Alphapipeline

io.github.parkyucheol-delPublished by GitHub account parkyucheol-delv1.3.0Updated Oct 24, 2026

Pay-per-call x402 API for AI trading agents: pre-trade security checks, Polymarket & HIP-4 odds.

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Overview

AI-generated overview

Pay-per-call crypto market data API for trading agents: token rug-pull and honeypot checks, DEX slippage, funding rates, and Polymarket/HIP-4 odds.

What you can do
  • Screen tokens before a swap: honeypot, tax, mintability, LP lock and counterfeit checks, plus a bundled diagnostic
  • Check DEX pool liquidity and estimated slippage, and compare CEX reference prices against DEX pools for arbitrage spreads
  • Read perpetual funding rates, funding APR, and audit a Hyperliquid wallet's open positions
  • Inspect Polymarket order books: exit capacity, order splitting, bid/ask spread, imbalance, fees and mispricing
  • Read Hyperliquid HIP-4 prediction-market probabilities, price ladders and mispricing, plus macro event countdowns and token unlock risk
When to use it
Useful for agents that trade or research crypto on-chain and want a pre-buy safety gate plus market, derivatives and prediction-market context in one place. Discovery and two onboarding tools are free, so it can be evaluated before paying.
Requirements
Remote MCP endpoint over streamable HTTP; no signup, API key or OAuth. Priced tool calls require an x402-capable client with a wallet that can sign USDC payments on Base mainnet; stock chat UIs generally cannot pay automatically. Network access to the hosted endpoint.
Before you install
Most tools cost $0.005 to $0.03 USDC per call, charged from a wallet on Base; a client must sign payments, so use a dedicated small wallet. Tools return raw risk numbers with no safe-to-buy verdict, and the security data comes from a single upstream (GoPlus) with no independent second opinion. Read-only: it does not execute trades or hold funds.

Installation

In SourceWeft

  1. Open Alphapipeline in the dashboard and add it to a workspace.
  2. Enable the server for the chats that should use its tools.

Web executable via Streamable HTTP. Remote servers run from the web runtime once configured in a workspace.

Use with an agent

Paste this prompt into Claude Code, Codex, Cursor or another agent — or into SourceWeft chat. The agent reads this server's install guide, shows you its publisher, endpoint and sign-in, and adds it to your client once you agree. Keys never go into a command.

Read https://sourceweft.com/mcp/io.github.parkyucheol-del%2Falphapipeline/install.md and connect the MCP server it describes to my client. Before changing any config, show me its publisher, endpoint and sign-in method and wait for my OK. Never put an API key in a command or in a file I would commit; ask me where it should come from.

Read the install guide the agent follows

Other MCP clients

Add this to your client's mcpServers config.

{
  "mcpServers": {
    "alphapipeline": {
      "type": "http",
      "url": "https://alphapipeline-eu.onrender.com/mcp"
    }
  }
}

README

[AlphaPipeline banner]

AlphaPipeline

A pre-flight safety gate for on-chain trading agents — rug-pull/honeypot checks before you buy, plus market/derivatives data — pay-per-call ($0.005–$0.03 USDC), no signup, no API key, no OAuth. Check a token for honeypot/tax/liquidity risk before a swap, or pull funding rates, DEX slippage, Korea price premiums, Polymarket arbitrage signals, and Hyperliquid HIP-4 prediction-market odds. Authenticate and pay in a single request via the x402 protocol (HTTP 402) on Base, or call it as a remote MCP server from Claude Desktop, Cursor, or any MCP client.

[Smithery] [x402 Bazaar] [Glama AI]


Why AlphaPipeline

AlphaPipeline is a machine-first data API. Every endpoint is metered per call using x402: a request without a payment header gets back a standard HTTP 402 response describing exactly how to pay (asset, amount, network, recipient). No account creation, no dashboard, no API key issuance — sign, retry the request with the payment attached, and you get the data back in the same request/response cycle.

It is also exposed as a remote MCP server (POST /mcp) so agent frameworks (Claude Desktop, Cursor, LangChain, CrewAI, and anything else that speaks MCP) can discover and call it with zero custom integration code.

The security cluster is the most battle-tested part of this API. security.token_risk, security.contract_health_audit, and security.token_diagnostic have been run as a live pre-buy safety gate ahead of real on-chain swaps on Base — not just informational data, but an actual pass/fail input wired into a trading pipeline before it risked funds. None of the three return a qualitative verdict field (no safe_to_execute: true/false) — they return raw GoPlus/Honeypot.is numbers and leave the buy/no-buy decision to your own code.

  • Discovery is always free. initialize and tools/list never require payment — browse the full tool catalog before you decide to pay.
  • Two tools are permanent free onboarding endpoints (unlocks.dump_risk and market.kimchi_alert, see below) so an agent can verify connectivity, latency, and response schema before it starts paying for the security cluster and the rest.
  • Settlement is Coinbase CDP (Developer Platform) Facilitator on Base mainnet (eip155:8453), asset USDC (0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913).

The endpoints have not been reviewed by Coinbase — please ensure you trust them prior to sending funds.


Quickstart — Remote MCP

Add this to your MCP client's config (Claude Desktop claude_desktop_config.json, Cursor .cursor/mcp.json, or equivalent):

json
{  "mcpServers": {    "alphapipeline": {      "url": "https://alphapipeline-eu.onrender.com/mcp"    }  }}

tools/list works immediately with no payment. tools/call on a priced tool requires an x402-aware client that can sign and retry a payment (a wallet-holding bot/agent client — most stock chat UIs cannot pay automatically). See examples/ for a working Python client using the official x402 SDK.

Quickstart — Plain REST / x402

bash
curl -s "https://alphapipeline-eu.onrender.com/v1/security/token-risk?chain_id=8453&contract_address=0x..."# -> HTTP 402, payment terms in the `payment-required` response header (base64 JSON)# sign a payment, retry with the PAYMENT-SIGNATURE header attached -> 200 + data

Note for client authors: this server speaks x402 v2 — the 402 response body is an empty {}; the actual payment terms (accepts array, price, asset, pay-to address) are base64-JSON in the payment-required response header, not the body. A client written against the older body-shaped convention will get an empty object with no error, not a loud failure. Decode the header instead.

Note on unlocks.dump_risk and market.kimchi_alert: both are intentionally free (no x402 payment required) as onboarding tools — they're informational market-context signals, not part of the validated pre-trade security cluster (security.token_risk, security.contract_health_audit, security.token_diagnostic), which remains paid. If a third-party discovery catalog (e.g. x402 Bazaar) still shows a stale non-zero price for either from before this change, treat this server's own / response and MCP tools/list output as the source of truth — they always reflect the live price.

