LoneStarOracle

Payment pricing

x402 payment terms are the authoritative price for calling this endpoint.

Payment option 1

0.05 USDC
Atomic price: 50000 · Network: eip155:8453 · Asset: USDC · Scheme: exact

Payment option 2

0.05 USDC
Atomic price: 50000 · Network: solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp · Asset: USDC · Scheme: exact

[
  {
    "scheme": "exact",
    "network": "eip155:8453",
    "asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
    "amount": "50000",
    "payTo": "0x52Ab53912D37759B2ad364f22dD06B16714b6C06"
  },
  {
    "scheme": "exact",
    "network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
    "asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
    "amount": "50000",
    "payTo": "3nmeVj5m9Uq2hSTfsVsn3tJMHRJQNMKR1AjzyUJbrSgw"
  }
]

Observed health

Status

Healthy

Latest latency

40 ms

Average latency

38 ms

HTTP status

402

Last checked

2026-11-02T13:14:48.396Z

Reachability

100% over 13 checks

Latency is measured to the first response headers. A reachable result does not verify response accuracy or merchant identity.

Input schema

{
  "type": "object",
  "required": [
    "type",
    "method"
  ],
  "properties": {
    "type": {
      "type": "string",
      "const": "http"
    },
    "method": {
      "type": "string",
      "enum": [
        "GET",
        "HEAD",
        "DELETE"
      ]
    },
    "queryParams": {
      "type": "object",
      "properties": {
        "market": {
          "type": "string",
          "example": "gold",
          "description": "Futures market to read. Friendly names accepted: crude, gold, silver, copper, natgas, corn, wheat, soybeans, sugar, coffee, cattle, sp500, nasdaq, russell, vix, euro, yen, pound, cad, aud, dollar, bitcoin, ether, 10y, 5y, bonds, sofr. Aliases: commodity, symbol, m."
        }
      }
    }
  }
}

Output schema

{
  "category": "markets",
  "description": "CFTC Commitments of Traders positioning made agent-callable. One x402 call takes a futures market (crude, gold, silver, copper, natgas, corn, wheat, soybeans, sp500, nasdaq, euro, yen, pound, bitcoin, 10y, bonds, sofr...) and returns a positioning signal (Crowded Long / Lean Long / Neutral / Lean Short / Crowded Short) driven by where the large speculators' net position sits versus its own 3-year history — the classic contrarian read (a crowded long often precedes mean-reversion; a crowded short often precedes a squeeze). Returns large-spec long/short/net with the 3-year percentile, the commercial (hedger) net on the other side, small-trader net, week-over-week change and open interest. The TradFi/commodity-futures analog of the FundingRates / OpenInterest positioning cluster, served pay-per-call. $0.05 in USDC on Base via x402. Source: CFTC Public Reporting, Legacy Futures-Only report (free/public). Released weekly for the prior Tuesday.",
  "name": "COT",
  "properties": {
    "input": {
      "properties": {
        "method": {
          "enum": [
            "GET",
            "HEAD",
            "DELETE"
          ],
          "type": "string"
        },
        "queryParams": {
          "properties": {
            "market": {
              "description": "Futures market to read. Friendly names accepted: crude, gold, silver, copper, natgas, corn, wheat, soybeans, sugar, coffee, cattle, sp500, nasdaq, russell, vix, euro, yen, pound, cad, aud, dollar, bitcoin, ether, 10y, 5y, bonds, sofr. Aliases: commodity, symbol, m.",
              "example": "gold",
              "type": "string"
            }
          },
          "type": "object"
        },
        "type": {
          "const": "http",
          "type": "string"
        }
      },
      "required": [
        "type",
        "method"
      ],
      "type": "object"
    },
    "output": {
      "properties": {
        "example": {
          "commercials": {
            "long": 480000,
            "net": 80000,
            "net_pct_oi": 9.8,
            "note": "commercials = hedgers/producers; typically the opposite side of large specs",
            "short": 400000
          },
          "cot_signal": "Crowded Short (contrarian bullish)",
          "history_weeks": 160,
          "interpretation": "Large speculators are net short near a 3-year extreme (0.9th pct) — a crowded short that often precedes a squeeze/bounce.",
          "large_specs": {
            "long": 120000,
            "net": -72447,
            "net_pct_oi": -8.8,
            "net_percentile_3y": 0.9,
            "net_wow_change": -8100,
            "short": 192447
          },
          "market": "EURO FX - CHICAGO MERCANTILE EXCHANGE",
          "oi_wow_change": 12000,
          "open_interest": 819806,
          "query": "euro",
          "report_date": "2026-07-28",
          "small_traders": {
            "net": -7553,
            "net_pct_oi": -0.9
          },
          "source": "CFTC Commitments of Traders (publicreporting.cftc.gov)"
        },
        "type": {
          "type": "string"
        }
      },
      "required": [
        "type"
      ],
      "type": "object"
    }
  },
  "required": [
    "input"
  ],
  "tags": [
    "cot",
    "futures",
    "positioning",
    "commitments-of-traders",
    "commodities"
  ],
  "type": "object",
  "version": "1.0.0"
}