@quantoracle/agentkit 0.1.0

package/dist/index.js

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+import { z } from 'zod';
+import { ActionProvider, CreateAction } from '@coinbase/agentkit';
+
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
+var PriceOptionSchema = z.object({
+  S: z.number().positive().describe("Spot price of the underlying"),
+  K: z.number().positive().describe("Strike price"),
+  T: z.number().positive().describe("Time to expiry in years (0.083 = 30 days)"),
+  r: z.number().describe("Risk-free interest rate as decimal (0.05 = 5%)"),
+  sigma: z.number().positive().describe("Annualized volatility as decimal (0.28 = 28%)"),
+  option_type: z.enum([
+    "call",
+    "put"
+  ]).default("call").describe("Option type \u2014 call or put")
+}).describe("Black-Scholes option pricing with full Greeks. Returns price, breakeven, probability ITM, and all first-order Greeks (delta, gamma, vega, theta, rho).");
+var CalculateKellySchema = z.object({
+  win_rate: z.number().min(0.01).max(0.99).describe("Probability of winning (0-1)"),
+  avg_win: z.number().positive().describe("Average dollar amount won on winning trades"),
+  avg_loss: z.number().positive().describe("Average dollar amount lost on losing trades (positive number)")
+}).describe("Kelly Criterion optimal bet sizing. Returns full-, half-, and quarter-Kelly fractions plus edge and payoff ratio. Use half- or quarter-Kelly in real trading because edge estimates are noisy.");
+var SimulatePortfolioSchema = z.object({
+  initial_value: z.number().positive().describe("Starting portfolio value"),
+  annual_return: z.number().describe("Expected annual return as decimal (0.08 = 8%)"),
+  annual_vol: z.number().positive().describe("Annual volatility as decimal (0.18 = 18%)"),
+  years: z.number().positive().max(30).describe("Time horizon in years (max 30)"),
+  simulations: z.number().int().min(100).max(2500).default(1e3).describe("Number of Monte Carlo paths (100-2500; 1000 default)"),
+  contributions: z.number().min(0).default(0).describe("Annual contribution amount (set 0 if none)"),
+  withdrawal_rate: z.number().min(0).max(0.5).default(0).describe("Annual withdrawal rate as decimal (0.04 = 4%)")
+}).describe("Monte Carlo portfolio simulation. Returns distribution of terminal outcomes (P5/P25/median/P75/P95), probability of loss, probability of doubling, and probability of ruin under withdrawals.");
+var AssessPortfolioRiskSchema = z.object({
+  returns: z.array(z.number()).min(30).max(5e3).describe("Array of historical periodic returns as decimals (0.012 = 1.2%). Daily returns assumed; 30-5000 observations."),
+  risk_free_rate: z.number().default(0.04).describe("Annual risk-free rate as decimal (0.04 = 4%)"),
+  annualization_factor: z.number().int().default(252).describe("252 for daily returns, 52 for weekly, 12 for monthly")
+}).describe("Composite full risk analysis: Sharpe, Sortino, Calmar, max drawdown, VaR, CVaR, Hurst exponent, and Kelly. PAID endpoint ($0.04 per call, settled in USDC). AgentKit's wallet pays automatically.");
+var RecommendHedgeSchema = z.object({
+  position_type: z.enum([
+    "long_stock",
+    "short_stock",
+    "long_crypto",
+    "long_options"
+  ]).describe("Type of position to hedge"),
+  position_value: z.number().positive().describe("Current dollar value of the position"),
+  asset_price: z.number().positive().describe("Current spot price of the underlying"),
+  volatility: z.number().positive().describe("Annualized volatility of the underlying as decimal (0.28 = 28%)"),
+  time_horizon_days: z.number().int().positive().default(30).describe("Hedge time horizon in days"),
+  max_hedge_cost_pct: z.number().min(0).max(0.5).default(0.05).describe("Maximum hedge cost as fraction of position (0.05 = 5%)"),
+  r: z.number().default(0.05).describe("Risk-free rate as decimal")
+}).describe("Recommend ranked hedge structures (collar, protective put, partial put, inverse) for an existing position. Returns each structure's cost, downside protection, and upside cap. PAID endpoint ($0.04 per call, settled in USDC). AgentKit's wallet pays automatically.");
+
+// constants.ts
+var QUANTORACLE_BASE_URL = process.env.QUANTORACLE_API_URL ?? "https://api.quantoracle.dev";
+var FREE_TIER_DAILY_LIMIT = 1e3;
+var USER_AGENT = "QuantOracle-AgentKit/1.0";
+
+// quantoracleActionProvider.ts
+function _ts_decorate(decorators, target, key, desc) {
+  var c = arguments.length, r = c < 3 ? target : desc === null ? desc = Object.getOwnPropertyDescriptor(target, key) : desc, d;
+  if (typeof Reflect === "object" && typeof Reflect.decorate === "function") r = Reflect.decorate(decorators, target, key, desc);
+  else for (var i = decorators.length - 1; i >= 0; i--) if (d = decorators[i]) r = (c < 3 ? d(r) : c > 3 ? d(target, key, r) : d(target, key)) || r;
+  return c > 3 && r && Object.defineProperty(target, key, r), r;
+}
+__name(_ts_decorate, "_ts_decorate");
+function _ts_metadata(k, v) {
+  if (typeof Reflect === "object" && typeof Reflect.metadata === "function") return Reflect.metadata(k, v);
+}
+__name(_ts_metadata, "_ts_metadata");
+var QuantOracleActionProvider = class extends ActionProvider {
+  static {
+    __name(this, "QuantOracleActionProvider");
+  }
+  /**
+  * Constructor for QuantOracleActionProvider. No configuration required —
+  * the free tier covers the calculator endpoints, and paid composites use
+  * AgentKit's wallet to settle x402 payments.
+  */
+  constructor() {
+    super("quantoracle", []);
+  }
+  /**
+  * QuantOracle works on any network because the calculations are pure math
+  * (no on-chain reads). x402 settlements for paid endpoints work on Base
+  * mainnet and Solana mainnet, but the agent doesn't need to be on those
+  * networks to call the free-tier calculators.
+  *
+  * @returns true for any network
+  */
+  supportsNetwork = /* @__PURE__ */ __name((_network) => true, "supportsNetwork");
+  /**
+  * Price a European call or put option using Black-Scholes. Returns the
+  * theoretical fair value plus the full Greek profile (delta, gamma, vega,
+  * theta, rho). Use this before placing options orders to verify market
+  * prices are reasonable, or to compute expected option PnL given a view
+  * on the underlying.
