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8 clients · secrets stay placeholders

JSON (mcpServers)Claude CodeCodexOpenCodeCursorVS CodeGemini CLIGoose

{
  "mcpServers": {
    "seiche": {
      "type": "http",
      "url": "https://api.seiche.info/mcp"
    }
  }
}

claude mcp add --transport http seiche https://api.seiche.info/mcp

[mcp_servers.seiche]
url = "https://api.seiche.info/mcp"

{
  "$schema": "https://opencode.ai/config.json",
  "mcp": {
    "seiche": {
      "type": "remote",
      "url": "https://api.seiche.info/mcp",
      "enabled": true
    }
  }
}

{
  "mcpServers": {
    "seiche": {
      "type": "http",
      "url": "https://api.seiche.info/mcp"
    }
  },
  "deeplink": "cursor://anysphere.cursor-deeplink/mcp/install?name=seiche&config=eyJ0eXBlIjoiaHR0cCIsInVybCI6Imh0dHBzOi8vYXBpLnNlaWNoZS5pbmZvL21jcCJ9"
}

{
  "servers": {
    "seiche": {
      "type": "http",
      "url": "https://api.seiche.info/mcp"
    }
  }
}

{
  "mcpServers": {
    "seiche": {
      "httpUrl": "https://api.seiche.info/mcp"
    }
  }
}

extensions:
  "seiche":
    enabled: true
    name: "seiche"
    type: streamable_http
    uri: "https://api.seiche.info/mcp"
    timeout: 300

Quality 72 / 100needs work

protocol75 · weight 25

warn
protocol.modernnewest supported version is 2025-11-25; 2026-07-28 not supported, older versions are deprecated until 2027-07-28
n/a
protocol.statelessonly applies to 2026-07-28 servers
pass
protocol.transportstreamable HTTP
n/a
protocol.list_ttlonly applies to 2026-07-28 servers

authorizationn/a · weight 15

n/a
auth.prm, auth.as_metadata, auth.cimdno remote uses OAuth
n/a
auth.secret_in_urlno templated URL

tool hygiene93 · weight 30

pass
tools.descriptionsevery tool has a description
warn
tools.description_length2 tools have descriptions over 1,024 characters, which crowds the context
pass
tools.schemasevery tool has an object input schema
pass
tools.annotations16 of 16 tools declare readOnlyHint or destructiveHint
pass
tools.directory_hintsevery tool declares readOnlyHint, destructiveHint, idempotentHint and openWorldHint
pass
tools.token_costabout 3,729 tokens to load every tool
pass
tools.api_dumptools are not a one-to-one API dump

stability25 · weight 15

warn
stability.changes7 tool changes in 30 days
fail
stability.rug_pull1 tools kept their name but changed most of their description in 30 days; review before trusting them

dependenciesn/a · weight 15

n/a
deps.known_vulns, deps.mcp_sdk_version, deps.resolvabledeps.dev does not know [email protected]

16 tools, about 3,729 tokens to load them all · tool set 4e48315ef042 · tools last changed 2026-10-17 · checked 2026-10-20 13:17 UTC

