market2000.xyz

Natural Language Query — ask a market question in plain English. HOW TO CALL: POST /analyze?question=what+moved+today POST /analyze?question=is+NVDA+overvalued POST /analyze?question=options+for+SPY POST /analyze?question=give+me+a+daily+brief PARAMETERS: question — natural language query (required) SUPPORTED INTENTS: • Market movers: 'what moved today?', 'top gainers' • Fear & Greed: 'how's market sentiment?', 'fear greed index' • Fundamentals: 'is AAPL overvalued?', 'NVDA margins' • Options: 'options for SPY', 'put/call ratio TSLA' • Calendars: 'earnings today', 'macro events this week' • Daily brief: 'morning summary', 'daily digest' • Price: 'AAPL price', 'what is SPY trading at' RESPONSE: { question, intent, insight (1-sentence summary), data (raw endpoint output) } PRICING: $0.05 per call.

x402 supply census — who is live, in what category, at what price. The full public discovery index (~14.8k resources) normalised into per-category price percentiles and per-origin catalogues, so you can price against the median instead of the loudest listing. Crossed with the half that is not public: which agent client stacks actually crawl a live origin, and therefore which ones will find your endpoint once you ship it. HOW TO CALL: GET /api/demand/competitors?category=market-data&limit=40 PARAMETERS: category — optional filter (market-data, crypto-onchain, trading-signal, ai-inference, media-gen, web-search, enrichment, social, messaging, storage, other) limit — origins returned, 1-100 (default 40) RESPONSE: catalog.by_category[] price min/p25/median/p75/max, catalog.top_origins[], and ecosystems_crawling[] observed over 7 days. PRICING: $5.00 per call.

Crawl-to-refer — what each AI company takes from a site versus what it sends back. Per company: pages crawled, visitors referred, and the ratio between them, measured at an origin's own door. Every publisher wants this number for their own site and cannot compute it without being the origin being crawled. HOW TO CALL: GET /api/demand/crawl-to-refer?days=30 PARAMETERS: days — lookback window, 1-90 (default 30) RESPONSE: by_company[] with crawls, referrals and the ratio, plus an explicit caveat on mixed-use crawlers whose referrals cannot be attributed to search or AI. PRICING: $5.00 per call.

Provider reliability — the supply-side reputation the 6-question agent loop needs. Observed at our door: which origins agents chose via the free router and whether it actually helped — helped-rate (Laplace-smoothed), repeat-rate, and sample confidence. Not asserted, measured; a provider is neutral until agents report back. HOW TO CALL: GET /api/demand/reliability?days=90&limit=25 PARAMETERS: days — lookback window, 1-365 (default 90) limit — providers returned, 1-100 (default 25) RESPONSE: providers[] {origin, reliability, confidence, helped, outcomes_rated, referrals, repeat_rate}. Aggregate-only; thin rows withheld. PRICING: $5.00 per call.

Unmet agent demand — the endpoints agents ask for and cannot get. 404s and gated 401/403s from real (non-scanner) agent clients: a shopping list with the customers already attached. This cut is invisible to anyone who is not the origin being asked, which is why it cannot be reconstructed from public bazaar data. HOW TO CALL: GET /api/demand/unmet?days=7&limit=25 PARAMETERS: days — lookback window, 1-90 (default 7) limit — rows returned, 1-100 (default 25) RESPONSE: unmet[] sorted by volume, each with the signal (404/401/403), category, hit count and bucketed count of distinct askers. PRIVACY: aggregate-only; rows below 3 distinct clients withheld. PRICING: $5.00 per call.

Fear & Greed Index — CNN's composite market sentiment score (0=Extreme Fear, 100=Extreme Greed). HOW TO CALL: POST /get_fear_greed (no parameters) RESPONSE FIELDS: score — current index value (0–100) rating — 'Extreme Fear' | 'Fear' | 'Neutral' | 'Greed' | 'Extreme Greed' previous_week — score from 1 week ago previous_month — score from 1 month ago previous_year — score from 1 year ago components — breakdown of the 7 sub-indicators (momentum, VIX, put/call, etc.) history_30d — daily score for the last 30 days Data cached 4 hours. PRICING: $0.001 per call.

Latest Price — returns the most recent closing price and 1-day change for a ticker. Cheapest endpoint; ideal for quick price checks before or after pattern analysis. HOW TO CALL: POST /get_latest_price?ticker=AAPL PARAMETERS: ticker — asset symbol (e.g. AAPL, BTC-USD, SPY) RESPONSE: { ticker, date, close, change_pct }

Market Movers — real-time top gainers, losers, and most-active stocks from US markets. HOW TO CALL: POST /get_market_movers — all three lists, 10 stocks each POST /get_market_movers?category=gainers&count=5 — top 5 gainers only PARAMETERS: category — 'gainers' | 'losers' | 'active' | 'all' (default: all) count — results per category, 1–25 (default 10) RESPONSE FIELDS (per ticker): symbol, name, price, change (absolute), change_pct (%), volume, avg_volume, market_cap TOP-LEVEL: market_status — 'open' | 'pre_market' | 'after_hours' | 'closed' as_of — ISO 8601 timestamp Source: Yahoo Finance screener. Cached 5 minutes. PRICING: $0.02 per call.

