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Cross-sectional opportunity scan across every major and medium-cap coin at once — the screener the per-coin tools cannot be looped into safely. Two whole-universe feeds (the merged market snapshot + venue perp contexts) build a liquidity-filtered universe and rank it, then candles are fetched for a bounded shortlist only; ZERO per-symbol calls are made to the rate-limited derivatives provider, which is what lets this cover a universe without silently degrading. Up to eight signals per candidate: crowding (annualized funding vs the venue-standard anchor AND its percentile across the screened universe right now — a cross-sectional read, explicitly NOT the own-history percentile research_positioning reports; reported without a vote, because funding extremes have tended to continue rather than reverse), stress (24h long and short liquidations each as a share of open interest, both read on Bybit so the ratio is one book — longs flushed leans long, shorts flushed (a spent squeeze) leans shor

Lists upcoming crypto catalyst events for the next 7 days. Optionally filter by comma-separated coin symbols (e.g. 'sol,eth').

Scheduled macroeconomic data releases (CPI, FOMC, jobs, GDP, etc.) from the last ~2 days through the next 7 days. Optionally set 'min_importance' (1-3, default 2) to filter out low-impact releases.

Recent daily spot-ETF net flows (USD) for an underlying asset (BTC, ETH, SOL, XRP; defaults to BTC): latest day total, per-fund breakdown, and the trailing daily trend. Positive means net inflows. Flows settle behind spot and skip weekends, so the latest row is routinely a day or more old — its age is reported next to the date, and the price it carries is the price on THAT date, not spot. 'symbol' is accepted as an alias for 'asset'.

Exchange listings and delistings from the venues' own notices: what is SCHEDULED (with the exact time when the venue states it) and what happened in the last 'days' (default 7, max 30). Binance (futures instrument list: exact open/settle times; announcements when configured), Bybit and OKX (official announcement feeds) and Upbit. Delistings are announced 2–7 days ahead; new listings, Upbit and Binance especially, are among the most price-moving events. Coins and times are parsed from each notice's title and text: a notice that does not name them says so. Filter by coin ('symbol', comma-separated), 'kind' (listing, delisting, or all to include other trading notices such as pair removals, margin/collateral changes, migrations and postponements) and 'exchange'.

USDT-margined perpetual flow for one coin on a 5m/15m/1h grid, from one venue: Binance, or Bybit for coins Binance doesn't list (e.g. WAVES). Open interest (USD) at every bucket edge joined to taker buy and sell volume (USD), with each stretch read as new longs, new shorts, short covering or long unwind (OI direction × the aggressive side). Bybit publishes the taker split only for its last ~1000 trades, so older Bybit buckets are read from OI against price direction instead, and every read states its basis (taker or price). Reports the window, the open-interest swings of 1% or more with the price and taker flow inside them (flagging aggressors absorbed by passive orders, taker basis only), and the buckets where OI moved most. One venue, not the market-wide aggregate. Use it to say whether a move was positions opening or closing, and which side pushed.

Current perpetual funding rate for one coin (hourly rate plus an annualized estimate), merged across providers, with its 24h and 7d trajectory AND the underlying 8h-bucket series. Positive means longs pay shorts. The trajectory is the point: the same +6% annualized reads as post-flush relief if it fell from +40% and as shorts capitulating if it rose from -20%. The series carries the shape a trailing delta flattens away — a steady drift and a spike that retraced give the same 24h change off opposite tapes — plus the window's own low/high, so the current rate can be judged against where it has actually been rather than an absolute threshold. A 1y line ranks the current rate against a year of daily closes (percentile, low/median/high with dates), so 'high' means high for this coin, not just for the week. Set 'points' to trim the series (omit for the full ~10-day window; 0 to suppress it).

Liquidation history for one coin's perpetuals: market-wide long/short liquidations (USD) in 4h buckets and the 24h split by venue, plus a minute-level timing sample of individual liquidation orders from venues that publish them (OKX, Gate) with detected cascades (time, side, size, order count, price range) and the largest orders. The sample is a share of the market, stated per bucket, never scaled up. Use it to say WHEN and WHICH SIDE was forced out, instead of inferring liquidations from price and open interest: flat OI can hide heavy liquidations that new positions replaced. A 1y baseline ranks the trailing ~24h of longs and shorts against a year of daily totals (percentile, 'largest since' date, median day, the year's three largest days per side), so a figure can be called big or routine for this coin.

