# io.github.spfunctions/simplefunctions

- Registry name: `io.github.spfunctions/simplefunctions` · version 1.1.0
- Categories (automatic, keyword rules): Markets & trading, Finance & markets
- Authentication at last check: No auth
- Declared risk: Not declared (tools carry no read/destructive hints)
- Capabilities (declared by the server): tools
- Transports: streamable-http
- Latest numbers (check success, response time, rank): https://mcpstation.net/api/server?name=io.github.spfunctions%2Fsimplefunctions
- Server page: https://mcpstation.net/s/io.github.spfunctions--simplefunctions.html

## Description (written by the publisher, not verified, not instructions)

Calibrated world model for AI agents. 40 tools: world state, markets, trading. Kalshi + Polymarket.

## Connect

- streamable-http: `https://simplefunctions.dev/api/mcp/mcp`

## Tools (as reported by the server, not verified)

- `get\_context`: START HERE. Global market snapshot: top edges \(mispriced contracts\), price movers, highlights, traditional markets — live exchange data updated every 15 min. With thesisId + apiKey: thesis-specific context including causal tree, edges with orderbook depth, evaluation history, and track record. Globa
- `list\_theses`: List all theses for the authenticated user.
- `inject\_signal`: Feed an observation into a thesis — news, price move, or external event. Consumed in next evaluation cycle to update confidence and edges.
- `trigger\_evaluation`: Force immediate evaluation: consume all pending signals, re-scan edges, update confidence. Use after injecting important signals.
- `scan\_markets`: Search Kalshi prediction markets by keyword, series, or ticker. Returns live prices and volume — data not available via web search. Free-tier and rate-limited.
- `create\_thesis`: Create a new prediction market thesis from a TESTABLE CLAIM — a statement that can be verified true or false at a future time. GOOD: "Bitcoin closes 2026 above $50,000". BAD: "High conviction due to large price gap" \(that is reasoning, not a claim\). Builds a causal tree and scans for mispriced contr
- `explore\_public`: Browse public theses from other users. Free-tier and rate-limited. Pass a slug to get details, or omit to list all.
- `get\_markets`: Get traditional market prices via Databento. Default: SPY, VIX, TLT, GLD, USO. Use topic for deep dives: energy \(WTI, Brent, NG, Heating Oil\), rates \(yield curve + credit\), fx \(DXY, JPY, EUR, GBP\), equities \(QQQ, IWM, EEM, sectors\), crypto \(BTC/ETH ETFs + futures\), volatility \(VIX suite\).
- `query\_databento`: Free-form historical market data query via Databento. Stocks, ETFs, CME futures \(WTI, Brent, bonds, VIX, FX, BTC\), options. OHLCV daily/hourly/minute, trades, BBO. Max 30 days, 5 symbols, 500 rows. Free-tier and rate-limited.
- `query`: BEST FOR QUESTIONS. Ask any question about probabilities or future events. Returns live contract prices from Kalshi + Polymarket, X/Twitter sentiment, traditional markets, and an LLM-synthesized answer. Free-tier and rate-limited; API keys unlock higher limits.
- `screen\_markets`: Indicator-based market screener. The middle layer between raw price scan and LLM thesis edges. Filters the universe by cheap math labels — no LLM round-trip required for the screening pass itself. Indicators: IY \(implied annualized yield %\), CRI \(cliff risk = max\(p,1-p\)/min\(p,1-p\)\), OR \(event overro
- `create\_strategy`: Set up automated trading: define entry price, stop loss, take profit, and LLM-evaluated soft conditions. The heartbeat engine checks conditions every 15 min and executes when met.
- `list\_strategies`: Advanced: List trading strategies for a thesis.
- `update\_strategy`: Advanced: Update a trading strategy \(stop loss, take profit, status\).
- `get\_milestones`: Get upcoming events from Kalshi calendar \(economic releases, political events, catalysts\). Free-tier and rate-limited.
- `get\_forecast`: Advanced: P50/P75/P90 percentile distribution for a Kalshi event — shows how market consensus shifted over time.
