Falcon Structures

Price crypto structured notes (autocallables, shark fins, range accruals) via Monte Carlo; x402.

Should I use this

Quality & Safety

B
Description quality
67%
Schema completeness
93%
Naming quality
87%
Poisoning risk
100%
Permission match
100%
Protocol compliance
100%

Findings (2)

  • LOWTool 'preview_note' description lacks action verbin preview_note
  • LOWTool 'market_snapshot' description lacks action verbin market_snapshot

Based on automated analysis of tool definitions and protocol compliance.

Context Cost

~559Tokens (tool definitions)
~1.3 KBTypical response size
Minimal attention impact (0.44% of 128k context)

This is the approximate number of tokens consumed each time the server's tools are loaded into a model's context. Higher counts reduce the attention available for other tasks.

Install

One-Click Install

Add this to your `claude_desktop_config.json` file:

{
  "mcpServers": {
    "falcon-structures": {
      "url": "https://falcon-structures.vercel.app/mcp"
    }
  }
}

Remote endpoints

https://falcon-structures.vercel.app/mcpstreamable-http

What it can do

Tool inventory

Tools (3)

🟢 Read-only🟡 Write🔴 Delete⚪ Unknown
⚪preview_note(termSheet)

Free indicative quote: fair coupon/participation rounded to 0.5%, probabilities, payoff diagram.

Input Schema

{
  "type": "object",
  "properties": {
    "termSheet": {
      "type": "object",
      "additionalProperties": {},
      "description": "Term sheet JSON; see /schema/term-sheet.json. Example: {\"underlying\":\"ETH\",\"notionalUsd\":10000,\"issuerMarginBpsPa\":200,\"product\":{\"type\":\"autocallable\",\"tenorDays\":30,\"obsFreqDays\":7,\"autocallBarrier\":1,\"couponBarrier\":0.8,\"knockInBarrier\":0.7,\"memory\":true,\"nonCallDays\":0},\"market\":{},\"seed\":20261023}"
    }
  },
  "required": [
    "termSheet"
  ],
  "additionalProperties": false,
  "$schema": "http://json-schema.org/draft-07/schema#"
}
⚪market_snapshot(underlying)

Free: live spot, Deribit implied vol (DVOL) and 30d realized vol for BTC, ETH or SOL.

Input Schema

{
  "type": "object",
  "properties": {
    "underlying": {
      "type": "string",
      "enum": [
        "BTC",
        "ETH",
        "SOL"
      ]
    }
  },
  "required": [
    "underlying"
  ],
  "additionalProperties": false,
  "$schema": "http://json-schema.org/draft-07/schema#"
}
🟡price_note(termSheet)

Structured-note pricing for crypto. Send a JSON term sheet (autocallable, barrier reverse convertible, range accrual, principal-protected, shark fin) on BTC, ETH or SOL; get the fair coupon or participation, probabilities (autocall per observation, knock-in, loss), greeks, a spot x vol scenario grid and payoff-diagram data. Monte Carlo on live Deribit implied vol. Free preview; full quote $0.02 USDC via x402 on Solana or Base. Costs $0.02 USDC (x402).

Input Schema

{
  "type": "object",
  "properties": {
    "termSheet": {
      "type": "object",
      "additionalProperties": {},
      "description": "Term sheet JSON; see /schema/term-sheet.json. Example: {\"underlying\":\"ETH\",\"notionalUsd\":10000,\"issuerMarginBpsPa\":200,\"product\":{\"type\":\"autocallable\",\"tenorDays\":30,\"obsFreqDays\":7,\"autocallBarrier\":1,\"couponBarrier\":0.8,\"knockInBarrier\":0.7,\"memory\":true,\"nonCallDays\":0},\"market\":{},\"seed\":20261023}"
    }
  },
  "required": [
    "termSheet"
  ],
  "additionalProperties": false,
  "$schema": "http://json-schema.org/draft-07/schema#"
}

Community

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Evidence

Recent observations

verifiedversion not recorded3 tools