kresmion_brief

START HERE: one call returns the full cross-product Kresmion digest for a symbol. This is the flagship entry point. Instead of stitching together five or six separate tools, ``kresmion_brief`` assembles a single compound digest for one symbol from every relevant Kresmion product family at once: * crypto (asset_class='crypto', symbol BTC/ETH/SOL): perpetual derivatives + cross-exchange funding, recent liquidations, on-chain / whale + stablecoin flows, spot-ETF flows, related prediction markets, and the prevailing macro regime. * equity (asset_class='equity', symbol a ticker): the equity signal feed, insider + congressional trades, 13F institutional positioning, modeled dealer gamma, and related prediction markets. Each sub-section carries its own ``as_of`` so you can see which legs are fresh and which are stale. It is a descriptive, event-framed digest with structural + historical context, never buy/sell advice. Reach for the family-specific tools (crypto_derivatives, crypto_funding, equity_gamma, prediction_markets, ...) only when you need to drill deeper than the digest returns.

Parameters2

asset_class	string	required	crypto or equity: which product stack to assemble the digest from.
symbol	string	required	Symbol to profile: BTC / ETH / SOL for crypto, or a ticker like NVDA for equity.

Raw schema

{
  "type": "object",
  "properties": {
    "asset_class": {
      "description": "crypto or equity: which product stack to assemble the digest from.",
      "pattern": "^(crypto|equity)$",
      "title": "Asset Class",
      "type": "string"
    },
    "symbol": {
      "description": "Symbol to profile: BTC / ETH / SOL for crypto, or a ticker like NVDA for equity.",
      "maxLength": 32,
      "title": "Symbol",
      "type": "string"
    }
  },
  "required": [
    "asset_class",
    "symbol"
  ],
  "title": "kresmion_briefArguments"
}

prediction_markets

Search and filter LIVE prediction markets (Polymarket), volume-ranked. Reach for this to see what the crowd is currently pricing on a topic: each row carries the current YES probability, 24h/7d point change, USD volume, liquidity, event grouping, and the canonical Polymarket URL. Filter by category, asset class, a free-text question search, and a minimum volume floor. Only ACTIVE (unresolved, in-window) markets are returned; settled outcomes are a separate concept (calibration and resolutions live behind other tools). Probabilities are crowd prices, not forecasts or advice.

Parameters5

category	any	optional	Exact category, case-insensitive, e.g. 'crypto', 'politics', 'economy'.
asset_class	any	optional	Kresmion asset-class tag: crypto, equity, macro, forex, commodity.
q	any	optional	Free-text match on the market question / event title.
min_volume	number	optional	Minimum lifetime USD volume.
limit	integer	optional	Maximum rows to return.

Raw schema

{
  "type": "object",
  "properties": {
    "category": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Exact category, case-insensitive, e.g. 'crypto', 'politics', 'economy'.",
      "title": "Category"
    },
    "asset_class": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Kresmion asset-class tag: crypto, equity, macro, forex, commodity.",
      "title": "Asset Class"
    },
    "q": {
      "anyOf": [
        {
          "maxLength": 80,
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Free-text match on the market question / event title.",
      "title": "Q"
    },
    "min_volume": {
      "default": 1000,
      "description": "Minimum lifetime USD volume.",
      "minimum": 0,
      "title": "Min Volume",
      "type": "number"
    },
    "limit": {
      "default": 50,
      "description": "Maximum rows to return.",
      "maximum": 200,
      "minimum": 1,
      "title": "Limit",
      "type": "integer"
    }
  },
  "title": "prediction_marketsArguments"
}

prediction_market_detail

Full detail for ONE prediction market. Returns the market row plus its sibling outcomes within the same event, a matched Kalshi cross-venue comparison when one exists, and the 30-day probability delta. Use it after prediction_markets to drill into a single question, or to compare the same question's price across venues. The REST API also exposes detected algorithmic-order-flow flags for a market at ``GET /v1/prediction/markets/{id}/algo-flags`` (reach it via the Kresmion SDK's ``k.prediction.algo_flags(id)`` or the raw API) when you want to know whether a market's tape shows machine-driven flow.

Parameters1

market_id

string

required

Polymarket market id (from prediction_markets rows).

