"MDX" matching MCP tools:

• query_docs_filesystem_political_commsA

  docsA

  Run a read-only shell-like query against a virtualized, in-memory filesystem rooted at `/` that contains ONLY the Political Comms documentation pages and OpenAPI specs. This is NOT a shell on any real machine — nothing runs on the user's computer, the server host, or any network. The filesystem is a sandbox backed by documentation chunks. This is how you read documentation pages: there is no separate "get page" tool. To read a page, pass its `.mdx` path to `head` or `cat` — a page at the URL path `/some/page` lives at `/some/page.mdx`. To search the docs with exact keyword or regex matches, use `rg`. To understand the docs structure, use `tree` or `ls`. **Paths are specific to this site — never guess them.** Discover real paths with `tree / -L 2`, `ls /`, or the search tool before reading. If a path does not exist, that only means the guess was wrong; it does NOT mean the topic is undocumented — use `rg -il "keyword" /` to find where it is covered. **Workflow:** Start with the search tool for broad or conceptual queries like "how to authenticate" or "rate limiting". Use this tool when you need exact keyword/regex matching, structural exploration, or to read the full content of a specific page by path. Supported commands: rg (ripgrep), grep, find, tree, ls, cat, head, tail, stat, wc, sort, uniq, cut, sed, awk, jq, plus basic text utilities. No writes, no network, no process control. Run `--help` on any command for usage. Each call is STATELESS: the working directory always resets to `/` and no shell variables, aliases, or history carry over between calls. If you need to operate in a subdirectory, chain commands in one call with `&&` or pass absolute paths (e.g., `cd /some-directory && ls` or `ls /some-directory`). Do NOT assume that `cd` in one call affects the next call. Examples (replace the placeholder paths with real ones from `tree` or search): - `tree / -L 2` — see the top-level directory layout - `rg -il "rate limit" /` — find all files mentioning "rate limit" - `rg -C 3 "apiKey" /some-directory/` — show matches with 3 lines of context around each hit - `head -80 /some/page.mdx` — read the top 80 lines of a specific page - `head -80 /page-one.mdx /page-two.mdx /section/page-three.mdx` — read multiple pages in one call - `cat /some/page.mdx` — read a full page when you need everything - `cat /openapi/api-reference/openapi.json | jq '.paths | keys'` — list OpenAPI endpoints OpenAPI specs for this site are mounted at: `/openapi/api-reference/openapi.json`. Use them to answer questions about endpoints, request/response schemas, parameters, and authentication. Output is truncated to 30KB per call. Prefer targeted `rg -C` or `head -N` over broad `cat` on large files. To read only the relevant sections of a large file, use `rg -C 3 "pattern" /path/file.mdx`. Batch multiple file reads into a single `head` or `cat` call whenever possible. When referencing pages in your response to the user, convert filesystem paths to URL paths by removing the `.mdx` extension. For example, `/some/page.mdx` becomes `/some/page`.