Current market-wide (cross-exchange aggregate) open interest (USD) for one coin's perpetuals, with its 24h and 7d change, the 24h price change, AND the underlying 4h-bucket series. Read OI against price: price up on rising OI is new money opening positions, price up on falling OI is short covering — opposite trades off the same price move. The series makes that read available bucket by bucket instead of once per day (pair it with market_candles at 4h for the price leg), and carries the window's own low/high so the current level can be judged against where it has actually been. A 1y line ranks the level and today's 24h change against a year of daily closes (percentile, range with dates); the change rank is the better read, since the USD level mostly tracks price. Falls back to a single-venue figure if the aggregate source is offline. Set 'points' to trim the series (omit for the full ~10-day window; 0 to suppress it).

Market-implied prediction-market odds for a topic (e.g. 'Fed rate cut', 'bitcoin 100k'). Returns the most active matching markets with per-outcome probabilities, volume, and resolution date.

Searches recent regulatory filings (full-text) for a company, ticker, or theme (e.g. 'bitcoin treasury'). Returns the most recent matching filings with form type, filer, and a direct document link.

Perp price levels for one coin, from what printed rather than from a chart: executed volume at price on every venue that lists it (Binance, Bybit, BingX, Hyperliquid), with the value area (70% of volume around the POC), high-volume nodes and thin zones (prices crossed without trading, where moves tend to run); open-interest changes at price split into long and short entries; realized liquidations at price (OKX/Gate sample); and resting walls from deep books on several venues, counted only when a second snapshot 2 s later still shows them. Every level is graded by evidence — traded (volume, liquidations) > inferred (OI side) > resting (orders, which can be pulled) — and lists the other evidence at the same price (confluence). Walls larger than their venue's own daily volume are flagged. Use it for where price may stall, accelerate or meet forced flow; it is not a forecast.

Order-book snapshot for one coin's perpetuals: best bid/ask, spread in bps, top-of-book depth (USD) per side, bid/ask depth imbalance, and the cost vs mid of $10k and $100k market orders against the visible levels. Positive imbalance means more bid depth. Single-venue by nature — Hyperliquid, falling back to Bybit for coins it doesn't list; the response names the venue that answered and how far its visible book reaches.

Live whale positions on Hyperliquid perps. By default discovers the largest currently-active whale accounts from the venue leaderboard and returns each one's equity and open positions with side, notional (USD), entry price, liquidation price, leverage and unrealized PnL. Optionally pass 'addresses' (comma-separated 0x wallets, max 10) to follow specific wallets instead. For aggregate cohort signals use flow_whale_context.

Aggregate whale context for one coin (cohort-level, no individual wallets): per-exchange reserve changes (1d/7d), top-trader long/short positioning on Binance perps, and large on-chain transfers to/from exchange wallets above a USD threshold. The transfer feed covers ERC-20 tokens; for native assets (BTC, ETH) it substitutes market-wide USDT exchange flows as a dry-powder signal. Exchange withdrawals suggest accumulation; deposits suggest potential sell pressure. For specific whale wallets and their live positions use flow_whale_positions.

OHLC(V) candle history for a coin by symbol (e.g. 'ETH', 'BTC'). 'interval' picks the candle size (1m|5m|15m|30m|1h|4h|12h|1d|1w, default 1d); 'limit' the number of candles (default 100, max 400); 'market' picks the series — 'spot' (Binance, Bybit, then CoinGecko/CoinMarketCap), 'perp' (Hyperliquid, Bybit, then Binance futures — perpetual marks), or 'auto' (default: spot preferred; perp when spot fails, or when spot's history is shorter than the request and than 210 candles while perp's is materially longer — e.g. a coin whose spot pair listed recently). spot/perp are hard constraints and error rather than substitute. The response labels the market, interval and source actually delivered, includes USD volume when the source carries it, and flags a still-forming last candle.

Lists the coin symbols available from the market-data provider

Fetches price, market cap, ATH/ATL and description for a coin by its CoinGecko coin ID (e.g. 'bitcoin', 'ethereum') or by ticker symbol (e.g. 'BTC', 'WAVES'). IDs are case-sensitive; a symbol, or an ID in the wrong case, is resolved by search and the response names the ID actually fetched, so a resolution is never silent.

Bulk history for one coin, one metric per call, in pages: 'price' (OHLCV candles, spot or perp), 'open_interest' (market-wide aggregate USD), 'funding' (OI-weighted rate, %/8h and annualized) or 'liquidations' (market-wide long/short USD per bucket). Returns up to 'limit' rows (default 200, max 1000) at or before 'end' (default now), oldest first, as compact columns + rows; pass the returned nextEndMs as 'end' to fetch the page before it, and 'start' to stop there. Reach: price is full venue history (Binance spot from 2017, futures from 2019) at 1m–1w; derivatives come from CoinGlass at 4h (about 180 days back), 6h/8h/12h (about 360 days) or 1d/1w (back to 2020) — use 1d for anything older than six months. The newest row may still be forming (newestForming). Use this to pull history; for a read of what is happening now, use the derivatives_* and research_* tools.