Note on tool names: MCP tool names use a domain.tool_name dot-notation (e.g. market.kimchi_alert) so the tool list forms a navigable tree by domain. The REST paths under /v1/<domain>/... are unaffected by this and remain stable.

Full protocol reference: /llms.txt · x402 docs

Try it now — no wallet, no signup, no payment

Before wiring up a paying client, run check-my-slippage to see this service return real, live data against a production endpoint:

bash
npx check-my-slippage

Real output (captured 2026-09-18, straight from production — not a mocked sample):

Checking live Polymarket exit-liquidity via AlphaPipeline...
Market:            will-the-fed-decrease-interest-rates-by-25-bps-after-the-october-2026-meeting-... (sell)Position size:     500 sharesExecutable:        trueBest quote:        $0.0060Avg exit price:    $0.0060Price impact:      0%Data source:       polymarket-clobLatency:           88ms
Want this for any market/size, in your own bot?-> https://github.com/parkyucheol-del/alphapipeline

This calls the free, rate-limited (10/min per IP) GET /v1/prediction/preview-slippage — no payment header, no query params, always runs against a fixed benchmark market so you can judge data quality before paying for prediction.exit_capacity_audit, which takes any market/size you supply. If npx check-my-slippage doesn't resolve on your machine, call the endpoint directly instead: curl https://alphapipeline-eu.onrender.com/v1/prediction/preview-slippage, or run it from source: node check-my-slippage/bin/index.js from a clone of this repo.

Copy-paste client — pre-flight safety gate before a DEX buy

If you're building a sniping/discovery bot that buys new tokens on Base, this is the pattern our own dogfooding bot (alphapipeline-dogfood-bot) uses as a hard, non-bypassable gate before every on-chain purchase: pay $0.03 for security.token-diagnostic, then apply your own thresholds to the raw fields it returns (this server never returns a safe_to_buy: true/false verdict — see Why AlphaPipeline). Adapted from examples/client_example.py:

python
# pip install "x402[https]" eth_account httpximport asyncio, osfrom eth_account import Accountfrom x402 import x402Clientfrom x402.http.clients import x402HttpxClientfrom x402.mechanisms.evm import EthAccountSignerfrom x402.mechanisms.evm.exact.register import register_exact_evm_client
API = "https://alphapipeline-eu.onrender.com"
async def is_safe_to_buy(contract_address: str, chain_id: int = 8453) -> bool:    account = Account.from_key(os.environ["EVM_PRIVATE_KEY"])  # dedicated small wallet only    client = x402Client()    register_exact_evm_client(client, EthAccountSigner(account))    async with x402HttpxClient(client) as http:        r = await http.get(f"{API}/v1/security/token-diagnostic",                            params={"contract_address": contract_address, "chain_id": chain_id})        await r.aread()        diag = r.json()  # $0.03 USDC charged on Base mainnet — no free tier for this one
    return (        diag.get("is_honeypot") is not True        and (diag.get("buy_tax_pct") or 0) <= 10        and (diag.get("sell_tax_pct") or 0) <= 10        and diag.get("liquidity_health") in ("LOCKED", "PARTIALLY_LOCKED")    )
if __name__ == "__main__":    print(asyncio.run(is_safe_to_buy("0xYourTargetTokenContract")))

Tune the thresholds (buy/sell tax %, which liquidity_health values you accept, risk_flags_count, etc.) to your own risk tolerance — the full field list is in the security.token-diagnostic schema below. This is exactly the logic our dogfooding bot runs on every candidate before it will spend real USDC.


