{"serverId":"mcp-registry/io.github.skalinin909/tradingcalc","tools":[{"name":"primitive.average_entry","fixed":{"name":"primitive_average_entry","description":"Calculate the weighted average entry price from multiple buy/sell fills (DCA): the bare number only, no breakeven or per-fill breakdown. Use when user asks only \"what's my average entry?\" and wants just that figure. Each fill is { price, quantity } here (workflow.run_dca_entry calls the same field size). For breakeven and a per-level summary too, use workflow.run_dca_entry instead. Returns: averagePrice, totalSize, totalCost.","inputSchema":{"type":"object","required":["symbol","input"],"properties":{"input":{"type":"object","required":["fills"],"properties":{"fills":{"type":"array","items":{"type":"object","required":["price","quantity"],"properties":{"price":{"type":"number","description":"Fill price"},"quantity":{"type":"number","description":"Fill quantity"}}},"minItems":1,"description":"Buy/sell fills to average, each with a price and a quantity (at least 1)"}},"description":"Object with a \"fills\" array, e.g. { \"fills\": [{ \"price\": 60000, \"quantity\": 0.5 }, { \"price\": 58000, \"quantity\": 1 }] }"},"symbol":{"type":"string","description":"Trading pair symbol, e.g. BTCUSDT"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined, average is the arithmetic mean (default). inverse = coin-margined, average is the harmonic mean (fill quantity is USD notional)."},"exchangeCode":{"type":"string","description":"Exchange identifier (optional)"}}},"annotations":{"title":"Average Entry Price","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Average Entry Price"},"changes":[{"kind":"name","detail":"Renamed \"primitive.average_entry\" → \"primitive_average_entry\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":408,"tokensAfter":408},{"name":"primitive.hedge_ratio","fixed":{"name":"primitive_hedge_ratio","description":"Calculate the short perpetual futures position size needed to hedge a spot holding. USDT-linear only: sizes and costs are in USD, there is no contractType and no coin-margined (inverse) mode. Use when user asks \"how much should I short to hedge my BTC?\" or \"what margin do I need for a 100% hedge?\". Returns: hedgeNotional, requiredMargin, estimatedFundingCost.","inputSchema":{"type":"object","required":["spotSize"],"properties":{"leverage":{"type":"number","description":"Leverage on the perp short. Default 1."},"spotSize":{"type":"number","description":"Spot position value in USDT"},"hedgeRatio":{"type":"number","description":"Percentage of spot to hedge, e.g. 100 for full hedge, 50 for half. Default 100."},"fundingRatePct":{"type":"number","description":"Current 8h funding rate as percentage, e.g. 0.01. Used for cost estimate."}}},"annotations":{"title":"Hedge Ratio","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Hedge Ratio"},"changes":[{"kind":"name","detail":"Renamed \"primitive.hedge_ratio\" → \"primitive_hedge_ratio\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":249,"tokensAfter":249},{"name":"system.pubkey","fixed":{"name":"system_pubkey","description":"Return the ECDSA P-256 public key (PEM + JWK) and canonical signing format used to sign tool responses, so results can be verified offline without calling back to TradingCalc. Every tools/call result includes a signed second content block when signing is configured; also available at GET /api/mcp/pubkey.","inputSchema":{"type":"object","required":[],"properties":{}},"annotations":{"title":"Signing Public Key","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Signing Public Key"},"changes":[{"kind":"name","detail":"Renamed \"system.pubkey\" → \"system_pubkey\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":114,"tokensAfter":114},{"name":"system.verify","fixed":{"name":"system_verify","description":"Run the full regression suite: 46 canonical test vectors (linear and inverse/coin-margined) across all 12 calculators, and return a pass/fail report with counts and timestamp. Useful as a health check before relying on results in production workflows.","inputSchema":{"type":"object","required":[],"properties":{}},"annotations":{"title":"Verify Calculations","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Verify Calculations"},"changes":[{"kind":"name","detail":"Renamed \"system.verify\" → \"system_verify\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":99,"tokensAfter":99},{"name":"workflow.run_average_down","fixed":{"name":"workflow_run_average_down","description":"Should-I-average-down check: for an already-open position, compares adding more at a worse price against the always-available alternative of buying the same final total size fresh at today's price. Returns the new blended average entry, liquidation price and breakeven (before vs. after), margin_added (the actual cash/margin required for the add at this leverage, not the full notional), and three risk figures at your stop-loss: existing_risk (what you already risk, before adding), pyramid_risk (w","inputSchema":{"type":"object","required":["side","existing_entry_price","existing_size","add_price","add_size","stop_loss","leverage"],"properties":{"mmr":{"type":"number","description":"Maintenance margin rate (default 0.005)"},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"add_size":{"type":"number","description":"Additional size being considered, same unit convention as existing_size"},"leverage":{"type":"number","description":"Leverage multiplier"},"add_price":{"type":"number","description":"Proposed price to add at - also treated as today's current price for the fresh-entry comparison"},"stop_loss":{"type":"number","description":"Stop-loss price (must be below add_price for a long, above it for a short - the position should already be closed otherwise)"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. Risk figures come back denominated in the base coin for inverse."},"fee_open_pct":{"type":"number","description":"Open fee rate (default 0.0002)"},"existing_size":{"type":"number","description":"Size already held: base-asset quantity for linear, USD notional (contracts) for inverse"},"fee_close_pct":{"type":"number","description":"Close fee rate (default 0.0005)"},"existing_entry_price":{"type":"number","description":"Entry price of the position already held"}}},"annotations":{"title":"Average Down","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Average Down"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_average_down\" → \"workflow_run_average_down\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":551,"tokensAfter":551},{"name":"workflow.run_black_scholes","fixed":{"name":"workflow_run_black_scholes","description":"Theoretical European option price and Greeks (delta, gamma, theta, vega, rho) from Black-Scholes, given manual spot/strike/days-to-expiry/volatility/risk-free-rate inputs: no live data fetch. The live variant is workflow.run_black_scholes_live, which applies when checking a real Deribit BTC/ETH instrument, since that variant also reports how far the instrument's actual quoted price sits from what this formula implies. Prices are USD-denominated (the universal convention); callPriceCoin/putPriceC","inputSchema":{"type":"object","required":["spot","strike","daysToExpiry","volatilityPct"],"properties":{"spot":{"type":"number","description":"Underlying spot price, USD"},"strike":{"type":"number","description":"Strike price, USD"},"daysToExpiry":{"type":"number","description":"Calendar days until expiry (can be fractional)"},"volatilityPct":{"type":"number","description":"Annualized implied volatility in percentage points, e.g. 60 for 60%"},"riskFreeRatePct":{"type":"number","description":"Risk-free rate in percentage points. Default 0: standard crypto-options convention."}}},"annotations":{"title":"Black-Scholes Option Price and Greeks","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Black-Scholes Option Price and Greeks"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_black_scholes\" → \"workflow_run_black_scholes\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":317,"tokensAfter":317},{"name":"workflow.run_black_scholes_live","fixed":{"name":"workflow_run_black_scholes_live","description":"Black-Scholes theoretical price and Greeks for a REAL, live Deribit BTC/ETH option instrument: pulls that instrument's own spot, strike, days to expiry, and implied volatility from Deribit, then reports how far Deribit's actual quoted mark price sits from what Black-Scholes implies at that IV (priceDiscrepancyPct). This is the trust-check tool: \"is this exchange's quoted price consistent with its own volatility assumption?\", not an estimate, a live formula cross-check. Use when user gives a spec","inputSchema":{"type":"object","required":["instrumentName"],"properties":{"instrumentName":{"type":"string","description":"Exact Deribit instrument name, e.g. BTC-27FEB27-90000-C. Get one from Deribit's options chain; this tool does not browse the chain, it prices one named instrument."},"riskFreeRatePct":{"type":"number","description":"Risk-free rate in percentage points. Default 0: standard crypto-options convention."}}},"annotations":{"title":"Black-Scholes Option Price and Greeks (Live)","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Black-Scholes Option Price and Greeks (Live)"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_black_scholes_live\" → \"workflow_run_black_scholes_live\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":275,"tokensAfter":275},{"name":"workflow.run_bonding_curve","fixed":{"name":"workflow_run_bonding_curve","description":"Pump.fun-style bonding curve calculator: exact tokens received for a buy, price impact, and graduation progress. Pure constant-product math (Uniswap V2 style) using pump.fun's official virtual-reserve constants: no live lookup needed, works for any token still on the curve (not yet graduated to a real AMM pool). Use when user asks \"how many tokens do I get buying X SOL on this curve?\" or \"will this buy graduate the token?\". Returns: tokensOut, priceImpactPct, progressPctBefore/After, willGraduat","inputSchema":{"type":"object","required":["solRaisedSoFar","solToSpend"],"properties":{"solToSpend":{"type":"number","description":"SOL amount for this buy"},"solRaisedSoFar":{"type":"number","description":"SOL already raised on the curve so far (0 for a brand-new token)"}}},"annotations":{"title":"Bonding Curve","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Bonding Curve"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_bonding_curve\" → \"workflow_run_bonding_curve\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":232,"tokensAfter":232},{"name":"workflow.run_breakeven_planning","fixed":{"name":"workflow_run_breakeven_planning","description":"Calculate the break-even exit price that covers all trading fees: this alone, nothing else. Use when user asks only \"what price do I need to just break even?\" and nothing more. If the user also gave a stop/target or wants a full trade-safety check, use workflow.run_risk_reward or workflow.run_pre_trade_check instead; both already include this breakeven figure plus more. Returns: breakevenPrice, totalFees.","inputSchema":{"type":"object","required":["side","entryPrice","sizeBase"],"properties":{"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"sizeBase":{"type":"number","description":"Position size: base asset qty for linear, USD contracts for inverse"},"entryPrice":{"type":"number","description":"Entry price (positive)"},"feeOpenPct":{"type":"number","description":"Opening fee fraction, default 0.0002"},"feeClosePct":{"type":"number","description":"Closing fee fraction, default 0.0005"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. For inverse, totalFees is returned in the base coin."}}},"annotations":{"title":"Breakeven Planning","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Breakeven Planning"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_breakeven_planning\" → \"workflow_run_breakeven_planning\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":335,"tokensAfter":335},{"name":"workflow.run_breakout_acceptance","fixed":{"name":"workflow_run_breakout_acceptance","description":"Market Profile breakout acceptance: did price accept (hold) beyond the value area / range, or reject back inside (fakeout)? Optional buy/sell delta. Use for \"did the break above VAH get accepted?\". Returns: state, accepted (boolean), direction, confidence, key_levels (VAH/VAL/VPOC), scenario_framing, invalidation level. Candles come from the venue when candles[] is omitted (past sessions are cached, so repeats are fast); supplying candles[] makes the run network-free and reproducible. session_da","inputSchema":{"type":"object","required":["instrument","venue","session_date"],"properties":{"venue":{"enum":["binance","bybit"],"type":"string","description":"Exchange to fetch candles from when candles[] not supplied"},"candles":{"type":"array","items":{"type":"object"},"description":"Optional OHLCV for the session; omit to fetch from venue (reproducible + 0 COGS when supplied)"},"timeframe":{"enum":["1m","5m","15m","30m"],"type":"string","description":"Candle timeframe (default 15m)"},"instrument":{"type":"string","description":"Symbol, e.g. BTCUSDT"},"prev_candles":{"type":"array","items":{"type":"object"},"description":"Optional OHLCV for the previous session"},"session_date":{"type":"string","description":"Session date YYYY-MM-DD (UTC); must be before today (a completed session)"},"include_delta":{"type":"boolean","description":"Include buy/sell delta analysis (default true)"},"value_area_rule":{"type":"number","description":"Value-area fraction 0.5–0.9 (default 0.70)"}}},"annotations":{"title":"Market Profile: Breakout Acceptance","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Market Profile: Breakout Acceptance"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_breakout_acceptance\" → \"workflow_run_breakout_acceptance\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":433,"tokensAfter":433},{"name":"workflow.run_carry_trade","fixed":{"name":"workflow_run_carry_trade","description":"Delta-neutral carry trade (funding arbitrage) analysis, with a profitable/marginal/loss verdict on top of the same math primitive.funding_arb uses. Compared with primitive.funding_arb, this one adds output for the case where a plain-English verdict is wanted, not just the raw numbers. Use when user asks \"is this carry trade worth it?