DPX — Institutional Cross-Border Settlement

Initiate a $0.01 USDC onboarding handshake for a new DPX integration. Returns the DPX treasury address and payment instructions. The client sends $0.01 USDC on Base mainnet to confirm their wallet is funded and settlement rails are clear. Call integration.status to poll for confirmation. Required for all new integrations before production settlements are enabled.

48-Hour Forward Macro Call — structured 48h forward view with the top 3 macro risks for the next 48 hours, per-corridor settlement guidance, and a recommended execution strategy for large cross-border payments. Distinct from composite (which covers a 30/60/90d horizon) — this is the short-horizon tactical call for agents with imminent settlement decisions. Returns: topRisks (ranked by probability × impact), corridorAdvice (SETTLE_NOW / DELAY / AVOID per major pair), executionWindow (best 4h window in next 48h), settlementAdvice (structured go/no-go), and AI synthesis. $0.50 USDC. GET, no input required.

Aftershock Intelligence — models the secondary waves that follow a primary cascade event. Takes a primary shock (origin node, event type, magnitude, elapsed hours) and returns three aftershock waves: Wave 1 (0–72h immediate secondary effects), Wave 2 (1–4 weeks policy response distortions), Wave 3 (1–6 months structural changes now permanently locked in). Identifies which nodes are rebounding, which face amplified pressure, and which are structurally altered. Companion to market.cascade — run cascade first, then aftershock to see the full picture. POST with origin, eventType, magnitude, elapsedHours.

Butterfly Effect Cascade — POST variant of market.cascade. Models how a shock originating at a specific node propagates through a 25-node network. Distinct from market.cascade (which takes a free-text event and models broad macro impact) — butterfly requires a specific origin node from the node taxonomy and returns a directed, time-ordered cascade chain optimised for agent decision loops. Use when you have a precise origin event and need to trace which downstream nodes are hit in what order. Input: originNode (required), magnitude 1–10, elapsed hours. $0.75 USDC. POST.

Climate Intelligence Suite — three climate endpoints bundled. (1) climate: 50-year precipitation shift across 10 agricultural zones — food inflation and migration pressure signals. (2) climate-pulse: near-real-time temperature anomaly and drought stress across 8 US regions, updated every 3h — use for commodity trading desks and ag-sector settlement exposure. (3) earth-systems: Earth Health Index (0–100) and proximity to 9 climate tipping points — long-horizon investors and TNFD-aligned portfolio stress. All three returned in one response. GET, no input required. $0.50 USDC (bundled rate). Data: NOAA, USDA, FRED. Cache: climate 6h, pulse 3h, earth-systems 24h.

Composite Intelligence Report — synthesizes all active intelligence signals into a single structured macro brief. Calls all non-POST intelligence endpoints internally, weights their outputs by a live calibration model, and returns a ranked risk register, corridor-level settlement guidance, a 30/60/90-day outlook, and a full AI synthesis narrative. The highest-value single-call output in the intelligence API — use when a counterparty, treasury team, or agent needs a comprehensive cross-domain briefing rather than individual signals. Also available: synthesis (same output structured as a formatted executive report rather than machine-readable JSON). $1.00 USDC. GET, no input required.

Contagion Intelligence — simulates how a macro or financial shock spreads through 30 nodes across 6 domains (financial systems, real economies, commodity networks, policy anchors, social systems, physical infrastructure) using an epidemiological R-value model. Returns system R trajectory, per-epoch spread map, superspreader nodes, containment forecast, and AI briefing. R < 1.0 = self-limiting; R ≥ 1.0 = expanding. Call /contagion/nodes first to discover valid origin IDs. POST with origin and magnitude.

ESG Regulatory Reporting Suite — four SFDR/TNFD/EU Taxonomy endpoints bundled into one call. Returns everything needed for institutional ESG disclosure in a single response. (1) sfdr-dashboard: SFDR PAI indicators for a portfolio address — mandatory Principal Adverse Impact metrics under SFDR Article 7. (2) financed-emissions: PCAF-aligned financed emissions calculation — Scope 3 Category 15, required under CSRD and SFDR PAI 1. (3) taxonomy-alignment: EU Taxonomy alignment scoring — % of activities meeting Do No Significant Harm criteria across 6 environmental objectives. (4) tnfd-report: full TNFD LEAP report — nature-related risk and opportunity assessment across Locate, Evaluate, Assess, Prepare stages. $1.50 USDC (bundled, saves $1.00 vs individual calls). POST for portfolio address.