  ConnectorNo auth

• query_docs_filesystem_cerebriumA

  Cerebrium DocsA

  Run a read-only shell-like query against a virtualized, in-memory filesystem rooted at `/` that contains ONLY the Cerebrium documentation pages and OpenAPI specs. This is NOT a shell on any real machine — nothing runs on the user's computer, the server host, or any network. The filesystem is a sandbox backed by documentation chunks. This is how you read documentation pages: there is no separate "get page" tool. To read a page, pass its `.mdx` path to `head` or `cat` — a page at the URL path `/some/page` lives at `/some/page.mdx`. To search the docs with exact keyword or regex matches, use `rg`. To understand the docs structure, use `tree` or `ls`. **Paths are specific to this site — never guess them.** Discover real paths with `tree / -L 2`, `ls /`, or the search tool before reading. If a path does not exist, that only means the guess was wrong; it does NOT mean the topic is undocumented — use `rg -il "keyword" /` to find where it is covered. **Workflow:** Start with the search tool for broad or conceptual queries like "how to authenticate" or "rate limiting". Use this tool when you need exact keyword/regex matching, structural exploration, or to read the full content of a specific page by path. Supported commands: rg (ripgrep), grep, find, tree, ls, cat, head, tail, stat, wc, sort, uniq, cut, sed, awk, jq, plus basic text utilities. No writes, no network, no process control. Run `--help` on any command for usage. Each call is STATELESS: the working directory always resets to `/` and no shell variables, aliases, or history carry over between calls. If you need to operate in a subdirectory, chain commands in one call with `&&` or pass absolute paths (e.g., `cd /some-directory && ls` or `ls /some-directory`). Do NOT assume that `cd` in one call affects the next call. Examples (replace the placeholder paths with real ones from `tree` or search): - `tree / -L 2` — see the top-level directory layout - `rg -il "rate limit" /` — find all files mentioning "rate limit" - `rg -C 3 "apiKey" /some-directory/` — show matches with 3 lines of context around each hit - `head -80 /some/page.mdx` — read the top 80 lines of a specific page - `head -80 /page-one.mdx /page-two.mdx /section/page-three.mdx` — read multiple pages in one call - `cat /some/page.mdx` — read a full page when you need everything - `cat '/openapi/https://s3.eu-west-1.amazonaws.com/www.cerebrium.ai/openapi_spec.json' | jq '.paths | keys'` — list OpenAPI endpoints OpenAPI specs for this site are mounted at: `'/openapi/https://s3.eu-west-1.amazonaws.com/www.cerebrium.ai/openapi_spec.json'`, `/openapi/package.json`, `/openapi/data/training-dataset-example.json`. Use them to answer questions about endpoints, request/response schemas, parameters, and authentication. Output is truncated to 30KB per call. Prefer targeted `rg -C` or `head -N` over broad `cat` on large files. To read only the relevant sections of a large file, use `rg -C 3 "pattern" /path/file.mdx`. Batch multiple file reads into a single `head` or `cat` call whenever possible. When referencing pages in your response to the user, convert filesystem paths to URL paths by removing the `.mdx` extension. For example, `/some/page.mdx` becomes `/some/page`.

  ConnectorNo auth

• polymarket_arbitrageA

  Statbank MdA

  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}. FEES: every opportunities[] row and partition_check.arbitrage carry edge_pp_gross (== gap_pp / overround_pp), fees_pp, edge_pp_net, net_positive, plus polymarket_fee_pp, fee_basis and fee_categories[]. BOTH cost components are modeled: Polymarket's own per-category TAKER FEE (fee = shares × rate × p × (1-p), rates crypto 0.07 / sports-economics-culture-weather-other 0.05 / finance-politics-mentions-tech 0.04, geopolitics and world events fee-free; verified against Polymarket's own docs as of 2026-09-13) and Polygon gas (~$0.02/leg). The taker fee dominates: ~$1.75 per 100 shares on a crypto market at 50c versus $0.02 of gas, so rows that looked profitable before fleet #1927 may now show net_positive:false — that is the correction, not a regression. Each leg is priced at ITS OWN market's rate and price (the fee curve peaks at 50c and falls toward both extremes). fee_basis says where the rate came from: 'payload' (read off the market, the normal case), 'category' (mapped from its fee category), 'fee_free', or 'fallback' (rate unknown — charged at the modal 0.05 rather than assumed free, so an unreadable market is never reported as costless). Where fill_check reprices against live depth, this does NOT double-count that spread cost. 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.

