@pmxt/mcp 2.34.3 → 2.35.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/generated/tools.js +55 -0
- package/package.json +1 -1
package/dist/generated/tools.js
CHANGED
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@@ -1013,6 +1013,61 @@ export const TOOLS = [
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1013
1013
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}
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1014
1014
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]
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1015
1015
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},
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1016
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+
{
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1017
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"name": "fetchEventsPaginated",
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1018
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"description": "Paginated variant of {@link fetchEvents}. On the first call (no `cursor`), all events are fetched from the exchange and cached in an in-memory snapshot. A cursor is returned along with the first page. Subsequent calls with that cursor serve additional pages directly from the cached snapshot -- no additional API calls are made. The snapshot is invalidated after `snapshotTTL` ms (configured via `ExchangeOptions` in the constructor). A request using a cursor from an expired snapshot throws `'Cursor has expired'`.",
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1019
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"inputSchema": {
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"type": "object",
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1021
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"properties": {
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1022
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"exchange": {
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"type": "string",
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1024
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"enum": [
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1025
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"polymarket",
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1026
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"kalshi",
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1027
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"kalshi-demo",
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1028
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"limitless",
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1029
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"probable",
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1030
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"baozi",
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1031
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"myriad",
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1032
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"opinion",
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1033
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"metaculus",
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1034
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"smarkets",
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1035
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"polymarket_us",
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"router"
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],
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1038
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"description": "The prediction market exchange to target."
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},
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"limit": {
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"type": "number"
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1042
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},
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"cursor": {
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"type": "string"
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},
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"filter": {
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"$ref": "#/components/schemas/EventFilterCriteria"
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},
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"verbose": {
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"type": "boolean",
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"description": "Return full uncompacted response. Default false returns a compact, agent-friendly summary."
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}
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1053
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},
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1054
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"required": [
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1055
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"exchange"
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1056
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]
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1057
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},
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"annotations": {
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"readOnlyHint": true
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},
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"method": "fetchEventsPaginated",
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"args": [
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{
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"name": "params",
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"kind": "object",
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"optional": true,
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"flatten": true
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}
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]
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},
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1016
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{
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"name": "fetchHedges",
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"description": "Find hedging opportunities across venues. Discovers subset/superset market relationships where one market's outcome implies another, enabling cross-venue hedging strategies with live prices.",
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