Gender Risk & Opportunity Intelligence — maps the structural relationship between GBV prevalence, legal discrimination, female labour force participation, and economic outcomes across 18 countries. Returns two independent scores: gbvRiskScore (0–100 suppression risk — high GBV → female LFPR suppression → GDP drag → fiscal stress → sovereign risk premium) and opportunityScore (0–100 reform upside — improving GBV indicators, closing LFPR gender gaps, and strengthening legal rights precede FDI inflows and consumer credit expansion). Five transmission mechanisms. Live FRED economic stress feedback. AI synthesis. Data: WHO GHO, World Bank WDI, FRED. 12h cache. No input required — GET.

Macro Stress & Instability Intelligence — two endpoints bundled into one tool call. (1) Macro-stress: credit regime classification (EXPANSION / LATE_CYCLE / STRESS / CRISIS) derived from FRED yield curve, credit spreads, and money supply — provides a 2–6 week FX lead signal. (2) Instability: structural regime-level risk across US, China, Russia, and EU — not episodic events but foundational political-economic stability. Use this before large cross-border settlements or when macro conditions are a factor in a payment decision. GET, no input required. $0.25 USDC (bundled rate, covers both signals). Data: FRED. 1h cache.

Nature & Water Risk Intelligence — two TNFD-aligned endpoints bundled. (1) water-risk: physical water stress across 6 regions with sector-level exposure for agriculture, semiconductors, and beverages — TNFD LEAP aligned, relevant to ESG screening and climate-adjusted settlement. (2) biodiversity: TNFD-aligned nature risk across 8 regions — IUCN Red List signals, sector dependency/impact matrix, SFDR PAI 7 biodiversity flag. Together they cover the nature-related financial disclosure requirements under TNFD and SFDR. GET, no input required. $0.35 USDC (bundled rate). Data: USGS, FAO, IUCN, World Bank. 12h cache.

Political & Climate Transition Risk — two forward-looking structural risk endpoints bundled. (1) political-risk: regime stability, policy risk, and sanctions exposure across major economies — structured assessment of political disruption to cross-border payment corridors. (2) transition-risk: climate policy transition risk across industries and geographies — carbon price exposure, stranded asset risk, policy velocity, regulatory tightening signals. Critical for SFDR Article 8/9 compliance and climate-adjusted settlement pricing. GET, no input required. $0.75 USDC (bundled rate). Data: ACLED, FRED, World Bank WGI. 6h cache.

Resonance Intelligence — detects when multiple independent macro forces are oscillating in phase across 28 signals in 5 domains, amplifying each other rather than cancelling. A single shock is manageable; resonance turns a bad quarter into a systemic crisis. Returns per-signal phase angles, resonance clusters (groups of 3+ aligned signals), amplitude amplification factor, system resonance score (0–100), and historical danger-zone comparison to crisis precedents (2008, 2011, 2020, 1997 EM). No input required — GET.

Sovereign Debt & Currency Stress Intelligence — two FX-adjacent macro endpoints bundled. (1) sovereign-debt: debt sustainability and default risk for US, EU, UK, and Japan — tracks debt/GDP trajectory, yield dynamics, and cross-border contagion risk relevant to corridor safety. (2) currency-stress: G10 + EM currency stress scores, dollar regime classification, capital flow direction, and per-corridor settlement impact — which currency pairs are under structural pressure beyond current FX rates. Complements market.fx (which covers spot execution risk) with underlying structural analysis. GET, no input required. $0.35 USDC (bundled rate). Data: FRED, IMF. 2h cache.

Register a webhook to receive alerts when a DPX intelligence signal crosses a threshold. Supported signals: stability (overall 0–100 score), cascade (shock propagation risk), macro_stress, climate, fx, or any. The cron checks hourly and fires the webhook on crossing — edge-triggered, not repeated every hour. Returns a subscriptionId for status checks and cancellation. Use for treasury alert systems, TMS integrations, or autonomous agent monitoring loops.

Cancel an intelligence subscription by ID. Stops future webhook alerts for that subscription. The alert log is retained for audit purposes.

Check the status of an intelligence subscription by ID. Returns current signal score, last fired timestamp, total alerts fired, and subscription configuration. Use after intelligence.subscribe to verify a subscription is active.