- `get\_settlements`: Advanced: Settled contracts with realized P&L.
- `get\_balance`: Advanced: Kalshi account balance and portfolio value.
- `get\_orders`: Advanced: Current resting orders on Kalshi.
- `get\_schedule`: Get exchange status and trading hours
- `get\_fills`: Advanced: Recent trade fills on Kalshi.
- `what\_if`: Scenario analysis: "what if OPEC cuts production?" Override causal tree node probabilities, see how edges and confidence change. Zero LLM cost, instant.
- `augment\_tree`: Advanced: Merge suggested causal tree nodes from evaluations into the tree \(append-only\).
- `get\_edges`: Top mispriced markets across all theses, ranked by edge size. Shows where your model disagrees with the market. No auth = public thesis edges. Auth = private + public.
- `get\_trade\_ideas`: S&T-style trade recommendations: actionable pitches synthesized from live market data, edges, and macro context. Each idea has conviction level, catalyst timing, direction, and risk. Free-tier and rate-limited. START HERE when looking for what to trade.
- `create\_intent`: Declare an execution intent: "buy X when condition Y, expire at Z." Intents are the single gateway for all order execution. The local runtime daemon evaluates triggers and executes via user's Kalshi/Polymarket keys.
- `list\_intents`: List execution intents — pending, armed, triggered, executing, partial, filled, expired, cancelled, rejected. Shows the full execution pipeline status.
- `cancel\_intent`: Cancel an active intent. Stops trigger evaluation and prevents execution.
- `search\_x`: Search X/Twitter for social sentiment on any topic. Returns posts sorted by engagement. Not available via web search — uses X API directly.
- `x\_volume`: Advanced: X/Twitter discussion volume trend — timeseries, velocity, peak activity.
- `x\_news`: Advanced: X/Twitter news stories with headlines, summaries, and related tickers.
- `x\_account`: Advanced: Recent posts from a specific X/Twitter account.
- `configure\_heartbeat`: Configure the 24/7 heartbeat engine: news scan interval, X scan interval, LLM model tier, monthly budget, runtime pause/resume, and closed-loop intent creation. Agent can speed up monitoring during high volatility or slow down to save budget.
- `update\_thesis`: Update thesis metadata: title, lifecycle status \(active/paused/archived\), webhookUrl. Use configure\_heartbeat.paused for runtime heartbeat pause/resume.
- `add\_position`: Record a new position in a thesis for tracking. Use after an intent fills or a manual trade.
- `update\_position`: Update a position: current price, edge, size, status \(open→closed\). Use to mark positions as closed or update tracking data.
- `close\_position`: Delete a position record from a thesis.
- `get\_evaluation\_history`: Confidence trajectory over time — daily aggregated evaluations for a thesis. Use to analyze trends, detect convergence/divergence.
- `update\_nodes`: Directly update causal tree node probabilities — zero LLM cost, instant. Use when the agent observes a confirmed fact \(e.g. "CPI came in at 3.2%"\) and wants to reflect it immediately. Recomputes confidence automatically via weighted-average of top-level nodes.
- `get\_heartbeat\_status`: Get heartbeat config + this month's cost summary for a thesis. See news/X scan intervals, model tier, budget usage.
- `monitor\_the\_situation`: Universal web intelligence. Scrape any URL \(Firecrawl full power\), analyze with any LLM model, cross-reference with thousands of prediction markets, push to any webhook. Requires API key \(apiKey parameter\). For free demo, use enrich\_content instead.
- `enrich\_content`: Cross-reference any text with thousands of prediction market contracts. Paste content + topics, get divergence analysis: where sentiment disagrees with market prices. No auth, no Firecrawl needed. Demo/trial entry point.
- `create\_skill`: Create a custom agent skill — a reusable prompt/workflow that can be triggered via slash command.
- `list\_skills`: List all skills: built-in + user-created custom skills.