  ConnectorNo auth

• resolution_auditA

  Statbank MdA

  Extract the settlement clause of a single Polymarket or Kalshi market: who publishes the settling number (source), the clock time + timezone it is taken at, the precision of the computation (e.g. "1-minute candle close" vs "60-second trailing average" vs "election outcome"), the evidence standard (official_source | consensus_reporting | any_credible_report | unspecified), and void_handling (cancellation/postponement settlement — reused verbatim from bet_research's cancellation_rule detector, not re-derived). Parses Polymarket's `description` field (fetched via polymarket_market) or Kalshi's `rules_primary` + `rules_secondary` fields (fetched via kalshi_market) with regex + a small vocabulary — no LLM pass, so an unusual clause reports confidence:"low" rather than a guess. Pass `market` as a Polymarket slug/URL or a Kalshi market ticker (e.g. "KXBTCD-26SEP1317-T66999.99"); a Kalshi EVENT ticker (e.g. "KXBTCD-26SEP1317") also works — it picks one representative market under that event, since the settlement mechanism is normally shared across all strikes/legs in one event. Use this before treating a polymarket_kalshi_spread row as a real arbitrage: two ladders that look alike can settle on different sources, at different times, with different precision — this tool is how you check. Pair with resolution_diff to compare two markets directly. KNOWN GAP: idiosyncratic phrasing that doesn't match the vocabulary returns confidence:"low" and evidence_standard:"unspecified" rather than an LLM-guessed answer.

  ConnectorNo auth

• polymarket_arbitrageA

  Md DmvA

  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}. FEES: every opportunities[] row and partition_check.arbitrage carry edge_pp_gross (== gap_pp / overround_pp), fees_pp, edge_pp_net, net_positive, plus polymarket_fee_pp, fee_basis and fee_categories[]. BOTH cost components are modeled: Polymarket's own per-category TAKER FEE (fee = shares × rate × p × (1-p), rates crypto 0.07 / sports-economics-culture-weather-other 0.05 / finance-politics-mentions-tech 0.04, geopolitics and world events fee-free; verified against Polymarket's own docs as of 2026-09-13) and Polygon gas (~$0.02/leg). The taker fee dominates: ~$1.75 per 100 shares on a crypto market at 50c versus $0.02 of gas, so rows that looked profitable before fleet #1927 may now show net_positive:false — that is the correction, not a regression. Each leg is priced at ITS OWN market's rate and price (the fee curve peaks at 50c and falls toward both extremes). fee_basis says where the rate came from: 'payload' (read off the market, the normal case), 'category' (mapped from its fee category), 'fee_free', or 'fallback' (rate unknown — charged at the modal 0.05 rather than assumed free, so an unreadable market is never reported as costless). Where fill_check reprices against live depth, this does NOT double-count that spread cost. 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.

  ConnectorNo auth

• resolution_auditA

  Md DmvA

  Extract the settlement clause of a single Polymarket or Kalshi market: who publishes the settling number (source), the clock time + timezone it is taken at, the precision of the computation (e.g. "1-minute candle close" vs "60-second trailing average" vs "election outcome"), the evidence standard (official_source | consensus_reporting | any_credible_report | unspecified), and void_handling (cancellation/postponement settlement — reused verbatim from bet_research's cancellation_rule detector, not re-derived). Parses Polymarket's `description` field (fetched via polymarket_market) or Kalshi's `rules_primary` + `rules_secondary` fields (fetched via kalshi_market) with regex + a small vocabulary — no LLM pass, so an unusual clause reports confidence:"low" rather than a guess. Pass `market` as a Polymarket slug/URL or a Kalshi market ticker (e.g. "KXBTCD-26SEP1317-T66999.99"); a Kalshi EVENT ticker (e.g. "KXBTCD-26SEP1317") also works — it picks one representative market under that event, since the settlement mechanism is normally shared across all strikes/legs in one event. Use this before treating a polymarket_kalshi_spread row as a real arbitrage: two ladders that look alike can settle on different sources, at different times, with different precision — this tool is how you check. Pair with resolution_diff to compare two markets directly. KNOWN GAP: idiosyncratic phrasing that doesn't match the vocabulary returns confidence:"low" and evidence_standard:"unspecified" rather than an LLM-guessed answer.