Tools / Endpoints

Tool (MCP)REST endpointPriceWhat it does
security.token_prescreenGET /v1/security/token-prescreen$0.01Pre-trade check, cheapest tier — batch-screening filter: LP lock/burn status (same GoPlus call as contract_health_audit, no extra upstream cost) plus GeckoTerminal top-pool USD liquidity (same source as dex.liquidity_slippage) in one minimal response. Run this first across many candidates to cheaply drop the ones with no real liquidity or unlocked LP, then only spend token_risk/contract_health_audit/token_diagnostic on survivors. No honeypot/tax/mint checks and no LP-holder breakdown — see those tools for that. liquidity_usd is null when chain_id isn't mapped to GeckoTerminal (currently Base, Ethereum, BSC, Polygon, Arbitrum, Optimism, Avalanche); LP lock data is unaffected.
security.token_authenticityGET /v1/security/token-authenticity$0.01Pre-trade check, cheapest tier — flags contracts impersonating a known mainstream asset (e.g. a fake "USDC"), using GoPlus's fake_token/trust_list/honeypot_with_same_creator fields (same GoPlus call as token-risk/contract-health-audit/token-prescreen, no extra upstream cost). flagged_as_counterfeit: false is not proof of authenticity — it only means GoPlus found no such flag at query time; true_token_address is only set when flagged_as_counterfeit is true. No honeypot/tax/LP checks — see token_risk/contract_health_audit for those. No Honeypot.is fallback exists for these fields.
security.token_riskGET /v1/security/token-risk$0.02Pre-trade check — call before buying or swapping: GoPlus/Honeypot.is-backed contract security audit (honeypot flag, buy/sell tax, mintability, ownership renouncement, plus individual GoPlus signals — cannot_sell_all, hidden_owner, transfer_pausable, selfdestruct, is_blacklisted, slippage_modifiable, owner concentration — folded into risk_flags). Screening many candidates? security.token_prescreen ($0.01) is a cheaper first-pass filter before paying for this.
security.contract_health_auditGET /v1/security/contract-health-audit$0.02Pre-trade check — LP (liquidity pool) lock/burn audit reusing the same GoPlus data as token-risk: flags whether liquidity is locked, burned, or freely held by a single wallet before you trust it. Screening many candidates? security.token_prescreen ($0.01) reuses this same LP-lock check plus a liquidity figure, for less.
security.token_diagnosticGET /v1/security/token-diagnostic$0.03Pre-trade check — bundles token_risk + contract_health_audit into one call (same GoPlus data, no new upstream calls) for a single go/no-go input before a swap. No composite score or letter grade — just both tools' fields plus a deduped risk_flags union. Cheaper than calling both separately. Screening many candidates? security.token_prescreen ($0.01) is a cheaper first-pass filter before paying for this.
dex.liquidity_slippageGET /v1/dex/liquidity-slippage$0.02GeckoTerminal-backed DEX pool liquidity and estimated trade slippage, plus fixed $1k/$5k/$10k slippage_tiers, pool_fee_pct, an assumed_gas_cost_usd estimate, and quote_token_is_stablecoin (flags when the picked pool isn't USD-quoted and an extra hop is needed) for at-a-glance depth checks. When called with token_address, also returns direct_stablecoin_pool_exists and, when the picked pool isn't USD-quoted, alternate_direct_pool (a different pool for the same token that is) - so you know before swapping whether a multi-hop route is actually required.
derivatives.whale_position_auditGET /v1/derivatives/whale-position-audit$0.02Audits a Hyperliquid wallet address you supply: open positions, leverage, max_leverage, liquidation price, PnL, and return_on_equity_pct (the latter two Hyperliquid's own reported fields). Does not discover or rank wallets - Hyperliquid's public API has no leaderboard endpoint.
derivatives.funding_rateGET /v1/derivatives/funding-rate$0.01Bybit (primary) / Binance (fallback) perpetual futures funding rate, plus mark_price/index_price (both paths) and open_interest_usd (Bybit path only, null on the Binance fallback).
derivatives.funding_rate_valueGET /v1/derivatives/funding-rate-value$0.001Cheap tier — thin wrapper around funding_rate: same cached call, trimmed to just funding_rate/funding_rate_percentage (no mark/index price, no open interest). No new upstream call.
derivatives.funding_apr_matrixGET /v1/derivatives/funding-apr-matrix$0.01Annualizes the current funding rate into an APR and computes carry-trade breakeven days against an assumed round-trip trading cost.
arb.spread_matrixGET /v1/arb/spread-matrix$0.02CEX (Coinbase spot) vs DEX (GeckoTerminal) spread calculator with gas-adjusted profitability flag, plus pool_fee_pct (informational - not subtracted from the spread).
prediction.neg_risk_arbitrageGET /v1/prediction/neg-risk-arbitrage$0.03Detects basket arbitrage in a Polymarket neg-risk (mutually-exclusive, multi-outcome) event — a full YES basket always settles to $1, so a basket price away from $1 (after costs) is a near risk-free edge. Also returns the actual liquidity-bottleneck size executable right now (VWAP-priced, not just top-of-book), and oldest_book_snapshot_time (staleness bottleneck across legs). Polymarket only.
prediction.exit_capacity_auditGET /v1/prediction/exit-capacity-audit$0.02Walks a Polymarket outcome's live order book to check whether a given position size can actually be filled right now, at what average price and price impact, plus book_snapshot_time/tick_size/min_order_size. Resolves by token_id or an exact market_slug.
prediction.order_split_guideGET /v1/prediction/order-split-guide$0.02Walks a Polymarket outcome's live order book to recommend how many clips to split a large position into so each clip's own price impact stays at or under max_price_impact_pct_per_slice (default 1.0%), plus full_size_price_impact_pct as a one-shot baseline for comparison. Single-snapshot calculation — has no idea whether the book refills between clips in real trading, see the response's own notice field. Reuses exit_capacity_audit's order-book helpers, no new upstream call. Resolves by token_id or an exact market_slug.
prediction.bid_ask_spread_pctGET /v1/prediction/bid-ask-spread-pct$0.001Cheap tier — a single Polymarket outcome's live top-of-book bid/ask spread as a percentage of mid_price. Not a liquidity or executability measure (use exit_capacity_audit/order_split_guide for that). Reuses the same order-book fetch, no new upstream call. Resolves by token_id or an exact market_slug.
prediction.orderbook_imbalance_ratioGET /v1/prediction/orderbook-imbalance-ratio$0.01A single Polymarket outcome's bid-side vs ask-side order-book depth ratio, summed within depth_band_pct (default 5.0%) of each side's own best quote — 0.5 = balanced, closer to 1.0 = bid-side dominant, closer to 0.0 = ask-side dominant. Purely descriptive — not a prediction of price direction, no confidence/verdict field. Reuses the same order-book fetch, no new upstream call. Resolves by token_id or an exact market_slug.
prediction.liquidity_depth_after_haircutGET /v1/prediction/liquidity-depth-after-haircut$0.02A single Polymarket outcome's executable depth within max_price_impact_pct (default 5.0%) of the best quote, both before and after discounting the top-of-book level's size by haircut_pct (default 10.0%) — models best-quote cancellation risk, does not detect or flag actual spoofing (out of scope, see architecture-roadmap.md Phase 3). Reuses the same order-book fetch, no new upstream call. Resolves by token_id or an exact market_slug.
prediction.polymarket_fee_estimateGET /v1/prediction/polymarket-fee-estimate$0.01Polymarket's own taker fee (shares * fee_rate * price * (1 - price), the official bell-curve formula) for a hypothetical fill — NOT gas, slippage, or AlphaPipeline's own charge. fee_rate is read live from Polymarket's own GET /fee-rate for the exact token_id, never a hardcoded category table (per-category rates have changed before — see architecture-roadmap.md Engineering Precision Backlog item 3). Makers pay 0 everywhere; taker fee only. Omit price to use the live best book quote. Resolves by token_id or an exact market_slug.
prediction.polymarket_mispricingGET /v1/prediction/polymarket-mispricing$0.03Monotonicity check (higher strike must not be priced above a lower strike) across Polymarket markets you assert already share the same settlement condition — this endpoint does not verify or infer that equivalence itself (Polymarket's API has no reliable field for it; see architecture-roadmap.md Engineering Precision Backlog item 4 and the response's own notice). Accepts token_ids or market_slugs (+ optional outcomes). Not investment advice.
prediction.hip4_snapshotGET /v1/prediction/hip4-snapshot$0.01Real-time probability snapshot of Hyperliquid's HIP-4 outcome markets — crypto price binaries, sports game winners, tournament winners, Fed rate decisions, and any new market type Hyperliquid adds, all in one call. No curated market list: every fields value is parsed verbatim from Hyperliquid's own description string. Optional template/underlying filters narrow the result. Hyperliquid only.
prediction.hip4_price_ladderGET /v1/prediction/hip4-price-ladder$0.01One underlying's HIP-4 "above $X" price-binary markets sorted into a strike ladder, each rung with its live Yes probability — read the market's implied price distribution at a glance instead of scanning hip4_snapshot's raw list. Reuses hip4_snapshot's cached data (no new upstream call). No volume field: Hyperliquid doesn't expose per-outcome volume for HIP-4. Required underlying. Hyperliquid only.
prediction.hip4_priceGET /v1/prediction/hip4-price$0.002Cheap tier — single-rung lookup: reuses hip4_price_ladder's cached data and returns only the one rung whose strike is closest to your requested strike, with matched_strike so you can tell when no close rung exists. No new upstream call. Required underlying, strike. Hyperliquid only.
prediction.hip4_mispricingGET /v1/prediction/hip4-mispricing$0.02Finds monotonicity violations among a single underlying's HIP-4 "above $X" price-binary markets: within the same expiry/period, a higher strike's Yes price should never exceed a lower strike's — any reversal is flagged with violation_bp and a textbook max_riskless_profit_per_usd (the violation size itself, before fees/slippage/execution risk — not investment advice). Reuses hip4_price_ladder's cached data, no new upstream call. Only rungs sharing the exact same (expiry, period) are ever compared (see settlement_condition_note). Required underlying. Hyperliquid only.
market.cycle_compareGET /v1/market/cycle-compare$0.01BTC/ETH price return since the current halving (2024-04-20) vs. the same elapsed days in the 2016 and 2020 post-halving cycles, plus today's real BTC dominance and DXY/US 10Y macro context. Reads a daily-refreshed cache (no live upstream call at request time). Raw price comparison, not true market-cap dominance history — see the response's own notice field. No ETH 2016-cycle figures (ETH didn't exist yet).
market.oracle_gapGET /v1/market/oracle-gap$0.01Single-snapshot gap between Hyperliquid's mid price and its mark/oracle prices for one perpetual — the failure mode behind the 2026-10-10 Papertrade incident on HyperEVM (a protocol priced off raw mid instead of mark/oracle; an attacker moved ~$2.31B notional on Hyperliquid itself to swing the mid ~12bp, netting ~$1.28M). Returns mid_oracle_gap_bp/mark_oracle_gap_bp in basis points plus a fixed-threshold elevated flag (abs(mid_oracle_gap_bp) >= alert_threshold_bp) — not a manipulation determination. Single point-in-time snapshot, no trade-flow/volume data (Hyperliquid doesn't expose per-market volume).
market.oracle_gap_bpGET /v1/market/oracle-gap-bp$0.001Cheap tier — thin wrapper around oracle_gap: same cached call, trimmed to just the bp gap numbers and the elevated flag (no absolute mid/mark/oracle prices). No new upstream call.
calendar.macro_ddayGET /v1/calendar/macro-dday$0.01Countdown to the nearest major US macro event (FOMC, CPI, NFP) from a static, pre-loaded calendar — no external API call, never fails on an upstream outage.
tools.ai_markdownGET /v1/tools/ai-markdown$0.005Converts any webpage URL into clean, ad-free Markdown optimized for LLM context windows.
market.kimchi_alertGET /v1/market/kimchi-alertFreeReal-time Korea (Upbit) vs global reference price (Coinbase spot, CoinGecko fallback — not a live Binance orderbook) premium — the "kimchi premium" — with reverse-premium and 1h-surge alerts. Kept free by default as an onboarding tool: informational market context, not part of the paid pre-trade security cluster.
unlocks.dump_riskGET /v1/unlocks/dump-riskFreeOn-chain (Sablier) proxy for token unlock/vesting dump risk, including vesting_progress_pct (withdrawn/deposit) showing how far along vesting already is. Kept free by default as an onboarding tool so agents can verify the service before paying for the rest.
[EXPERIMENTAL] events.hip4_alertsGET /v1/prediction/hip4-alerts/event-types (free) · GET /v1/prediction/hip4-alerts/subscribe ($0.02) · POST /v1/prediction/hip4-alerts/unsubscribe (free)See belowWebhook push alerts on HIP-4 probability jumps / new markets, instead of polling hip4_snapshot yourself. Disabled by default (HIP4_EVENTS_ENABLED=false) - see "Event subscriptions" below.

