alphapipeline

Deterministic L2 Slippage & Risk Guard for AI Agents: Polymarket L2 VWAP, On-chain DEX liquidity audit & cross-venue arbitrage via x402 micropayments on Base.

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接入信息

传输形态: http
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端点: https://alphapipeline--parkyucheol.run.tools

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{
  "mcpServers": {
    "alphapipeline": {
      "url": "https://alphapipeline--parkyucheol.run.tools"
    }
  }
}

能力清单

工具	说明
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).
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.
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.
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.
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.
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.
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.
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. Do not use for centralized exchange (CEX) orderbooks or contract risk analysis. Paid in USDC on Base.
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.
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.
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.
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.
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.
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).

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