Koskamo

falcon.sol structures MCP

An MCP server for pricing crypto structured notes like autocallables and shark fins on BTC, ETH, and SOL using Monte Carlo simulations. It exposes tools for free market snapshots, free preview calculations, and paid pricing via x402 micropayments, requiring no account or API key.

Endpoint and access

No sign-in to connect and list tools. Individual tools may still need a vendor account, credentials, or permissions; check the documented prerequisites.

falcon.sol structures MCP logo, by falcon.solCommunity listingStreamable HTTPNo sign-inEndpoint checked 2026-11-01Published by falcon.sol
MCP endpoint (Streamable HTTP)
https://falcon-structures.falcon-sol.workers.dev/mcp
Vendor documentation

What you can do with it

  • Retrieve live spot and implied volatility for crypto assets
  • Calculate fair coupon and payoff diagrams for structured notes
  • Price complex derivatives with full greeks and PV decomposition
  • Execute paid pricing requests via x402 micropayments

Source and maintenance

Community listingRegistry 1.0.1
mcp-registry: io.github.ygfalcon/falcon-structures@1.0.1Project website

Protocol and capabilities

Server
falcon.sol structures 1.0.0
MCP protocol
2025-06-18
Tools
3 advertised
Resources
Not advertised
Resource templates
Not advertised
Prompts
Not advertised
Server-advertised capabilities
{
  "tools": {
    "listChanged": true
  }
}

Tools

3 advertised

preview_note
Advertised by the server during the last successful anonymous check.

Free indicative quote: fair coupon/participation rounded to 0.5%, probabilities, payoff diagram.

preview_note input schema
{
  "type": "object",
  "$schema": "http://json-schema.org/draft-07/schema#",
  "required": [
    "termSheet"
  ],
  "properties": {
    "termSheet": {
      "type": "object",
      "description": "Term sheet JSON; see /schema/term-sheet.json. Example: {\"underlying\":\"ETH\",\"notionalUsd\":10000,\"issuerMarginBpsPa\":200,\"product\":{\"type\":\"autocallable\",\"tenorDays\":30,\"obsFreqDays\":7,\"autocallBarrier\":1,\"couponBarrier\":0.8,\"knockInBarrier\":0.7,\"memory\":true,\"nonCallDays\":0},\"market\":{},\"seed\":20261023}",
      "additionalProperties": {}
    }
  },
  "additionalProperties": false
}
market_snapshot
Advertised by the server during the last successful anonymous check.

Free: live spot, Deribit implied vol (DVOL) and 30d realized vol for BTC, ETH or SOL.

market_snapshot input schema
{
  "type": "object",
  "$schema": "http://json-schema.org/draft-07/schema#",
  "required": [
    "underlying"
  ],
  "properties": {
    "underlying": {
      "enum": [
        "BTC",
        "ETH",
        "SOL"
      ],
      "type": "string"
    }
  },
  "additionalProperties": false
}
price_note
Advertised by the server during the last successful anonymous check.

falcon.sol structures: structured-note pricing for crypto. Send a JSON term sheet (autocallable, barrier reverse convertible, range accrual, principal-protected, shark fin) on BTC, ETH or SOL; get the fair coupon or participation, probabilities (autocall per observation, knock-in, loss), greeks, a spot x vol scenario grid and payoff-diagram data. Monte Carlo on live Deribit implied vol. Free preview; full quote $0.02 USDC via x402 on Solana or Base. Costs $0.02 USDC (x402).

price_note input schema
{
  "type": "object",
  "$schema": "http://json-schema.org/draft-07/schema#",
  "required": [
    "termSheet"
  ],
  "properties": {
    "termSheet": {
      "type": "object",
      "description": "Term sheet JSON; see /schema/term-sheet.json. Example: {\"underlying\":\"ETH\",\"notionalUsd\":10000,\"issuerMarginBpsPa\":200,\"product\":{\"type\":\"autocallable\",\"tenorDays\":30,\"obsFreqDays\":7,\"autocallBarrier\":1,\"couponBarrier\":0.8,\"knockInBarrier\":0.7,\"memory\":true,\"nonCallDays\":0},\"market\":{},\"seed\":20261023}",
      "additionalProperties": {}
    }
  },
  "additionalProperties": false
}

Prompts

Not advertised

No prompt definitions available.

Resources

Not advertised

No resource definitions available.

30-day availability

Aggregated from read-only remote checks; this is not a tool-execution or security guarantee.

Successful checks
1 of 1 (100%)
Average latency
1378 ms
95th percentile latency
1378 ms

Maintenance history

Public check and source-refresh events. Editorial and ownership records remain private.

  • · probe · passed · 1378 ms · metadata changed · 3 tool(s)

Connect from your client

Each snippet registers the same endpoint; pick the client you use.

This server is operated by the named third party. Listing and endpoint checks are not an endorsement or a security audit. Review the operator's permissions, terms, and data handling before connecting. How listings are checked and corrected.

Claude Code

Run this once in a terminal. It registers the remote server. Use --scope project to write .mcp.json for the repo.
Claude Code configuration
claude mcp add --transport http falcon-sol-structures-mcp https://falcon-structures.falcon-sol.workers.dev/mcp

Codex

Run this once. Codex stores MCP servers in ~/.codex/config.toml (or .codex/config.toml in a trusted project).
Codex configuration
codex mcp add falcon-sol-structures-mcp --url https://falcon-structures.falcon-sol.workers.dev/mcp

Cursor

Merge this server into .cursor/mcp.json in your project, then enable falcon-sol-structures-mcp in your MCP settings.
Cursor configuration
{
  "mcpServers": {
    "falcon-sol-structures-mcp": {
      "url": "https://falcon-structures.falcon-sol.workers.dev/mcp"
    }
  }
}

Cline

Merge this into cline_mcp_settings.json (Cline → MCP Servers → Configure).
Cline configuration
{
  "mcpServers": {
    "falcon-sol-structures-mcp": {
      "type": "streamableHttp",
      "url": "https://falcon-structures.falcon-sol.workers.dev/mcp",
      "disabled": false
    }
  }
}

VS Code

Merge this server into .vscode/mcp.json. Use MCP: List Servers to start falcon-sol-structures-mcp and inspect its tools.
VS Code configuration
{
  "servers": {
    "falcon-sol-structures-mcp": {
      "type": "http",
      "url": "https://falcon-structures.falcon-sol.workers.dev/mcp"
    }
  }
}

Gemini CLI

Run this once. It writes .gemini/settings.json in the current project; pass --scope user for ~/.gemini/settings.json.
Gemini CLI configuration
gemini mcp add --transport http falcon-sol-structures-mcp https://falcon-structures.falcon-sol.workers.dev/mcp

Claude Desktop

Merge this into claude_desktop_config.json (macOS: ~/Library/Application Support/Claude/, Windows: %APPDATA%\Claude\), then restart Claude Desktop.
Claude Desktop configuration
{
  "mcpServers": {
    "falcon-sol-structures-mcp": {
      "url": "https://falcon-structures.falcon-sol.workers.dev/mcp"
    }
  }
}

Windsurf

Merge this into ~/.codeium/windsurf/mcp_config.json, then refresh MCP in Cascade. Windsurf remote servers use serverUrl, not url.
Windsurf configuration
{
  "mcpServers": {
    "falcon-sol-structures-mcp": {
      "serverUrl": "https://falcon-structures.falcon-sol.workers.dev/mcp"
    }
  }
}

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