\": long on exchange A, short on exchange B, collect the funding rate spread. Returns: netYieldPct, grossProfit, netProfit, breakevenDays, verdict (profitable/margina","inputSchema":{"type":"object","required":["notional","funding_rate_long","funding_rate_short","hold_days"],"properties":{"notional":{"type":"number","description":"Position notional in USDT"},"hold_days":{"type":"number","description":"Hold duration in days"},"interval_hours":{"enum":[1,8],"type":"number","description":"Funding interval: 1 or 8 hours (default 8)"},"transfer_fee_pct":{"type":"number","description":"One-way transfer fee % (default 0.1)"},"funding_rate_long":{"type":"number","description":"Funding rate on long exchange per interval (decimal)"},"funding_rate_short":{"type":"number","description":"Funding rate on short exchange per interval (decimal)"}}},"annotations":{"title":"Carry Trade","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Carry Trade"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_carry_trade\" → \"workflow_run_carry_trade\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":342,"tokensAfter":342},{"name":"workflow.run_cointegration","fixed":{"name":"workflow_run_cointegration","description":"Engle-Granger two-step cointegration test for a pair of price series: do they share a long-run equilibrium relationship (their spread is stationary/mean-reverting)? The standard pairs-trading signal test. Returns the cointegrating regression's hedge ratio (beta) and an ADF t-statistic on the residuals, compared against 1%/5%/10% critical values. Use when user asks \"are these two assets cointegrated?\" or \"is this a valid pairs trade?\". Returns: alpha, beta (hedge ratio), t_stat, critical_values, ","inputSchema":{"type":"object","required":["y","x"],"properties":{"x":{"type":"array","items":{"type":"number"},"minItems":20,"description":"Second price series, same length and dates as y"},"y":{"type":"array","items":{"type":"number"},"minItems":20,"description":"First price series (the dependent variable in the cointegrating regression)"}}},"annotations":{"title":"Cointegration Test","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Cointegration Test"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_cointegration\" → \"workflow_run_cointegration\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":252,"tokensAfter":252},{"name":"workflow.run_compound_funding","fixed":{"name":"workflow_run_compound_funding","description":"Project capital growth from reinvesting perpetual futures funding income (compounding carry). Use when user asks \"how much will I make compounding 0.01% funding for 90 days?\" or \"what's my APY on this carry position?\". Funding received is split by reinvestPct (the rest is withdrawn and still counts as earned); funding paid comes out of capital in full, and the capital never goes below 0. Returns: finalCapital, totalWithdrawn, endValue, totalEarned, totalEarnedPct, annualizedAPY, dailyEarnings, s","inputSchema":{"type":"object","required":["initialCapital","fundingRatePct","durationDays"],"properties":{"reinvestPct":{"type":"number","maximum":100,"minimum":0,"description":"Percentage of funding received that is reinvested each interval, 0-100 (the rest is withdrawn and counts as earned; funding paid always comes out of capital). 100 = full compounding. Default 100."},"durationDays":{"type":"number","maximum":3650,"description":"Number of days to project, up to 3650","exclusiveMinimum":0},"intervalHours":{"enum":[8,1],"type":"number","description":"Funding interval: 8 (standard) or 1 (Hyperliquid, dYdX, Kraken: per-hour rates)"},"fundingRatePct":{"type":"number","description":"Funding rate per interval as percentage, e.g. 0.01 for 0.01%"},"initialCapital":{"type":"number","description":"Starting capital in USDT","exclusiveMinimum":0}}},"annotations":{"title":"Compound Funding","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Compound Funding"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_compound_funding\" → \"workflow_run_compound_funding\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":394,"tokensAfter":394},{"name":"workflow.run_covered_call_protective_put","fixed":{"name":"workflow_run_covered_call_protective_put","description":"Covered call (long the coin + short a call against it, for yield) or protective put (long the coin + long a put, for downside insurance) on a Deribit BTC/ETH position. Returns the standard annualized-yield metric (premium ÷ 1 coin, annualized by 365/daysToExpiry) up front: that number doesn't depend on any price scenario. Also returns the USD value of the combined position at a given scenario price: covered call caps upside at strike + premium×scenarioPrice (the premium's own coin-denominated va","inputSchema":{"type":"object","required":["strategy","spotEntry","strike","premiumCoin","daysToExpiry","quantity","scenarioPrice"],"properties":{"strike":{"type":"number","description":"Option strike, USD"},"currency":{"enum":["BTC","ETH"],"type":"string","description":"Underlying coin. Default BTC."},"quantity":{"type":"number","description":"Coin units held / contracts (1:1 covered)"},"strategy":{"enum":["covered_call","protective_put"],"type":"string","description":"\"covered_call\" (hold the coin, sell a call against it) or \"protective_put\" (hold the coin, buy a put as insurance)"},"spotEntry":{"type":"number","description":"Price you acquired/value the underlying coin at, USD; used for the covered-call breakeven vs. cost basis"},"premiumCoin":{"type":"number","description":"Premium received (covered_call) or paid (protective_put) per contract, in the base coin"},"daysToExpiry":{"type":"number","description":"Calendar days until expiry; used to annualize the yield/cost"},"scenarioPrice":{"type":"number","description":"Underlying price in USD to evaluate the combined position's value at"}}},"annotations":{"title":"Covered Call and Protective Put","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Covered Call and Protective Put"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_covered_call_protective_put\" → \"workflow_run_covered_call_protective_put\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":468,"tokensAfter":468},{"name":"workflow.run_cross_venue_arbitrage","fixed":{"name":"workflow_run_cross_venue_arbitrage","description":"Checks 2-5 quotes for the SAME real-world binary bet across venues (or manually-supplied probabilities) for a guaranteed, direction-independent arbitrage: buy \"Yes\" at whichever venue quotes it cheapest, buy \"No\" at whichever venue quotes \"Yes\" most expensively (its own \"No\" price is assumed to be 1 minus its own \"Yes\" price, the standard complementary-binary convention). Reports isArbitrage, the cost to lock in $1 of guaranteed payout, guaranteed profit and ROI for a given stake, and which side","inputSchema":{"type":"object","required":["stakeUsd"],"properties":{"quotes":{"type":"array","items":{"type":"object","required":["venue","identifier"],"properties":{"venue":{"enum":["kalshi","polymarket","adi","limitless","myriad"],"type":"string","description":"Prediction-market venue this quote comes from"},"identifier":{"type":"string","description":"Kalshi ticker, Polymarket slug, ADI Predictstreet symbol, Limitless slug, or Myriad slug, matching the venue field."}}},"maxItems":5,"minItems":2,"description":"Live mode: one entry per venue, 2-5 total. Provide this OR manualProbabilitiesPct, not both."},"stakeUsd":{"type":"number","description":"Total capital to deploy across both legs"},"feePctPerLeg":{"type":"number","description":"Optional per-leg trading-fee rate, e.g. 0.02 for 2% (default 0)"},"manualProbabilitiesPct":{"type":"array","items":{"type":"number"},"maxItems":5,"minItems":2,"description":"Manual mode: 2-5 probabilities (0.01-99.99) already known for the same bet across different venues, when you don't want a live fetch. Provide this OR quotes, not both."}}},"annotations":{"title":"Cross Venue Arbitrage","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Cross Venue Arbitrage"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_cross_venue_arbitrage\" → \"workflow_run_cross_venue_arbitrage\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":463,"tokensAfter":463},{"name":"workflow.run_crypto_profit","fixed":{"name":"workflow_run_crypto_profit","description":"Profit or loss on a spot crypto trade (coins bought and sold outright, no leverage, no funding) after both fees. Give exactly one of investment (total cash spent, buy fee included) or quantity (coins bought). Each fee is a fraction of that fill's trade value (0.001 = 0.1%): the buy fee is paid on top of the coins' cost, the sell fee comes out of the sale value. For a leveraged perpetual futures position see workflow.run_pnl_planning. Use when user asks \"I bought BTC at $X, what is my profit if I","inputSchema":{"type":"object","required":["buyPrice","sellPrice"],"properties":{"buyPrice":{"type":"number","description":"Price paid per coin, in the quote currency (e.g. 60000 for BTC in USD)"},"quantity":{"type":"number","description":"Number of coins bought (e.g. 0.5). Give this or investment, not both"},"buyFeePct":{"type":"number","description":"Buy fee as a fraction of the trade value, 0 to 0.05 (0.001 = 0.1%). Default 0"},"sellPrice":{"type":"number","description":"Price per coin at the sale, or the price to test, same currency"},"investment":{"type":"number","description":"Total cash spent on the buy, buy fee included (e.g. 1000). Give this or quantity, not both"},"sellFeePct":{"type":"number","description":"Sell fee as a fraction of the trade value, 0 to 0.05 (0.001 = 0.1%). Default 0"},"holdingDays":{"type":"number","description":"Optional: days the coins were held; 30 or more also returns the annualized return"}}},"annotations":{"title":"Crypto Profit","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Crypto Profit"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_crypto_profit\" → \"workflow_run_crypto_profit\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":416,"tokensAfter":416},{"name":"workflow.run_dca_entry","fixed":{"name":"workflow_run_dca_entry","description":"DCA entry planner: weighted average entry price, breakeven, and per-level contribution from multiple fill prices and sizes. Each fill is { price, size } here (primitive.average_entry calls the same field quantity). Compared with primitive.average_entry, this one adds output for the case where breakeven or the per-level breakdown is also wanted, not just the bare average. Use when user bought at several prices and asks \"what's my average entry?\" or \"where is my DCA breakeven?\". Returns: averageEn","inputSchema":{"type":"object","required":["side","entries"],"properties":{"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"entries":{"type":"array","items":{"type":"object","required":["price","size"],"properties":{"size":{"type":"number","description":"Fill size"},"price":{"type":"number","description":"Fill price"}}},"maxItems":20,"minItems":2,"description":"Fills to average (2 to 20). Each: { price, size }, e.g. [{ \"price\": 60000, \"size\": 0.5 }, { \"price\": 58000, \"size\": 1 }]. Size is base-asset quantity for linear, USD notional (contracts) for inverse."},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. Each fill's size is USD notional (contracts) for inverse; averageEntry is then the harmonic mean of fill prices, not the arithmetic mean."},"fee_open_pct":{"type":"number","description":"Open fee rate (default 0.0002)"},"fee_close_pct":{"type":"number","description":"Close fee rate (default 0.0005)"}}},"annotations":{"title":"DCA Entry","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"DCA Entry"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_dca_entry\" → \"workflow_run_dca_entry\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":451,"tokensAfter":451},{"name":"workflow.run_dsr","fixed":{"name":"workflow_run_dsr","description":"Deflated Sharpe Ratio (Bailey & Lopez de Prado): given how many strategy variants you tried (and how correlated they are), what Sharpe ratio would the *best of N* clear by luck alone, and does your actual strategy still clear that higher bar? Use when user asks \"is my backtested Sharpe ratio real, or did I get lucky trying many variants?\" or \"how many independent trials does this really represent?\". Provide either trial_sharpes[] (the N trials' own observed Sharpe ratios, most rigorous) or n_tri","inputSchema":{"type":"object","required":["returns"],"properties":{"returns":{"type":"array","items":{"type":"number"},"minItems":3,"description":"The candidate strategy's own return series"},"n_trials":{"type":"number","description":"Number of strategy variants tried, if trial_sharpes were not tracked individually. Assumes trial Sharpes with mean 0 and variance 1 (per-period units): too strict for daily series, prefer trial_sharpes there."},"trial_sharpes":{"type":"array","items":{"type":"number"},"minItems":2,"description":"Observed Sharpe ratios of all N trials tried, if tracked. Takes priority over n_trials if both are given."},"avg_correlation":{"type":"number","description":"Average pairwise correlation between trials, 0-1 (default 0 = independent). Only used with n_trials; lowers the effective trial count via Kish's design effect."}}},"annotations":{"title":"Deflated Sharpe Ratio","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Deflated Sharpe Ratio"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_dsr\" → \"workflow_run_dsr\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":390,"tokensAfter":390},{"name":"workflow.run_evt_tail_risk","fixed":{"name":"workflow_run_evt_tail_risk","description":"Extreme Value Theory tail risk (Peaks-Over-Threshold): fits a Generalized Pareto Distribution to the losses beyond a high threshold via Grimshaw's (1993) profile-likelihood MLE, then extrapolates VaR/Expected Shortfall at the requested confidence, without assuming a normal distribution. Use when user asks \"what's my tail VaR without assuming normality?\" or \"how fat is my loss tail, really?\". Complements workflow.run_var_cvar (parametric, normal-distribution VaR/CVaR) for exactly the fat-tailed-r","inputSchema":{"type":"object","required":["returns"],"properties":{"returns":{"type":"array","items":{"type":"number"},"minItems":100,"description":"Return series, one value per period, at least 100 values (POT needs real sample depth in the tail)"},"confidence":{"type":"number","description":"VaR/ES confidence level, 0-1 exclusive. Default 0.99. Must satisfy 1-confidence < the threshold's own exceedance rate."},"threshold_percentile":{"type":"number","description":"Percentile (0-100 exclusive) of the loss distribution used as the POT threshold u. Default 90."}}},"annotations":{"title":"EVT Tail Risk","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"EVT Tail Risk"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_evt_tail_risk\" → \"workflow_run_evt_tail_risk\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":314,"tokensAfter":314},{"name":"workflow.run_exit_target","fixed":{"name":"workflow_run_exit_target","description":"Calculate the exact exit price needed to hit a target PnL or ROE percentage. Use when user asks \"at what price do I take profit to make $500?\" or \"where should I set TP for 20% ROE?