+  *
+  * @param args - Spot price, strike, time to expiry, rate, vol, type
+  * @returns Markdown-formatted summary with price, breakeven, and Greeks
+  */
+  async priceOption(args) {
+    try {
+      const data = await this.callApi("/v1/options/price", args);
+      const ms = data.ms ?? 0;
+      const greeks = data.greeks ?? {};
+      return [
+        `**${args.option_type.toUpperCase()} on $${args.S} underlying, $${args.K} strike, ${(args.T * 365).toFixed(0)}d to expiry, ${(args.sigma * 100).toFixed(1)}% IV**`,
+        ``,
+        `- Price: $${data.price.toFixed(4)}`,
+        `- Breakeven: $${data.breakeven.toFixed(2)}`,
+        `- Probability ITM: ${(data.prob_itm * 100).toFixed(1)}%`,
+        `- Delta: ${greeks.delta.toFixed(4)}`,
+        `- Gamma: ${greeks.gamma.toFixed(4)}`,
+        `- Vega: ${greeks.vega.toFixed(4)}`,
+        `- Theta (per day): ${greeks.theta.toFixed(4)}`,
+        `- Rho: ${greeks.rho.toFixed(4)}`,
+        ``,
+        `_Computed in ${ms.toFixed(0)}ms via QuantOracle._`
+      ].join("\n");
+    } catch (err) {
+      return `Failed to price option: ${err instanceof Error ? err.message : String(err)}`;
+    }
+  }
+  /**
+  * Calculate Kelly Criterion optimal bet/position sizing. Returns full-,
+  * half-, and quarter-Kelly fractions. Use this to derive a defensible
+  * risk-per-trade fraction from your strategy's win rate and average
+  * win/loss profile, BEFORE sizing the position.
+  *
+  * @param args - Win rate, average win, average loss
+  * @returns Markdown-formatted summary with Kelly variants and edge analysis
+  */
+  async calculateKelly(args) {
+    try {
+      const data = await this.callApi("/v1/risk/kelly", {
+        mode: "discrete",
+        ...args
+      });
+      const fullKelly = data.full_kelly * 100;
+      const halfKelly = data.half_kelly * 100;
+      const quarterKelly = data.quarter_kelly * 100;
+      const recommendation = data.recommended.replace(/_/g, " ").toLowerCase();
+      return [
+        `**Kelly sizing for ${(args.win_rate * 100).toFixed(1)}% win rate, $${args.avg_win} avg win, $${args.avg_loss} avg loss**`,
+        ``,
+        `- Full Kelly: ${fullKelly.toFixed(2)}%`,
+        `- Half Kelly: ${halfKelly.toFixed(2)}% _(typical for risk-tolerant)_`,
+        `- Quarter Kelly: ${quarterKelly.toFixed(2)}% _(safer; recommended)_`,
+        `- Edge: ${data.edge.toFixed(2)}%`,
+        `- Payoff ratio: ${data.payoff_ratio.toFixed(2)}\xD7`,
+        `- **Recommendation:** ${recommendation}`,
+        ``,
+        fullKelly < 0 ? `_Negative edge \u2014 this strategy has negative expected value. Do not deploy capital._` : `_Computed via QuantOracle._`
+      ].join("\n");
+    } catch (err) {
+      return `Failed to calculate Kelly: ${err instanceof Error ? err.message : String(err)}`;
+    }
+  }
+  /**
+  * Run a Monte Carlo portfolio simulation to project the distribution of
+  * terminal outcomes. Use this to assess sequence-of-returns risk before
+  * deploying a strategy or to validate retirement-withdrawal sustainability.
+  *
+  * @param args - Initial value, return/vol assumptions, time horizon, contributions/withdrawals
+  * @returns Markdown-formatted summary with distribution percentiles and probability events
+  */
+  async simulatePortfolio(args) {
+    try {
+      const data = await this.callApi("/v1/simulate/montecarlo", args);
+      const t = data.terminal;
+      const probLoss = (data.prob_loss * 100).toFixed(1);
+      const probRuin = (data.prob_ruin * 100).toFixed(2);
+      const cagr = (data.cagr * 100).toFixed(2);
+      const fmt = /* @__PURE__ */ __name((v) => `$${v.toLocaleString(void 0, {
+        maximumFractionDigits: 0
+      })}`, "fmt");
+      return [
+        `**Monte Carlo: $${args.initial_value.toLocaleString()} over ${args.years} years, ${(args.annual_return * 100).toFixed(1)}% return, ${(args.annual_vol * 100).toFixed(1)}% vol**`,
+        ``,
+        `_Distribution of terminal outcomes (across ${args.simulations.toLocaleString()} simulated paths):_`,
+        `- Median: ${fmt(t.median)}`,
+        `- 5th percentile (worst 5%): ${fmt(t.p5)}`,
+        `- 95th percentile (best 5%): ${fmt(t.p95)}`,
+        `- Median CAGR: ${cagr}%`,
+        ``,
+        `**Probability events:**`,
+        `- Loss vs starting value: ${probLoss}%`,
+        `- Probability of ruin (portfolio depleted): ${probRuin}%`,
+        ``,
+        `_Computed in ${data.ms.toFixed(0)}ms via QuantOracle._`
+      ].join("\n");
+    } catch (err) {
+      return `Failed to simulate: ${err instanceof Error ? err.message : String(err)}`;
+    }
+  }
+  /**
+  * Compute a full risk-adjusted-return audit: Sharpe, Sortino, Calmar, max
+  * drawdown, VaR, CVaR, Kelly. PAID composite endpoint ($0.04 per call,
+  * settled in USDC via x402 — AgentKit's wallet handles payment automatically
+  * when the free tier is exceeded).