  ConnectorNo auth

• polymarket_arbitrageA

  HdxA

  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}. FEES: every opportunities[] row and partition_check.arbitrage carry edge_pp_gross (== gap_pp / overround_pp), fees_pp, edge_pp_net, net_positive, plus polymarket_fee_pp, fee_basis and fee_categories[]. BOTH cost components are modeled: Polymarket's own per-category TAKER FEE (fee = shares × rate × p × (1-p), rates crypto 0.07 / sports-economics-culture-weather-other 0.05 / finance-politics-mentions-tech 0.04, geopolitics and world events fee-free; verified against Polymarket's own docs as of 2026-09-13) and Polygon gas (~$0.02/leg). The taker fee dominates: ~$1.75 per 100 shares on a crypto market at 50c versus $0.02 of gas, so rows that looked profitable before fleet #1927 may now show net_positive:false — that is the correction, not a regression. Each leg is priced at ITS OWN market's rate and price (the fee curve peaks at 50c and falls toward both extremes). fee_basis says where the rate came from: 'payload' (read off the market, the normal case), 'category' (mapped from its fee category), 'fee_free', or 'fallback' (rate unknown — charged at the modal 0.05 rather than assumed free, so an unreadable market is never reported as costless). Where fill_check reprices against live depth, this does NOT double-count that spread cost. 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.

  ConnectorNo auth

• resolution_auditA

  HdxA

  Extract the settlement clause of a single Polymarket or Kalshi market: who publishes the settling number (source), the clock time + timezone it is taken at, the precision of the computation (e.g. "1-minute candle close" vs "60-second trailing average" vs "election outcome"), the evidence standard (official_source | consensus_reporting | any_credible_report | unspecified), and void_handling (cancellation/postponement settlement — reused verbatim from bet_research's cancellation_rule detector, not re-derived). Parses Polymarket's `description` field (fetched via polymarket_market) or Kalshi's `rules_primary` + `rules_secondary` fields (fetched via kalshi_market) with regex + a small vocabulary — no LLM pass, so an unusual clause reports confidence:"low" rather than a guess. Pass `market` as a Polymarket slug/URL or a Kalshi market ticker (e.g. "KXBTCD-26SEP1317-T66999.99"); a Kalshi EVENT ticker (e.g. "KXBTCD-26SEP1317") also works — it picks one representative market under that event, since the settlement mechanism is normally shared across all strikes/legs in one event. Use this before treating a polymarket_kalshi_spread row as a real arbitrage: two ladders that look alike can settle on different sources, at different times, with different precision — this tool is how you check. Pair with resolution_diff to compare two markets directly. KNOWN GAP: idiosyncratic phrasing that doesn't match the vocabulary returns confidence:"low" and evidence_standard:"unspecified" rather than an LLM-guessed answer.

  ConnectorNo auth

• query_docs_filesystem_n_topA

  docsA

  Run a read-only shell-like query against a virtualized, in-memory filesystem rooted at `/` that contains ONLY the nTop documentation pages. This is NOT a shell on any real machine — nothing runs on the user's computer, the server host, or any network. The filesystem is a sandbox backed by documentation chunks. This is how you read documentation pages: there is no separate "get page" tool. To read a page, pass its `.mdx` path to `head` or `cat` — a page at the URL path `/some/page` lives at `/some/page.mdx`. To search the docs with exact keyword or regex matches, use `rg`. To understand the docs structure, use `tree` or `ls`. **Paths are specific to this site — never guess them.** Discover real paths with `tree / -L 2`, `ls /`, or the search tool before reading. If a path does not exist, that only means the guess was wrong; it does NOT mean the topic is undocumented — use `rg -il "keyword" /` to find where it is covered. **Workflow:** Start with the search tool for broad or conceptual queries like "how to authenticate" or "rate limiting". Use this tool when you need exact keyword/regex matching, structural exploration, or to read the full content of a specific page by path. Supported commands: rg (ripgrep), grep, find, tree, ls, cat, head, tail, stat, wc, sort, uniq, cut, sed, awk, jq, plus basic text utilities. No writes, no network, no process control. Run `--help` on any command for usage. Each call is STATELESS: the working directory always resets to `/` and no shell variables, aliases, or history carry over between calls. If you need to operate in a subdirectory, chain commands in one call with `&&` or pass absolute paths (e.g., `cd /some-directory && ls` or `ls /some-directory`). Do NOT assume that `cd` in one call affects the next call. Examples (replace the placeholder paths with real ones from `tree` or search): - `tree / -L 2` — see the top-level directory layout - `rg -il "rate limit" /` — find all files mentioning "rate limit" - `rg -C 3 "apiKey" /some-directory/` — show matches with 3 lines of context around each hit - `head -80 /some/page.mdx` — read the top 80 lines of a specific page - `head -80 /page-one.mdx /page-two.mdx /section/page-three.mdx` — read multiple pages in one call - `cat /some/page.mdx` — read a full page when you need everything Output is truncated to 30KB per call. Prefer targeted `rg -C` or `head -N` over broad `cat` on large files. To read only the relevant sections of a large file, use `rg -C 3 "pattern" /path/file.mdx`. Batch multiple file reads into a single `head` or `cat` call whenever possible. When referencing pages in your response to the user, convert filesystem paths to URL paths by removing the `.mdx` extension. For example, `/some/page.mdx` becomes `/some/page`.

