dYdX Agent Gateway

OHLCV candles with open interest for a market. resolution: 1MIN|5MIN|15MIN|30MIN|1HOUR|4HOURS|1DAY. Each candle: startedAt, open/high/low/close (price), baseTokenVolume (base-coin size), usdVolume (USD), startingOpenInterest. Rows are ordered oldest -> newest (the indexer sends newest-first; we normalize). limit is capped at 1000. Example: candles(ticker="ETH-USD", resolution="1HOUR", limit=100)

Pearson correlation of two markets' log returns over candles: r in [-1, 1] plus beta(a|b) — the sensitivity of a to b (a moves beta x b's move, both in log space). Candle series are JOINED by startedAt (only candles with the same timestamp on both sides are compared), so partially-overlapping histories pair correctly. Both tickers are validated; call list_markets for the valid set (format: 'ETH-USD'). Returns {"error": ...} when there is insufficient or constant data. Example: correlation(ticker_a="BTC-USD", ticker_b="ETH-USD")

Cumulative Volume Delta from the latest public trades: running sum of +size on BUY / -size on SELL, oldest -> newest within the sample. Rising CVD = aggressive buying dominating. Volumes are in the base coin. Returns cvd_final (net aggressive flow), buy_volume / sell_volume, trade window bounds (t_first / t_last), trades_sampled and cvd_series_last (the last 50 running values — full series stays out of the response to keep it compact). An unknown or delisted ticker raises an error (MCP isError) — call list_markets for the valid set (format: 'ETH-USD'). Example: cvd(ticker="BTC-USD", trades_limit=500)

Screener: funded, recently active traders discovered from the chain — registry candidates probed for live equity. Start here, then analyze each with trader_profile. Each row: address, equity (USD, >= min_equity), registry_hits, last_seen. Example: discover_traders(limit=5, min_equity=100.0)

Execution review from the latest fills: maker/taker split, per-market distribution, traded volume, avg fill size. (Per-fill PnL is not exposed by the indexer; use trader_pnl_stats for win-rate.) Key fields: fills_sampled (count), maker_share_pct (0-100), sampled_volume_USD, avg_fill_USD, top_markets (top 5 by fill count). Returns {"summary": "no fills"} for accounts with no fills. Example: fills_review(address="dydx1m9hg73dtn5ku8ulmj8rjmdqh0hk7uuhawc69cn")

All markets ranked by |next funding rate| (1h, annualized). Shows which sides pay: positive = longs pay shorts. Rows carry OI so agents can ignore micro-markets; raise min_oi_usd to filter noise. Each row: ticker, funding_pct_1h (pct per hour), funding_pct_annualized (1h rate x 24 x 365), oi_usd, oraclePrice, and exactly one of longs_pay / shorts_pay = True. Zero-rate markets and markets below min_oi_usd are skipped. Returns {"count_nonzero", "top", "summary", "offset", "has_more"} — page with offset when has_more is true. Example: funding_heatmap(limit=15, min_oi_usd=100000.0)

Current dYdX chain height and time — use for liveness checks. Returns {"height": current block number, "time": block timestamp}. Example: height()

Raw 1h funding rate history of a market (as realized, not the next-rate preview in market_detail): each point is the rate actually paid that hour; annualized_pct = rate x 24 x 365 for scale. Default 168 points = 7 days. Points are ordered oldest -> newest (candles convention); limit capped at 500. Positive = longs paid shorts. An unknown or delisted ticker raises an error (MCP isError) — call list_markets for the valid set (format: 'ETH-USD'). Example: historical_funding(ticker="ETH-USD", limit=168)

Latest anomaly events from our detectors: funding_extreme, oi_spike_no_price, equity_jump, liq_cascade_signature. Each row: ts, kind, subject (ticker or address) and payload (dict of detector numbers). Optional kind filter; offset pages past the newest slice (events are pruned at 5000 — offset+limit beyond that returns []). Subscribe via webhooks/Telegram (alerts). Example: latest_events(limit=20, kind="funding_extreme")

Verified trader leaderboard from our registry + PnL engine (batch-computed). metric: pnl_window | pnl_total | equity | day_winrate. Farmer flags mark likely rewards-farming bots (heuristic v0). Each row (USD where monetary): address, equity, pnl_total, pnl_window, day_winrate (pct 0-100), max_dd (pct), maker_share, avg_fill, farmer_flag (bool), identity_residual. Requires a batch run — otherwise returns {"error": "no leaderboard run yet — run leaderboard.py first"}. Example: leaderboard(limit=20, metric="pnl_window")

All dYdX v4 perpetual markets: oracle price, 24h volume, open interest, next funding rate. Sorted by 24h USD volume by default (or 'oi'). Each row: ticker, oraclePrice, volume24h_USD, openInterest_USD (size x oracle price) and nextFundingRate_pct_1h (pct per hour). Returns {"count_total", "count", "offset", "has_more", "next_offset", "markets", "summary"}; only ACTIVE markets — delisted/settled ones are excluded. Page with offset when has_more is true. Example: list_markets(limit=20, sort="volume")

Recently active trader addresses from the block-scanner registry (high-frequency validator committers filtered out by max_hits). Each row: address, hits (chain appearances), first_seen / last_seen, last_height. Returns {"total", "count", "offset", "has_more", "next_offset", "traders"}; traders == [] when the registry is not built on this host. Page with offset when has_more is true. Feed an address into trader_profile / trader_pnl_stats next. Example: list_traders(limit=10, max_hits=100)

