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453,957 tools. Updated 2026-08-13 21:23

"EJS" matching MCP tools:

  • "What's new with X" / "latest on Y" / "what happened to Z this week / month / quarter" / "updates on Acme" / "news on Tesla recently" / "what's happening with Apple" — change feed for a company in the last N days/weeks/months in ONE parallel call. Fans out to SEC EDGAR (filings since `since`), GDELT→GNews fallback (news mentions in window — GDELT preferred, GNews when rate-limited or 5xx), USPTO (patents granted; PatentsView API sunset May 2025 so this soft-fails until reactivated). `since` accepts ISO date ("2026-04-01") or relative shorthand ("7d", "30d", "3m", "1y"). Returns structured changes[] grouped by source + total_changes count + pipeworx:// citation URIs. Use entity_profile instead when you want the static profile (filings + fundamentals + LEI + patents) regardless of window.
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  • Search ENS names using natural language. Supports all query types: - Filtered search: "4-letter words under 0.1 ETH" - Concept search: "ocean themed names" (semantic similarity across 3.5M indexed ENS names) - Creative search: "names for a coffee brand" (AI-generated suggestions) - Collection search: "crypto terms expiring soon" - Activity: "what sold recently?" - Availability check: "is coffee.eth taken?" - Bulk check: "check apple.eth, banana.eth, cherry.eth" - Collection/club floor: "999 club floor", "cheapest 10k club names" (returns real listings sorted by price) Returns structured results with name, price, owner, tags, and availability info. It searches the NAME database by pattern/length/price/club/vibe — it does NOT know who real-world people, teams, brands, athletes, musicians, or films are. For "find me NBA players / pop stars / Pixar films / presidents" use enumerate_entities instead (it returns correctly-spelled labels). Use this for "floor of <club>" / "cheapest in <collection>" (find_alpha can't — it has no collection param). For lifecycle-window lists — "which names are in premium / Dutch auction", "names in grace period", "expiring soon" — use get_expiring_names instead: its grace/premium statuses are on-chain-validated and premium rows carry live pricing.
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  • Assess whether an ENS name's sale(s) are WASH TRADING / fake / self-dealt / manipulated volume. THE tool for any "is this wash trading?", "is the sale history of X suspicious/fake/real?", "are these trades legit?", "is someone wash-trading this name?" question — route straight here, do NOT use get_name_details or get_market_activity for that (those return sale rows but make NO wash-trading judgment; only this tool scores it). Just pass `label` — the bare ENS name (e.g. "437", "coffee") is enough; the tool pulls that name's recent sale and analyzes it on demand. `tx_hash`, `buyer`, `seller`, `price_eth` are OPTIONAL enrichment for a specific sale — never block on them or ask the user for them. Returns a wash confidence score (0-1), a label (clean/suspicious/likely_wash), the detected signals (shared-funder, mint-flip, round-trip, fresh-wallet, cluster overlap…), seller profile, and a plain-English summary. A verdict is always ABOUT A SPECIFIC SALE — `sale_analyzed` names it, and `buyer`/`seller` are the parties scored. If the response has `assessable: false` there is NO score and NO verdict: the name has no analyzable sale on record, or the lookup failed. Report that the name could not be assessed and say why. Do NOT describe it as clean, low-risk, or free of red flags, and do NOT describe unrun checks (funding, cluster, round-trip) as having come back negative.
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  • ACCOUNT REQUIRED (free — sign in via GitHub at https://pipeworx.io/signup; depth:"thorough" needs a paid plan). If you are not signed in, use ask_pipeworx instead — it works on every tier. Grounded multi-source research across Pipeworx's 1455 STRUCTURED data sources (SEC filings, FRED/BLS economics, FDA, USPTO patents, markets, science, government records, etc.) in ONE call — this is NOT open-web search. Decomposes your question into focused facets, routes each to the right one of 5,528 tools IN PARALLEL, and returns a findings packet: verbatim evidence + confidence + source + fetched_at + a stable pipeworx:// citation per finding, with explicit gaps[] for facets the data couldn't answer (never invented). Best for broad/multi-part questions over structured data ("compare X and Y's regulatory + financial exposure", "research the filings + market picture for ACME"). For a single lookup use ask_pipeworx (one LLM call, not many). For BREAKING or colloquial CURRENT-NEWS / "what's the world saying about X" topics, prefer ask_pipeworx — it routes to live news APIs and the *-news-feeds packs; deep_research returns mostly empty gaps[] when the topic isn't in the structured catalog. Second-hop iteration: depth:"standard" re-angles unanswered gaps (gap recovery); depth:"thorough" additionally chases the best leads from the first pass — so multi-step questions resolve in one call. Every finding carries a `hop` field and a citation_uri — a resolvable pipeworx:// record URI, present only when the source emits one that resources/read can actually serve, so a citation you get back is always fetchable. "standard" and "thorough" also return contradictions[] flagging findings that disagree. Large records are semantically excerpted to the passages relevant to each facet (not head-truncated), so answers deep in a long filing/series aren't missed. Expect 15-60s (thorough with its follow-up + contradiction pass: up to ~90s).