Raw schema

{
  "type": "object",
  "properties": {
    "market_id": {
      "description": "Polymarket market id (from prediction_markets rows).",
      "title": "Market Id",
      "type": "string"
    }
  },
  "required": [
    "market_id"
  ],
  "title": "prediction_market_detailArguments"
}

prediction_market_history

Time series of YES probability + volume for one market, oldest-first. Reach for this to chart how a market's odds moved, or to detect a repricing trend rather than a single snapshot. Bound the window with EITHER ``hours`` OR ``days`` (not both); the most recent points inside that window are returned, capped by ``limit``.

Parameters4

market_id	string	required	Polymarket market id.
hours	any	optional	Look-back window in hours (mutually exclusive with days).
days	any	optional	Look-back window in days (mutually exclusive with hours).
limit	integer	optional	Maximum history points to return, oldest first.

Raw schema

{
  "type": "object",
  "properties": {
    "market_id": {
      "description": "Polymarket market id.",
      "title": "Market Id",
      "type": "string"
    },
    "hours": {
      "anyOf": [
        {
          "maximum": 8760,
          "minimum": 1,
          "type": "integer"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Look-back window in hours (mutually exclusive with days).",
      "title": "Hours"
    },
    "days": {
      "anyOf": [
        {
          "maximum": 365,
          "minimum": 1,
          "type": "integer"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Look-back window in days (mutually exclusive with hours).",
      "title": "Days"
    },
    "limit": {
      "default": 500,
      "description": "Maximum history points to return, oldest first.",
      "maximum": 2000,
      "minimum": 1,
      "title": "Limit",
      "type": "integer"
    }
  },
  "required": [
    "market_id"
  ],
  "title": "prediction_market_historyArguments"
}

prediction_order_book

Live CLOB order-book microstructure for one market. Returns bid/ask depth, spread, and slippage-to-size for standard notionals. Reach for this to gauge how much size a market can absorb and what a fill would cost before treating a quoted probability as tradeable. The book is fetched live and cached ~60s server-side, so ``as_of`` is the fetch time. It describes the book; it never places an order. For how depth and spread EVOLVED (not just the current snapshot), the REST API exposes an order-book history at ``GET /v1/prediction/markets/{id}/book/history`` (SDK: ``k.prediction.book_history(id, hours=24)``). To model the fill cost of a specific USDC size, use the prediction_execution_cost tool.

Parameters1

market_id

string

required

Polymarket market id.

Raw schema

{
  "type": "object",
  "properties": {
    "market_id": {
      "description": "Polymarket market id.",
      "title": "Market Id",
      "type": "string"
    }
  },
  "required": [
    "market_id"
  ],
  "title": "prediction_order_bookArguments"
}

prediction_movers

Prediction markets with the biggest probability moves over 24h or 7d. Reach for this to find where the crowd changed its mind fastest, ranked by absolute probability move (gamma-native deltas). Sports are excluded by default because settled games produce meaningless 0->100 swings; opt in with ``include_sports`` only if you want them.

Parameters4

window	string	optional	Look-back window: 24h or 7d.
min_volume	number	optional	Minimum lifetime USD volume.
include_sports	boolean	optional	Include sports markets (default off; finished games swing 0->100 and drown real repricing).
limit	integer	optional	Maximum rows to return.

Raw schema

{
  "type": "object",
  "properties": {
    "window": {
      "default": "24h",
      "description": "Look-back window: 24h or 7d.",
      "pattern": "^(24h|7d)$",
      "title": "Window",
      "type": "string"
    },
    "min_volume": {
      "default": 10000,
      "description": "Minimum lifetime USD volume.",
      "minimum": 0,
      "title": "Min Volume",
      "type": "number"
    },
    "include_sports": {
      "default": false,
      "description": "Include sports markets (default off; finished games swing 0->100 and drown real repricing).",
      "title": "Include Sports",
      "type": "boolean"
    },
    "limit": {
      "default": 30,
      "description": "Maximum rows to return.",
      "maximum": 200,
      "minimum": 1,
      "title": "Limit",
      "type": "integer"
    }
  },
  "title": "prediction_moversArguments"
}

prediction_divergence

Cross-venue divergence: same question priced differently on two venues. Returns linked Polymarket<->Kalshi pairs ranked by the absolute spread between the two venues' YES prices. Reach for this to spot where two crowds disagree on an identical question. Cross-venue gaps most often reflect fee, resolution-criteria, or settlement-timing differences. Pairs with a frozen (stale) venue leg are excluded so a re-written-but-unchanged quote does not fake a spread; ``meta.stale_excluded`` reports how many were hidden. Pass ``executable_size`` (USDC) to annotate each pair with an ``executable_spread_pp``: the raw gap NETTED against one-leg (Polymarket) execution cost from that market's latest stored book. It is NOT floored at zero (a negative value means the one-leg cost alone eats the gap), and the Kalshi leg, fees, and resolution differences remain excluded, so a positive number bounds friction, not a guaranteed edge. Structural data only, never an arbitrage signal.