+  *
+  * @param args - Historical returns array, risk-free rate, annualization factor
+  * @returns Markdown-formatted comprehensive risk summary
+  */
+  async assessPortfolioRisk(args) {
+    try {
+      const data = await this.callApi("/v1/risk/full-analysis", args);
+      const sharpe = data.sharpe?.sharpe_ratio ?? 0;
+      const sortino = data.sortino?.sortino_ratio ?? 0;
+      const calmar = data.calmar?.calmar_ratio ?? 0;
+      const maxDd = data.drawdown?.max_drawdown ?? 0;
+      const varBlock = data.var;
+      const var95 = varBlock?.var_results?.["95"]?.var_pct ?? 0;
+      const cvar95 = varBlock?.var_results?.["95"]?.cvar_pct ?? 0;
+      const kelly = data.kelly?.kelly_fraction ?? 0;
+      const hurst = data.hurst?.hurst_exponent ?? 0;
+      return [
+        `**Risk audit on ${args.returns.length} observations** _(paid via x402, $0.04 USDC)_`,
+        ``,
+        `**Risk-adjusted return:**`,
+        `- Sharpe ratio: ${sharpe.toFixed(2)}`,
+        `- Sortino ratio: ${sortino.toFixed(2)}`,
+        `- Calmar ratio: ${calmar.toFixed(2)}`,
+        ``,
+        `**Tail risk:**`,
+        `- Max drawdown: ${(maxDd * 100).toFixed(2)}%`,
+        `- VaR (95%): ${var95.toFixed(2)}%`,
+        `- CVaR / Expected Shortfall (95%): ${cvar95.toFixed(2)}%`,
+        ``,
+        `**Sizing & regime:**`,
+        `- Kelly fraction: ${(kelly * 100).toFixed(2)}%`,
+        `- Hurst exponent: ${hurst.toFixed(3)} ${hurst > 0.6 ? "_(trending)_" : hurst < 0.4 ? "_(mean-reverting)_" : "_(random walk)_"}`,
+        ``,
+        `_Composite analysis via QuantOracle. Settled on-chain via x402._`
+      ].join("\n");
+    } catch (err) {
+      return `Failed to assess risk: ${err instanceof Error ? err.message : String(err)}`;
+    }
+  }
+  /**
+  * Recommend ranked hedge structures for an existing position. PAID
+  * composite endpoint ($0.04 per call, settled in USDC via x402).
+  *
+  * @param args - Position details and hedge parameters
+  * @returns Markdown-formatted ranked list of hedge structures
+  */
+  async recommendHedge(args) {
+    try {
+      const data = await this.callApi("/v1/hedging/recommend", args);
+      const structures = data.structures ?? [];
+      const lines = [
+        `**Hedge recommendations for $${args.position_value.toLocaleString()} ${args.position_type} position over ${args.time_horizon_days} days** _(paid via x402, $0.04 USDC)_`,
+        ``
+      ];
+      for (let i = 0; i < structures.length; i++) {
+        const s = structures[i];
+        lines.push(`**${i + 1}. ${s.name}** \u2014 cost ${(s.cost_pct * 100).toFixed(2)}% ($${s.cost_dollars.toFixed(2)}), floor ${(s.downside_floor * 100).toFixed(1)}%${s.upside_cap ? `, upside cap ${(s.upside_cap * 100).toFixed(1)}%` : ", unlimited upside"}`);
+        if (s.legs) {
+          for (const leg of s.legs) {
+            lines.push(`   - ${leg.action} ${leg.quantity}\xD7 ${leg.type} @ $${leg.strike.toFixed(2)} (premium $${leg.premium.toFixed(2)})`);
+          }
+        }
+        lines.push(``);
+      }
+      return lines.join("\n");
+    } catch (err) {
+      return `Failed to recommend hedge: ${err instanceof Error ? err.message : String(err)}`;
+    }
+  }
+  /**
+  * Internal helper. Posts JSON to a QuantOracle endpoint and returns the
+  * parsed response. Throws on non-2xx responses, including 402 Payment
+  * Required when the free tier is exceeded — at which point AgentKit's
+  * wallet should auto-retry with x402 payment headers (depending on your
+  * walletProvider setup).
+  *
+  * @param path - Endpoint path beginning with /v1/...
+  * @param body - JSON-serializable request body
+  * @returns Parsed JSON response
+  */
+  async callApi(path, body) {
+    const res = await fetch(`${QUANTORACLE_BASE_URL}${path}`, {
+      method: "POST",
+      headers: {
+        "Content-Type": "application/json",
+        "User-Agent": USER_AGENT,
+        "X-Source": "agentkit"
+      },
+      body: JSON.stringify(body)
+    });
+    if (!res.ok) {
+      let detail = "";
+      try {
+        const j = await res.json();
+        detail = JSON.stringify(j).slice(0, 200);
+      } catch {
+      }
+      throw new Error(`QuantOracle ${path} returned ${res.status}: ${detail}`);
+    }
+    return await res.json();
+  }
+};
+_ts_decorate([
+  CreateAction({
+    name: "price_option",
+    description: `
+Price a European call or put option using Black-Scholes with full Greeks.
+Returns the option's theoretical price, breakeven, probability ITM, and
+all first-order Greeks (delta, gamma, vega, theta, rho).
+
+Use this when:
+- Verifying that a market option price is reasonable before placing an order
+- Estimating PnL on an existing options position given a view on the underlying
+- Computing position deltas for portfolio hedging decisions
+- Sizing options trades based on Greek exposures
+
+Inputs: spot price, strike, time to expiry (in years; 30 days = 0.083),
+risk-free rate, volatility, option type (call or put).
+`,
+    schema: PriceOptionSchema
+  }),
+  _ts_metadata("design:type", Function),
+  _ts_metadata("design:paramtypes", [
+    typeof z === "undefined" || typeof z.infer === "undefined" ? Object : z.infer
+  ]),
+  _ts_metadata("design:returntype", Promise)
+], QuantOracleActionProvider.prototype, "priceOption", null);
+_ts_decorate([
+  CreateAction({
+    name: "calculate_kelly",
+    description: `
+Calculate Kelly Criterion optimal bet sizing given a strategy's win rate
+and average win/loss amounts. Returns the full-, half-, and quarter-Kelly
+fractions, the edge per dollar risked, and the payoff ratio.
+
+Use this when:
+- Deriving the risk-per-trade fraction for a position-sizing system
+- Comparing two strategies head-to-head (higher Kelly = better edge per unit risk)
+- Validating that a strategy is positive-expected-value before deploying capital
+
+The formula assumes binary outcomes with fixed amounts (suits options trades,
+event-driven bets, or any discrete win/loss strategy). For continuous-return
+strategies, see the QuantOracle API endpoint /v1/risk/kelly with mode=continuous.
+
+Most professionals use half- or quarter-Kelly because edge estimates are noisy
+and overestimating edge causes severe overbetting.
+`,
+    schema: CalculateKellySchema
+  }),
+  _ts_metadata("design:type", Function),
+  _ts_metadata("design:paramtypes", [
+    typeof z === "undefined" || typeof z.infer === "undefined" ? Object : z.infer
+  ]),
+  _ts_metadata("design:returntype", Promise)
+], QuantOracleActionProvider.prototype, "calculateKelly", null);
+_ts_decorate([
+  CreateAction({
+    name: "simulate_portfolio",
+    description: `
+Run a Monte Carlo simulation projecting the distribution of portfolio
+outcomes over a chosen time horizon. Returns terminal-value percentiles
+(P5/P25/median/P75/P95), probability of loss, probability of doubling,
+and probability of ruin under withdrawals.
