TradingCalc MCP: Options, Forex, Risk Stats, Prediction Markets, On-Chain & Crypto Futures
Deterministic options, forex, risk, on-chain & futures math. Not AI estimates. Tools: tradingcalc.io
Connect Remote server
claude mcp add --transport http tradingcalc https://tradingcalc.io/api/mcp{
"mcpServers": {
"tradingcalc": {
"url": "https://tradingcalc.io/api/mcp"
}
}
}{
"servers": {
"tradingcalc": {
"type": "http",
"url": "https://tradingcalc.io/api/mcp"
}
}
}Settings > Connectors > Add custom connector
URL: https://tradingcalc.io/api/mcpTools 80 found in our last check
workflow.run_pnl_planningCalculate net PnL, ROE, fees and gross profit/loss for a futures trade. Edge cases: entryPrice, exitPrice and size above zero; feeOpenPct and feeClosePct optional fractions from 0 to 0.05 (0.0002 is 0.02%). For inverse contracts size is USD contracts and results are in the base…
workflow.run_liquidation_safetyCalculate the liquidation price for an isolated-margin futures position with one flat maintenance margin rate (mmr, which you supply from your exchange's tier), unless you use the tiered mode described below. The default is isolated: it does not model a cross account. To get a c…
workflow.run_breakeven_planningCalculate the break-even exit price that covers all trading fees: this alone, nothing else. Edge cases: entryPrice and sizeBase above zero; feeOpenPct and feeClosePct fractions from 0 to 0.05 (defaults 0.0002 and 0.0005). Fees only. Not covered: funding (use workflow.run_funding…
workflow.run_position_sizingCalculate the correct position size given a maximum risk in USDT and a stop-loss price. Edge cases: entryPrice, stopLoss and riskUsdt above zero; leverage above zero (default 1); fees 0 to 0.05; a fee and price combination that makes the risk denominator zero or negative is an e…
workflow.run_funding_costCalculate the total funding cost (or income) for holding a perpetual futures position. Edge cases: sizeBase, entryPrice and days above zero; fundingRate a fraction per interval (0.0001 is 0.01%), either sign; intervalHours 0.25 to 24 (default 8); if funding exceeds the position…
primitive.average_entryCalculate the weighted average entry price from multiple buy/sell fills (DCA): the bare number only, no breakeven or per-fill breakdown. Edge cases: symbol non-empty; at least one fill, each price and quantity above zero (size is accepted as quantity); leverage above zero is opt…
workflow.run_exit_targetCalculate the exact exit price needed to hit a target PnL or ROE percentage. Edge cases: entryPrice, leverage and sizeBase above zero; targetMode pnl or roe, targetValue any number; fees 0 to 0.05 (defaults 0.0002 and 0.0005); a target that cannot be reached from this position i…
workflow.run_scenario_planningRun a scenario analysis: compute PnL for multiple price-change percentages at once. Edge cases: entryPrice and size above zero; at least one price change in percent; a change of -100 or less is refused for inverse contracts and exactly -100 is allowed for linear only; fees optio…
workflow.run_max_leverageCalculate the maximum leverage that keeps a position within a drawdown limit, from account size, max acceptable drawdown, and asset daily volatility. Edge cases: accountSize and volatilityPct above zero; maxDrawdownPct above 0 and at most 100; mmr 0 to 0.1 (default 0.005). A pla…
primitive.hedge_ratioCalculate the short perpetual futures position size needed to hedge a spot holding. Default USDT-linear: sizes and costs in USD. With contractType "inverse" (coin-margined, needs entryPrice) the short is the same USD contracts and margin and funding come back in the base coin. E…
workflow.run_funding_arbitrageCalculate 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 i…
workflow.run_compound_fundingProject capital growth from reinvesting perpetual futures funding income (compounding carry). Edge cases: initialCapital above zero; fundingRatePct in percent per interval (0.01 is 0.01%), either sign; intervalHours a whole number that divides 24 (1, 2, 3, 4, 6, 8, 12 or 24, def…
workflow.run_pre_trade_checkFull pre-trade decision card: orchestrates position sizing, breakeven, liquidation, and funding cost in one call. Edge cases: entry_price, leverage above zero; account_balance 0 or more; give desired_size, or stop_loss together with risk_pct, otherwise an error; funding_rate is…
