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LP Divergence Loss Magnitude — Rolling Mean Report
x402
LP Divergence Loss Magnitude — Rolling Mean Report is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-16).
Computes a rolling mean of full-range LP (liquidity provider) divergence loss magnitude over a sequence of token price observations.
Price / call$0.01
Success—
StatusUnknown
How this service works
Full-range LP divergence loss magnitude — Rolling mean report: Rolling mean report for Full-range LP divergence loss magnitude. Supplied token observations only. Deterministic calculation or caller-threshold verdict, not a live scan, safety proof or trade recommendation. Specialised preset in a shared 50-profile, 20-operation engine. 0.01 USDC includes one bounded rolling mean report report.
Output
Returns a bounded rolling mean report of LP divergence loss magnitude values computed from the supplied sequence of (current_price, initial_price) row pairs, calculated deterministically over the specified rolling window. Output reflects the average divergence loss magnitude across each window, with no live market data, safety guarantees, or trade recommendations.
Example use cases
Monitoring LP position health over time
“I have a series of token price snapshots from my liquidity pool position — current prices [1.5, 1.8, 2.0, 1.9] vs initial prices [1.0, 1.0, 1.0, 1.0]. Can you give me the rolling mean LP divergence loss magnitude with a window of 3 so I can see how my loss exposure has trended?”
Comparing divergence loss across market regimes
“I want to compare average LP divergence loss during a volatile stretch: current prices [3.0, 3.5, 2.8, 4.0, 3.2] against initial prices [2.0, 2.0, 2.0, 2.0, 2.0]. Run a rolling mean with window size 2 and report the results.”
Pre-trade impermanent loss risk assessment
“Before I add liquidity to this pool, can you estimate the rolling mean LP divergence loss magnitude using these simulated price scenarios — current [1.1, 1.3, 1.6, 1.2] vs initial [1.0, 1.0, 1.0, 1.0] — with a rolling window of 2?”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-bx-token-lp-divergence-rolling?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you have a discrete time series of token price observations and need a deterministic, rolling-window average of LP divergence loss magnitude. It is ideal for retrospective analysis of liquidity provider exposure, backtesting position scenarios, or summarizing loss trends over supplied data rather than live market feeds. Prefer this over point-in-time divergence calculators when trend smoothing across multiple observations is needed.
Side effects
- Fewer than 2 rows provided — minimum row count not met
- Window size exceeds number of rows — rolling calculation cannot proceed
- current_price or initial_price is zero or negative — excluded by schema minimum
- More than 200 rows supplied — exceeds maxItems limit
- Non-numeric price values cause schema validation failure
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| window | integer |
Tags
x402
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