TradingCalc MCP: Crypto Trading, Options, On-Chain & Prediction Markets

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. For breakeven and a per-level summary too, use workflow.run_dca_entry instead. Returns: averagePrice, totalSize, totalCost.

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 100% hedge?". Returns: hedgeNotional, requiredMargin, estimatedFundingCost.

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/pubkey.

Run the full regression suite: 35 canonical test vectors (linear and inverse/coin-margined) across all 12 calculators, and return a pass/fail report with counts and timestamp. Call this before using results in production workflows to confirm the computation layer is operating correctly.

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. Prefer workflow.run_black_scholes_live instead when checking a real Deribit BTC/ETH instrument, since that variant also reports how far the instrument's actual quoted price sits from what this formula implies. Prices are USD-denominated (the universal convention); callPriceCoin/putPriceCoin additionally divide by spot to match Deribit's own coin-settled quoting convention. Use when user asks "what should this option be worth at X% IV?" or wants raw Greeks for a hypothetical. Returns: callPriceUsd/putPriceUsd, callPriceCoin/putPriceCoin, deltaCall/deltaPut, gamma, vegaPerPct (per 1 vol point), thetaCallPerDay/thetaPutPerDay, rhoCallPerPct/rhoPutPerPct (per 1 rate point).

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 (priceDiscrepancyPct). This is the trust-check tool: "is this exchange's quoted price consistent with its own volatility assumption?", not an estimate, a live formula cross-check. Use when user gives a specific instrument name (e.g. "BTC-27FEB27-90000-C") and asks "is this option fairly priced?" or "what are the Greeks on this contract?". Returns everything workflow.run_black_scholes does, plus instrumentName, currency, optionType, deribitMarkPriceCoin, deribitMarkIvPct, bsPriceCoin, priceDiscrepancyPct, available (false + error if the instrument name doesn't resolve).

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 real AMM pool). Use when user asks "how many tokens do I get buying X SOL on this curve?" or "will this buy graduate the token?". Returns: tokensOut, priceImpactPct, progressPctBefore/After, willGraduate, partialFill (true if the buy exceeds remaining curve capacity).

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_trade_check instead; both already include this breakeven figure plus more. Returns: breakevenPrice, totalFees.

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, invalidation level.

Delta-neutral carry trade (funding arbitrage) analysis, with a profitable/marginal/loss verdict on top of the same math primitive.funding_arb uses. Prefer this over primitive.funding_arb whenever a plain-English verdict is wanted, not just the raw numbers. Use when user asks "is this carry trade worth it?": long on exchange A, short on exchange B, collect the funding rate spread. Returns: netYieldPct, grossProfit, netProfit, breakevenDays, verdict (profitable/marginal/loss).

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?". Returns: finalCapital, totalEarned, apy, growthTable.

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 on any price scenario. Also returns the USD value of the combined position at a given scenario price: covered call caps upside at strike + premium×scenarioPrice (the premium's own coin-denominated value still scales with price, unlike a textbook USD-settled cap); protective put floors value at strike×(1−premium), which is the true minimum across every possible settlement price, not just an approximation. Use when user asks "what annualized yield do I get selling covered calls on my BTC?" or "how much does insuring my BTC with a put cost me?". Returns: staticYieldPct, annualizedYieldPct, valueAtScenarioUsd, breakevenPrice (covered_call only), floorValueUsd (protective_put only), vsHoldingUsd (vs. just holding the coin).

DCA entry planner: weighted average entry price, breakeven, and per-level contribution from multiple fill prices and sizes. Prefer this over primitive.average_entry whenever breakeven or the per-level breakdown is also wanted, not just the bare average. Use when user bought at several prices and asks "what's my average entry?" or "where is my DCA breakeven?". Returns: averageEntry, breakeven, per-level summary.

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.

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, totalCost, avgEntry.

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 is independent of position size by construction. Use when user asks "where's my true breakeven after spread and commission?". Returns: pipSize, commissionPips, totalCostPips, breakevenPrice.

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 free margin?". Returns: freeMargin, marginLevelPct.

