceOutlookTiltComponent[]

components fields

Field	Type	Description
factor required	string	Factor identity, e.g. venue_gap or a macro factor key
sigma_push required	number	The signed, capped sigma push this factor contributed. 0.0 with a reason when the factor was configured but carried no evidence
weight required	number \| null
cap required	number \| null	Per-factor sigma cap
inputs required	object \| null	Factor-specific provenance inputs, published verbatim for attribution
reason required	string \| null	Why the push is zero or clamped, e.g. stale_observation or basket_empty

version

required

string | null

Tilt contract version, e.g. tilt/1

freshness_state

string | null

freshness_reason

string | null

observed_at

string | null

Format: date-time

published_at

string | null

Format: date-time

spot_at_obs

required

number | null

Exact-Hyperliquid observation alias only; otherwise null.

price_signals

required

PriceSignalEntry[]

Exact-Hyperliquid current-signal mirror only; otherwise empty.

Maximum items: 1

price_signals fields

Field	Type	Description
is_price_signal required	true	Explicit discriminator: this object is a current execution PriceSignal, unlike outlook.directional_take.
signal_id required	string
outlook_id	string \| null	The reading the call was minted from
mode	string \| null
side required	string \| null	long \| short
strength	string \| null
revision required	integer \| null
supersedes_signal_id	string \| null
entry_ref_price	number \| null	Reference price at publication used as the entry anchor
entry_ref_at	string \| null	Format: date-time
entry_ref_basis	string \| null
spot_gap_pct	number \| null	target / entry_ref_price − 1; on asset-price/2 calls the entry reference is the live Hyperliquid price the side was decided against. Null on calls before 2026-08-18
spot_aligned	boolean \| null	Whether the side pointed the same way as target-vs-entry at publication. Sides are decided against the live Hyperliquid price on new calls, so this is tautologically true there; false survives only on calls from the venue-refereed era (2026-08-18 through the asset-price/2 cutover). Null before 2026-08-18
target	number \| null
band_low	number \| null
band_high	number \| null
wide_low	number \| null
wide_high	number \| null
stop	number \| null
stop_touch_probability	number \| null
stop_basis	string \| null
stop_reason	string \| null
displacement_sigma	number \| null
edge_pct	number \| null
ref_median	number \| null
reference_basis	string \| null
valid_from	string \| null	Format: date-time
expires_at	string \| null	Format: date-time
published_at required	string \| null	Format: date-time
confirmed_at	string \| null	Format: date-time
confirming_revisions	integer \| null
confirming_span_hours	number \| null

401: Unauthorized

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

402: Payment Required

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

403: Insufficient credits for the requested route

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

422: Invalid request parameters

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

429: The caller exceeded a per-second, per-minute, daily, or concurrency limit. No credits are debited and no x402 payment is settled for this response.

Field	Type	Description
error required	string	Error code
message required	string	Human-readable message
retry_after	integer	Seconds to wait (only on 429)
retryAfter	integer	Seconds to wait for owner-scoped forecast-request quota errors.
limit_scope	string	Quota scope that rejected the request, such as standard or x_research.
quotaScope	string	Stable forecast-request quota scope, such as venue_market_daily.
limit	integer	Configured bound for the forecast-request quota that was exceeded.

Set QUOTIENT_API_KEY in your shell and replace example identifiers with returned IDs before running a request.

curl

curl --request GET \
  --header "x-quotient-api-key: $QUOTIENT_API_KEY" \
  'https://quotient-api-gateway.onrender.com/api/v1/price-outlooks'