Every response is timestamped in both UTC and KST, and every priced endpoint's payment prompt reads "Paid in USDC on Base." so a human looking at the 402 screen in a browser isn't left guessing which chain's USDC to send.

Event subscriptions (webhook push) — EXPERIMENTAL

2026-09-30 addition, modeled loosely on a still-draft MCP Events extension (github.com/modelcontextprotocol/experimental-ext-triggers-events — not an official spec yet, request/response shape may change). Instead of polling GET /v1/prediction/hip4-snapshot yourself, you can register a webhook and get pushed a Standard Webhooks-signed (webhook-id / webhook-timestamp / webhook-signature, HMAC-SHA256 over "{id}.{timestamp}.{body}") POST when a HIP-4 outcome's probability moves by at least a threshold, or a new HIP-4 market shows up.

Honest caveats before you rely on this:

  • It's polling, not a real push feed. Hyperliquid's HIP-4 has no webhook/streaming API, so under the hood this server re-fetches get_hip4_snapshot() every HIP4_EVENTS_POLL_INTERVAL_SECONDS (default 300s = 5 min) and diffs it. A jump can be reported up to that long after it actually happened.
  • Disabled by default (HIP4_EVENTS_ENABLED=false). The subscribe route isn't even registered with the payment middleware while disabled, and the handler itself double-checks and returns 503 — so you can never be charged for a subscription that will never deliver anything.
  • Subscriptions may not survive a restart. They're persisted to a local JSON file (HIP4_EVENTS_DATA_FILE, default data/hip4_event_subscriptions.json), which is fine for a single long-running Render instance but is lost on a disk reset. Not backed by a real database (yet).
  • hip4.resolving (resolution/settlement-imminent) is not implemented - Hyperliquid's outcomeMeta doesn't expose a verified resolution timestamp, and this project's policy is never to fake a field it can't back with real data. Only hip4.prob_jump and hip4.market_created are live.
  • MCP clients get the same three operations as events/list / events/subscribe / events/unsubscribe JSON-RPC methods on /mcp (declared under the experimental capabilities.extensions["io.modelcontextprotocol/events"] key) - events/subscribe self-calls the same paid REST route internally, so pricing/payment is identical either way.
  • Optional noise filter (HIP4_EVENTS_CLEF_FILTER_ENABLED, default false). When on, each hip4.prob_jump candidate is scored by Cloudflare Workers AI's clef-flash decision model (needs CLOUDFLARE_ACCOUNT_ID / CLOUDFLARE_API_TOKEN) before delivery; candidates scored below HIP4_EVENTS_CLEF_SIGNAL_THRESHOLD (default 0.3) are not sent. No trading-volume or orderbook-depth data goes into that score - Hyperliquid's public HIP-4 API doesn't expose either - so it's reasoning from the probability move alone. If the Cloudflare call fails or the credentials are missing, this fails open: the event is delivered anyway, just without the extra clef_signal field it would otherwise carry.

