Orkid Swap

Microstructure Stats

sv_micro

Read-only

Derived tick-level microstructure per ticker-day/session: Kyle lambda variants, Amihud illiquidity, realized vol, depth/imbalance, signed flow. vwap/dollar-volume price fields stripped. Panels: microstructure_daily, futures_micro. Params: panel, ticker, start/end, limit (default 100, max 500). Free with X-ORKID-API-Key or $0.01 USDC/call via x402.

Tool call template

This tool declares no required parameters. Add optional parameters from the input schema as needed.

{
  "id": 1,
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "arguments": {},
    "name": "sv_micro"
  }
}

Input Schema

Name	Required	Description
`end`	No	End date YYYY-MM-DD
`limit`	No	Max rows, default 100, cap 500
`panel`	No	Panel to query (default first). Available: microstructure_daily, futures_micro
`start`	No	Start date YYYY-MM-DD
`ticker`	No	Ticker, e.g. "AAPL" or "ESZ5"

Schema Changelog

Changes observed during successful MCP inspections.

AddedNov 6, 2026

TDQS

A3.8/5.0

Behavior4/5

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

Annotations already cover the safety profile (readOnly, non-destructive, openWorld), and the description adds genuinely new behavioral facts: the data is derived rather than raw, vwap/dollar-volume fields are deliberately absent (so an agent will not expect them), and access requires either an API key or a per-call x402 payment. It still omits pagination/ordering behavior and whether results are sorted by date.

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

Conciseness5/5

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

Three dense, front-loaded clauses with no filler: what the data is, what is excluded, and where/how to get it. The telegraphic style is terse but every fragment carries information an agent needs.

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

Completeness4/5

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

With no output schema, the description carries the burden of describing returns, and it does so by listing the metric families plus the two available panels. The main residual gap is the shape of a returned row and whether results are ordered or paginated, which matters for a capped 500-row limit.

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?

Schema description coverage is 100%, so all five parameters are already documented, including the default panel and the limit cap. The description's 'Params: panel, ticker, start/end, limit (default 100, max 500)' restates the schema rather than adding new meaning such as date-range defaults or ticker format conventions. Baseline 3 applies.

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

Purpose4/5

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

The description names a specific resource ('derived tick-level microstructure per ticker-day/session') and enumerates the measures returned (Kyle lambda, Amihud, realized vol, depth/imbalance, signed flow), so an agent knows exactly what class of data this is. It implicitly separates itself from the price-oriented siblings by stating 'vwap/dollar-volume price fields stripped', but never names an alternative tool such as sv_futures outright.

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

Usage Guidelines3/5

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

The authentication/payment model ('Free with X-ORKID-API-Key or $0.01 USDC/call via x402') and the note that price fields are stripped give implied usage context — query this for liquidity/flow metrics, not for OHLCV. However, there is no explicit when-to-use vs when-not statement nor a pointer to the sibling tools for price data.

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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