"Delta" matching MCP tools:

• color_difference

  rnv-color-mcp

  Perceptual difference (Delta-E) between two colors. color1 and color2 accept a hex, CSS name, RNV brand name, or saved-palette reference. method is 'ciede2000' (default, modern standard) or 'cie76'. A value near 1.0 is the threshold the eye can just notice; larger means more different. Returns the value and a plain-language interpretation. Read-only and deterministic, with no side effects. Use ciede2000 for accuracy and pick cie76 only to match a legacy system; to test whether text is legible on a background (not raw difference) use contrast_check instead.

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• cached_fetch

  slipstream

  Fetch a web/docs URL as clean, token-optimized markdown from Slipstream's shared cache (use INSTEAD of a raw web fetch). The first agent pays the crawl; every agent after gets ~90% fewer tokens. Surfaces warnings other agents left on the page. Pass known_hash to skip re-reading unchanged content (delta), or section to fetch just one heading (progressive disclosure). Returns a contentHash you can pass as known_hash next time.

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• get_since

  security-intel

  Delta feed for agents that poll on their own clock: what's new since you last checked. Free. Pass the `cursor` from your previous call (omit on first call); poll as often as you like. Returns a lightweight index of new items — id, title, item_type, CVE id, severity, the signed report_id each was published in, and published_at — plus a new `cursor` and `count`. count == 0 means nothing new since you last looked. To get the full bodies (affected ranges, sources, assessment, remediation) for what's new, call the paid get_today (or check_affected to test your own deps). Optional `stack` filters by relevant_for tags (same as get_today). Returns: {cursor, count, index}.

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• contract_amend

  shiply

  Create an amendment to a SIGNED parent contract. Scope delta required; fee delta and target date optional. Returns the draft amendment for editing before send — call contract_send with the returned amendment id to fire it. Cannot amend an amendment (amend the parent instead).

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• patternfetch_capabilities

  patternfetch

  Return patternfetch's own capability matrix: which asset classes are covered (US stocks, ETFs, crypto spot), the data source and delay for each, the supported timeframes, the endpoint list, the per-call prices and tier limits, and the product version. Takes no arguments and returns the same static self-description on every call — it contains NO market data (no quotes, candles, patterns or base rates). WHEN: once at the start of a session, to learn which asset classes and timeframes are supported before calling brief/multi/delta/analogs/scan, instead of guessing and getting a validation error. WHEN NOT: you already know the ticker and timeframe are supported (go straight to brief), or you want actual market data (this returns none).

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• diff_scripts

  kernelcad

  Use this when you need to see exactly what changed between two script versions. Structured geometric delta between two versions of a kernelCAD script — a baseline ({ baseFile } or { baseCode }) and a revision ({ file } or { code }). Returns agent-readable JSON: per-part added/removed/renamed/changed (volume mm³ + exact bbox deltas, numbers matching inspect({ of: 'part-stats' })), total interference-volume delta with per-pair detail, mate-graph changes (added/removed/changed mates incl. type, connectors, pose, limits), and param changes (value/min/max). Single-shape scripts diff as one "(root)" pseudo-part. Use after editing a script to verify exactly what changed physically before re-rendering. Read-only — never touches the active session.

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• dero_get_block_count

  DERO MCP Server

  Get the total block count via DERO.GetBlockCount. This is a tip count, not a topoheight. When to call: when you need just the block count (e.g. for delta math against a reference height). PREFER dero_get_height when you need tip and stable heights together. Input Requirements: none. Output: `{ count }`.

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• nexus_npm_package_ws_has_241560546_weekly_down_send_typed_ws_frame

  npm-package-ws-has-241560546-weekly-downloads-but-sdk

  Sends a single text or binary frame over an open session and returns the frame's Shannon entropy delta relative to the session baseline. Use for request-response patterns or publishing commands to a WebSocket server. Do NOT use to send a sequence of frames in bulk -- call this tool once per frame. Fails if session_id does not exist or connection is not in OPEN state.