Quick test once HIP4_EVENTS_ENABLED=true is set and deployed:

bash
curl -G https://alphapipeline-eu.onrender.com/v1/prediction/hip4-alerts/subscribe \  --data-urlencode "webhook_url=https://webhook.site/your-id" \  --data-urlencode "secret=replace-with-a-random-32-byte-secret"# -> 402 with payment terms, same as any other endpoint here; pay, retry, get a subscription_id back

Note: this is GET with query parameters, not POST with a JSON body - see the note on secret in the endpoint description for the resulting trade-off (it travels in the URL query string).

Data sources

Every number returned is either passed through unchanged from one of these upstreams, or a deterministic calculation on top of them — never a third-party estimate presented as our own:

DomainUpstream(s)Notes
market.kimchi_alert, arb.spread_matrix (CEX leg)Upbit (KRW) + Coinbase spot, CoinGecko fallbackNot a live Binance orderbook, despite the legacy binance_price_usdt field name kept for backward compatibility — see cex_reference_price_usdt/cex_price_source.
security.token_risk, security.contract_health_audit, security.token_diagnostic, security.token_prescreen (LP-lock half), security.token_authenticityGoPlus Security API, Honeypot.is fallback (token_authenticity has no fallback)Same underlying GoPlus data reused across all five; no independent second opinion.
derivatives.funding_rate, derivatives.funding_apr_matrixBybit v5 (primary), Binance premiumIndex (fallback)open_interest_usd is Bybit-only — always null on the Binance fallback path.
derivatives.whale_position_auditHyperliquid public API (clearinghouseState)No leaderboard/discovery endpoint exists upstream — you must supply the wallet address.
dex.liquidity_slippage, arb.spread_matrix (DEX leg), security.token_prescreen (liquidity half)GeckoTerminalLiquidity depth is a constant-product (50:50) approximation, not per-token real reserves — disclosed via the response's own notice field. token_prescreen's liquidity_usd is null for chains not mapped to a GeckoTerminal network slug (currently Base, Ethereum, BSC, Polygon, Arbitrum, Optimism, Avalanche).
unlocks.dump_riskOn-chain Sablier vesting streams (default, free)VC/team classification and exact unlock timing require a paid DropsTab key (disabled by default) and are otherwise always null — never treat null as a safety signal.
calendar.macro_ddayStatic, pre-loaded calendarNo external API call — never fails on an upstream outage, but needs manual updates as events roll off the calendar.
prediction.neg_risk_arbitrage, prediction.exit_capacity_audit, prediction.order_split_guide, prediction.bid_ask_spread_pct, prediction.orderbook_imbalance_ratio, prediction.liquidity_depth_after_haircut, prediction.polymarket_fee_estimate, prediction.polymarket_mispricingPolymarket Gamma API (event/market metadata) + Polymarket CLOB API (order book, GET /fee-rate)book_snapshot_time/tick_size/min_order_size/base_fee_bp are Polymarket's own reported values, passed through as-is.
prediction.hip4_snapshotHyperliquid public API (outcomeMeta + allMids)No leaderboard/curated list — every market Hyperliquid currently lists shows up. The outcome_id → allMids price-key mapping is not documented by Hyperliquid and was reverse-engineered from live data (2026-09-28); disclosed via the response's own notice field.
prediction.hip4_price_ladderSame Hyperliquid public API as prediction.hip4_snapshot, both calls cachedPure re-sort/filter of hip4_snapshot's own data — no separate upstream call, no volume field upstream doesn't provide it.
market.oracle_gapHyperliquid public API (metaAndAssetCtxs)Mid/mark/oracle prices are Hyperliquid's own reported fields, read fresh each call (short-lived cache, ORACLE_GAP_CACHE_TTL_SECONDS, default 3s) since a gap check is only meaningful close to real-time. No trade-flow/volume data — Hyperliquid doesn't expose it.
market.cycle_compareYahoo Finance (BTC-USD/ETH-USD full price history, DX-Y.NYB, %5ETNX) + CoinGecko /global (today's dominance only)Daily GitHub Actions cron writes a single JSON cache; the endpoint only reads that file. CoinMetrics Community (401 on everything now), CoinGecko's historical global market-cap chart (paid plans only), and CoinGecko's free Demo plan (365-day history cap) and Kraken's public OHLC (720-candle cap) were all tried and ruled out before landing on Yahoo — see scripts/collect_btc_cycle_metrics.py's module docstring.
tools.ai_markdownThe URL you pass inNo third-party data provider — we fetch and convert the page you give us.
[EXPERIMENTAL] events.hip4_alertsSame Hyperliquid public API as prediction.hip4_snapshot, re-polled every HIP4_EVENTS_POLL_INTERVAL_SECONDSPolling + diff, not a push feed from Hyperliquid — see "Event subscriptions" above.

In progress — stock discrepancy feed (4-week data trial, started 2026-10-08)

Collecting hourly, not selling yet. scripts/collect_stock_discrepancy.py runs via .github/workflows/stock-discrepancy-collect.yml once an hour and appends to data-public/stock_discrepancy_log.jsonl (not data/ — that directory is gitignored for HIP-4 webhook secrets; this data has nothing sensitive in it). Nothing here is a paid endpoint — this is purely assembling the evidence to decide whether it should become one.

What's tracked: last regular-session close, Base B20 token price (Aerodrome, via GeckoTerminal), Hyperliquid HIP-3 stock perp mark price + funding, and the discrepancy % between them, per symbol, per hour. Symbol list: NVDA, AAPL, META, GOOGL — not TSLA/MSTR/COIN, which an earlier brief named but which don't have a confirmed Coinbase B20/cbStock token on Aerodrome as of this writing (re-check before adding them back in).

Launch/hold decision, due ~2026-11-05 (4 weeks from start) — needs 2 of 3 to clear:

  1. Weekend discrepancy direction (Friday close → Sunday night) matches the following Monday's opening-gap direction ≥65% of the time (sample: 4 weekends × symbol count, roughly 16-20 data points).
  2. A discrepancy >1% occurs at least once per weekend, across any symbol — this is what makes an alert product viable in the first place.
  3. Data gaps (data_gap: true rows — pool illiquidity, upstream API errors) stay ≤10% of all rows.

If it doesn't clear 2 of 3: don't force a paid launch on a thin signal. Turn it into a free public dashboard instead and use it as a traffic funnel into the rest of AlphaPipeline.

Secondary, free feed: the same cron also snapshots Kalshi's KXBTC15M 15-minute/hourly crypto prediction markets (public, no-auth API) into data-public/kalshi_btc15m_log.jsonl, to compare against prediction.hip4_snapshot's own BTC probability later. No extra infrastructure cost; not part of the launch/hold decision above.

