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649,985 tools. Updated 2026-10-10 19:54

"NBA" matching MCP tools:

  • Search events with a natural-language query instead of structured filters — e.g. 'live nfl games today' or 'college basketball this week'. Rule-based (not an LLM): recognizes sport (nfl/nba/mlb/nhl/tennis/soccer/ncaaf/ncaab + aliases like hockey, american football, college basketball), status (live/final/upcoming/…), dates (today/tomorrow, this week, next N days, YYYY-MM-DD ranges). Bare 'football' is ambiguous and left unrecognized. Response includes interpreted filters, equivalent REST call, and unrecognized_terms. Prefer list_events when you already know the structured filters you want.
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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}. 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.
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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) - Sorted pattern list: "3-letter numbers sorted by name", "4-letter words by registration date" (sorts by name, price, length, expiry or registration date) 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. That hand-off needs a lifecycle WORD in the query. A plain pattern/length/digit list — "3-letter numbers sorted by name", "4-letter words", "5-digit names" — stays HERE even though it asks for a list with filters and a sort order; routing it to get_expiring_names answers a question the user never asked (a grace/premium dump instead of the names).
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  • 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.
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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}. 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.
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  • 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.
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Matching MCP Servers

  • A
    license
    A
    quality
    C
    maintenance
    MCP server for NBA live data and stats, providing read-only tools to query live scores, box scores, player info, standings, and more from NBA.com.
    15
    14 npm
    1
    MIT
  • A
    license
    Not graded
    quality
    B
    maintenance
    Enables querying NBA player information, team rosters, and game scores for seasons through the BallDontLie API.
    53 npm
    MIT

Matching MCP Connectors

  • NBA MCP — player, team, and game data via the BallDontLie API

  • Cast a BaZi (Four Pillars / 八字) chart the right way round: true solar time correction first (DST, longitude, equation of time), then the four pillars, hidden stems, nayin and luck-cycle sequence. Also offers a two-step personality sketch framed as self-reflection, not prediction. No auth; English and Chinese.

