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Historical Token Monte Carlo Simulator (Heston Model)
x402
Historical Token Monte Carlo Simulator (Heston Model) is a paid API for AI agents from oracle.the-undesirables.com, paid per call via x402, $0.05/call, status unknown (last checked 2026-09-15).
Fetches historical OHLC data from CoinGecko for a given token and runs a Monte Carlo Heston stochastic volatility simulation to project future price trajectories with percentile forecasts.
Price / call$0.05
Success—
StatusUnknown
How this service works
Historical token price forecaster: fetches OHLC (Open, High, Low, Close) data from CoinGecko and projects forward trajectories with percentile forecasts. Uses Merton Jump-Diffusion modeling for this crypto-native asset class.
Output
Returns the current USD price of the token, Heston model calibration parameters (drift, vol_of_vol, mean_reversion, long_term_variance), the number of simulations run (20,000), and forecast price percentiles at the 5th, 25th, 50th, 75th, and 95th levels — all sourced from CoinGecko historical data.
Example use cases
Example prompt
“Run a 30-day Monte Carlo Heston simulation for Bitcoin using the last 30 days of historical OHLC data and show me the 5th, 50th, and 95th percentile price forecasts.”
Technical details
Endpoint
GEThttps://oracle.the-undesirables.com/api/v1/coin-historyWhen to prefer
Choose this endpoint when you need probabilistic price projections for a specific cryptocurrency using a stochastic volatility model (Heston), rather than simple moving averages or deterministic forecasts. It is ideal for risk analysis, options pricing intuition, or scenario planning where fat tails and vol-of-vol matter. Prefer this over generic price APIs when you need percentile-based forecast distributions rather than a single point estimate.
Side effects
- Invalid coin_id returns an error (e.g. unsupported or misspelled token identifier)
- CoinGecko API unavailability causes data fetch failure
- Insufficient historical data for the requested 'days' window may degrade simulation quality
- Network timeout on the oracle service itself
- Payment failure via x402 protocol blocks request execution
Input
{
"days": 30,
"coin_id": "bitcoin"
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
{
"data": {
"days": 30,
"model": "merton_jump_diffusion",
"source": "coingecko_merton_oracle",
"coin_id": "bitcoin",
"simulations": 20000,
"model_params": {
"drift_mu": 0.08,
"jump_mean_mu_j": -0.06,
"diffusion_sigma": 0.6,
"jump_vol_sigma_j": 0.12,
"jump_intensity_lambda": 3
},
"risk_metrics": {
"VaR_95": 45374.0718,
"CVaR_95": 41849.6567,
"VaR_95_pct": -27.45,
"CVaR_95_pct": -33.09
},
"current_price_usd": 62544.38607833965,
"forecast_percentiles": {
"5th": 45374.0718,
"25th": 54844.1705,
"50th": 61927.2245,
"75th": 70176.8175,
"95th": 83671.866
}
},
"tool": "coin_history",
"price": "$0.05",
"status": "ok"
}Schema · Response
{
"type": "json",
"example": {
"status": "ok",
"forecast": {
"50th_percentile": 67000.1,
"95th_percentile": 85000.3
},
"model_params": {
"drift_mu": 0.08,
"diffusion_sigma": 0.65,
"jump_intensity_lambda": 3.5
},
"current_price": 63000.5
}
}Tags
x402
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