DeFi Quant Multi-Protocol Yield & Risk API

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Block-Accurate Yield, Borrow Kink, Cap Headroom & Arbitrage Simulation Engine Across Morpho Blue, Ethena (sUSDe), Fluid, Sky (sUSDS), Euler V2 (EVK/EVC), and Pendle V2 (Logit AMM + TWAP)

Why Quantitative Traders & AI Agents Use This API

Reading raw Ethereum smart contracts for modern modular DeFi protocols requires unpacking custom bit-shifted storage slots, simulating non-linear interest rate kinks, and computing continuous per-second ray exponents off-chain. If an autonomous trading bot or AI agent relies on delayed subgraph indexers or naive spot rates, it risks hitting on-chain SupplyCapExceeded reverts or suffering severe interest-rate slippage across utilization kinks.

The DeFi Quant Multi-Protocol Yield & Risk API solves these data bottlenecks in a single, stateless REST and MCP-compatible interface:

• Zero Bit-Shifting Boilerplate: Automatically unpacks Fluid Protocol's 256-bit (56|8 BigMath) storage slots and Euler V2's uint16 compact floating-point amount caps into human-readable liquidity and headroom figures.

• Pre-Trade Slippage & Kink Guards: Simulates how your exact borrow, stake, or Principal Token (PT) swap size will shift post-trade utilization and APYs before you broadcast a transaction.

• Atomic Block Determinism: All multi-contract state reads are batched inside a single Multicall3.aggregate3 call at the tip of Ethereum Mainnet, ensuring zero cross-block state drift.

Related MCP server: ProfitSpot MCP

Core Architecture & Protocol Coverage (7 Endpoints)

Detailed Endpoint Reference

1. Cross-Protocol Stablecoin Yield & Arbitrage Matrix (Radar)

GET /api/v1/radar/stablecoin-yield-matrix

Scans the top yield-bearing stablecoins (Ethena sUSDe and Sky sUSDS) alongside the three primary institutional USDC borrow markets (Morpho Blue, Fluid Liquidity Layer, and Euler V2 Prime) in a single atomic call.

• Query Parameters:

  • leverage (optional, number, default: 5): Target loop leverage multiplier (1 to 10).

• Sample Response:

{
  "blockNumber": 23684120,
  "yieldSources": {
    "ethenaSusde": {
      "apyPercent": 11.42,
      "unvestedUsdeRemainingInEpoch": 412500.5
    },
    "skySusds": {
      "apyPercent": 8.75
    }
  },
  "borrowMarkets": {
    "morphoBlueUsdc": { "borrowApyPercent": 6.84, "utilizationPercent": 86.4 },
    "fluidLiquidityUsdc": { "borrowAprPercent": 6.12, "utilizationPercent": 79.1 },
    "eulerPrimeUsdc": { "borrowApyPercent": 5.95 }
  },
  "arbitrageSummary": {
    "bestYieldLeg": { "protocol": "Ethena sUSDe", "apyPercent": 11.42 },
    "cheapestDebtLeg": { "protocol": "Euler V2 Prime USDC", "apyPercent": 5.95 },
    "unleveragedSpreadBps": 547,
    "leverageSelected": "5x",
    "projectedNetLoopRoePercent": 33.3,
    "isPositiveCarry": true
  }
}

2. Morpho Blue Market & Kink Slippage Simulator

GET /api/v1/morpho/market-and-risk

Evaluates any isolated Morpho Blue market and calls the on-chain AdaptiveCurveIRM.borrowRateView contract with both current state and a simulated post-borrow state to quantify rate slippage across the 90% utilization kink.

• Query Parameters:

  • marketId (optional, string): 32-byte Morpho Blue market ID hex (defaults to flagship wstETH/USDC market).

  • simBorrowDelta (optional, number, default: 2000000): Simulated additional borrow amount in loan token units.

3. Ethena sUSDe 8-Hour Epoch Vesting & Whale Dilution Simulator

GET /api/v1/ethena/vesting-and-dilution

Reads the live sUSDe staking vault (0x9D39A5DE30e57443BfF2A8307A4256c8797A3497) to calculate the exact linear drip rate ($\text{USDe}/\text{sec}$) over the 28,800-second (8-hour) epoch and simulates how a large whale deposit dilutes the annualized yield.

• Query Parameters:

  • simStakeUsde (optional, number, default: 25000000): Simulated new USDe stake deposit.

4. Fluid Protocol 56|8 BigMath Unpacker & Liquidity State

GET /api/v1/fluid/liquidity-state

Queries the FluidLiquidityResolver and unpacks the 256-bit bit-masked configuration words (coeff << exp) into normalized supply/borrow balances, exchange prices, and post-trade utilization.

• Query Parameters:

  • token (optional, string): Underlying ERC20 token address (defaults to wstETH: 0x7f39C581F595B53c5cb19bD0b3f8dA6c935E2Ca0).

  • simBorrowDelta (optional, number, default: 2500): Simulated borrow delta in token units.