Parameters2

limit	integer	optional	Maximum pairs to return, ranked by absolute spread.
executable_size	any	optional	Optional USDC size. When set, each pair gets an 'executable_spread_pp' that nets its raw cross-venue gap against the cost of executing that size on the POLYMARKET leg only (buy slippage + half-spread, from that market's latest stored book). Off by default.

Raw schema

{
  "type": "object",
  "properties": {
    "limit": {
      "default": 40,
      "description": "Maximum pairs to return, ranked by absolute spread.",
      "maximum": 100,
      "minimum": 1,
      "title": "Limit",
      "type": "integer"
    },
    "executable_size": {
      "anyOf": [
        {
          "exclusiveMinimum": 0,
          "type": "number"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Optional USDC size. When set, each pair gets an 'executable_spread_pp' that nets its raw cross-venue gap against the cost of executing that size on the POLYMARKET leg only (buy slippage + half-spread, from that market's latest stored book). Off by default.",
      "title": "Executable Size"
    }
  },
  "title": "prediction_divergenceArguments"
}

prediction_calibration

How well-calibrated the prediction crowd has been (historical). Returns the Polymarket probability ~7 days before resolution bucketed against the actual outcome, an overall Brier score (0 = perfect, 0.25 = a coin flip), per-category Brier, and longshot / near-certain tail bias. Reach for this to judge how much weight to put on crowd probabilities in a given category. Historical framing only; it is not a forecast.

Parameters

No parameters.

Raw schema

{
  "type": "object",
  "properties": {},
  "title": "prediction_calibrationArguments"
}

prediction_execution_cost

Modeled slippage / cost to FILL given USDC sizes in one market. Walks the STORED top-5 order-book snapshots (no live CLOB call) to estimate the fill VWAP and slippage (in bps off mid) for each requested notional on both the buy and sell side, plus a window median / p90 summary, so you can see how far price moves against you as size grows and whether a divergence or mispriced-looking probability is actually tradeable. Where stored depth cannot cover a size the point is depth-exhausted (never extrapolated). CAVEAT: this is a ONE-LEG execution cost: taking one side of the book, NOT a round trip, and NOT inclusive of fees or of impact beyond the stored top-5 depth. Book coverage is the top ~150 live markets by 24h volume only, and the snapshot history is shallow (collection began 2026-07-16). It describes a hypothetical fill; it never places an order.

Parameters2

market_id	string	required	Polymarket market id.
notionals	any	optional	USD sizes to price the fill for (default 100 / 1000 / 10000). Each is walked against one side of the live book.

Raw schema

{
  "type": "object",
  "properties": {
    "market_id": {
      "description": "Polymarket market id.",
      "title": "Market Id",
      "type": "string"
    },
    "notionals": {
      "anyOf": [
        {
          "items": {
            "type": "number"
          },
          "type": "array"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "USD sizes to price the fill for (default 100 / 1000 / 10000). Each is walked against one side of the live book.",
      "title": "Notionals"
    }
  },
  "required": [
    "market_id"
  ],
  "title": "prediction_execution_costArguments"
}

prediction_calendar

Upcoming prediction-market closes across BOTH venues, grouped by date. Returns the Polymarket + Kalshi markets scheduled to close inside the window, grouped by calendar date, so you can see what the crowd is about to be graded on: earnings dates, elections, economic releases, expiries. Only still-contested markets (0.05 < YES < 0.95) are shown, and each day carries a ``contested_capital`` weight that up-weights liquidity resting on genuinely uncertain (~50/50) markets. CAVEAT: the date is the SCHEDULED close, NOT the actual resolution time. A market can settle early, resolve late, or have its end date pushed by the venue, so read the date as the planned close, not a guarantee. Descriptive schedule, not advice.

Parameters1

days

integer

optional

Look-ahead window in days (max 60).

