Where these exchange rates come from.

Rates and currency names are read from the ExchangeRate-API v6 service and written into the Fiat Agent store. The provider's own update timestamp is kept alongside each reading, so a stored snapshot always points back to the moment the provider published it.

API responses and the rate desk read the store, never the provider directly. A call therefore never waits on an upstream request, and every answer carries the timestamp of the reading behind it.

Every stored reading quotes the catalogue against a single base currency. A cross rate for any other pair is the quotient of the two quotes against that base — no second provider, no blended average. rate(A→B) = quote(B) ÷ quote(A)

Each response states the base, the reading timestamp, the per-currency quotes and a fixed reading history, so a client can calculate a change over time from the data itself rather than trusting a derived percentage.

Rates are indicative reference data for quoting and display. They are not a trading feed, not an execution price and not financial advice. Intraday tick data, order flow and settlement rates are outside the service.

Both endpoints return the same JSON shape. The open endpoint is limited to 5 a second, 50 an hour and 50 a day and serves current rates only. A key is capped at 20 a second and 2,000 an hour per key on bursts, reaches every stored reading by date, and draws on the account's signup bonus, shared by every key.