Tool changes

2026-10-17money_market_contextchangeddescription, input schema, output schema
before
Use section='countries' for the public-source country catalog, or add country='JP' (a supported ISO alpha-2 code; UK is an alias for GB) for dated policy, funding, liquidity and sovereign references. Country coverage is partial and monthly references are explicitly separate from daily curves. Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use section='india' for the India funding, RBI liquidity, policy and sovereign-curve desk from a bounded canonical observation read. It keeps benchmark identities, date alignment, curve movements and mechanism hypotheses separate. Otherwise use optional `section` to request a compact summary, one named USD desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence, compare secured/unsecured benchmarks and show calendar cohorts with sample limits, without changing any score. Returns exact-date alignment, native-cadence changes, empirical own-history statistics, freshness, coverage, formulas, sources, and caveats as applicable. Chart history is always omitted. USD reads only an already completed cached or persisted snapshot; it never triggers collection or engine recomputation, while freshness is re-evaluated at response time. Context only: no causal, predictive, probability, or trade claim.
after · 89% of words in common
Use section='countries' for the public-source country catalog, or add country='JP' (a supported ISO alpha-2 code; UK is an alias for GB) for dated policy, funding, liquidity and sovereign references. Country coverage is partial and monthly references are explicitly separate from daily curves. Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use section='india' for the India funding, RBI liquidity, policy and sovereign-curve desk from a bounded canonical observation read. It keeps benchmark identities, date alignment, curve movements and mechanism hypotheses separate. India defaults to view='full' for compatibility; prefer view='summary' for findings, constraints and an exact metric ID catalog, then view='metric' with metric_id for one complete evidence card. These India-only views are independent reads, not a pinned snapshot or pagination. Otherwise use optional `section` to request a compact summary, one named USD desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence, compare secured/unsecured benchmarks and show calendar cohorts with sample limits, without changing any score. Returns exact-date alignment, native-cadence changes, empirical own-history statistics, freshness, coverage, formulas, sources, and caveats as applicable. Chart history is always omitted. USD reads only an already completed cached or persisted snapshot; it never triggers collection or engine recomputation, while freshness is re-evaluated at response time. Context only: no causal, predictive, probability, or trade claim.
2026-10-14latest_articlechangeddescriptionmeaning changed
before
The exact full-text Seiche editorial published today: current funding analysis when the evidence moved, or a clearly labelled historical replay on a quiet day. Returns the canonical headline, dek, Markdown, evidence clock, generation mode and passing publication receipt. Use this for 'what did Seiche write today?' and quote it without regenerating facts.
after · 42% of words in common
The latest available full-text Seiche editorial, which may predate today. Returns the canonical headline, dek, Markdown, publication date, evidence clock, generation mode and passing publication receipt. Report its publication and evidence dates; do not describe an older edition as today's analysis. Use funding_stress_now for current funding conditions, and quote the article without regenerating facts.
2026-10-06money_market_contextchangedtitle, description, input schema, output schema, annotations
before
Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use section='india' for the India funding, RBI liquidity, policy and sovereign-curve desk from a bounded canonical observation read. It keeps benchmark identities, date alignment, curve movements and mechanism hypotheses separate. Otherwise use optional `section` to request a compact summary, one named USD desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence, compare secured/unsecured benchmarks and show calendar cohorts with sample limits, without changing any score. Returns exact-date alignment, native-cadence changes, empirical own-history statistics, freshness, coverage, formulas, sources, and caveats as applicable. Chart history is always omitted. USD reads only an already completed cached or persisted snapshot; it never triggers collection or engine recomputation, while freshness is re-evaluated at response time. Context only: no causal, predictive, probability, or trade claim.
after · 85% of words in common
Use section='countries' for the public-source country catalog, or add country='JP' (a supported ISO alpha-2 code; UK is an alias for GB) for dated policy, funding, liquidity and sovereign references. Country coverage is partial and monthly references are explicitly separate from daily curves. Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use section='india' for the India funding, RBI liquidity, policy and sovereign-curve desk from a bounded canonical observation read. It keeps benchmark identities, date alignment, curve movements and mechanism hypotheses separate. Otherwise use optional `section` to request a compact summary, one named USD desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence, compare secured/unsecured benchmarks and show calendar cohorts with sample limits, without changing any score. Returns exact-date alignment, native-cadence changes, empirical own-history statistics, freshness, coverage, formulas, sources, and caveats as applicable. Chart history is always omitted. USD reads only an already completed cached or persisted snapshot; it never triggers collection or engine recomputation, while freshness is re-evaluated at response time. Context only: no causal, predictive, probability, or trade claim.
2026-10-05money_market_contextchangedtitle, description, input schema, output schema, annotations
before
Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use optional `section` to request a compact summary, one named desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence, compare secured/unsecured benchmarks and show calendar cohorts with sample limits, without changing any score. Returns exact-date alignment, native-cadence changes, empirical own-history statistics, freshness, coverage, formulas, sources, and caveats as applicable. Chart history is always omitted. Reads only an already completed cached or persisted snapshot; it never triggers collection or engine recomputation, while freshness is re-evaluated at response time. Context only: no causal, predictive, probability, or trade claim.
after · 88% of words in common
Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use section='india' for the India funding, RBI liquidity, policy and sovereign-curve desk from a bounded canonical observation read. It keeps benchmark identities, date alignment, curve movements and mechanism hypotheses separate. Otherwise use optional `section` to request a compact summary, one named USD desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence, compare secured/unsecured benchmarks and show calendar cohorts with sample limits, without changing any score. Returns exact-date alignment, native-cadence changes, empirical own-history statistics, freshness, coverage, formulas, sources, and caveats as applicable. Chart history is always omitted. USD reads only an already completed cached or persisted snapshot; it never triggers collection or engine recomputation, while freshness is re-evaluated at response time. Context only: no causal, predictive, probability, or trade claim.
2026-10-03gold_inventory_carryadded
Calculate fine gold, simple financing cost and INR per fine gram from explicit decimal-string assumptions. All inputs are caller supplied, no quote is verified, and inputs are not persisted.
2026-10-03gift_city_contextadded
Read dated USD/INR funding, separate ECB and CBUAE VAT FX references, and CFTC COMEX gold positioning. Cache-only research with source clocks; no executable prices or regulatory eligibility determination.
2026-10-02trade_safety_risk_contextchangedoutput schema

Full history: list_changes · trend: quality JSON.

Checks run on what our credential-free, read-only probes observe; tools are never called and no code audit is performed. How it is computed.