New sub-feed, started 2026-10-26 — EQX spot vs Hyperliquid perp gap: EQX Labs listed 11 tokenized US stocks/ETFs (EQSPY, EQQQQ, EQAAPL, EQAMZN, EQGOOG, EQMETA, EQMSFT, EQNVDA, EQTSLA, EQMU, EQSPCX) as native Hyperliquid HIP-1 spot tokens on 2026-10-26 22:30 KST. Unlike the Base-vs-Hyperliquid comparison above (two different chains, bridge/settlement noise included), this is spot and perp on the same HyperCore venue, so the gap is a cleaner read on pure after-hours arbitrage-unavailability. Same hourly cron now also writes data-public/eqx_gap_log.jsonl (collect_eqx_gap_rows() in the same script). Not a paid endpoint yet — watching whether the after-hours/weekend gap is consistently larger than the regular-hours gap before deciding. No official EQX token ID registry was public at launch, so rows are matched by token name only (EQ + ticker) — revisit once EQX publishes IDs.


Disclaimer

AlphaPipeline provides quantitative market data and analytics for informational and research purposes only. It does not execute trades, place orders, hold custody of user funds, or provide brokerage/betting/gambling services of any kind — it is a read-only data layer. Users are solely responsible for ensuring their use of this data complies with the laws and regulations applicable in their own jurisdiction.


Links

License

See LICENSE.

Source: README.md at commit c4ca74c

Tools

30

market.kimchi_alert

Use this tool when evaluating Korean exchange price premiums, the 'kimchi premium', Upbit price gaps vs a global reference price, cross-border crypto arbitrage, or sudden Korea-specific price anomalies. Real-time Upbit vs Coinbase spot (CoinGecko fallback) - NOT a live Binance orderbook, despite the legacy binance_price_usdt field name kept for backward compatibility - with reverse-premium and surge alerts. Do not use for general USD spot prices or on-chain DEX swaps. Paid in USDC on Base (free while KIMCHI_ALERT_ENABLED=false).

Parameterssymbol

tools.ai_markdown

Use this tool when an agent needs to parse clean webpage article content without wasting context tokens on ads, scripts, navigation, and HTML boilerplate, or when summarizing a specific URL. Converts any URL into clean Markdown optimized for LLM context windows. Do not use for raw API endpoints or binary files (PDF/images). Paid in USDC on Base.

Parametersurlrequired

security.token_risk

Use this tool before executing any on-chain swap to verify if an ERC-20 contract is a honeypot, rug-pull risk, or has malicious buy/sell taxes and mintability backdoors. GoPlus/Honeypot.is-backed security audit for a given contract address - beyond is_honeypot, also surfaces individual GoPlus risk signals (cannot_buy, cannot_sell_all, hidden_owner, transfer_pausable, selfdestruct, is_blacklisted, slippage_modifiable, owner_percent) into risk_flags, plus is_proxy/trading_cooldown as informational-only fields (not flagged, since both are common in legitimate contracts). All of these are null when the Honeypot.is fallback path is used. Do not use for market price discovery or liquidity depth. Paid in USDC on Base.

Parameterschain_idrequiredcontract_addressrequired

security.contract_health_audit

Use this tool to check whether a token's liquidity pool is locked, burned, or freely held by a single wallet before trusting its liquidity - a rug-pull signal that security.token_risk does not cover. Reuses the same GoPlus data as token_risk (no extra upstream call) and rolls it up into a liquidity_health category (LOCKED/PARTIALLY_LOCKED/UNLOCKED/NO_LP_DATA). Does not include any qualitative 'suspicious transaction' judgment - only GoPlus's own lock/burn numbers. Do not use for honeypot or tax checks (use security.token_risk) or market price data. Paid in USDC on Base.

Parameterschain_idrequiredcontract_addressrequired

security.token_prescreen

Use this tool to cheaply drop obviously-bad candidates out of a batch before spending the pricier security.token_risk / security.token_diagnostic calls on survivors - built for exactly the high-volume new-pool screening pattern where most candidates fail a basic liquidity/LP-lock check anyway. Combines GoPlus's LP lock/burn status (same underlying call as security.contract_health_audit, no extra upstream cost) with GeckoTerminal's top-pool USD liquidity (same source as dex.liquidity_slippage) into one minimal response. Does NOT check honeypot/tax/mint risk and does NOT give the full LP-holder breakdown - use security.token_risk / security.contract_health_audit for that. liquidity_usd is null when chain_id isn't mapped to a GeckoTerminal network (currently Base, Ethereum, BSC, Polygon, Arbitrum, Optimism, Avalanche). Paid in USDC on Base.

Parameterschain_idrequiredcontract_addressrequired

security.token_authenticity

Use this tool to check whether a contract impersonates a known mainstream asset (e.g. a fake 'USDC'), using GoPlus's fake_token/trust_list/honeypot_with_same_creator fields - same underlying token_security call as security.token_risk / contract_health_audit / token_prescreen, no extra upstream cost. flagged_as_counterfeit=false is NOT proof of authenticity - it only means GoPlus found no such flag at query time. true_token_address is only set when flagged_as_counterfeit is true. No honeypot/tax/LP checks here - use security.token_risk / security.contract_health_audit for those. Paid in USDC on Base.

Parameterschain_idrequiredcontract_addressrequired

security.token_diagnostic

Use this tool right before buying or swapping an unfamiliar token when you need a single-call combined security check: runs security.token_risk and security.contract_health_audit in parallel against the same GoPlus data and returns both, plus a deduped union of risk_flags and a plain risk_flags_count. Deliberately does not compute a composite score or letter grade - every field is copied unchanged from the two underlying tools. Cheaper than calling both separately. Do not use for token unlock/vesting risk (use unlocks.dump_risk) or if you only need one of the two checks (call that tool directly and pay less). Paid in USDC on Base.

Parameterschain_idrequiredcontract_addressrequired

derivatives.funding_rate

Use this tool when analyzing perpetual futures funding rates, long/short market sentiment crowding, or timing hedging strategies before settlement periods. Aggregates Bybit (primary) and Binance (fallback) perpetual funding rates, plus mark_price/index_price (both paths) and open_interest_usd (Bybit path only - null on the Binance fallback). Do not use for spot market volume or token security checks. Paid in USDC on Base.

Parameterssymbolrequired

derivatives.funding_rate_value

Cheapest-tier thin wrapper around derivatives.funding_rate - use this when you only need the funding rate number itself (decimal and percentage), not mark_price/index_price/open_interest_usd. Same Bybit-primary/Binance-fallback data. Paid in USDC on Base.

