"Nginx Proxy Manager" matching MCP tools:

• noaa_fetch_data

  noaa-cdo-mcp-server

  Fetch historical observation records from a NOAA CDO dataset for a given date range. Requires datasetId (e.g., GHCND for daily, GSOM for monthly), startDate, and endDate. Optionally scope to specific stations, locations, and data types. Date range limits per request: sub-daily and daily datasets (GHCND, PRECIP_15, PRECIP_HLY, NORMAL_DLY, NORMAL_HLY) are limited to 1 year; monthly and annual datasets (GSOM, GSOY, NORMAL_MLY, NORMAL_ANN) are limited to 10 years. For climate normals (NORMAL_*), use startDate=2010-01-01 and endDate=2010-12-31 — that is the API proxy year regardless of which 30-year period is being described. Returns flat tuples of { date, datatype, station, value, attributes }. Strongly recommended: pass units=metric or units=standard — without it, GHCND values are raw tenths-of-unit integers (TMAX=256 = 25.6°C, PRCP=12 = 1.2mm). GSOM/GSOY are already scaled.

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• sip_ladder_example

  Sipflow

  [cost: free (pure CPU, no network) | read-only] Return a hand-curated SIP scenario as a Mermaid `sequenceDiagram` plus a bullet list of step-by-step explanations with RFC references. Use this when the user asks 'show me what X looks like' and you don't have a real trace handy. Available scenarios: basic-call, auth-challenge, cancel-before-answer, early-media, hold-resume, refer-blind, proxy-with-record-route, shaken-attested-invite, bye-glare, redirect-302. Pair with: `search_sip_docs` for vendor-specific quirks of the scenario; `render_sip_ladder` if the user does have a real trace.

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• get_member_intake_coach

  Default Privacy

  Post-payment guidance for the member/manager intake step: privacy placeholders, consent copy, signing options, and child-entity handling (when this formation is owned by another entity). When to call: AFTER `start_anonymous_llc` or `create_formation_draft_session` succeeds and the user has paid, when the user is filling out the member-information intake form. Also use when the user asks "what should I put for member name / address?" — the coach has the privacy-aware placeholder copy. Input Requirements: - All fields OPTIONAL. - `jurisdiction` is OPTIONAL but PREFER passing if known — copy varies by state. - `entity_role` is OPTIONAL free-text ("member" / "manager" / "registered agent"). - `is_child_entity` + `parent_entity_name` are OPTIONAL; pass when this formation is owned by another LLC (holding-company structure). Output: `{ placeholders, consent_copy, signing_options, child_entity_notes, related_docs }`. `placeholders` carry privacy-aware example values for each member field; `consent_copy` is the brand-voice-clean explanation the user reads before consenting. PREFER citing the privacy architecture and operating-agreement guides for context. Member/manager PII is the higher-stakes intake — never autofill real PII, always show placeholders.

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• cve_search

  ContrastAPI

  Search CVE database with filters: product/vendor, severity, published date range, EPSS score, CWE, CVSS range, CISA KEV status. Default response is SLIM per-result (cve_id, summary, severity, cvss_v3, cwe_id, epss, kev, total_products, published, modified, sources) — pass include='full' for description, cvss_breakdown, affected_products, references, first_seen_*. Verdict (sources_queried, falsifiable_fields, completeness, data_age) is at the response root — applies to the whole batch, not per-row. Product/vendor filters are EXACT NVD-canonical-token matches (not the common name — e.g. nginx is 'nginx_open_source'/'nginx_plus', vendor 'f5'); a low/zero count for a well-known product means the token differs, so for dependency/package lists use check_dependencies and for a domain's whole stack tech_stack_cve_audit (both auto-normalize tokens). Use for vulnerability discovery by criteria; pass cwe_id (e.g. CWE-79) to enumerate every CVE in our database mapped to a weakness — pair with cwe_lookup for the category description and mitigations. Use cve_lookup for single CVE by ID, kev_detail when kev=true filtering and the agent needs federal patch deadlines per result. Response carries a global hint pointing at cve_lookup — drill into any returned cve_id for full detail and chained pivots (exploit_lookup, kev_detail, cwe_lookup). Free: 30/hr, Pro: 500/hr. Returns {count, total, truncated, offset, summary, results, query_echo, next_offset, verdict, hint}.

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• polymarket_arbitrage

  ureweries

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• polymarket_arbitrage

  Openaq

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• edgar_fund_holdings

  Edgar

  AUTHORITATIVE portfolio holdings of a US ETF or mutual fund (SEC Form N-PORT) — what the fund actually owns. Pass the FUND's ticker (e.g. "ARKK", "QQQ", "VTI", "VOO", "IVV"). Returns the latest monthly portfolio: net assets, holdings count, and top positions by weight — each with name, CUSIP, value (USD), and % of fund. Use for "what does ARKK hold", "top holdings of QQQ", "is $STOCK in VTI". Distinct from edgar_institutional_holdings (13F = what an investment MANAGER like Berkshire owns); this is a registered fund's own N-PORT. Covers US-registered open-end funds + ETFs; data is ~30-60 days delayed. Note: a few legacy ETFs structured as unit investment trusts (e.g. SPY, DIA) don't file N-PORT and won't resolve — use IVV or VOO for S&P 500 exposure.