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  • Realizable-vs-theoretical edge check against live CLOB order-book depth. REQUIRES one of `market` (single-market mode) or `event` (basket/partition mode). SINGLE-MARKET: pass a market slug/URL + side (buy_yes|sell_yes|buy_no|sell_no, default buy_yes) + size_usd (default 1000 — max spend on buys, target proceeds on sells); walks the ladder and returns top_of_book, vwap_fill_price, slippage_pp, shares_filled, max_fillable_usd, and a verdict (clean|degraded|cannot_fill). BASKET: pass an event slug/URL + side (sell_yes = capture overround by selling every leg, buy_yes = capture underround; default auto from partition sum) + size_usd interpreted as settlement notional S (shares per leg; each share pays $1); returns theoretical_sum vs realizable_sum (top-of-book vs VWAP across all legs), capture_ratio, profit_usd at executed size, per-leg fill detail, thin_legs[], max_clean_notional_usd, and forced_directional_risk naming the legs most likely to strand you unhedged. USE THIS before acting on any polymarket_arbitrage SELL/BUY-EVERY-LEG signal or any polymarket_edges trade above ~$500 — theoretical overround on thin books is not capturable, and partial basket fills convert an arb into an unhedged directional position (the dominant loss mode in real arb-bot P&L).
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  • Check availability of one or more ENS names the user named, or labels returned by enumerate_entities. Do NOT feed it names you invented/typed yourself (especially real-world people, teams, brands, or films — models misspell those); get verified labels from enumerate_entities first. Returns status (AVAILABLE, PREMIUM_AUCTION, REGISTERED, GRACE_PERIOD, INVALID, or UNKNOWN), owner address, and expiry date for each name. GRACE_PERIOD names are NOT registerable — only the original holder can renew them. PREMIUM_AUCTION names ARE registerable (available: true) but carry a temporary, continuously-decaying premium ON TOP OF the base fee — the result includes premiumUsd / firstYearCostUsd; quote those, never say "no premium". AVAILABLE (without PREMIUM_AUCTION) means base price only, no premium. Validates ENS character rules. Accepts names with or without .eth suffix.
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Matching MCP Connectors

  • ENS (Ethereum Name Service) MCP.

  • INE Spain (Instituto Nacional de Estadística) Tempus3 JSON API MCP.

  • Get recent ENS marketplace activity — sales, new listings, offers, mints, transfers, renewals, and burns. Filter by event type. Returns event details including name, price (in ETH), buyer/seller addresses, and timestamp. Sorted by most recent first. This is raw activity only — it makes NO wash-trading / authenticity judgment; for "is this wash trading / fake volume?" use wash_check.