\". Returns: targetExitPrice.","inputSchema":{"type":"object","required":["side","entryPrice","leverage","sizeBase","targetMode","targetValue"],"properties":{"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"leverage":{"type":"number","description":"Leverage multiplier"},"sizeBase":{"type":"number","description":"Position size in base asset"},"entryPrice":{"type":"number","description":"Entry price"},"feeOpenPct":{"type":"number","description":"Opening fee fraction, default 0.0002"},"targetMode":{"enum":["pnl","roe"],"type":"string","description":"\"pnl\" = target in USDT, \"roe\" = target in %"},"feeClosePct":{"type":"number","description":"Closing fee fraction, default 0.0005"},"targetValue":{"type":"number","description":"Target value (USDT/coin for pnl mode, or %)"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. For inverse, pnl-mode targetValue and outputs are in the base coin."}}},"annotations":{"title":"Exit Target","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Exit Target"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_exit_target\" → \"workflow_run_exit_target\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":355,"tokensAfter":355},{"name":"workflow.run_forex_average_entry","fixed":{"name":"workflow_run_forex_average_entry","description":"Size-weighted average entry price across multiple forex fills: plain arithmetic mean, since forex has no coin-margined analog requiring the harmonic mean the crypto average_entry tool uses for inverse contracts. Use when user asks \"what's my average entry after these fills?\". Returns: totalUnits, totalCost, avgEntry.","inputSchema":{"type":"object","required":["pair","fills"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"fills":{"type":"array","items":{"type":"object","required":["price","units"],"properties":{"price":{"type":"number","description":"Fill price"},"units":{"type":"number","description":"Fill size in base-currency units"}}},"description":"Fills to average, each with a price and a size in base-currency units"}}},"annotations":{"title":"Forex Average Entry","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Average Entry"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_average_entry\" → \"workflow_run_forex_average_entry\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":239,"tokensAfter":239},{"name":"workflow.run_forex_breakeven","fixed":{"name":"workflow_run_forex_breakeven","description":"Breakeven price for a forex position accounting for spread and round-trip commission, in pips and in price. Commission is quoted per standard lot (100,000 units) and expressed in the pair's own quote currency; because both commission and pip value scale with lot size, the commission-in-pips figure is independent of position size by construction. Use when user asks \"where's my true breakeven after spread and commission?\". Returns: pipSize, commissionPips, totalCostPips, breakevenPrice.","inputSchema":{"type":"object","required":["pair","side","entryPrice","spreadPips"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"entryPrice":{"type":"number","description":"Entry price in the pair's own quote terms, e.g. 1.0850 for EUR/USD"},"spreadPips":{"type":"number","description":"Spread at entry, in pips"},"commissionPerLotRoundTrip":{"type":"number","description":"Round-trip commission per standard lot, in the pair's own quote currency. Default 0 (pure-spread broker model)."}}},"annotations":{"title":"Forex Breakeven","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Breakeven"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_breakeven\" → \"workflow_run_forex_breakeven\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":335,"tokensAfter":335},{"name":"workflow.run_forex_correlation","fixed":{"name":"workflow_run_forex_correlation","description":"Correlation coefficient and minimum-variance hedge ratio between two price series of matching length, computed on daily % returns (not raw price levels, which would give spuriously high correlation between two unrelated but both-trending series). hedgeRatio follows Hull's standard futures-hedging formula: cov(returns1,returns2)/var(returns2), \"how many units of series 2 per unit of series 1 minimizes the combined position's variance.\" No live data fetch: supply the two price series directly. The","inputSchema":{"type":"object","required":["rates1","rates2"],"properties":{"rates1":{"type":"array","items":{"type":"number"},"minItems":5,"description":"First price series, chronological order, one price per date"},"rates2":{"type":"array","items":{"type":"number"},"minItems":5,"description":"Second price series, chronological order, same length and same dates as rates1"}}},"annotations":{"title":"Forex Correlation","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Correlation"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_correlation\" → \"workflow_run_forex_correlation\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":261,"tokensAfter":261},{"name":"workflow.run_forex_correlation_live","fixed":{"name":"workflow_run_forex_correlation_live","description":"Correlation coefficient and minimum-variance hedge ratio between two forex pairs, fetched live: historical daily rates for both pairs over the given lookback window (frankfurter.app's daily ECB reference time series, business days only), aligned by matching date, computed on daily % returns. hedgeRatio follows Hull's standard futures-hedging formula: \"how many units of pair2 per unit of pair1 minimizes the combined position's variance.\" Use when user asks \"how correlated are EUR/USD and GBP/USD?","inputSchema":{"type":"object","required":["pair1","pair2"],"properties":{"days":{"type":"integer","description":"Calendar days to look back, 14-365. Default 30. Business-day-only data means fewer actual points than this number."},"pair1":{"type":"string","description":"First currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"pair2":{"type":"string","description":"Second currency pair in BASE/QUOTE format, e.g. \"GBP/USD\""}}},"annotations":{"title":"Forex Correlation (Live)","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Forex Correlation (Live)"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_correlation_live\" → \"workflow_run_forex_correlation_live\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":279,"tokensAfter":279},{"name":"workflow.run_forex_currency_converter","fixed":{"name":"workflow_run_forex_currency_converter","description":"Converts an amount between currencies using a manually supplied rate: no live data fetch. The live variant is workflow.run_forex_currency_converter_live, which has the rate fetched automatically. Use when user already knows the exact rate they want applied. Returns: converted.","inputSchema":{"type":"object","required":["amount","rate"],"properties":{"rate":{"type":"number","description":"Exchange rate to apply (1 unit of source currency = rate units of target currency)"},"amount":{"type":"number","description":"Amount in the source currency"}}},"annotations":{"title":"Forex Currency Converter","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Currency Converter"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_currency_converter\" → \"workflow_run_forex_currency_converter\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":171,"tokensAfter":171},{"name":"workflow.run_forex_currency_converter_live","fixed":{"name":"workflow_run_forex_currency_converter_live","description":"Converts an amount between currencies using a live FX rate: TrueFX for its 10 quoted majors (genuinely live tick data), frankfurter.app daily ECB reference rate as the fallback for every other currency pair (30 total). Use when user asks \"what's $X worth in EUR?\" or any currency conversion where the rate itself isn't already known. Returns: converted, rate, source (truefx/frankfurter/identity), asOf, available (false + error if no rate could be found for that pair).","inputSchema":{"type":"object","required":["amount","from","to"],"properties":{"to":{"type":"string","description":"3-letter target currency code, e.g. \"EUR\""},"from":{"type":"string","description":"3-letter source currency code, e.g. \"USD\""},"amount":{"type":"number","description":"Amount in the source currency"}}},"annotations":{"title":"Forex Currency Converter (Live)","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Forex Currency Converter (Live)"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_currency_converter_live\" → \"workflow_run_forex_currency_converter_live\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":240,"tokensAfter":240},{"name":"workflow.run_forex_margin_level","fixed":{"name":"workflow_run_forex_margin_level","description":"Free margin and margin level % from account equity and used margin: equity/usedMargin*100, the same stop-out proximity metric every forex platform shows. Returns null (not Infinity) when usedMargin is 0, meaning no open position. Use when user asks \"how close am I to a margin call?\" or \"what's my free margin?\". Returns: freeMargin, marginLevelPct.","inputSchema":{"type":"object","required":["equity","usedMargin"],"properties":{"equity":{"type":"number","description":"Account equity (balance + floating P&L)"},"usedMargin":{"type":"number","description":"Margin currently locked by open positions. 0 if none."}}},"annotations":{"title":"Forex Margin Level","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Margin Level"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_margin_level\" → \"workflow_run_forex_margin_level\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":189,"tokensAfter":189},{"name":"workflow.run_forex_margin_required","fixed":{"name":"workflow_run_forex_margin_required","description":"Notional and margin required for a forex position, in the pair's own quote currency: no live FX rate needed. Never built for Phase 1 of this domain since a margin figure has no natural currency-neutral form the way pip value does. The live variant is workflow.run_forex_margin_required_live, which applies when the account currency differs from the pair's quote currency. Use when user asks \"how much margin do I need for X lots of EUR/USD at 50:1?\". Returns: notionalQuote, marginQuote, base, quote.","inputSchema":{"type":"object","required":["pair","units","price","leverage"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"price":{"type":"number","description":"Entry or current price"},"units":{"type":"number","description":"Position size in base-currency units"},"leverage":{"type":"number","description":"Leverage multiplier, e.g. 50 for 50:1"}}},"annotations":{"title":"Forex Margin Required","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Margin Required"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_margin_required\" → \"workflow_run_forex_margin_required\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":272,"tokensAfter":272},{"name":"workflow.run_forex_margin_required_live","fixed":{"name":"workflow_run_forex_margin_required_live","description":"Notional and margin required for a forex position, converted to a given account currency via a live FX rate (same TrueFX/frankfurter.app source as workflow.run_forex_pip_value_live). Use when user asks \"how much margin do I need in my account currency?\" and the account currency differs from the pair's own quote currency. Returns everything workflow.run_forex_margin_required does, plus accountCurrency, notionalAccount, marginAccount, fxRate, fxSource, available (false + error if no rate could be ","inputSchema":{"type":"object","required":["pair","units","price","leverage","accountCurrency"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"price":{"type":"number","description":"Entry or current price"},"units":{"type":"number","description":"Position size in base-currency units"},"leverage":{"type":"number","description":"Leverage multiplier, e.g. 50 for 50:1"},"accountCurrency":{"type":"string","description":"3-letter account currency code, e.g. \"GBP\""}}},"annotations":{"title":"Forex Margin Required (Live)","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Forex Margin Required (Live)"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_margin_required_live\" → \"workflow_run_forex_margin_required_live\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":306,"tokensAfter":306},{"name":"workflow.run_forex_pip_value","fixed":{"name":"workflow_run_forex_pip_value","description":"Value of 1 pip for a given forex pair and position size, in that pair's own quote currency (e.g. EUR/USD's pip value comes back in USD, USD/JPY's in JPY): no live FX rate needed, since a pair's pip value is naturally denominated in its own quote currency. Pip size is 0.0001 for non-JPY pairs, 0.01 for JPY-quoted pairs, a universal market convention verified against real broker documentation, not broker-specific. The live variant is workflow.run_forex_pip_value_live, which applies when the accoun","inputSchema":{"type":"object","required":["pair","units"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"units":{"type":"number","description":"Position size in base-currency units (1 standard lot = 100,000, mini = 10,000, micro = 1,000, nano = 100)"}}},"annotations":{"title":"Forex Pip Value","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Pip Value"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_pip_value\" → \"workflow_run_forex_pip_value\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":243,"tokensAfter":243},{"name":"workflow.run_forex_pip_value_live","fixed":{"name":"workflow_run_forex_pip_value_live","description":"Value of 1 pip for a forex pair and position size, converted to a given account currency via a live FX rate: TrueFX for its 10 quoted majors (genuinely live tick data), frankfurter.app daily ECB reference rate as the fallback for every other currency (30 total). Use when user asks \"what's 1 pip worth in my account currency?\" and the account currency differs from the pair's own quote currency (if it matches, workflow.run_forex_pip_value alone is enough, no live fetch needed). Returns everything w","inputSchema":{"type":"object","required":["pair","units","accountCurrency"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"units":{"type":"number","description":"Position size in base-currency units"},"accountCurrency":{"type":"string","description":"3-letter account currency code, e.g. \"GBP\""}}},"annotations":{"title":"Forex Pip Value (Live)","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Forex Pip Value (Live)"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_pip_value_live\" → \"workflow_run_forex_pip_value_live\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":258,"tokensAfter":258},{"name":"workflow.run_forex_pnl","fixed":{"name":"workflow_run_forex_pnl","description":"Profit or loss for a closed or hypothetical forex trade, in pips and in the pair's own quote currency, long or short. Use when user asks \"what did I make/lose on this trade?