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Delx Agent Operations Protocol
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Short video generation API for agents: create a fast 4-second 720p text-to-video draft for Reels, TikTok, Shorts, product promos and video ad creative with P-Video for $0.03 USDC via x402. Priced below comparable agent catalogs while preserving positive gross margin; returns a durable MP4 URL and S… summarised by us
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- Black-Scholes Delta
Call/put delta from BS closed form. Call when delta-hedging or option inventory needs BS delta. Returns delta for call and put as deterministic JSON for $0.001
- Black-Scholes d1 d2
Compute Black-Scholes d1 and d2 from spot/strike/vol/time/rate. Call when you need BS inputs for Greeks without a market feed. Returns d1 and d2 as deterministi
- Order Book Depth Notional
Sum price*size depth notional for a side ladder. Call when risk needs notional available within N levels. Returns depth_notional and levels_used as deterministi
- Order Book Imbalance
Book imbalance (bid_size-ask_size)/(bid_size+ask_size). Call when sizing or signal needs L1 size imbalance. Returns imbalance in [-1,1] as deterministic JSON fo
- AMM Price Impact (bps)
AMM price impact in bps for a swap input against reserves. Call when pre-trade impact checks for pool size vs order size. Returns impact bps and mid vs executio
- AMM Out Given In
Constant-product AMM output amount for a given input size. Call when simulating x*y=k swaps offline from reserves you already know. Returns amount out and new r
- Half-Kelly Fraction
Half-Kelly fraction for conservative bankroll growth. Call when agents that want Kelly growth with lower variance. Returns half Kelly fraction as deterministic
- Kelly Fraction
Kelly fraction from win probability and net payoff odds b. Call when bankroll sizing for repeated bets with known edge (advisory). Returns full Kelly fraction c
- Trade Expectancy
Expectancy per trade from win rate, avg win, and avg loss. Call when deciding if a system has positive edge before scaling size. Returns expectancy per trade as
- Profit Factor
Profit factor = gross wins / gross losses. Call when quality filters on strategy tapes before promotion. Returns profit factor as deterministic JSON for $0.001
- Win Rate
Win rate from wins and total trades. Call when scorecards and expectancy inputs from closed trade counts. Returns win rate fraction and percent as deterministic
- Lite Sortino
Lite Sortino using downside stdev of negative returns. Call when penalizing downside volatility without a full analytics stack. Returns sortino-like ratio and n
- Lite Sharpe
Lite Sharpe = mean/stdev of a return sample (no rf, sample). Call when quick risk-adjusted rank of strategy return arrays. Returns sharpe-like ratio and n as de
- Simple CAGR
Simple CAGR from start value, end value, and years. Call when annualizing multi-year equity curves offline. Returns cagr as deterministic JSON for $0.001 USDC v
- Stop-Loss from %
Stop-loss price from entry and stop percent move. Call when placing SL levels from percent risk rules. Returns stop-loss price as deterministic JSON for $0.001
- Take-Profit from %
Take-profit price from entry and target percent move. Call when placing TP levels from percent playbooks. Returns take-profit price as deterministic JSON for $0
- Max Loss at Stop
Max loss dollars for size and stop distance. Call when pre-trade loss caps and kill-switch thresholds. Returns max loss dollars as deterministic JSON for $0.001
- Position Size by Risk
Position size from account risk budget and stop distance. Call when fixed-fractional sizing without a broker SDK. Returns size from risk dollars and stop as det
- Risk/Reward Ratio
Risk–reward ratio = reward / risk for stop/target geometry. Call when validating setups before size allocation. Returns risk_reward ratio as deterministic JSON
- Inventory Skew
Skew an inventory target away from neutral for MM heuristics. Call when simple market-making inventory tilt without a full strategy engine. Returns skewed inven
- Spread Percent
Bid–ask spread as percent of mid for cross-asset compare. Call when comparing liquidity across price levels and assets. Returns spread percent of mid as determi
- Absolute Spread
Absolute bid–ask spread for liquidity snapshots. Call when venue quality filters that use raw spread width. Returns absolute spread as deterministic JSON for $0
- Mid Price
Mid price = (bid + ask) / 2 for spread-aware marks. Call when normalizing BBO into a single mid for agents. Returns mid price as deterministic JSON for $0.001 U
- Simple VWAP
Volume-weighted average price from price/size samples. Call when benchmarking execution against your own print tape. Returns vwap and total volume as determinis
- Simple TWAP
Simple average of price samples for a light TWAP mark. Call when benchmarking fills against an equal-weight path you already hold. Returns twap and sample count
- Basis Basis Points
Basis in bps from future vs spot for desk reports. Call when expressing futures premium in standard bps units. Returns basis bps as deterministic JSON for $0.00
- Basis Percent
Basis percent = (future − spot) / spot for carry checks. Call when cash-and-carry or premium/discount scans from caller prices. Returns basis percent as determi
- Funding Payment
Funding payment ≈ notional × funding_rate for a period. Call when estimating perp funding drag/credit offline. Returns funding payment in quote as deterministic
- ROI on Margin
Return on margin for a realized or mark PnL. Call when comparing leveraged trades by capital efficiency. Returns roi on posted margin as deterministic JSON for
- Short Liquidation Price
Approximate short liquidation price from entry, leverage, and maintenance. Call when risk banners for leveraged short positions (advisory model). Returns liq pr