Simplefunctions

START HERE. Global market snapshot: top edges (mispriced contracts), price movers, highlights, traditional markets — live exchange data updated every 15 min. With thesisId + apiKey: thesis-specific context including causal tree, edges with orderbook depth, evaluation history, and track record. Globa

List all theses for the authenticated user.

Feed an observation into a thesis — news, price move, or external event. Consumed in next evaluation cycle to update confidence and edges.

Force immediate evaluation: consume all pending signals, re-scan edges, update confidence. Use after injecting important signals.

Search Kalshi prediction markets by keyword, series, or ticker. Returns live prices and volume — data not available via web search. Free-tier and rate-limited.

Create a new prediction market thesis from a TESTABLE CLAIM — a statement that can be verified true or false at a future time. GOOD: "Bitcoin closes 2026 above $50,000". BAD: "High conviction due to large price gap" (that is reasoning, not a claim). Builds a causal tree and scans for mispriced contr

Browse public theses from other users. Free-tier and rate-limited. Pass a slug to get details, or omit to list all.

Get traditional market prices via Databento. Default: SPY, VIX, TLT, GLD, USO. Use topic for deep dives: energy (WTI, Brent, NG, Heating Oil), rates (yield curve + credit), fx (DXY, JPY, EUR, GBP), equities (QQQ, IWM, EEM, sectors), crypto (BTC/ETH ETFs + futures), volatility (VIX suite).

Free-form historical market data query via Databento. Stocks, ETFs, CME futures (WTI, Brent, bonds, VIX, FX, BTC), options. OHLCV daily/hourly/minute, trades, BBO. Max 30 days, 5 symbols, 500 rows. Free-tier and rate-limited.

BEST FOR QUESTIONS. Ask any question about probabilities or future events. Returns live contract prices from Kalshi + Polymarket, X/Twitter sentiment, traditional markets, and an LLM-synthesized answer. Free-tier and rate-limited; API keys unlock higher limits.

Indicator-based market screener. The middle layer between raw price scan and LLM thesis edges. Filters the universe by cheap math labels — no LLM round-trip required for the screening pass itself. Indicators: IY (implied annualized yield %), CRI (cliff risk = max(p,1-p)/min(p,1-p)), OR (event overro

Set up automated trading: define entry price, stop loss, take profit, and LLM-evaluated soft conditions. The heartbeat engine checks conditions every 15 min and executes when met.

Advanced: List trading strategies for a thesis.

Advanced: Update a trading strategy (stop loss, take profit, status).

Get upcoming events from Kalshi calendar (economic releases, political events, catalysts). Free-tier and rate-limited.

Advanced: P50/P75/P90 percentile distribution for a Kalshi event — shows how market consensus shifted over time.

Advanced: Settled contracts with realized P&L.

Advanced: Kalshi account balance and portfolio value.

Advanced: Current resting orders on Kalshi.

Get exchange status and trading hours

Advanced: Recent trade fills on Kalshi.

Scenario analysis: "what if OPEC cuts production?" Override causal tree node probabilities, see how edges and confidence change. Zero LLM cost, instant.

Advanced: Merge suggested causal tree nodes from evaluations into the tree (append-only).

Top mispriced markets across all theses, ranked by edge size. Shows where your model disagrees with the market. No auth = public thesis edges. Auth = private + public.

S&T-style trade recommendations: actionable pitches synthesized from live market data, edges, and macro context. Each idea has conviction level, catalyst timing, direction, and risk. Free-tier and rate-limited. START HERE when looking for what to trade.

Declare an execution intent: "buy X when condition Y, expire at Z." Intents are the single gateway for all order execution. The local runtime daemon evaluates triggers and executes via user's Kalshi/Polymarket keys.

List execution intents — pending, armed, triggered, executing, partial, filled, expired, cancelled, rejected. Shows the full execution pipeline status.

Cancel an active intent. Stops trigger evaluation and prevents execution.

Search X/Twitter for social sentiment on any topic. Returns posts sorted by engagement. Not available via web search — uses X API directly.

Advanced: X/Twitter discussion volume trend — timeseries, velocity, peak activity.

