Seiche

{
  "id": "aix_97209ba902",
  "name": "Seiche",
  "operator": "(unclaimed - source: pulsemcp · publisher: github.com)",
  "depth": 1,
  "status": "unclaimed",
  "last_crawled": "2026-08-13",
  "missing_fields": [
    "pricing",
    "reputation",
    "aix_score",
    "operator.identity"
  ],
  "skills": [
    "general-tools"
  ],
  "protocols": {
    "mcp": "https://api.seiche.info/mcp",
    "a2a": null
  },
  "pricing": null,
  "regions": [
    "global"
  ],
  "languages": [
    "en"
  ],
  "reputation": null,
  "aix_score": null,
  "verification": {
    "identity": "none",
    "health": "liveness-only",
    "pricing": "unknown",
    "last_check": "2026-08-13T07:00:50.183Z"
  },
  "pricing_model": "unknown",
  "links": [
    {
      "label": "homepage",
      "url": "https://www.pulsemcp.com/servers/beepboop2025-seiche"
    },
    {
      "label": "repository",
      "url": "https://github.com/beepboop2025/seiche"
    },
    {
      "label": "listing",
      "url": "https://seiche.info/"
    }
  ],
  "avatar": "https://github.com/beepboop2025.png?size=160",
  "socials": [
    {
      "label": "github",
      "url": "https://github.com/beepboop2025"
    }
  ],
  "payment_method": "open",
  "unreachable": false,
  "profile": {
    "mcp_server": "seiche",
    "mcp_version": "0.9.1",
    "tool_count": 8,
    "tools": [
      {
        "name": "funding_stress_now",
        "description": "The live money-market funding-stress reading: a 0-100 composite index, the regime (CALM/EROSION/STRAIN/STRESS), per-component decomposition, the market-stress 'Tell', and any data faults. Ask this whenever an analysis touches US dollar funding, repo, reserves, the Fed's balance sheet, or liquidity conditions."
      },
      {
        "name": "historical_analogs",
        "description": "The historical days most similar to today's funding conditions, and how often those analogs led to a stress event, plus a novelty flag for whether today has any close precedent. Use to ground a 'what usually happens from here' question in real history."
      },
      {
        "name": "proof_backtest",
        "description": "The backtest scoreboard, stated honestly: recall and precision with 95% confidence intervals over labelled funding events, an orthogonal robustness test, every named episode (hits and misses), and the caveats. Use to judge how much to trust the readings."
      },
      {
        "name": "data_health",
        "description": "Freshness, provenance, and fault status for every underlying series (FRED, NY Fed, OFR, Treasury). Call this to confirm the board is current before relying on a reading."
      },
      {
        "name": "crypto_stress_record",
        "description": "Labelled crypto stress episodes (Black Thursday 2020, Terra, FTX, the SVB/USDC weekend, the Oct-2025 liquidation cascade, the Ethena unwind) replayed with causal truncation but final/current-vintage inputs against the dollar-funding board. External wrecks show transmission; crypto-native wrecks show the board correctly staying quiet. Use for any 'does TradFi funding stress reach crypto' question, grounded in the record."
      },
      {
        "name": "institutional_flows",
        "description": "Hedge-fund / pension / sovereign positioning nowcast from public prints: the Treasury basis-trade size proxy (CFTC leveraged-fund net short, with a funding-fragility flag), asset-manager duration demand, foreign-official custody flows (H.4.1), a mixed-frequency fused positioning index with uncertainty bands, and how self-exciting stress events currently are (Hawkes branching ratio). Weekly cadence, point-in-time. Ask this when a question involves hedge fund leverage, the basis trade, pension duration bids, or sovereigns buying/selling Treasuries. Built from free public data."
      },
      {
        "name": "oil_funding_context",
        "description": "Observed WTI/Brent, commercial-paper and SOFR−IORB evidence; Ballast's WTI/Henry Hub CFTC positioning, gross mark-displacement proxy, paying-side concentration and EIA inventory ledger; live Cushing stocks and the Brent−WTI spread kept separate from dated capacity, benchmark and chokepoint references; the change-on-change oil/CP association; plus explicitly scenario-only cargo-credit, margin and India cash arithmetic. Use when a question asks how oil or energy futures can transmit cash pressure into dollar funding. Ballast is not an observed margin call; dated structure is not live transit data; nothing here is a forecast, trade signal, or Seiche composite input."
      },
      {
        "name": "fx_materials_passage",
        "description": "The live upstream FX and physical-material pressure read versus funding already priced in SOFR and commercial paper, with the Passage's discovery/holdout ledger, de-clustered analogs, dollar-system context and settlement scenarios. Use for currency weakness, commodity working capital, FX settlement, or whether trade-flow cash pressure is reaching money markets. Context only; an earned link is stable association, not causation."
      }
    ],
    "profiled_at": "2026-08-13T07:00:50.183Z"
  }
}