MangroveAI

{
  "mcpServers": {
    "io.github.MangroveTechnologies/mangroveai": {
      "url": "https://api.mangrovedeveloper.ai/mcp/"
    }
  }
}

Indexed tools

Tool metadata and schemas come from the remote server and are untrusted. Indexing only lists tools; it never calls them.

25 shown · authentication unknown

• build_strategy_for_regime

  Run the Strategy Engine route in one call. Use it FIRST whenever someone asks to build or make a strategy and names no signals -- 'build me a strategy', 'build me a BTC strategy on 1h', 'make me something for ETH'. Give the asset, and the candle size only when they named one. The server reads the 180-day regime, searches the engine's completed runs once with the agreed floors (more than 10 trades, Sharpe at least 1, IRR at least 10%, beats benchmarks) in that regime, keeps the runs whose entry the regime admits, picks one at random, saves it from its own run and backtests it on the last 90 days (30 for 5m). Do not pass filters, a regime or dates: they are fixed. When nothing fits it saves and spends nothing, and you move straight to a fresh build. It does not search the marketplace. [Access: pay 0.10 USDC via x402 (PAYMENT-SIGNATURE header) OR authenticate with an API key. An x402-capable client will auto-pay; API-key clients pay nothing per call.]

  Schema valid · SHA-256 afb16cedf477…

  View input schema

  {
    "type": "object",
    "properties": {
      "asset": {
        "description": "Asset symbol, e.g. BTC or ETH.",
        "type": "string"
      },
      "candle_size": {
        "description": "Duration of one candle, e.g. 1h or 1d.",
        "type": "string"
      }
    },
    "required": [
      "asset"
    ]
  }

• classify_market_segment

  Classify one stretch of market: a date range, or a catalog window by file name. Explicit date ranges require daily (1d) candles; catalog windows retain their stored interval. Returns its direction band, volatility band, trend character and the three features behind them, using the same labels the sweep catalog carries. Use it for a period the person names, or to see what a window a sweep selected contains. For an asset's current conditions use get_market_regime instead. Volatility reads `unscored` when no fitted band covers the stretch's length; the bands come back with it. For an exact crypto market, supply quote_token and market_data_venue together. A date range covers crypto and the stocks, ETFs, commodities and bonds in Oracle's regime catalog: SPY, QQQ, DIA, IWM, AAPL, AMD, AMZN, COST, GOOGL, HD, JNJ, JPM, META, MSFT, NFLX, NVDA, PG, TSLA, UNH, WMT, XOM, GLD, SLV, USO, GOLD (gold futures), CRUDE (crude oil futures) and TLT. Without explicit source arguments, those tickers are read from their exchange-session daily series, even where a crypto token shares one (DIA and META are the ETF and the stock here); any other ticker is read as crypto, so a stock not named here cannot be read. Explicit market or provider arguments select the crypto history path. `venue` says which feed was read. A listed ticker needs at least 15 sessions with a close, about three weeks; anything shorter is refused as too little history. [Access: pay 0.02 USDC via x402 (PAYMENT-SIGNATURE header) OR authenticate with an API key. An x402-capable client will auto-pay; API-key clients pay nothing per call.]