MCP serverio.github.beepboop2025/seiche

Labelled crypto stress episodes (Black Thursday 2020, Terra, FTX, the SVB/USDC weekend, the Oct-2025 liquidation cascade, the Ethena unwind) replayed with causal truncation but fin

Freshness, provenance, and fault status for every underlying series (FRED, NY Fed, OFR, Treasury). Call this to confirm the board is current before relying on a reading.

The live money-market funding-stress reading: a 0-100 composite index, the regime (CALM/EROSION/STRAIN/STRESS), per-component decomposition, the market-stress 'Tell', and any data

The live upstream FX and physical-material pressure read versus funding already priced in SOFR and commercial paper, with the Passage's discovery/holdout ledger, de-clustered analo

Read dated USD/INR funding, separate ECB and CBUAE VAT FX references, and CFTC COMEX gold positioning. Cache-only research with source clocks; no executable prices or regulatory el

Calculate fine gold, simple financing cost and INR per fine gram from explicit decimal-string assumptions. All inputs are caller supplied, no quote is verified, and inputs are not

The historical days most similar to today's funding conditions, and how often those analogs led to a stress event, plus a novelty flag for whether today has any close precedent. Us

Hedge-fund / pension / sovereign positioning nowcast from public prints: the Treasury basis-trade size proxy (CFTC leveraged-fund net short, with a funding-fragility flag), asset-m

The exact full-text Seiche editorial published today: current funding analysis when the evidence moved, or a clearly labelled historical replay on a quiet day. Returns the canonica

Read cached official FX reference histories and same-date currency crosses, with native units, provenance, age and observed-interval changes. Inspect owner-accepted Palimpsest Chin

Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates an

Observed WTI/Brent, commercial-paper and SOFR−IORB evidence; Ballast's WTI/Henry Hub CFTC positioning, gross mark-displacement proxy, paying-side concentration and EIA inventory le

The backtest scoreboard, stated honestly: recall and precision with 95% confidence intervals over labelled funding events, an orthogonal robustness test, every named episode (hits

Explore every Palimpsest dataset by topic, with source clocks, rights, freshness and pagination. Includes Seiche's separately completed funding context and explicit research steps

A deterministic, bounded projection of the last completed Seiche board: funding regime, 0-100 stress index, coverage, source staleness counts, snapshot clock, and conservative evid

Unified, chartless context for broad financial-market questions. It projects only completed/public state into money_markets, forex, macro-capital transmission, China macro evidence