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  • Scan the ENS marketplace for alpha — names listed below their valuation. Returns ranked opportunities with a discount %, fair-value range, confidence rating, and comparable data. Candidates are selected by DESIRABILITY (real curated collections, short, accessibly priced above a floor that excludes 0.001-ETH floor-dumps), then each is precision-priced by the full Name Whisper valuation engine — the SAME engine behind get_valuation and the Value page — which is the sole judge of undervaluation. The returned fair-value range (estimatedValueEth), confidence and discountPct are the engine's own numbers, via the same cache-first path as get_valuation (with display-only signals disabled for speed), so they are authoritative and consistent with get_valuation. They are computed conservatively (the seller-wallet boost is off), so if anything they slightly UNDERSTATE fair value — report them as-is; do NOT inflate the fair value or upgrade the confidence. Use estimatedValueEth.mid as the fair-value anchor. Only opportunities the engine confirms are surfaced: a believable discount band (20%+, capped where valuations stop being reliable), MEDIUM+ confidence, and a REAL comparable-sale match (type/collection/word/entity/semantic — never a coarse same-length average). This means genuinely good, believable deals (typically 25–65% off) — not 99%-off junk. It will still surface a large discount when the engine confirms it with real comps; it just won't fabricate one. **Use this instead of search_ens_names + repeated get_valuation when the user asks for "best value", "best buy", "cheapest good name", "undervalued", "bargains", or any ranked-by-value query across multiple listings.** find_alpha does the search + engine valuation + ranking in a single call — you do NOT need to call get_valuation again on its results. If it returns fewer names than asked, the rest weren't genuine discounts vs the engine — say so rather than padding the list. Supports filters (minLength, maxLength, maxPriceEth, charType) so narrow queries like "4-letter names under 1 ETH, best value" are one call, not six. It has NO collection/category/club param. Do NOT use it for "floor price of the 999 club", "cheapest 10k-club names", or "floor of <collection>" — those name a specific collection, so use search_ens_names (which returns that collection's real listings sorted by price), or sweep if the user wants to buy the cheapest N. find_alpha is for value-ranked discovery across the market, not a named collection's floor.
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  • List an ENS name for sale on NameWhisper's marketplace via Seaport 1.6. Returns an unsigned Seaport OrderComponents payload (plus EIP-712 domain/types) that the caller's wallet signs. After signing, POST the { orderComponents, signature, label, orderType: 'listing' } payload to https://namewhisper.ai/api/orderbook/submit (authenticated) to store the order. Fee structure: 1% marketplace fee baked into the order as a Seaport consideration item (seller-paid, not added on top). NW-native only — MCP listings stay on NameWhisper. If you want your listing on OpenSea too, list it separately through their interface. Requires the wallet to have approved NameWrapper (for wrapped names) or BaseRegistrar (for unwrapped) as an operator first. Use approve_operator if needed. Tip: Use get_valuation first to price competitively. Use get_name_details to confirm the name is unwrapped vs wrapped before listing.
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  • Cancel an active offer you made on an ENS name. Returns unsigned Seaport cancel() calldata. Only the bidder (the order's offerer) can cancel. If the offer was cross-posted to OpenSea, you signed a second 'opensea' variant — pass BOTH order hashes as alsoCancel so one tx kills both. Cancelling releases the WETH you'd committed to the offer — the buyer's wallet keeps its WETH balance free to bid elsewhere once the Seaport order is invalidated. For cancelling your own listings, use cancel_listing.
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  • Set the primary ENS name (reverse resolution) for a wallet address. This controls what name is displayed when someone looks up your Ethereum address. For example, instead of seeing "0x1234...abcd", they'd see "myname.eth". Requirements: - You must own or control the ENS name - The name's ETH address record must point to your wallet - Only the wallet owner can set their own primary name When a user says "set my primary name" / "make X my primary", JUST call this tool — it bundles BOTH transactions (set the ETH address record + set the reverse record) into a single sign-card. Do NOT also call set_ens_records separately for this. After the user signs, verify it landed with get_primary_name. Only one primary name per address — setting a new one replaces the previous.
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  • "Tell me about X" / "research Acme" / "brief me on Tesla" / "what does Apple do" / "company profile for Microsoft" / "give me the rundown on NVDA" / "everything you know about $TICKER" — full cross-source profile of a US public company in ONE parallel call. ALWAYS PREFER over chaining single-pack SEC/XBRL/news lookups when the user asks for a holistic view. Fans out across SEC EDGAR, XBRL, USPTO, news, GLEIF and returns: cik + company_name; recent_filings (up to 5 with pipeworx://edgar/company/{cik}/filings/{accession} URIs); fundamentals (LATEST 10-K Revenues + NetIncomeLoss + Cash, sorted period_end DESC); patents (USPTO PatentsView API sunset May 2025 — soft-fails until reactivated); recent news mentions via GDELT→GNews fallback; LEI via GLEIF. Pass ticker "AAPL" or zero-padded CIK "0000320193" — names not supported (use resolve_entity first if you only have a name).
