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Get liquidity history

get_liquidity_history
Read-only

Global-liquidity read-history — a timeseries of central-bank liquidity over recent weeks. Returns one row per sample date with the full decomposition (Fed / ECB / BoJ / PBoC in USD trillions), the active basis (g4/g3/us_fallback), and the supportive/neutral/draining classification, plus coverage (basis) changes and classification changes as events. History companion to get_financial_conditions (Chapter 1 Mode 1.5 Global Liquidity Read). Reading note, enforced by the artifact: when the basis flips g4↔g3 (China PBoC publication freshness), the headline total moves by the ~$7T China component, which is a coverage change rather than a liquidity move. The window trend is therefore computed on constant G3 basis, and every basis flip is listed with an explicit note. The response includes a 'presentation' object whose 'display_markdown' is a pre-formatted table; 'data.rows' and 'summary' carry the same values structured. Rows are provenance-tagged 'observed' (live that day, true vintage) or 'reconstructed' (point-in-time from vintage data — each series as it was published on that date, ~4 months deep). Defaults to the last 12 weeks, weekly.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
intervalNoSample cadence (default weekly)
lookback_weeksNoHow many weeks of history to cover (default 12, clamped 1–52)

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
dataNo
toolNo
statusNo
summaryNo
warningsNo
generated_atNo
presentationNo

TDQS

A4.4/5.0
Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Goes far beyond the readOnlyHint/destructiveHint annotations: discloses the g4↔g3 basis-flip artifact (~$7T China component), states the window trend is computed on a constant G3 basis, reveals provenance tagging ('observed' vs 'reconstructed', ~4 months deep), and documents the 'presentation' object with pre-formatted display_markdown. No contradiction with annotations.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Purpose is front-loaded in the first clause, and the long middle section earns its length — the basis-flip reading note and provenance semantics are load-bearing for correct data interpretation. It is dense rather than padded, though it could be slightly tightened without losing information.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For a tool with two optional parameters and high interpretive complexity, everything needed to call and consume it is present: defaults, response shape ('presentation', 'data.rows', 'summary'), event semantics, and the coverage-change trap. An output schema exists, and the description still pre-documents its key fields, leaving no material gap.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

The input schema already documents both parameters at 100% coverage, including the weekly/monthly enum and the default/clamp on lookback_weeks, so the baseline of 3 applies. The description only restates the defaults ('Defaults to the last 12 weeks, weekly') without adding new parameter-level detail beyond the schema.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

States a specific verb and resource: 'Global-liquidity read-history — a timeseries of central-bank liquidity over recent weeks.' It enumerates the exact content (Fed/ECB/BoJ/PBoC decomposition, basis, supportive/neutral/draining classification) and differentiates itself as the 'History companion to get_financial_conditions,' which separates it from siblings like get_conditions_history and get_china_liquidity.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

Positions the tool as the 'History companion to get_financial_conditions (Chapter 1 Mode 1.5 Global Liquidity Read)' and supplies a reading note on how to interpret basis flips, giving clear contextual placement relative to the live read. It does not explicitly state when-not conditions or contrast with other history siblings (e.g., get_conditions_history, get_regime_history), leaving some selection logic to inference.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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TDQS

A4.1/5.0
Disambiguation4/5

Most tools target clearly distinct resources—regime, liquidity, conditions, prices, ETF profiles, data health—and the three history tools are explicitly separated as price, flow, and judgment. The main ambiguity is get_chapter vs run_chapter, which both return chapter framework content and differ only in usage logging, though the descriptions call this out explicitly.

Naming Consistency4/5

The set follows a consistent snake_case verb_noun pattern: get_ for reads, list_ for enumeration, run_ for framework text, and score_ for position drift. The only wrinkle is run_chapter/get_chapter, where 'run' doesn't mean execution but rather 'return framework text and log usage,' making the verb semantics slightly less predictable.

Tool Count4/5

22 tools is on the heavy side but the set is organized into recognizable clusters: macro regime, liquidity/conditions, histories, portfolio drift, ETF/prices, loops/framework, and data health. Each tool appears to earn its place, so the count is slightly high but not bloated.

Completeness4/5

The surface is comprehensive for a read-and-analyze macro/portfolio server: current reads, historical timeseries, data freshness, event calendar, ETF look-through, drift scoring, and loop navigation are all covered. Minor gaps exist—no direct portfolio/position listing tool and non-US central-bank event dates are intentionally not tracked—but these are acknowledged and workable.

Resources