papertx.com

List top tradable markets on an exchange (Binance, Indodax, Kraken, etc.).

Return the current active market event for supported dynamic market families.

Get OHLC candle history for charting (1m, 5m, 1h, 4h, 1d).

Get the latest live price for a trading symbol (e.g.

Return a fresh market tick (price, candles, orderbook) for the trading panel widget.

Use this tool when you (the AI) encounter an error, timeout, or data integrity issue while executing user trades or querying data.

Return a PaperTX strategy draft template for an exchange/symbol/market_family.

Repair a legacy or incomplete strategy document into a valid Python v1 draft.

Return PaperTX strategy context, signal, or instrument schema for agents.

Return structured per-tick decision logs with signal metadata for a strategy.

Analyze a strategy's current lifecycle and runtime state, then recommend the single best next action.

List all saved versions of a strategy.

Compute realized PnL impact by strategy version.

Clone a strategy into a new draft variant, optionally overriding params.

Create a draft Strategy Experiment / Bot A/B Test container.

Fork a strategy into an experiment variant with its own sandbox account.

Return leaderboard-style metrics for Strategy Experiment variants.

Deploy and start all experiment variant paper runners.

Stop all strategy runners for an experiment.

Copy a winning variant's config into the target strategy and save a new version.

Restore a strategy to a previous saved version.

Enable or disable auto-restart for a strategy's paper runner.

Aggregate risk metrics across all active strategies: total exposure, drawdown, running count.

Return a realistic sample of strategy context data (indicators, market state, portfolio).

List exchanges available to the Strategy MCP control plane with capabilities.

List canonical PaperTX instruments for a market/exchange.

List locally available backtest datasets and their replay quality metadata.

Get detailed metadata for one locally available backtest dataset.

Hydrate a remote dataset archive into the local cache for backtesting.

Validate a strategy document without saving, deploying, or executing it.

Convert a legacy strategy document into the current deployable strategy envelope.

Return the strategy manifest: editable/protected blocks, allowed exchanges, params_schema, runner_mode.

List all blocks in the strategy.

Get the details and code of a specific strategy block.

Update a strategy block.

Update a strategy hook.

Validates a python block using the Sandbox AST validator to ensure it contains no malicious imports or builtins.

Show a diff between the current strategy block code and proposed changes.

Create or update a PaperTX strategy draft.

Run raw Python strategy code against stored data without saving, deploying, or placing external orders.

Run a paper backtest through the Strategy Platform engine.

Deploy a saved strategy to the Strategy Platform and start the paper runner.

Stop a running paper strategy and mark it inactive.

Return saved and running paper strategy status for the authenticated user.

Simulate one Python strategy tick without deploying, enabling a runner, or submitting any order.

Return the next paper strategy signal without starting any autonomous runner.

Collect runner, signal, market, positions, orders, and health evidence for a strategy.

Classify whether a strategy issue should be fixed in MCP, retried later, or reported to dev.

Submit a developer bug report using a previously generated diagnostic bundle.

Get no-code editable parameters from a saved strategy (params from strategy.config).

Update no-code parameters on a saved strategy.

Validate proposed parameter values against the strategy's params_schema without saving.

Simulate one tick with hypothetical param values without saving them.

Replay historical market data through a strategy tick by tick.

Replay historical paper-trading data and summarize simulated results.

Stress-test a strategy through the same BacktestEngine path as normal replay.

Start a server-side replay job.

Fetch status, progress, and final result of a server-side replay job.

Return an owner-only, read-only Backtest Debugger URL.

Walk-forward and out-of-sample backtest.

List all saved strategies (draft, running, stopped) for the authenticated user.

Get recent execution logs for a strategy (or all strategies if empty).

Export a saved strategy as a Jupyter notebook (.ipynb) with block/hook code cells and metadata.

Import a Jupyter notebook (.ipynb) as a strategy.

Export a single strategy block or hook as standalone Python (.py) content.

Import a single Python block/hook code into a strategy with AST validation.

Create a new browser automation session.

List the active browser sessions owned by the current user.

Return the attach URL, connect token, and expiry for a session.

Execute a chain of browser actions against the attached session.

Run a high-level intent like 'buy_market', 'close_all', 'switch_to_symbol', or 'refresh_dashboard'.

List available browser automation macros (recorded action sequences).

Run a saved macro by name.

Close a browser session and release any attached WebSocket connection.

Return current status of a session: attached?, tab, capabilities, last seen, recording state.

Open an inline PaperTX Chart Widget in the ChatGPT UI.

Check PaperTX MCP subsystems readiness: market data, paper ledger, order engine, database.

Get paper trading portfolio: balances, equity, and unrealized PnL per account.

Get detailed PnL breakdown for a strategy: per-trade, per-window, aggregate stats.

Get the last decision made by a strategy with full context: signal, indicators, orderbook, ctx, and reason chain.

Get a per-tick execution trace for a strategy: signal, ctx changes, and orderbook snapshot.

List open paper trading positions with mark price and unrealized PnL.

Return recent paper trades (fills) across your accounts.

Close an open paper position (full sell) by symbol or position_id.

[Schema v3] Preview fill price and fees.

