A decision-ready market state
for AI agents
A coherent, minute-by-minute view of ETH and BTC across spot, derivatives, options, on-chain, ETF and macro data – structured for agents that need to analyse the market, not reconstruct it.
We consolidate public exchange feeds and commercial data providers, including on-chain, ETF and macro data, into a single versioned snapshot per market, delivered over MCP. It captures the flows, positioning, leverage, volatility and event context shaping that market now – and how it stands against its neighbour.
Every snapshot carries its own reading contract: definitions, units, windows, baselines, freshness and completeness. Missing data stays explicit, aggregate quality remains visible, and stale snapshots are never served as current.
Consistent, auditable context for agentic research and decision support.
Ask your agent
This is the whole point of connecting: you ask about the market in your own words, and the agent picks the tool. Nobody types a tool name.
- “What is ETH doing right now – and is the flow confirming the move or fading it?”
- “Check ETH funding and open interest: is this rally leveraged or spot-driven?”
- “Anything on the calendar in the next 24 hours that could hit ETH?”
- “Pull the BTC snapshot and tell me where price sits inside the last two weeks.”
- “Are BTC ETF flows and on-chain valuation telling the same story?”
- “How stretched is BTC positioning – funding, basis, liquidations?”
- “Is ETH leading or following BTC today – and how much of the move is its own?”
- “Which of the two is carrying more leverage into this week?”
Each snapshot already carries the neighbouring market differenced against its own, so the last two answers come from one call, not from stitching two.
Connect
- Get an access token from the service operator. Use a separate token for each AI client. Holding one means accepting the terms of use, and how the numbers behind it are made is written in the methodology.
- Paste the token below, choose your client, and copy the generated setup.
- Ask any of the questions above. An answer that names the minute it describes and the code of the snapshot it read means you are connected – and that the numbers in it can be traced back.
Used only to generate the setup in this tab. It is not uploaded or saved and is cleared when you close or reload the page.
…
…
Interface
Read-only tools, one per market and horizon. The market is part of the name, so an agent never has to guess which instrument it just received – and the two never arrive mixed. The server exposes no write surface of any kind.
Fields within data may be added or removed
between builds. The contract defines which fields are authoritative,
and an absent field denotes unavailable, not zero.
What comes back
One snapshot of one market, taken on a completed UTC minute, in a frame that never changes shape. The frame states what you are holding – the market, the schema, the exact minute, the age in seconds and the reading contract. Inside it sits the market itself.
- Price and structure. Where price is, where it has been over fourteen and sixty days, and where the volume actually traded – value areas, points of control, the distance from each.
- Order flow, by venue and by window. Aggressive buying against aggressive selling from one hour to fourteen days, spot and perpetual kept apart, each window ranked against thirty days of its own history.
- Leverage and forced flow. Open interest, funding, basis and liquidations across the core perpetual venues – what positioning costs to hold, and what got closed against its will.
- The option book, on the ETH side. Every live expiry of the next thirty days as one exact slice – open interest and where it sits, the settlement price that pays holders the least, how much hedging one per cent of price implies, the smile of each venue kept apart, and the premium that actually changed hands.
- Volatility, ETF and on-chain. Implied against realised, US spot-ETF creations and redemptions by trading day, and holder valuation on its own daily clock.
- The world around it. The macro calendar with exact release times, treasury rates, the equity session, cross-asset context – and the neighbouring crypto market, already differenced against this one.
- And what it is all worth. Every value carries its own completeness. A period that was never fully collected says so instead of pretending. Nothing is rescaled to look whole.
The exact field names, units and gating rules are not documented here: they travel with the data, in the reading contract of that very snapshot. An agent reads the rules it was given, never the ones it remembers.
What this is not
- Not investment advice. The service provides measurement. Interpretation and decisions remain with the consumer.
- Not an order book or an execution venue. No quotes, no routing, no execution, and the resolution is one minute.
- Not a forecasting feed. The snapshot describes observed market state, not expected outcomes.
- Not a best-effort cache. Stale or incomplete data is returned as an explicit refusal with a stated reason.