Predmcp

- 44 read-only MCP tools across three prediction venues.
- No execution endpoint – zero order-placement code.
- No private keys required – uses public APIs only.
- Tools include market data, orderbooks, funding rates, signals.
- Cross-venue intelligence signals (e.g., divergence detection).
- Free during early access, hosted version available.

- create_api_key: Generate a free PredMCP API key. Requires an email. Returns the key and ready-to-use MCP config. Free tier: 100 calls/day, one key per IP.
- get_markets: Live prediction markets from Polymarket and/or HIP-4, sorted by volume. Returns title, YES/NO prices, 24h volume, and expiry.
- get_odds: Current YES/NO prices and implied probability for any Polymarket or HIP-4 market token.
- get_orderbook: Full orderbook depth (bids + asks) for any Polymarket market token. Shows liquidity at each price level.
- search_markets: Full-text search across all Polymarket and HIP-4 prediction markets. Returns ranked results with current odds.
- get_whale_positions: Positions of a specific Polymarket wallet, optionally filtered to one market. The /positions API requires a user (no public "all holders by market" endpoint), so pass the wallet address of the trader you want to inspect.
- get_movers: Top prediction markets ranked by 24h volume spike or biggest YES/NO price swing. Surfaces breaking news bets and momentum plays across Polymarket and HIP-4.
- get_markets_near_resolution: Polymarket markets resolving within the next N hours with a leading probability above threshold. Useful for resolution arbitrage and last-minute positioning.
- get_volume_spikes: Polymarket markets with abnormal 24h volume vs their 7-day daily average. Volume spikes typically precede news events or informed positioning.
- get_late_game_sports: Sports prediction markets on Polymarket closing within a few hours with a high-certainty leading outcome. Targets near-certain resolution for late-game positioning.
- get_funding_rates: Current funding rates for Hyperliquid perpetuals. Positive rate = longs pay shorts (bearish bias); negative = shorts pay longs (bullish bias).
- get_whale_trades: Recent large trades on Hyperliquid perps above a notional threshold. Includes side (long/short), size, price, and timestamp.
- get_top_funding_rates: Top Hyperliquid perps ranked by absolute funding rate, with OI and annualized yield. Useful for finding the most overcrowded longs/shorts and carry opportunities.
- get_oi_near_cap: Lists Hyperliquid perps that are currently at the open interest cap — new long positions cannot be opened. Use as a blacklist to avoid getting rejected on entry.
- get_orderbook_depth: Full orderbook depth + slippage estimate for any Hyperliquid perp or HIP-4 market. Returns top of book, spread, cumulative depth at $100/$500/$1k/$5k tiers, and estimated slippage for a given order size. Critical for HIP-4 farming and low-liquidity assets where market orders get destroyed by slippage.
- get_price_summary: One-call snapshot for an asset: mark price, 24h and 7d returns, 30d high/low, drawdown from high, rally from low, annualized realised volatility. Computed from 30d of HL hourly candles.
- get_basic_macro: DXY, US10Y yield, S&P 500, gold, VIX — direct from free Yahoo Finance. Raw values + 1d change. Pro adds BTC dominance, ETH/BTC, total crypto mcap, and a RISK_ON/OFF regime classifier.
- get_recent_news: Recent crypto news headlines matching an asset ticker, from CoinDesk + The Block + Decrypt + Cointelegraph RSS feeds. Pro adds the 1h price move that followed each headline.
- get_news_feed: Recent headlines across crypto, finance and sports RSS feeds, unfiltered and unclassified. Unlike get_recent_news it does not filter by asset ticker, so it also covers the sports, macro and event markets that make up most of a HIP-4 board. Match the headlines against your own market list.
- get_simple_iv: BTC or ETH options snapshot via free Deribit public feed: ATM implied volatility, total OI, 24h volume. Pro adds put-call skew + full term structure parsing.
- get_outcome_fair_value: Options/vol-implied fair value for a HIP-4 binary/range/touch PRICE market ("<asset> above $X at time T?"). Returns the risk-neutral probability the market resolves YES, and — if you pass market_yes_price — the signed edge in probability points and a YES cheap/rich/fair verdict. BTC/ETH price off the live Deribit IV smile (interpolated to strike + DTE); ANY other asset falls back to Hyperliquid 30d realized vol. iv_source labels which was used (smile/term_interp/skew_adj/atm/realized_vol). The touch case uses the correct drifted first-passage formula. Approximations are listed in caveats.