+
+Use this when:
+- Stress-testing a withdrawal-rate plan (e.g. "is 4% sustainable for 30 years?")
+- Comparing portfolio strategies head-to-head
+- Quantifying sequence-of-returns risk for retirement-style allocations
+- Showing a user the realistic range of outcomes (not just expected return)
+
+The simulation uses geometric Brownian motion (log-normal returns) \u2014 a
+standard textbook assumption that is reasonable for diversified portfolios
+but underestimates fat-tail risk for high-vol single-asset strategies.
+`,
+    schema: SimulatePortfolioSchema
+  }),
+  _ts_metadata("design:type", Function),
+  _ts_metadata("design:paramtypes", [
+    typeof z === "undefined" || typeof z.infer === "undefined" ? Object : z.infer
+  ]),
+  _ts_metadata("design:returntype", Promise)
+], QuantOracleActionProvider.prototype, "simulatePortfolio", null);
+_ts_decorate([
+  CreateAction({
+    name: "assess_portfolio_risk",
+    description: `
+Run a comprehensive risk audit on a return series. Returns Sharpe ratio,
+Sortino ratio, Calmar ratio, max drawdown, VaR (95%/99%), CVaR (Expected
+Shortfall), Kelly fraction, and Hurst exponent (regime indicator).
+
+Use this when:
+- Evaluating a backtest before deploying real capital
+- Auditing an existing strategy's risk-adjusted performance
+- Comparing two strategies on multiple risk dimensions in one call
+- Generating a one-page risk summary for a stakeholder
+
+PAID composite endpoint: $0.04 per call, settled in USDC via x402 on Base
+or Solana. AgentKit's wallet pays automatically \u2014 no API key, no signup.
+The savings vs running 8 separate calculator calls is meaningful both in
+cost and in latency.
+
+Requires at least 30 observations of historical returns; 252+ recommended
+for statistical significance.
+`,
+    schema: AssessPortfolioRiskSchema
+  }),
+  _ts_metadata("design:type", Function),
+  _ts_metadata("design:paramtypes", [
+    typeof z === "undefined" || typeof z.infer === "undefined" ? Object : z.infer
+  ]),
+  _ts_metadata("design:returntype", Promise)
+], QuantOracleActionProvider.prototype, "assessPortfolioRisk", null);
+_ts_decorate([
+  CreateAction({
+    name: "recommend_hedge",
+    description: `
+Recommend ranked hedge structures (collar, protective put, partial put,
+inverse) for an existing position. Each recommendation includes the cost
+as a percentage of position value, the downside protection floor, and the
+upside cap (if any).
+
+Use this when:
+- An agent holding a long position wants to limit downside before an event
+  (earnings, FOMC, FDA decision) without selling
+- An agent needs to compare hedge strategies head-to-head by cost vs protection
+- Programmatic risk management of crypto positions ahead of high-vol periods
+
+PAID composite endpoint: $0.04 per call, settled in USDC via x402 on Base or
+Solana. AgentKit's wallet pays automatically. The output is a ranked table
+the agent can present to a user or use directly to place hedge orders.
+`,
+    schema: RecommendHedgeSchema
+  }),
+  _ts_metadata("design:type", Function),
+  _ts_metadata("design:paramtypes", [
+    typeof z === "undefined" || typeof z.infer === "undefined" ? Object : z.infer
+  ]),
+  _ts_metadata("design:returntype", Promise)
+], QuantOracleActionProvider.prototype, "recommendHedge", null);
+var quantoracleActionProvider = /* @__PURE__ */ __name(() => new QuantOracleActionProvider(), "quantoracleActionProvider");
+
+export { AssessPortfolioRiskSchema, CalculateKellySchema, FREE_TIER_DAILY_LIMIT, PriceOptionSchema, QUANTORACLE_BASE_URL, QuantOracleActionProvider, RecommendHedgeSchema, SimulatePortfolioSchema, USER_AGENT, quantoracleActionProvider };
+//# sourceMappingURL=index.js.map
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

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{ z } from \"zod\";\n\n/**\n * Schemas for the five highest-leverage QuantOracle actions an AgentKit\n * agent typically needs. The full QuantOracle API has 73 endpoints; this\n * provider intentionally exposes a curated subset of the actions that\n * solve real agent decisions (size a position, hedge it, simulate it,\n * audit risk, value an option). For the long tail, agents can call the\n * raw API directly via fetch.\n */\n\nexport const PriceOptionSchema = z\n  .object({\n    S: z.number().positive().describe(\"Spot price of the underlying\"),\n    K: z.number().positive().describe(\"Strike price\"),\n    T: z.number().positive().describe(\"Time to expiry in years (0.083 = 30 days)\"),\n    r: z.number().describe(\"Risk-free interest rate as decimal (0.05 = 5%)\"),\n    sigma: z.number().positive().describe(\"Annualized volatility as decimal (0.28 = 28%)\"),\n    option_type: z\n      .enum([\"call\", \"put\"])\n      .default(\"call\")\n      .describe(\"Option type — call or put\"),\n  })\n  .describe(\n    \"Black-Scholes option pricing with full Greeks. Returns price, breakeven, probability ITM, and all first-order Greeks (delta, gamma, vega, theta, rho).\",\n  );\n\nexport const CalculateKellySchema = z\n  .object({\n    win_rate: z\n      .number()\n      .min(0.01)\n      .max(0.99)\n      .describe(\"Probability of winning (0-1)\"),\n    avg_win: z.number().positive().describe(\"Average dollar amount won on winning trades\"),\n    avg_loss: z\n      .number()\n      .positive()\n      .describe(\"Average dollar amount lost on losing trades (positive number)\"),\n  })\n  .describe(\n    \"Kelly Criterion optimal bet sizing. Returns full-, half-, and quarter-Kelly fractions plus edge and payoff ratio. Use half- or quarter-Kelly in real trading because edge estimates are noisy.