Raw schema

{
  "type": "object",
  "properties": {
    "days": {
      "default": 14,
      "description": "Look-ahead window in days (max 60).",
      "maximum": 60,
      "minimum": 1,
      "title": "Days",
      "type": "integer"
    }
  },
  "title": "prediction_calendarArguments"
}

crypto_whale_transfers

Recent large on-chain transfers (whale / exchange-wallet flows, >= $100k). Reach for this to see notable on-chain movement: large deposits to and withdrawals from exchange wallets and whale-to-whale transfers, with USD sizing and labels. Filter by chain, direction, size, and a look-back window. IMPORTANT CAVEAT: do NOT read BTC exchange netflow from this feed. BTC rows are dominated by exchange-INTERNAL (self) transfers (hot/cold wallet reshuffles), so BTC inflow/outflow is an artifact, not genuine flow. Genuine, tradeable flow signal lives in the ETH and stablecoin rows. For aggregate crypto SUPPLY rather than individual transfers, the REST API also exposes stablecoin supply / net issuance at ``GET /v1/crypto/stablecoins`` (SDK: ``k.crypto.stablecoins()``: rising supply is dry powder, net redemption the reverse) and the upcoming token-unlock (vesting cliff) calendar at ``GET /v1/crypto/unlocks`` (SDK: ``k.crypto.unlocks(days=90)``: scheduled supply hitting the market).

Parameters5

blockchain	any	optional	ETH \| BTC \| SOL. Omit for all chains.
direction	any	optional	exchange_inflow \| exchange_outflow \| whale_transfer \| exchange_transfer.
min_usd	number	optional	USD size floor (hard minimum $100k).
hours	integer	optional	Look-back window in hours (<= 720h / 30d).
limit	integer	optional	Maximum rows to return.

Raw schema

{
  "type": "object",
  "properties": {
    "blockchain": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "ETH | BTC | SOL. Omit for all chains.",
      "title": "Blockchain"
    },
    "direction": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "exchange_inflow | exchange_outflow | whale_transfer | exchange_transfer.",
      "title": "Direction"
    },
    "min_usd": {
      "default": 100000,
      "description": "USD size floor (hard minimum $100k).",
      "minimum": 100000,
      "title": "Min Usd",
      "type": "number"
    },
    "hours": {
      "default": 168,
      "description": "Look-back window in hours (<= 720h / 30d).",
      "maximum": 720,
      "minimum": 1,
      "title": "Hours",
      "type": "integer"
    },
    "limit": {
      "default": 50,
      "description": "Maximum rows to return.",
      "maximum": 200,
      "minimum": 1,
      "title": "Limit",
      "type": "integer"
    }
  },
  "title": "crypto_whale_transfersArguments"
}

crypto_etf_flows

Spot crypto-ETF net flows: aggregate + per-product breakdown. Reach for this to see whether money is flowing into or out of the BTC / ETH / SOL spot ETFs, with a per-fund breakdown. Source is SEC XBRL + yfinance. Two caveats: weekend rows are forced to zero flow (no trading), and low-confidence bars carry a ``flow_flag``, so check it before trusting a single day. Descriptive flow data, not a signal to buy or sell.

Parameters3

asset	string	optional	BTC, ETH, SOL, or ALL for every asset.
days	integer	optional	Look-back window in days.
period	any	optional	Optional headline aggregation window: 1d, 7d, or 30d.

Raw schema

{
  "type": "object",
  "properties": {
    "asset": {
      "default": "BTC",
      "description": "BTC, ETH, SOL, or ALL for every asset.",
      "pattern": "^(BTC|ETH|SOL|ALL)$",
      "title": "Asset",
      "type": "string"
    },
    "days": {
      "default": 30,
      "description": "Look-back window in days.",
      "maximum": 365,
      "minimum": 1,
      "title": "Days",
      "type": "integer"
    },
    "period": {
      "anyOf": [
        {
          "pattern": "^(1d|7d|30d)$",
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Optional headline aggregation window: 1d, 7d, or 30d.",
      "title": "Period"
    }
  },
  "title": "crypto_etf_flowsArguments"
}

crypto_derivatives

Latest perpetual-derivatives snapshot for a crypto symbol. Returns funding rate, open interest, long/short ratio, basis, and mark price for BTC / ETH / SOL. Reach for this to read positioning and leverage pressure (e.g. rich funding = crowded longs). Defaults to Binance; pass an empty ``exchange`` for the freshest row across venues. Descriptive market state, not advice.