\" or \"what would X pips be worth on Y lots?\". Returns: pips (signed, positive favors the position taken), pnlQuote.","inputSchema":{"type":"object","required":["pair","side","entryPrice","exitPrice","units"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"units":{"type":"number","description":"Position size in base-currency units"},"exitPrice":{"type":"number","description":"Exit price, same quote convention as the entry price"},"entryPrice":{"type":"number","description":"Entry price in the pair's own quote terms, e.g. 1.0850 for EUR/USD"}}},"annotations":{"title":"Forex PnL","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex PnL"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_pnl\" → \"workflow_run_forex_pnl\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":261,"tokensAfter":261},{"name":"workflow.run_forex_position_size_live","fixed":{"name":"workflow_run_forex_position_size_live","description":"Position size (units and standard lots) from a risk amount and stop distance, in a given account currency, via a live FX rate to convert pip value into that currency (same TrueFX/frankfurter.app source as the other forex _live tools). Never has a meaningful account-currency-agnostic form: sizing a position from a risk budget genuinely requires knowing what 1 pip is worth in the currency that budget is denominated in. Use when user asks \"how many lots should I trade to risk $X on this setup?\". Re","inputSchema":{"type":"object","required":["pair","entryPrice","stopPrice","riskAmount","accountCurrency"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"stopPrice":{"type":"number","description":"Stop-loss price, same quote convention as the entry price"},"entryPrice":{"type":"number","description":"Entry price in the pair's own quote terms, e.g. 1.0850 for EUR/USD"},"riskAmount":{"type":"number","description":"Amount to risk, in accountCurrency"},"accountCurrency":{"type":"string","description":"3-letter account currency code, e.g. \"USD\""}}},"annotations":{"title":"Forex Position Size (Live)","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Forex Position Size (Live)"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_position_size_live\" → \"workflow_run_forex_position_size_live\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":329,"tokensAfter":329},{"name":"workflow.run_forex_risk_reward","fixed":{"name":"workflow_run_forex_risk_reward","description":"Risk and reward distance in pips from entry/stop/target, and the resulting ratio (reward/risk): a raw number, not a verdict. ratio is null when the stop sits exactly at entry (no risk distance), and also when validSetup is false (stop/target on the wrong side of entry for the given side, e.g. a long with its stop above entry) - check validSetup before trusting the ratio. Use when user asks \"what's my risk/reward on this setup?\". Returns: riskPips, rewardPips, validSetup, ratio.","inputSchema":{"type":"object","required":["pair","side","entryPrice","stopPrice","targetPrice"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"stopPrice":{"type":"number","description":"Stop-loss price, same quote convention as the entry price"},"entryPrice":{"type":"number","description":"Entry price in the pair's own quote terms, e.g. 1.0850 for EUR/USD"},"targetPrice":{"type":"number","description":"Take-profit price, same quote convention as the entry price"}}},"annotations":{"title":"Forex Risk Reward","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Risk Reward"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_risk_reward\" → \"workflow_run_forex_risk_reward\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":328,"tokensAfter":328},{"name":"workflow.run_forex_scenario","fixed":{"name":"workflow_run_forex_scenario","description":"PnL across a range of hypothetical price moves (in pips, signed by actual price direction, not pre-adjusted for side), for a single forex position size, long or short. Use when user asks \"what if price moves X pips in either direction?\". Returns: scenarios[] (deltaPips, exitPrice, pnlQuote).","inputSchema":{"type":"object","required":["pair","side","entryPrice","units","deltasPips"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"units":{"type":"number","description":"Position size in base-currency units"},"deltasPips":{"type":"array","items":{"type":"number"},"description":"Hypothetical price moves in pips, e.g. [-50, 0, 50]"},"entryPrice":{"type":"number","description":"Entry price in the pair's own quote terms, e.g. 1.0850 for EUR/USD"}}},"annotations":{"title":"Forex Scenario","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Scenario"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_scenario\" → \"workflow_run_forex_scenario\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":270,"tokensAfter":270},{"name":"workflow.run_forex_swap_cost","fixed":{"name":"workflow_run_forex_swap_cost","description":"Total swap/rollover cost (or credit) for holding a forex position overnight, in the pair's own quote currency: no live FX rate needed. Swap rates are broker-set with no free live feed available, so swapPerLotPerNight is always a manual input (quoted per standard lot, matching how commission is quoted in workflow.run_forex_breakeven), not fetched. Negative = cost (you pay), positive = credit (you receive). The live variant is workflow.run_forex_swap_cost_live, which applies when the account curre","inputSchema":{"type":"object","required":["pair","units","swapPerLotPerNight","nights"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"units":{"type":"number","description":"Position size in base-currency units"},"nights":{"type":"integer","description":"Number of nights the position is held"},"swapPerLotPerNight":{"type":"number","description":"Swap rate per standard lot (100,000 units) per night, in the pair's quote currency. Negative = cost, positive = credit. Broker-set: get this from the user's broker platform, there is no live source for it."}}},"annotations":{"title":"Forex Swap Cost","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Forex Swap Cost"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_swap_cost\" → \"workflow_run_forex_swap_cost\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":327,"tokensAfter":327},{"name":"workflow.run_forex_swap_cost_live","fixed":{"name":"workflow_run_forex_swap_cost_live","description":"Total swap/rollover cost (or credit) for holding a forex position overnight, converted to a given account currency via a live FX rate (same TrueFX/frankfurter.app source as the other forex _live tools). swapPerLotPerNight is still always a manual input: swap rates are broker-set, with no free live feed available for them. Use when user asks \"how much will holding this position overnight cost me in my account currency?\" and it differs from the pair's own quote currency. Returns everything workflo","inputSchema":{"type":"object","required":["pair","units","swapPerLotPerNight","nights","accountCurrency"],"properties":{"pair":{"type":"string","description":"Currency pair in BASE/QUOTE format, e.g. \"EUR/USD\""},"units":{"type":"number","description":"Position size in base-currency units"},"nights":{"type":"integer","description":"Number of nights the position is held"},"accountCurrency":{"type":"string","description":"3-letter account currency code, e.g. \"GBP\""},"swapPerLotPerNight":{"type":"number","description":"Swap rate per standard lot per night, in the pair's quote currency. Negative = cost, positive = credit."}}},"annotations":{"title":"Forex Swap Cost (Live)","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Forex Swap Cost (Live)"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_forex_swap_cost_live\" → \"workflow_run_forex_swap_cost_live\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":333,"tokensAfter":333},{"name":"workflow.run_funding_arbitrage","fixed":{"name":"workflow_run_funding_arbitrage","description":"Calculate funding rate arbitrage profit: annualized yield, net profit, and breakeven days for a long/short basis trade across two exchanges: the bare numbers only, no plain-English verdict. For the same math plus a profitable/marginal/loss verdict, use workflow.run_carry_trade instead. Use when user asks \"is this funding arb worth it?\" or \"how many days to break even on transfer fees?\". Returns: netProfitUsdt, annualizedYieldPct, breakevenDays.","inputSchema":{"type":"object","required":["positionSize","longFundingRate","shortFundingRate","durationDays"],"properties":{"durationDays":{"type":"number","description":"Holding period in days"},"positionSize":{"type":"number","description":"Position size in USDT"},"intervalHours":{"enum":[8,1],"type":"number","description":"Funding interval: 8 (standard) or 1 (Hyperliquid, dYdX, Kraken: per-hour rates)"},"transferFeePct":{"type":"number","description":"One-time transfer/setup fee as percentage, e.g. 0.1 for 0.1%"},"longFundingRate":{"type":"number","description":"Funding rate on long side (% per interval, positive = you pay)"},"shortFundingRate":{"type":"number","description":"Funding rate on short side (% per interval, positive = you receive)"}}},"annotations":{"title":"Funding Arbitrage","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Funding Arbitrage"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_funding_arbitrage\" → \"workflow_run_funding_arbitrage\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":354,"tokensAfter":354},{"name":"workflow.run_funding_breakeven","fixed":{"name":"workflow_run_funding_breakeven","description":"Price move needed to cover funding cost + fees over a holding period. Use when user asks \"how much does BTC need to move for me to profit after funding?\" or \"is funding killing my edge on this trade?\". Returns: breakevenWithFunding, breakevenWithoutFunding, requiredMovePct.","inputSchema":{"type":"object","required":["side","entry_price","size","funding_rate","hold_hours"],"properties":{"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"size":{"type":"number","description":"Position size in base currency"},"hold_hours":{"type":"number","description":"Hold duration in hours"},"entry_price":{"type":"number","description":"Entry price"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. size is USD notional (contracts) for inverse; notional/funding_cost/fee_total/total_carry_cost come back denominated in the base coin."},"fee_open_pct":{"type":"number","description":"Open fee rate (default 0.0002)"},"funding_rate":{"type":"number","description":"Funding rate per funding interval (decimal, e.g. 0.0001)"},"fee_close_pct":{"type":"number","description":"Close fee rate (default 0.0005)"},"funding_interval_hours":{"enum":[8,1],"type":"number","description":"Hours per funding payment: 8 (default) or 1 (Hyperliquid, dYdX and Kraken, whose rate is per hour)"}}},"annotations":{"title":"Funding Breakeven","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Funding Breakeven"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_funding_breakeven\" → \"workflow_run_funding_breakeven\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":408,"tokensAfter":408},{"name":"workflow.run_funding_cost","fixed":{"name":"workflow_run_funding_cost","description":"Calculate the total funding cost (or income) for holding a perpetual futures position. Use when user asks \"how much funding will I pay holding X days?\" or \"is funding eating my profit?\". Returns: totalCost (positive = you pay, negative = you receive; in the coin for inverse), costPerDay, annualPct, totalPeriods, breakevenShift (size of the price move whose PnL equals the funding: up for a positive rate, down for a negative one, for either side).","inputSchema":{"type":"object","required":["side","sizeBase","entryPrice","fundingRate","days"],"properties":{"days":{"type":"number","description":"Number of days to hold"},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"sizeBase":{"type":"number","description":"Position size in base asset"},"entryPrice":{"type":"number","description":"Entry price"},"fundingRate":{"type":"number","description":"Funding rate per 8h period as fraction, e.g. 0.0001"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. For inverse, sizeBase is USD contracts and cost figures come out in the base coin."}}},"annotations":{"title":"Funding Cost","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Funding Cost"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_funding_cost\" → \"workflow_run_funding_cost\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":344,"tokensAfter":344},{"name":"workflow.run_garch","fixed":{"name":"workflow_run_garch","description":"GARCH(1,1) volatility model, fit by maximum likelihood on a return series: estimates omega/alpha/beta (the variance-persistence parameters) and forecasts next-period volatility. Use when user asks \"what's my GARCH volatility forecast?\" or \"how persistent is volatility in this return series?\". This is a backward-looking statistical fit, not a market prediction guarantee. Returns: mu, omega, alpha, beta, persistence (alpha+beta), unconditional_vol, forecast_vol, loglikelihood.","inputSchema":{"type":"object","required":["returns"],"properties":{"returns":{"type":"array","items":{"type":"number"},"minItems":50,"description":"Return series, one value per period, at least 50 values (GARCH needs real sample depth to identify persistence)"}}},"annotations":{"title":"GARCH Volatility","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"GARCH Volatility"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_garch\" → \"workflow_run_garch\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":221,"tokensAfter":221},{"name":"workflow.run_hurst_exponent","fixed":{"name":"workflow_run_hurst_exponent","description":"Hurst exponent via rescaled-range (R/S) analysis: is this return/price series trending/persistent (H>0.5, a move tends to be followed by a move in the same direction), mean-reverting/anti-persistent (H<0.5), or consistent with a random walk (H~0.5)? Use when user asks \"is this asset trending or mean-reverting?\" or \"does this series show long-range dependence?