  ConnectorNo auth

• query_docs_filesystem_site_gpt_docsA

  SiteGPT DocsA

  Run a read-only shell-like query against a virtualized, in-memory filesystem rooted at `/` that contains ONLY the SiteGPT Docs documentation pages and OpenAPI specs. This is NOT a shell on any real machine — nothing runs on the user's computer, the server host, or any network. The filesystem is a sandbox backed by documentation chunks. This is how you read documentation pages: there is no separate "get page" tool. To read a page, pass its `.mdx` path to `head` or `cat` — a page at the URL path `/some/page` lives at `/some/page.mdx`. To search the docs with exact keyword or regex matches, use `rg`. To understand the docs structure, use `tree` or `ls`. **Paths are specific to this site — never guess them.** Discover real paths with `tree / -L 2`, `ls /`, or the search tool before reading. If a path does not exist, that only means the guess was wrong; it does NOT mean the topic is undocumented — use `rg -il "keyword" /` to find where it is covered. **Workflow:** Start with the search tool for broad or conceptual queries like "how to authenticate" or "rate limiting". Use this tool when you need exact keyword/regex matching, structural exploration, or to read the full content of a specific page by path. Supported commands: rg (ripgrep), grep, find, tree, ls, cat, head, tail, stat, wc, sort, uniq, cut, sed, awk, jq, plus basic text utilities. No writes, no network, no process control. Run `--help` on any command for usage. Each call is STATELESS: the working directory always resets to `/` and no shell variables, aliases, or history carry over between calls. If you need to operate in a subdirectory, chain commands in one call with `&&` or pass absolute paths (e.g., `cd /some-directory && ls` or `ls /some-directory`). Do NOT assume that `cd` in one call affects the next call. Examples (replace the placeholder paths with real ones from `tree` or search): - `tree / -L 2` — see the top-level directory layout - `rg -il "rate limit" /` — find all files mentioning "rate limit" - `rg -C 3 "apiKey" /some-directory/` — show matches with 3 lines of context around each hit - `head -80 /some/page.mdx` — read the top 80 lines of a specific page - `head -80 /page-one.mdx /page-two.mdx /section/page-three.mdx` — read multiple pages in one call - `cat /some/page.mdx` — read a full page when you need everything - `cat '/openapi/https://sitegpt.ai/api/v2/openapi.json' | jq '.paths | keys'` — list OpenAPI endpoints OpenAPI specs for this site are mounted at: `'/openapi/https://sitegpt.ai/api/v2/openapi.json'`, `'/openapi/https://sitegpt.ai/openapi.yaml'`. Use them to answer questions about endpoints, request/response schemas, parameters, and authentication. Output is truncated to 30KB per call. Prefer targeted `rg -C` or `head -N` over broad `cat` on large files. To read only the relevant sections of a large file, use `rg -C 3 "pattern" /path/file.mdx`. Batch multiple file reads into a single `head` or `cat` call whenever possible. When referencing pages in your response to the user, convert filesystem paths to URL paths by removing the `.mdx` extension. For example, `/some/page.mdx` becomes `/some/page`.