5. Sky Protocol (sUSDS) RAY rpow & Leveraged Carry Simulator

GET /api/v1/sky/susds-carry-simulator

Reads ssr, chi, and rho from the sUSDS contract, extrapolates the exact continuous exchange rate at the current block timestamp using $\chi_{\text{now}} = \chi \cdot \text{ssr}^{\Delta t}$, and computes net leveraged carry ROE against Morpho Blue USDC debt.

• Query Parameters:

  • leverage (optional, number, default: 6): Target loop leverage (1 to 15).

6. Euler V2 (EVK + EVC) Vault Cap Decoder, IRM Kink & Sub-Account Scanner

GET /api/v1/euler-v2/vault-and-evc-simulator

Decodes Euler V2's uint16 floating-point supply and borrow caps ($\frac{10^{\text{exp}} \cdot \text{mantissa}}{100}$), simulates post-trade interest rate shifts via computeInterestRateView, checks whether a trade will revert with BorrowCapExceeded or SupplyCapExceeded, and scans isolated Ethereum Vault Connector (EVC) XOR sub-accounts (0..3).

• Query Parameters:

  • vault (optional, string): Euler V2 EVault address (defaults to K3 Capital Prime USDC: 0x797DD80692c3b2dAdabCe8e30C07fDE5307D48a9).

  • simBorrowDelta (optional, number, default: 1000000): Simulated borrow amount in underlying token units.

  • simSupplyDelta (optional, number, default: 0): Simulated supply amount in underlying token units.

  • account (optional, string): Owner wallet address (e.g., 0x56a9a116D7CB83d6B8d85A9Aa2f709ABC022538C) to scan isolated EVC sub-accounts 0..3.

7. Pendle V2 MarketState Logit Curve & PT Oracle TWAP Analyzer

GET /api/v1/pendle-v2/logit-curve-and-twap

Reads live MarketState parameters (totalPt, totalSy, scalarRoot, lastLnImpliedRate) from PendleMarketV3, compares the Spot Implied Fixed APY against the on-chain PendlePtOracle geometric TWAP rate, and simulates fixed-APY slippage along Pendle's logit curve:

$$\text{ExchangeRate}{\text{post}} = \text{rateAnchor} + \frac{\ln\left(\frac{p{\text{post}}}{1 - p_{\text{post}}}\right)}{\text{rateScalar}}$$

• Query Parameters:

  • market (optional, string): PendleMarketV3 pool contract address on Ethereum Mainnet. If omitted, the API automatically resolves an active, liquid Mainnet market.

  • twapSeconds (optional, number, default: 900): TWAP duration in seconds (60 to 86400).

  • simPtSwapDelta (optional, number, default: 25000): Simulated PT swap size (+X sells PT into the AMM; -X buys PT from the AMM).

Quickstart Code Examples

Python (requests)

import requests

url = "https://YOUR_RAPIDAPI_HOST.p.rapidapi.com/api/v1/radar/stablecoin-yield-matrix"
headers = {
    "X-RapidAPI-Key": "YOUR_RAPIDAPI_KEY",
    "X-RapidAPI-Host": "YOUR_RAPIDAPI_HOST.p.rapidapi.com"
}

response = requests.get(url, headers=headers, params={"leverage": 5})
data = response.json()

print(f"Best Carry Loop: {data['arbitrageSummary']['bestYieldLeg']['protocol']} vs {data['arbitrageSummary']['cheapestDebtLeg']['protocol']}")
print(f"Projected 5x Net ROE: {data['arbitrageSummary']['projectedNetLoopRoePercent']}%")

Node.js / TypeScript (fetch)

const url = 'https://YOUR_RAPIDAPI_HOST.p.rapidapi.com/api/v1/euler-v2/vault-and-evc-simulator?simBorrowDelta=2500000';

const response = await fetch(url, {
  headers: {
    'X-RapidAPI-Key': process.env.RAPIDAPI_KEY,
    'X-RapidAPI-Host': 'YOUR_RAPIDAPI_HOST.p.rapidapi.com'
  }
});

const result = await response.json();
console.log('Post-Trade Euler Borrow APY:', result.irmKinkSimulation.postTradeBorrowApyPercent);
console.log('Execution Guard:', result.irmKinkSimulation.executionGuard);

Using with AI Agents (Claude Desktop, Cursor & MCP)

This API powers the defi-quant-mcp-server Model Context Protocol (MCP) package, enabling Claude Desktop, Cursor, and autonomous agents to query live DeFi yields and run pre-trade risk simulations in plain English.

Add the following to your claude_desktop_config.json:

{
  "mcpServers": {
    "defi-quant": {
      "command": "npx",
      "args": ["-y", "defi-quant-mcp-server"],
      "env": {
        "RAPIDAPI_KEY": "YOUR_RAPIDAPI_KEY",
        "RAPIDAPI_HOST": "YOUR_RAPIDAPI_HOST.p.rapidapi.com"
      }
    }
  }
}