200 · application/json

{
  "as_of": "2026-08-17T12:00:00.000Z",
  "contract": "asset-price/1",
  "filters": {
    "asset": "copper",
    "anchor": "weekly",
    "asset_class": null
  },
  "series_count": 1,
  "series": [
    {
      "series_id": "commodity:copper:price-outlook:weekly",
      "asset_key": "commodity:copper",
      "asset_class": "commodity",
      "anchor_type": "weekly",
      "display_name": "Copper",
      "venue": "kalshi",
      "contributing_venues": [
        "kalshi"
      ],
      "venue_series": "KXCOPPER",
      "observable": "pyth:copper-usd",
      "mode": "signal",
      "mode_reason": "terminal ladder measured",
      "headline": "Copper weekly settle outlook",
      "maturity": "experimental",
      "is_primary_horizon": true,
      "basis_groups": [
        {
          "source": "basis-head",
          "basis_id": "basis:pyth:copper-usd:official-close:v2",
          "target_family_key": "sha256:copper-weekly-close-family",
          "forecast_target_keys": [
            "target:copper:2026-08-22:pyth:v2"
          ],
          "forecast_target_key": "target:copper:2026-08-22:pyth:v2",
          "resolution_reference": {
            "schema_version": "1",
            "basis_id": "basis:pyth:copper-usd:official-close:v2",
            "settlement_spec_id": "settlement:kalshi:copper:2026-08-22:v2",
            "forecast_target_key": "target:copper:2026-08-22:pyth:v2",
            "observable_id": "pyth:copper-usd",
            "provider": "pyth",
            "instrument_id": "0xpyth-copper-usd",
            "symbol": "COPPER/USD",
            "contract_month": null,
            "window": "17:00 America/New_York close",
            "timezone": "America/New_York",
            "rounding": "nearest 0.01",
            "value": 6.52,
            "value_kind": "estimated",
            "estimate": {
              "provider": "quotient-basis",
              "method": "ewma-log/1",
              "ci_low": 6.49,
              "ci_high": 6.55,
              "inputs_at": "2026-08-17T20:59:30Z",
              "estimate_version": "basis-bridge/1"
            },
            "observed_at": "2026-08-17T21:00:00Z",
            "freshness": "verified",
            "mapping_status": "verified"
          },
          "reference_quote": {
            "schema_version": "1",
            "observation_id": "obs:quotient-basis:copper:20260817T210000Z",
            "basis_id": "basis:pyth:copper-usd:official-close:v2",
            "observable_id": "pyth:copper-usd",
            "value": 6.52,
            "value_kind": "estimated",
            "estimate": {
              "provider": "quotient-basis",
              "method": "ewma-log/1",
              "ci_low": 6.49,
              "ci_high": 6.55,
              "inputs_at": "2026-08-17T20:59:30Z",
              "estimate_version": "basis-bridge/1"
            },
            "observed_at": "2026-08-17T21:00:00Z",
            "freshness": "verified",
            "publisher": "quotient-basis"
          },
          "execution_reference": {
            "schema_version": "1",
            "basis_id": null,
            "settlement_spec_id": null,
            "observable_id": "hyperliquid:xyz:COPPER:mark",
            "provider": "hyperliquid",
            "instrument_id": "xyz:COPPER",
            "value": 6.58,
            "value_kind": "observed",
            "estimate": null,
            "observed_at": "2026-08-17T21:00:04Z",
            "freshness": "verified",
            "mapping_status": "verified"
          },
          "basis_gap": {
            "settlement_value": 6.52,
            "settlement_value_kind": "estimated",
            "execution_value": 6.58,
            "absolute": 0.06,
            "percentage": 0.0092,
            "observed_at": "2026-08-17T21:00:04Z"
          },
          "basis_status": "verified",
          "grounding_status": "estimated",
          "suppression_reason": null,
          "outlook": {
            "outlook_id": "po:copper:weekly:pyth:v2:r4",
            "anchor_date": "2026-08-22",
            "revisions": 4,
            "state": "neutral",
            "side": null,
            "strength": null,
            "lean_side": null,
            "lean_sigma": null,
            "median_price": 6.55,
            "p10": 6.28,
            "p25": 6.42,
            "p75": 6.72,
            "p90": 6.91,
            "scenarios": {
              "downside_tail": {
                "percentile": 0.1,
                "price": 6.28,
                "return_pct": -0.0368
              },
              "bear_case": {
                "percentile": 0.25,
                "price": 6.42,
                "return_pct": -0.0153
              },
              "base_case": {
                "percentile": 0.5,
                "price": 6.55,
                "return_pct": 0.0046
              },
              "bull_case": {
                "percentile": 0.75,
                "price": 6.72,
                "return_pct": 0.0307
              },
              "upside_tail": {
                "percentile": 0.9,
                "price": 6.91,
                "return_pct": 0.0598
              }
            },
            "directional_take": {
              "side": "bullish",
              "strength": "moderate",
              "label": "Bullish",
              "score_sigma": 0.22,
              "payoff_balance": 0.29,
              "probability_above_spot": 0.56,
              "expected_price": 6.57,
              "expected_return_pct": 0.0082,
              "expected_log_return": 0.0077,
              "expected_upside_log": 0.0169,
              "expected_downside_log": 0.0092,
              "range_status": "complete",
              "truncated_percentiles": [],
              "method": "full_quantile_curve",
              "version": "directional-take/2",
              "is_price_signal": false
            },
            "spot_at_obs": 6.52,
            "sigma_diffusive": 0.035,
            "status": "active"
          },
          "provenance": {
            "source_type": "researched_forecast",
            "source_id": "forecast:copper:pyth:r4",
            "input_at": "2026-08-17T20:58:00Z",
            "model_version": "price-outlook-v4",
            "config_version": "source-aware-v1",
            "evidence_epoch": "2026-08-17T16:00:00Z",
            "input_hash": "sha256:example",
            "forecast_target_key": "target:copper:2026-08-22:pyth:v2",
            "basis_id": "basis:pyth:copper-usd:official-close:v2"
          },
          "price_signals": [],
          "contributing_venues": [
            "kalshi"
          ]
        }
      ],
      "outlook": null,
      "spot_at_obs": null,
      "price_signals": []
    }
  ]
}