workflow.run_risk_rewardFull risk:reward analysis: takes 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 label, strong (3:1+) / good (2:1+) / marginal / poor, which grades the R:R rat…
workflow.run_portfolio_riskAggregates risk across multiple open positions in one call: total notional, total P&L, total margin in use, margin usage as a % of account balance (if given), and which single position sits closest to liquidation. Each position is computed through the same canonical PnL/liquidat…
workflow.run_dca_entryDCA entry planner: weighted average entry price, breakeven, and per-level contribution from multiple fill prices and sizes. Each fill is { price, size } here (primitive.average_entry calls the same field quantity). Compared with primitive.average_entry, this one adds output for…
workflow.run_average_downShould-I-average-down check: for an already-open position, compares adding more at a worse price against the always-available alternative of buying the same final total size fresh at today's price. Returns the new blended average entry, liquidation price and breakeven (before vs…
workflow.run_scale_outScale-out planner: P&L, ROI, and cumulative P&L for each partial exit level. Edge cases: entry_price and total_size above zero; 2 to 10 exits, each price above zero and pct above 0 and at most 100, the pct values summing to at most 100 (less than 100 leaves the rest open); fees…
workflow.run_carry_tradeDelta-neutral carry trade (funding arbitrage) analysis, with a profitable/marginal/loss verdict on top of the same math primitive.funding_arb uses. Compared with primitive.funding_arb, this one adds output for the case where a plain-English verdict is wanted, not just the raw nu…
workflow.run_funding_breakevenPrice move needed to cover funding cost + fees over a holding period. Edge cases: entry_price, size and hold_hours above zero; funding_rate is a decimal per funding interval (0.0001 is 0.01%), either sign; funding_interval_hours 0.25 to 24 (default 8); fees are fractions from 0…
workflow.run_crypto_profitProfit or loss on a spot crypto trade (coins bought and sold outright, no leverage, no funding) after both fees. Give exactly one of investment (total cash spent, buy fee included) or quantity (coins bought). Each fee is a fraction of that fill's trade value (0.001 = 0.1%): the…
workflow.run_spot_dcaDollar-cost averaging on a spot coin: the same cash amount bought at each of a list of prices (no leverage, no funding). Returns the coins held, total invested, the average price paid (below the plain average of the prices, because equal cash buys more coins when the price is lo…
workflow.run_average_buy_priceReal entry price of a spot coin bought and sold in several trades: moving average cost, trades in the order they happened, each with its own fee (no leverage, no funding). The buy fee is part of the cost basis; a sale removes coins at the current average and never changes the av…
workflow.run_target_sell_priceThe sell price that makes a target ROI or a target profit on a spot trade after both fees: the inverse of workflow.run_crypto_profit. Give exactly one of targetRoiPct (a fraction, 0.25 = 25%, negative for a stop price, above -1) or targetProfit (money; needs investment or quanti…
workflow.run_present_valuePresent value of a future lump sum, a level payment stream, or both: what money received later is worth today at a discount rate. annualRate is a fraction (0.05 = 5%) split into periodsPerYear equal periods the nominal way (rate per period = annualRate / periodsPerYear); years x…
workflow.run_future_valueFuture value of a starting sum, regular contributions, or both, grown at a fixed rate: what savings or an investment reach after a number of years. annualRate is a fraction (0.07 = 7%) split into periodsPerYear equal periods the nominal way (rate per period = annualRate / period…
workflow.run_npvNet present value of a list of cash flows at a discount rate per period. The first flow is at time 0 and is NOT discounted (the usual textbook NPV; a spreadsheet NPV() function discounts the first value one period, so its result is this one divided by 1 + rate). Money received i…
