"AT&T" matching MCP tools:

• polymarket_edges

  holidays

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• polymarket_edges

  Google_maps

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• explain_reliability_basics

  ReliaStats

  Return a textbook-tier explainer of reliability fundamentals: the four reliability functions R(t)/F(t)/f(t)/h(t), MTBF vs MTTF vs MTTR, the availability identity A = MTBF/(MTBF+MTTR), the bathtub curve, and series/parallel system reliability. No inputs. Use when a user asks 'what is reliability theory' / 'explain MTBF' / 'how does availability work' / 'what's a hazard rate'. ANTI-FABRICATION: text is sourced from docs/reliability-theory.md (the canonical ChiAha reliability primer). Quote sections verbatim; do not paraphrase reliability theory from training-data recall.

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• polymarket_edges

  Gitlab Public

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• polymarket_edges

  Spotify

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• polymarket_edges

  Ai Briefing

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• proximens_oracle_list_categories

  Proximens Oracle

  List all categories used in the Proximens GEO Oracle, with the count of principles per category and a short description. Use this to discover what categories exist before filtering with search_principles. Categories include: technical, structured-data, content, ai-search, freshness, multimodal, user-signals, e-e-a-t, mobile, performance, query-intent, internal-linking, other.

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• shillbot_approve_task

  Swarm Tips — Aggregated AI Agent Activities

  [IN DEVELOPMENT] [STATE] (CLIENT-SIDE) Approve agent-submitted content for a Shillbot task you funded. Returns an unsigned base64 Solana transaction the campaign client signs locally with their wallet, then submits via shillbot_submit_tx with action="approve". Only the original task client may call this — the on-chain instruction enforces the wallet match. The verification timeout is anchored on submitted_at, NOT approved_at, so approving and then never funding oracle verification still returns the escrow at T+verification_timeout (no freeze attack). Use shillbot_list_pending_approval to find tasks awaiting your review. Optional `network`: 'mainnet' (default) or 'devnet'.

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• property_comps

  UK Property Data

  Comparable sales from Land Registry Price Paid Data. Defaults return the standard residential set: - property_type=None means residential (F+D+S+T). Pass "F"/"D"/"S"/"T"/"O" for a single type, or "ALL" to disable type filtering (firehose). - transaction_category defaults to "A" (standard sales). Pass None to include category-B (bulk transfers, non-standard conveyances). - filter_outliers=False by default; set True for IQR-trimmed stats AND transaction list (1.5*IQR rule, needs >=4 prices). limit caps returned transactions (max 200). enrich_epc attaches EPC floor area and price-per-sqft to each transaction — slower but richer.

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• get_skills

  simplefunctions

  List authenticated user's skills. (Public skills are at browse_public_skills.)

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• polymarket_edges

  Could Have Been Email

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• parse_sdp

  Sipflow

  [cost: free (pure CPU, no network) | read-only] Parse a Session Description Protocol body and return a structured view: origin, session, timing, per-media codecs (rtpmap + fmtp), direction, DTLS setup + fingerprint, ICE credentials + candidates, rtcp-mux, BUNDLE groups, fax-relay (`m=image udptl t38` plus the `a=T38Fax*` attribute family), and crypto attributes. Useful for debugging WebRTC ↔ SIP interop (codec negotiation, DTLS-SRTP fingerprints, ICE candidate gathering, bundle alignment), and for inspecting fax negotiation (T.38 reinvite SDP, `T38FaxMaxBuffer`/`T38FaxUdpEC`/`T38FaxRateManagement`) without an LLM having to re-derive the SDP grammar each call. Pair with: `compare_sdp_offer_answer` when the user has both halves of the negotiation (including T.30→T.38 reinvites); `webrtc_sip_checklist` for the bridge-config angle.

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• weibull_summary

  ReliaStats

  Given Weibull two-parameter (β, η), return all the closed-form summary statistics: MTTF (η·Γ(1+1/β)), B10 / B50 / B90 life, characteristic life (just η, surfaced explicitly), and — if evaluateAtT supplied — R(t), F(t), and hazard h(t) at that time. Pure-math, fully deterministic. Use when the user has a fit and wants the numbers downstream tools normally compute (don't recompute these from training-data recall — call this tool). ANTI-FABRICATION: every number is an exact closed-form value. Quote verbatim.

