Update components.mdx

Author: dannyroosevelt

docs-v2/pages/connect/components.mdx

@@ -40,7 +40,7 @@ You can skip steps 1 and 2 if you already know the component you want to use or
 
 ### Authenticate to the Pipedream API
 
-Before sending requests to the API, make sure to [authenticate using a Pipedream OAuth client](rest-api/auth#oauth):
+Before sending requests to the API, make sure to [authenticate using a Pipedream OAuth client](/rest-api/auth#oauth):
 
 <Tabs items={['Node.js', 'HTTP (cURL)']}>
 <Tabs.Tab>