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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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- Long Liquidation Price
Approximate long liquidation price from entry, leverage, and maintenance. Call when risk banners for leveraged long positions (advisory model). Returns liq pric
- Margin Required
Margin required for a notional at a given leverage. Call when pre-trade margin checks without exchange APIs. Returns margin required as deterministic JSON for $
- Break-even Price
Break-even exit price including a fee rate on the round-turn. Call when setting targets that actually clear fees. Returns break-even price as deterministic JSON
- Impact Price
Expected impact price from mid and signed slippage fraction. Call when simulating worse fills before sending size. Returns impacted price from mid as determinis
- Slippage Basis Points
Slippage in basis points versus mid for execution reports. Call when venue quality scorecards in bps units operators expect. Returns slippage bps vs mid as dete
- Slippage Percent
Slippage percent of expected mid versus fill/impact price. Call when post-trade quality checks and pre-trade impact budgets. Returns slippage percent vs mid as
- Maker/Taker Fee Split
Split fee drag into maker and taker components for a notional. Call when comparing venue fee schedules before routing. Returns maker fee, taker fee, and totals
- Fee Quote
Fee amount = notional × fee_rate for maker/taker style quotes. Call when pre-trade fee drag estimates on a sized order. Returns fee amount in quote units as det
- Realized PnL (FIFO lite)
Lite FIFO-style realized PnL from sequential buy/sell fills. Call when attributing closed PnL from a short fill tape without a full OMS. Returns realized pnl su
- Unrealized PnL
Unrealized PnL versus mark from entry and size. Call when open position dashboards and liquidation preflight. Returns unrealized pnl at mark as deterministic JS
- Mark Position Value
Mark a position to a given price for equity snapshots. Call when portfolio marks without a live exchange feed in the tool itself. Returns position value at mark
- Average Entry Price
Volume-weighted average entry across fill price/size pairs. Call when averaging multiple fills into one book cost basis. Returns average entry and total size as
- Position Notional
Notional value = mark price × size for sizing and risk. Call when risk engines that need exposure before leverage math. Returns notional quote value as determin
- PnL After Fees
Net PnL after entry and exit fee rates on a sized position. Call when realistic fill accounting when fees matter to edge. Returns net pnl after fees as determin
- Percent PnL
Percent profit/loss from entry and exit prices. Call when ranking trades or alerts by return instead of absolute dollars. Returns pnl percent from entry→exit as
- Absolute PnL
Absolute profit/loss from entry, exit, and position size. Call when marking closed trades or paper fills without a broker API. Returns absolute pnl in quote uni
- HTTP Header Diff
Compare two caller-supplied HTTP header maps case-insensitively while redacting Authorization, Cookie, Set-Cookie, and Proxy-Authorization values. Use after hea
- x402 Payment Preflight
Evaluate caller-supplied x402 payment requirements before a wallet signs them. Use after receiving HTTP 402 to enforce a maximum USDC amount, allowed networks,
- Batch Completion Gate
Batch Completion Gate: Batch Completion Gate checks terminal item coverage and minimum success fraction from bounded caller-supplied values without an external
- Batch Error Budget Check
Batch Error Budget Check: Batch Error Budget Check checks failed item count and fraction against caller budgets from bounded caller-supplied values without an e
- Batch Dependency Levels
Batch Dependency Levels: Batch Dependency Levels topologically groups bounded jobs into executable dependency levels from bounded caller-supplied values without
- Batch Idempotency Keys
Batch Idempotency Keys: Batch Idempotency Keys derives stable non-secret idempotency keys for batch items from bounded caller-supplied values without an externa
- Batch Retry Partition
Batch Retry Partition: Batch Retry Partition partitions batch results into retryable and terminal identifiers from bounded caller-supplied values without an ext
- Batch Rate Limit Plan
Batch Rate Limit Plan: Batch Rate Limit Plan calculates dispatch duration from request count and rate window from bounded caller-supplied values without an exte
- Batch Concurrency Plan
Batch Concurrency Plan: Batch Concurrency Plan calculates batch waves from item count and concurrency from bounded caller-supplied values without an external pr
- Batch Chunk Plan
Batch Chunk Plan: Batch Chunk Plan plans ordered bounded chunks from item count and chunk size from bounded caller-supplied values without an external provider.
- CSV Unpivot
CSV Unpivot: CSV Unpivot converts selected wide CSV columns into name and value rows from bounded caller-supplied values without an external provider. Call CSV
- CSV Pivot Count
CSV Pivot Count: CSV Pivot Count builds a count pivot from row and column category fields from bounded caller-supplied values without an external provider. Call
- CSV Left Join By Key
CSV Left Join By Key: CSV Left Join By Key left-joins two bounded CSV tables on one key column from bounded caller-supplied values without an external provider.
- CSV Date Profile
CSV Date Profile: CSV Date Profile profiles ISO date parse success for selected CSV columns from bounded caller-supplied values without an external provider. Ca