\",\n  );\n\nexport const SimulatePortfolioSchema = z\n  .object({\n    initial_value: z.number().positive().describe(\"Starting portfolio value\"),\n    annual_return: z.number().describe(\"Expected annual return as decimal (0.08 = 8%)\"),\n    annual_vol: z\n      .number()\n      .positive()\n      .describe(\"Annual volatility as decimal (0.18 = 18%)\"),\n    years: z\n      .number()\n      .positive()\n      .max(30)\n      .describe(\"Time horizon in years (max 30)\"),\n    simulations: z\n      .number()\n      .int()\n      .min(100)\n      .max(2500)\n      .default(1000)\n      .describe(\"Number of Monte Carlo paths (100-2500; 1000 default)\"),\n    contributions: z\n      .number()\n      .min(0)\n      .default(0)\n      .describe(\"Annual contribution amount (set 0 if none)\"),\n    withdrawal_rate: z\n      .number()\n      .min(0)\n      .max(0.5)\n      .default(0)\n      .describe(\"Annual withdrawal rate as decimal (0.04 = 4%)\"),\n  })\n  .describe(\n    \"Monte Carlo portfolio simulation. Returns distribution of terminal outcomes (P5/P25/median/P75/P95), probability of loss, probability of doubling, and probability of ruin under withdrawals.\",\n  );\n\nexport const AssessPortfolioRiskSchema = z\n  .object({\n    returns: z\n      .array(z.number())\n      .min(30)\n      .max(5000)\n      .describe(\n        \"Array of historical periodic returns as decimals (0.012 = 1.2%). Daily returns assumed; 30-5000 observations.\",\n      ),\n    risk_free_rate: z\n      .number()\n      .default(0.04)\n      .describe(\"Annual risk-free rate as decimal (0.04 = 4%)\"),\n    annualization_factor: z\n      .number()\n      .int()\n      .default(252)\n      .describe(\"252 for daily returns, 52 for weekly, 12 for monthly\"),\n  })\n  .describe(\n    \"Composite full risk analysis: Sharpe, Sortino, Calmar, max drawdown, VaR, CVaR, Hurst exponent, and Kelly. PAID endpoint ($0.04 per call, settled in USDC). AgentKit's wallet pays automatically.\",\n  );\n\nexport const RecommendHedgeSchema = z\n  .object({\n    position_type: z\n      .enum([\"long_stock\", \"short_stock\", \"long_crypto\", \"long_options\"])\n      .describe(\"Type of position to hedge\"),\n    position_value: z\n      .number()\n      .positive()\n      .describe(\"Current dollar value of the position\"),\n    asset_price: z.number().positive().describe(\"Current spot price of the underlying\"),\n    volatility: z\n      .number()\n      .positive()\n      .describe(\"Annualized volatility of the underlying as decimal (0.28 = 28%)\"),\n    time_horizon_days: z\n      .number()\n      .int()\n      .positive()\n      .default(30)\n      .describe(\"Hedge time horizon in days\"),\n    max_hedge_cost_pct: z\n      .number()\n      .min(0)\n      .max(0.5)\n      .default(0.05)\n      .describe(\"Maximum hedge cost as fraction of position (0.05 = 5%)\"),\n    r: z.number().default(0.05).describe(\"Risk-free rate as decimal\"),\n  })\n  .describe(\n    \"Recommend ranked hedge structures (collar, protective put, partial put, inverse) for an existing position. Returns each structure's cost, downside protection, and upside cap. PAID endpoint ($0.04 per call, settled in USDC). AgentKit's wallet pays automatically.\",\n  );\n","/**\n * Base URL for the QuantOracle API.\n *\n * Override via the QUANTORACLE_API_URL env var if you're proxying through a\n * private gateway or testing against a staging instance.\n */\nexport const QUANTORACLE_BASE_URL =\n  process.env.QUANTORACLE_API_URL ?? \"https://api.quantoracle.dev\";\n\n/**\n * Free tier: 1,000 calls/IP/day, no signup, no API key.\n *\n * Paid composite endpoints (full-analysis, hedging, backtest, rebalance) cost\n * $0.04-$0.10 per call settled in USDC on Base or Solana via the x402\n * protocol. AgentKit's wallet pays automatically — your agent doesn't need\n * to handle billing logic.\n */\nexport const FREE_TIER_DAILY_LIMIT = 1000;\n\n/**\n * Generic User-Agent so the QuantOracle backend can attribute calls and we\n * can show AgentKit usage in our analytics dashboard.\n */\nexport const USER_AGENT = \"QuantOracle-AgentKit/1.0\";\n","import { z } from \"zod\";\nimport { ActionProvider } from \"@coinbase/agentkit\";\nimport { CreateAction } from \"@coinbase/agentkit\";\nimport { Network } from \"@coinbase/agentkit\";\nimport {\n  AssessPortfolioRiskSchema,\n  CalculateKellySchema,\n  PriceOptionSchema,\n  RecommendHedgeSchema,\n  SimulatePortfolioSchema,\n} from \"./schemas\";\nimport { QUANTORACLE_BASE_URL, USER_AGENT } from \"./constants\";\n\n/**\n * QuantOracleActionProvider — deterministic quant finance math for AgentKit agents.\n *\n * QuantOracle is a free pay-per-call API serving 73 deterministic financial\n * calculators (options pricing, risk metrics, portfolio optimization,\n * Monte Carlo, statistics, crypto/DeFi, FX/macro, TVM). This provider exposes\n * the five highest-leverage actions an autonomous trading or finance agent\n * typically needs.\n *\n * **Why use grounded math over LLM-only computation:**\n * - Same inputs always produce the same outputs (verifiable, cacheable)\n * - Citation-tested against textbook values (Hull, Wilmott, Lopez de Prado)\n * - Sub-70ms response time, no Python deps required\n * - Free tier: 1,000 calls/IP/day with no signup or API key\n * - Paid composites (full-analysis, hedge, backtest) settle in USDC on Base\n *   or Solana via x402. AgentKit's wallet pays automatically.\n *\n * @example\n * ```ts\n * import { AgentKit } from \"@coinbase/agentkit\";\n * import { quantoracleActionProvider } from \"@quantoracle/agentkit\";\n *\n * const agent = await AgentKit.from({\n *   walletProvider,\n *   actionProviders: [quantoracleActionProvider()],\n * });\n *\n * // Agent can now call: price_option, calculate_kelly,\n * // simulate_portfolio, assess_portfolio_risk, recommend_hedge\n * ```\n */\nexport class QuantOracleActionProvider extends ActionProvider {\n  /**\n   * Constructor for QuantOracleActionProvider. No configuration required —\n   * the free tier covers the calculator endpoints, and paid composites use\n   * AgentKit's wallet to settle x402 payments.\n   */\n  constructor() {\n    super(\"quantoracle\", []);\n  }\n\n  /**\n   * QuantOracle works on any network because the calculations are pure math\n   * (no on-chain reads). x402 settlements for paid endpoints work on Base\n   * mainnet and Solana mainnet, but the agent doesn't need to be on those\n   * networks to call the free-tier calculators.