Midasflow Mcp Quickstart

Pull recent MidasFlow SignalEvent records (newest first). quality='normal' (default) = the bucketed signal log across source families; quality='elite' = the rare highest-conviction multi-model-consensus crown feed (premium+, lagged anti-front-run). Tier-gated + moat-scrubbed server-side. Market DATA, not advice. Routes: normal→/v1/signals/pull, elite→/v1/signals/elite.

CROWN data product: calibrated P(first TP1 before SL) band + coarse trade plan (TP ladder %, SL %, weights) for ONE symbol, FOLDED with a pre-trade feed-safety check (is the feed live/real-volume/fresh, no phantom ticks). Coverage is present-or-null — most symbols return p_tp1_band=null (valid, NOT an error). Feed the band into calc_ev; never read it as buy/sell. Routes: /v1/score/{symbol} + folds /v1/symbol/check as `safety`.

Recent OHLCV candle bars for a symbol at a chosen timeframe — the raw price/volume history other tools are derived from. Inspect trend, range, volatility, volume profile, or feed your own indicators. Market DATA, not advice. A symbol outside the candle store returns an empty bars list (normal, not an error). Routes: /v1/candles/{symbol}.

Live order-book snapshot for a symbol — bid/ask walls, book imbalance, spread — FOLDED with support/resistance levels (classic TA fused with cross-exchange book walls + Fibonacci) so you see resting liquidity AND the level map in one call. Cross-exchange aggregate, derived levels only. Market DATA, not advice; thin/uncovered symbols return null fields (normal). Routes: /v1/orderbook/{symbol} + folds /v1/sr as `sr`.

Per-symbol order-flow microstructure, grouped by `kind`. kind='vpin'/'all' (default)=full snapshot (CVD trend+divergence, VPIN toxicity, sweep state, buy/whale aggression, /v1/flow); 'cvd'=CVD series (/v1/cvd); 'sweeps'=stop-sweep events (/v1/sweeps); 'cross'=cross-exchange flow origin (/v1/cross_flow). Realtime market CONTEXT, NOT advice / a win-rate. Empty/unknown kind → a menu of kinds. VPIN is ONE contested signal — pair with get_accuracy before treating it as edge.

Liquidation-heatmap matrix for a symbol — price levels where leveraged positions cluster and are likely force-liquidated (price-magnet zones / liquidity pools). Anticipate where a move may accelerate or stall. Market DATA, not advice; a symbol with no clustering returns an empty matrix (normal, not an error). Routes: /v1/heatmap/{symbol}.

Contextual market reads, grouped by `kind`. kind='regime'=market-regime labels (/v1/regime, market-wide, no symbol needed); 'phase'=move-lifecycle / entry-timing for a symbol (/v1/phase, premium+); 'derivatives'=normalized cross-exchange funding/OI/basis summary (/v1/derivatives); 'funding'=PER-VENUE funding+OI (/v1/funding); 'squeeze'=liquidation-cascade proximity (/v1/squeeze); 'intel'=per-symbol aggregated signal-quality roll-up (/v1/intel). Market DATA / context, NOT advice and NOT a win-rate. Empty/unknown kind → a menu of kinds.

Large-player / forced-flow intel, grouped by `kind`. kind='whales' (default)=recent large ('whale') prints for a symbol, banded size+side (/v1/whales); kind='liquidations'=multi-exchange liquidation prints over a rolling window, long-liq vs short-liq notional bands per venue (/v1/liquidations; empty symbol = market-wide top movers by liq notional). Raw notional is banded. Market DATA, NOT a signal/advice. Empty/unknown kind → a menu of kinds.

Whole-market reads, grouped by `kind`. kind='movers' (default)=top movers ranked (/v1/movers); 'overview'=whole-market roll-up — breadth / direction / activity (/v1/market); 'anomalies'=per-symbol or cross-market anomaly board (volume_spike/abnormal_spread/phantom_tick) with severity bands (/v1/anomalies). Cheap top-level CONTEXT to find what's MOVING before drilling into one symbol. Market DATA, NOT advice. Empty/unknown kind → a menu of kinds.

Realized track-record (proof of edge, forward-only, Wilson-bounded), grouped by `kind`. kind='accuracy' (default)=source×boost first-TP win-rate + boost lift in the canonical TP1 frame (/v1/accuracy); kind='outcomes'=realized aggregate track-record over a window from resolved signal_outcomes, model-free (/v1/outcomes). Win-rate frame = P(price hit TP1 before SL), NOT realized PnL. Model internals never exposed. Empty/unknown kind → a menu of kinds.

Your mf_ key's account view, grouped by `kind`. kind='account' (default)=tier/product, weighted daily quota, used/remaining today, billing, prepaid balance (/v1/account); kind='usage'=today's count + cap AND the endpoint_weights map (exact per-call cost units, /v1/usage); kind='tiers'=the Flow data-product tier ladder, delivered-now vs roadmap (/v1/tiers). Read account/usage to self-throttle by your remaining quota. Empty/unknown kind → a menu of kinds.

LAB / RESEARCH tool — replay an arbitrary {symbol, entry, tp, sl} setup over MidasFlow's 1m candle history and get its historical P(TP1-before-SL) + EV, in the canonical first-touch TP1 frame (same frame as get_accuracy). Historical market DATA, NOT a prediction or advice. Low-sample setups return a directional band (normal, not an error). NOTE: live results are gated behind ff:backtest_live — until that flips, EVERY tier gets a coming-soon envelope (no live numbers). Routes: POST /v1/backtest.

LAB / RESEARCH tool — the full MidasFlow AI-Analyst report for a symbol: a synthesized narrative fusing flow, derivatives, levels, regime and signal context into a human-readable read RIGHT NOW. This is the HEAVIEST call (composes many sub-feeds) so it costs MORE units and requires a TOP tier; call it sparingly, AFTER cheaper context tools. Market DATA / AI-generated analytics, NOT financial advice. Routes: /v1/analyze/{symbol}.

LAB tool — pure local expected-value calculator over a win-rate and average win/loss percentages. No network, no advice, 0 units. Feed a get_accuracy bucket win-rate (or a score_symbol band) to reason about expectation per trade.