Trust 97 / 100

provenance90

liveness99

freshness100

hygiene100

+repository +namespace-matches-repo +website +reachable +uptime-98% +updated-3d-ago

Derived from observable signals (official registry feed and our own credential-free probes); no code audit performed. How it is computed.

Dependencies

[email protected] PyPIthis version is not known to the dependency resolver

Dependency graphs from deps.dev; advisories from OSV.dev, including the GitHub Advisory Database and the PyPI Advisory Database; all CC BY 4.0. The graph is what a clean install of this version resolves today; nothing was installed or run. How it is checked.

Endpoints

remote	auth	reachable	uptime 30d	p50	protocol	last ok
`https://api.seiche.info/mcp` streamable-http	none	yes	98%	670 ms	2025-11-25	2026-10-20

package	registry	version	runtime	secrets
`seiche`	pypi	0.16.5	–

Tools (16)

`crypto_stress_record`read-only	Labelled crypto stress episodes (Black Thursday 2020, Terra, FTX, the SVB/USDC weekend, the Oct-2025 liquidation cascade, the Ethena unwind) replayed with causal truncation but final/current-vintage inputs against the dollar-funding board. External wrecks show transmission; crypto-native wrecks show the board correctly staying quiet. Use for any 'does TradFi funding stress reach crypto' question, grounded in the record.
`data_health`read-only	Freshness, provenance, and fault status for every underlying series (FRED, NY Fed, OFR, Treasury). Call this to confirm the board is current before relying on a reading.
`funding_stress_now`read-only	The live money-market funding-stress reading: a 0-100 composite index, the regime (CALM/EROSION/STRAIN/STRESS), per-component decomposition, the market-stress 'Tell', and any data faults. Ask this whenever an analysis touches US dollar funding, repo, reserves, the Fed's balance sheet, or liquidity conditions.
`fx_materials_passage`read-only	The live upstream FX and physical-material pressure read versus funding already priced in SOFR and commercial paper, with the Passage's discovery/holdout ledger, de-clustered analogs, dollar-system context and settlement scenarios. Use for currency weakness, commodity working capital, FX settlement, or whether trade-flow cash pressure is reaching money markets. Context only; an earned link is stable association, not causation.
`gift_city_context`read-only	Read dated USD/INR funding, separate ECB and CBUAE VAT FX references, and CFTC COMEX gold positioning. Cache-only research with source clocks; no executable prices or regulatory eligibility determination.
`gold_inventory_carry`read-only	Calculate fine gold, simple financing cost and INR per fine gram from explicit decimal-string assumptions. All inputs are caller supplied, no quote is verified, and inputs are not persisted.
`historical_analogs`read-only	The historical days most similar to today's funding conditions, and how often those analogs led to a stress event, plus a novelty flag for whether today has any close precedent. Use to ground a 'what usually happens from here' question in real history.
`institutional_flows`read-only	Hedge-fund / pension / sovereign positioning nowcast from public prints: the Treasury basis-trade size proxy (CFTC leveraged-fund net short, with a funding-fragility flag), asset-manager duration demand, foreign-official custody flows (H.4.1), a mixed-frequency fused positioning index with uncertainty bands, and how self-exciting stress events currently are (Hawkes branching ratio). Weekly cadence, point-in-time. Ask this when a question involves hedge fund leverage, the basis trade, pension duration bids, or sovereigns buying/selling Treasuries. Built from free public data.
`latest_article`read-only	The latest available full-text Seiche editorial, which may predate today. Returns the canonical headline, dek, Markdown, publication date, evidence clock, generation mode and passing publication receipt. Report its publication and evidence dates; do not describe an older edition as today's analysis. Use funding_stress_now for current funding conditions, and quote the article without regenerating facts.
`market_workbench`read-only	Read cached official FX reference histories and same-date currency crosses, with native units, provenance, age and observed-interval changes. Inspect owner-accepted Palimpsest China annual economic series and revision-aware history beside the CNY reference. Daily fixings, annual context and licensed gaps remain distinct. No collection, model fitting, executable quotes or scoring.
`money_market_context`read-only	Use section='countries' for the public-source country catalog, or add country='JP' (a supported ISO alpha-2 code; UK is an alias for GB) for dated policy, funding, liquidity and sovereign references. Country coverage is partial and monthly references are explicitly separate from daily curves. Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use section='india' for the India funding, RBI liquidity, policy and sovereign-curve desk from a bounded canonical observation read. It keeps benchmark identities, date alignment, curve movements and mechanism hypotheses separate. India defaults to view='full' for compatibility; prefer view='summary' for findings, constraints and an exact metric ID catalog, then view='metric' with metric_id for one complete evidence card. These India-only views are independent reads, not a pinned snapshot or pagination. Otherwise use optional `section` to request a compact summary, one named USD desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence, compare secured/unsecured benchmarks and show calendar cohorts with sample limits, without changing any score. Returns exact-date alignment, native-cadence changes, empirical own-history statistics, freshness, coverage, formulas, sources, and caveats as applicable. Chart history is always omitted. USD reads only an already completed cached or persisted snapshot; it never triggers collection or engine recomputation, while freshness is re-evaluated at response time. Context only: no causal, predictive, probability, or trade claim.
`oil_funding_context`read-only	Observed WTI/Brent, commercial-paper and SOFR−IORB evidence; Ballast's WTI/Henry Hub CFTC positioning, gross mark-displacement proxy, paying-side concentration and EIA inventory ledger; live Cushing stocks and the Brent−WTI spread kept separate from dated capacity, benchmark and chokepoint references; the change-on-change oil/CP association; plus explicitly scenario-only cargo-credit, margin and India cash arithmetic. Use when a question asks how oil or energy futures can transmit cash pressure into dollar funding. Ballast is not an observed margin call; dated structure is not live transit data; nothing here is a forecast, trade signal, or Seiche composite input.
`proof_backtest`read-only	The backtest scoreboard, stated honestly: recall and precision with 95% confidence intervals over labelled funding events, an orthogonal robustness test, every named episode (hits and misses), and the caveats. Use to judge how much to trust the readings.
`research_network`read-only	Explore every Palimpsest dataset by topic, with source clocks, rights, freshness and pagination. Includes Seiche's separately completed funding context and explicit research steps into institution filings, exit liquidity and NarcoScope's granular global data. Source metadata and funding interpretations stay distinct. No source collection, score changes, causal joins or trading authority.
`trade_safety_risk_context`read-only	A deterministic, bounded projection of the last completed Seiche board: funding regime, 0-100 stress index, coverage, source staleness counts, snapshot clock, and conservative evidence clock. It repeats the rights check and never collects, fits, calls a network source, reads a notary ledger, or contacts a broker. This is metadata-only derived context, not order-bound, non-executable, never real-money eligible, and it does not evaluate stream attestations or treat them as per-order authority.
`world_markets_context`read-only	Unified, chartless context for broad financial-market questions. It projects only completed/public state into money_markets, forex, macro-capital transmission, China macro evidence, official references, methodology, or a compact summary. Every response carries snapshot/as-of clocks, canonical Seiche citation URLs, and explicit observed, derived, structural, restricted, and unavailable boundaries. The China structural catalog is unsigned; only status=restricted represents a verified Seiche owner-attested revision; both states keep NBS values, raw evidence, and history withheld. A separately operator-accepted economic_context may publish licensed World Bank WDI values with annual/structural freshness, distinct release, Palimpsest collection, and Seiche acceptance clocks. Those values are context only and never a live print, score, gauge, forecast, or signal. The sources selector is reference-only; use all when verified China context and its NBS source linkage must appear together. Coverage is curated and partial rather than exhaustive or uniformly live. It never triggers collection, repository history reads, or model fitting. Its named-field whitelist omits chart and history arrays for data minimization; that is not a per-record licensing audit. Capital coverage is limited to public positioning proxies, Treasury primary-market absorption, market stress, official liquidity and global dollar credit—not a security master, issuer-data service or consolidated tape. Use Undertow instead when the question is specifically about executable depth, liquidity-provider concentration, or position-sized exit cost.