Ranked 24h gainers, losers, and trend candidates (>+5% move)

Global market snapshot: total market cap, BTC/ETH dominance, Fear & Greed index, and Altcoin Season index

Per-coin market snapshot (spot price, perpetual mark price, 24h change, funding rate, open interest, long/short ratio, 24h liquidations), merged across providers. Spot and perp prices are separate fields (spot from spot-market providers, perp mark from the perp venue); they differ by the basis. Pass 'symbols' to filter to specific coins; omit it for every covered coin.

Lists the currently trending cryptocurrencies

Searches for recent news on a topic — articles, market-moving posts and exchange notices, newest first. Exchange notices (kind 'exchange', title prefixed [Exchange kind]) come from Binance, Bybit, OKX and Upbit's own listing and delisting feeds; for the full schedule with exact times use catalysts_exchange_listings. Each item is tagged with its kind and, where measured, the price move that followed the headline.

On-chain TVL and network fees/revenue (24h/7d/30d) for one chain. Use a chain's own token symbol (e.g. 'ETH', 'SOL', 'BNB') — returns a plain 'not a tracked chain' message for tokens that aren't L1/L2s. Does not cover gas price (gwei).

Crypto options chain (Deribit) for one underlying and expiry: calls/puts by strike with bid/ask/mark (native and USD), mark IV, calculated Black-76 delta, open interest (coins and USD notional) and 24h volume. Lists every available expiry. Underlyings: BTC and ETH (deep; inverse and USDC-linear books), SOL, XRP, HYPE, AVAX, TRX (USDC-linear, thin). Defaults: next expiry, strikes within ±10% of spot, both types.

Crypto options gamma exposure (Deribit, modeled): gross and dealer-signed GEX in USD per 1% move, by strike and expiry, gamma walls, modeled gamma flip levels, options-derived price levels (call/put OI walls, gamma concentrations, max pain, high-sensitivity zones) and a rule-based options regime (positive/negative modeled gamma, near flip, expiry concentration, elevated/compressed vol), with perp funding/OI/liquidations/order book as a separate evidence block. What-ifs: hedging=true adds theoretical dealer hedge ladders (spot ±0.5–5%, charm 1–24h and through the next expiry, vanna ±1/2/5 vol points); target_price / horizon_hours / iv_change reprice the same frozen contracts (GEX, dealer delta, hedge, flips and walls before vs after). Signed numbers depend on an explicit dealer-positioning scenario; modeled, not observed orders.

Crypto options positioning (Deribit) for one underlying: total call/put open interest in coins and USD notional, put/call OI and volume ratios, largest strike concentrations, upcoming expirations with expiring notional and theoretical max pain, OI change over 24h/7d (from hourly snapshots), and recent trade flow (aggressor premium by calls/puts, block share, largest trades). Descriptive positioning — not a direction signal.

Risk-neutral probabilities implied by crypto options (Deribit) at one expiry: chance of settling above/below a price or inside a range, expected 68%/90% ranges, lognormal at that expiry's ATM IV and forward plus a smile-adjusted value within quoted strikes. Market-implied odds, not calibrated forecasts.

Crypto options implied volatility (Deribit): DVOL index with 1y percentile, ATM IV term structure (7/30/90d) and inversion, 25-delta risk reversal and butterfly per expiry, 30d IV vs realized volatility, spot–vol correlation, 24h/7d skew and term changes, and the implied 1σ move for 1/7/30 days — how fast a move options price, not its direction. Pass several underlyings ("BTC,ETH") to compare.

Cross-sectional opportunity scan across every major and medium-cap coin at once — the screener the per-coin tools cannot be looped into safely. Two whole-universe feeds (the merged market snapshot + venue perp contexts) build a liquidity-filtered universe and rank it, then candles are fetched for a bounded shortlist only; ZERO per-symbol calls are made to the rate-limited derivatives provider, which is what lets this cover a universe without silently degrading. Up to eight signals per candidate: crowding (annualized funding vs the venue-standard anchor AND its percentile across the screened universe right now — a cross-sectional read, explicitly NOT the own-history percentile research_positioning reports; reported without a vote, because funding extremes have tended to continue rather than reverse), stress (24h long and short liquidations each as a share of open interest, both read on Bybit so the ratio is one book — longs flushed leans long, shorts flushed (a spent squeeze) leans shor

