quantoracle

QuantOracle is a quantitative computing API for autonomous financial agents, positioned as "the math financial agents need." It provides 63 deterministic, citation-verified calculators, as well as 10 composite workflows, all purely computational, with no dependence on market data, accounts, or third-party APIs: input numbers, output numbers.

Key capabilities

• Calculator coverage: options (4 endpoints), derivatives (7), risk (8), technical indicators (6), statistics (12), portfolio (2), fixed income (4), crypto/DeFi (7), macro/forex (7), time value of money (5), simulation (1).
• Composite workflows (paid): package 5 to 15 calculator calls for backtesting strategies, rebalancing planning, options strategy selection, hedging recommendations, complete risk analysis, pairs signals, and more.
• Example calculators include: Black-Scholes option pricing (with full Greeks), American options (binomial tree, including early exercise and dividends), options profit calculator (multi-leg payoff diagram), implied volatility (Newton-Raphson solver), Monte Carlo simulation (portfolio and retirement scenarios), Kelly criterion (full/half/quarter Kelly), position sizing (fixed fractional risk), VaR (parametric VaR + CVaR), Sharpe ratio (with 95% confidence interval), CAGR, crypto liquidation price (long and short, any leverage), impermanent loss (Uniswap v2 + v3).

How to use

• Free tier: 1,000 calls per IP per day, no API key required, no registration required, call the API directly; responses include rate limit headers to make it easy for agents to manage themselves. Check usage at any time via the /usage endpoint.
• Batch processing: run up to 100 calculations in a single HTTP request, returning all results and the total price in one round trip; batch pricing is the sum of the prices of the individual endpoints, with no markup.
• CLI: use all 63 calculators and 10 composites in the terminal, zero dependencies; can also be run directly without installation.
• MCP server: provides an MCP server with 80 tools (63 calculators + 11 composites + 2 real-time market data endpoints + 3 QuantOracle Watch monitoring tools + batch processing), compatible with Claude Desktop, Cursor, Windsurf, Smithery, and any MCP client; available via npm Installation, Claude Desktop connector configuration, running locally with npx, or connecting to a hosted remote Streamable HTTP server.
• Payment: per-call micropayments using the x402 protocol. When the free quota is exhausted or a paid-only combination is called, the API returns 402 Payment Required along with payment instructions, supporting Base (EIP-3009 gasless USDC authorization) and Solana; x402-compatible agents (Coinbase AgentKit, AgentCash, OpenClaw, etc.) can automatically complete payment and retry. Settlement is completed through the Coinbase Developer Platform facilitator.

Real-time data and monitoring tiers

• QuantOracle Live (paid): on top of numbers passed in by the user, accepts a ticker and fetches fresh market data before running calculations, such as crypto volatility (/v1/live/volatility) and perpetual futures funding rates (/v1/live/funding-rates). This tier is billed from the first call and is not part of the daily 1,000 free calculator tier; each IP has 20 free calls per day for evaluation, after which settlement is per call via x402. Results are cached server-side (volatility about 5 minutes, funding rates about 1 minute); when an upstream data source is briefly unavailable, the last valid value is returned and marked with stale: true and as_of_age_seconds.
• QuantOracle Watch (paid): 24/7 position monitoring. After registering a crypto perpetual futures position once, an isolated monitor re-evaluates every about 60 seconds: funding-rate-adjusted liquidation distance (warning/critical bands, with hysteresis), funding rate sign flips, hourly volatility regime changes, and expiry warnings. Alerts are sent via HMAC-signed Webhooks (X-QO-Signature, with the key being the watch token) and logged server-side. Free 48-hour trial; after that, $5 per position per 30 days, paid via x402. No exchange keys, custody, or execution are involved; it only reads public market data and sends Webhooks.

Determinism and verification

• Determinism: the same input always produces the same output, making it easy for agents to cache, verify, and chain calls.
• Reference verification: every formula is tested against published textbook values (Hull, Wilmott, Bailey & Lopez de Prado, etc.), all 120 accuracy benchmarks pass, and there are additionally 65+ integration tests covering all 63 calculators.
• Tech stack: FastAPI + Pydantic, Cloudflare Workers + KV, MCP (Streamable HTTP), x402 + CDP Facilitator, USDC on Base and Solana. Pure Python math, no numpy/scipy, zero native dependencies. The code is MIT licensed.

Use cases

• Provide repeatable, verifiable quantitative math calculations for financial agents.
• Agent backtesting: chain multiple endpoints in a single iteration; examples/strategy_optimizer.py in the repository is a complete walkthrough parameter optimizer, making about 1,200 to 1,500 API calls per run.
• LangChain integration: a cookbook is provided in the repository to build an approximately 25-line LangChain agent that answers specific quantitative questions with deterministic, reproducible math.

Limitations and caveats

• The 10 combination endpoints are paid-only, with no free tier.
• The Live tier is paid from the first call, with only 20 free calls per day during the evaluation period.
• Watch is priced per monitor rather than per call.
• The complete list of specific endpoints, exact prices, and the latest free quota are subject to the official documentation; the materials do not provide itemized pricing for all endpoints.