Parameters2

symbol	string	required	BTC, ETH, or SOL.
exchange	string	optional	Exchange name (default Binance). Pass '' for the freshest row across exchanges.

Raw schema

{
  "type": "object",
  "properties": {
    "symbol": {
      "description": "BTC, ETH, or SOL.",
      "title": "Symbol",
      "type": "string"
    },
    "exchange": {
      "default": "Binance",
      "description": "Exchange name (default Binance). Pass '' for the freshest row across exchanges.",
      "title": "Exchange",
      "type": "string"
    }
  },
  "required": [
    "symbol"
  ],
  "title": "crypto_derivativesArguments"
}

crypto_funding

Cross-exchange perpetual FUNDING: the surface, or one symbol's history. With no ``symbol`` this returns the funding surface: the latest funding rate for each tracked symbol across every covered exchange, so you can see where funding is richest / cheapest and how the venues disagree. With a ``symbol`` it returns that symbol's funding-rate history for trend reading (persistently positive funding = crowded longs paying to hold; negative = crowded shorts). Funding is a positioning / leverage read, descriptive only, not advice. For the fuller perp snapshot (open interest, long/short, basis, mark) use crypto_derivatives; for forced deleveraging use crypto_liquidations.

Parameters1

symbol

any

optional

Optional BTC | ETH | SOL. Omit for the cross-exchange funding SURFACE (latest funding per symbol across venues); pass a symbol for its funding-rate HISTORY.

Raw schema

{
  "type": "object",
  "properties": {
    "symbol": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Optional BTC | ETH | SOL. Omit for the cross-exchange funding SURFACE (latest funding per symbol across venues); pass a symbol for its funding-rate HISTORY.",
      "title": "Symbol"
    }
  },
  "title": "crypto_fundingArguments"
}

crypto_liquidations

Recent perpetual LIQUIDATIONS (forced deleveraging), long vs short. Returns liquidated notional over the window, split into long- and short-side liquidations. A spike marks a forced-deleveraging cascade (longs blown out on a drop, shorts on a squeeze), which often marks a local capitulation. Filter by symbol and a look-back window. COVERAGE CAVEAT: liquidation data is SINGLE-VENUE (OKX), over a small starter symbol set (BTC, ETH, SOL, XRP, DOGE). It is a single-venue sample, so read it as a representative proxy for market-wide forced flow, NOT a total; ``meta.coverage`` reports the venues + symbols actually seen and ``meta.cascades`` sums liquidated USD by side over the trailing 1h / 4h. Descriptive market state, not advice.

Parameters2

symbol	any	optional	BTC \| ETH \| SOL \| XRP \| DOGE. Omit for all tracked symbols.
hours	integer	optional	Look-back window in hours (<= 168h / 7d).

Raw schema

{
  "type": "object",
  "properties": {
    "symbol": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "BTC | ETH | SOL | XRP | DOGE. Omit for all tracked symbols.",
      "title": "Symbol"
    },
    "hours": {
      "default": 24,
      "description": "Look-back window in hours (<= 168h / 7d).",
      "maximum": 168,
      "minimum": 1,
      "title": "Hours",
      "type": "integer"
    }
  },
  "title": "crypto_liquidationsArguments"
}

equity_signals

Cross-source equity signals from the Kresmion signal engine. Reach for this to see recent notable equity events: SEC filings, insider and congressional trades, technical breaks, credit and jobs signals, each with a symbol, a machine ``direction`` tag (bull/bear/neutral), a severity, a strength score, and a sourced headline. Filter by signal_type, severity, and a look-back window. ``direction`` is an event tag, NOT advice: it describes the nature of the event, not a recommendation.

Parameters4

signal_type	any	optional	Exact signal type filter, e.g. 'insider_cluster'.
severity	any	optional	critical \| high \| medium \| low.
days	integer	optional	Look-back window in days.
limit	integer	optional	Maximum rows to return.