  ConnectorNo auth

• polymarket_fill_riskA

  Statbank MdA

  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). FEES ARE NOT MODELLED HERE: vwap_fill_price/profit_usd are GROSS of Polymarket's own taker fee (rate 0.04-0.07 by category — see polymarket_edges/fees.ts), on top of which this tool prices depth-crossing cost; a thin-margin fill that looks clean here can still be net-negative after the fee.

  ConnectorNo auth

• kalshi_weather_edgeA

  Statbank MdA

  Prices Kalshi daily high-temperature markets against the NWS forecast for the market's OWN settlement station, and measures whether that forecast actually beats the market. Two modes. LIVE (default): returns the full strike ladder for one city and settlement date with market_prob (mid), forecast_prob, and edge_pp per strike, plus the settlement clause verbatim. BACKTEST (`backtest_days: N`): scores an archived gridded forecast against the market on settled days and returns brier_market vs brier_forecast with a plain-English `verdict`, so the edge is MEASURED rather than asserted. READ THE WARNINGS — they are not boilerplate. (1) These markets DO NOT settle on the NWS. They settle on The Weather Company (weather.com) at a Kalshi station code such as CLINYC, which the response quotes verbatim; so part of every edge_pp is NWS-vs-Weather-Company disagreement about the same day at the same station, which is not mispricing and not tradeable. `settlement_vs_forecast_basis_f` from backtest mode is that part as a number. (2) The station is DERIVED from the settlement clause, never from the city name: Chicago settles at MIDWAY and New York at CENTRAL PARK, so a city-centre forecast would misprice a whole ladder. A station that cannot be resolved yields rows with no forecast and a reason, never a guessed coordinate. (3) forecast_prob assumes a normal distribution around the NWS high whose width is ASSUMED, not fitted (stated in `distribution_assumption`) — run backtest mode to see whether it is calibrated. (4) edge_pp is gross: no Kalshi fees, no bid-ask. MEASURED RESULT, AND IT IS NOT THE FLATTERING ONE: on the first backtest (KXHIGHNY, 13 settled days to 2026-09-11, 58 market observations) the MARKET beat the forecast — Brier 0.1008 for the market against 0.1594 for the archived gridded forecast, lower being better. So on that sample there is NO forecast edge to sell, and a large edge_pp is more likely to be the model disagreeing with a better-informed market than an opportunity. The measured settlement-vs-forecast basis was 1.7F mean absolute over 8 pinnable days, slightly warm-biased, which is a big share of a typical edge_pp on a 2-degree bracket. Re-run backtest_days before believing any edge; if a later sample reverses this, the numbers say so. NWS is US-only, so the ~30 international Kalshi weather series (London, Paris, Tokyo) return market prices with forecast_unavailable rather than a forecast. Precipitation series are listed but not yet priced. Cities: nyc, chicago, los angeles, miami, austin, houston, denver, philadelphia — or pass `series_ticker` for any other (e.g. "KXHIGHTBOS").

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• pipeworx_feedbackA

  Statbank MdA

  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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• polymarket_fill_riskA

  Md DmvA

  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). FEES ARE NOT MODELLED HERE: vwap_fill_price/profit_usd are GROSS of Polymarket's own taker fee (rate 0.04-0.07 by category — see polymarket_edges/fees.ts), on top of which this tool prices depth-crossing cost; a thin-margin fill that looks clean here can still be net-negative after the fee.

