REST API Reference

quantammsim includes a Flask-based REST API for running simulations and analysis programmatically.

Starting the Server

cd quantammsim/apis/rest_apis/flask_server
python flask_index.py

The server runs on http://localhost:5001 by default.

Endpoints

POST /api/runSimulation

Run a pool simulation with the specified configuration.

Request:

{
    "startDateString": "2023-01-01 00:00:00",
    "endDateString": "2023-12-01 00:00:00",
    "tokens": ["BTC", "ETH"],
    "rule": "momentum",
    "initial_pool_value": 1000000,
    "fees": 0.003,
    "params": {
        "log_k": [3.0, 3.0],
        "logit_lamb": [0.0, 0.0],
        "initial_weights_logits": [0.0, 0.0]
    }
}

Response:

Returns simulation results including:

Time series of pool value
Reserve history
Weight history
Performance metrics

Example (curl):

curl -X POST http://localhost:5001/api/runSimulation \
    -H "Content-Type: application/json" \
    -d '{
        "startDateString": "2023-01-01 00:00:00",
        "endDateString": "2023-06-01 00:00:00",
        "tokens": ["BTC", "ETH"],
        "rule": "momentum",
        "initial_pool_value": 1000000
    }'

Example (Python):

import requests

response = requests.post(
    "http://localhost:5001/api/runSimulation",
    json={
        "startDateString": "2023-01-01 00:00:00",
        "endDateString": "2023-06-01 00:00:00",
        "tokens": ["BTC", "ETH"],
        "rule": "momentum",
        "initial_pool_value": 1000000,
    }
)
result = response.json()

POST /api/runFinancialAnalysis

Perform financial analysis on return data.

Request:

{
    "returns": [
        [1672531200000, 1000000],
        [1672617600000, 1005000],
        ...
    ],
    "benchmarks": ["BTC", "ETH"]
}

The returns array contains [timestamp_ms, value] pairs.

Response:

Returns comprehensive financial metrics:

Sharpe ratio
Sortino ratio
Maximum drawdown
Drawdown statistics
Capture ratios
Distribution statistics

Example:

import requests

response = requests.post(
    "http://localhost:5001/api/runFinancialAnalysis",
    json={
        "returns": returns_data,
        "benchmarks": ["BTC"]
    }
)
analysis = response.json()

POST /api/loadHistoricDailyPrices

Load historical daily price data for a token.

Request:

{
    "coinCode": "BTC"
}

Response:

Returns daily price history as JSON array:

[
    {"date": "2023-01-01", "price": 16500.0},
    {"date": "2023-01-02", "price": 16600.0},
    ...
]

POST /api/loadCoinComparisonData

Load comparison data for all available coins.

Request: No body required.

Response:

Returns comparison metrics for available tokens.

GET /api/products

Get available product configurations.

Response:

Returns list of pre-configured pool products.

GET /api/filters

Get available filter options for the UI.

Response:

Returns filter configuration data.

GET /api/test

Health check endpoint.

Response: "Hello World"

GET /health

Server health check.

Response: "OK"

POST /api/runAuditLog

Log audit information (for frontend usage tracking).

Request:

{
    "user": "visitor_id",
    "page": "simulator",
    "timestamp": "2023-01-01 12:00:00, UTC",
    "tosAgreement": true,
    "isMobile": false
}

Response:

{"message": "Audit log updated successfully."}

Error Handling

The API returns standard HTTP status codes:

200 - Success
400 - Bad request (invalid parameters)
500 - Internal server error

Errors include a JSON body with details:

{
    "error": "Error message description"
}

CORS

Cross-Origin Resource Sharing (CORS) is enabled for all origins. For production deployments, configure appropriate CORS restrictions.

Configuration

Server configuration is in flask_index.py:

app.config["JWT_TOKEN_LOCATION"] = ["cookies"]
app.config["JWT_ACCESS_TOKEN_EXPIRES"] = timedelta(hours=3)

The server listens on all interfaces (0.0.0.0) port 5001 by default.

Data Transfer Objects

The API uses DTOs defined in quantammsim/apis/rest_apis/simulator_dtos/:

SimulationRunDto - Input for simulation
SimulationResult - Output from simulation
FinancialAnalysisRequestDto - Input for analysis
FinancialAnalysisResult - Output from analysis
LoadPriceHistoryRequestDto - Input for price loading