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Orcpin Day-Trade Counter
x402
Orcpin Day-Trade Counter is a paid API for AI agents from orcpin.dev, paid per call via x402, $0.02/call, status down (last checked 2026-10-12).
Counts matched same-day buy/sell pairs per symbol in a rolling 5-trading-day window and returns day-trade counts, totals, and ratios with FINRA Rule 4210 citation — never a PDT status determination.
Price / call$0.02
Success—
StatusDown
How this service works
Day-trade counter for trading agents: matched same-day buy/sell pairs per symbol in the rolling five-trading-day window (versioned NYSE holiday calendar), total in-window trades, and the ratio — with FINRA's pattern-day-trader definition (Rule 4210) cited separately as a published fact. Counts only, never a status determination; the comparison belongs to the caller. Nothing is stored.
Output
Returns a JSON object containing: an array of matched same-day buy/sell day-trade pairs per symbol, integer day_trade_count, integer total_trades_in_window, nullable day_trade_ratio (day trades / total), the 5-trading-day window start and end dates, a coverage object flagging if supplied trade history is shorter than the window, a threshold_citation string quoting FINRA Rule 4210's 3-in-5-days PDT definition, a disclaimer noting this is counts only (no status determination), and a schema_version field.
Example use cases
Example prompt
“Count my day trades for the 5-trading-day window ending today (2025-01-15) — here are my recent executions: bought 100 AAPL on 2025-01-13, sold 100 AAPL on 2025-01-13, bought 50 TSLA on 2025-01-14, sold 50 TSLA on 2025-01-15. My trade history goes back to 2025-01-10. Tell me how many matched same-day pairs I have, the total trades in window, and the day-trade ratio.”
Technical details
Endpoint
POSThttps://orcpin.dev/v1/day-trade-count?utm_source=zero.xyzWhen to prefer
Use this endpoint when a trading agent needs to programmatically count FINRA-relevant day trades within the rolling 5-trading-day window before making a status determination on its own. Prefer this over manual counting logic when you need a versioned NYSE holiday calendar applied correctly to the window, or when you want the FINRA Rule 4210 threshold cited as a published fact alongside raw counts. This endpoint never stores data and never makes a compliance determination — it's purely a counting utility, making it safe to call repeatedly without side effects.
Side effects
- Missing required 'asOf' or 'trades' fields returns a 400 validation error
- Malformed date strings (not YYYY-MM-DD) cause parsing errors
- Supplying trades with tradeDate outside the 5-trading-day window results in those trades being excluded with no error
- Short coverage (tradesCoverageFrom later than window start) is flagged in the coverage object but does not error
- Payment failure or missing x402 header returns 402 Payment Required
- Empty trades array returns zero counts with no matches
Tags
x402
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