"coinrithm" matching MCP tools:

• cancel_spot_orderA

  CoinRithm Agent TradingA

  Cancel the unfilled remainder of your paper spot order and release its reserved funds. Requires trade:spot scope; get orderId from list_open_orders. Does not reverse filled trades. Safe to repeat with the same orderId: an order not open under your key returns body.alreadyClosed=true, which does not distinguish a fill from an earlier cancellation or an unknown order. Use get_my_trades to check fills. API failures return ok=false and httpStatus; on 429, respect retryAfterSeconds when provided.

  Connector

  Destructive

  No auth

• cancel_spot_orderA

  CoinRithm Agent TradingA

  Cancel the unfilled remainder of your paper spot order and release its reserved funds. Requires trade:spot scope; get orderId from list_open_orders. Does not reverse filled trades. Safe to repeat with the same orderId: an order not open under your key returns body.alreadyClosed=true, which does not distinguish a fill from an earlier cancellation or an unknown order. Use get_my_trades to check fills. API failures return ok=false and httpStatus; on 429, respect retryAfterSeconds when provided.

  Connector

  Destructive

  No auth

• get_candlesA

  CoinRithm Agent TradingA

  OHLCV candles for indicator/momentum strategies (RSI, moving averages, breakouts) — resolve_symbol first to get the coinId. range picks both the lookback and the per-candle resolution: 1H=60x1-minute, 1D=288x5-minute, 1W=672x15-minute, 1M=720x1-hour, 3M=540x4-hour candles. Candles are oldest to newest with t in unix SECONDS; o/h/l/c in fiat (default USD), v always in USD. These are sampled composite-price bars, not venue trade candles. v is the mean rolling 24-hour quote-volume observation in the bar, NOT volume traded during that candle; do not sum v across bars. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

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• spot_quoteA

  CoinRithm Agent TradingA

  Read-only spot MARKET quote: live execution price, estimated cost (price x quantity), your available balance for the side, and whether the fill is eligible (with blockReasons). Never mutates state — quote before place_spot_order instead of buying/selling blind. Price age is informational only (a market order fills regardless). coinId is a UCID, NOT a ticker — use resolve_symbol first. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

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• report_pm_opportunityA

  CoinRithm Agent TradingA

  Save a durable SELF-REPORT of a prediction-market evaluation for a decision that did not open a position. This WRITES an evidence record but never moves paper funds; authorization requires the read scope. It does not independently verify your evaluation. Choose abstained, forecast_only (requires your own forecastProbability, 1-99), or quote_expired. Report once per decision cycle; cohort.universeSize records its breadth. Supply a non-empty decisionId and reuse it with the same API key on retries: the first stored record wins. agentTrace.decisionId is a fallback; omitting both creates separate records. Success returns body.decisionUuid and, on replay, body.idempotentReplay=true. Check ok/httpStatus before treating delivery as confirmed; a network error does not prove rejection. Use open_pm_position to place a paper trade.

  ConnectorNo auth

• get_candlesA

  CoinRithm Agent TradingA

  OHLCV candles for indicator/momentum strategies (RSI, moving averages, breakouts) — resolve_symbol first to get the coinId. range picks both the lookback and the per-candle resolution: 1H=60x1-minute, 1D=288x5-minute, 1W=672x15-minute, 1M=720x1-hour, 3M=540x4-hour candles. Candles are oldest to newest with t in unix SECONDS; o/h/l/c in fiat (default USD), v always in USD. These are sampled composite-price bars, not venue trade candles. v is the mean rolling 24-hour quote-volume observation in the bar, NOT volume traded during that candle; do not sum v across bars. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

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• spot_quoteA

  CoinRithm Agent TradingA

  Read-only spot MARKET quote: live execution price, estimated cost (price x quantity), your available balance for the side, and whether the fill is eligible (with blockReasons). Never mutates state — quote before place_spot_order instead of buying/selling blind. Price age is informational only (a market order fills regardless). coinId is a UCID, NOT a ticker — use resolve_symbol first. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

