cryptocurrency-risk-analysis

Prediction market arbitrage and same-outcome spread API for Polymarket, Kalshi, and Gemini. Finds YES or NO price gaps across venues.

Produce a complete vendor onboarding risk report from live domain, TLS, website, hosting, OFAC, GLEIF, and optional SEC evidence, with an explicit decision and next action.

Analyze a chess FEN string: turn to move, complete legal-move list, and terminal-state detection including checkmate, stalemate, and draw by insufficient material or repetition. Malformed FEN comes back as a structured validity report an agent can act on rather than a bare failure.

Chess position analysis from a FEN string: every legal move in SAN and UCI notation, whose turn it is, and full game-state flags — check, checkmate, stalemate, draw, insufficient material, threefold repetition. Optionally validate and apply one move to get the resulting FEN. Deterministic rules logic, not engine evaluation.

AI-generated market insight for a given topic

Risk x-ray for a whole watchlist or portfolio in one call. Pass `?tickers=AAPL,MSFT,NVDA` (up to 25; optional `?weights=`). Returns per-holding price, sector and cap, plus portfolio concentration (top-weight, Herfindahl, diversification score), sector concentration, market-cap distribution, weighted day performance and risk flags. Replaces dozens of per-holding calls. From x402stock

Run a crypto risk report and token security audit that combines current contract-risk signals, live on-chain metadata, deployed bytecode, upgradeable-proxy detection, gas, and optional liquidity evidence. An address with no bytecode is a critical finding, and proxy_detected: false does not prove immutability.

Korean robotics industry intelligence, sold per query. Structured feed of Korea/Asia robot-sector news, analysis and KPIs - humanoids, physical AI, robot components (reducers, actuators, MEMS force-torque and tactile sensors), robot semiconductors, defense and logistics robots - written from Korean primary reporting and DART filings that English-language sources do not cover. Filter by date, region, category and keyword. Pay per query in USDC on Base or Polygon; empty results free.

Use as a one-number risk-on/risk-off gauge before sizing any trade. Returns a 0-100 score and label from trade-flow regime, stablecoin issuance, the Treasury curve, tokenized treasury flows, perp crowding and macro releases.

Scan source code or configuration text for hardcoded secrets: AWS access keys, GitHub/Slack/Google tokens, Stripe and OpenAI keys, PEM private-key blocks, JWTs and high-entropy secret assignments. Placeholder values are filtered out. Each finding gives the rule, a severity (critical/high/medium/low), line and column, entropy and a masked excerpt. Offline and deterministic.

Get resolved/historical prediction markets from Polymarket. Filter by date range, slug, or category.

Cross-protocol risk-adjusted DeFi yield screener: ranked pools with honest base-vs-reward APY split, trap flags, and 0-10 risk overlay

The analyst desk's current thesis and conviction on one crypto asset — house view with confidence from tracked insight threads (?asset=BTC). Descriptive research, not financial advice.

A falsifiable analyst prediction for one asset (?asset=BTC&horizon=7d): the claim, a confidence %, what would prove it wrong, and prediction-market anchoring. Pair with /v1/track-record to audit how past calls resolved — no other API sells accountable machine predictions. Descriptive research, not financial advice.

Use right before placing a trade: "I want to buy (or sell) SYMBOL - is now a good moment?". Returns a verdict (FAVORABLE, CAUTION, UNFAVORABLE) with a score and the checks behind it: order flow, momentum, volatility, adverse market events, market regime, and news or material filings from the last 24h, plus the on-chain slippage of a $1k/$10k/$50k order and a liquidity score.

Static supply-chain SECURITY scan of a public GitHub repo BEFORE an agent installs/runs it (a dependency, a Claude/MCP skill, an MCP server). Flags exfil sinks, obfuscated code execution, credential-file reads, env-harvest+network, install-time curl|bash. Returns risk = clean|suspicious|dangerous + findings. Static only, never runs the code. Low false positives.

Market-regime state (RISK_ON / RISK_OFF) from a provable chain, plus whether it changed since the regime you last saw. Cheap poll endpoint for AI agents to react to regime flips (USDC on Base). Free preview: GET /signals/preview An unavailable regime feed returns 503; you are never charged for an error.

Returns a perpetual-futures decision package for BTC, ETH, SOL, XRP, or ADA: direction LONG / SHORT / FLAT from the Kronos signal, stop-loss and take-profit on the calibrated 80% range, a leverage cap that keeps liquidation outside 2x the stop, liquidation price, risk-based position size for your equity and max loss, and live perp funding cost over the horizon — turns a bearish signal into a sized short instead of staying out. No exchange execution; market intelligence only.

CRYPTYX is the intelligence layer for autonomous trading agents — the same institutional-grade research stack that powers professional desks, priced per call in USDC. 200+ digital assets, 440+ metrics, 150+ signals across 8 factor classes, walk-forward validated, macro-regime aware. Agents don't just consume signals. They backtest any factor over 5+ years of history (Metric Slicer), fork and validate custom signal recipes (Signal Forge), scan the universe for live matches, decompose per-asset conviction across every factor class, and query the full stack in natural language. The loop: define your conviction thesis → validate it against history → scan for live matches → execute via OKX, Kraken, or Coinbase execution toolkits. CRYPTYX is the brain; exchanges are the rails. No accounts, no API keys, no rate cards.

Use to detect anomalies early. Returns assets whose trade count or volume deviates statistically from their baseline (z-scores and multiples) with the evidence that triggered it. Filter with minAnomaly and minTrades.

Summarized depth, spread, and 24h volume profile for one market — Execution-quality summary per venue: depth within 1c/5c of the touch, spread in cents, and an hourly 24h volume profile. Pass notional_usd for a slippage estimate. Derived analytics only — raw order books are never mirrored.

One call: the whole basket's rebalancing signal (returns, volatility, RSI, trend, relative strength, correlation) plus an inverse-volatility target-weight signal for NVDA/META/AAPL/GOOGL. Decide weights, then execute via the free /v1/set-weights + /v1/rebalance. Aggregated data, not investment advice.

Use this to browse every prediction market Quotient tracks across Polymarket International, Polymarket US, Kalshi, and HL Outcomes, with venue odds and quote provenance, available volume, resolution date, and forecast recency. Polymarket International and Kalshi fail closed when live pricing is unavailable; other venues label graph snapshots stale. Filter by venue or topic; the complete covered catalog returns in one response.

Pre-flight compliance triage on an IBAN before a SEPA / cross-border payment: sanctions screening (OFAC), FATF jurisdiction flag, SEPA Instant reachability, VoP (EU 2024/886) participant. Returns risk_score 0-100. Informational, not a regulated AML/CFT product. Production · server processing <5ms (network excluded — measure your own round trip on GET /ping) · OFAC + FATF + SEPA + VoP · weekly refresh · v1.4.3.