workflow.run_irrInternal rate of return: the rate per period at which the NPV of a list of cash flows is zero (first flow at time 0). The flows need at least one outflow and one inflow. One sign change in the flows (all outflows first, then all inflows) gives exactly one answer, returned as irr…
workflow.run_cagrCompound annual growth rate between a beginning and an ending value over a number of years: the constant yearly rate that turns one into the other, (ending / beginning)^(1 / years) - 1. A smoothed average: it hides the path and the volatility in between, and it says nothing abou…
workflow.run_apy_apr_converterConvert an APR (nominal yearly rate) to an APY (effective yearly rate) or back, for a compounding you choose. APY = (1 + APR / m)^m - 1 for m periods a year, e^APR - 1 when continuous. The same APY is a different APR at every compounding frequency, so the frequency is required:…
workflow.run_bond_pricePrice of a plain fixed-rate bond on a coupon date, with Macaulay duration, modified duration, convexity and DV01. Price = sum of the coupons and the face value discounted at the yield per period (yield / frequency), clean price, no accrued interest, so years x frequency must be…
workflow.run_bonding_curvePump.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…
workflow.run_impermanent_lossImpermanent loss for a liquidity-pool position: compares providing liquidity against simply holding the same tokens, at a manually-supplied entry and current price. Two modes: full_range (standard 50/50 constant-product pool, the textbook 2*sqrt(k)/(1+k)-1 closed form) or concen…
workflow.run_options_payoffPayoff, 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;…
workflow.run_black_scholesTheoretical 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 plus an optional continuous dividend yield for stocks and ETFs (the implied-volatility and option-chain tool…
workflow.run_option_greeksFirst and second order Greeks of a European option from Black-Scholes-Merton, manual inputs only (no live data): everything workflow.run_black_scholes returns (price, delta, gamma, vega, theta, rho) plus the higher-order Greeks vanna, vomma (volga), charm, veta, speed, zomma and…
workflow.run_straddle_stranglePayoff, 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 fo…
workflow.run_covered_call_protective_putCovered 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…
workflow.run_spread_payoffPayoff, breakeven(s), and max profit/loss for a Deribit BTC/ETH vertical spread (2 legs, same option type, opposite direction, e.g. a bull call spread) or an iron condor/butterfly (4 legs: 2 calls + 2 puts) at a scenario price. Coin-settled, and the max profit/loss are genuinely…
workflow.run_implied_volatilitySolves 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 refuse…
workflow.run_barrier_touchProbability that the price touches a barrier (a target or a stop level) at ANY time within N days, under geometric Brownian motion (reflection principle with drift). This is not the probability of finishing beyond the level at expiry: at zero log-drift a touch is exactly twice a…
workflow.run_american_optionPrice of an AMERICAN put or call (exercisable on any day up to expiry) on a Cox-Ross-Rubinstein binomial tree with early exercise checked at every node, with a continuous dividend yield. Use it for stock and ETF style options; crypto options on Deribit and Binance are European (…
workflow.run_cash_secured_putCash-secured put on a US stock or ETF, in US dollars with the standard 100-share contract (NOT Deribit and not coin-settled): you sell puts and hold the cash to buy the shares if they are assigned. Returns the premium income, the cash held as collateral (strike x 100 x contracts…
workflow.run_options_positionProfit and loss at expiry for a US-style equity, ETF or index option position built from 1 to 4 option legs, in US dollars with the standard contract multiplier of 100 shares (NOT Deribit and not coin-settled: for BTC/ETH options on Deribit use workflow.run_spread_payoff or work…
workflow.run_strategy_pickerRanks option strategies for a price forecast and a volatility view. You give the spot price, the price you expect at expiry, days to expiry and the market implied volatility; optionally your own volatility forecast (default: the market's, so the view is on price only). Every str…