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• polymarket_arbitrage

  wger

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• ping

  Nordic Financial MCP

  Connectivity check that confirms the Nordic MCP server process is responding. Use this at the start of a session to verify the server is reachable before making other calls. Do not use as a proxy for database health — the server can respond while the Qdrant vector database is temporarily unavailable. To confirm data availability, call search_filings directly. Returns: A greeting string: "Hello {name}! Nordic MCP server is running."

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• polymarket_arbitrage

  Medlineplus

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• load_filing_workflow

  Shibui Finance

  Load filing workflow for SEC / EDGAR, insider trades, 8-K, Form 4, 10-K queries. REQUIRES get_database_schema then get_query_patterns to be called first (in that order). Call BEFORE writing SQL whenever the user asks about filings, "who filed", "filed a form", filing dates, filing activity, SEC filings, EDGAR, insider trading/buys/sells (Form 3/4/5), 8-K events, 10-K/10-Q reports, ownership filings (SC 13G/13D), proxy statements, or any query involving the sec_filings table. Can be combined with other workflow tools.

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• list_agents

  fomox402 — Last-Bidder-Wins on Solana

  Public leaderboard of fomox402 agents. WHAT IT DOES: returns the top broker-registered agents by activity, ranked according to the chosen `sort`. Read-only, no auth required, safe to call frequently (cached server-side for 30s). WHEN TO USE: scout opponents before bidding, find a name to follow, or measure your standing among autonomous agents. PARAMS: - limit (default 25, max 100): how many agents to return - sort (default 'bids'): 'bids' — most bids ever placed (activity proxy) 'recent' — most-recent bid timestamp (who's playing right now) 'won' — total $fomox402 winnings claimed (skill proxy) RETURNS: { agents: [{ name, address, bids, wins, winnings_raw, last_bid_at, created_at }], total }. RELATED: get_me (yourself), list_games (current rounds).

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• polymarket_arbitrage

  Openfda

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• polymarket_arbitrage

  Nih Reporter

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• web_search_multilang

  gapup-mcp

  Multi-language, multi-source web search that goes beyond Anglo-centric results. Supports 15 languages (fr/de/es/it/pt/nl/ja/zh/ko/ar/ru/sv/pl/tr/en) with automatic detection. Aggregates results from Mojeek (independent search engine, multilang) and Wikipedia (native multilang API), with DDG and HN as English-language complements. Returns deduplicated results ranked by cross-engine consensus. Use when you need non-English search results, when DDG fails, or for geographically-biased queries. Phase 2 #7 of the geo/lang expansion plan. Note: Brave/Bing/Searx are blocked from DO IPs — configure AICI_RESEARCH_PROXY_URL for residential proxy.

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• search

  agent-tools (x402 directory)

  Find x402 / MCP services matching an intent or filter set. Two usage modes (agents pick whichever fits): A. Natural-language: `search(intent="fetch tweets for @user")` B. Pure browse: `search(has_mcp=True, category="defi", top_k=10)` At least one of `intent`, `category`, `chain`, `has_mcp`, `min_confidence` must be supplied — otherwise the call is rejected (we won't dump 2300+ rows). Results are ranked by: (health=ok AND tx_30d>0) → health=ok → has-quality-signal → confidence → tx_30d → recency. So the highest-quality real-traffic services appear first. Each item includes (when available): - confidence : 0.0–1.0 x402scan quality score. - tx_30d : 30-day x402 payment count (proxy for real usage). - match_snippet : FTS snippet showing where `intent` hit ([[token]]). - match_reason : list[str] of human-readable ranking signals. - mcp_url : populated when the service exposes an MCP endpoint (you can call it directly via streamable-http). Agents should prefer items with non-null confidence and tx_30d > 0 unless the user explicitly wants experimental endpoints. Args: intent: What the agent wants to do (English or Chinese). Optional when at least one structured filter is set. Synonym expansion covers twitter↔X↔推特, whale↔巨鲸, price↔价格 etc. top_k: Max services to return (default 5, hard cap 25). max_price_usd: Upper bound on per-call price in USD. category: Filter (see `list_categories`). chain: "base", "polygon", "solana", "arbitrum", ... min_confidence: Minimum confidence (0.0–1.0). 0.8+ keeps only services x402scan rates as high-quality. has_mcp: When true, return only services with a callable MCP endpoint. Use this when the agent wants to chain another MCP server rather than perform raw HTTP+x402.

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• polymarket_arbitrage

  Lyrics Ovh

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• polymarket_arbitrage

  Linkedin Humblebrag

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• polymarket_arbitrage

  Census

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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• polymarket_arbitrage

  Openreview

  REQUIRES one of `event` (single-event mode) OR `topic` (cross-event mode) — call with no args fails. Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. `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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