Verified math for humans and AI agents
Prevent hallucinated Greeks, IV, and payoff numbers in your options workflows, plus forex pip math, Sharpe ratios and VaR, prediction-market odds, on-chain safety checks, and perpetual futures PnL and liquidation: exact, regression-tested results via MCP and REST.
Computed by the same functions the MCP tools call. Open any row to change the inputs.
171562f9c8cfedcf01f3f71e356b1d80412cffcf3c735a1d55d820d6fc451279LLMs can reason about markets. They should not invent your numbers.
Trading workflows break not because the agent misread the market, but because it approximated where exact math was required.
Hallucinated calculations
LLMs generate plausible-looking but incorrect option Greeks, pip values, Sharpe ratios, and liquidation prices. Close enough is not close enough when money is at stake.
Venue and market conventions
Deribit settles options in the coin, forex quotes a pip differently on JPY pairs, and every exchange defines margin, fees, and funding its own way. A generic formula is wrong almost everywhere.
Workflow fragility
One wrong liquidation estimate or sizing error can corrupt the entire execution flow. Deterministic infrastructure is the difference between a prototype and production.
Options math, computed the way Deribit actually settles it
Payoff and breakeven for a single-leg call/put, plus Black-Scholes price and Greeks: manual, or checked live against a real Deribit instrument's own quoted price.
Options Payoff Calculator
Payoff, P&L, and breakeven price for a single-leg Deribit BTC/ETH option (long/short call/put) at any scenario price: pure settlement algebra, coin-denominated to match how Deribit actually settles.
Black-Scholes Calculator
Theoretical option price and Greeks (delta, gamma, theta, vega, rho) from Black-Scholes: manual inputs, or pulled live from a real Deribit BTC/ETH instrument to check whether its quoted mark price is consistent with its own implied volatility.
Straddle & Strangle Calculator
Combined payoff, both breakeven prices, and max loss/profit for a long or short Deribit BTC/ETH straddle or strangle: coin-settled, same convention as the single-leg payoff calculator, summed across both legs.
Covered Call & Protective Put Calculator
Annualized yield (covered call) or insurance cost (protective put) plus position value at any scenario price, for coin held against a Deribit BTC/ETH option leg; accounts for the coin-denominated premium's effect on the cap/floor.
Implied Volatility Calculator
Solves for the volatility Black-Scholes needs to reproduce an observed option price: Newton-Raphson with a bisection fallback, and a no-arbitrage bounds check that refuses to solve an impossible price rather than return a garbage number.
Spread & Iron Condor Calculator
Payoff, breakeven(s), and max profit/loss for a vertical spread (2 legs) or iron condor/butterfly (4 legs): coin-settled, so max profit/loss and breakevens are genuinely not the flat, textbook USD-settled values.
Pip and lot math, the same deterministic way
Pip value, margin, breakeven, PnL, risk/reward, scenarios, position size, swap and correlation, with conversion into your account currency at a live FX rate. Pip and lot conventions are verified against real broker documentation.
Pip Value Calculator
Value of 1 pip for a given pair and position size, in that pair's own quote currency: universal pip-size convention (0.0001, or 0.01 for JPY pairs), no live data needed.
Margin Level Calculator
Free margin and margin level % from account equity and used margin: the same stop-out proximity metric every forex platform shows, computed directly.
PnL Calculator
Profit or loss for a closed or hypothetical forex trade, in pips and in the pair's own quote currency, long or short.
Risk/Reward Calculator
Risk and reward distance in pips from entry/stop/target, and the resulting ratio: a raw number, not a verdict.
Currency Converter
Converts an amount between currencies using a live FX rate: TrueFX for its 10 major pairs, frankfurter.app daily rate as the fallback.
Position Size Calculator
Position size in lots from a risk amount and stop distance, sized in your account currency via a live FX rate.
Risk and return statistics, the same deterministic way
Value at Risk, a Sharpe ratio corrected for serial correlation (not just the naive sqrt(q) scaling), the Hurst exponent, Engle-Granger cointegration for pairs trading, and a portfolio tearsheet: same deterministic, formula-verified layer as everything else.
VaR / CVaR Calculator
Parametric Value at Risk and Conditional VaR (Expected Shortfall) from a return series or a direct mean/stdev, at any confidence level, plus a skew/kurtosis-aware Modified (Cornish-Fisher) VaR.
Sharpe Ratio Calculator
Sharpe ratio with the Lo (2002) serial-correlation-aware annualization correction (not just the naive sqrt(q) scaling), plus the Probabilistic Sharpe Ratio (Bailey & Lopez de Prado).
Hurst Exponent Calculator
Rescaled-range (R/S) Hurst exponent: is a return series trending/persistent (H>0.5), mean-reverting (H<0.5), or consistent with a random walk (H~0.5)?