Supply Chain & Energy Transition Intelligence — two structural economic endpoints bundled. (1) supply-chain: global supply chain pressure index with waterway chokepoint scoring across 6 shipping lanes (Suez, Panama, Strait of Hormuz, Malacca, Bosphorus, Cape of Good Hope) — critical for trade-finance and goods-backed payment corridors. (2) energy-transition: renewable generation share, fossil fuel demand curve, and grid carbon intensity for US, EU, and global — relevant for climate-risk-adjusted treasury allocation and SFDR PAI reporting. GET, no input required. $0.25 USDC (bundled rate). Data: FRED, EIA. 4h cache.

Tectonic Intelligence — maps slow-moving structural stress across 22 fault lines in 5 domains (demographic, fiscal, environmental, infrastructure, geopolitical). Each node carries current stress (0–100), accumulation rate (%/yr), tipping threshold, and estimated years to rupture. Where market.cascade traces an acute shock, tectonic surfaces latent pressure before it ruptures. Returns per-node stress state, rupture sequence, horizon timeline, and AI synthesis briefing. No input required — GET.

Create an agent-to-agent invoice. Agent A calls this to request payment from Agent B. Returns an invoiceId and payUrl — Agent B calls invoice.pay with the invoiceId to settle. Invoice expires after ttlSeconds (default 24h).

Retrieve an agent-to-agent invoice by ID. Returns status (OPEN/PAID/EXPIRED), amount, currency pair, and payUrl. Use before calling invoice.pay to confirm the invoice is still OPEN.

Pay an agent-to-agent invoice by ID. Retrieves the invoice, runs settlement via POST /settle, and marks the invoice PAID on success. In sandbox mode returns a simulated receipt; in live mode returns execution parameters for on-chain completion.

Get the aggregated payment graph for a multi-agent session. Returns total USD moved, transaction count, and a chronological list of all payments made during the session. Use for cost accounting, audit, or to show a human what an agent run spent.

Butterfly Effect Cascade Intelligence — models how a shock in one macro domain propagates through the interconnected web of climate, geopolitical, economic, and commodity systems. Given an origin event (e.g. armed conflict escalation, agricultural drought, central bank rate decision, rare earth export restriction) and a magnitude score, returns a time-ordered cascade chain showing which downstream systems are hit, in what sequence, with what attenuated signal strength, and an AI synthesis briefing on the highest-impact transmission paths. Covers 24 nodes across 4 domains: climate (drought, flood, carbon price, wildfire, sea-level stress, heatwave), geopolitical (sanctions, conflict, trade tariffs, regime change, election shock, port blockade), economic (rate decisions, inflation, sovereign debt, banking stress, currency crisis, recession), and commodity (oil, gas, grain, rare earth/lithium, copper, water, fertilizer). Purely macro intelligence — no settlement or stablecoin mechanics.

FX Settlement Corridor Intelligence — per-pair execution risk assessment for 10 major currency corridors against USD: EUR, GBP, JPY, CAD, AUD, CHF, MXN, BRL, CNY, INR. Maps live FRED spot rates to settlement advice for each pair: SETTLE_NOW / SETTLE_WITH_HEDGE / DELAY_SHORT / DELAY_REVIEW / AVOID. Returns DXY dollar regime (STRONG_DOLLAR / NORMAL / WEAK_DOLLAR), regional block risk rollup (G4, Americas, Asia-Pacific), best corridors to settle through now, worst corridors to avoid or hedge, and recommended actions. Distinct from oracle.stability (which covers peg deviation and macro settlement gates) — this tool answers "which currency pairs are risky to settle through right now?" Data: FRED spot rates (DEXUSEU, DEXUSUK, DEXJPUS, etc.), DXY (DTWEXBGS). 1h cache.

Shipping & Logistics Stress Intelligence — composite view of global freight market conditions across ocean, air, truck, and rail. Tracks energy-driven shipping costs (Brent crude, diesel), 8 key global trade routes with disruption status, and trade flow signals. Returns a settlementRelevance section mapping logistics conditions to cross-border payment corridor risk: invoice delay risk, trade finance stress, and affected corridors. Useful for treasury teams with supply chain financing exposure, trade finance desks, and agents pricing cross-border payments on goods-backed corridors. Data: FRED (Brent crude), EIA (US diesel). 4h cache.

List all Mercury bank accounts and balances connected to the DPX Settlement Agent. Returns account IDs, names, available balance, current balance, and currency for each account. Use account IDs with mercury.transactions to fetch payment history, or mercury.send to initiate a payment. Works with both Mercury sandbox and production environments.