- get_outcome_edges: One-call mispricing scanner for autonomous agents: every live HIP-4 PRICE market, each priced against its options/vol-implied fair value and ranked by |edge|. BTC/ETH use the Deribit IV smile; other assets use Hyperliquid realized vol (iv_source labels which). edge_pt = (implied_prob - yes_price)100, computed only where a real traded YES price exists (synthetic/untraded 0.5 placeholders return edge_pt:null so no fake edge is surfaced). Filter with min_edge_pt / underlying. The whole board without looping.
- get_market_edge: Universal fair-value anchor for ONE market of ANY category. Pass the question (+ optional strike/comparator/expiry/underlying for price markets, + yes_price). Dispatches to the best anchor: options/vol fair value (crypto price), a confident Polymarket twin (events/politics/sports), or a soft news lean. Returns { method, confidence, anchor_prob, hip4_yes, edge_pt, verdict, source_ref, note }. edge_pt = (anchor_prob - hip4_yes)100; positive = YES cheap; null for untraded/synthetic prices.
- get_market_edges: One-call universal mispricing scanner across ALL HIP-4 market types (crypto price, sports, politics, macro, events). Resolves every market to its best anchor (options / Polymarket twin / news lean / none) and ranks by |edge|. Filter with method / min_edge_pt / limit. Returns by_method counts + ranked markets. Superset of get_outcome_edges.
- get_news_signals: News → markets recommender: pulls recent crypto headlines, classifies each event type (depeg/hack_exploit/listing/delisting/unlock/regulatory/partnership/outage/hype/fud/macro), extracts the assets, maps to affected HIP-4 markets, and assigns a directional lean (YES up / YES down). Heuristic, low/medium confidence, NOT financial advice; war/hard-politics excluded. Powers a live "event → affected markets → lean" feed. Filter with hours / event_type / min_confidence / limit.
- get_recent_signals: Server-detected events from the last hour: funding outliers (≥3x 7d baseline), whale trades (≥$100k), OI caps reached. Cursor-based — pass next_cursor back as since_id to receive only new events. The polling equivalent of the /sse/signals stream. Pro tool get_signal_history covers 7 days with forward-return outcomes.
- get_oi_history: Open-interest time series for a coin over the last 24h, from our continuous 5-min collector. Hyperliquid has NO OI-history endpoint — this data exists only on predmcp. Includes price + funding at each point. Pro tool get_oi_divergence classifies price-vs-OI regimes (squeeze/liquidation/new positioning) across all coins.
- get_market_regime: One-call market regime classifier: RISK_ON_TRENDING / RISK_OFF / SQUEEZE_RISK / CHOP_LOW_VOL / MIXED. Combines BTC trend + realized vol, Deribit IV premium, funding breadth, and OI-weighted crowding across the top 50 perps. Call this FIRST each session to condition strategy choice.
- get_market_context: Unified intelligence snapshot for any topic, asset, or keyword: all matching Polymarket and HIP-4 prediction markets combined with live Hyperliquid perp data (price, funding, OI). One call replaces 3+ separate lookups.
- get_pm_hl_divergences: Markets where Polymarket implied probability diverges from Hyperliquid perpetual funding direction — e.g. PM prices bullish outcome but HL funding shows crowded longs (bearish pressure). The hardest signal to compute manually.
- get_hip4_vs_pm_arb: Finds the same underlying market priced on both HIP-4 (on-chain Hyperliquid) and Polymarket, flagging spreads above threshold. A spread means one venue is mispriced relative to the other.
- get_funding_outliers: Hyperliquid perps whose current funding rate deviates significantly from their 7-day average. A spike vs baseline is a stronger signal than raw rate.
- get_liquidation_clusters: Estimated price levels where mass liquidations concentrate for a given Hyperliquid perp, computed from mark price and standard leverage multiples. Higher nearby orderbook liquidity = stronger support/resistance.
- get_signal_backtest: Find historical instances of a signal type on an asset over the last N days and compute forward returns (1h/4h/24h), win rate, and Sharpe. Lets an agent reason about EV before trading. Killer feature: turns predmcp from data API into edge-proven intelligence.
- get_conviction_score: Aggregates funding outlier, whale imbalance, OI/volume ratio, and momentum into a single directional score (-100 short ↔ +100 long) plus a 0-100 strength score. One call replaces 6+ lookups, returns a clean number for LLM decisions.