Portfolio Tearsheet
Core risk/return tearsheet from a return series: annualized return/volatility, Sharpe (plain/Lo/Adjusted), Sortino, drawdown-ratio cluster (Ulcer/Martin, Pain, Burke, Omega-Sharpe, Upside Potential Ratio), skew/kurtosis, PSR, win rate.
GARCH Volatility Calculator
GARCH(1,1) volatility model fit by maximum likelihood on a return series: estimates omega/alpha/beta persistence and forecasts next-period volatility.
Risk Parity Calculator
Risk-parity (equal or custom risk contribution) portfolio weights for N assets, from a covariance matrix or raw return series.
What does the market actually imply?
Reads live crypto-price markets across 5 independent venues: odds conversion, cross-venue spread checking, the market-implied BTC/ETH year-end price ladder (Kalshi), and edge sizing with fractional Kelly.
Probability Calculator
Converts a probability (manual, or pulled live from Kalshi, Polymarket, ADI Predictstreet, Limitless, or Myriad) into decimal/American odds and the breakeven win rate, plus the vig when a live market gives both sides of the price.
Market-Implied Odds
Reads Kalshi's live BTC/ETH year-end price ladder and reports what the market itself implies: median and mode price bucket, and probability at/above any real bucket boundary. No invented interpolation.
Kelly Calculator
Compares your own probability estimate against a Kalshi, Limitless, or Myriad market's price (manual or live) and sizes a bet with fractional Kelly: edge, expected value per dollar, and a capped recommended stake.
Up/Down Fair Value
Theoretical fair value for a time-windowed crypto up/down contract (ADI Predictstreet, Kalshi-style dailies) via the digital-option formula: for venues/windows with no live market price yet.
Spread Checker
Reads the same real-world bet's live price from 2-5 venues at once (Kalshi, Polymarket, ADI Predictstreet, Limitless, Myriad) and reports the spread between the cheapest and most expensive. Never auto-matches events across venues; you supply each venue's own identifier.
Arbitrage Checker
Checks 2-5 venue quotes (or manual probabilities) for the same bet for a guaranteed, direction-independent profit: buy Yes at the cheapest venue, No at the priciest, reports the guaranteed profit for a given stake and whether trading fees erase it.
Solana + 5 EVM chains, checked before you click confirm
Rug-pull mechanism checks, swap price impact, bonding curve math, market-cap comparison, and wallet flag checks: sourced and timestamped, not a guess.
Rug Pull Checker
Solana token safety spot-check: mint/freeze authority, LP lock, mutable metadata, named scam-pattern flags, sourced and timestamped. Holder concentration shown separately as market context.
Swap Price Impact
Live price-impact quote for a Solana swap, routed through Jupiter across every pool it knows about, not a single-pool estimate.
Bonding Curve
Pump.fun-style bonding curve calculator: exact tokens received, price impact, graduation progress. Pure constant-product math from pump.fun's official reserve constants, no live lookup needed.
Market Cap Calculator
Live market-cap ratio between two tokens (Solana or 5 EVM chains, mix and match), projected onto an investment. Narrative-agnostic, works for any token pair.
Wallet Checker
Checks a wallet (Solana or 5 EVM chains) against independent flag databases (GoPlus, Webacy, ScamSniffer on EVM): sanctions, phishing, mixers, exchange labels, shown separately, not merged into one score.
Impermanent Loss Calculator
Impermanent loss for a liquidity-pool position, full-range or Uniswap-V3-style concentrated: LP value vs. simply holding, at a manual price or live-fetched from the pool's two live token prices.
Answer specific trading questions
Workflows orchestrate multiple primitives in one call and return a verdict, not just a number.
Pre-Trade Check
Is this position safe to open? Full safety classification in one call.
verdict · liq distance · breakeven · funding cost
EXAMPLE VERDICT
Liq. distance 34% · funding −$4.20/day
Risk / Reward
Is this trade worth taking? R:R ratio, position size, and a take-it-or-skip verdict.
R:R ratio · position size · P&L · verdict
Portfolio Risk
How exposed am I across all my open positions? Aggregated risk across any exchange.
total P&L · margin usage · liq distance · verdict
Carry Trade Setup
Will this carry position generate profit? Delta-neutral yield and breakeven days.
annualized yield · ROI · breakeven days · verdict
DCA Entry
What is my real entry after scaling in? Average price and per-level contribution.
avg entry · breakeven · per-level P&L
Scale-Out Planner
How should I exit this position? P&L per partial close and weighted average exit.
per-exit P&L · cumulative · weighted avg exit
Average Down?
Should I add to this losing position? New average entry and liquidation, and the extra risk versus buying fresh.
new avg entry · new liq · extra risk · verdict
Funding Breakeven
How far does price need to move to cover funding and fees over my hold?
price move needed · days to break even
12 deterministic calculator primitives
Position size, liquidation price, funding cost, average entry, PnL and more: exact numbers, every time.
