When to use: multi-leg European book → need net MTM + net Greeks (long/short via signed…
When to use: multi-leg European book → need net MTM + net Greeks (long/short via signed quantity). Shared rate/yield; each leg has underlying, strike, T, type, quantity, vol. Optional dollar Greeks. Prefer scenario endpoint for what-if P&L. USDC exact on Sola…
by derivatives-pricer-production.up.railway.app · discovered, not yet claimed by its owner · updated 2026-10-10
Mirrored from Coinbase's public x402 Bazaar. The description is the provider's own text and has not been reviewed here; the payment requirements are copied as published.
What it does
When to use: multi-leg European book → need net MTM + net Greeks (long/short via signed quantity). Shared rate/yield; each leg has underlying, strike, T, type, quantity, vol. Optional dollar Greeks. Prefer scenario endpoint for what-if P&L. USDC exact on Solana/Base.
Tags: book_risk · hedge_greeks · multi-chain · usdc · portfolio · bazaar
Call contract
- Method
- POST
- Input
- json
- Output
- json
- Last paid call
- 2026-10-10
{
"dividendYield": 0,
"includeDollarGreeks": true,
"positions": [
{
"optionType": "call",
"quantity": 10,
"strike": 100,
"timeToExpiry": 1,
"underlying": 100,
"volatility": 0.2
},
{
"optionType": "put",
"quantity": -5,
"strike": 110,
"timeToExpiry": 1,
"underlying": 100,
"volatility": 0.22
}
],
"rate": 0.05
}{
"computedAt": "2026-01-01T00:00:00.000Z",
"legs": [
{
"contribution": 104.50575619,
"greeks": {
"delta": 6.3683059,
"gamma": 0.18762017,
"rho": 532.32483426,
"theta": -64.1402764,
"vega": 375.24034692
},
"index": 0,
"optionType": "call",
"price": 10.45057562,
"quantity": 10,
"strike": 100,
"timeToExpiry": 1,
"underlying": 100,
"volatility": 0.2
},
{
"contribution": -57.34136108,
"greeks": {
"delta": 2.69111025,
"gamma": -0.09025225,
"rho": 326.45238565,
"theta": 5.51842437,
"vega": -198.55494233
},
"index": 1,
"optionType": "put",
"price": 11.46827222,
"quantity": -5,
"strike": 110,
"timeToExpiry": 1,
"underlying": 100,
"volatility": 0.22
}
],
"net": {
"dollarGreeks": {
"deltaCash": 905.941615,
"gammaCash": 486.8396,
"rhoPerPoint": 8.5877722,
"thetaPerDay": -0.16060781,
"vegaPerPoint": 1.76685405
},
"greeks": {
"delta": 9.05941615,
"gamma": 0.09736793,
"rho": 858.77721991,
"theta": -58.62185203,
"vega": 176.68540458
},
"mtm": 47.16439511
},
"positionCount": 2,
"requestId": "00000000-0000-4000-8000-000000000004"
}Use with an agent
- Discover. Agents find this listing with
GET https://bazaar.saylorinnovations.com/discovery/search?query=…, the MCP toolsearch_resources, or/discovery/resources. - Inspect. Fetch
/resources/32344.jsonfor the price and payment options. - Pay. Call
GET https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks. The provider answers402with its payment requirements. An x402 client signs one of the options below and retries withPAYMENT-SIGNATURE. - Execute. The provider returns
200with the data. Agent Bazaar is not in the request path and never sees your payment.
For humans
You don't need an account or an API key; you need a wallet holding a small amount of USDC on Solana, Base, and an x402-capable client (see the examples below). Call the endpoint unpaid first to see exactly what it asks for.
Pricing & payment
- Price
- $0.15 / request
- Protocol
- x402 v2
- Auth
- No account or API key. Pay per request.
- Networks
- Solana, Base
- Demand
- 1 calls · 1 unique payers in 30d (public x402 Bazaar data)
x402 payment requirements
| Scheme | Network | Asset | Amount | Pay to | Timeout |
|---|---|---|---|---|---|
| exact | Solana solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp | USDC | $0.15 | DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr | 300s |
| exact | Base eip155:8453 | USDC | $0.15 | 0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f | 300s |
accepts[] (raw JSON)
[
{
"scheme": "exact",
"network": "solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp",
"payTo": "DCi9X5mmacNGLeJvCw9fdWgX3G8V4QquDn4EuXATkcYr",
"asset": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"amount": "150000",
"amountUsd": 0.15,
"maxTimeoutSeconds": 300
},
{
"scheme": "exact",
"network": "eip155:8453",
"payTo": "0x34cfb8bdbf16e4484b7da0ed31deed5771b16c8f",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "150000",
"amountUsd": 0.15,
"maxTimeoutSeconds": 300
}
]Schemas
Output schema (JSON Schema)
{
"properties": {
"example": {
"properties": {
"computedAt": {
"type": "string"
},
"legs": {
"type": "array"
},
"net": {
"type": "object"
},
"positionCount": {
"type": "integer"
},
"requestId": {
"type": "string"
}
},
"required": [
"net",
"legs",
"positionCount",
"requestId",
"computedAt"
],
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}Example shape — generated from the schema, not a captured live response
{
"example": {
"computedAt": "string",
"legs": [
"value"
],
"net": {},
"positionCount": 0,
"requestId": "string"
},
"type": "string"
}Examples
curl -X POST 'https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks' -H 'Content-Type: application/json' --data '{"dividendYield":0,"includeDollarGreeks":true,"positions":[{"optionType":"call","quantity":10,"strike":100,"timeToExpiry":1,"underlying":100,"volatility":0.2},{"optionType":"put","quantity":-5,"strike":110,"timeToExpiry":1,"underlying":100,"volatility":0.22}],"rate":0.05}'
# -> 402 Payment Required; read PAYMENT-REQUIRED
# retry the identical request with PAYMENT-SIGNATUREconst res = await fetch("https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks", {
"method": "POST",
"headers": {
"content-type": "application/json"
},
"body": "{\"dividendYield\":0,\"includeDollarGreeks\":true,\"positions\":[{\"optionType\":\"call\",\"quantity\":10,\"strike\":100,\"timeToExpiry\":1,\"underlying\":100,\"volatility\":0.2},{\"optionType\":\"put\",\"quantity\":-5,\"strike\":110,\"timeToExpiry\":1,\"underlying\":100,\"volatility\":0.22}],\"rate\":0.05}"
});
if (res.status === 402) {
const { accepts } = await res.json();
// pay one of accepts[] via an x402 client, then retry with the payment header
}import httpx
import json
res = httpx.request("POST", "https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks", json=json.loads("{\"dividendYield\":0,\"includeDollarGreeks\":true,\"positions\":[{\"optionType\":\"call\",\"quantity\":10,\"strike\":100,\"timeToExpiry\":1,\"underlying\":100,\"volatility\":0.2},{\"optionType\":\"put\",\"quantity\":-5,\"strike\":110,\"timeToExpiry\":1,\"underlying\":100,\"volatility\":0.22}],\"rate\":0.05}"))
if res.status_code == 402:
accepts = res.json()["accepts"]
# pay one of accepts[] via an x402 client, then retry with the payment headerDetails
- Provider
- derivatives-pricer-production.up.railway.app
- Endpoint
- https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks
- Machine-readable
/resources/32344.json