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 for JPY-quoted pairs, a universal market convention verified against real broker documentation, not broker-specific. Converting this into a different account currency needs a live FX rate and is not yet implemented. Use when user asks "what's 1 pip worth on X lots of EUR/USD?". Returns: pipSize, pipValueQuote, base, quote.

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.

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 with its stop above entry) - check validSetup before trusting the ratio. Use when user asks "what's my risk/reward on this setup?". Returns: riskPips, rewardPips, validSetup, ratio.

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).

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 asks "is this funding arb worth it?" or "how many days to break even on transfer fees?". Returns: netProfitUsdt, annualizedYieldPct, breakevenDays.

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.

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: totalFundingUsdt (negative = you pay, positive = you receive), perIntervalUsdt.

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: false + error) rather than return a garbage number when the price is impossible for the given spot/strike/rate. Use when user asks "what IV does this option price imply?" or gives a market price and wants the volatility, not the reverse. Returns: impliedVolatilityPct, iterations, method (newton-raphson/bisection), converged, priceAtSolution.

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: liquidationPrice, distancePct (how far from entry).

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 to one hype cycle or one chain. A snapshot ratio, not a forecast: assumes fixed supply on both sides. Use when user asks "what if this token reaches [other token]'s market cap?". Returns: multiplier, projectedValueUsd, projectedPriceUsd, profitUsd, comparable (false + error if either market cap can't be resolved).

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 year at or above any real bucket boundary. Deliberately does not compute an expected value or interpolate inside a bucket: the top/bottom buckets are open-ended, so any point estimate there would need an invented assumption; every number this tool returns traces back to one live, sourced price. Use when user asks "what does the market think BTC will be worth by year end?" or "what are the odds ETH ends the year above $X?". Returns: buckets[] (label, floor, cap, probabilityPct), medianBucketLabel, modeBucketLabel, vigPct, probabilityAtOrAbovePct + snappedThresholdUsd (only when thresholdUsd is supplied).

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, marginAtRisk.

Converts a probability into decimal odds, American odds, and breakeven win rate: either from a manually supplied probability, or fetched live from Kalshi, Polymarket, or ADI Predictstreet (three independent crypto-price prediction market venues, all public keyless market data). When a Kalshi or Polymarket source is supplied, also returns the vig (the exchange's built-in edge), computed from the market's own YES+NO prices, not estimated; ADI Predictstreet's crypto contracts currently have no live trading volume on any venue, so this returns available:false with an explanation rather than a fake price (use workflow.run_window_fair_value for a theoretical price on those instead). Use when user asks "what odds does a 35% probability work out to?" or "what's the vig on this Kalshi/Polymarket market?". Provide exactly one of probability/kalshiTicker/polymarketSlug/adiSymbol. Returns: probability, decimalOdds, americanOdds, breakevenWinRatePct, vigPct (null unless a live two-sided source was used), source (manual/kalshi/polymarket/adi), identifier, label.

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), scenario_framing (bullish/bearish/neutral), invalidation level.

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 convenience field converts the coin P&L back to USD at the scenario price. Coin settlement means a long call's upside is capped (max profit = 1 − premium per unit, not unlimited) while a long put's upside is technically unbounded as price falls toward zero, the mirror image of a USD-settled option's payoff shape, not a bug. Use when user asks "what does my BTC call/put pay off at price X?" or "where's my breakeven on this option?". Returns: intrinsicPerUnitCoin, scenarioPnlCoin, scenarioPnlUsd, breakevenPrice, maxLossCoin/maxProfitCoin (null = unbounded), isProfitable.

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 (%).

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.

Full pre-trade decision card: orchestrates position sizing, breakeven, liquidation, and funding cost in one call: the preferred tool whenever a full setup check is wanted, not just one metric. 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. If the user specifically gave an entry/stop/target and wants an R:R-graded verdict, use workflow.run_risk_reward instead. Returns: positionSize, breakeven, liquidationPrice, fundingCost, overnightBreakevenShift, verdict.