Position Size Calculator
Calculate position size from max acceptable loss. Never risk more than planned.
Liquidation Price Calculator
Know exactly where your position gets liquidated before you open.
Funding Rate & Cost Calculator
Real funding costs since you opened, using actual historical rates, not estimates.
Average Price Calculator
True weighted average entry price across multiple fills or DCA buys.
Futures PnL Calculator
Net profit/loss for any leveraged position, accounting for all fees.
Break-Even Calculator
The exact exit price where your trade covers all fees.
Target Exit Calculator
Work backwards from your profit target to find the required exit price.
Scenario Analysis
PnL across a full price range in one table. Plan TP and SL at a glance.
Max Safe Leverage
Find the maximum leverage you can safely use based on volatility and drawdown tolerance.
Funding Rate Arb
Annualized yield and net profit from long/short basis trades across two exchanges.
Hedge Ratio
Calculate the exact short perp size and margin needed to hedge a spot position.
Compound Funding
Project capital growth from reinvesting perpetual futures funding income.
Connect in under a minute
76 tools available via MCP: Deribit options math, forex pip/lot math, risk/stats (VaR, Sharpe, Hurst, cointegration), prediction-market odds, on-chain safety checks, and perpetual futures (12 calculator primitives, 8 workflows, Market Profile analysis). Six domains, one deterministic layer. Supports MCP for AI agents (Claude, Cursor, VS Code) and GPT Actions for trading bots. Verified formulas, structured output, no scraping.
VIEW DOCScurl https://tradingcalc.io/api/mcp \ -H "Authorization: Bearer tc_..." \ -H "Content-Type: application/json" \ -d '{ "jsonrpc": "2.0", "id": 1, "method": "tools/call", "params": { "name": "workflow.run_black_scholes", "arguments": { "spot": 84000, "strike": 90000, "daysToExpiry": 30, "volatilityPct": 55 } } }'Why you can trust the numbers
Every formula is verifiable. Not a black box.
Regression-tested formulas
800+ Vitest tests run on every deployment, including 43 exact-value canonical vectors plus property tests covering sign invariants, round-trips, and monotonicity.
View live verification report →Exchange-normalized
Formulas sourced directly from exchange documentation: fee structures, margin modes, and funding mechanics handled per-exchange. Results match what the exchange shows to the cent.
Signed responses
Every MCP tool response is signed with ECDSA P-256, so an agent can verify offline that the specific result it received came from tradingcalc.io unaltered, not just that the formula is right. The daily verification state is also written to Solana.
See the daily record →Scope guarantee
TradingCalc provides deterministic calculations only, not trade advice, execution, or market predictions. Your agent builds the strategy. We give it exact numbers.
Choose how you want to use TradingCalc
One calculation engine, two access modes.
MCP / REST API
PRIMARYFor AI agents and trading bots. Plug into Claude, Cursor, VS Code or call directly over HTTP. Structured JSON output, no parsing required.
View docs →Web app
For manual exploration and sanity-checking. Interactive calculators and workflows in the browser. No signup required for basic use.
Open Playground →Quick answers before you start
Why not let the LLM calculate this directly?
LLMs approximate. For liquidation prices, funding costs, and position sizing the difference between "close enough" and exact can mean a blown position. TradingCalc gives your agent the same numbers the exchange would compute: no estimation.
Are the calculations deterministic?
Yes. Same inputs always produce the same outputs: no randomness, no estimation. Every formula is regression-tested against 43 canonical vectors and verified on every deployment.
Which exchanges are supported?
For perpetual futures, 17 exchanges, including Binance, Bybit, OKX, Hyperliquid, Kraken, Deribit, and dYdX. Fee structures and funding mechanics are normalized per exchange, not a generic approximation.
Is TradingCalc a trading bot or execution service?
No. TradingCalc provides deterministic calculations, not trade advice, execution, or market predictions. You build the strategy; we give you the exact numbers.
Can I use this in a trading bot?
Yes, that is the primary use case. The REST API and MCP server return structured JSON your bot can parse directly. No scraping, no parsing free-form text.
What is a workflow?
A workflow answers a specific trading question: "Is this trade worth taking?" or "What is my carry yield?" It orchestrates multiple calculators in one call and returns a verdict plus plain-English explanation, not just raw numbers.
How do I get an API key?
Email s@tradingcalc.io: a free API key raises your rate limit to 200 calls/day. Anonymous use (100/day) needs no key at all.
Will you add more exchanges?
Yes. New exchanges are integrated regularly. Contact s@tradingcalc.io if your exchange is not on the list.
Is TradingCalc only for crypto perp futures?
No. Options, forex, and risk/stats math do not depend on the market, and the same deterministic layer also covers prediction markets, on-chain safety, and perpetual futures: six domains total, one MCP server.
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Make your trading agents deterministic where it matters most
Give your agents exact, regression-tested futures calculations for risk, sizing, PnL, and funding.