Data & methodology
Data sources
Where every number in INVARA comes from.
Sources#
| Data | Source |
|---|---|
| Borrow fee, rebate, shares available | Interactive Brokers public short-stock file (usa.txt) |
| Prices, volume, extended hours, opening gap | Yahoo Finance chart API |
| On-chain prices | Pyth on Robinhood Chain |
| Blocks, RPC latency, vault state | Robinhood Chain RPC |
| Pyth feed list | Pyth Hermes price_feeds metadata |
| Company logos | Financial Modeling Prep public logo CDN |
Refresh rates#
| Data | Cache |
|---|---|
| Market snapshot | 30 seconds |
| Borrow file | 5 minutes (IBKR publishes ~every 15 min) |
| Pyth feed list | 1 hour, last good copy kept if Hermes is slow |
| Liquidation index | 30 seconds, incremental |