MCP serverio.github.SKalinin909/tradingcalc

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

Calculate the short perpetual futures position size needed to hedge a spot holding. Use when user asks "how much should I short to hedge my BTC?" or "what margin do I need for a 10

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. Ever

Run the full regression suite: 43 canonical test vectors (linear and inverse/coin-margined) across all 12 calculators, and return a pass/fail report with counts and timestamp. Usef

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

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

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

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 offi

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

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 VA

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_

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 pa

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 "w

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

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 ve

DCA entry planner: weighted average entry price, breakeven, and per-level contribution from multiple fill prices and sizes. Compared with primitive.average_entry, this one adds out

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 alo

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, th

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

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 t

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 t

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

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.ap

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

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

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

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 nat

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

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, s

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

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 "w

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/f

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 r

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 use

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 f

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 oth

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

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

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 pro

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. Us

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-reverti

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

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 be

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. d

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 alp

Calculate the liquidation price for an isolated-margin futures position. Use when user asks "where will I get liquidated?" or "how close is my liq price?". Returns: liquidationPric

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

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

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

Converts a probability into decimal odds, American odds, and breakeven win rate: either from a manually supplied probability, or fetched live from Kalshi, Polymarket, ADI Predictst

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:

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: pre

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 pri

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 (

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 posi

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-ad

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"

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

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 usin

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,

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 ea

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 targe

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,

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 { delta

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

Sharpe ratio with the Lo (2002) serial-correlation-aware annualization correction (the naive sqrt(periods_per_year) scaling overstates or understates the true annualized Sharpe whe

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

Reads the same real-world bet's live price from 2-5 prediction-market venues at once (Kalshi, Polymarket, ADI Predictstreet, Limitless, Myriad) and reports the spread between the c

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 pri

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. Use when

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

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 inflat

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?"

Parametric Value at Risk (VaR) and Conditional VaR / Expected Shortfall (CVaR), the variance-covariance method (assumes normally distributed returns), plus Modified VaR (Cornish-Fi

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

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