\n   *\n   * @returns true for any network\n   */\n  supportsNetwork = (_network: Network): boolean => true;\n\n  /**\n   * Price a European call or put option using Black-Scholes. Returns the\n   * theoretical fair value plus the full Greek profile (delta, gamma, vega,\n   * theta, rho). Use this before placing options orders to verify market\n   * prices are reasonable, or to compute expected option PnL given a view\n   * on the underlying.\n   *\n   * @param args - Spot price, strike, time to expiry, rate, vol, type\n   * @returns Markdown-formatted summary with price, breakeven, and Greeks\n   */\n  @CreateAction({\n    name: \"price_option\",\n    description: `\nPrice a European call or put option using Black-Scholes with full Greeks.\nReturns the option's theoretical price, breakeven, probability ITM, and\nall first-order Greeks (delta, gamma, vega, theta, rho).\n\nUse this when:\n- Verifying that a market option price is reasonable before placing an order\n- Estimating PnL on an existing options position given a view on the underlying\n- Computing position deltas for portfolio hedging decisions\n- Sizing options trades based on Greek exposures\n\nInputs: spot price, strike, time to expiry (in years; 30 days = 0.083),\nrisk-free rate, volatility, option type (call or put).\n`,\n    schema: PriceOptionSchema,\n  })\n  async priceOption(args: z.infer<typeof PriceOptionSchema>): Promise<string> {\n    try {\n      const data = await this.callApi(\"/v1/options/price\", args);\n      const ms = (data.ms as number) ?? 0;\n      const greeks = (data.greeks ?? {}) as Record<string, number>;\n      return [\n        `**${args.option_type.toUpperCase()} on $${args.S} underlying, $${args.K} strike, ${(args.T * 365).toFixed(0)}d to expiry, ${(args.sigma * 100).toFixed(1)}% IV**`,\n        ``,\n        `- Price: $${(data.price as number).toFixed(4)}`,\n        `- Breakeven: $${(data.breakeven as number).toFixed(2)}`,\n        `- Probability ITM: ${((data.prob_itm as number) * 100).toFixed(1)}%`,\n        `- Delta: ${(greeks.delta as number).toFixed(4)}`,\n        `- Gamma: ${(greeks.gamma as number).toFixed(4)}`,\n        `- Vega: ${(greeks.vega as number).toFixed(4)}`,\n        `- Theta (per day): ${(greeks.theta as number).toFixed(4)}`,\n        `- Rho: ${(greeks.rho as number).toFixed(4)}`,\n        ``,\n        `_Computed in ${ms.toFixed(0)}ms via QuantOracle._`,\n      ].join(\"\\n\");\n    } catch (err) {\n      return `Failed to price option: ${err instanceof Error ? err.message : String(err)}`;\n    }\n  }\n\n  /**\n   * Calculate Kelly Criterion optimal bet/position sizing. Returns full-,\n   * half-, and quarter-Kelly fractions. Use this to derive a defensible\n   * risk-per-trade fraction from your strategy's win rate and average\n   * win/loss profile, BEFORE sizing the position.\n   *\n   * @param args - Win rate, average win, average loss\n   * @returns Markdown-formatted summary with Kelly variants and edge analysis\n   */\n  @CreateAction({\n    name: \"calculate_kelly\",\n    description: `\nCalculate Kelly Criterion optimal bet sizing given a strategy's win rate\nand average win/loss amounts. Returns the full-, half-, and quarter-Kelly\nfractions, the edge per dollar risked, and the payoff ratio.\n\nUse this when:\n- Deriving the risk-per-trade fraction for a position-sizing system\n- Comparing two strategies head-to-head (higher Kelly = better edge per unit risk)\n- Validating that a strategy is positive-expected-value before deploying capital\n\nThe formula assumes binary outcomes with fixed amounts (suits options trades,\nevent-driven bets, or any discrete win/loss strategy). For continuous-return\nstrategies, see the QuantOracle API endpoint /v1/risk/kelly with mode=continuous.\n\nMost professionals use half- or quarter-Kelly because edge estimates are noisy\nand overestimating edge causes severe overbetting.\n`,\n    schema: CalculateKellySchema,\n  })\n  async calculateKelly(args: z.infer<typeof CalculateKellySchema>): Promise<string> {\n    try {\n      const data = await this.callApi(\"/v1/risk/kelly\", { mode: \"discrete\", ...args });\n      const fullKelly = (data.full_kelly as number) * 100;\n      const halfKelly = (data.half_kelly as number) * 100;\n      const quarterKelly = (data.quarter_kelly as number) * 100;\n      const recommendation = (data.recommended as string).replace(/_/g, \" \").toLowerCase();\n      return [\n        `**Kelly sizing for ${(args.win_rate * 100).toFixed(1)}% win rate, $${args.avg_win} avg win, $${args.avg_loss} avg loss**`,\n        ``,\n        `- Full Kelly: ${fullKelly.toFixed(2)}%`,\n        `- Half Kelly: ${halfKelly.toFixed(2)}% _(typical for risk-tolerant)_`,\n        `- Quarter Kelly: ${quarterKelly.toFixed(2)}% _(safer; recommended)_`,\n        `- Edge: ${(data.edge as number).toFixed(2)}%`,\n        `- Payoff ratio: ${(data.payoff_ratio as number).toFixed(2)}×`,\n        `- **Recommendation:** ${recommendation}`,\n        ``,\n        fullKelly < 0\n          ? `_Negative edge — this strategy has negative expected value. Do not deploy capital._`\n          : `_Computed via QuantOracle._`,\n      ].join(\"\\n\");\n    } catch (err) {\n      return `Failed to calculate Kelly: ${err instanceof Error ? err.message : String(err)}`;\n    }\n  }\n\n  /**\n   * Run a Monte Carlo portfolio simulation to project the distribution of\n   * terminal outcomes. Use this to assess sequence-of-returns risk before\n   * deploying a strategy or to validate retirement-withdrawal sustainability.\n   *\n   * @param args - Initial value, return/vol assumptions, time horizon, contributions/withdrawals\n   * @returns Markdown-formatted summary with distribution percentiles and probability events\n   */\n  @CreateAction({\n    name: \"simulate_portfolio\",\n    description: `\nRun a Monte Carlo simulation projecting the distribution of portfolio\noutcomes over a chosen time horizon. Returns terminal-value percentiles\n(P5/P25/median/P75/P95), probability of loss, probability of doubling,\nand probability of ruin under withdrawals.