workflow.run_window_fair_valueTheoretical 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…
workflow.run_forex_pip_valueValue 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…
workflow.run_forex_margin_levelFree 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. Edge cases: equity above zero, usedMargin zero or…
workflow.run_forex_breakevenBreakeven 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 commis…
workflow.run_forex_pnlProfit or loss for a closed or hypothetical forex trade, in pips and in the pair's own quote currency, long or short. Precious-metal pairs (XAU, XAG, XPT, XPD) are refused with an error, because their pip and lot size differ by broker. Edge cases: entryPrice, exitPrice and units…
workflow.run_forex_risk_rewardRisk 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 gi…
workflow.run_forex_scenarioPnL 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. Precious-metal pairs (XAU, XAG, XPT, XPD) are refused with an error, because their pip and lot size differ by b…
workflow.run_fibonacci_levelsFibonacci retracement and extension price levels from a swing high and low, for any asset (forex, stocks, crypto): retracement 0, 23.6, 38.2, 50, 61.8, 78.6 and 100 percent and extension 127.2, 161.8, 200 and 261.8 percent, as prices. direction "up" measures a rise from the low…
workflow.run_forex_average_entrySize-weighted (arithmetic) average entry price across multiple forex fills. Edge cases: at least 1 fill; every price and units above zero; pair is BASE/QUOTE with two different ISO 4217 codes (a metal such as XAU/USD is accepted here because no pip is needed). The average is wei…
workflow.run_forex_margin_requiredNotional and margin required for a forex position, in the pair's own quote currency: no live FX rate needed. The live variant is workflow.run_forex_margin_required_live, which applies when the account currency differs from the pair's quote currency. Edge cases: units, price and…
workflow.run_forex_currency_converterConverts an amount between currencies using a manually supplied rate: no live data fetch. The live variant is workflow.run_forex_currency_converter_live, which has the rate fetched automatically. Edge cases: rate above zero; amount may be zero or negative (it is converted as giv…
workflow.run_forex_swap_costTotal swap/rollover cost (or credit) for holding a forex position overnight, in the pair's own quote currency: no live FX rate needed. Swap rates are broker-set with no free live feed available, so swapPerLotPerNight is always a manual input (quoted per standard lot, matching ho…
workflow.run_forex_correlationCorrelation coefficient and minimum-variance hedge ratio between two price series of matching length, computed on daily % returns (not raw price levels, which would give spuriously high correlation between two unrelated but both-trending series). hedgeRatio follows Hull's standa…
workflow.run_var_cvarParametric Value at Risk (VaR) and Conditional VaR / Expected Shortfall (CVaR), the variance-covariance method (assumes normally distributed returns), plus Modified VaR (Cornish-Fisher skew/kurtosis correction, Boudt/Peterson/Croux) when a return series is supplied. Supply eithe…
workflow.run_sharpe_statsSharpe ratio with the Lo (2002) serial-correlation-aware annualization correction, computed in its lag-1 form rather than the full multi-lag sum (the naive sqrt(periods_per_year) scaling overstates or understates the true annualized Sharpe when returns are autocorrelated), plus…
workflow.run_hurst_exponentHurst exponent via rescaled-range (R/S) analysis: is this return/price series trending/persistent (H>0.5, a move tends to be followed by a move in the same direction), mean-reverting/anti-persistent (H<0.5), or consistent with a random walk (H~0.5)? Edge cases: at least 32 value…
workflow.run_cointegrationEngle-Granger two-step cointegration test for a pair of price series: do they share a long-run equilibrium relationship (their spread is stationary/mean-reverting)? The standard pairs-trading signal test. Returns the cointegrating regression's hedge ratio (beta) and an ADF t-sta…