\". Takes a return series, not raw price levels. Returns: hurst, interpretation (trending/mean_reverting/random_walk), window_sizes, rs_valu","inputSchema":{"type":"object","required":["values"],"properties":{"values":{"type":"array","items":{"type":"number"},"minItems":32,"description":"Return series (not raw price levels)"},"min_window":{"type":"number","description":"Smallest R/S analysis window size (default 8)"}}},"annotations":{"title":"Hurst Exponent","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Hurst Exponent"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_hurst_exponent\" → \"workflow_run_hurst_exponent\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":234,"tokensAfter":234},{"name":"workflow.run_impermanent_loss","fixed":{"name":"workflow_run_impermanent_loss","description":"Impermanent loss for a liquidity-pool position: compares providing liquidity against simply holding the same tokens, at a manually-supplied entry and current price. Two modes: full_range (standard 50/50 constant-product pool, the textbook 2*sqrt(k)/(1+k)-1 closed form) or concentrated (a Uniswap-V3-style position confined to [lowerPrice, upperPrice] - IL is always worse than full_range for the same price move when the range is tight, and the position is fully single-asset, no longer earning fees","inputSchema":{"type":"object","required":["entryPrice","currentPrice"],"properties":{"mode":{"enum":["full_range","concentrated"],"type":"string","description":"Default full_range."},"entryPrice":{"type":"number","description":"Base token's price in quote-token terms when liquidity was deposited"},"lowerPrice":{"type":"number","description":"Range lower bound - required for concentrated mode, must be below entryPrice"},"upperPrice":{"type":"number","description":"Range upper bound - required for concentrated mode, must be above entryPrice"},"currentPrice":{"type":"number","description":"Base token's current price in quote-token terms"},"feesEarnedUsd":{"type":"number","description":"Optional trading fees earned so far in USD (default 0), folded into netResultUsd alongside lossUsd"},"depositValueUsd":{"type":"number","description":"Optional: USD value deposited at entry, to also report dollar-denominated lpValueUsd/hodlValueUsd/lossUsd"}}},"annotations":{"title":"Impermanent Loss","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Impermanent Loss"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_impermanent_loss\" → \"workflow_run_impermanent_loss\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":420,"tokensAfter":420},{"name":"workflow.run_impermanent_loss_live","fixed":{"name":"workflow_run_impermanent_loss_live","description":"Live variant of workflow.run_impermanent_loss: fetches each token's current live USD price (Solana or any of 5 EVM chains) and derives currentPrice as their ratio, instead of it being supplied manually. entryPrice stays a manual, historical input (a fact the caller must supply, not something a live quote should overwrite), same convention as every other live-capable tool in this product. Use when the caller has the pool's two token addresses but doesn't already know the current price ratio. Retu","inputSchema":{"type":"object","required":["entryPrice","baseMint","quoteMint"],"properties":{"mode":{"enum":["full_range","concentrated"],"type":"string","description":"Default full_range."},"baseMint":{"type":"string","description":"Address of the base token"},"baseChain":{"enum":["solana","ethereum","base","bsc","arbitrum","polygon"],"type":"string","description":"Chain of the base (volatile) token. Default solana."},"quoteMint":{"type":"string","description":"Address of the quote token"},"entryPrice":{"type":"number","description":"Base token's price in quote-token terms when liquidity was deposited (manual - a historical fact)"},"lowerPrice":{"type":"number","description":"Range lower bound - required for concentrated mode"},"quoteChain":{"enum":["solana","ethereum","base","bsc","arbitrum","polygon"],"type":"string","description":"Chain of the quote token. Default solana."},"upperPrice":{"type":"number","description":"Range upper bound - required for concentrated mode"},"feesEarnedUsd":{"type":"number","description":"Optional trading fees earned so far in USD (default 0)"},"depositValueUsd":{"type":"number","description":"Optional: USD value deposited at entry"}}},"annotations":{"title":"Impermanent Loss (Live)","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Impermanent Loss (Live)"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_impermanent_loss_live\" → \"workflow_run_impermanent_loss_live\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":487,"tokensAfter":487},{"name":"workflow.run_implied_volatility","fixed":{"name":"workflow_run_implied_volatility","description":"Solves for the volatility that makes Black-Scholes reproduce an observed option price (Newton-Raphson with a bisection fallback for cases where vega is too flat to converge, e.g. deep ITM/OTM or very short-dated). Checks the price against its no-arbitrage bounds first and refuses to solve (converged: false + error) rather than return a garbage number when the price is impossible for the given spot/strike/rate. Use when user asks \"what IV does this option price imply?\" or gives a market price and","inputSchema":{"type":"object","required":["optionType","spot","strike","daysToExpiry","targetPriceUsd"],"properties":{"spot":{"type":"number","description":"Underlying spot price, USD"},"strike":{"type":"number","description":"Strike price, USD"},"optionType":{"enum":["call","put"],"type":"string","description":"Option type: \"call\" or \"put\""},"daysToExpiry":{"type":"number","description":"Calendar days until expiry (can be fractional)"},"targetPriceUsd":{"type":"number","description":"The observed option price, USD, to solve the implied volatility from"},"riskFreeRatePct":{"type":"number","description":"Risk-free rate in percentage points. Default 0: standard crypto-options convention."}}},"annotations":{"title":"Implied Volatility","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Implied Volatility"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_implied_volatility\" → \"workflow_run_implied_volatility\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":352,"tokensAfter":352},{"name":"workflow.run_kelly_frontier","fixed":{"name":"workflow_run_kelly_frontier","description":"Kelly growth-security frontier (MacLean, Ziemba & Blazenko 1992): for a strategy compounding at a fraction lambda of full Kelly, the probability wealth ever falls to a fraction alpha of its starting value is P = alpha^(2/lambda-1). Provide either lambda_fraction (to compute that probability) or max_probability (to solve for the largest lambda that keeps the ruin probability at or below it). Use when user asks \"if I bet half-Kelly, what's my chance of ever losing half my bankroll?\" or \"what fract","inputSchema":{"type":"object","required":["alpha"],"properties":{"alpha":{"type":"number","description":"Fraction of starting capital, 0-1 exclusive (e.g. 0.5 = \"ever falls to half my starting bankroll\")"},"lambda_fraction":{"type":"number","description":"Fraction of full Kelly being bet (1 = full Kelly, 0.5 = half Kelly). Provide this OR max_probability, not both."},"max_probability":{"type":"number","description":"Target ceiling on the ruin probability, 0-1 exclusive. Provide this to solve for the safe lambda_fraction instead of supplying it directly."}}},"annotations":{"title":"Kelly Growth-Security Frontier","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Kelly Growth-Security Frontier"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_kelly_frontier\" → \"workflow_run_kelly_frontier\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":313,"tokensAfter":313},{"name":"workflow.run_liquidation_safety","fixed":{"name":"workflow_run_liquidation_safety","description":"Calculate the liquidation price for an isolated-margin futures position with one flat maintenance margin rate (mmr, which you supply from your exchange's tier). It is a generic flat-rate model, for linear and inverse alike, not any one exchange's engine: no tiered maintenance amounts, no liquidation fee, no cross-margin (shared collateral) logic, so it does not apply to cross-margin accounts and can differ from an exchange's own figure. Use when user asks \"where will I get liquidated?\" or \"how c","inputSchema":{"type":"object","required":["side","entryPrice","leverage"],"properties":{"mmr":{"type":"number","description":"Maintenance margin rate, default 0.005 (0.5%)"},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"leverage":{"type":"number","description":"Leverage multiplier, e.g. 10 for 10x"},"entryPrice":{"type":"number","description":"Entry price (positive)"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined (e.g. Deribit/Bybit/MEXC BTC-settled perps)."}}},"annotations":{"title":"Liquidation Safety","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Liquidation Safety"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_liquidation_safety\" → \"workflow_run_liquidation_safety\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":327,"tokensAfter":327},{"name":"workflow.run_market_cap_comparison","fixed":{"name":"workflow_run_market_cap_comparison","description":"Compares two tokens' live market caps (Solana or any of 5 EVM chains; the two tokens can be on different chains) and projects what an investment would be worth if the first token's market cap matched the second's. Narrative-agnostic (\"if X reaches Y's market cap\"): works for any token pair, not tied to one hype cycle or one chain. A snapshot ratio, not a forecast: assumes fixed supply on both sides. Use when user asks \"what if this token reaches [other token]'s market cap?\". Returns: multiplier,","inputSchema":{"type":"object","required":["tokenMint","compareToMint","investmentUsd"],"properties":{"tokenMint":{"type":"string","description":"Address of the token you hold or are evaluating (base58 for Solana, 0x... for EVM chains)"},"tokenChain":{"enum":["solana","ethereum","base","bsc","arbitrum","polygon"],"type":"string","description":"Chain of the token you hold. Default solana."},"compareToMint":{"type":"string","description":"Address of the token whose market cap to compare against"},"investmentUsd":{"type":"number","description":"Investment amount in USD"},"compareToChain":{"enum":["solana","ethereum","base","bsc","arbitrum","polygon"],"type":"string","description":"Chain of the comparison token. Default solana. Can differ from tokenChain."}}},"annotations":{"title":"Market Cap Comparison","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Market Cap Comparison"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_market_cap_comparison\" → \"workflow_run_market_cap_comparison\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":370,"tokensAfter":370},{"name":"workflow.run_market_implied_odds","fixed":{"name":"workflow_run_market_implied_odds","description":"Reads Kalshi's full live BTC or ETH year-end price ladder (a set of mutually-exclusive prediction markets covering the whole price range) and reports what the market itself implies: the median (50th-percentile) price bucket, the single most-likely (mode) bucket, and the probability of ending the year at or above any real bucket boundary. Deliberately does not compute an expected value or interpolate inside a bucket: the top/bottom buckets are open-ended, so any point estimate there would need an","inputSchema":{"type":"object","required":[],"properties":{"coin":{"enum":["BTC","ETH"],"type":"string","description":"Which coin's year-end ladder to read. Default BTC."},"thresholdUsd":{"type":"number","description":"Optional price threshold: returns the probability of ending the year at or above the nearest real bucket boundary at or below this value."}}},"annotations":{"title":"Market Implied Odds","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Market Implied Odds"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_market_implied_odds\" → \"workflow_run_market_implied_odds\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":256,"tokensAfter":256},{"name":"workflow.run_max_leverage","fixed":{"name":"workflow_run_max_leverage","description":"Calculate the maximum safe leverage based on account size, max acceptable drawdown, and asset daily volatility. Use when user asks \"what's the max leverage I should use on BTC?\" or \"how much leverage is safe given 3% daily volatility?\". Returns: maxLeverage (maxDrawdownPct / (volatilityPct + mmr x 100), rounded down to 0.1, never below 1x), marginAtRisk (accountSize x maxDrawdownPct / 100, in USDT), safeMargin (USDT) and liquidationBuffer (percent). maxDrawdownPct and volatilityPct are percents ","inputSchema":{"type":"object","required":["accountSize","maxDrawdownPct","volatilityPct"],"properties":{"mmr":{"type":"number","description":"Maintenance margin rate, default 0.005 (0.5%)"},"accountSize":{"type":"number","description":"Total account size in USDT"},"volatilityPct":{"type":"number","description":"Expected daily price volatility as percentage, e.g. 3 for 3%"},"maxDrawdownPct":{"type":"number","description":"Maximum acceptable drawdown as percentage, e.g. 10 for 10%"}}},"annotations":{"title":"Max Leverage","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Max Leverage"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_max_leverage\" → \"workflow_run_max_leverage\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":291,"tokensAfter":291},{"name":"workflow.run_odds_converter","fixed":{"name":"workflow_run_odds_converter","description":"Converts one probability into decimal odds, American odds, and breakeven win rate: either from a manually supplied probability, or from one market read live from Kalshi, Polymarket, ADI Predictstreet, Limitless, or Myriad (five independent crypto-price prediction market venues, all public keyless market data). One market on one venue per call; it does not compare prices across venues (to compare the same bet on two or more venues, see workflow.run_spread_reader). When a Kalshi, Polymarket, Limit","inputSchema":{"type":"object","required":[],"properties":{"adiSymbol":{"type":"string","description":"An ADI Predictstreet market symbol (e.g. BTC1D-20260920T0000). Currently always returns available:false; these contracts have no live trading volume yet."},"myriadSlug":{"type":"string","description":"A Myriad Markets market slug, from the market URL (e.g. eth-at-three-digits-when-bitcoin-goes-below-50k), to fetch a live price from. On-chain (Abstract L2); not every market has a Yes/No outcome, some are multi-outcome ladders."},"probability":{"type":"number","description":"Probability as a decimal 0-1 (e.g. 0.35). Use this OR one of the live sources below, not both."},"kalshiTicker":{"type":"string","description":"A Kalshi market ticker (e.g. KXBTCY-27JAN0100-T149999.99) to fetch a live price from. One market only; for the same bet on several venues use workflow.run_spread_reader."},"limitlessSlug":{"type":"string","description":"A Limitless Exchange market slug, from the market URL (e.g. btc-up-or-down-5-min-1790249100), to fetch a live price from. On-chain (Base), mostly short-duration (5min/15min/daily) crypto up/down contracts."},"polymarketSlug":{"type":"string","description":"A Polymarket market slug, from the market URL (e.g. will-bitcoin-reach-100k-in-september-2026), to fetch a live price from. One market only; for the same bet on several venues use workflow.run_spread_reader."