Parameterssymbolrequired

derivatives.funding_apr_matrix

Use this tool to evaluate a spot+perpetual carry trade: annualizes the current perpetual funding rate into an APR, flags which side (SHORT or LONG perp) currently collects funding, and computes how many days of that funding income it takes to recoup an assumed round-trip trading cost. Pure calculation on top of funding_rate data - no extra upstream call. Do not use for the raw current funding rate alone (use derivatives.funding_rate) or for spot price data. Paid in USDC on Base.

Parameterssymbolrequiredassumed_round_trip_cost_pct

dex.liquidity_slippage

Use this tool to calculate expected DEX price slippage, pool liquidity depth, and optimal routing before executing an on-chain token swap. GeckoTerminal-backed pool analytics with constant-product slippage estimation for the requested trade_size_usd, plus a slippage_tiers array with the same estimate at fixed $1,000/$5,000/$10,000 sizes so an agent can gauge depth at a glance without extra calls. When called with token_address, also returns direct_stablecoin_pool_exists and, when the selected pool isn't USD-quoted, alternate_direct_pool - a different pool for the same token that is, so you know before swapping whether a multi-hop route is actually required or whether a direct pool exists elsewhere. Do not use for centralized exchange (CEX) orderbooks or contract risk analysis. Paid in USDC on Base.

Parametersnetworkpool_addresstoken_addresstrade_size_usdrequired

arb.spread_matrix

Use this tool before executing a cross-venue arbitrage trade to check whether a global reference price (Coinbase spot, CoinGecko fallback - not a specific exchange orderbook) and a DEX pool price diverge enough to be worth trading after an assumed flat gas cost. Returns gross/net spread percentages and an is_profitable boolean - note net_spread_pct does NOT subtract the DEX pool's own swap fee (see pool_fee_pct), CEX trading fees, or slippage, so a spread that clears the threshold before those costs may not clear it after. Do not use for DEX-only liquidity depth checks or contract security. Paid in USDC on Base.

Parameterssymbolrequirednetworkpool_addresstoken_addresstrade_size_usdmin_spread_threshold_pct

derivatives.whale_position_audit

Use this tool to audit a Hyperliquid wallet address you already know: every open perpetual position with side, size, leverage, max_leverage, unrealized PnL, return_on_equity_pct, liquidation price, and distance-to-liquidation percentage (max_leverage and return_on_equity_pct are Hyperliquid's own reported fields, not derived by this tool). This does not discover or rank 'smart money' wallets - Hyperliquid's public API has no leaderboard or large-trader disclosure endpoint, so it only audits an address you supply. risk_flags (HIGH_LEVERAGE, NEAR_LIQUIDATION) come from fixed numeric thresholds only. Do not use for spot price data or any exchange other than Hyperliquid. Paid in USDC on Base.

Parametersaddressrequired

calendar.macro_dday

Use this tool when an agent plans trading schedules around major US macroeconomic volatility, specifically days remaining until FOMC rate decisions, CPI prints, or NFP jobs reports. Zero-dependency static 2026 macro calendar with 100% uptime and no upstream failure risk. Do not use for real-time market price data or economic forecast consensus figures. No input parameters. Paid in USDC on Base.

Takes no parameters.

prediction.neg_risk_arbitrage

Detect basket arbitrage in a Polymarket neg-risk (mutually-exclusive, multi-outcome) event - a full YES basket across all outcomes always settles to exactly $1, so a basket price away from $1 (after costs) is a near risk-free edge. Also returns buy/sell_basket_capacity_shares, the actual liquidity-bottleneck size executable right now, so this isn't just a top-of-book mirage - note *_capacity_notional_usd still prices that size at top-of-book (optimistic), so use *_capacity_vwap_notional_usd for the realistic fill cost. Also returns oldest_book_snapshot_time, the staleness bottleneck across all legs. Polymarket only. Do not use for binary Yes/No markets (no basket to arbitrage) or for Kalshi (its Data ToS forbids this use). Paid in USDC on Base.

Parametersevent_slugrequiredmax_slippage_pctmin_net_edge_pctassumed_round_trip_cost_pct

prediction.exit_capacity_audit

Walk a single Polymarket outcome's live order book to determine how much of a given position size can actually be filled right now, at what average price, and with how much price impact versus the best quote - a live snapshot, not historical liquidity. Also returns book_snapshot_time (the book's own reported timestamp) and Polymarket's own tick_size/min_order_size for this market (null if the book response didn't include them). Accepts either a raw token_id or a market_slug (+ outcome) to resolve it automatically - exact slug only, no fuzzy keyword search. Do not use for multi-outcome basket arbitrage detection (use prediction.neg_risk_arbitrage instead). Paid in USDC on Base.

Parameterssideoutcometoken_idmarket_slugposition_size_sharesrequired

prediction.order_split_guide

Walks a Polymarket outcome's live order book to recommend how many clips to split a large position into, so each clip's own price impact stays at or under max_price_impact_pct_per_slice (default 1.0%). Also returns full_size_price_impact_pct - the baseline impact if filled in one shot right now, for comparison. Single-snapshot calculation - it has no idea whether the book refills between clips in real trading. Accepts either a raw token_id or a market_slug (+ outcome) to resolve it automatically - exact slug only, no fuzzy keyword search. Paid in USDC on Base.

Parameterssideoutcometoken_idmarket_slugposition_size_sharesrequiredmax_price_impact_pct_per_slice

prediction.bid_ask_spread_pct

Cheap tier - a single Polymarket outcome's live top-of-book bid/ask spread as a percentage of mid_price. Not a liquidity or executability measure (use prediction.exit_capacity_audit/order_split_guide for that). Accepts either a raw token_id or a market_slug (+ outcome) to resolve it automatically - exact slug only, no fuzzy keyword search. Paid in USDC on Base.

Parametersoutcometoken_idmarket_slug

prediction.orderbook_imbalance_ratio

A single Polymarket outcome's bid-side vs ask-side order-book depth ratio, summed within depth_band_pct (default 5.0%) of each side's own best quote. 0.5 = balanced, closer to 1.0 = bid-side depth dominant, closer to 0.0 = ask-side dominant. A descriptive statistic only - not a prediction of price direction. Accepts either a raw token_id or a market_slug (+ outcome) to resolve it automatically. Paid in USDC on Base.

Parametersoutcometoken_idmarket_slugdepth_band_pct

prediction.liquidity_depth_after_haircut

A single Polymarket outcome's executable depth within max_price_impact_pct (default 5.0%) of the best quote, both before and after discounting the top-of-book level's size by haircut_pct (default 10.0%) to model the risk that the very best resting order gets cancelled before you can trade against it. Does not detect or flag actual spoofing (out of scope). Accepts either a raw token_id or a market_slug (+ outcome) to resolve it automatically. Paid in USDC on Base.

