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Glama

Venue lead-lag: who moves first (Coinbase, Kraken, Binance)

get_lead_lag
Read-only

Identify which exchange leads price discovery and whether spot or perp moves first by returning daily cross-correlations at lags -3 to +3, lead asymmetry, and share of days each venue led.

Instructions

Call this when the user asks which exchange leads price discovery or whether spot or perp moves first. Returns per-pair daily cross-correlations of one-minute returns at lags -3..+3 and the lead asymmetry, with the share of days each venue led.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault

No arguments

Schema Changelog

Changes observed during successful MCP inspections.

  1. Addedv0.9.0

TDQS

A4.5/5.0
Behavior4/5

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

The readOnlyHint and openWorldHint annotations cover the safety profile, and the description adds valuable behavioral context by specifying the exact output: per-pair daily cross-correlations at lags -3..+3, lead asymmetry, and share of days each venue led. This goes beyond the annotations without contradicting them.

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?

Two sentences carry exactly the needed information: when to invoke the tool and what it returns. The trigger is front-loaded and every phrase contributes meaning.

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 zero-parameter read-only tool with no output schema, the description is complete. It explains both the query conditions and the returned metrics, so an agent can correctly select and invoke it without further elaboration.

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

Parameters4/5

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

The tool has zero parameters, so there is no parameter semantic burden on the description. The baseline for a zero-parameter tool is 4, and the description appropriately needs to add no parameter-level detail.

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?

The description names a specific resource and function: venue lead-lag across Coinbase, Kraken, and Binance. It begins with an explicit call trigger and clearly distinguishes this tool's domain (who moves first) from the many sibling market tools.

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?

It provides an explicit 'call this when' statement covering both exchange lead-lag and spot-vs-perp lead questions. However, it does not explicitly name alternative tools or state when not to use this tool, so it stops short of a 5.

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