Raw schema

{
  "type": "object",
  "properties": {
    "signal_type": {
      "anyOf": [
        {
          "maxLength": 64,
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Exact signal type filter, e.g. 'insider_cluster'.",
      "title": "Signal Type"
    },
    "severity": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "critical | high | medium | low.",
      "title": "Severity"
    },
    "days": {
      "default": 7,
      "description": "Look-back window in days.",
      "maximum": 365,
      "minimum": 1,
      "title": "Days",
      "type": "integer"
    },
    "limit": {
      "default": 50,
      "description": "Maximum rows to return.",
      "maximum": 200,
      "minimum": 1,
      "title": "Limit",
      "type": "integer"
    }
  },
  "title": "equity_signalsArguments"
}

institutional_holdings

SEC 13F-HR quarterly institutional holdings for tracked funds. Reach for this to see what large funds hold and how positions changed quarter over quarter (``qoq_signal``), sorted by position market value (in dollars). Filter by fund CIK, ticker, or quarter. CAVEAT: ticker resolves for only ~50-93% of rows because there is no free CUSIP->ticker map, so bonds, warrants, and some equities come back with ticker=null. Filter on ``cusip`` for completeness. Disclosure lags the quarter end (13F filings arrive up to ~45 days after quarter close).

Parameters4

fund_cik	any	optional	SEC CIK of the filing fund.
ticker	any	optional	Resolve holdings of one ticker.
quarter	any	optional	Report quarter, e.g. '2025Q4'.
limit	integer	optional	Maximum holdings rows to return.

Raw schema

{
  "type": "object",
  "properties": {
    "fund_cik": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "SEC CIK of the filing fund.",
      "title": "Fund Cik"
    },
    "ticker": {
      "anyOf": [
        {
          "maxLength": 12,
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Resolve holdings of one ticker.",
      "title": "Ticker"
    },
    "quarter": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Report quarter, e.g. '2025Q4'.",
      "title": "Quarter"
    },
    "limit": {
      "default": 50,
      "description": "Maximum holdings rows to return.",
      "maximum": 500,
      "minimum": 1,
      "title": "Limit",
      "type": "integer"
    }
  },
  "title": "institutional_holdingsArguments"
}

equity_gamma

Modeled dealer GAMMA exposure: the surface, or one ticker's detail. With no ``ticker`` this returns the gamma surface across tracked names: each name's net dealer gamma, its gamma-flip level, and whether dealers sit long or short gamma. With a ``ticker`` it returns that name's detail: gamma by strike, the zero-gamma / flip price, and the nearest call/put walls. Long-dealer-gamma names tend to see moves DAMPENED (dealers sell rallies / buy dips to stay hedged); short-gamma names tend to see moves AMPLIFIED. CAVEAT: gamma here is MODELED from the listed options chain plus an assumed dealer-positioning convention: it is an ESTIMATE, not disclosed positioning. Descriptive structure, not advice.

Parameters1

ticker

any

optional

Optional ticker. Omit for the gamma SURFACE (all tracked names); pass a ticker for its detail.

Raw schema

{
  "type": "object",
  "properties": {
    "ticker": {
      "anyOf": [
        {
          "maxLength": 12,
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Optional ticker. Omit for the gamma SURFACE (all tracked names); pass a ticker for its detail.",
      "title": "Ticker"
    }
  },
  "title": "equity_gammaArguments"
}

macro_regime

The current cross-asset Risk-On/Off macro regime. Returns the latest daily regime score (-3..+3, 5-day smoothed) with the four factor sub-scores (growth, liquidity, risk-appetite, volatility), the per-indicator z-scores, a conviction level, and a deterministic interpretation string. Reach for this for a one-call read of the market's macro backdrop. ``data_as_of`` is the trading date the score is for; ``as_of`` / ``computed_at`` is when it was computed. Descriptive regime state, not a trade recommendation. For the regime score TIME SERIES (how the backdrop trended, regime transitions), the REST API exposes ``GET /v1/macro/regime/history`` (SDK: ``k.macro.regime_history(days=365)``). For cross-asset correlation BREAKS (pairs whose latest correlation has moved off its 12-month baseline), use ``GET /v1/macro/correlations`` (SDK: ``k.macro.correlations()``).

Parameters

No parameters.

Raw schema

{
  "type": "object",
  "properties": {},
  "title": "macro_regimeArguments"
}

kresmion_status

Data-freshness health check across every Kresmion product family. Returns one row per family (prediction markets, whales, ETF, derivatives, options, equity signals, insider clusters, congress, 13F, COT, TIC, macro regime, short volume): the latest backing-row timestamp, the number of rows written in the last 24h, and an ``ok`` flag. Reach for this FIRST to confirm the data behind an endpoint is fresh before you act on it. Each family reports its own health independently.