\n\nUse this when:\n- Stress-testing a withdrawal-rate plan (e.g. \"is 4% sustainable for 30 years?\")\n- Comparing portfolio strategies head-to-head\n- Quantifying sequence-of-returns risk for retirement-style allocations\n- Showing a user the realistic range of outcomes (not just expected return)\n\nThe simulation uses geometric Brownian motion (log-normal returns) — a\nstandard textbook assumption that is reasonable for diversified portfolios\nbut underestimates fat-tail risk for high-vol single-asset strategies.\n`,\n    schema: SimulatePortfolioSchema,\n  })\n  async simulatePortfolio(\n    args: z.infer<typeof SimulatePortfolioSchema>,\n  ): Promise<string> {\n    try {\n      const data = await this.callApi(\"/v1/simulate/montecarlo\", args);\n      const t = data.terminal as Record<string, number>;\n      const probLoss = ((data.prob_loss as number) * 100).toFixed(1);\n      const probRuin = ((data.prob_ruin as number) * 100).toFixed(2);\n      const cagr = ((data.cagr as number) * 100).toFixed(2);\n      const fmt = (v: number) => `$${v.toLocaleString(undefined, { maximumFractionDigits: 0 })}`;\n      return [\n        `**Monte Carlo: $${args.initial_value.toLocaleString()} over ${args.years} years, ${(args.annual_return * 100).toFixed(1)}% return, ${(args.annual_vol * 100).toFixed(1)}% vol**`,\n        ``,\n        `_Distribution of terminal outcomes (across ${args.simulations.toLocaleString()} simulated paths):_`,\n        `- Median: ${fmt(t.median)}`,\n        `- 5th percentile (worst 5%): ${fmt(t.p5)}`,\n        `- 95th percentile (best 5%): ${fmt(t.p95)}`,\n        `- Median CAGR: ${cagr}%`,\n        ``,\n        `**Probability events:**`,\n        `- Loss vs starting value: ${probLoss}%`,\n        `- Probability of ruin (portfolio depleted): ${probRuin}%`,\n        ``,\n        `_Computed in ${(data.ms as number).toFixed(0)}ms via QuantOracle._`,\n      ].join(\"\\n\");\n    } catch (err) {\n      return `Failed to simulate: ${err instanceof Error ? err.message : String(err)}`;\n    }\n  }\n\n  /**\n   * Compute a full risk-adjusted-return audit: Sharpe, Sortino, Calmar, max\n   * drawdown, VaR, CVaR, Kelly. PAID composite endpoint ($0.04 per call,\n   * settled in USDC via x402 — AgentKit's wallet handles payment automatically\n   * when the free tier is exceeded).\n   *\n   * @param args - Historical returns array, risk-free rate, annualization factor\n   * @returns Markdown-formatted comprehensive risk summary\n   */\n  @CreateAction({\n    name: \"assess_portfolio_risk\",\n    description: `\nRun a comprehensive risk audit on a return series. Returns Sharpe ratio,\nSortino ratio, Calmar ratio, max drawdown, VaR (95%/99%), CVaR (Expected\nShortfall), Kelly fraction, and Hurst exponent (regime indicator).\n\nUse this when:\n- Evaluating a backtest before deploying real capital\n- Auditing an existing strategy's risk-adjusted performance\n- Comparing two strategies on multiple risk dimensions in one call\n- Generating a one-page risk summary for a stakeholder\n\nPAID composite endpoint: $0.04 per call, settled in USDC via x402 on Base\nor Solana. AgentKit's wallet pays automatically — no API key, no signup.\nThe savings vs running 8 separate calculator calls is meaningful both in\ncost and in latency.\n\nRequires at least 30 observations of historical returns; 252+ recommended\nfor statistical significance.\n`,\n    schema: AssessPortfolioRiskSchema,\n  })\n  async assessPortfolioRisk(\n    args: z.infer<typeof AssessPortfolioRiskSchema>,\n  ): Promise<string> {\n    try {\n      const data = await this.callApi(\"/v1/risk/full-analysis\", args);\n      // The response shape from /v1/risk/full-analysis includes nested objects\n      // for sharpe, sortino, drawdown, var, etc. We surface the headline\n      // numbers as Markdown.\n      // Cast nested response blocks — the API returns Record<string, unknown>\n      // and TypeScript needs explicit types to traverse the nested keys.\n      const sharpe = ((data.sharpe as Record<string, number>)?.sharpe_ratio as number) ?? 0;\n      const sortino = ((data.sortino as Record<string, number>)?.sortino_ratio as number) ?? 0;\n      const calmar = ((data.calmar as Record<string, number>)?.calmar_ratio as number) ?? 0;\n      const maxDd = ((data.drawdown as Record<string, number>)?.max_drawdown as number) ?? 0;\n      const varBlock = data.var as Record<string, Record<string, Record<string, number>>> | undefined;\n      const var95 = (varBlock?.var_results?.[\"95\"]?.var_pct as number) ?? 0;\n      const cvar95 = (varBlock?.var_results?.[\"95\"]?.cvar_pct as number) ?? 0;\n      const kelly = ((data.kelly as Record<string, number>)?.kelly_fraction as number) ?? 0;\n      const hurst = ((data.hurst as Record<string, number>)?.hurst_exponent as number) ?? 0;\n      return [\n        `**Risk audit on ${args.returns.length} observations** _(paid via x402, $0.04 USDC)_`,\n        ``,\n        `**Risk-adjusted return:**`,\n        `- Sharpe ratio: ${sharpe.toFixed(2)}`,\n        `- Sortino ratio: ${sortino.toFixed(2)}`,\n        `- Calmar ratio: ${calmar.toFixed(2)}`,\n        ``,\n        `**Tail risk:**`,\n        `- Max drawdown: ${(maxDd * 100).toFixed(2)}%`,\n        `- VaR (95%): ${var95.toFixed(2)}%`,\n        `- CVaR / Expected Shortfall (95%): ${cvar95.toFixed(2)}%`,\n        ``,\n        `**Sizing & regime:**`,\n        `- Kelly fraction: ${(kelly * 100).toFixed(2)}%`,\n        `- Hurst exponent: ${hurst.toFixed(3)} ${hurst > 0.6 ? \"_(trending)_\" : hurst < 0.4 ? \"_(mean-reverting)_\" : \"_(random walk)_\"}`,\n        ``,\n        `_Composite analysis via QuantOracle. Settled on-chain via x402._`,\n      ].join(\"\\n\");\n    } catch (err) {\n      return `Failed to assess risk: ${err instanceof Error ? err.message : String(err)}`;\n    }\n  }\n\n  /**\n   * Recommend ranked hedge structures for an existing position. PAID\n   * composite endpoint ($0.04 per call, settled in USDC via x402).