Add QuantOracle action provider

[fel123]

Summary

Adds a new action provider giving AgentKit agents access to deterministic quant finance math — Black-Scholes pricing, Kelly Criterion sizing, Monte Carlo simulation, full risk audits, and hedge recommendations.

The two paid composite actions (assess_portfolio_risk, recommend_hedge) settle automatically via the agent's wallet using x402 micropayments on Base or Solana — no API key, no signup, no billing infrastructure required. This is the structural fit with AgentKit: the framework's USDC-native wallets unlock paid endpoints that traditional API-key services can't reach as cleanly.

What's new

5 curated actions covering the financial decisions an autonomous trading or finance agent typically faces:

Action	Cost	Use case
price_option	Free	Pre-trade Black-Scholes pricing with full Greeks
calculate_kelly	Free	Optimal bet sizing with full/half/quarter Kelly
simulate_portfolio	Free	Monte Carlo with retirement-style withdrawals
assess_portfolio_risk	$0.04 USDC via x402	Composite Sharpe/Sortino/Calmar/maxDD/VaR/CVaR/Kelly/Hurst audit
recommend_hedge	$0.04 USDC via x402	Ranked hedge structures (collar, protective put, partial put, inverse)

Free tier: 1,000 calls/IP/day with no signup or API key, covers all three calculator actions.

Why deterministic finance math matters for agents

LLMs trying to compute Black-Scholes prices, Kelly fractions, or Monte Carlo simulations in-context drift — the numbers are wrong, the Greeks are hallucinated, and the agent can't tell. QuantOracle's API is tested against published textbook values (Hull, Wilmott, Lopez de Prado) with 120 accuracy benchmarks passing.

For agents making financial decisions, this matters: a bad Black-Scholes price is the difference between a profitable trade and a losing one.

Implementation

Follows the existing action-provider pattern (modeled on messari and pyth):

• quantoracleActionProvider.ts — main class with @CreateAction-decorated methods for each action
• schemas.ts — Zod schemas with rich .describe() strings for the LLM
• constants.ts — API base URL (override via QUANTORACLE_API_URL env var)
• index.ts — re-exports
• README.md — follows the directory documentation convention (Getting Started, Actions, Rate Limiting, Usage)
• quantoracleActionProvider.test.ts — 9 jest tests covering happy-path, error-handling, and negative-edge Kelly

Also exports the new provider from src/action-providers/index.ts (placed alphabetically after pyth) and adds a changeset entry.

Validation

• ✅ pnpm run lint — clean
• ✅ pnpm run build — clean
• ✅ pnpm test -- quantoracle — 9/9 passing

Demo

Sample agent prompts the LLM can satisfy via this provider:

• "Price a 30-day NVDA call with strike $185, spot $180, 28% IV" → price_option
• "I have 55% win rate, $150 avg win, $100 avg loss — what's my Kelly?" → calculate_kelly
• "Simulate $100K over 30 years with 7% return, 16% vol, 4% withdrawal" → simulate_portfolio
• "Audit risk on my last 252 daily returns: [...]" → assess_portfolio_risk (paid)
• "Recommend hedges for my $100K long NVDA position over 30 days" → recommend_hedge (paid)

Resources

• API: https://api.quantoracle.dev (73 endpoints total; this provider surfaces a curated subset)
• OpenAPI spec: https://api.quantoracle.dev/openapi.json
• Try without code: 12 free interactive calculators backed by the same engine at https://quantoracle.dev
• Repository: https://github.com/QuantOracledev/quantoracle

Happy to adjust scope, copy, or implementation based on review feedback.

[cb-heimdall]

🟡 Heimdall Review Status

Requirement	Status	More Info
Reviews	🟡 0/1	Denominator calculation Show calculation 1 if user is bot 0 1 if user is external 0 2 if repo is sensitive 0 From .codeflow.yml 1 Additional review requirements Show calculation Max 0 0 From CODEOWNERS 0 Global minimum 0 Max 1 1 1 if commit is unverified 1 Sum 2

[MVPuknowme]

I’m interested in you help with this project skygrid thanks for your time 🤙Sent from my iPhoneOn May 8, 2026, at 7:56 PM, Heimdall ***@***.***> wrote:cb-heimdall left a comment (coinbase/agentkit#1179) 🟡 Heimdall Review Status Requirement Status More Info Reviews 🟡 0/1 Denominator calculation Show calculation 1 if user is bot 0 1 if user is external 0 2 if repo is sensitive 0 From .codeflow.yml 1 Additional review requirements Show calculation Max 0 0 From CODEOWNERS 0 Global minimum 0 Max 1 1 1 if commit is unverified 1 Sum 2 —Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>