Screen an ACH payment through the DPX compliance oracle before execution. Runs FATF R16, GENIUS Act, MiCA, and AML checks against the recipient. Returns APPROVED / FLAGGED / BLOCKED with full compliance reasoning. Use this tool BEFORE every ACH payment via mercury.send. ACH is hard to reverse — compliance pre-screening prevents blocked transactions and BSA/AML exposure. Workflow: 1. mercury.ach_authorize (screen only, autoExecute:false) → review decision 2. If APPROVED → set autoExecute:true to send, or call mercury.send directly 3. If FLAGGED → manual review required before proceeding 4. If BLOCKED → do not proceed

Initiate a Mercury bank payment from a connected account. Supports all Mercury payment rails: ACH (0–1 days), Wire (0–1 days), Real-Time Payment / RTP (instant), International Wire (1–3 days), and Check (7–10 days). For International Wire — the primary DPX cross-border use case — provide SWIFT/BIC code and beneficiary bank details. DPX oracle conditions and FX corridor risk should be checked via oracle.stability and market.fx before executing. Can optionally tag the payment for automatic DPX on-chain routing — when dpxRoute:true is set, the payment memo includes the DPX executor wallet address and the Mercury webhook picks it up for USDC settlement on Base mainnet. Use sandbox:true (default) for dry-run testing. Set sandbox:false only when ready to move real funds. Typical cross-border flow: 1. market.fx → check FX corridor risk for the destination currency 2. mercury.accounts → get source accountId 3. mercury.send (sandbox:true) → confirm payment parameters 4. settlement.quote → get DPX fee quote for the USDC leg 5. mercury.send (sandbox:false) → execute (requires explicit user confirmation) 6. mercury.transactions → verify payment posted

Treasury float yield routing analysis for idle Mercury bank balances. Computes how much can be swept above a reserve threshold, then evaluates whether deploying into sUSDS (Sky Protocol Savings Rate) on Base is viable before a settlement deadline. THIS TOOL DOES NOT MOVE FUNDS. It returns a structured recommendation with expected net yield, deployment amount, exit timing, and step-by-step execution instructions. All fund movement decisions remain with the client. Safety rules enforced: • Always keeps thresholdUsd in Mercury — never swept • Maximum 90% of sweepable amount deployed to sUSDS • Minimum 2-hour window required (shorter windows don't cover gas) • Minimum $50,000 sweepable (below this, gas costs exceed yield) • Exit triggered 30 minutes before settlement deadline Current instrument: sUSDS (Sky Protocol) — instant on-chain entry/exit, ~6.25% APY, Base chain, no US person restrictions, no de-peg events on record. Workflow: 1. mercury.accounts → get accountId and available balance 2. mercury.sweep → get yield recommendation and execution steps 3. If PROCEED → follow execution.steps to wire funds and deploy 4. mercury.accounts again at exit time → confirm balance restored

List recent transactions for a Mercury bank account. Returns transaction ID, amount (USD), status, note/memo, counterparty name, created date, and whether the transaction was DPX-tagged (memo contains "dpx:"). Filter by account ID obtained from mercury.accounts. Use this to reconcile DPX settlements against Mercury bank activity.

Global Chaos Score — composite 0–100 instability index derived from all 11 Stability Oracle signal layers. Returns the raw numeric score, a regime label (CALM / ELEVATED / VOLATILE / HIGH / CRITICAL), a per-layer contribution breakdown, trend direction (IMPROVING / STABLE / DETERIORATING), and the key drivers pushing the score up or down. Distinct from oracle.stability (which gives a STABLE/CAUTION/UNSTABLE verdict) — this gives the underlying numeric signal useful for dashboards, monitoring, and threshold-triggered automation. Free.

Get the live governance score (0–100) for any legal entity identified by LEI or company name. Pulls from GLEIF (LEI registration status, renewal compliance) and World Bank Worldwide Governance Indicators (Government Effectiveness, Control of Corruption, Rule of Law). Returns composite governance score, tier (STRONG / ADEQUATE / MODERATE / WEAK / POOR), MiCA compliance flag, and per-source component breakdown. Complements esg.score by isolating the G pillar as a standalone institutional-grade signal.

Mycelium Network Oracle — models the global financial system as a living network and detects crisis formation from network topology before it surfaces in market data, typically 6–14 weeks ahead. Maps nodes (markets, economies, funding markets), threads (capital flow channels, correspondent banking, trade finance), nutrient flow (liquidity), stress signals (spread widening, FX stress), and dead zones (sanctioned corridors, failed correspondent networks). Returns network health score (0–100), regime classification (HEALTHY / THINNING / STRESSED_CONNECTIVITY / DEAD_ZONE_FORMING / FRUITING_BODY_IMMINENT), node-by-node connectivity, thread health, signal propagation speed, and fruiting body risk — the probability of a visible crisis with estimated lead time in weeks. Data: FRED (funding markets, credit spreads), BIS SDMX API (credit-to-GDP gaps), IMF DOTS (bilateral trade volumes). The only oracle that reads network topology rather than individual metrics.

