mcp server
Quiver Risk Brain
Verifiable, deterministic risk math for autonomous agents; re-runnable proof on every answer.
Description as published by the maintainer. Source
- version 0.1.0
- active
active — Registry entry last updated 2026-07-20.
What this server can do
9 functions, named and described by the server itself. Parameter names are shown because they say more about what a function does than its name usually does.
event_vol(T, spot, atmIv, atmIvPct, daysAfter, daysBefore, ivAfterPct, daysToEvent, ivBeforePct, thresholdsPct)- Options-implied expected move around a scheduled event (FOMC/CPI/earnings/etc.). Given spot, ATM implied vol, and days-to-event, returns the 1σ move, the straddle-implied expected ABSOLUTE move (risk-neutral E|ΔS|), and the probability of exceeding move thresholds. Given the vol term structure across the event (ATM IV of the expiry before vs after), it ISOLATES the event's own priced-in move (the Wright event-day technique). Self-checked: the straddle equals a numerical integral of |S_T−S₀|. This is the magnitude that macro calendars (which give only date + impact label) leave out. Required: spot.
exec_verify(feeTier, amountIn, fairPrice, reserveIn, reserveOut, amountOutRealized, slippageTolerancePct)- Deterministic execution-quality / fair-fill verification. Given a completed swap (amountIn, amountOutRealized) plus either the pre-trade pool reserves+fee (constant-product) or a fair reference price, returns how many basis points the fill lost to ADVERSE execution (sandwich/MEV/stale) beyond the unavoidable fee + own price impact. Proves that a fill "within slippage tolerance" can still have been robbed. Call after a swap to detect being sandwiched. Required: amountIn, amountOutRealized.
lp_risk(feeAprPct, capitalUsd, priceRatio, volatility, horizonPeriods, periodsPerYear, concentrationFactor)- Forward-looking liquidity-provision risk. Given a realized price ratio (for impermanent loss) and/or a volatility + horizon (for expected divergence / LVR), returns the closed-form IL, the expected −σ²T/8 divergence, and — with a fee APR — the net forecast and breakeven volatility (the vol above which fees no longer cover the bleed). Self-checked: the IL closed form is verified at the token level against explicit constant-product amounts. Call before providing liquidity to see whether the fee yield can plausibly beat the divergence loss.
options_risk(r, forward, positions, scanRangePct, volShiftVolPts)- Portfolio greeks (delta/gamma/vega/theta/vanna/volga) + SPAN-style scenario margin for an options book on Black-76. Given a list of legs {type, strike, expiryDays, iv, quantity(signed)} and a forward, returns aggregate greeks, first-order P&L per underlying move, and the worst-case loss over a price×vol grid. Self-checked: analytic greeks are verified against finite-difference derivatives of the repriced book. Call to size an options book's true net risk and margin — not the sum of per-leg notionals. Required: positions.
perp_gate(side, size, venue, margin, symbol, leverage, notional, markPrice, entryPrice, maxLeverage, horizonHours, maintMarginRate, fundingRateHourly)- Deterministic perpetual-futures risk. Given a position (entry, size, margin/leverage, maint-margin/maxLeverage), returns the exact liquidation price, the % adverse move to liquidation, effective leverage, and (if a funding rate is given) the funding drag. Pass a Hyperliquid `symbol` (e.g. BTC) to auto-fill live mark price, funding, and max leverage. Includes a self-check proving the liquidation invariant. Call this BEFORE opening or sizing any leveraged perp position — an agent that knows its true liquidation distance does not get surprise-liquidated.
portfolio_gate(account, betaTier, positions, shockScenariosPct)- Cross-venue portfolio risk. Given positions across venues [{venue, asset|symbol, side, size, entryPrice, margin|leverage, maxLeverage|marginTiers}] — OR just account: a Hyperliquid 0x address, whose FULL live book (positions, margins, account equity, the venue's own liquidation prices) is pulled keylessly — returns TRUE net exposure per underlying, the leg that liquidates FIRST (the binding constraint), concentration (HHI / effective independent bets), and a correlated-crash stress counting how many legs liquidate SIMULTANEOUSLY when the market moves ±X% (correlation→1, the Oct-10-2025 crash regime). Pass Hyperliquid symbols to auto-fill live mark/leverage/margin-tiers. Self-checked (exposure reconciliation, per-leg liquidation invariant, nearest=min, monotone stress, venue-liquidation cross-check). Call to see whether independently-sized bets are secretly ONE bet that blows up together.
risk_attest(items, contentHashes)- Batch the content-hashes from many Quiver proof envelopes into ONE Merkle root plus per-item inclusion proofs, so a single on-chain anchor (your wallet's tx) attests all of them at once. Self-checked for completeness (every item verifies) and soundness (a non-member does not). Use to make a batch of risk computations cheaply and permanently attestable for audit/liability, without a chain write per computation.
size_gate(winProb, bankroll, volatility, winLossRatio, kellyFraction, expectedReturn)- Deterministic position sizing (fractional Kelly) + risk-of-ruin. Given an edge — discrete {winProb, winLossRatio} or continuous {expectedReturn, volatility} — and a bankroll, returns the fractional-Kelly size and the probability of ever drawing down to 50/75/90%. The direct antidote to over-betting: full Kelly rides thin edges to ruin; this defaults to quarter-Kelly. Call before sizing ANY position.
treasury_risk(positions, depegFloor, depegScenarios, concentrationLimitPct)- Stablecoin / on-chain treasury risk. Given a book of positions [{asset, amountUsd, apyPct, venue, chain, pegTarget, depegProbAnnual}], returns concentration (Herfindahl by asset/venue/chain + breaches over a limit), depeg stress (explicit scenarios + a worst-single-depeg scan), weighted and risk-adjusted yield. Self-checked: HHI == Σw², weights sum to 1, depeg-loss identity. Call to size a treasury's real risk — issuer/venue/chain concentration and depeg exposure — not just its headline APY. Required: positions.
Last successful function declaration observed on . Source: https://quiver-production-c3a8.up.railway.app/mcp. We list what the server declared; we do not call any of these functions.
Endpoint status observed on . Source: https://quiver-production-c3a8.up.railway.app/mcp.
Signals
These are separate measurements of different things. They are deliberately not combined into one score, because a popularity number that mixes website traffic with saves and stars cannot be checked or acted on.
| Signal | Value | What it measures | Window | Observed | Source |
|---|---|---|---|---|---|
| Latest published version | 0.1.0 | Latest version string the maintainer published to the registry. | as of fetch | Model Context Protocol | |
| Registry record last updated | 2026-07-20 | When the registry record was last updated by its maintainer. | point in time | Model Context Protocol | |
| First listed in the MCP Registry | 2026-07-20 | Date this server was first published to the official MCP Registry. Not a usage or quality measure. | point in time | Model Context Protocol | |
| mcp tools declared | 9 tools | Number of functions the server itself declared when asked to list them. This is what the server offers an agent, not a measure of how well any of them work. | as of probe | quiver-production-c3a8.up.railway.app | |
| mcp endpoint status | ok | The server listed 9 functions when asked. | as of probe | quiver-production-c3a8.up.railway.app |
Where to get it
This record as data
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