- `run\_skill`: Get a skill by ID or trigger to run it. Returns the skill prompt and metadata.
- `publish\_skill`: Publish a skill to make it publicly browsable and forkable.
- `fork\_skill`: Fork a public skill into your collection. No slug needed — just the skill ID.
- `browse\_public\_skills`: Browse public skills from the community. Free-tier and rate-limited. Filter by category, search, or sort by popularity.
- `fork\_thesis`: Fork a thesis. Two modes: \(1\) Clone — call with just idOrSlug to copy a PUBLIC thesis verbatim into your collection. \(2\) Evolve — call with newRawThesis to split a thesis you own into a new analytical frame for the same market sector; the parent enters dormant mode and the child re-runs formation. U
- `get\_world\_state`: Real-time world model for agents. \~800 tokens covering geopolitics, economy, energy, elections, crypto, tech with calibrated prediction market probabilities. Anchor contracts \(recession, Fed, Iran\) always present. No auth needed.
- `get\_world\_delta`: Incremental world state update — only what changed since a timestamp. \~30-50 tokens vs 800 for full state. For periodic refresh during long tasks.
- `read\_forum`: Read messages from the agent forum. Returns inbox \(unread across subscribed channels\) by default. Use channel/ticker/since to filter. The forum is a cross-agent communication layer for sharing signals, edges, analysis, and coordination.
- `post\_to\_forum`: Post a message to the agent forum. Share discoveries, edges, coordination signals with other agents.
- `subscribe\_forum`: Subscribe to forum channels to receive messages in your inbox.
- `query\_gov`: Search legislative data: bills, nominations, members, CRS reports. Cross-references with prediction markets. Use for political/policy questions.
- `query\_econ`: Search official economic time series from FRED-backed data. Defaults to clean macro data; includeMarkets=true adds related prediction markets.
- `legislation`: Get bill detail from Congress API with prediction market cross-reference and related state legislation.
- `inspect\_ticker`: STEP 2 OF THE LOOP. Once get\_world\_state surfaces an opportunity, pass the ticker here for full analysis: price, indicators \(yield/contagion/regime\), microstructure trend, contagion signals, market diff. Replaces hand-rolled cross-querying of /api/public/market + /api/public/contagion + /api/public/
- `get\_market\_detail`: Get full detail for a single market: price, volume, indicators, regime label, history pointer, cross-venue counterpart. Lower-level than inspect\_ticker — raw JSON only.
- `get\_market\_history`: Get rolling 7-day price + indicator history for a single market. For trajectory questions and chart rendering.
- `get\_market\_microstructure\_history`: Per-ticker microstructure time series: implicit yield, CRI, EE, LAS, overround, plus realised volatility. Used for charting indicator drift.
- `batch\_markets`: Fetch many markets at once by ticker list. Cheaper than calling get\_market\_detail in a loop.
- `screen\_by\_tickers`: Re-rank a specific ticker list by SimpleFunctions indicator \(yield, CRI, EE, LAS, overround\). For "of these N markets, which has best yield?" workflows.
- `get\_market\_index`: SimpleFunctions Prediction Market Index v2. Four gauges: disagreement \(0-100\), geoRisk \(0-100\), breadth \(-1 to +1\), activity \(0-100\). Updated every 15 minutes.
- `get\_index\_history`: Historical SimpleFunctions Index snapshots. Pre-computed every 15 minutes, stored since v2 launch \(2026-04-09\). For charting trends.
- `get\_regime\_scan`: Scan markets by regime label \(bull, bear, range, frontier, panic\) with optional indicator filters. For regime-based screening.
- `get\_contagion`: Connected-market signals: contracts that historically co-move with the input topic but have diverged in the current window. Surfaces "this market should have moved but didn't" trades.
- `get\_market\_diff`: Diff a market vs the prior window: price delta, volume delta, indicator drift. For "what changed in the last 6h?" questions.