Schemas: list_tools.

Also listed as

1 other active names share this repository: io.github.beepboop2025/seiche-agent-community

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And 16 more from this publisher.

Official server.json

{
  "name": "io.github.beepboop2025/seiche",
  "title": "Seiche — world-markets evidence terminal",
  "$schema": "https://static.modelcontextprotocol.io/schemas/2025-12-11/server.schema.json",
  "remotes": [
    {
      "url": "https://api.seiche.info/mcp",
      "type": "streamable-http"
    }
  ],
  "version": "0.16.5",
  "packages": [
    {
      "version": "0.16.5",
      "transport": {
        "type": "stdio"
      },
      "identifier": "seiche",
      "registryType": "pypi",
      "environmentVariables": [
        {
          "name": "SEICHE_MCP_PUBLIC",
          "description": "Set to 1 to expose the sixteen free public tools shipped by seiche 0.16.5 over stdio: latest_article, funding_stress_now, trade_safety_risk_context, historical_analogs, proof_backtest, data_health, crypto_stress_record, institutional_flows, oil_funding_context, fx_materials_passage, money_market_context, world_markets_context, research_network, market_workbench, gift_city_context, gold_inventory_carry."
        }
      ]
    }
  ],
  "repository": {
    "url": "https://github.com/beepboop2025/seiche",
    "source": "github"
  },
  "websiteUrl": "https://seiche.info",
  "description": "Money, FX, capital-market and metadata-only China macro evidence with source clocks and limits."
}