Orcpin is your agent's librarian.

Native and token balances plus account flags for a single wallet at the current block.

• address, block_number, timestamp
• account.is_contract — whether the address is a contract
• account.transaction_count — outbound nonce
• native_balance — ETH as wei + human formatted
• token_balances[] — USDC & tracked ERC-20s (symbol, contract, raw, formatted, decimals)
• derived — wallet_type, activity_tier, and gas_runway (transfers the balance can still pay for)
• sources, disclaimer

Everything in a wallet snapshot, plus the address's Aave v3 position on Base and derived risk metrics.

• All wallet-snapshot fields above
• aave_v3.available, aave_v3.pool, has_position
• total_collateral, total_debt, available_borrows (USD, 8 decimals)
• current_liquidation_threshold_bps, loan_to_value_bps
• health_factor — null when there's no debt
• no_outstanding_debt — quick boolean flag
• derived.aave — net_equity, ltv_utilization_pct, leverage_multiplier, health_factor_band
• derived.aave.collateral_drawdown_tolerance_pct — how far collateral can fall before liquidation
• sources, disclaimer

Wallet snapshots for many addresses in one call, all anchored to a single block.

• block_number, timestamp, count
• results[] — one entry per address
• each result: address + full wallet-snapshot data
• up to 1000 addresses, one consistent block anchor
• sources, disclaimer

Find the endpoint before you vet it. A searchable index of public x402 resources, ordered by how many distinct wallets actually paid them in the last 30 days. The CDP Bazaar catalog behind it supports neither text search nor lookup by URL; this does.

• ?q= — text across URL, service name and description
• ?network= — exact network id (base, eip155:8453, solana)
• ?max_price= — USD ceiling; unpriced entries are excluded, not assumed cheap
• unique_payers_30d, calls_30d — the demand signal it's ranked by
• reliability — whether we hold probe history for it; the facts are the paid call below

Pre-flight a single x402 endpoint before your agent pays it: factual, independently measured delivery signals from continuous probing. Any endpoint, not just ones we've seen — an unknown URL is probed live before you get an answer.

• url, status, sample_size, last_verified
• facts.reachable_rate — uptime over the probe window
• facts.http_success_rate — responded as expected (2xx or a valid 402)
• facts.valid_402_rate — returns a well-formed x402 challenge
• facts.latency_ms — p50 / p95 / p99 (bucketed)
• facts.delivery_verified — sampled paid delivery check
• flags — enumerated factual markers (e.g. consecutive_failures)
• methodology, disclaimer

Vet your agent's whole tool list in one call — the same delivery facts for every x402 endpoint it depends on, before relying on them. The trust line's sweep.

• count, results[] — one entry per endpoint
• each result: url, status, sample_size, facts, flags
• same facts as the single check — reachable / valid-402 / latency / delivery
• endpoints we hold no history for are probed live, so every billed URL returns real facts
• up to 150 endpoints, one paid call
• methodology, disclaimer

Send your tax lots (and optionally a proposed sell) as JSON: per-lot days held, the exact date each lot's gain character turns long-term, and FIFO or specific-identification allocation with realized gain per lot. IRC §1222's threshold is quoted in the response; cost basis is used exactly as supplied.

• lots[].daysHeld, longTermFrom, character, daysUntilLongTerm
• sell.allocations[] — per lot: quantity, character, costBasis, proceeds, realizedGain
• sell.totals — short-term / long-term quantity and gain (null over guessed, always)
• missing basis or price → null math, never a partial sum
• explanation, methodology, disclaimer

Matched same-day buy/sell pairs per symbol in the rolling five-TRADING-day window — real market days from a versioned NYSE holiday calendar, not naive calendar days. FINRA Rule 4210's pattern-day-trader definition is quoted in the response, never applied: the count is ours, the comparison is yours.

• window.tradingDays — the 5 actual market days, plus calendarVersion
• day_trade_count, total_trades_in_window, day_trade_ratio
• day_trades[] — each matched symbol-day with buys, sells, pairs
• coverage — declare how far back your data reaches; short coverage is flagged as a floor, never hidden
• threshold_citation, methodology, disclaimer

The T+1 settlement date for each trade and whether it has settled as of a date you supply — weekends and market holidays handled by the same versioned NYSE calendar. SEC Rule 15c6-1 is quoted in the response; sequencing conclusions stay yours.

• trades[].settlementDate — next trading day after the trade (T+1)
• trades[].settledAsOf, tradingDaysUntilSettlement
• settled_count, unsettled_count
• dates outside the calendar's range are a 400 — never a guessed holiday
• rule_citation, calendar_version, methodology, disclaimer

The same T+1 answer for one trade, as a one-line GET — no request body. Pass a trade date and an as-of date; get the settlement date and whether it has settled. For when an agent has a single date to check, not a list.

• settlement_date — next trading day after the trade (T+1)
• settled, trading_days_until_settlement
• same versioned NYSE calendar and SEC Rule 15c6-1 citation as the batch route
• out-of-range dates are a 400 — never a guessed holiday