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  • Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. Call with NO args for a `trending_scan` of the top ~200 markets by weekly volume; pass `event` for the strongest per-event partition_check, or `topic` for a themed cross-event scan. `event` (recommended for a specific market): pass a Polymarket event slug like "fed-decision-may-2026" or "when-will-bitcoin-hit-150k"; walks child markets, checks date-axis / threshold-axis ordering AND computes the partition_check (sum of YES prices across mutually-exclusive legs — should ≈1; deviations >3pp emit a BUY/SELL EVERY LEG signal). `topic` (for cross-event scanning): pass a seed question like "Strait of Hormuz traffic returns to normal" or "Fed rate decision"; searches related events across the platform, flattens markets, runs the comparator on the union. Cross-event mode catches "...by May 31" vs "...by Jun 30" patterns that single-event misses. SEMANTIC ANCHOR: cross-event pairs require ≥0.30 Jaccard similarity on question tokens (prevents Powell-Fed-Pause being paired with Powell-DOJ-probe); skipped_low_similarity surfaces the rejected pair count. PARTITION FILTER: drops will-person-X / will-manager-Y / will-someone-else- placeholder slugs; partitions with >20% placeholder fraction return null arb signal. Response: opportunities[] (gap_pp, suggested_trade, reasoning, monotonicity violation context), and in event mode partition_check{sum_yes_prices, gap_from_1, placeholders_filtered, suggested_trade}. FILL CHECK: when the partition signal fires, arbitrage.fill_check prices it against live CLOB depth (theoretical_edge_pp_at_book vs realizable_edge_pp at 1000 shares/leg, thin_legs[]) — realizable_edge_pp ≤ 0 means the overround exists only at last-trade, not in the book; do not trade it. For custom sizing use polymarket_fill_risk.
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  • Cross-venue spread between Kalshi and Polymarket for the same resolving question. The two venues sometimes price the same outcome 2-25pp apart because their participant pools differ — when the bet shapes are equivalent that delta is a real signal, when they aren't the tool says so. TWO MODES: (1) `topic` — 10 pre-mapped macro shortcuts ("fed", "btc", "cpi", "gdp", "sp500", "recession", "next_pope", "next_uk_pm", "next_israel_pm", "2028_president") auto-fetch the matching event on each venue. (2) explicit `kalshi_event_ticker` + `polymarket_event_slug` for custom pairings. RESPONSE: each venue's leg-by-leg prices (raw probability 0-1) plus matched spread[].top_spreads_pp (Kalshi − Polymarket) where the same outcome shows up on both sides. SAFETY FIELDS: compatibility_warning fires in two cases — (a) matched_pairs:0 with skipped_cross_type>0 means the venues frame the topic with non-equivalent bet shapes (e.g. Kalshi range_bucket point-in-time vs Polymarket cumulative_threshold touch-anywhere — no arb exists), (b) matched_pairs:0 with skipped_cross_type:0 and both venues >5 legs means the token-overlap matcher found nothing in common — events likely semantically unrelated despite the topic keyword. temporal_alignment{polymarket_month,kalshi_month,aligned} tells you whether the two events resolve in the same calendar period; aligned:false means spreads are mathematically meaningless across the temporal gap. skipped_cross_type / skipped_cross_subtype counters expose how many leg-pair comparisons were dropped (cross-type = metric_type mismatch like MoM vs YoY; cross-subtype = inequality mismatch like cum_ge vs cum_le). Real cross-venue spreads are rarer than the macro-shortcut list suggests — most pre-mapped topics return compatibility_warning today; pre-mapped ≠ tradeable.
