# Seiche — world-markets evidence terminal

> Money, FX, capital-market and metadata-only China macro evidence with source clocks and limits.

- name: io.github.beepboop2025/seiche
- version: 0.16.5
- connection class: R0 (autonomous)
- trust: 97/100
- quality: 72/100 (needs work)
- owner: not claimed
- descriptor: https://api.protogrid.dev/v1/servers/io.github.beepboop2025%2Fseiche
- tools: https://api.protogrid.dev/v1/servers/io.github.beepboop2025%2Fseiche/tools

**An agent can connect right now, no human step.** Remote endpoint, no authentication, reachable on the last probe.

## Connection (mcpServers)

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


## Trust

- hygiene: 100
- liveness: 99
- freshness: 100
- provenance: 90
- drivers: +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.

## Quality 72/100 (needs work)

### protocol: 75 (weight 25)

- warn `protocol.modern`: newest supported version is 2025-11-25; 2026-07-28 not supported, older versions are deprecated until 2027-07-28
- n/a `protocol.stateless`: only applies to 2026-07-28 servers
- pass `protocol.transport`: streamable HTTP
- n/a `protocol.list_ttl`: only applies to 2026-07-28 servers

### authorization: n/a (weight 15)

- n/a `auth.prm`, `auth.as_metadata`, `auth.cimd`: no remote uses OAuth
- n/a `auth.secret_in_url`: no templated URL

### tool hygiene: 93 (weight 30)

- pass `tools.descriptions`: every tool has a description
- warn `tools.description_length`: 2 tools have descriptions over 1,024 characters, which crowds the context
- pass `tools.schemas`: every tool has an object input schema
- pass `tools.annotations`: 16 of 16 tools declare readOnlyHint or destructiveHint
- pass `tools.directory_hints`: every tool declares readOnlyHint, destructiveHint, idempotentHint and openWorldHint
- pass `tools.token_cost`: about 3,729 tokens to load every tool
- pass `tools.api_dump`: tools are not a one-to-one API dump

### stability: 25 (weight 15)

- warn `stability.changes`: 7 tool changes in 30 days
- fail `stability.rug_pull`: 1 tools kept their name but changed most of their description in 30 days; review before trusting them

### dependencies: n/a (weight 15)

- n/a `deps.known_vulns`, `deps.mcp_sdk_version`, `deps.resolvable`: deps.dev does not know seiche@0.16.5

- tools: 16, about 3,729 tokens to load them all
- tool set hash: 4e48315ef042101867742b28a4c39a73
- tools last changed: 2026-10-17T14:48:20.783Z
- badge: [![protogrid quality](https://protogrid.dev/badge/io.github.beepboop2025/seiche.svg)](https://protogrid.dev/servers/io.github.beepboop2025/seiche)
- Checks run on what our credential-free, read-only probes observe; tools are never called and no code audit is performed.

### Tool changes

- 2026-10-17 `money_market_context` changed (description, inputSchema, outputSchema)
  - 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: 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.
- 2026-10-14 `latest_article` changed (description) **meaning 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: 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.
- 2026-10-06 `money_market_context` changed (title, description, inputSchema, outputSchema, 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: 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.
- 2026-10-05 `money_market_context` changed (title, description, inputSchema, outputSchema, 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: 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.
- 2026-10-03 `gold_inventory_carry` added
  - 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.
- 2026-10-03 `gift_city_context` added
  - 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.
- 2026-10-02 `trade_safety_risk_context` changed (outputSchema)

Full history: https://api.protogrid.dev/v1/servers/io.github.beepboop2025%2Fseiche/changes

## Dependencies

- pypi seiche@0.16.5: unknown

Dependency graphs from deps.dev; advisories from OSV.dev, including the GitHub Advisory Database and the PyPI Advisory Database; all CC BY 4.0.

## Remotes

- https://api.seiche.info/mcp (streamable-http, auth none, reachable true, uptime30d 0.982906)

## Packages

- pypi seiche@0.16.5

## Tools (16)

- `crypto_stress_record`: 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`: 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`: 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`: 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 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`: 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`: 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`: 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`: 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 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`: 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`: 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`: 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`: 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`: 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`: 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.