}}},"annotations":{"title":"Odds Converter","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Odds Converter"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_odds_converter\" → \"workflow_run_odds_converter\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":547,"tokensAfter":547},{"name":"workflow.run_open_analysis","fixed":{"name":"workflow_run_open_analysis","description":"Market Profile open analysis: where and how price opened vs the prior session value area. Use for \"how did BTC open today?\" / \"what does the open imply for the session?\". Returns: open_location, open_type (OD/OTD/ORR/OAIR) with description/implication, confidence, key_levels (VAH/VAL/VPOC/IB), tails (session-high/low rejection tails and single prints), scenario_framing (bullish/bearish/neutral), invalidation level. Candles come from the venue when candles[] is omitted (past sessions are cached, ","inputSchema":{"type":"object","required":["instrument","venue","session_date"],"properties":{"venue":{"enum":["binance","bybit"],"type":"string","description":"Exchange to fetch candles from when candles[] not supplied"},"candles":{"type":"array","items":{"type":"object"},"description":"Optional OHLCV for the session; omit to fetch from venue (reproducible + 0 COGS when supplied)"},"timeframe":{"enum":["1m","5m","15m","30m"],"type":"string","description":"Candle timeframe (default 15m)"},"instrument":{"type":"string","description":"Symbol, e.g. BTCUSDT"},"prev_candles":{"type":"array","items":{"type":"object"},"description":"Optional OHLCV for the previous session"},"session_date":{"type":"string","description":"Session date YYYY-MM-DD (UTC); must be before today (a completed session)"},"value_area_rule":{"type":"number","description":"Value-area fraction 0.5–0.9 (default 0.70)"}}},"annotations":{"title":"Market Profile: Open Analysis","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Market Profile: Open Analysis"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_open_analysis\" → \"workflow_run_open_analysis\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":404,"tokensAfter":404},{"name":"workflow.run_options_payoff","fixed":{"name":"workflow_run_options_payoff","description":"Payoff, P&L, and breakeven price for a single-leg Deribit BTC/ETH option (long or short call/put) at a given scenario price at expiry. Deribit BTC/ETH options are coin-settled: premium, P&L, and the max profit/loss caps come back denominated in the base coin (BTC/ETH), not USD; a scenarioPnlUsd convenience field converts the coin P&L back to USD at the scenario price. Coin settlement means a long call's upside is capped (max profit = 1 − premium per unit, not unlimited) while a long put's upside","inputSchema":{"type":"object","required":["optionType","position","strike","premiumCoin","quantity","scenarioPrice"],"properties":{"strike":{"type":"number","description":"Strike price in USD"},"currency":{"enum":["BTC","ETH"],"type":"string","description":"Underlying coin. Default BTC."},"position":{"enum":["long","short"],"type":"string","description":"Option position: \"long\" (bought) or \"short\" (sold)"},"quantity":{"type":"number","description":"Number of contracts (Deribit BTC/ETH options have contract_size 1.0, so this is coin-denominated size)"},"optionType":{"enum":["call","put"],"type":"string","description":"Option type: \"call\" or \"put\""},"premiumCoin":{"type":"number","description":"Premium paid/received per contract, in the base coin (matches Deribit's own quoted price, e.g. 0.02 BTC); must be < 1 for a call"},"scenarioPrice":{"type":"number","description":"Underlying price in USD to evaluate the payoff at"}}},"annotations":{"title":"Options Payoff","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Options Payoff"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_options_payoff\" → \"workflow_run_options_payoff\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":417,"tokensAfter":417},{"name":"workflow.run_orderbook_impact","fixed":{"name":"workflow_run_orderbook_impact","description":"Order-book \"walk the book\" impact/capacity: given order-book levels (price, size in base-asset units) and EITHER a target notional or an impact budget in bps, computes VWAP and price impact for that size, or (via bisection) the largest notional that stays inside the impact budget. Use when user asks \"what's my price impact if I trade $X\" or \"how much can I trade before impact exceeds Y bps\". side=\"buy\" walks the asks, side=\"sell\" walks the bids; impact is measured from the book's own mid ((best_","inputSchema":{"type":"object","required":["bids","asks","side"],"properties":{"asks":{"type":"array","items":{"type":"array","items":{"type":"number"},"maxItems":2,"minItems":2},"description":"Ask levels as [price, size_base] pairs, any order"},"bids":{"type":"array","items":{"type":"array","items":{"type":"number"},"maxItems":2,"minItems":2},"description":"Bid levels as [price, size_base] pairs, any order"},"side":{"enum":["buy","sell"],"type":"string","description":"\"buy\" walks the asks, \"sell\" walks the bids"},"notional_usd":{"type":"number","description":"Target notional to walk the book for. Provide this OR impact_budget_bps, not both."},"impact_budget_bps":{"type":"number","description":"Max acceptable impact in bps; solves for the largest notional within it. Provide this OR notional_usd, not both."}}},"annotations":{"title":"Orderbook Impact","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Orderbook Impact"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_orderbook_impact\" → \"workflow_run_orderbook_impact\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":387,"tokensAfter":387},{"name":"workflow.run_pnl_planning","fixed":{"name":"workflow_run_pnl_planning","description":"Calculate net PnL, ROE, fees and gross profit/loss for a futures trade. Use when user asks \"what's my profit/loss on this trade?\" Returns: grossPnl, fees, netPnl, netPnlUsdt, roe (%), maxLossBound (only non-null for an inverse/coin-margined short: the finite ceiling on net coin-denominated loss as price rises without limit, (size/entryPrice)×(1+feeOpenPct) - includes the opening fee, since it survives the exit-price-to-infinity limit while the closing fee vanishes - null for every other side/con","inputSchema":{"type":"object","required":["side","entryPrice","exitPrice","size"],"properties":{"side":{"enum":["long","short"],"type":"string","description":"Trade direction"},"size":{"type":"number","description":"Position size: base asset qty for linear, USD contracts for inverse"},"exitPrice":{"type":"number","description":"Exit price (positive)"},"entryPrice":{"type":"number","description":"Entry price (positive)"},"feeOpenPct":{"type":"number","description":"Opening fee as fraction, e.g. 0.0002 = 0.02%"},"feeClosePct":{"type":"number","description":"Closing fee as fraction"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. For inverse, pnl/fees are returned in the base coin, not USDT."}}},"annotations":{"title":"PnL Planning","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"PnL Planning"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_pnl_planning\" → \"workflow_run_pnl_planning\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":374,"tokensAfter":374},{"name":"workflow.run_portfolio_risk","fixed":{"name":"workflow_run_portfolio_risk","description":"Aggregates risk across multiple open positions in one call: total notional, total P&L, total margin in use, margin usage as a % of account balance (if given), and which single position sits closest to liquidation. Each position is computed through the same canonical PnL/liquidation math as the single-position tools, then rolled up. Linear (USDT-margined) positions sum into one USD total; inverse (coin-margined) positions are grouped by settlement coin instead, since a BTC-margined P&L cannot be ","inputSchema":{"type":"object","required":["positions"],"properties":{"positions":{"type":"array","items":{"type":"object","required":["side","entry_price","mark_price","size","leverage"],"properties":{"mmr":{"type":"number","description":"Maintenance margin rate (default 0.005)"},"coin":{"type":"string","description":"Settlement coin, required when contractType is inverse (e.g. \"BTC\", \"ETH\")"},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"size":{"type":"number","description":"Position size: base-asset quantity for linear, USD notional (contracts) for inverse"},"label":{"type":"string","description":"Optional label to identify this position in the response (defaults to \"Position N\")"},"leverage":{"type":"number","description":"Leverage multiplier"},"mark_price":{"type":"number","description":"Current mark/last price"},"entry_price":{"type":"number","description":"Entry price"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined (e.g. Bybit BTCUSD)"},"fee_open_pct":{"type":"number","description":"Open fee rate (default 0.0002)"},"fee_close_pct":{"type":"number","description":"Close fee rate (default 0.0005)"}}},"maxItems":50,"minItems":1,"description":"Open positions to aggregate (1 to 50). Each: { side, entry_price, mark_price, size, leverage }, plus optional fees, mmr, contractType, coin, label."},"account_balance":{"type":"number","description":"Optional account balance in USD, used to compute margin_usage_pct: linear margin plus every inverse position's own margin marked to market at its mark_price, all as one USD total"}}},"annotations":{"title":"Portfolio Risk","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Portfolio Risk"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_portfolio_risk\" → \"workflow_run_portfolio_risk\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":627,"tokensAfter":627},{"name":"workflow.run_portfolio_tearsheet","fixed":{"name":"workflow_run_portfolio_tearsheet","description":"Core risk/return tearsheet from a single return series: annualized return (compounded, not linear) and volatility, Sharpe (plain + Lo 2002-corrected + Pezier-White skew/kurtosis-adjusted), Sortino, max drawdown, Calmar ratio, the drawdown-ratio cluster (Ulcer Index/Martin ratio, Pain Index/Pain ratio, Burke ratio + modified), Omega-Sharpe ratio, Upside Potential Ratio, skewness, kurtosis, Probabilistic Sharpe Ratio, win rate, best/worst single-period return. Use when user asks for a full risk su","inputSchema":{"type":"object","required":["returns"],"properties":{"mar":{"type":"number","description":"Minimum acceptable return for the Sortino ratio, same periodicity as returns (default 0)"},"returns":{"type":"array","items":{"type":"number"},"minItems":3,"description":"Return series, one value per period"},"benchmark_sharpe":{"type":"number","description":"Benchmark Sharpe ratio for the PSR figure, same periodicity as returns (default 0)"},"periods_per_year":{"type":"number","maximum":100000000,"minimum":1,"description":"Periods per year for annualization (default 365). Any number from 1 to 100 million, e.g. 365.25."}}},"annotations":{"title":"Portfolio Tearsheet","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Portfolio Tearsheet"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_portfolio_tearsheet\" → \"workflow_run_portfolio_tearsheet\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":332,"tokensAfter":332},{"name":"workflow.run_position_sizing","fixed":{"name":"workflow_run_position_sizing","description":"Calculate the correct position size given a maximum risk in USDT and a stop-loss price. Use when user asks \"how many coins should I buy?\" or \"size my position so I risk exactly $X\". Returns: positionSize (base), positionUsdt, marginRequired.","inputSchema":{"type":"object","required":["side","entryPrice","stopLoss","riskUsdt"],"properties":{"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"leverage":{"type":"number","description":"Leverage, default 1"},"riskUsdt":{"type":"number","description":"Maximum acceptable loss in USDT"},"stopLoss":{"type":"number","description":"Stop-loss price"},"entryPrice":{"type":"number","description":"Entry price"},"feeOpenPct":{"type":"number","description":"Opening fee fraction, default 0.0002"},"feeClosePct":{"type":"number","description":"Closing fee fraction, default 0.0005"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. For inverse, sizeQuote is USD contracts and margin is returned in the base coin."}}},"annotations":{"title":"Position Sizing","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Position Sizing"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_position_sizing\" → \"workflow_run_position_sizing\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":321,"tokensAfter":321},{"name":"workflow.run_pre_trade_check","fixed":{"name":"workflow_run_pre_trade_check","description":"Full pre-trade decision card: orchestrates position sizing, breakeven, liquidation, and funding cost in one call. Use when user describes a full trade setup and asks \"should I take this trade?\" or \"run the numbers on this setup\". Provide exchange+symbol to fetch live funding rate automatically. For an R:R-graded verdict on an entry, stop and target, see workflow.run_risk_reward. Returns: positionSize, breakeven, liquidationPrice, fundingCost, overnightBreakevenShift, verdict.","inputSchema":{"type":"object","required":["side","entry_price","stop_loss","account_balance","risk_pct","leverage"],"properties":{"mmr":{"type":"number","description":"Maintenance margin rate, default 0.005"},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"symbol":{"type":"string","description":"Perpetual symbol, e.g. \"BTCUSDT\"."},"exchange":{"type":"string","description":"Exchange code, e.g. \"binance\" or \"bybit\". Used to fetch the live funding rate if funding_rate is omitted, and to set funding_interval_hours when that is omitted (1 for Hyperliquid, dYdX and Kraken, whose rates are per hour; pass funding_interval_hours: 8 if your rate is per 8 hours)."},"leverage":{"type":"number","description":"Leverage multiplier"},"risk_pct":{"type":"number","description":"Risk as % of balance, e.g. 1.0 = 1%"},"stop_loss":{"type":"number","description":"Stop-loss price (positive)"},"hold_hours":{"type":"number","description":"Expected hold time in hours for overnight shift calc. Default 8."},"entry_price":{"type":"number","description":"Entry price (positive)"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined (e.g. Bybit BTCUSD). All returned figures (notional, margin, risk_amount, funding_cost_*) stay USD-denominated either way; recommended_size is USD notional (contracts) for inverse."},"fee_open_pct":{"type":"number","description":"Opening fee fraction, default 0.0002"},"funding_rate":{"type":"number","description":"Funding rate per funding interval as decimal, e.g. 0.0001. If omitted, fetched live from exchange."