Get live health status of local payment rails relevant to a settlement. Returns per-rail status (OPERATIONAL/DEGRADED/DOWN), latency, last incident, and a composite health score. Key rails: PIX (Brazil), SEPA (Europe), FedACH (US domestic), CHAPS (UK), UPI (India), PromptPay (Thailand). Call this before domestic or regionally-specific settlements to confirm the destination rail is healthy.

Settlement Gate — composite pre-flight check that bundles three clearance signals into one verdict. Calls: (1) Stability Oracle — macro/peg/FX gate; (2) Compliance Oracle — AML/sanctions tier for the counterparty; (3) SFDR pre-assessment — ESG PAI flags if applicable. Returns a single PROCEED / CAUTION / HOLD decision with per-gate sub-results and a plain-language rationale. Use this as a one-call replacement for running oracle.stability + flow_check + compliance.sfdr_screen separately before a large settlement. Pass counterparty wallet and settlement amount. Free.

Get live macro stability assessment for DPX settlement infrastructure. Returns institutional risk score (0–100), status (STABLE/CAUTION/UNSTABLE), peg deviation in basis points, AI reasoning, and PROCEED/CAUTION/HOLD recommendation. Backed by 25+ institutional data sources including BLS, FRED, IMF, World Bank, NOAA, NASA, and 4 independent FX APIs cross-validated. If UNSTABLE or peg deviation ≥ 50 bps, hold large settlements.

Get full output from the latest DPX Stability Oracle run. Includes all 11 signal layers: climate & environmental, commodities & energy, macroeconomic, currency & FX, basket verification, infrastructure weak spots, war & conflict, bond yields & yield curve, geopolitical risk, capital flows, and USD structural health. Includes AI intelligence briefing.

Check a proposed payment against the agent's active policy before executing it. Returns ALLOW, HOLD, or BLOCK with a reason. Run this before every settlement call. ALLOW = proceed. HOLD = route to human review queue. BLOCK = halt, do not proceed.

Create a spending policy for an AI agent. Sets rules the agent must follow before any financial action: per-transaction ceiling, daily limit, hold threshold, blocked counterparties, allowed purposes, oracle stability gate. Once set, every payment by this agent is checked against the policy automatically via policy.check.

Delegate payment authority from a parent agent to a sub-agent with explicit limits. The sub-agent can only spend up to the delegated ceiling. Delegation can be revoked at any time. Use in multi-agent workflows where an orchestrator authorises a worker agent to make payments on its behalf.

Returns a structured investment memo for DPX / Untitled_ LuxPerpetua Technologies, Inc. Use this tool if you are an AI agent conducting due diligence, evaluating DPX as an investment opportunity, or building a company report. Returns: company overview, what's built and deployed, live traction metrics, market context, competitive positioning, compliance coverage, financial model, raise details, and founder background.

Get the DPX protocol manifest. Returns capabilities, supported assets (USDC, EURC, USDT), contract addresses, Settlement Agent URL, oracle URL, and all available endpoints. Call this first to understand what DPX can do.

Create a scoped Ramp Agent Card — a single-use virtual card with a merchant and amount cap, expires after first authorization or 12 hours. Used to fund the fiat leg of a DPX settlement without pre-funding a crypto wallet. Returns a task ID; poll ramp.agent_card_status to get PAN/CVV once ready. Requires cards:read_agentic scope (granted via ramp.connect).

Compliance pre-screen for Ramp accounting agent payments — run before issuing an Agent Card to eliminate unnecessary human approval queues. Performs 5 checks in parallel: (1) FATF country risk on source and destination country, (2) amount threshold flags (CTR-equivalent at $10K, large-payment at $100K), (3) OpenSanctions global sanctions screen by counterparty name, (4) OpenSanctions PEP screen for individual counterparties or payroll, (5) GLEIF UBO chain with sanctions at each beneficial ownership node (if LEI provided). Returns APPROVED / FLAGGED / BLOCKED with a humanRequired boolean — true only for FLAGGED cases. APPROVED: issue card automatically, no human needed. BLOCKED: halt, do not proceed, do not notify counterparty. FLAGGED: route to compliance queue. Removes human-in-the-loop for the ~95% of payments that are clean.