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• thread.publish_manifest_delta

  Setix: the Clearinghouse for the AI Economy

  Publish your OWN signed Capability Manifest (or delta) on the DISCOVERY_MANIFESTS gossip topic (class 0x0007) so buyers subscribed to your capability market discover the update with low latency. §10.5 publish authorization is selfPub: the bridge verifies the manifest's field-1 agent_id equals the signer's agent_id and rejects (manifest_publish_not_self) otherwise. The authoritative manifest still lives in PG via thread.register / thread.update_manifest — this is the adjunct gossip push (mirrors OFFERS_BROADCAST). Best-effort: returns {published:false, reason:'publisher_unavailable'} when the mesh is unbound. Caller passes manifest_hex (canonical CBOR) + setix_code + their secret_key_hex; bridge signs the COSE_Sign1. Returns {published, agent_id_hex, setix_code, recipients?, message_id?, reason?}.

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• get_regime_context

  GammaRips Options Intelligence

  Point-in-time market-regime context for a scan date: VIX close, VIX3M, SPY trend state, and the 5-day VIX delta — all as-of <= scan_date (the selection point, leakage-safe), plus the engine's regime safety rail evaluated on those values. The rail: the engine fail-closes (no trade) when spot VIX > VIX3M (backwardation — the market pricing imminent volatility is an adverse regime for short-dated directional longs). Served from the labeled substrate, which lags the live pool by ~1-2 trading days. Values are constant per scan_date. Args: scan_date: YYYY-MM-DD. Defaults to the latest scan date carrying regime features. Returns: {scan_date, vix_at_scan, vix3m_at_enrich, spy_trend_at_scan, vix_5d_delta_at_scan, regime_rail_pass, rail_definition}

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• review_gap

  Moonlings — Local Business Intelligence

  Compare a local business's Google rating and review count against the top same-category rivals nearby, with the gap math done: who leads, the rating delta, the review-volume ratio, and a verdict (leading / rated_equal_or_better_but_outreviewed / trailing). Live Google Maps lookup at call time. Call this when a user wants to know how a business's reviews stack up against local competitors. Takes a few seconds. Price: $0.39 per delivered comparison.

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• get_historic_best_worst

  CurrencyGuard Guard Pricing

  Analyze historic best/worst FX performance for a currency pair over a Guard's duration. Uses Bank of England historic rates. Returns a 'performances' array with 6 entries — BEST and WORST for each of three lookback periods (5, 10, 25 years). Each entry contains: type, lookbackYears, startDate/endDate, startRate/endRate, performancePercentage, startAmount, finalAmount, deltaAmount. For Guard-Pay: negative delta = cost decreased = BEST; positive delta = cost increased = WORST. For Guard-Receive: positive delta = receipt increased = BEST; negative delta = receipt decreased = WORST. Parameters must match the values used in the preceding price_guard call, including payReceive (PAY or RECEIVE).

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• record_drives_drift

  space0

  Apply a clamped (±0.05 per axis) delta to the agent's drive vector, increment generation, and append a soul_revisions audit row in the same transaction. Use after a reflection produces a drift signal. Returns the new drive vector and generation.

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• list_open_orders

  CoinRithm Agent Trading

  List open (resting) spot orders. Omit coinId for ALL open orders across coins, or pass one to filter. Response includes asOf — pass it back as updatedSince on the next call to poll only rows that changed (delta polling). Paper trading only — virtual funds (50,000 mUSD). Not financial advice. Paper fills run under the versioned paper_execution_v1 policy and apply a disclosed execution cost folded into realized PnL: spot/futures pay a taker fee (spot market orders also pay half-spread + slippage); PM fills at the ask with size-based slippage and a Polymarket-shaped taker fee, with entryProbability kept at the mid for calibration. See the executionModel in quote/trade results — a rehearsal cost, not an exchange fill guarantee.

