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TradingCalc MCP: Options, Forex, Risk Stats, Prediction Markets, On-Chain & Crypto Futures

io.github.SKalinin909/tradingcalc · v2.15.0

Measured by MCP Station

Description written by the publisher, not verified

Deterministic options, forex, risk, on-chain & futures math. 77 tools. Not AI estimates.

Connect

claude mcp add --transport http tradingcalc https://tradingcalc.io/api/mcp

{
  "mcpServers": {
    "tradingcalc": {
      "url": "https://tradingcalc.io/api/mcp"
    }
  }
}

Tools as reported by the server

• workflow.run_pnl_planning
  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 p
• workflow.run_liquidation_safety
  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
• workflow.run_breakeven_planning
  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_tr
• workflow.run_position_sizing
  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.
• workflow.run_funding_cost
  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,
• primitive.average_entry
  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 s
• workflow.run_exit_target
  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.
• workflow.run_scenario_planning
  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 }.
• workflow.run_max_leverage
  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 1
• primitive.hedge_ratio
  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?".
• workflow.run_funding_arbitrage
  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
• workflow.run_compound_funding
  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
• workflow.run_pre_trade_check
  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
• workflow.run_risk_reward
  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 se
• workflow.run_portfolio_risk
  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 singl
• workflow.run_dca_entry
  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 breake
• workflow.run_average_down
  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_adde
• workflow.run_scale_out
  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.
• workflow.run_carry_trade
  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
• workflow.run_funding_breakeven
  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.
• workflow.run_crypto_profit
  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 to
• workflow.run_bonding_curve
  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 re
• workflow.run_impermanent_loss
  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-
• workflow.run_options_payoff
  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 conv
• workflow.run_black_scholes
  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 inst
• workflow.run_straddle_strangle
  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. Coi
• workflow.run_covered_call_protective_put
  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
• workflow.run_spread_payoff
  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, textbo
• workflow.run_implied_volatility
  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
• workflow.run_window_fair_value
  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 digi
• workflow.run_forex_pip_value
  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 f
• workflow.run_forex_margin_level
  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 fr
• workflow.run_forex_breakeven
  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 i
• workflow.run_forex_pnl
  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.
• workflow.run_forex_risk_reward
  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
• workflow.run_forex_scenario
  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).
• workflow.run_forex_average_entry
  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, to
• workflow.run_forex_margin_required
  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 ap
• workflow.run_forex_currency_converter
  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.
• workflow.run_forex_swap_cost
  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 quote
• workflow.run_forex_correlation
  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 fo
• workflow.run_var_cvar
  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
• workflow.run_sharpe_stats
  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 Sha
• workflow.run_hurst_exponent
  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
• workflow.run_cointegration
  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 residua
• workflow.run_portfolio_tearsheet
  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 rati
• workflow.run_garch
  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 i
• workflow.run_risk_parity
  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 ri
• workflow.run_dsr
  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, o
• workflow.run_kelly_frontier
  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_
• workflow.run_unsmoothing
  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
• workflow.run_evt_tail_risk
  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 use
• workflow.run_orderbook_impact
  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
• workflow.run_open_analysis
  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
• workflow.run_session_structure
  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/VPO
• workflow.run_value_migration
  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
• workflow.run_breakout_acceptance
  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
• workflow.run_token_risk_check
  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-we
• workflow.run_swap_price_impact
  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. U
• workflow.run_market_cap_comparison
  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
• workflow.run_impermanent_loss_live
  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
• workflow.run_wallet_flag_check
  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
• workflow.run_odds_converter
  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 ma
• workflow.run_spread_reader
  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
• workflow.run_cross_venue_arbitrage
  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
• workflow.run_market_implied_odds
  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 yea
• workflow.run_black_scholes_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 Deribit, then reports how far Deribit's actual quoted mark price sits from what Black-Scholes implies at that IV (price
• workflow.run_forex_pip_value_live
  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 wort
• workflow.run_forex_margin_required_live
  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
• workflow.run_forex_position_size_live
  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 p
• workflow.run_forex_currency_converter_live
  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
• workflow.run_forex_swap_cost_live
  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 f
• workflow.run_forex_correlation_live
  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. hedgeRa
• workflow.run_price_consensus
  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
• workflow.run_prediction_market_edge
  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 e
• system.verify
  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.
• system.pubkey
  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/pu

Tool changes

• 2026-10-24: workflow.run_pnl_planning, workflow.run_liquidation_safety, workflow.run_breakeven_planning, workflow.run_position_sizing, workflow.run_funding_cost, primitive.average_entry, workflow.run_exit_target, workflow.run_scenario_planning, workflow.run_max_leverage, primitive.hedge_ratio, workflow.run_funding_arbitrage, workflow.run_compound_funding
• 2026-10-23: workflow.run_pnl_planning, workflow.run_liquidation_safety, workflow.run_breakeven_planning, workflow.run_position_sizing, workflow.run_funding_cost, primitive.average_entry, workflow.run_exit_target, workflow.run_scenario_planning, workflow.run_max_leverage, primitive.hedge_ratio, workflow.run_funding_arbitrage, workflow.run_compound_funding
• 2026-10-22: workflow.run_pnl_planning, workflow.run_liquidation_safety, workflow.run_breakeven_planning, workflow.run_position_sizing, workflow.run_funding_cost, primitive.average_entry, workflow.run_exit_target, workflow.run_scenario_planning, workflow.run_max_leverage, primitive.hedge_ratio, workflow.run_funding_arbitrage, workflow.run_compound_funding
• 2026-10-21: workflow.run_pnl_planning, workflow.run_liquidation_safety, workflow.run_breakeven_planning, workflow.run_position_sizing, workflow.run_funding_cost, primitive.average_entry, workflow.run_exit_target, workflow.run_scenario_planning, workflow.run_max_leverage, primitive.hedge_ratio, workflow.run_funding_arbitrage, workflow.run_compound_funding
• 2026-10-16: workflow.run_pnl_planning, workflow.run_liquidation_safety, workflow.run_breakeven_planning, workflow.run_position_sizing, workflow.run_funding_cost, primitive.average_entry, workflow.run_exit_target, workflow.run_scenario_planning, workflow.run_max_leverage, primitive.hedge_ratio, workflow.run_funding_arbitrage, workflow.run_compound_funding

Repository · JSON · Text for agents · Registry updated 2026-10-22