Options Chain — full calls and puts for a ticker and expiration date. HOW TO CALL: POST /get_options_chain?ticker=AAPL POST /get_options_chain?ticker=AAPL&expiration=2026-07-18 PARAMETERS: ticker — stock symbol (required) expiration — expiration date 'YYYY-MM-DD' (default: nearest available) RESPONSE FIELDS: available_expirations — all available expiry dates spot_price — current underlying price atm_implied_volatility — avg IV of contracts within 5% of spot put_call_ratio — total put OI / total call OI calls / puts — arrays of: strike, bid, ask, lastPrice, volume, openInterest, impliedVolatility, inTheMoney Cached 1 hour. PRICING: $0.05 per call.

Macro Analog — match current macro conditions to historical market periods. Computes a multi-dimensional macro state vector (SPY rolling return, VIX level, 10Y-3M yield spread, GLD rolling return) and finds the historical dates with the most similar macro fingerprint. Each match is labeled with the market era. HOW TO CALL: POST /macro_analog?lookback_days=20&n_analogs=3 PARAMETERS: lookback_days — rolling window for return features (default 20) n_analogs — number of historical analogs to return (default 3) RESPONSE: current_macro (today's feature values), top_analogs (date, era, similarity, macro_state). Note: downloads live data from yfinance; first call may take 5–10s. PRICING: $0.25 per call.

Pattern Backtest — systematically scan all historical windows matching a return profile. Answers: 'every time {ticker} did X% over {N} days, what happened in the next {M} days?' HOW TO CALL: POST /pattern_backtest?ticker=SPY&lookback_days=20&min_return=-0.05&max_return=0.0&forward_days=30 PARAMETERS: ticker — asset symbol (required) lookback_days — window length to scan (default 20) min_return — minimum window return, decimal (e.g. -0.05 = -5%; default: no bound) max_return — maximum window return, decimal (e.g. 0.10 = +10%; default: no bound) forward_days — forward horizon to measure (default 30) RESPONSE: occurrences (count of matching windows), forward_return_distribution (p10/p25/p50/p75/p90 + mean/stdev/pct_positive), example_windows. PRICING: $0.50 per call.

Playbook — cross-asset signal propagation. When a primary ticker's pattern historically matched your query window, what did the peer tickers do in the subsequent N days? Answers: 'when NVDA looked like this, what did MSFT / AMD / QQQ do?' HOW TO CALL: POST /playbook?ticker=NVDA&start_date=2025-11-01&end_date=2026-01-15&peers=MSFT,AMD,QQQ PARAMETERS: ticker — primary ticker (required) start_date — pattern window start (YYYY-MM-DD) end_date — pattern window end (YYYY-MM-DD) peers — comma-separated peer tickers, max 10 (required) k — number of analogs to average (default 10) forward_days — forward horizon in trading days (default 30) RESPONSE: peer_playbook — per-peer: avg_return_pct, pct_positive, count, returns_per_analog. PRICING: $0.50 per call.

Pattern Screener — scan up to 50 tickers in a single call and rank them by how closely their current price action matches historical patterns. Returns tickers ranked by similarity (best match first) with the top analog start date and query window return. Ideal for portfolio monitoring agents and quant bots that need to sweep a universe of symbols. HOW TO CALL: POST /screen?tickers=AAPL,MSFT,GOOGL,SPY,QQQ&start_date=2025-03-01&end_date=2025-06-01 PARAMETERS: tickers — comma-separated symbols, max 50 (e.g. AAPL,MSFT,BTC-USD,SPY) start_date — query window start, inclusive (YYYY-MM-DD) end_date — query window end, exclusive (YYYY-MM-DD) timeframe — bar size: '1d' (default), '1h', '30m', '15m' metric — distance metric: 'l1' or 'l2' (default) sort_by — 'similarity' (default, lower = better match) or 'return' RESPONSE: { screened, results: [{ ticker, similarity, query_return, top_match_start, status }] } Results are sorted ascending by similarity. Tickers t

Trading Scan — the whole universe in one call, best setups first. Crypto and equities scanned together, ranked by strength of edge. Everything that failed the bar is dropped rather than returned as noise. HOW TO CALL: POST /trading/scan?top_n=5 PARAMETERS: top_n — max results to return (default 5, max 10) RESPONSE: signals[] — [{ticker, direction, confidence, kelly_half, score, narrative}] kelly_half = suggested size as a fraction of capital scanned — number of tickers evaluated found — number of setups above threshold PRICING: $0.10 per call.

Signal History — full log of every signal fired, with outcomes. Shows internal algo signals and x402 API signals. Pending signals (horizon not yet reached) show actual_return_pct=null. HOW TO CALL: GET /trading/signals/history GET /trading/signals/history?ticker=BTC&source=internal&limit=20 PARAMETERS: ticker — filter to one ticker (optional) limit — max rows (default 50, max 200) source — 'internal' | 'x402' (optional) include_pending — include unresolved signals (default true) PRICING: $0.05 per call.