Connection check
verified live · 27h ago
patternfetch
US stocks, ETFs, crypto → compact brief: patterns, S/R, regime + base rates vs baseline. Not advice.
Tools
6
GitHub stars
—
Installs / wk
—
Licence
MIT
Transport
streamable-http
Last checked
27h ago
Tools & capabilities
6 toolsRead from the running server on 27h ago.
patternfetch_analogs
read-only
marketticker*windowhorizontimeframe*
Find earlier windows IN THE SAME SERIES whose shape resembles the current price action and return the FULL distribution of what followed (win-rate, median, min, max, n) over a fixe… Find earlier windows IN THE SAME SERIES whose shape resembles the current price action and return the FULL distribution of what followed (win-rate, median, min, max, n) over a fixed forward horizon. Parameters: window = how many recent bars form the shape being matched (default 32); horizon = how many bars forward each match is measured over (default 20). WHEN: an agent wants the historical spread of outcomes after a similar-looking setup, including how wide and how uncertain that spread is. WHEN NOT: you want the current technical picture (use brief), you want to find candidates across the market (use scan), or you need one expected value — this deliberately returns a distribution, not a point estimate. NOT a prediction, NOT a backtest of a strategy; past distribution does not guarantee future results. Example: {"ticker":"ETH/USDT","timeframe":"1d"}. Impersonal data, not advice.
patternfetch_brief
read-only
limitmarketticker*timeframe*
Get a token-compact market-state brief for a stock, ETF, or crypto ticker + timeframe. Returns compact candles, detected chart/candlestick patterns with geometric confidence AND a… Get a token-compact market-state brief for a stock, ETF, or crypto ticker + timeframe. Returns compact candles, detected chart/candlestick patterns with geometric confidence AND a backtested historical base rate (how often that pattern+timeframe+confidence-band actually resolved its way), support/resistance levels, trend/regime, and interpreted indicators (RSI/EMA state) plus a one-line summary. Covers US stocks/ETFs (split & dividend adjusted, delayed/EOD) and crypto spot (realtime). WHEN: an agent needs the current technical picture of a market without dumping raw OHLCV into context (saves tokens, avoids numeric hallucination). WHEN NOT: you need order execution or portfolio advice. Examples: {"ticker":"AAPL","timeframe":"1d"}, {"ticker":"BTC/USDT","timeframe":"4h"}. Output is impersonal market data, NOT investment advice.
patternfetch_capabilities
read-only
Return patternfetch's own capability matrix: which asset classes are covered (US stocks, ETFs, crypto spot), the data source and delay for each, the supported timeframes, the endpo… Return patternfetch's own capability matrix: which asset classes are covered (US stocks, ETFs, crypto spot), the data source and delay for each, the supported timeframes, the endpoint list, the per-call prices and tier limits, and the product version. Takes no arguments and returns the same static self-description on every call — it contains NO market data (no quotes, candles, patterns or base rates). WHEN: once at the start of a session, to learn which asset classes and timeframes are supported before calling brief/multi/delta/analogs/scan, instead of guessing and getting a validation error. WHEN NOT: you already know the ticker and timeframe are supported (go straight to brief), or you want actual market data (this returns none).
patternfetch_delta
read-only
limitmarketticker*timeframe*
Get only what CHANGED since your last brief for a ticker+timeframe (trend flips, new patterns, RSI-state changes). WHEN: an agent polls the same market repeatedly and wants minimal… Get only what CHANGED since your last brief for a ticker+timeframe (trend flips, new patterns, RSI-state changes). WHEN: an agent polls the same market repeatedly and wants minimal tokens — call brief once, then delta on each later poll. WHEN NOT: first look at a market (use brief). Returns changed=false when nothing material changed. Example: {"ticker":"BTC/USDT","timeframe":"4h"}. Impersonal data, not advice.
patternfetch_multi
read-only
limitmarketticker*timeframes
Get a multi-timeframe market-state view for one stock, ETF, or crypto ticker in a single call: a token-compact brief for each requested timeframe (default 1h, 4h, 1d) PLUS a cross-… Get a multi-timeframe market-state view for one stock, ETF, or crypto ticker in a single call: a token-compact brief for each requested timeframe (default 1h, 4h, 1d) PLUS a cross-timeframe alignment read — whether the trends across timeframes agree or diverge, with the split spelled out (e.g. "1h up / 4h up / 1d down"). WHEN: an agent wants to know if a setup is confirmed across horizons or conflicting between them, without making 3 separate brief calls. WHEN NOT: you only care about one timeframe (use brief). The alignment/divergence is impersonal DESCRIPTIVE data, not a signal to act on. Example: {"ticker":"BTC/USDT","timeframes":["1h","4h","1d"]}. Not investment advice.
patternfetch_scan
read-only
tflimitregimeminLiftpatternassetClass
+1