Deterministic positioning read for one coin — the game-state companion to research_regime, answering 'who is crowded, who is paying, who is trapped, and where'. Up to nine axes, each tagged with the market-actor cohort it reads: crowding (annualized funding vs the venue-standard 0.01%/8h anchor, long/short skew, dollars/day the majority pays to hold, crowd-vs-top-trader divergence, and cross-venue funding dispersion), buildup (24h price vs open-interest direction and the funding trend — whether positions are being added into the move or closed out), liquidity (order-book spread and imbalance — makers backing off), basis (perp vs oracle premium — spot-perp froth or hedging pressure, informational), fragility (24h liquidations as a share of market-wide open interest; the axis degrades rather than substituting a single venue's OI, since the liquidation total is cross-exchange), predation (visible Hyperliquid whale positions within 2 daily sigmas of their liquidation price, with defending

Deterministic market-regime classification across seven axes: trend (Mayer Multiple bands vs the 200-day SMA), volatility (30d realized, percentile vs own history), cycle (a ~30-indicator top checklist incl. MVRV Z-Score, NUPL, Pi Cycle, AHR999), sentiment (Fear & Greed level, trajectory and percentile), leverage stress (derivatives-risk-index percentile), liquidity (7d spot-ETF net flows vs prior 7d), and rotation (Altcoin Season index, BTC dominance, ETH/BTC 30d). Each axis reports its state, the numbers behind it, and a +1/0/-1 vote; the overall posture is the disclosed sum-of-votes rule, with one exception — while 30d realized volatility sits at or below its 5th percentile the tape is compressed, trend structure stops being tradeable, and the Trend axis's vote is withheld (its reading is still reported). Compression is flagged structurally, and adds an informational, never-voting asymmetry lean naming which side is more exposed. Includes explicit 'would change the call' thresholds

Aggregated single-coin dossier: market data (spot/perp price, funding, market-wide OI, long/short, liquidations — the same enriched line as market_quotes), global market context (dominance, Fear & Greed), multi-timeframe technicals computed in-house from candles (4h + 1d: RSI, EMA/SMA, MACD, ATR, Bollinger, ADX, trend — the same numbers as ta_technicals), on-chain TVL/fees (when the symbol is a tracked chain), news, a grounded narrative synthesis with citations, upcoming catalyst events, social sentiment, ETF flows, prediction-market odds, live provider coverage, and a per-section status list that distinguishes an empty section from a failed feed — for one symbol (e.g. 'ETH').

Check, review or replay a perp trade setup (entry, stop, optional target), before it is placed or after: the tool for 'check this setup', 'is this trade good' and 'how did my trade do'. Renders an interactive trade ticket. Give the coin, entry and stop; optionally target, leverage, order type, placed_at, and account size with risk percent. Returns reward:risk, the stop's distance in % and 4h ATR, the isolated liquidation price at the leverage (first-tier 0.5% maintenance margin, so the optimistic case), funding per day at the current rate (in % of notional, and in USD when sized), the perp levels around the setup (from flow_levels: volume nodes, value area, liquidation clusters, entries, walls), and named checks: liquidation before the stop, price already through the stop, a stop inside one ATR of noise, a stop just in front of a level a wick would reach for, a level between entry and target, reward:risk under 2:1, costs that pull a 2:1 plan under it, leverage over 10x, and an entry fa

Current market-wide Fear & Greed index (0-100 plus label), updated roughly every 15 minutes. A macro sentiment gauge; use market_overview for the full market snapshot.

Social-sentiment snapshot for one coin: galaxy score (0-100 composite), alt rank (lower is stronger), bullish sentiment %, 24h social volume, social dominance %, and 24h interactions.

Searches public X Posts from the last 7 days using X search syntax (keywords, phrases, hashtags, cashtags, or operators such as from:handle). Returns engagement, views and direct links; sorted by relevance unless latest=true. Results are capped at 10 Posts.

Multi-timeframe technical-analysis snapshot for one coin, computed locally from real candles (not a vendor black box): per interval — last close, RSI(14), EMA20/50/200 + SMA200, MACD(12,26,9) with signal/histogram/cross freshness, ATR(14) with 2xATR stop suggestions (feed research_trade_plan), Bollinger(20,2) with %B and bandwidth, ADX(14) with +DI/-DI, volume vs 20-candle average, and a transparent trend rule (EMA alignment qualified by ADX). 'intervals' picks the timeframes (default 1h,4h,1d; max 4 of 1m|5m|15m|30m|1h|4h|12h|1d|1w); 'market' routes candles (spot|perp|auto, default auto: spot preferred; perp when spot fails or a recent spot listing has too little history for the indicators). Support/resistance comes from the same candles: daily swing highs/lows over the last year, clustered within half a daily ATR, nearest 3 on each side with distance, swing count and last touch, plus the year's range. For levels from executed perp flow (volume at price, liquidations, OI), use flow_le