  • 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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  • 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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  • Get player-prop lines and live progress for an NFL, NCAAF, NBA, NCAAB, NHL, MLB, or soccer event. Joins persisted player-prop mains to this-event player box counts and grades over/under/push (1:1 slugs, combo sums including rush+rec and pass+rush yards, weighted total bases, anytime TD, double-double/triple-double, hockey points). Sport × market catalog: https://lumify.ai/docs/player-props. GET /odds / get_odds stay on moneyline/spread/total. Returns available:false with no charge if no prop mains have been ingested. Other sports return HTTP 400.
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  • 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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  • 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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  • 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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  • 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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  • 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 1711 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 6,555 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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  • "Is it true that…" / "fact check" / "verify the claim that…" / "did X really…" / "was Y actually…" / "confirm or refute" / "true or false" — natural-language claim verification against authoritative sources. Use whenever the agent needs to check whether something a user said is factually correct. Company-financial claims (revenue, net income, cash for public US companies) verify via the structured SEC EDGAR + XBRL fast path with exact percent-delta math; ANY OTHER factual claim (macro statistics, rates, prices, drug data, records) automatically falls through to the grounded pipeline — routed to the right live source, answered with verbatim evidence, then judged. Returns a verdict (confirmed / approximately_correct / refuted / inconclusive / unsupported / could_not_verify), the grounded or structured actual value with pipeworx:// citation, and reasoning. IMPORTANT for callers: could_not_verify means the check did not happen (our LLM or source failed) and carries verification_error{stage,detail} — it is NOT evidence for or against the claim, and must not be shown as one. unsupported means we looked and cover no source for it. Replaces 4–6 sequential calls (NL parsing → entity resolution → data lookup → comparison).
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  • Return today's free sports betting projections published by Olympus Bets Analytics. Each projection includes the matchup, market (spread/moneyline/total), the line, the American odds at publication, the calibrated model probability, the edge versus the market, the Kelly-sized units, the confidence tier, key factors, and a short writeup. These are PUBLIC projections — the same set published on https://app.olympus-bets.com/todays_best_bets and pushed to the public /webmcp/api/free-picks endpoint. Premium tier projections are not exposed here. Args: league: Optional league filter (e.g. "NBA", "NHL", "MLB", "CBB", "NFL", "SOCCER", "LOL", "GOLF"). Omit to return all leagues. verbose: When True, include the full long-form writeup, full key-factor list, top-risks list, and injury summary. Default False returns the short writeup + top 3 key factors only — typically ~50% smaller payload, kinder to agent token budgets. Set verbose=True when an agent specifically wants the detail (e.g., user asked "explain this pick"). Returns: ``{date, total, leagues_active, projections: [...]}``
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  • Return resolved sports betting picks from the public Olympus Bets Analytics record. Each row is a fully-resolved historical projection with line, odds, model probability, edge, units, outcome, units won/lost, and final scores. The record is timestamped and publicly auditable. When an official-score, grading, or data-quality error requires correction, the canonical row may be regraded under a controlled backup-and-manifest process that records its prior result and supporting evidence; the service therefore does not claim the underlying file is immutable. Args: league: Filter by league (NBA, NHL, MLB, CBB, NFL, SOCCER, LOL, GOLF, TENNIS). result: Filter to WIN, LOSS, or PUSH only. tier: Filter to public free rows, masked premium rows, or masked Premium Leans rows (``lean`` — flat 0.5u model disagreements with the price, graded in their own column, never blended into ``premium``; masked identically to premium rows since leans are paid content — matchup/result/units only, no line/odds/edge). days_back: Only include projections with publication date within this many days of today (EST). Default 30. limit: Maximum rows to return (capped at 500). cursor: Zero-based result offset for stable pagination. Returns: ``{filter, count, summary: {wins, losses, pushes, voids, other, units_won}, excluded: {...}, picks: [...]}`` ``total_matching`` always equals ``summary.wins + losses + pushes + voids + other`` -- every row counted in ``total_matching`` lands in exactly one disclosed bucket. ``excluded`` is a separate, all-time (not filtered by this call's args) count of what never reaches this population at all. Picks are newest-first.
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  • Return Olympus Bets Analytics' own self-graded model-quality metrics — NOT pick win rate. This is a different question than "did our picks win money?" (see get_performance_summary / get_track_record for that). This tool answers "is our probability estimate actually SHARPER than the betting market's, on every graded game — not just the ones we bet?" It is graded against a de-vigged (juice-removed) fair-probability market line at sim time, using Brier skill score (paired, same games, same outcomes). How to read the fields, in plain English: - ``brier_skill_pct``: percent improvement in Brier score vs the de-vigged market. POSITIVE = our model is sharper than the market. NEGATIVE = the market is sharper than us. Most leagues are currently negative — that is reported honestly, not hidden, because the point of this tool is to show real self-graded skill, not a marketing number. - ``model_weight_star`` (w*): the blend weight (0.0-1.0) our model earned in a model+market blend that minimizes log-loss. 0.0 means "defer entirely to the market's number"; 