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• pm_data_volume_history

  CoinRithm Agent Trading

  Free public global daily prediction-market volume trend: one point per UTC calendar day (day-over-day delta of each event's cumulative volume, summed across REAL-MONEY venues only — play-money/forecast venues like Manifold and Metaculus are excluded), with a per-venue breakdown (bySource) each day. Captured forward since 2026-07-02, bounded to a rolling ~90-day window; a day or venue with no known value is a gap (null), never a zero bar — do not read a gap as zero activity. Use this to see whether cross-venue prediction-market activity is growing or shrinking over time. No API key required.

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• pm_data_volume_history

  CoinRithm Agent Trading

  Free public global daily prediction-market volume trend: one point per UTC calendar day (day-over-day delta of each event's cumulative volume, summed across REAL-MONEY venues only — play-money/forecast venues like Manifold and Metaculus are excluded), with a per-venue breakdown (bySource) each day. Captured forward since 2026-07-02, bounded to a rolling ~90-day window; a day or venue with no known value is a gap (null), never a zero bar — do not read a gap as zero activity. Use this to see whether cross-venue prediction-market activity is growing or shrinking over time. No API key required.

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• patternfetch_delta

  patternfetch

  Get only what CHANGED since your last brief for a ticker+timeframe (trend flips, new patterns, RSI-state changes). WHEN: an agent polls the same market repeatedly and wants minimal tokens — call brief once, then delta on each later poll. WHEN NOT: first look at a market (use brief). Returns changed=false when nothing material changed. Example: {"ticker":"BTC/USDT","timeframe":"4h"}. Impersonal data, not advice.

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• slate_diff

  v12-dfs

  Slate Diff Compute what changed since a previously-stored snapshot. Body shape: { "slate_id": 32867, "date": "2026-05-11", "sport": "NBA", "site": "FD", "previous": { "v": "v1", "players": [{"id","name","status","salary","proj"}, ...], "odds": [{"game","ou","spread","home_ml","away_ml"}, ...] } } Returns a structured diff: which players changed status / salary / projection, which games moved spread or O/U, which players were added or removed from the pool. The thresholds for "changed": - status: any non-empty difference (Q→OUT, ''→OUT, GTD→IN, etc.) - salary: any integer delta - projection: |delta| >= 0.5 fantasy points - odds spread: |delta| >= 0.5 - odds ou: |delta| >= 0.5 - odds ml: |delta| >= 10 (American odds noise floor) No auth required — read-only computation off in-memory current snapshot plus the caller-supplied previous one. ### Responses: **200**: Successful Response (Success Response) Content-Type: application/json **422**: Validation Error Content-Type: application/json **Example Response:** ```json { "detail": [ { "loc": [], "msg": "Message", "type": "Error Type", "ctx": {} } ] } ```

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• list_knowledge_documents

  FavCRM

  List merchant knowledge base documents (uploads + scraped URLs). Use reviewStatus/syncable to see what is ready for agent retrieval. Pass `updatedAfter` for delta sync. Reviewed content is fetched via GET /v6/merchant/ai/knowledge/{id}/content; source audit text is available with ?variant=extracted.

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• list_open_orders

  CoinRithm Agent Trading

  List open (resting) spot orders. Omit coinId for ALL open orders across coins, or pass one to filter. Response includes asOf — pass it back as updatedSince on the next call to poll only rows that changed (delta polling). Paper trading only — virtual funds (50,000 mUSD). Not financial advice. Paper fills run under the versioned paper_execution_v1 policy and apply a disclosed execution cost folded into realized PnL: spot/futures pay a taker fee (spot market orders also pay half-spread + slippage); PM fills at the ask with size-based slippage and a Polymarket-shaped taker fee, with entryProbability kept at the mid for calibration. See the executionModel in quote/trade results — a rehearsal cost, not an exchange fill guarantee.

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