},"fee_close_pct":{"type":"number","description":"Closing fee fraction, default 0.0005"},"account_balance":{"type":"number","description":"Total account balance in USDT"},"funding_interval_hours":{"enum":[8,1],"type":"number","description":"Hours per funding payment: 8 or 1 (Hyperliquid, dYdX and Kraken, whose rate is per hour). Omitted: taken from exchange when given, else 8. When funding_rate is also omitted and fetched live, the exchange interval is always used, since the fetched rate is quoted per it."}}},"annotations":{"title":"Pre Trade Check","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Pre Trade Check"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_pre_trade_check\" → \"workflow_run_pre_trade_check\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":759,"tokensAfter":759},{"name":"workflow.run_prediction_market_edge","fixed":{"name":"workflow_run_prediction_market_edge","description":"Compares your own probability estimate for an event against a prediction market's price (manual entry, or a live Kalshi ticker, Limitless slug, or Myriad slug) and sizes a bet using fractional Kelly criterion bet sizing (default: quarter-Kelly, a standard conservative haircut on full Kelly, stated explicitly as a convention). Returns zero recommended stake whenever your probability doesn't exceed the market's price: no edge, no bet. Use when user asks \"does this bet have edge?\" or \"how much shou","inputSchema":{"type":"object","required":["yourProbabilityPct","bankrollUsd"],"properties":{"myriadSlug":{"type":"string","description":"A Myriad Markets market slug to fetch the market probability from live instead of supplying it manually. Not every market has a Yes/No outcome."},"bankrollUsd":{"type":"number","description":"Bankroll available for this bet, in USD"},"kalshiTicker":{"type":"string","description":"A Kalshi market ticker to fetch the market probability from live instead of supplying it manually."},"limitlessSlug":{"type":"string","description":"A Limitless Exchange market slug to fetch the market probability from live instead of supplying it manually."},"kellyFractionCap":{"type":"number","description":"Fraction of full Kelly to actually stake, 0.01-1. Default 0.25 (quarter-Kelly)."},"yourProbabilityPct":{"type":"number","description":"Your own probability estimate, 0.01-99.99"},"marketProbabilityPct":{"type":"number","description":"The market's probability (price), 0.01-99.99. Use this OR one of the live sources below, not both."}}},"annotations":{"title":"Prediction Market Edge","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Prediction Market Edge"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_prediction_market_edge\" → \"workflow_run_prediction_market_edge\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":454,"tokensAfter":454},{"name":"workflow.run_price_consensus","fixed":{"name":"workflow_run_price_consensus","description":"Cross-exchange agreement check for one perpetual futures price: fetches the same asset USDT/USDC-margined perpetual from a reference set of 7 liquid exchanges (Binance, Bybit, OKX, Gate, KuCoin, Hyperliquid, MEXC; the chosen one is compared against the rest) and reports the median of the others, the spread across all, and how far the chosen exchange sits from that median. Says the exchanges disagree instead of guessing: status is agree (under 0.25%), warn (0.25% to 1%), diverge (1% or more) or i","inputSchema":{"type":"object","required":["exchange","symbol"],"properties":{"symbol":{"type":"string","description":"That exchange's own perpetual symbol, e.g. BTCUSDT (bybit/binance), ETH-USDT-SWAP (okx), BTCUSDC (hyperliquid)"},"exchange":{"type":"string","description":"Exchange code of the price being checked, e.g. bybit, binance, okx, gate, kucoin, hyperliquid, mexc"}}},"annotations":{"title":"Price Consensus","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Price Consensus"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_price_consensus\" → \"workflow_run_price_consensus\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":260,"tokensAfter":260},{"name":"workflow.run_risk_parity","fixed":{"name":"workflow_run_risk_parity","description":"Risk-parity (equal or custom risk contribution) portfolio weights for N assets: given a covariance matrix (or N return series to compute one from), finds long-only weights where each asset contributes its target share of total portfolio risk. Use when user asks \"what weights give each asset equal risk contribution?\" or \"how do I risk-parity-weight this portfolio?\". A portfolio-construction calculation, not a buy/sell recommendation. Returns: weights, risk_contributions (should match risk_budgets","inputSchema":{"type":"object","properties":{"returns":{"type":"array","items":{"type":"array","items":{"type":"number"}},"description":"One return series per asset (2+ assets, all series the same length). Provide this OR covariance, not both."},"covariance":{"type":"array","items":{"type":"array","items":{"type":"number"}},"description":"Direct NxN covariance matrix, if not supplying returns[][] directly."},"risk_budgets":{"type":"array","items":{"type":"number"},"description":"Target risk share per asset, one per asset (need not sum to 1, normalized internally). Default: equal (1/N each)."}}},"annotations":{"title":"Risk Parity Weights","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Risk Parity Weights"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_risk_parity\" → \"workflow_run_risk_parity\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":322,"tokensAfter":322},{"name":"workflow.run_risk_reward","fixed":{"name":"workflow_run_risk_reward","description":"Full risk:reward analysis: takes a trade with entry, stop, AND target (all three). Calculates R:R ratio, position size, liquidation price, breakeven, and P&L at both stop and target. Returns a verdict: strong (3:1+) / good (2:1+) / marginal / poor, specifically graded on the R:R ratio. For a full setup check tied to a live exchange/symbol (including funding cost), see workflow.run_pre_trade_check; its verdict covers overall setup safety, not just R:R. Use when user asks \"is this trade worth taki","inputSchema":{"type":"object","required":["side","entry_price","stop_loss","take_profit","account_balance","risk_pct","leverage"],"properties":{"mmr":{"type":"number","description":"Maintenance margin rate (default 0.005)"},"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"leverage":{"type":"number","description":"Leverage multiplier"},"risk_pct":{"type":"number","description":"Max risk as % of account"},"stop_loss":{"type":"number","description":"Stop-loss price"},"entry_price":{"type":"number","description":"Entry price"},"take_profit":{"type":"number","description":"Take-profit price"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined (e.g. Bybit BTCUSD). position_size/notional are USD notional (contracts) for inverse; pnl_at_stop/pnl_at_target come back denominated in the base coin."},"fee_open_pct":{"type":"number","description":"Open fee rate (default 0.0002)"},"fee_close_pct":{"type":"number","description":"Close fee rate (default 0.0005)"},"account_balance":{"type":"number","description":"Account balance in USDT"}}},"annotations":{"title":"Risk Reward","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Risk Reward"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_risk_reward\" → \"workflow_run_risk_reward\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":482,"tokensAfter":482},{"name":"workflow.run_scale_out","fixed":{"name":"workflow_run_scale_out","description":"Scale-out planner: P&L, ROI, and cumulative P&L for each partial exit level. Use when user wants to take profit at multiple targets: \"close 30% at $90k, 30% at $95k, 40% at $100k, what's my total P&L?\". Returns: per-level pnl, weightedAvgExitPrice, totalRoi.","inputSchema":{"type":"object","required":["side","entry_price","total_size","exits"],"properties":{"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"exits":{"type":"array","items":{"type":"object","required":["price","pct"],"properties":{"pct":{"type":"number","description":"% of total_size to exit here"},"price":{"type":"number","description":"Exit price for this level"}}},"maxItems":10,"minItems":2,"description":"Partial exit levels (2 to 10). Each: { price, pct }, e.g. [{ \"price\": 90000, \"pct\": 30 }, { \"price\": 95000, \"pct\": 70 }]; the pct values must not sum to more than 100."},"total_size":{"type":"number","description":"Total position size in base currency"},"entry_price":{"type":"number","description":"Entry price"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. total_size is USD notional (contracts) for inverse, and per-level pnl comes back denominated in the base coin."},"fee_open_pct":{"type":"number","description":"Open fee rate (default 0.0002)"},"fee_close_pct":{"type":"number","description":"Close fee rate (default 0.0005)"}}},"annotations":{"title":"Scale Out","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Scale Out"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_scale_out\" → \"workflow_run_scale_out\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":422,"tokensAfter":422},{"name":"workflow.run_scenario_planning","fixed":{"name":"workflow_run_scenario_planning","description":"Run a scenario analysis: compute PnL for multiple price-change percentages at once. Use when user asks \"show me my P&L if BTC moves -10%, -5%, +5%, +10%\". Returns: array of { deltaPct, exitPrice, netPnl, roe }.","inputSchema":{"type":"object","required":["side","entryPrice","size","deltasPct"],"properties":{"side":{"enum":["long","short"],"type":"string","description":"Trade direction: \"long\" or \"short\""},"size":{"type":"number","description":"Position size in base asset"},"deltasPct":{"type":"array","items":{"type":"number"},"description":"List of price change percentages, e.g. [-10, -5, 0, 5, 10]. Must be at least -100 (exactly -100 only for linear contracts; inverse contracts need more than -100)"},"entryPrice":{"type":"number","description":"Entry price"},"feeOpenPct":{"type":"number","description":"Opening fee fraction"},"feeClosePct":{"type":"number","description":"Closing fee fraction"},"contractType":{"enum":["linear","inverse"],"type":"string","description":"linear = USDT-margined (default), inverse = coin-margined. For inverse, size is USD contracts and pnl/fees come out in the base coin."}}},"annotations":{"title":"Scenario Planning","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Scenario Planning"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_scenario_planning\" → \"workflow_run_scenario_planning\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":329,"tokensAfter":329},{"name":"workflow.run_session_structure","fixed":{"name":"workflow_run_session_structure","description":"Market Profile day-type classifier: trend / balance / neutral_trend / normal / normal_var, from TPO, initial balance, range extension and value migration. Use for \"is this a trend day or a balance day?\". Returns: structure (the day-type label), description, bias, key_signals, key_levels (VAH/VAL/VPOC/IB/session high-low), tails (session-high/low rejection tails and single prints), scenario_framing, invalidation level. Candles come from the venue when candles[] is omitted (past sessions are cache","inputSchema":{"type":"object","required":["instrument","venue","session_date"],"properties":{"venue":{"enum":["binance","bybit"],"type":"string","description":"Exchange to fetch candles from when candles[] not supplied"},"candles":{"type":"array","items":{"type":"object"},"description":"Optional OHLCV for the session; omit to fetch from venue (reproducible + 0 COGS when supplied)"},"timeframe":{"enum":["1m","5m","15m","30m"],"type":"string","description":"Candle timeframe (default 15m)"},"instrument":{"type":"string","description":"Symbol, e.g. BTCUSDT"},"prev_candles":{"type":"array","items":{"type":"object"},"description":"Optional OHLCV for the previous session"},"session_date":{"type":"string","description":"Session date YYYY-MM-DD (UTC); must be before today (a completed session)"},"value_area_rule":{"type":"number","description":"Value-area fraction 0.5–0.9 (default 0.70)"}}},"annotations":{"title":"Market Profile: Session Structure","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Market Profile: Session Structure"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_session_structure\" → \"workflow_run_session_structure\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":405,"tokensAfter":405},{"name":"workflow.run_sharpe_stats","fixed":{"name":"workflow_run_sharpe_stats","description":"Sharpe ratio with the Lo (2002) serial-correlation-aware annualization correction, computed in its lag-1 form rather than the full multi-lag sum (the naive sqrt(periods_per_year) scaling overstates or understates the true annualized Sharpe when returns are autocorrelated), plus the Probabilistic Sharpe Ratio (Bailey & Lopez de Prado): the probability the true Sharpe exceeds a benchmark, adjusted for the sample's skewness/kurtosis and length, not just its point estimate. Use when user asks \"what'","inputSchema":{"type":"object","required":["returns"],"properties":{"returns":{"type":"array","items":{"type":"number"},"minItems":3,"description":"Return series, one value per period"},"benchmark_sharpe":{"type":"number","description":"Benchmark Sharpe ratio for the PSR test, same periodicity as returns (default 0)"},"periods_per_year":{"type":"number","maximum":100000000,"minimum":1,"description":"Periods per year for annualization (default 365, crypto convention - trades every day). Any number from 1 to 100 million, e.g. 365.25."}}},"annotations":{"title":"Sharpe Ratio Statistics","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Sharpe Ratio Statistics"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_sharpe_stats\" → \"workflow_run_sharpe_stats\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":305,"tokensAfter":305},{"name":"workflow.run_spread_payoff","fixed":{"name":"workflow_run_spread_payoff","description":"Payoff, breakeven(s), and max profit/loss for a Deribit BTC/ETH vertical spread (2 legs, same option type, opposite direction, e.g. a bull call spread) or an iron condor/butterfly (4 legs: 2 calls + 2 puts) at a scenario price. Coin-settled, and the max profit/loss are genuinely NOT the flat, textbook USD-settled values: because each leg's own payoff is divided by the settlement price, (1) a debit vertical spread's peak payoff occurs exactly at its short strike, not \"anywhere beyond it\" - and it","inputSchema":{"type":"object","required":["legs","quantity","scenarioPrice"],"properties":{"legs":{"type":"array","items":{"type":"object","required":["optionType","position","strike","premiumCoin"],"properties":{"strike":{"type":"number","description":"USD"},"position":{"enum":["long","short"],"type":"string","description":"Option position: \"long\" (bought) or \"short\" (sold)"},"optionType":{"enum":["call","put"],"type":"string","description":"Option type: \"call\" or \"put\""},"premiumCoin":{"type":"number","description":"Premium per contract, in the base coin"}}},"maxItems":4,"minItems":2,"description":"Exactly 2 legs (same option type, opposite position - a vertical spread) or 4 legs (2 calls + 2 puts - an iron condor/butterfly). Each leg: { optionType: call|put, position: long|short, strike: number, premiumCoin: number }."