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  • Realizable-vs-theoretical edge check against live CLOB order-book depth. REQUIRES one of `market` (single-market mode) or `event` (basket/partition mode). SINGLE-MARKET: pass a market slug/URL + side (buy_yes|sell_yes|buy_no|sell_no, default buy_yes) + size_usd (default 1000 — max spend on buys, target proceeds on sells); walks the ladder and returns top_of_book, vwap_fill_price, slippage_pp, shares_filled, max_fillable_usd, and a verdict (clean|degraded|cannot_fill). BASKET: pass an event slug/URL + side (sell_yes = capture overround by selling every leg, buy_yes = capture underround; default auto from partition sum) + size_usd interpreted as settlement notional S (shares per leg; each share pays $1); returns theoretical_sum vs realizable_sum (top-of-book vs VWAP across all legs), capture_ratio, profit_usd at executed size, per-leg fill detail, thin_legs[], max_clean_notional_usd, and forced_directional_risk naming the legs most likely to strand you unhedged. USE THIS before acting on any polymarket_arbitrage SELL/BUY-EVERY-LEG signal or any polymarket_edges trade above ~$500 — theoretical overround on thin books is not capturable, and partial basket fills convert an arb into an unhedged directional position (the dominant loss mode in real arb-bot P&L).
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  • Tell the Pipeworx team something is broken, missing, or needs to exist. Use when a tool returns wrong/stale data (bug), when a tool you wish existed isn't in the catalog (feature/data_gap), or when something worked surprisingly well (praise). ONLY for tools served by this Pipeworx connection — if the tool came from a different MCP server in your client (another vendor's Gmail, Splunk, Slack, etc. connector), we cannot fix it and reporting it here only delays you; file it with that server instead. Not sure? Pipeworx tool names are the ones this connection lists. Describe the issue in terms of Pipeworx tools/packs — don't paste the end-user's prompt. Filing without an account returns a `claim_token`; pass it back later as pipeworx_feedback({claim_token:"pwfb_…"}) to read whether it was fixed and what changed. The team reads digests daily and signal directly affects roadmap. Rate-limited to 5 per identifier per day. Free; doesn't count against your tool-call quota.
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  • Save data the agent will need to reuse later — across this conversation or across sessions. Use when you discover something worth carrying forward (a resolved ticker, a target address, a user preference, a research subject) so you don't have to look it up again. Stored as a key-value pair scoped by your identifier. Authenticated users get persistent memory; anonymous sessions retain memory for 24 hours. Pair with recall to retrieve later, forget to delete.
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  • "Tell me about X" / "research Acme" / "brief me on Tesla" / "what does Apple do" / "company profile for Microsoft" / "give me the rundown on NVDA" / "everything you know about $TICKER" — full cross-source profile of a US public company in ONE parallel call. ALWAYS PREFER over chaining single-pack SEC/XBRL/news lookups when the user asks for a holistic view. Fans out across SEC EDGAR, XBRL, USPTO, news, GLEIF and returns: cik + company_name; recent_filings (up to 5 with pipeworx://edgar/company/{cik}/filings/{accession} URIs); fundamentals (LATEST 10-K Revenues + NetIncomeLoss + Cash, sorted period_end DESC); patents (USPTO PatentsView API sunset May 2025 — soft-fails until reactivated); recent news mentions via GDELT→GNews fallback; LEI via GLEIF. Pass ticker "AAPL" or zero-padded CIK "0000320193" — names not supported (use resolve_entity first if you only have a name).
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  • "What's new with X" / "latest on Y" / "what happened to Z this week / month / quarter" / "updates on Acme" / "news on Tesla recently" / "what's happening with Apple" — change feed for a company in the last N days/weeks/months in ONE parallel call. Fans out to SEC EDGAR (filings since `since`), GDELT→GNews fallback (news mentions in window — GDELT preferred, GNews when rate-limited or 5xx), USPTO (patents granted; PatentsView API sunset May 2025 so this soft-fails until reactivated). `since` accepts ISO date ("2026-04-01") or relative shorthand ("7d", "30d", "3m", "1y"). Returns structured changes[] grouped by source + total_changes count + pipeworx:// citation URIs. Use entity_profile instead when you want the static profile (filings + fundamentals + LEI + patents) regardless of window.
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  • Semantic search INSIDE a fetched record. Pass the text you already pulled (e.g. a SEC 10-K body, an article, a long tool result) plus a natural-language query; get back the top-N passages with character offsets and similarity scores. Use when the record is too big to cram into the prompt — search_within saves context, returns only the passages that matter, and every passage carries an offset so the agent can verify a verbatim quote. Pairs with ask_pipeworx_grounded: fetch with the gateway, ground over the relevant passages instead of the whole document. BGE-base-en embeddings + cosine over 500-char overlapping windows; cap is 200K chars (longer inputs are truncated and flagged).
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