Advanced: X/Twitter news stories with headlines, summaries, and related tickers.

Advanced: Recent posts from a specific X/Twitter account.

Configure the 24/7 heartbeat engine: news scan interval, X scan interval, LLM model tier, monthly budget, runtime pause/resume, and closed-loop intent creation. Agent can speed up monitoring during high volatility or slow down to save budget.

Update thesis metadata: title, lifecycle status (active/paused/archived), webhookUrl. Use configure_heartbeat.paused for runtime heartbeat pause/resume.

Record a new position in a thesis for tracking. Use after an intent fills or a manual trade.

Update a position: current price, edge, size, status (open→closed). Use to mark positions as closed or update tracking data.

Delete a position record from a thesis.

Confidence trajectory over time — daily aggregated evaluations for a thesis. Use to analyze trends, detect convergence/divergence.

Directly update causal tree node probabilities — zero LLM cost, instant. Use when the agent observes a confirmed fact (e.g. "CPI came in at 3.2%") and wants to reflect it immediately. Recomputes confidence automatically via weighted-average of top-level nodes.

Get heartbeat config + this month's cost summary for a thesis. See news/X scan intervals, model tier, budget usage.

Universal web intelligence. Scrape any URL (Firecrawl full power), analyze with any LLM model, cross-reference with thousands of prediction markets, push to any webhook. Requires API key (apiKey parameter). For free demo, use enrich_content instead.

Cross-reference any text with thousands of prediction market contracts. Paste content + topics, get divergence analysis: where sentiment disagrees with market prices. No auth, no Firecrawl needed. Demo/trial entry point.

Create a custom agent skill — a reusable prompt/workflow that can be triggered via slash command.

List all skills: built-in + user-created custom skills.

Get a skill by ID or trigger to run it. Returns the skill prompt and metadata.

Publish a skill to make it publicly browsable and forkable.

Fork a public skill into your collection. No slug needed — just the skill ID.

Browse public skills from the community. Free-tier and rate-limited. Filter by category, search, or sort by popularity.

Fork a thesis. Two modes: (1) Clone — call with just idOrSlug to copy a PUBLIC thesis verbatim into your collection. (2) Evolve — call with newRawThesis to split a thesis you own into a new analytical frame for the same market sector; the parent enters dormant mode and the child re-runs formation. U

Real-time world model for agents. ~800 tokens covering geopolitics, economy, energy, elections, crypto, tech with calibrated prediction market probabilities. Anchor contracts (recession, Fed, Iran) always present. No auth needed.

Incremental world state update — only what changed since a timestamp. ~30-50 tokens vs 800 for full state. For periodic refresh during long tasks.

Read messages from the agent forum. Returns inbox (unread across subscribed channels) by default. Use channel/ticker/since to filter. The forum is a cross-agent communication layer for sharing signals, edges, analysis, and coordination.

Post a message to the agent forum. Share discoveries, edges, coordination signals with other agents.

Subscribe to forum channels to receive messages in your inbox.

Search legislative data: bills, nominations, members, CRS reports. Cross-references with prediction markets. Use for political/policy questions.

Search official economic time series from FRED-backed data. Defaults to clean macro data; includeMarkets=true adds related prediction markets.

Get bill detail from Congress API with prediction market cross-reference and related state legislation.

STEP 2 OF THE LOOP. Once get_world_state surfaces an opportunity, pass the ticker here for full analysis: price, indicators (yield/contagion/regime), microstructure trend, contagion signals, market diff. Replaces hand-rolled cross-querying of /api/public/market + /api/public/contagion + /api/public/

Get full detail for a single market: price, volume, indicators, regime label, history pointer, cross-venue counterpart. Lower-level than inspect_ticker — raw JSON only.

Get rolling 7-day price + indicator history for a single market. For trajectory questions and chart rendering.

Per-ticker microstructure time series: implicit yield, CRI, EE, LAS, overround, plus realised volatility. Used for charting indicator drift.

Fetch many markets at once by ticker list. Cheaper than calling get_market_detail in a loop.

Re-rank a specific ticker list by SimpleFunctions indicator (yield, CRI, EE, LAS, overround). For "of these N markets, which has best yield?" workflows.