\n   *\n   * @param args - Position details and hedge parameters\n   * @returns Markdown-formatted ranked list of hedge structures\n   */\n  @CreateAction({\n    name: \"recommend_hedge\",\n    description: `\nRecommend ranked hedge structures (collar, protective put, partial put,\ninverse) for an existing position. Each recommendation includes the cost\nas a percentage of position value, the downside protection floor, and the\nupside cap (if any).\n\nUse this when:\n- An agent holding a long position wants to limit downside before an event\n  (earnings, FOMC, FDA decision) without selling\n- An agent needs to compare hedge strategies head-to-head by cost vs protection\n- Programmatic risk management of crypto positions ahead of high-vol periods\n\nPAID composite endpoint: $0.04 per call, settled in USDC via x402 on Base or\nSolana. AgentKit's wallet pays automatically. The output is a ranked table\nthe agent can present to a user or use directly to place hedge orders.\n`,\n    schema: RecommendHedgeSchema,\n  })\n  async recommendHedge(args: z.infer<typeof RecommendHedgeSchema>): Promise<string> {\n    try {\n      // The /v1/hedging/recommend endpoint accepts our schema as-is.\n      const data = await this.callApi(\"/v1/hedging/recommend\", args);\n      const structures = (data.structures as Array<Record<string, unknown>>) ?? [];\n      const lines: string[] = [\n        `**Hedge recommendations for $${args.position_value.toLocaleString()} ${args.position_type} position over ${args.time_horizon_days} days** _(paid via x402, $0.04 USDC)_`,\n        ``,\n      ];\n      for (let i = 0; i < structures.length; i++) {\n        const s = structures[i];\n        lines.push(\n          `**${i + 1}. ${s.name as string}** — cost ${((s.cost_pct as number) * 100).toFixed(2)}% ($${(s.cost_dollars as number).toFixed(2)}), floor ${((s.downside_floor as number) * 100).toFixed(1)}%${s.upside_cap ? `, upside cap ${((s.upside_cap as number) * 100).toFixed(1)}%` : \", unlimited upside\"}`,\n        );\n        if (s.legs) {\n          for (const leg of s.legs as Array<Record<string, unknown>>) {\n            lines.push(\n              `   - ${leg.action as string} ${leg.quantity as number}× ${leg.type as string} @ $${(leg.strike as number).toFixed(2)} (premium $${(leg.premium as number).toFixed(2)})`,\n            );\n          }\n        }\n        lines.push(``);\n      }\n      return lines.join(\"\\n\");\n    } catch (err) {\n      return `Failed to recommend hedge: ${err instanceof Error ? err.message : String(err)}`;\n    }\n  }\n\n  /**\n   * Internal helper. Posts JSON to a QuantOracle endpoint and returns the\n   * parsed response. Throws on non-2xx responses, including 402 Payment\n   * Required when the free tier is exceeded — at which point AgentKit's\n   * wallet should auto-retry with x402 payment headers (depending on your\n   * walletProvider setup).\n   *\n   * @param path - Endpoint path beginning with /v1/...\n   * @param body - JSON-serializable request body\n   * @returns Parsed JSON response\n   */\n  private async callApi(\n    path: string,\n    body: Record<string, unknown>,\n  ): Promise<Record<string, unknown>> {\n    const res = await fetch(`${QUANTORACLE_BASE_URL}${path}`, {\n      method: \"POST\",\n      headers: {\n        \"Content-Type\": \"application/json\",\n        \"User-Agent\": USER_AGENT,\n        \"X-Source\": \"agentkit\",\n      },\n      body: JSON.stringify(body),\n    });\n    if (!res.ok) {\n      let detail = \"\";\n      try {\n        const j = await res.json();\n        detail = JSON.stringify(j).slice(0, 200);\n      } catch {\n        // ignore\n      }\n      throw new Error(`QuantOracle ${path} returned ${res.status}: ${detail}`);\n    }\n    return (await res.json()) as Record<string, unknown>;\n  }\n}\n\n/**\n * Factory function — returns a configured QuantOracleActionProvider instance.\n * This is the canonical way to add the provider to AgentKit.\n *\n * @example\n * ```ts\n * import { quantoracleActionProvider } from \"@quantoracle/agentkit\";\n *\n * const agent = await AgentKit.from({\n *   walletProvider,\n *   actionProviders: [quantoracleActionProvider()],\n * });\n * ```\n *\n * @returns Configured QuantOracleActionProvider\n */\nexport const quantoracleActionProvider = (): QuantOracleActionProvider =>\n  new QuantOracleActionProvider();\n"]}

package/package.json

@@ -0,0 +1,53 @@
+{
+  "name": "@quantoracle/agentkit",
+  "version": "0.1.0",
+  "description": "Deterministic quant finance math for Coinbase AgentKit agents — Black-Scholes, Kelly, Monte Carlo, full risk audit, hedge recommendations. Free tier + x402 micropayments for paid composites.",
+  "type": "module",
+  "main": "dist/index.js",
+  "module": "dist/index.js",
+  "types": "dist/index.d.ts",
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js",
+      "require": "./dist/index.cjs"
+    }
+  },
+  "files": ["dist", "README.md"],
+  "scripts": {
+    "build": "tsup",
+    "prepublishOnly": "npm run build"
+  },
+  "keywords": [
+    "agentkit",
+    "coinbase",
+    "ai-agent",
+    "quant-finance",
+    "options-pricing",
+    "black-scholes",
+    "kelly-criterion",
+    "monte-carlo",
+    "x402",
+    "deterministic"
+  ],
+  "author": "QuantOracle <hello@quantoracle.dev>",
+  "license": "MIT",
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/QuantOracledev/quantoracle.git",
+    "directory": "integrations/agentkit"
+  },
+  "homepage": "https://quantoracle.dev",
+  "peerDependencies": {
+    "@coinbase/agentkit": ">=0.5.0 <1.0.0",
+    "zod": ">=3.22.0 <5.0.0"
+  },
+  "devDependencies": {
+    "@coinbase/agentkit": "^0.5.0",
+    "@swc/core": "^1.4.0",
+    "@types/node": "^20.0.0",
+    "tsup": "^8.0.0",
+    "typescript": "^5.0.0",
+    "zod": "^3.23.0"
+  }
+}