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• kalshi_weather_edgeA

  Md DmvA

  Prices Kalshi daily high-temperature markets against the NWS forecast for the market's OWN settlement station, and measures whether that forecast actually beats the market. Two modes. LIVE (default): returns the full strike ladder for one city and settlement date with market_prob (mid), forecast_prob, and edge_pp per strike, plus the settlement clause verbatim. BACKTEST (`backtest_days: N`): scores an archived gridded forecast against the market on settled days and returns brier_market vs brier_forecast with a plain-English `verdict`, so the edge is MEASURED rather than asserted. READ THE WARNINGS — they are not boilerplate. (1) These markets DO NOT settle on the NWS. They settle on The Weather Company (weather.com) at a Kalshi station code such as CLINYC, which the response quotes verbatim; so part of every edge_pp is NWS-vs-Weather-Company disagreement about the same day at the same station, which is not mispricing and not tradeable. `settlement_vs_forecast_basis_f` from backtest mode is that part as a number. (2) The station is DERIVED from the settlement clause, never from the city name: Chicago settles at MIDWAY and New York at CENTRAL PARK, so a city-centre forecast would misprice a whole ladder. A station that cannot be resolved yields rows with no forecast and a reason, never a guessed coordinate. (3) forecast_prob assumes a normal distribution around the NWS high whose width is ASSUMED, not fitted (stated in `distribution_assumption`) — run backtest mode to see whether it is calibrated. (4) edge_pp is gross: no Kalshi fees, no bid-ask. MEASURED RESULT, AND IT IS NOT THE FLATTERING ONE: on the first backtest (KXHIGHNY, 13 settled days to 2026-09-11, 58 market observations) the MARKET beat the forecast — Brier 0.1008 for the market against 0.1594 for the archived gridded forecast, lower being better. So on that sample there is NO forecast edge to sell, and a large edge_pp is more likely to be the model disagreeing with a better-informed market than an opportunity. The measured settlement-vs-forecast basis was 1.7F mean absolute over 8 pinnable days, slightly warm-biased, which is a big share of a typical edge_pp on a 2-degree bracket. Re-run backtest_days before believing any edge; if a later sample reverses this, the numbers say so. NWS is US-only, so the ~30 international Kalshi weather series (London, Paris, Tokyo) return market prices with forecast_unavailable rather than a forecast. Precipitation series are listed but not yet priced. Cities: nyc, chicago, los angeles, miami, austin, houston, denver, philadelphia — or pass `series_ticker` for any other (e.g. "KXHIGHTBOS").

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• pipeworx_feedbackA

  Md DmvA

  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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• md_dmv_vehicle_registrationsA

  Md DmvA

  Count vehicles registered in Maryland by county for a given month, from Maryland Motor Vehicle Administration (MVA) data published monthly since 2020. Returns each county's registered-vehicle count plus the genuine statewide total for that month and each county's share of it, so it answers "how many vehicles are registered in Montgomery County Maryland", "which Maryland county has the most registered vehicles", "how many cars are registered in Maryland", and month-over-month trend questions via the `month` argument. Counts the whole registered fleet of every fuel type; for the electric and plug-in hybrid slice of it use md_dmv_ev_adoption.

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• polymarket_fill_riskA

  HdxA

  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). FEES ARE NOT MODELLED HERE: vwap_fill_price/profit_usd are GROSS of Polymarket's own taker fee (rate 0.04-0.07 by category — see polymarket_edges/fees.ts), on top of which this tool prices depth-crossing cost; a thin-margin fill that looks clean here can still be net-negative after the fee.