1.0 means "our number alone is already optimal." This is fit empirically per league/window, not asserted. - ``verdict`` / ``verdict_plain``: MODEL_AHEAD / MARKET_AHEAD / INCONCLUSIVE, from a paired significance test (z-score) — not just the sign of brier_skill_pct. - ``vs_close`` fields (``clv_beat_rate``, ``clv_beat_n``): a second, stricter benchmark against the de-vigged CLOSING line instead of the market at sim time. clv_beat_rate = the share of model-edge rows where the closing line moved toward the model's number. Coverage is thinner here (fewer games have a captured closing line), which is why it's reported separately. - ``n`` / ``reliable``: sample size behind each cell. Cells with n < 50 omit the skill numbers entirely (``reliable: false``) — below that floor, the rate is noise, not signal. Windows: ``30d`` (most current, smallest sample) and ``90d`` (steadier, larger sample). Use 90d as the primary read; use 30d to see if something is actively shifting. Freshness: the underlying file rebuilds daily (~12:50 UTC). If it is stale (>36h old), this tool returns ``{"status": "updating", ...}`` instead of presenting old numbers as current — never treat a missing ``windows`` key as "no skill data," check ``status`` first. Args: league: Optional league filter (e.g. "MLB", "NHL"). Omit for all leagues covered by the scoreboard (NBA, NHL, MLB, SOCCER, WNBA, TENNIS, LOL, CS2, GOLF, WC — CFB/NFL/CBB not yet in-season/covered). Returns: ``{status, generated_at, benchmark, close_benchmark, sample_floor_n, windows: {"30d": {...}, "90d": {...}}}`` where each window has ``overall`` (blended-across-leagues cell) and ``by_league`` (list of per-league cells, each carrying its own ``league`` code).
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  • Daily board of forecasted wagers from Lumify's model — a prediction, not a beat-the-market claim (no OOS/independence gate; see list_ev for the gated main-line +EV claim). Player props (rate model) on MLB, NCAAF, NFL, NBA, NCAAB, NHL. High-confidence main-line picks on tennis, NFL, NCAAF, MLB, and soccer: one side per moneyline / spread / total when the uncertainty band does not include a coin flip. Tennis moneyline is ranking Bradley-Terry; tennis spreads/totals are a Normal-approx games model. Other sports use the published assessment probability. Each wager has p_hit, conviction, and posted books prices. Use list_ev to scan main lines by sharp-fair price gap; use this tool to scan high-probability forecasts. reliability is emerging on v0. 1 credit; empty slate is still 200. How + field catalog: https://lumify.ai/docs/forecasts Worked wager: https://lumify.ai/docs/understanding-odds#forecasts
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  • Grade settleable player-prop legs (over / under / push / in_progress / dnp / no_stat) for nfl, nba, ncaaf, ncaab, nhl, mlb, and soccer — the same sport coverage as get_player_props — plus structured game markets (h2h / spreads / totals) on any sport get_odds already settles. Prefer structured event_id + market_key + side; player_id and line are required on props, line is required on spreads/totals, and both player_id and line are omitted on h2h. team_total requires team_id + line + over/under and is only gradable on nfl/ncaaf/mlb/soccer. draw is only gradable on soccer h2h — off soccer it comes back unmapped. Free-text game phrases (Chiefs -3.5, Over 47.5 vs Bills, Yankees ML, Yankees to win, Yankees over 4.5 runs, Over 52.5 Syracuse vs Pittsburgh, Novak Djokovic ML) grade when the team or player and event resolve uniquely — Over 47.5 alone stays unmapped and is never the first slate game. A tennis moneyline leftover is a player, not a team; vs is the opponent player. Last-name-only tennis stays unmapped. A last-name-only player prop (Bergeron over 1.5 shots on goal last night) grades when a date is present and that surname is unique in scope — a named sport, team, or event narrows it (Johnson nhl last night); with no such clue, uniqueness is across every prop sport the key can see. No date, or a surname shared by more than one player in that scope, stays unmapped unless a date is present and exactly one of those candidates played in the window (optionally vs a named opponent). A colliding team nickname plus a date promotes only the unique in-window club; a football-sized line will not pick a baseball club. anytime goal / anytime assist (soccer_goals/soccer_assists over 0.5) and over a hit / over a homer (hits/home_runs over 1.0) need no explicit number. Free-text player props are graded only when player and event resolve uniquely — never guesses an ambiguous name. A roster-team mention (CIN, Niners) is resolved first; unique team_id scopes the player, and ambiguous/not_found stays on team_resolve. vs/at on a player prop is the opponent and narrows the event, not the player's team. Ambiguous events stay on event_resolve with candidates. Read legs[].result / current / market for the grade; use resolve.player_id to re-issue structured props. Call this tool with an API key to grade from an agent. Capped at 3 concurrent calls per key (shared with POST /v1/grade/slip). The public /grade sheet uses the same engine without a key (20 grades / IP / day). How-to: https://lumify.ai/docs/grade. Not live trading odds. Not wagering advice. Attribution is always Graded by Lumify.
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  • "Is it true that…" / "fact check" / "verify the claim that…" / "did X really…" / "was Y actually…" / "confirm or refute" / "true or false" — natural-language claim verification against authoritative sources. Use whenever the agent needs to check whether something a user said is factually correct. Company-financial claims (revenue, net income, cash for public US companies) verify via the structured SEC EDGAR + XBRL fast path with exact percent-delta math; ANY OTHER factual claim (macro statistics, rates, prices, drug data, records) automatically falls through to the grounded pipeline — routed to the right live source, answered with verbatim evidence, then judged. Returns a verdict (confirmed / approximately_correct / refuted / inconclusive / unsupported / could_not_verify), the grounded or structured actual value with pipeworx:// citation, and reasoning. IMPORTANT for callers: could_not_verify means the check did not happen (our LLM or source failed) and carries verification_error{stage,detail} — it is NOT evidence for or against the claim, and must not be shown as one. unsupported means we looked and cover no source for it. Replaces 4–6 sequential calls (NL parsing → entity resolution → data lookup → comparison).
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