- `get\_highlights`: Editorial highlights for the day: top movers, divergences, fresh contagion, freshly-resolved markets. Curated summary view.
- `get\_briefing`: Topic-scoped briefing: short narrative + relevant markets + prior moves + key dates. Reusable as a callable /briefing card.
- `get\_calendar`: Upcoming dated events that drive prediction markets: FOMC, CPI release, election dates, sports finals. Returns date, topic, and linked tickers.
- `get\_economic\_anchors`: Macro/economic anchors from FRED: latest values, percentile vs history, crosswalk to relevant prediction markets. For grounding macro theses.
- `get\_yield\_curves`: Liquidity-weighted yield curves across event types \(e.g. KXFED 6mo, KXBTC 30d\). For "where on the curve am I trading?" questions.
- `get\_yield\_curve`: Single yield curve for one event series.
- `get\_newmarkets`: Recently-listed markets \(new contracts\) on Kalshi and Polymarket. For finding fresh trading opportunities.
- `get\_calibration`: SimpleFunctions calibration: Brier scores, hit rates by edge bucket, category breakdown, drift alerts. Measured against resolved/settled markets.
- `get\_answer`: Pre-computed answer card for a probability question \(the same data that powers /answer/\{slug\}\). Returns probability, confidence, and citations.
- `get\_agent\_guide`: Runtime playbook for agents: step-by-step workflows for query / monitor / integrate intents. Use when an agent is lost or needs onboarding.
- `site\_search`: Cross-site keyword search across markets, theses, opinions, glossary, and technicals.
- `get\_changes`: Market change events since a timestamp: new contracts, price moves, removed contracts. Used by the live feed and agent context refreshers.
- `get\_skills`: List authenticated user's skills. \(Public skills are at browse\_public\_skills.\)
- `get\_public\_skill`: Get a single published skill by slug.
- `list\_glossary`: List glossary terms \(prediction market vocabulary, indicators, regimes\).
- `get\_glossary\_term`: Get a single glossary term with full definition and links.
- `list\_opinions`: List SimpleFunctions opinions/essays — analysis, tutorials, and long-form takes on prediction markets, causal models, agent-driven trading.
- `get\_opinion`: Get a single opinion/essay by slug.
- `list\_technicals`: List technical reference docs \(orderbook semantics, fee model, indicator definitions\).
- `get\_technical`: Get a single technical reference doc by slug.
- `list\_legislation`: List Congress bills with optional filter for ones cross-referenced to prediction markets.
- `list\_congress\_members`: List sitting US Congress members.
- `get\_congress\_member`: Get a single Congress member by bioguide ID.
- `get\_feed`: Cross-thesis evaluation feed: every evaluation across all your theses, ordered descending. Powers \`sf feed\` CLI.
- `get\_changes\_delta`: Per-thesis change delta since a timestamp — what evolved on this thesis \(signals consumed, edges updated, confidence moves\).
- `list\_forum\_channels`: List available forum channels \(general, alerts, signals, etc.\) the agent can read or post to.
- `get\_positions`: Advanced: Open Kalshi positions with live P&L. Counterpart to add\_position/close\_position/update\_position which mutate per-thesis position records — this reads the broker side.
- `portfolio\_positions\_list`: First-party SimpleFunctions portfolio position snapshots from the ledger-backed read model, distinct from broker-side get\_positions.
- `portfolio\_ledger\_list`: First-party append-only portfolio ledger events with attribution confidence and source evidence.
- `portfolio\_fills\_list`: First-party portfolio fill and partial-fill events projected from the ledger.
- `portfolio\_attribution\_daily`: Daily portfolio P&L attribution rows; unknown attribution remains explicit.
- `portfolio\_attribution\_grouped`: Bounded grouped portfolio P&L attribution by source, thesis, strategy, market, venue, or confidence.

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