Thanks for your interest in this. I’d be happy to collaborate on adding SOFR rates. The NY Fed spot prices will be easy to ingest, but we’d have to check the terms of use for the CME futures data. I’ll contact you by direct message.
Before smart contracts are available on mainnet, I’d like to add the capability to send specific metadata directly to the script addresses that require it. Also, Oracle services such as this should eventually become part of Oracle pools. I suspect that individual services or pools might be made obsolete by https://chain.link/, https://nut.link/, or https://www.wolframalpha.com/.
The format is valid JSON–here is the latest data renderd as JSON–, but the various Cardano blockchain explorers render it slightly differently, so it doesn’t always look like JSON. I don’t think that standards for JSON schemas for Cardano metadata have emerged yet, but I can adjust the schema to make it most useful. On the blockchain, the data is stored in CBOR, which has a few limitations, the most notable being that strings cannot exceed 64 characters and real numbers have to be represented as JSON strings. There is more information at Metadata schemas - mappings and formats.