newyorkfed

Typed, zero-dependency client for the Federal Reserve Bank of New York's free Markets Data API — the primary source for SOFR and the other US reference rates. No API key required.

npm install newyorkfed

Why

SOFR replaced LIBOR as the benchmark underneath floating-rate loans, swaps, and futures — and the NY Fed publishes it (with percentiles and volume), plus EFFR, OBFR, BGCR, TGCR, the SOFR averages & index, and SOMA holdings, all as free keyless JSON. npm had no client library for any of it.

import { lastRates, latestRates, sofrAverages } from "newyorkfed";

const [sofr] = await lastRates("sofr", 1);
sofr.percentRate;       // 3.53          (percent)
sofr.volumeInBillions;  // 3126          ($3.1T of repo behind one number)
sofr.percentPercentile75; // 3.57

const all = await latestRates(); // SOFR, EFFR, OBFR, BGCR, TGCR + averages

const [avg] = await sofrAverages(1);
avg.average30day; avg.average90day; avg.index; // compounded averages & index

API

All functions take an optional final options: { fetch?, baseUrl? } (inject fetch for tests/proxies). Rates are percents, as published.

• latestRates() — the latest value of every reference rate
• lastRates(type, n?) — last n observations; type: "sofr" | "bgcr" | "tgcr" (secured) or "effr" | "obfr" (unsecured) — routing is handled for you
• searchRates(type, { startDate, endDate }) — history over a date range
• sofrAverages(n?) — 30/90/180-day compounded SOFR averages and the SOFR index
• somaSummary() — the System Open Market Account holdings time series
• raw(path) — escape hatch for the rest of the API (Treasury ops, repo ops, primary dealer stats, FX swaps, securities lending, AMBS): any documented /api/... path, parsed JSON back

Failures throw NewYorkFedError with status and url. The mocked test suite runs offline; npm run smoke exercises the live API.

Related

Part of a small fixed-income toolkit: treasurydirect (Treasury auctions & Debt to the Penny) · tbill (bill yield math) · 32nds (quote notation) · day-count · accrued-interest · sifma-holidays.

Author

Built by Moshe Malka — engineering leader in New York City. Studio work at Quentin.Code.

MIT © Moshe Malka