Create a new thesis from a natural-language statement. The platform parses it, builds a causal tree, and schedules recurring evaluation. Side-effectful. Requires SF API key. Use fork_thesis instead if you want to start from an existing public thesis.

Cross-reference arbitrary text against live prediction markets: paste an article or note, get back the markets relevant to its claims plus an LLM digest. POSTs content to the server; no auth required, no persistence. Use for one-off article enrichment; use monitor_the_situation for scheduled URL scraping with webhook delivery.

Clone a public thesis (by id or slug) into the authenticated user's account, copying its causal tree as a starting point. Side-effectful. Requires SF API key. Use when you want to iterate on someone else's thesis; use create_thesis to start from scratch.

What moved in the last 24 hours: incremental delta of probability changes across all tracked prediction markets, returned as compact markdown (~30-50 tokens). Read-only, no auth, no parameters. Thin wrapper over get_world_delta with since="24h"; use get_world_delta directly if you need a different lookback window or JSON output, or get_context for movers bundled with edges and highlights.

START HERE — single entry point that returns either a global market snapshot or a thesis-specific context bundle. Global mode (no args): top mispriced edges, 24h price movers, highlights, traditional markets. Thesis mode (thesisId + apiKey): adds causal tree, signal log, and evaluation history for that thesis. Read-only, no rate limit. Use this first; only call get_edges / get_changes / get_world_state if you need that single slice in isolation.

Current mispricings (edges) detected across all public theses — contracts where the platform's causal model disagrees with market price. Read-only, no auth, no parameters. Returns only the edge list; use get_context for edges bundled with movers, highlights, and world state.

List live prediction market contracts with current YES/NO prices, 24h volume, and metadata. Read-only, no auth. Use for deep dives on a specific topic; use search_markets if you have a keyword instead of a topic, or get_context for a high-level overview.

AI-generated trade ideas derived from active theses and current market data, each with rationale and target contract. Read-only, no auth, no parameters. Use when you want pre-packaged actionable suggestions; use get_edges for raw mispricings without commentary.

Incremental diff of the world model since a given timestamp — only the markets whose probability moved. ~30-50 tokens vs ~800 for the full state from get_world_state. Read-only, no auth. Use this for cheap polling loops; use get_world_state for an absolute snapshot.

Calibrated world model: ~9,700 live prediction markets distilled into ~800 tokens of real-money probabilities across geopolitics, economics, tech, and policy. Read-only, no auth, no rate limit. Use when you need a compact snapshot of "what the market believes right now"; use get_changes for deltas only, or get_context for the broader bundle including edges and movers.

Append an external observation (news headline, user note, data point) to a thesis. Stored in the thesis signal log and consumed on the next evaluation cycle — does NOT trigger evaluation by itself; call trigger_evaluation afterward if you need an immediate update. Writes state. Requires SF API key.

List every thesis owned by the authenticated user, with id, title, status, and last evaluation timestamp. Read-only. Requires SF API key. Use to discover thesisId values needed by get_context, trigger_evaluation, inject_signal, and fork_thesis.

End-to-end pipeline: scrape one or more URLs (or run a search/crawl/map/extract), optionally analyze with an LLM against a prompt + JSON schema, optionally cross-reference with prediction markets, and return the bundle. Side-effectful (calls Firecrawl + LLM, billed). Requires SF API key. Use for scheduled or one-shot URL ingestion; use enrich_content if you already have the text in hand.

Fetch real-time and historical market data from Databento (CME futures, US equities, crypto). Read-only, billed per Databento usage. Use for OHLCV / trades / quotes on traditional instruments; use get_markets or search_markets for prediction-market contracts instead.

Full-text search prediction market contracts by keyword across question text and resolution criteria. Read-only, no auth. Use when you have a free-form term ("OPEC", "Powell", "TSMC"); use get_markets if you only want to filter by predefined topic.

Force an immediate thesis evaluation: consumes pending signals, re-scans edges, and updates confidence scores. Side-effectful and LLM-billed (typically 5-30s, may be rate-limited per plan). Requires SF API key. Use after inject_signal when you need fresh output now; otherwise theses re-evaluate on their own schedule.