},"currency":{"enum":["BTC","ETH"],"type":"string","description":"Underlying coin. Default BTC."},"quantity":{"type":"number","description":"Number of spread/condor units"},"scenarioPrice":{"type":"number","description":"Underlying price in USD to evaluate the payoff at"}}},"annotations":{"title":"Spread Payoff","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Spread Payoff"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_spread_payoff\" → \"workflow_run_spread_payoff\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":465,"tokensAfter":465},{"name":"workflow.run_spread_reader","fixed":{"name":"workflow_run_spread_reader","description":"Reads the same real-world bet's live price from 2-5 prediction-market venues at once (Kalshi, Polymarket, ADI Predictstreet, Limitless, Myriad) in a single call and reports the spread between the cheapest and most expensive. Takes every venue's identifier together in quotes[], for example one Kalshi ticker and one Polymarket slug for the same bet, and returns the venue with the lowest yes midpoint price, before fees and depth. The caller supplies each venue's own identifier for what they've conf","inputSchema":{"type":"object","required":["quotes"],"properties":{"quotes":{"type":"array","items":{"type":"object","required":["venue","identifier"],"properties":{"venue":{"enum":["kalshi","polymarket","adi","limitless","myriad"],"type":"string","description":"Prediction-market venue this quote comes from"},"identifier":{"type":"string","description":"Kalshi ticker, Polymarket slug, ADI Predictstreet symbol, Limitless slug, or Myriad slug, matching the venue field."}}},"maxItems":5,"minItems":2,"description":"One entry per venue you want to compare: 2 to 5 total, all in this one call (a Kalshi ticker and a Polymarket slug for the same bet are two entries). Each must genuinely be the same real-world bet; this tool does not verify that for you."}}},"annotations":{"title":"Spread Reader","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Spread Reader"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_spread_reader\" → \"workflow_run_spread_reader\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":365,"tokensAfter":365},{"name":"workflow.run_straddle_strangle","fixed":{"name":"workflow_run_straddle_strangle","description":"Payoff, P&L, and both breakeven prices for a long or short straddle/strangle (a call + a put on the same Deribit BTC/ETH underlying, both legs the same direction) at a scenario price. A straddle is callStrike === putStrike; any callStrike > putStrike makes it a strangle, same formula either way. Coin-settled like workflow.run_options_payoff: a long position's max loss is the flat total premium paid (between the strikes, both legs worthless); max profit is technically unbounded, dominated by the ","inputSchema":{"type":"object","required":["position","callStrike","putStrike","callPremiumCoin","putPremiumCoin","quantity","scenarioPrice"],"properties":{"currency":{"enum":["BTC","ETH"],"type":"string","description":"Underlying coin. Default BTC."},"position":{"enum":["long","short"],"type":"string","description":"Option position: \"long\" (bought) or \"short\" (sold)"},"quantity":{"type":"number","description":"Number of straddle/strangle units (both legs sized equally)"},"putStrike":{"type":"number","description":"Put leg strike, USD. Must be <= callStrike."},"callStrike":{"type":"number","description":"Call leg strike, USD. Equal to putStrike for a straddle, higher for a strangle."},"scenarioPrice":{"type":"number","description":"Underlying price in USD to evaluate the payoff at"},"putPremiumCoin":{"type":"number","description":"Put leg premium per contract, in the base coin"},"callPremiumCoin":{"type":"number","description":"Call leg premium per contract, in the base coin (e.g. 0.02 BTC)"}}},"annotations":{"title":"Straddle and Strangle","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Straddle and Strangle"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_straddle_strangle\" → \"workflow_run_straddle_strangle\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":437,"tokensAfter":437},{"name":"workflow.run_swap_price_impact","fixed":{"name":"workflow_run_swap_price_impact","description":"Live price-impact quote for a Solana token swap: routed through Jupiter (the same aggregator real swaps use) across every pool it knows about, not a single-pool estimate. Works in both directions: side \"sell\" (default) sells a token into USDC or SOL, side \"buy\" spends USDC or SOL to buy the token. Use when user asks \"how much slippage will I eat swapping X tokens?\", \"what will I actually get if I sell N tokens?\" or \"what do I get buying this token with 500 SOL?\". Returns: side, outputAmount (quo","inputSchema":{"type":"object","required":["mint","amount"],"properties":{"mint":{"type":"string","description":"Solana mint address of the token being sold or bought (base58)"},"side":{"enum":["sell","buy"],"type":"string","description":"sell: sell the token for outputAsset (default). buy: spend outputAsset to buy the token."},"amount":{"type":"number","description":"Amount to swap, in human units (not raw base units): tokens when side is sell, units of outputAsset to spend when side is buy"},"outputAsset":{"enum":["USDC","SOL"],"type":"string","description":"The quote asset: received when selling, paid with when buying. Default USDC."}}},"annotations":{"title":"Swap Price Impact","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Swap Price Impact"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_swap_price_impact\" → \"workflow_run_swap_price_impact\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":338,"tokensAfter":338},{"name":"workflow.run_token_risk_check","fixed":{"name":"workflow_run_token_risk_check","description":"Token rug-pull MECHANISM check for a Solana token (mint address): can the deployer still mint supply, freeze wallets, pull liquidity, swap metadata, or has RugCheck flagged a known scam pattern (e.g. copycat token)? Fetches live facts from RugCheck (GoPlus as fallback) and returns a transparently-weighted composite score. Deliberately does NOT score holder concentration or \"whale dump\" impact: those are properties of any liquid market (a legit protocol's top holders are routinely treasury/vestin","inputSchema":{"type":"object","required":["mint"],"properties":{"mint":{"type":"string","description":"Solana token mint address (base58)"}}},"annotations":{"title":"Token Risk Check","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Token Risk Check"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_token_risk_check\" → \"workflow_run_token_risk_check\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":195,"tokensAfter":195},{"name":"workflow.run_unsmoothing","fixed":{"name":"workflow_run_unsmoothing","description":"Return \"unsmoothing\" for infrequently-marked/illiquid or appraisal-based series: Getmansky-Lo-Makarov (2004) MA(2) smoothing index plus Blundell-Ward (1987) AR(1) volatility inflation, two complementary models answering \"this return series looks smoother than it really is; what's the true volatility?\". Use when user asks \"how much is appraisal smoothing understating my real volatility?\" or \"what's my de-smoothed Sharpe ratio?\". Returns: glm_theta (MA(2) weights), glm_smoothing_index (xi, 1=no sm","inputSchema":{"type":"object","required":["returns"],"properties":{"returns":{"type":"array","items":{"type":"number"},"minItems":20,"description":"The observed (possibly smoothed) return series, at least 20 values"}}},"annotations":{"title":"Return Unsmoothing","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Return Unsmoothing"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_unsmoothing\" → \"workflow_run_unsmoothing\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":217,"tokensAfter":217},{"name":"workflow.run_value_migration","fixed":{"name":"workflow_run_value_migration","description":"Market Profile value-area migration across sessions: is value migrating up, down, or overlapping (directional conviction vs balance)? Use for \"is value moving higher day over day?\". Returns: state, direction, migration_pct, key_levels (current vs. prior session VAH/VAL/VPOC), tails (session-high/low rejection tails and single prints), scenario_framing, invalidation level. Candles come from the venue when candles[] is omitted (past sessions are cached, so repeats are fast); supplying candles[] ma","inputSchema":{"type":"object","required":["instrument","venue","session_date"],"properties":{"venue":{"enum":["binance","bybit"],"type":"string","description":"Exchange to fetch candles from when candles[] not supplied"},"candles":{"type":"array","items":{"type":"object"},"description":"Optional OHLCV for the session; omit to fetch from venue (reproducible + 0 COGS when supplied)"},"timeframe":{"enum":["1m","5m","15m","30m"],"type":"string","description":"Candle timeframe (default 15m)"},"instrument":{"type":"string","description":"Symbol, e.g. BTCUSDT"},"prev_candles":{"type":"array","items":{"type":"object"},"description":"Optional OHLCV for the previous session"},"session_date":{"type":"string","description":"Session date YYYY-MM-DD (UTC); must be before today (a completed session)"},"value_area_rule":{"type":"number","description":"Value-area fraction 0.5–0.9 (default 0.70)"},"lookback_sessions":{"type":"number","description":"Sessions to compare, 1–5 (default 1)"}}},"annotations":{"title":"Market Profile: Value Migration","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Market Profile: Value Migration"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_value_migration\" → \"workflow_run_value_migration\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":430,"tokensAfter":430},{"name":"workflow.run_var_cvar","fixed":{"name":"workflow_run_var_cvar","description":"Parametric Value at Risk (VaR) and Conditional VaR / Expected Shortfall (CVaR), the variance-covariance method (assumes normally distributed returns), plus Modified VaR (Cornish-Fisher skew/kurtosis correction, Boudt/Peterson/Croux) when a return series is supplied. Supply either a return series or a mean/stdev pair directly, at a confidence level. Output is at the same periodicity as the input (no automatic annualization) - a daily return series gives a daily VaR/CVaR. Use when user asks \"what'","inputSchema":{"type":"object","properties":{"mean":{"type":"number","description":"Mean return, if not supplying returns[] directly"},"stdev":{"type":"number","description":"Standard deviation of returns, if not supplying returns[] directly"},"returns":{"type":"array","items":{"type":"number"},"minItems":2,"description":"Return series (e.g. daily % returns as decimals). Provide this OR mean+stdev, not both."},"confidence":{"type":"number","description":"Confidence level, 0-1 exclusive (default 0.95)"}}},"annotations":{"title":"VaR and CVaR","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"VaR and CVaR"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_var_cvar\" → \"workflow_run_var_cvar\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":295,"tokensAfter":295},{"name":"workflow.run_wallet_flag_check","fixed":{"name":"workflow_run_wallet_flag_check","description":"Checks a wallet address (Solana or any of 5 EVM chains) against independent flag databases: GoPlus (malicious-address categories, all chains), Webacy (address analysis + sanctions check, all chains), and ScamSniffer (public phishing/drainer blacklist, EVM chains only), and returns each source's own facts separately, never merged into one invented score. Use when user asks \"is this wallet address flagged?\" or \"is it safe to send to this address?\". A clean result means \"nothing found in these data","inputSchema":{"type":"object","required":["walletAddress"],"properties":{"chain":{"enum":["solana","ethereum","base","bsc","arbitrum","polygon"],"type":"string","description":"Chain of the wallet address. Default solana."},"walletAddress":{"type":"string","description":"Wallet address (base58 for Solana, 0x... for EVM chains)"}}},"annotations":{"title":"Wallet Flag Check","readOnlyHint":true,"openWorldHint":true,"destructiveHint":false},"title":"Wallet Flag Check"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_wallet_flag_check\" → \"workflow_run_wallet_flag_check\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":249,"tokensAfter":249},{"name":"workflow.run_window_fair_value","fixed":{"name":"workflow_run_window_fair_value","description":"Theoretical fair value for a time-windowed crypto up/down contract (the shape ADI Predictstreet and Kalshi-style daily crypto markets use: pays out based on whether the settlement price finishes at/above or below a reference price pinned at window open, by a fixed close time): a cash-or-nothing digital option, priced with the standard N(d2) formula. It gives the probability at the close time only, not the probability of touching a level at any point before it (first passage). Time convention: a ","inputSchema":{"type":"object","required":["currentPrice","referencePrice","minutesToClose","volatilityPct"],"properties":{"currentPrice":{"type":"number","description":"Current spot price of the coin, in USD."},"volatilityPct":{"type":"number","description":"Annualized volatility, in percentage points (e.g. 50 for 50%). Required; no live source for this on these contracts."},"minutesToClose":{"type":"number","description":"Minutes remaining until the window closes/settles."},"referencePrice":{"type":"number","description":"The reference/pinned price the contract resolves against (the window's open price, or a stated strike)."},"riskFreeRatePct":{"type":"number","description":"Risk-free rate in percentage points. Default 0: negligible for these short windows."}}},"annotations":{"title":"Window Fair Value","readOnlyHint":true,"openWorldHint":false,"destructiveHint":false},"title":"Window Fair Value"},"changes":[{"kind":"name","detail":"Renamed \"workflow.run_window_fair_value\" → \"workflow_run_window_fair_value\" (letters, digits, _ and - only; max 64). Keep the old name as an alias for a release if clients already call it.","verify":true}],"tokensBefore":370,"tokensAfter":370}],"toolsChanged":77,"tokensSaved":0,"todo":[],"note":"Deterministic fixes. Changes marked verify need a human look before shipping (renames, inferred annotations, inferred types, removed text). Parameter descriptions in `todo` need to be written by someone who knows the API."}