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Quality – / 100not scored

Not scored: fewer than three checks apply, usually because no remote answered a credential-free probe or the server is a local package.

Tool list unknown · tools last changed 2026-09-26 · checked 2026-10-20 13:49 UTC

Tool changes

• 2026-09-26forgetremoved

  Delete a previously stored memory by key. Use when context is stale, the task is done, or you want to clear sensitive data the agent saved earlier. Pair with remember and recall.

• 2026-09-26pipeworx_feedbackremoved

  Tell the Pipeworx team something is broken, missing, or needs to exist. Use when a tool returns wrong/stale data (bug), when a tool you wish existed isn't in the catalog (feature/data_gap), or when something worked surprisingly well (praise). ONLY for tools served by this Pipeworx connection — if the tool came from a different MCP server in your client (another vendor's Gmail, Splunk, Slack, etc. connector), we cannot fix it and reporting it here only delays you; file it with that server instead. Not sure? Pipeworx tool names are the ones this connection lists. Describe the issue in terms of Pipeworx tools/packs — don't paste the end-user's prompt. Filing without an account returns a `claim_token`; pass it back later as pipeworx_feedback({claim_token:"pwfb_…"}) to read whether it was fixed and what changed. The team reads digests daily and signal directly affects roadmap. Rate-limited to 5 per identifier per day. Free; doesn't count against your tool-call quota.

• 2026-09-26scan_competitor_ai_presenceremoved

  Compare AI visibility across multiple entities side-by-side. Probes each entity (your brand + N competitors) with ai_visibility_check, ranks by score, surfaces which is most/least recognized. Useful for competitive AI-marketing audits: "does Claude know about us as well as our competitors?". Returns ranked list with score, confidence, signal density per entity.

• 2026-09-26polymarket_fill_riskremoved

  Realizable-vs-theoretical edge check against live CLOB order-book depth. REQUIRES one of `market` (single-market mode) or `event` (basket/partition mode). SINGLE-MARKET: pass a market slug/URL + side (buy_yes|sell_yes|buy_no|sell_no, default buy_yes) + size_usd (default 1000 — max spend on buys, target proceeds on sells); walks the ladder and returns top_of_book, vwap_fill_price, slippage_pp, shares_filled, max_fillable_usd, and a verdict (clean|degraded|cannot_fill). BASKET: pass an event slug/URL + side (sell_yes = capture overround by selling every leg, buy_yes = capture underround; default auto from partition sum) + size_usd interpreted as settlement notional S (shares per leg; each share pays $1); returns theoretical_sum vs realizable_sum (top-of-book vs VWAP across all legs), capture_ratio, profit_usd at executed size, per-leg fill detail, thin_legs[], max_clean_notional_usd, and forced_directional_risk naming the legs most likely to strand you unhedged. USE THIS before acting on any polymarket_arbitrage SELL/BUY-EVERY-LEG signal or any polymarket_edges trade above ~$500 — theoretical overround on thin books is not capturable, and partial basket fills convert an arb into an unhedged directional position (the dominant loss mode in real arb-bot P&L). FEES ARE NOT MODELLED HERE: vwap_fill_price/profit_usd are GROSS of Polymarket's own taker fee (rate 0.04-0.07 by category — see polymarket_edges/fees.ts), on top of which this tool prices depth-crossing cost; a thin-margin fill that looks clean here can still be net-negative after the fee.

• 2026-09-26polymarket_arbitrageremoved

  Find arbitrage opportunities on Polymarket via monotonicity violations + partition-sum checks. Call with NO args for a `trending_scan` of the top ~200 markets by weekly volume; pass `event` for the strongest per-event partition_check, or `topic` for a themed cross-event scan. `event` (recommended for a specific market): pass a Polymarket event slug like "fed-decision-may-2026" or "when-will-bitcoin-hit-150k"; walks child markets, checks date-axis / threshold-axis ordering AND computes the partition_check (sum of YES prices across mutually-exclusive legs — should ≈1; deviations >3pp emit a BUY/SELL EVERY LEG signal). `topic` (for cross-event scanning): pass a seed question like "Strait of Hormuz traffic returns to normal" or "Fed rate decision"; searches related events across the platform, flattens markets, runs the comparator on the union. Cross-event mode catches "...by May 31" vs "...by Jun 30" patterns that single-event misses. SEMANTIC ANCHOR: cross-event pairs require ≥0.30 Jaccard similarity on question tokens (prevents Powell-Fed-Pause being paired with Powell-DOJ-probe); skipped_low_similarity surfaces the rejected pair count. PARTITION FILTER: drops will-person-X / will-manager-Y / will-someone-else- placeholder slugs; partitions with >20% placeholder fraction return null arb signal. Response: opportunities[] (gap_pp, suggested_trade, reasoning, monotonicity violation context), and in event mode partition_check{sum_yes_prices, gap_from_1, placeholders_filtered, suggested_trade}. FEES: every opportunities[] row and partition_check.arbitrage carry edge_pp_gross (== gap_pp / overround_pp), fees_pp, edge_pp_net, net_positive, plus polymarket_fee_pp, fee_basis and fee_categories[]. BOTH cost components are modeled: Polymarket's own per-category TAKER FEE (fee = shares × rate × p × (1-p), rates crypto 0.07 / sports-economics-culture-weather-other 0.05 / finance-politics-mentions-tech 0.04, geopolitics and world events fee-free; verified against Polymarket's own docs as of 2026-09-13) and Polygon gas (~$0.02/leg). The taker fee dominates: ~$1.75 per 100 shares on a crypto market at 50c versus $0.02 of gas, so rows that looked profitable before fleet #1927 may now show net_positive:false — that is the correction, not a regression. Each leg is priced at ITS OWN market's rate and price (the fee curve peaks at 50c and falls toward both extremes). fee_basis says where the rate came from: 'payload' (read off the market, the normal case), 'category' (mapped from its fee category), 'fee_free', or 'fallback' (rate unknown — charged at the modal 0.05 rather than assumed free, so an unreadable market is never reported as costless). Where fill_check reprices against live depth, this does NOT double-count that spread cost. FILL CHECK: when the partition signal fires, arbitrage.fill_check prices it against live CLOB depth (theoretical_edge_pp_at_book vs realizable_edge_pp at 1000 shares/leg, thin_legs[]) — realizable_edge_pp ≤ 0 means the overround exists only at last-trade, not in the book; do not trade it. For custom sizing use polymarket_fill_risk.