  ConnectorNo auth

• report_pm_opportunityA

  CoinRithm Agent TradingA

  Save a durable SELF-REPORT of a prediction-market evaluation for a decision that did not open a position. This WRITES an evidence record but never moves paper funds; authorization requires the read scope. It does not independently verify your evaluation. Choose abstained, forecast_only (requires your own forecastProbability, 1-99), or quote_expired. Report once per decision cycle; cohort.universeSize records its breadth. Supply a non-empty decisionId and reuse it with the same API key on retries: the first stored record wins. agentTrace.decisionId is a fallback; omitting both creates separate records. Success returns body.decisionUuid and, on replay, body.idempotentReplay=true. Check ok/httpStatus before treating delivery as confirmed; a network error does not prove rejection. Use open_pm_position to place a paper trade.

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• pm_data_orderbookA

  CoinRithm Agent TradingA

  Free public live order book for one outcome of an event (the same outcome pm_data_price_history reads, or outcomeExternalMarketId). bid, ask, midpoint and level prices are 0-1 fractions, not 0-100 points. Each side is cut to its best `depth` levels as served, with the full level counts in bidLevels/askLevels. Polymarket and Kalshi only; orderBook: null is valid (venue not served, no resting orders, or a selected outcome book older than 10 s). This is fetch-time depth, not an executable quote: use pm_quote for that. No API key required.

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• pm_data_orderbookA

  CoinRithm Agent TradingA

  Free public live order book for one outcome of an event (the same outcome pm_data_price_history reads, or outcomeExternalMarketId). bid, ask, midpoint and level prices are 0-1 fractions, not 0-100 points. Each side is cut to its best `depth` levels as served, with the full level counts in bidLevels/askLevels. Polymarket and Kalshi only; orderBook: null is valid (venue not served, no resting orders, or a selected outcome book older than 10 s). This is fetch-time depth, not an executable quote: use pm_quote for that. No API key required.

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• list_open_ordersA

  CoinRithm Agent TradingA

  List open (resting) spot orders. Omit coinId for ALL open orders across coins, or pass one to filter. Response includes asOf — pass it back as updatedSince on the next call to poll only rows that changed (delta polling). Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

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• place_spot_orderA

  CoinRithm Agent TradingA

  Place a paper spot order. coinId is a coin UCID, NOT a ticker. orderType market/limit/stop. limitPrice required for limit & stop; stopPrice required for stop. idempotencyKey is REQUIRED and unique per intent (reuse replays the original result — retry a timed-out call with the SAME key; it will never double-execute). Requires the trade:spot scope. CONFIRM with the user before calling. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

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• close_futures_positionA

  CoinRithm Agent TradingA

  Close or partially reduce a mock futures position. fraction in (0,1] reduces partially; omit (or 1) for a full close. idempotencyKey is REQUIRED. Requires the trade:futures scope. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

  Connector

  Destructive

  No auth

• pm_data_eventA

  CoinRithm Agent TradingA

  Free public detail for one prediction-market event by venue + slug: outcomes with probabilities, price snapshots, resolution evidence, crossSourceMatches (the SAME real-world question priced on other venues — read probability divergence directly from it), referenceProbability when present (CoinRithm's canonical cross-venue number: the size-capped weighted median Yes probability across matched real-money venues, weighted by open interest or else liquidity as weightBasis states, with venueCount and spreadPoints and methodologyVersion — quote all three together, venues disagree and the spread says by how much), recent whale trades on the event, related events, related news, and volumeHistory when present (daily volume points captured since 2026-07-02 — read the event's volume trend directly from it). The default summary bounds outcomes, related events, matches and tape for agent context windows while preserving counts and core evidence. Outcome summaries may include hasObservedPrice and bounded sourceObservation: hasObservedPrice:false means the provider supplied no usable observed price input, while an omitted hasObservedPrice field is unknown; sourceObservation:null means unavailable provenance, not proof that the outcome has no price. Neither field is a live, liquidity, or trading guarantee. priceBasis:'unquoted' (Polymarket/Kalshi) means never traded with no usable book: that probability is not a price. Set detail=full only when the untouched provider-rich record is needed. This is the cross-venue research view; for tradability use pm_quote. No API key required.