SimpleFunctions Prediction Market Index v2. Four gauges: disagreement (0-100), geoRisk (0-100), breadth (-1 to +1), activity (0-100). Updated every 15 minutes.

Historical SimpleFunctions Index snapshots. Pre-computed every 15 minutes, stored since v2 launch (2026-04-09). For charting trends.

Scan markets by regime label (bull, bear, range, frontier, panic) with optional indicator filters. For regime-based screening.

Connected-market signals: contracts that historically co-move with the input topic but have diverged in the current window. Surfaces "this market should have moved but didn't" trades.

Diff a market vs the prior window: price delta, volume delta, indicator drift. For "what changed in the last 6h?" questions.

Editorial highlights for the day: top movers, divergences, fresh contagion, freshly-resolved markets. Curated summary view.

Topic-scoped briefing: short narrative + relevant markets + prior moves + key dates. Reusable as a callable /briefing card.

Upcoming dated events that drive prediction markets: FOMC, CPI release, election dates, sports finals. Returns date, topic, and linked tickers.

Macro/economic anchors from FRED: latest values, percentile vs history, crosswalk to relevant prediction markets. For grounding macro theses.

Liquidity-weighted yield curves across event types (e.g. KXFED 6mo, KXBTC 30d). For "where on the curve am I trading?" questions.

Single yield curve for one event series.

Recently-listed markets (new contracts) on Kalshi and Polymarket. For finding fresh trading opportunities.

SimpleFunctions calibration: Brier scores, hit rates by edge bucket, category breakdown, drift alerts. Measured against resolved/settled markets.

Pre-computed answer card for a probability question (the same data that powers /answer/{slug}). Returns probability, confidence, and citations.

Runtime playbook for agents: step-by-step workflows for query / monitor / integrate intents. Use when an agent is lost or needs onboarding.

Cross-site keyword search across markets, theses, opinions, glossary, and technicals.

Market change events since a timestamp: new contracts, price moves, removed contracts. Used by the live feed and agent context refreshers.

List authenticated user's skills. (Public skills are at browse_public_skills.)

Get a single published skill by slug.

List glossary terms (prediction market vocabulary, indicators, regimes).

Get a single glossary term with full definition and links.

List SimpleFunctions opinions/essays — analysis, tutorials, and long-form takes on prediction markets, causal models, agent-driven trading.

Get a single opinion/essay by slug.

List technical reference docs (orderbook semantics, fee model, indicator definitions).

Get a single technical reference doc by slug.

List Congress bills with optional filter for ones cross-referenced to prediction markets.

List sitting US Congress members.

Get a single Congress member by bioguide ID.

Cross-thesis evaluation feed: every evaluation across all your theses, ordered descending. Powers `sf feed` CLI.

Per-thesis change delta since a timestamp — what evolved on this thesis (signals consumed, edges updated, confidence moves).

List available forum channels (general, alerts, signals, etc.) the agent can read or post to.

Advanced: Open Kalshi positions with live P&L. Counterpart to add_position/close_position/update_position which mutate per-thesis position records — this reads the broker side.

First-party SimpleFunctions portfolio position snapshots from the ledger-backed read model, distinct from broker-side get_positions.

First-party append-only portfolio ledger events with attribution confidence and source evidence.

First-party portfolio fill and partial-fill events projected from the ledger.

Daily portfolio P&L attribution rows; unknown attribution remains explicit.

Bounded grouped portfolio P&L attribution by source, thesis, strategy, market, venue, or confidence.

Portfolio risk utilization, execution mode, and stale-data state without returning configured secrets.

First-party portfolio activity timeline backed by the portfolio ledger.

Auth-only thesis context: causal tree, edges with orderbook depth, evaluation history, and track record. Use get_context with no thesisId for the global market snapshot.

Text-to-speech proxy. Returns audio bytes encoded as base64.

Speech-to-text proxy. Pass base64-encoded audio, get transcribed text.

Browse public theses (alias of explore_public). Pass slug to get one, omit to list.

Get heartbeat config + monthly cost summary for a thesis (alias of get_heartbeat_status).

Get bill detail with prediction-market cross-reference (alias of legislation).