Compares your own probability estimate for an event against a prediction market's price (manual entry or a live Kalshi ticker) and sizes a bet using fractional Kelly criterion bet sizing (default: quarter-Kelly, a standard conservative haircut on full Kelly, stated explicitly as a convention). Returns zero recommended stake whenever your probability doesn't exceed the market's price: no edge, no bet. Use when user asks "does this bet have edge?" or "how much should I stake given my probability estimate vs the market's?". Returns: edgePct, evPerDollarStaked, fullKellyFraction, cappedKellyFraction, recommendedStakeUsd, verdict (skip_this_one/think_twice/worth_the_risk/take_it).

Full risk:reward analysis: the single best tool when user describes 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. If the user instead wants a full setup check tied to a live exchange/symbol (including funding cost), use workflow.run_pre_trade_check instead; its verdict covers overall setup safety, not just R:R. Use when user asks "is this trade worth taking?" or "what's my risk reward on this setup?".

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.

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 }.

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/VPOC/IB/session high-low), scenario_framing, invalidation level.

Reads the same real-world bet's live price from 2-4 prediction-market venues at once (Kalshi, Polymarket, ADI Predictstreet) and reports the spread between the cheapest and most expensive. The caller supplies each venue's own identifier for what they've confirmed is the same underlying bet; this tool never auto-matches events across venues, only reads and compares prices for identifiers you provide. Use when user asks "is this bet priced differently on Kalshi vs Polymarket?" or "which venue has the best price on this?". Returns: quotes[] (venue, identifier, label, probabilityPct, available, error), availableCount, cheapestVenue, mostExpensiveVenue, spreadPct (percentage points, null if fewer than 2 quotes resolved).

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. Coin-settled like workflow.run_options_payoff: a long position's max loss is the flat total premium paid (between the strikes, both legs worthless); max profit is technically unbounded, dominated by the put leg's payoff as price falls toward zero. Use when user asks about a straddle or strangle, e.g. "what does a BTC straddle pay off if price barely moves?" or "where are my breakevens on this strangle?". Returns: combinedIntrinsicCoin, scenarioPnlCoin, scenarioPnlUsd, upperBreakevenPrice, lowerBreakevenPrice, maxLossCoin/maxProfitCoin (null = unbounded), isStraddle, isProfitable.

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 user asks "how much slippage will I eat swapping X tokens?" or "what will I actually get if I sell N tokens?". Returns: outputAmount, priceImpactPct, effectivePrice, marketPriceUsd, liquidityUsd, routable (false + error if the size can't be routed at all).

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-weighted composite score. Deliberately does NOT score holder concentration or "whale dump" impact: those are properties of any liquid market (a legit protocol's top holders are routinely treasury/vesting/exchange wallets), not rug signals; they are returned separately as informational market_context. Use when user asks "is this token a rug pull?" or "is [token] safe to buy?". This is a sourced, timestamped read of public facts, not a safety guarantee. Returns: score (0-100), verdict (clean/caution/high_risk/red_flags), verdict_summary, components breakdown, facts, market_context, sources.

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), scenario_framing, invalidation level.

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 facts separately, never merged into one invented score. Use when user asks "is this wallet address flagged?" or "is it safe to send to this address?". A clean result means "nothing found in these databases," not a certified-safe verdict. Returns: goplus (flags[], categoriesChecked), webacyGeneral (overallRisk, dprk/hack/ofacSanctioned, exchangeLabel), webacySanctions (status), scamSniffer (flagged; not applicable on Solana). Each source has an `available` flag: false + error if that source failed independently.

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 digital option, priced with the standard N(d2) formula. Use this when there's no live market price to read (e.g. a venue's contract has real terms but zero trading volume) instead of a live-market odds tool. Volatility is a required manual input; there is no live implied-vol market on these contracts to pull it from. Use when user asks "what should this up/down contract be worth?" or "what's the fair probability BTC finishes above $X in N minutes?". Returns: d1, d2, probAbovePct, probBelowPct, fairPriceAboveCents, fairPriceBelowCents (cents convention, directly comparable to how these venues quote a contract).