the402 x402 endpoint directory

Compute mid price from bid/ask top-of-book levels. Call when you have L1 bid and ask and need a mid for marks. Returns

AMM price impact in bps for a swap input against reserves. Call when pre-trade impact checks for pool size vs order si

Constant-product AMM output amount for a given input size. Call when simulating x*y=k swaps offline from reserves you

Half-Kelly fraction for conservative bankroll growth. Call when agents that want Kelly growth with lower variance. Ret

Kelly fraction from win probability and net payoff odds b. Call when bankroll sizing for repeated bets with known edge

Expectancy per trade from win rate, avg win, and avg loss. Call when deciding if a system has positive edge before sca

Profit factor = gross wins / gross losses. Call when quality filters on strategy tapes before promotion. Returns profi

Win rate from wins and total trades. Call when scorecards and expectancy inputs from closed trade counts. Returns win

Lite Sortino using downside stdev of negative returns. Call when penalizing downside volatility without a full analyti

Lite Sharpe = mean/stdev of a return sample (no rf, sample). Call when quick risk-adjusted rank of strategy return arr

Drawdown percent from peak to trough for risk reports. Call when measuring path risk on an equity or price series peak

Simple CAGR from start value, end value, and years. Call when annualizing multi-year equity curves offline. Returns ca

Compound a list of period returns into a total growth factor. Call when multi-period performance rollups from return s

Stop-loss price from entry and stop percent move. Call when placing SL levels from percent risk rules. Returns stop-lo

Take-profit price from entry and target percent move. Call when placing TP levels from percent playbooks. Returns take

Max loss dollars for size and stop distance. Call when pre-trade loss caps and kill-switch thresholds. Returns max los

Position size from account risk budget and stop distance. Call when fixed-fractional sizing without a broker SDK. Retu

Risk–reward ratio = reward / risk for stop/target geometry. Call when validating setups before size allocation. Return

Skew an inventory target away from neutral for MM heuristics. Call when simple market-making inventory tilt without a

Bid–ask spread as percent of mid for cross-asset compare. Call when comparing liquidity across price levels and assets

Absolute bid–ask spread for liquidity snapshots. Call when venue quality filters that use raw spread width. Returns ab

Mid price = (bid + ask) / 2 for spread-aware marks. Call when normalizing BBO into a single mid for agents. Returns mi

Volume-weighted average price from price/size samples. Call when benchmarking execution against your own print tape. R

Simple average of price samples for a light TWAP mark. Call when benchmarking fills against an equal-weight path you a

Basis in bps from future vs spot for desk reports. Call when expressing futures premium in standard bps units. Returns

Basis percent = (future − spot) / spot for carry checks. Call when cash-and-carry or premium/discount scans from calle

Funding payment ≈ notional × funding_rate for a period. Call when estimating perp funding drag/credit offline. Returns

Return on margin for a realized or mark PnL. Call when comparing leveraged trades by capital efficiency. Returns roi o

Approximate short liquidation price from entry, leverage, and maintenance. Call when risk banners for leveraged short

Approximate long liquidation price from entry, leverage, and maintenance. Call when risk banners for leveraged long po

Margin required for a notional at a given leverage. Call when pre-trade margin checks without exchange APIs. Returns m

Break-even exit price including a fee rate on the round-turn. Call when setting targets that actually clear fees. Retu

Expected impact price from mid and signed slippage fraction. Call when simulating worse fills before sending size. Ret

Slippage in basis points versus mid for execution reports. Call when venue quality scorecards in bps units operators e

Slippage percent of expected mid versus fill/impact price. Call when post-trade quality checks and pre-trade impact bu

Split fee drag into maker and taker components for a notional. Call when comparing venue fee schedules before routing.

Fee amount = notional × fee_rate for maker/taker style quotes. Call when pre-trade fee drag estimates on a sized order

Lite FIFO-style realized PnL from sequential buy/sell fills. Call when attributing closed PnL from a short fill tape w

Unrealized PnL versus mark from entry and size. Call when open position dashboards and liquidation preflight. Returns

Mark a position to a given price for equity snapshots. Call when portfolio marks without a live exchange feed in the t

Volume-weighted average entry across fill price/size pairs. Call when averaging multiple fills into one book cost basi

Notional value = mark price × size for sizing and risk. Call when risk engines that need exposure before leverage math

Net PnL after entry and exit fee rates on a sized position. Call when realistic fill accounting when fees matter to ed

Percent profit/loss from entry and exit prices. Call when ranking trades or alerts by return instead of absolute dolla

Absolute profit/loss from entry, exit, and position size. Call when marking closed trades or paper fills without a bro

Compare two caller-supplied HTTP header maps case-insensitively while redacting Authorization, Cookie, Set-Cookie, and

Batch Completion Gate: Batch Completion Gate checks terminal item coverage and minimum success fraction from bounded c

Batch Error Budget Check: Batch Error Budget Check checks failed item count and fraction against caller budgets from b

Batch Result Summary: Batch Result Summary summarizes success, failure, pending, and unknown batch statuses from bound

Batch Dependency Levels: Batch Dependency Levels topologically groups bounded jobs into executable dependency levels f