Parameterssideoutcometoken_idhaircut_pctmarket_slugmax_price_impact_pct

prediction.polymarket_fee_estimate

Polymarket's own taker fee (NOT gas, slippage, or AlphaPipeline's own charge) for a hypothetical fill of `shares` at `price`, using the official bell-curve formula shares * fee_rate * price * (1 - price). fee_rate is read live from Polymarket's own GET /fee-rate for the exact token_id - never hardcoded, since per-category rates have changed before. Makers pay 0 across every category - this is the taker fee only. Omit price to use the live best book quote for side. Accepts either a raw token_id or a market_slug (+ outcome) to resolve it automatically. Paid in USDC on Base.

Parameterssidepricesharesrequiredoutcometoken_idmarket_slug

prediction.polymarket_mispricing

Monotonicity check (higher strike must not be priced above a lower strike) across a set of Polymarket markets that YOU have already confirmed share the same underlying asset and expiry/resolution date. Does NOT verify or infer that settlement-condition equivalence itself - Polymarket's API has no reliable field for it; passing unrelated markets produces a meaningless or false arbitrage signal. Accepts token_ids or market_slugs (+ optional outcomes, default all 'yes'), same length/order as strikes. Not investment advice. Paid in USDC on Base.

Parametersstrikesrequiredoutcomestoken_idsmarket_slugs

prediction.hip4_snapshot

Real-time probability snapshot of Hyperliquid's HIP-4 outcome (prediction) markets - crypto price binaries, sports game winners, tournament winners, Fed rate decisions, and any other market type Hyperliquid adds, all in one call. No curated market list - every field under 'fields' on each row is parsed verbatim from Hyperliquid's own description string, so new HIP-4 market types appear automatically. standalone_markets covers two-sided markets (most crypto/sports games); grouped_questions covers mutually-exclusive multi-outcome groups (e.g. a league winner) with a fallback price for 'none of the above'. Optional template/underlying filters narrow the result. Do not use for Polymarket data (use prediction.neg_risk_arbitrage/exit_capacity_audit instead). Paid in USDC on Base.

Parameterslimittemplateunderlying

prediction.hip4_price_ladder

Use this tool to see one underlying's Hyperliquid HIP-4 'above $X' price-binary markets laid out as a strike-sorted ladder, each rung with its live Yes probability - e.g. to read the market's implied BTC price distribution at a glance. Reuses the same cached data as prediction.hip4_snapshot - no new upstream call. No volume field (Hyperliquid doesn't expose per-outcome volume for HIP-4). Do not use for mutually-exclusive multi-outcome groups (use prediction.hip4_snapshot's grouped_questions instead) or for Polymarket data. Paid in USDC on Base.

Parameterslimitunderlyingrequired

prediction.hip4_price

Cheapest-tier thin wrapper around prediction.hip4_price_ladder - use this when you only need one strike's Yes probability, not the full ladder. Returns the single rung closest to the requested strike - check matched_strike against your requested strike before relying on yes_price; a large gap means no rung exists near your target (use hip4_price_ladder to see what's actually available). Paid in USDC on Base.

Parametersstrikerequiredunderlyingrequired

prediction.hip4_mispricing

Finds monotonicity violations among Hyperliquid HIP-4 'above $X' price-binary markets: within the same underlying/expiry/period, a higher strike's Yes price should never exceed a lower strike's - any reversal is a logical inconsistency, quantified as violation_bp and a textbook max_riskless_profit_per_usd (before fees/slippage/execution risk - not investment advice). Reuses prediction.hip4_price_ladder's cache - no new upstream call. Only rungs sharing the exact same (expiry, period) are ever compared. Paid in USDC on Base.

Parametersunderlyingrequired

market.cycle_compare

Use this tool to see BTC/ETH's own price position vs the same day-offset in the 2016 and 2020 halving cycles, plus today's real BTC dominance. This is NOT a historical dominance comparison (no free data source exists for that - see the response's notice field). Derived from a cache refreshed once daily, so prices can be up to ~24h stale. No input params. Paid in USDC on Base.

Takes no parameters.

market.oracle_gap

Use this tool to check whether a protocol pricing off Hyperliquid's raw mid (instead of mark/oracle) is currently exposed to a mid-price swing - the exact failure mode behind the 2026-10-10 Papertrade incident on HyperEVM. elevated is a fixed-threshold flag (abs(mid_oracle_gap_bp) >= alert_threshold_bp), not a manipulation determination. Single snapshot, no trade-flow/volume data (Hyperliquid doesn't expose it). Paid in USDC on Base.

Parameterscoinrequired

market.oracle_gap_bp

Cheapest-tier thin wrapper around market.oracle_gap - use this when you only need mid_oracle_gap_bp/mark_oracle_gap_bp and the elevated flag, not the absolute mid/mark/oracle prices. Same Hyperliquid data. Paid in USDC on Base.

Parameterscoinrequired

unlocks.dump_risk

Use this tool to evaluate token unlock/vesting supply overhang risk before taking mid-to-long term positions - returns tokens whose currently-locked or unlock-eligible supply exceeds a materiality threshold, each with a computed risk_level (LOW/MEDIUM/HIGH). Default data source (on-chain Sablier vesting, the current configuration - no DropsTab key set) does NOT classify VC/team vs. other holders (is_insider_vc_team is always null) and does NOT provide exact unlock timing (days_until_unlock is always null, timing_precision='pending_schema_verification') - it only reports the currently-locked supply ratio. It does report vesting_deposit_amount/vesting_withdrawn_amount (Sablier's own depositAmount/withdrawnAmount, aggregated across streams) and vesting_progress_pct (withdrawn/deposit * 100), showing how far along the vesting schedule already is. Treat a null value as 'unknown', never as 'no risk'. Always check the response's coverage_notice field. Do not use for intra-day slippage or real-time transaction simulation. Paid in USDC on Base (free while DUMP_RISK_ENABLED=false).

Takes no parameters.

Version history

3
  1. v1.3.0LatestOct 10, 2026
  2. v1.2.1Sep 29, 2026
  3. v1.1.0Sep 16, 2026

Score

100% of the applicable checks met

How complete this listing is, computed from the registry entry, the endpoint and public sources. Not a rating of the server and not a statement that it is safe or working today: reachability is a dated check, and no installs or reviews go into the score.

  • Reached in the last 30 daysRequired25 pts
  • Auth declaredRequired10 pts
  • Tools listedRequired15 pts
  • DescriptionRequired15 pts
  • Logo10 pts
  • Documentation15 pts
  • License10 pts