workflow.run_portfolio_tearsheetCore risk/return tearsheet from a single return series: annualized return (compounded, not linear) and volatility, Sharpe (plain + Lo 2002-corrected + Pezier-White skew/kurtosis-adjusted), Sortino, max drawdown, Calmar ratio, the drawdown-ratio cluster (Ulcer Index/Martin ratio,…
workflow.run_garchGARCH(1,1) volatility model, fit by maximum likelihood on a return series: estimates omega/alpha/beta (the variance-persistence parameters) and forecasts next-period volatility. Edge cases: at least 50 returns; a flat series is an error; non-finite values are refused. Output is…
workflow.run_risk_parityRisk-parity (equal or custom risk contribution) portfolio weights for N assets: given a covariance matrix (or N return series to compute one from), finds long-only weights where each asset contributes its target share of total portfolio risk. Edge cases: give either returns (at…
workflow.run_dsrDeflated Sharpe Ratio (Bailey & Lopez de Prado): given how many strategy variants you tried (and how correlated they are), what Sharpe ratio would the *best of N* clear by luck alone, and does your actual strategy still clear that higher bar? Edge cases: returns at least 3; give…
workflow.run_kelly_frontierKelly growth-security frontier (MacLean, Ziemba & Blazenko 1992): for a strategy compounding at a fraction lambda of full Kelly, the probability wealth ever falls to a fraction alpha of its starting value is P = alpha^(2/lambda-1). Provide either lambda_fraction (to compute that…
workflow.run_unsmoothingReturn "unsmoothing" for infrequently-marked/illiquid or appraisal-based series: Getmansky-Lo-Makarov (2004) MA(2) smoothing index plus Blundell-Ward (1987) AR(1) volatility inflation, two complementary models answering "this return series looks smoother than it really is; what'…
workflow.run_evt_tail_riskExtreme Value Theory tail risk (Peaks-Over-Threshold): fits a Generalized Pareto Distribution to the losses beyond a high threshold via Grimshaw's (1993) profile-likelihood MLE, then extrapolates VaR/Expected Shortfall at the requested confidence, without assuming a normal distr…
workflow.run_monte_carloMonte Carlo simulation of a portfolio: geometric Brownian motion with a contribution (or withdrawal) at the end of every step, up to 10,000 paths (paths x steps at most 5 million), deterministic for a given seed. Returns the spread of final values (percentiles 5 to 95, mean with…
workflow.run_event_studyEvent study with a placebo: is the average return after your events (a listing, an unlock, a signal firing) different from the average return of the same window started on random non-event dates? Give event_returns and placebo_returns in the same units; optional event_tickers an…
workflow.run_orderbook_impactOrder-book "walk the book" impact/capacity: given order-book levels (price, size in base-asset units) and EITHER a target notional or an impact budget in bps, computes VWAP and price impact for that size, or (via bisection) the largest notional that stays inside the impact budge…
workflow.run_open_analysisMarket 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 (VA…
workflow.run_session_structureMarket 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, ke…
workflow.run_value_migrationMarket 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), ta…
workflow.run_breakout_acceptanceMarket 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/VP…
workflow.run_token_risk_checkToken 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 retur…
workflow.run_swap_price_impactLive 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. Works in both directions: side "sell" (default) sells a token into USDC or SOL, side "buy" spends USDC or SO…
workflow.run_market_cap_comparisonCompares 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…
workflow.run_impermanent_loss_liveLive variant of workflow.run_impermanent_loss: fetches each token's current live USD price (Solana or any of 5 EVM chains) and derives currentPrice as their ratio, instead of it being supplied manually. entryPrice stays a manual, historical input (a fact the caller must supply,…
Details
| Endpoint | https://tradingcalc.io/api/mcp (Streamable HTTP) |
| First published | 6 Nov 2026 |
| Last updated | 6 Nov 2026 |
| Registry name | io.github.SKalinin909/tradingcalc |
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