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• list_open_ordersA

  CoinRithm Agent TradingA

  List open (resting) spot orders. Omit coinId for ALL open orders across coins, or pass one to filter. Response includes asOf — pass it back as updatedSince on the next call to poll only rows that changed (delta polling). Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

  ConnectorNo auth

• place_spot_orderA

  CoinRithm Agent TradingA

  Place a paper spot order. coinId is a coin UCID, NOT a ticker. orderType market/limit/stop. limitPrice required for limit & stop; stopPrice required for stop. idempotencyKey is REQUIRED and unique per intent (reuse replays the original result — retry a timed-out call with the SAME key; it will never double-execute). Requires the trade:spot scope. CONFIRM with the user before calling. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

  ConnectorNo auth

• close_futures_positionA

  CoinRithm Agent TradingA

  Close or partially reduce a mock futures position. fraction in (0,1] reduces partially; omit (or 1) for a full close. idempotencyKey is REQUIRED. Requires the trade:futures scope. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

  Connector

  Destructive

  No auth

• pm_data_eventA

  CoinRithm Agent TradingA

  Free public detail for one prediction-market event by venue + slug: outcomes with probabilities, price snapshots, resolution evidence, crossSourceMatches (the SAME real-world question priced on other venues — read probability divergence directly from it), referenceProbability when present (CoinRithm's canonical cross-venue number: the size-capped weighted median Yes probability across matched real-money venues, weighted by open interest or else liquidity as weightBasis states, with venueCount and spreadPoints and methodologyVersion — quote all three together, venues disagree and the spread says by how much), recent whale trades on the event, related events, related news, and volumeHistory when present (daily volume points captured since 2026-07-02 — read the event's volume trend directly from it). The default summary bounds outcomes, related events, matches and tape for agent context windows while preserving counts and core evidence. Outcome summaries may include hasObservedPrice and bounded sourceObservation: hasObservedPrice:false means the provider supplied no usable observed price input, while an omitted hasObservedPrice field is unknown; sourceObservation:null means unavailable provenance, not proof that the outcome has no price. Neither field is a live, liquidity, or trading guarantee. priceBasis:'unquoted' (Polymarket/Kalshi) means never traded with no usable book: that probability is not a price. Set detail=full only when the untouched provider-rich record is needed. This is the cross-venue research view; for tradability use pm_quote. No API key required.

  ConnectorNo auth

• whoamiA

  CoinRithm Agent TradingA

  Check the caller's CoinRithm API-key identity and permissions before using account or trading tools. Returns userId, keyId, scopes, usage, and nullable agentName/agentModel labels; agentModel is self-reported, not verified runtime identity. Any valid configured or per-request key works; no additional scope is required. Missing or invalid keys return 401. Omit agentTrace for a simple check. Does not change permissions or paper balances; requests update usage/last-used metadata and may be privately logged.

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• discover_pm_marketsA

  CoinRithm Agent TradingA

  Find active-open, quote-ready-first prediction markets on the mock-PM sources (Kalshi + Polymarket by default). Returns source, slug, quoteable outcome externalMarketIds, freshness, volume/liquidity/spread, decisionSupport, and quality (the truth engine's persisted verdict: decisionEligible plus stable warning/block reason codes; decisionEligible=false means opens are blocked and alerts suppressed while the market stays visible). This is discovery only — call pm_quote with one returned outcomeExternalMarketId before open_pm_position because pm_quote is the final eligibility source. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

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• pm_quoteA

  CoinRithm Agent TradingA

  Read-only PM quote for a binary outcome: entry probability, share estimate, max payout, eligibility, freshness, decisionSupport (market quality/liquidity/volume/spread tiers + flags), quality (the persisted truth-engine verdict), and openBlocked/openBlockReasons — a preview of the open-time quality gate: when openBlocked is true, open_pm_position would be rejected 422 with those stored reason codes (quality_state_missing, quality_state_stale, quote_dead, stale_freshness, ...). Never mutates state. stakeMusd must be > 0 (min to open is 10). Pass side: 'no' to quote backing the NO side (omitted = yes); a NO entry fills at 100 minus the outcome probability and pays out if the outcome resolves false. Paper trading only (virtual mUSD). Fills follow paper_execution_v1 with a disclosed execution cost; see executionModel in quote/trade results.

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