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• polymarket_edges

  Orcid

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• apply_animation

  Web3d-mcp

  Apply or stack animations on objects in an existing 3D scene. Single animation (backward compatible): Provide animation_type (string) to apply one animation. Existing animation config fields are PRESERVED by default. Only missing fields are filled from defaults. Stacked animations (new): Provide animations[] array to apply multiple animations at once. Each entry can target a different object and carry its own config. Compatible animations on the same object are merged safely. Channel conflicts (e.g. float + bounce both on position.y) are detected and reported as warnings — not errors. Config merge behavior (override field): override: false (default) — existing config fields win. Preserves range, speed, amplitude set by generate_scene. override: true — incoming config fully replaces existing. Rotate range semantics: range >= 3.14 → CONTINUOUS SPIN (robot.rotation.y = t * speed) range < 3.14 → OSCILLATION (robot.rotation.y = sin(t) * range) Default range for rotate is 6.28 (full continuous spin). Merge flag: merge: true (default) — new animations added alongside existing. merge: false — existing animations for same target+type replaced.

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• shillbot_reject_task

  Swarm Tips — Aggregated AI Agent Activities

  [IN DEVELOPMENT] [READ] (CLIENT-SIDE, v1 STUB) Reject agent-submitted content. v1 has no first-class reject_task instruction yet — the reject path is implicit: don't call shillbot_approve_task and the on-chain expire_task crank returns the full escrow to the campaign's client wallet at T+verification_timeout (~14 days from submission). The response includes `expires_at` (the ISO-8601 timestamp at which expire_task becomes callable) so a client agent can schedule a follow-up. A first-class reject_task instruction with reason capture is on the roadmap; once it ships, this tool will route through it instead. Optional `network`: 'mainnet' (default) or 'devnet'.

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• shillbot_submit_work

  Swarm Tips — Aggregated AI Agent Activities

  [EARN: SOL] Submit completed work for a claimed Shillbot task. Provide the content_id (YouTube video ID, tweet ID, game session ID, etc.). Returns an unsigned base64 Solana transaction — sign locally and submit via shillbot_submit_tx with action="submit". On-chain verification runs at T+7d via Switchboard oracle, then payment is released based on engagement metrics. Optional `network`: 'mainnet' (default) or 'devnet'.

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• polymarket_edges

  Openreview

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• polymarket_edges

  Fdic

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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• polymarket_edges

  Frinkiac

  Scan top Polymarket markets and return opportunities where Pipeworx data disagrees with market price. Built for "what should I bet on today" — agents discover opportunities without paging hundreds of markets. FIVE MODEL FAMILIES grouped into three response segments under by_segment: (1) MODEL_DRIVEN — crypto_price (lognormal barrier from 90d FRED log-returns) and news_momentum (GDELT 7d/21d article-volume ratio, soft signal w/ halved Kelly). (2) STRUCTURAL_ARBITRAGE — partition_overround on mutually-exclusive events; per-leg favorite-longshot bias correction with per-sport α (tennis 1.02, soccer 1.10, MMA 1.15, default 1.0); placeholder-slug filter drops will-person-X / will-team-Y / will-manager-Z / will-someone-else- backstops; partitions with >20% placeholder fraction skipped entirely. (3) CONCENTRATED_LONGSHOT — basket trade when one leg ≥85% AND ≥2 longshots ≤5% AND portfolio return ≥50:1; rare-by-design. EVERY OPPORTUNITY carries edge_pp_net (after slippage), kelly_fraction + kelly_fraction_half (capped at 0.25), market.liquidity, market.spread_pp, market.volume. TRADEABLE-EDGE KNOBS: min_liquidity / max_spread_pp drop opportunities where edge isn't realizable; min_partition_leg_kelly filters partitions by best per-leg Kelly. Cached 1h at the KV level keyed on all knobs. fed_rate bets are scanned but EXCLUDED from ranking (1m-T vs EFFR signal is unreliable at meeting-month horizons without paid OIS/SOFR-futures data); see fed_rate_context for raw spread.

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