Parameters

No parameters.

Raw schema

{
  "type": "object",
  "properties": {},
  "title": "kresmion_statusArguments"
}

kresmion_topup

Buy more monthly API quota by paying USDC on Solana. Use this after a 429 monthly-quota error. This is the ONE tool here that spends money. Every other tool is read-only; this one creates a pending on-chain payment that, once paid, immediately raises the quota on the SAME API key you are calling with. WHEN TO REACH FOR IT: a normal Kresmion tool call comes back with a rate_limited / 429 error whose detail says the MONTHLY quota is exhausted. A per-minute 429 just needs you to wait out its retry_after; a monthly 429 needs more quota, which is what this buys. THE FLOW (four steps): 1. action='plans' -> the catalog: each plan's key, USDC price, how many extra calls it adds, and how many days it lasts. Pick one. 2. action='quote', plan='<key>' -> creates a pending payment and returns amount_usdc (a unique full-6-decimal amount, e.g. 5.000731, that identifies THIS payment), recipient (a Solana address), reference (an optional extra account that merely speeds attribution), memo, solana_pay_url, expires_at, and instructions. 3. Send EXACTLY amount_usdc (full 6-decimal precision) of USDC (SPL token mint EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v) to recipient on Solana MAINNET, from ANY wallet or exchange. The exact amount is what identifies your payment; including the reference pubkey as a read-only extra account is OPTIONAL and merely speeds attribution. You send this yourself; Kresmion never holds your keys and cannot move funds for you. The solana_pay_url encodes the same payment for a wallet. 4. action='status', payment_id='<id>' -> poll until status is 'credited'. It walks pending -> confirmed -> credited, and the quota boost applies the moment it reads 'credited'. 'underpaid' means too little arrived; 'expired' means the quote lapsed before payment landed. READ THIS BEFORE PAYING: * NON-REFUNDABLE. An on-chain USDC transfer cannot be reversed. Send the EXACT amount_usdc (all 6 decimals) to the EXACT recipient; a different amount does not match your quote. * The quote EXPIRES 30 minutes after action='quote'. Pay inside that window or it becomes 'expired' and you must quote again. * USDC ONLY, Solana MAINNET ONLY. Any other token, chain, or amount is not credited and is not recoverable. Returns the decoded envelope dict for each action, or a structured error dict (missing_api_key, invalid_request, rate_limited, ...) so you can self-correct. The payment is tied to the API key on THIS call, so use the key you want the extra quota on.

Parameters3

action	string	required	plans = list the top-up catalog; quote = create a payment for a plan (needs 'plan'); status = poll a payment (needs 'payment_id').
plan	any	optional	Plan key for action='quote' (e.g. 'boost_100k'). Get valid keys from action='plans'.
payment_id	any	optional	Payment id for action='status'. Returned by action='quote'.

Raw schema

{
  "type": "object",
  "properties": {
    "action": {
      "description": "plans = list the top-up catalog; quote = create a payment for a plan (needs 'plan'); status = poll a payment (needs 'payment_id').",
      "pattern": "^(plans|quote|status)$",
      "title": "Action",
      "type": "string"
    },
    "plan": {
      "anyOf": [
        {
          "maxLength": 64,
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Plan key for action='quote' (e.g. 'boost_100k'). Get valid keys from action='plans'.",
      "title": "Plan"
    },
    "payment_id": {
      "anyOf": [
        {
          "maxLength": 128,
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Payment id for action='status'. Returned by action='quote'.",
      "title": "Payment Id"
    }
  },
  "required": [
    "action"
  ],
  "title": "kresmion_topupArguments"
}

Kresmion

🛠️ Key Features

🚀 Use Cases

⚡ Developer Benefits

⚠️ Limitations

kresmion_brief

prediction_markets

prediction_market_detail

prediction_market_history

prediction_order_book

prediction_movers

prediction_divergence

prediction_calibration

prediction_execution_cost

prediction_calendar

crypto_whale_transfers

crypto_etf_flows

crypto_derivatives

crypto_funding

crypto_liquidations

equity_signals

institutional_holdings

equity_gamma

macro_regime

kresmion_status

kresmion_topup

Install

Remote endpoint