- get_funding_curve_anomaly: Term-structure analysis of Hyperliquid funding for an asset: current vs 8h avg vs 24h avg vs 7d baseline. Flags spikes, regime shifts, sign contradictions. More nuanced than raw funding rate.
- get_setup_quality: Execution-quality score (0-100, A-F grade) for entering a position right now: spread, slippage at desired size, orderbook depth, volatility regime, trend alignment, support/resistance proximity. Different from conviction (direction) — this scores ENTRY conditions.
- get_upcoming_catalysts: Lists upcoming market catalysts for an asset within a horizon: token unlocks, governance votes (Tally), ETF/SEC deadlines, FOMC dates. Helps agents avoid blind trades into known events. Free data sources (Tally + curated DB).
- get_macro_context: Live macro snapshot: DXY, US10Y yield, S&P 500, gold, VIX (Yahoo Finance free) + BTC dominance, ETH/BTC, total crypto market cap (CoinGecko free). Plus a coarse RISK_ON / RISK_OFF / MIXED regime.
- get_macro_liquidity: Fiat-to-crypto liquidity gauge: BTC + ETH spot ETF flows (Farside) plus on-chain USDT + USDC mint/burn (Etherscan). Net inflow = bullish for risk assets.
- get_cex_outflows: Net ETH outflows across known CEX hot wallets (Binance, Coinbase, OKX, Kraken, Bitfinex) over a window. Outflow = bullish (BTC moving to cold storage). Inflow = distribution pressure. Etherscan free tier.
- get_news_correlation: Recent crypto news headlines mentioning an asset (CoinDesk, The Block, Decrypt, Cointelegraph) paired with the 1h price move that followed each. Lets agents filter news bias.
- get_portfolio_risk: Risk analytics for a list of positions: per-position beta to BTC and ETH, sector concentration, pairwise correlation matrix, portfolio annualized volatility, 1-day 95% parametric VaR. Uses 14d of 1h Hyperliquid candles.
- get_options_iv: BTC or ETH options snapshot via free Deribit feed: ATM implied volatility, put-call skew, term structure, total OI and 24h volume. Useful as a sentiment gauge — IV high = market expects big moves; skew indicates direction of hedging.
- get_whale_label: Look up an Ethereum address against our curated label DB (CEX hot wallets, known market makers, suspected funds). Lets agents distinguish mechanical MM flow from alpha-generating activity.
- get_signal_history: Server-detected signal events over up to 7 days (funding outliers, whale trades ≥$100k, OI caps), each joined with its measured forward returns (1h/4h/24h) once mature. Cursor-based. "What happened last time funding spiked on HYPE — and did it matter?" in one call.
- get_signal_performance: Hit rates and average forward returns per signal type, measured on OUR actually-emitted production signals (not a backtest reconstruction). Use this to ground win_rate inputs for get_position_size. Sample sizes included — treat n < 10 as anecdotal.
- get_oi_divergence: Price-vs-OI regime per coin from our continuous snapshots: NEW_LONGS / SHORT_SQUEEZE / NEW_SHORTS / LONG_LIQUIDATION. Scan all tracked coins or analyze one. Impossible without OI history, which no public API provides — only predmcp records it.
- get_whale_flow: Cumulative whale buy/sell imbalance over hours-to-days from the durable trade tape (≥$25k trades persisted continuously, restart-proof). Returns imbalance ratio (-1..+1), BUY/SELL_DOMINANT verdict, and the largest recent prints. Longer horizons than get_whale_trades (1h buffer).
- get_position_size: Turn a signal + bankroll into a concrete position: fractional-Kelly size capped by orderbook liquidity, ATR-based stop, liquidation price at chosen leverage, funding carry cost, and % bankroll at risk. Warns when liquidation sits inside the stop. Ground win_rate_pct with get_signal_performance or get_signal_backtest first.
- get_carry_scanner: Funding carry NET of costs: annualized funding minus (spread + 2x slippage at your size), with break-even holding period and a 7d funding-stability score from our snapshots. get_top_funding_rates shows gross — nobody trades gross.
- get_cross_venue_funding: Predicted funding spreads between Hyperliquid, Binance, and Bybit per asset (from HL's predictedFundings feed). Surfaces delta-neutral carry: long the venue with lowest funding, short the highest, collect the spread. Sorted by annualized spread.