[Schema v3 — PREFERRED] Submit a paper order after get_execution_quote.

List top tradable markets on an exchange (Binance, Indodax, Kraken, etc.).

Return the current active market event for supported dynamic market families.

Get OHLC candle history for charting (1m, 5m, 1h, 4h, 1d).

Get the latest live price for a trading symbol (e.g.

Return a fresh market tick (price, candles, orderbook) for the trading panel widget.

Create a new browser automation session.

List the active browser sessions owned by the current user.

Return the attach URL, connect token, and expiry for a session.

Execute a chain of browser actions against the attached session.

Run a high-level intent like 'buy_market', 'close_all', 'switch_to_symbol', or 'refresh_dashboard'.

List available browser automation macros (recorded action sequences).

Run a saved macro by name.

Close a browser session and release any attached WebSocket connection.

Return current status of a session: attached?, tab, capabilities, last seen, recording state.

Check PaperTX MCP subsystems readiness: market data, paper ledger, order engine, database.

Get paper trading portfolio: balances, equity, and unrealized PnL per account.

Get detailed PnL breakdown for a strategy: per-trade, per-window, aggregate stats.

Get the last decision made by a strategy with full context: signal, indicators, orderbook, ctx, and reason chain.

Get a per-tick execution trace for a strategy: signal, ctx changes, and orderbook snapshot.

List open paper trading positions with mark price and unrealized PnL.

Return recent paper trades (fills) across your accounts.

Close an open paper position (full sell) by symbol or position_id.

Use this tool when you (the AI) encounter an error, timeout, or data integrity issue while executing user trades or querying data.

Return a PaperTX strategy draft template for an exchange/symbol/market_family.

Return PaperTX strategy context, signal, or instrument schema for agents.

Return structured per-tick decision logs with signal metadata for a strategy.

Analyze a strategy's current lifecycle and runtime state, then recommend the single best next action.

List all saved versions of a strategy.

Compute realized PnL impact by strategy version.

Clone a strategy into a new draft variant, optionally overriding params.

Create a draft Strategy Experiment / Bot A/B Test container.

Fork a strategy into an experiment variant with its own sandbox account.

Return leaderboard-style metrics for Strategy Experiment variants.

Deploy and start all experiment variant paper runners.

Stop all strategy runners for an experiment.

Copy a winning variant's config into the target strategy and save a new version.

Restore a strategy to a previous saved version.

Enable or disable auto-restart for a strategy's paper runner.

Aggregate risk metrics across all active strategies: total exposure, drawdown, running count.

Return a realistic sample of strategy context data (indicators, market state, portfolio).

List exchanges available to the Strategy MCP control plane with capabilities.

List canonical PaperTX instruments for a market/exchange.

List locally available backtest datasets and their replay quality metadata.

Get detailed metadata for one locally available backtest dataset.

Hydrate a remote dataset archive into the local cache for backtesting.

Validate a strategy document without saving, deploying, or executing it.

Return the strategy manifest: editable/protected blocks, allowed exchanges, params_schema, runner_mode.

List all blocks in the strategy.

Get the details and code of a specific strategy block.

Update a strategy block.

Update a strategy hook.

Validates a python block using the Sandbox AST validator to ensure it contains no malicious imports or builtins.

Show a diff between the current strategy block code and proposed changes.

Create or update a PaperTX strategy draft.

Run raw Python strategy code against stored data without saving, deploying, or placing external orders.

Run a paper backtest through the Strategy Platform engine.

Deploy a saved strategy to the Strategy Platform and start the paper runner.

Stop a running paper strategy and mark it inactive.

Return saved and running paper strategy status for the authenticated user.

Simulate one Python strategy tick without deploying, enabling a runner, or submitting any order.

Return the next paper strategy signal without starting any autonomous runner.

Collect runner, signal, market, positions, orders, and health evidence for a strategy.

Classify whether a strategy issue should be fixed in MCP, retried later, or reported to dev.

Submit a developer bug report using a previously generated diagnostic bundle.

Get no-code editable parameters from a saved strategy (params from strategy.config).

Get the immutable replay execution model and whether a legacy strategy needs migration.

Set a missing execution model on a stopped legacy draft; the selected model cannot later change.

Update no-code parameters on a saved strategy.

Validate proposed parameter values against the strategy's params_schema without saving.

Simulate one tick with hypothetical param values without saving them.

Replay historical market data through a strategy tick by tick.

Replay historical paper-trading data and summarize simulated results.

Stress-test a strategy through the same BacktestEngine path as normal replay.

Start a server-side replay job.

Fetch status, progress, and final result of a server-side replay job.

Return an owner-only, read-only Backtest Debugger URL.

Walk-forward and out-of-sample backtest.

List all saved strategies (draft, running, stopped) for the authenticated user.

Get recent execution logs for a strategy (or all strategies if empty).

Export a saved strategy as a Jupyter notebook (.ipynb) with block/hook code cells and metadata.

Import a Jupyter notebook (.ipynb) as a strategy.

Export a single strategy block or hook as standalone Python (.py) content.

Import a single Python block/hook code into a strategy with AST validation.

[Schema v3] Preview fill price and fees.

[Schema v3 — PREFERRED] Submit a paper order after get_execution_quote.