  ConnectorNo auth

• kalshi_weather_edgeA

  HdxA

  Prices Kalshi daily high-temperature markets against the NWS forecast for the market's OWN settlement station, and measures whether that forecast actually beats the market. Two modes. LIVE (default): returns the full strike ladder for one city and settlement date with market_prob (mid), forecast_prob, and edge_pp per strike, plus the settlement clause verbatim. BACKTEST (`backtest_days: N`): scores an archived gridded forecast against the market on settled days and returns brier_market vs brier_forecast with a plain-English `verdict`, so the edge is MEASURED rather than asserted. READ THE WARNINGS — they are not boilerplate. (1) These markets DO NOT settle on the NWS. They settle on The Weather Company (weather.com) at a Kalshi station code such as CLINYC, which the response quotes verbatim; so part of every edge_pp is NWS-vs-Weather-Company disagreement about the same day at the same station, which is not mispricing and not tradeable. `settlement_vs_forecast_basis_f` from backtest mode is that part as a number. (2) The station is DERIVED from the settlement clause, never from the city name: Chicago settles at MIDWAY and New York at CENTRAL PARK, so a city-centre forecast would misprice a whole ladder. A station that cannot be resolved yields rows with no forecast and a reason, never a guessed coordinate. (3) forecast_prob assumes a normal distribution around the NWS high whose width is ASSUMED, not fitted (stated in `distribution_assumption`) — run backtest mode to see whether it is calibrated. (4) edge_pp is gross: no Kalshi fees, no bid-ask. MEASURED RESULT, AND IT IS NOT THE FLATTERING ONE: on the first backtest (KXHIGHNY, 13 settled days to 2026-09-11, 58 market observations) the MARKET beat the forecast — Brier 0.1008 for the market against 0.1594 for the archived gridded forecast, lower being better. So on that sample there is NO forecast edge to sell, and a large edge_pp is more likely to be the model disagreeing with a better-informed market than an opportunity. The measured settlement-vs-forecast basis was 1.7F mean absolute over 8 pinnable days, slightly warm-biased, which is a big share of a typical edge_pp on a 2-degree bracket. Re-run backtest_days before believing any edge; if a later sample reverses this, the numbers say so. NWS is US-only, so the ~30 international Kalshi weather series (London, Paris, Tokyo) return market prices with forecast_unavailable rather than a forecast. Precipitation series are listed but not yet priced. Cities: nyc, chicago, los angeles, miami, austin, houston, denver, philadelphia — or pass `series_ticker` for any other (e.g. "KXHIGHTBOS").

  ConnectorNo auth

• pipeworx_feedbackA

  HdxA

  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.

  ConnectorNo auth

• query_docs_filesystem_honeydew_documentationA

  Honeydew AI DocumentationA

  Run a read-only shell-like query against a virtualized, in-memory filesystem rooted at `/` that contains ONLY the Honeydew Documentation documentation pages. This is NOT a shell on any real machine — nothing runs on the user's computer, the server host, or any network. The filesystem is a sandbox backed by documentation chunks. This is how you read documentation pages: there is no separate "get page" tool. To read a page, pass its `.mdx` path to `head` or `cat` — a page at the URL path `/some/page` lives at `/some/page.mdx`. To search the docs with exact keyword or regex matches, use `rg`. To understand the docs structure, use `tree` or `ls`. **Paths are specific to this site — never guess them.** Discover real paths with `tree / -L 2`, `ls /`, or the search tool before reading. If a path does not exist, that only means the guess was wrong; it does NOT mean the topic is undocumented — use `rg -il "keyword" /` to find where it is covered. **Workflow:** Start with the search tool for broad or conceptual queries like "how to authenticate" or "rate limiting". Use this tool when you need exact keyword/regex matching, structural exploration, or to read the full content of a specific page by path. Supported commands: rg (ripgrep), grep, find, tree, ls, cat, head, tail, stat, wc, sort, uniq, cut, sed, awk, jq, plus basic text utilities. No writes, no network, no process control. Run `--help` on any command for usage. Each call is STATELESS: the working directory always resets to `/` and no shell variables, aliases, or history carry over between calls. If you need to operate in a subdirectory, chain commands in one call with `&&` or pass absolute paths (e.g., `cd /some-directory && ls` or `ls /some-directory`). Do NOT assume that `cd` in one call affects the next call. Examples (replace the placeholder paths with real ones from `tree` or search): - `tree / -L 2` — see the top-level directory layout - `rg -il "rate limit" /` — find all files mentioning "rate limit" - `rg -C 3 "apiKey" /some-directory/` — show matches with 3 lines of context around each hit - `head -80 /some/page.mdx` — read the top 80 lines of a specific page - `head -80 /page-one.mdx /page-two.mdx /section/page-three.mdx` — read multiple pages in one call - `cat /some/page.mdx` — read a full page when you need everything Output is truncated to 30KB per call. Prefer targeted `rg -C` or `head -N` over broad `cat` on large files. To read only the relevant sections of a large file, use `rg -C 3 "pattern" /path/file.mdx`. Batch multiple file reads into a single `head` or `cat` call whenever possible. When referencing pages in your response to the user, convert filesystem paths to URL paths by removing the `.mdx` extension. For example, `/some/page.mdx` becomes `/some/page`.

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