Brazil Macro AI

Brazil Macroeconomic and Financial Data AI Platform

Deterministic, point-in-time Brazilian macro/rates capabilities for AI agents — over REST and MCP, computed directly from public primary sources (BCB, B3, IBGE, Tesouro Direto) with full method provenance. Paid capabilities settle per-call via x402 in USDC on Base.

Endpoints

API basehttps://api.brazilmacro.com/v1
MCP (streamable HTTP)https://api.brazilmacro.com/mcp
OpenAPI spechttps://api.brazilmacro.com/openapi.json
Interactive docshttps://api.brazilmacro.com/docs
Capability manifest (machine-readable)https://api.brazilmacro.com/v1/capabilities
For AI agents (markdown)/llms.txt

Capabilities & pricing (v1.0)

CapabilityPriceWhat it returns
brazil_selic_snapshotFreeCurrent Selic target, realized Selic 252 / CDI, last Copom decision
brazil_macro_actualFreeHeadline actuals (IPCA, GDP, PIM-PF, PMC, PMS, unemployment) with vintage history
brazil_macro_calendarFreeOfficial IBGE release calendar
brazil_yield_curve$0.01Nominal sovereign zero-coupon curve (Tesouro Direto LTN/NTN-F)
brazil_real_curve$0.03Real (IPCA-linked) sovereign zero-coupon curve (NTN-B)
brazil_inflation_breakeven$0.03Market-implied inflation breakeven (Fisher identity)
brazil_focus_revisions$0.05Speed/dispersion of BCB Focus survey revisions
brazil_macro_surprise$0.05Actual vs. pre-release consensus (IPCA)
brazil_copom_path$0.10Market-implied Selic path, next 1-8 Copom meetings (B3 DI1)
brazil_market_vs_focus$0.15Market path vs. Focus survey median, meeting-by-meeting
brazil_monetary_policy_divergence$0.25Composite divergence across market, survey, breakeven & surprise signals

Prices shown are a snapshot — the live manifest at /v1/capabilities is the source of truth.

Payment (x402)

Paid capabilities return HTTP 402 with a Payment-Required header (x402 v2, scheme exact) when called without payment.

Networkeip155:8453 (Base mainnet)
AssetUSDC — 0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913
Recipient0x3f784488af70516fa9d23a7bcc1eff3b5ad3c9ab

Methodology

Every response carries provenance (source, method_id, calculation_version) and a point-in-time as_of date — historical queries return what was known/published as of that date, never retroactively revised data presented as if known earlier. All yield curves and derived quantities are bootstrapped or computed directly from quoted public securities; nothing is extrapolated beyond documented node coverage (unsupported tenors return status="unsupported", never a fabricated value).

Limitations