One perpetual market in depth: prices, 24h stats computed from candles (the raw API priceChange field is unreliable), OI, funding. Returns oraclePrice, openInterest, nextFundingRate_pct_1h (pct/hour), volume24h_USD, change24h_pct_from_candles (24h pct change, computed from 25 x 1h candles), trades24h, basis_pct (mark-vs-oracle deviation in pct: (last candle close - oraclePrice) / oraclePrice x 100), and the latest three 1h candles (t/open/close/usdVolume). An unknown or delisted ticker raises an error (MCP isError) — settled markets are not served. Example: market_detail(ticker="BTC-USD")

One-call market briefing: latest detector events + funding extremes (liquid markets only) + verified leaderboard top. The daily briefing an agent (or human) needs before anything else. Returns: events (up to 5, payload flattened into each row), funding (top-5 funding rows, markets with >= $100k OI) and leaderboard_top (top-3 by pnl_window: address, pnl_window, equity, day_winrate). Example: market_digest()

Technical snapshot computed from dYdX candles: RSI(14), EMA20/EMA50 trend, ATR(14) volatility, Bollinger(20,2) position, MACD(12,26,9), VWAP(20) and annualized realized vol. Pure local math — no external TA library. Key fields: price, trend_ema20_50 ("up"/"down"), rsi14 (0-100) and rsi_zone (overbought >70 / oversold <30 / neutral), atr14 (absolute) and atr_pct_of_price (pct), bollinger_pctB (0 = lower band, 1 = upper band), macd_line/signal_line/macd_hist (classic 12/26/9; hist > 0 = bullish momentum), vwap_20 (volume-weighted average price over the last 20 candles: typical price (H+L+C)/3 weighted by usdVolume) and realized_vol_annualized_pct (population std of log returns x sqrt(candles-per-year), scaled by resolution). Needs >=55 candles; returns {"error": ...} for thin markets. Example: market_ta(ticker="BTC-USD", resolution="1HOUR")

Raw execution tape for a subaccount — every field the indexer gives, unchanged — for agents doing their own execution-quality math (the aggregated view lives in fills_review). Each fill: t (createdAt), market, side, liquidity (MAKER/TAKER), type, price, size (base coin), usd_notional (price x size), fee, and the position context (positionSideBefore / positionSizeBefore / entryPriceBefore). Newest first; limit capped at 1000. Addresses come from discover_traders / leaderboard / list_traders. Example: raw_fills(address="dydx1m9hg73dtn5ku8ulmj8rjmdqh0hk7uuhawc69cn")

Latest public trades of a market (price, side, size, type, time). Newest first; limit capped at 100. side is BUY/SELL, size in base coin. Example: recent_trades(ticker="BTC-USD", limit=30)

Live stats of our on-chain address registry (block scanner): how many active addresses collected, scan height, freshness. Returns addresses_total, scanned_up_to_height (last ingested dYdX block), seen_last_24h (addresses seen in the last 24h) and the sqlite path. On hosts where the optional scanner has not run, returns a note instead — market/trader tools still work via the public indexer. Example: registry_stats()

ATR-based risk plan: stop-loss, take-profit, breakeven trigger and trailing level for a long/short entry. Agent-managed position helper. Unknown ticker (no oracle price) raises an error (MCP isError); returns {"error": ...} when no ATR is available (thin market). All output prices are in market price units: stop_loss / take_profit sit atr_mult_sl / atr_mult_tp x ATR(14) from entry (entry defaults to the current oracle price); breakeven_after is the price at +1 ATR in profit (then move SL to entry and trail by 1 ATR); risk_reward = TP distance / SL distance. Example: suggest_stops(ticker="BTC-USD", side="LONG", atr_mult_sl=1.5)

Deep PnL statistics from the equity curve: daily PnL, day-winrate, max drawdown (deposit-adjusted), Sharpe-like daily ratio, and the data-accuracy reconciliation residual (phantom-PnL detector). NOTE: pass limit as keyword: trader_pnl_stats(addr, limit=500), NOT positionally (second positional arg is subaccountNumber). Key fields: day_winrate_pct (0-100), max_drawdown_pct (pct, net of deposits/withdrawals) with max_drawdown_usd (same drawdown in USD) and dd_pct_unreliable (true when the deposit-adjusted peak at the worst drawdown was near zero — trust the USD figure then), avg_daily_pnl / best_day / worst_day (USD per UTC day), sharpe_like_daily, identity_max_residual_usd (expect < $1 on clean data). limit: history depth in points — 1000 ≈ 42 days (default, fast), 5000 ≈ 7 months (slower, multi-page fetch). Example: trader_pnl_stats(address="dydx1m9hg73dtn5ku8ulmj8rjmdqh0hk7uuhawc69cn", limit=5000)

Snapshot of any trader's subaccount: equity, open positions, and PnL curve statistics (all-time window from up to 1000 history points). Returns equity_now / totalPnl_now / totalPnl_delta_window (USD), window_start / window_end, and open_positions (market, side, size, entry, unrealizedPnl in USD). Pair with trader_pnl_stats for deeper statistics. Example: trader_profile(address="dydx1m9hg73dtn5ku8ulmj8rjmdqh0hk7uuhawc69cn")

Tool-call counters since deployment (traction/uptime metrics). Returns calls_total, calls_24h, calls_7d and top_tools (top-5 (tool, count) pairs) recorded by this gateway instance. Example: usage_stats()