• 2026-09-26resolution_auditremoved

  Extract the settlement clause of a single Polymarket or Kalshi market: who publishes the settling number (source), the clock time + timezone it is taken at, the precision of the computation (e.g. "1-minute candle close" vs "60-second trailing average" vs "election outcome"), the evidence standard (official_source | consensus_reporting | any_credible_report | unspecified), and void_handling (cancellation/postponement settlement — reused verbatim from bet_research's cancellation_rule detector, not re-derived). Parses Polymarket's `description` field (fetched via polymarket_market) or Kalshi's `rules_primary` + `rules_secondary` fields (fetched via kalshi_market) with regex + a small vocabulary — no LLM pass, so an unusual clause reports confidence:"low" rather than a guess. Pass `market` as a Polymarket slug/URL or a Kalshi market ticker (e.g. "KXBTCD-26SEP1317-T66999.99"); a Kalshi EVENT ticker (e.g. "KXBTCD-26SEP1317") also works — it picks one representative market under that event, since the settlement mechanism is normally shared across all strikes/legs in one event. Use this before treating a polymarket_kalshi_spread row as a real arbitrage: two ladders that look alike can settle on different sources, at different times, with different precision — this tool is how you check. Pair with resolution_diff to compare two markets directly. KNOWN GAP: idiosyncratic phrasing that doesn't match the vocabulary returns confidence:"low" and evidence_standard:"unspecified" rather than an LLM-guessed answer.

• 2026-09-26ai_visibility_checkremoved

  Probe one or more LLMs for what they know about a business / brand / product / topic and score visibility (0-100) per model. Default model is Workers AI Llama-3.3-70b (free); pass `_apiKey` to also probe Anthropic (BYO key — you pay Anthropic directly for those calls). Returns per-model {score, confidence, signals, raw_response} + a combined view. Useful for AI-marketing audits, pre-launch brand checks, competitive monitoring.

• 2026-09-26list_subscriptionsremoved

  List the caller's active subscriptions. Returns id, type, params, created_at, last_fired_at, fire_count for each. Use this to review what you're monitoring before adding more or to find an id to cancel.

• 2026-09-26unsubscriberemoved

  Cancel a subscription by id. Ownership is enforced — you can only cancel your own subscriptions. The row is deactivated (not deleted) so its historical events stay available via recent_alerts.

• 2026-09-26polymarket_edge_trackerremoved

  Edge persistence and decay telemetry built from daily polymarket_edges snapshots. Answers "how long has this edge existed and is it shrinking?" — a fresh wide edge and a 3-week-old wide edge are different trades (the latter is wide for a reason nobody is willing to take). Args: days (lookback, default 14, max 30), window (snapshot family, default "1wk"). RESPONSE: tracked[] = every opportunity in the LATEST snapshot with its full edge_pp_net time-series across prior snapshots, first_seen, trend (new | widening | stable | decaying) and decay_pp_per_day (both computed on |edge_pp_net| — the value itself is signed by trade direction, negative = SELL YES); expired[] = opportunities that appeared in earlier snapshots but are GONE from the latest (closed, resolved, or arbed away) with their lifespan_days — the median lifespan is your competition clock; snapshot_dates[] = which days actually have data (snapshots are written when polymarket_edges runs on a cache-miss, so gaps mean nobody scanned that day). LIMITS: history depth is bounded by the 60-day snapshot TTL and starts from when snapshotting was enabled; decay numbers come from daily closes of edge_pp_net (net of default slippage AND Polymarket's own taker fee — see polymarket_edges), not intraday.

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