TradingCalc MCP: Options, Forex, Risk Stats, Prediction Markets, On-Chain & Cry…

할 수 있는 일

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• 연결 방식: 클라우드에서 실행
• 전송 방식: Streamable HTTP
• 카테고리: 암호화폐 및 블록체인

설치

쓰고 있는 AI 앱을 고른 다음 설정을 복사하세요.

필요한 것

• 클라우드에서 실행설치할 것 없음. 인터넷으로 연결돼요

어떤 앱을 쓰세요?

https://tradingcalc.io/api/mcp

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"
    }
  }
}

https://tradingcalc.io/api/mcp

선택한 앱은 이 기기의 쿠키에만 저장돼요. 계정은 필요 없어요.

이 설정은 제작자의 레지스트리 정보로 만들었어요. README와 다르면 README를 따르세요.

할 수 있는 일

도구 이름과 설명은 서버가 2026년 11월 7일에 알려 준 그대로예요. 우리가 아니라 제작자가 쓴 글이고, 일반 텍스트로만 보여 드려요.

• workflow.run_pnl_planning

  Calculate 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 c

• workflow.run_liquidation_safety

  Calculate 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 cr

• workflow.run_breakeven_planning

  Calculate 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_sizing

  Calculate 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 er

• workflow.run_funding_cost

  Calculate 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 n

• primitive.average_entry

  Calculate 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 opti

• workflow.run_exit_target

  Calculate 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 is

• workflow.run_scenario_planning

  Run 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 option

• workflow.run_max_leverage

  Calculate 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 plan

• primitive.hedge_ratio

  Calculate 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. Ed

• workflow.run_funding_arbitrage

  Calculate 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 in

• workflow.run_compound_funding

  Project 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, defa

• workflow.run_pre_trade_check

  Full 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 a

• workflow.run_risk_reward

  Full 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 rati

• workflow.run_portfolio_risk

  Aggregates 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/liquidati

• workflow.run_dca_entry

  DCA 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 t

• workflow.run_average_down

  Should-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_out

  Scale-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 a

• workflow.run_carry_trade

  Delta-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 num

• workflow.run_funding_breakeven

  Price 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 t

• workflow.run_crypto_profit

  Profit 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 b

• workflow.run_spot_dca

  Dollar-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 low

• workflow.run_average_buy_price

  Real 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 ave

• workflow.run_target_sell_price

  The 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 quantit

• workflow.run_present_value

  Present 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_value

  Future 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 / periods

• workflow.run_npv

  Net 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 is

• workflow.run_irr

  Internal 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_cagr

  Compound 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 about

• workflow.run_apy_apr_converter

  Convert 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: g

• workflow.run_bond_price

  Price 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 a

• workflow.run_bonding_curve

  Pump.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 y

• workflow.run_impermanent_loss

  Impermanent 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 concent

• workflow.run_options_payoff

  Payoff, 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; a

• workflow.run_black_scholes

  Theoretical 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 tools

• workflow.run_option_greeks

  First 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_strangle

  Payoff, 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 for

• workflow.run_covered_call_protective_put

  Covered 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 n

• workflow.run_spread_payoff

  Payoff, 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_volatility

  Solves 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 refuses

• workflow.run_barrier_touch

  Probability 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 as

• workflow.run_american_option

  Price 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_put

  Cash-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_position

  Profit 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 workf

• workflow.run_strategy_picker

  Ranks 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 stra

• workflow.run_window_fair_value

  Theoretical 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_value

  Value 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 n

• workflow.run_forex_margin_level

  Free 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_breakeven

  Breakeven 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 commiss

• workflow.run_forex_pnl

  Profit 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_reward

  Risk 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 giv

• workflow.run_forex_scenario

  PnL 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 br

• workflow.run_fibonacci_levels

  Fibonacci 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 t

• workflow.run_forex_average_entry

  Size-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 weig

• workflow.run_forex_margin_required

  Notional 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 l

• workflow.run_forex_currency_converter

  Converts 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 give

• workflow.run_forex_swap_cost

  Total 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 how

• workflow.run_forex_correlation

  Correlation 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 standar

• workflow.run_var_cvar

  Parametric 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 either

• workflow.run_sharpe_stats

  Sharpe 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 t

기본 점검i

누구나 볼 수 있는 정보를 점검했고, 코드는 읽지 않았어요. 해당하지 않는 항목은 개수에서 뺐어요. · 2026년 11월 9일 점검

• ✓ 통과

  제작자와 저장소 일치

  레지스트리 이름이 GitHub 계정 SKalinin909 기준으로 확인되었고, 이 계정이 저장소를 소유하고 있어요

• … 아직 점검 안 함

  계속 관리되고 있음

  아직 GitHub에서 이 저장소를 읽어 오지 않았어요

• … 아직 점검 안 함

  라이선스 있음

  아직 GitHub에서 이 저장소를 읽어 오지 않았어요

• ✓ 통과

  엔드포인트 응답

  324ms 만에 응답(HTTP 200)

• – 해당 없음

  OAuth로 로그인

  로그인 필요 없음

• ✓ 통과

  도구 설명에 숨겨진 지시 없음

  도구 설명 60개를 읽었고, AI에게 보내는 숨겨진 지시는 없었어요

암호화폐 및 블록체인 카테고리의 다른 서버와 비교i

• 이 카테고리의 다른 서버 1619개 중 0%보다 스타가 많아요
• 이 카테고리의 다른 서버 1619개 중 97%보다 최근에 레지스트리에 공개됐어요
• 기본 점검 결과가 이 카테고리의 다른 서버 1619개 중 100%와 같거나 더 좋아요

레지스트리에서 이 카테고리의 활성 서버 전체와 비교했어요. 스타는 게시자가 저장소를 소유한 경우에만 세요.

대안

같은 카테고리에서 다른 제작자가 만든 서버예요. 스타 순으로 정렬했어요.

카드 보는 법:↓ 주간 다운로드i★ GitHub 스타i세 기둥: 리뷰 · 점검 · 사용 정도i업데이트 = 최신 버전을 레지스트리에 공개한 날i

제작자의 README

 Your question               MCP tool call                    Result

{

{

{

npx skills add SKalinin909/tradingcalc-mcp

curl -X POST https://tradingcalc.io/api/mcp \