# Securaw CryptoVar Risk Snapshot

> Securaw CryptoVar Risk Snapshot is a paid API for AI agents from www.securaw.com, paid per call via x402, $0.25/call, status unknown (last checked 2026-10-20).

Computes a seeded single-exposure Monte Carlo Value-at-Risk (VaR) using Black-Scholes assumptions and returns a verifiable CryptoVar audit artifact.

## Facts

- Endpoint: POST https://www.securaw.com/cryptovar/x402/risk_snapshot?utm_source=zero.xyz
- Price: $0.25/call
- Payment: x402
- Status: unknown
- Last checked: 2026-10-20
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/securaw-cryptovar-risk-snapshot-4e9c3780
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_4Hn_PQf23VCNDr5XxpMWq

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability securaw-cryptovar-risk-snapshot-4e9c3780 -d '<json body>'
```

Example prompt: Run a CryptoVar risk snapshot for a single $50,000 exposure with 80% annualized volatility, zero drift, over a 7-day horizon (use T=7/365), at 99% confidence, with seed 42 and 10,000 Monte Carlo paths.

## When to prefer this

Choose this endpoint when you need a reproducible, auditable, single-exposure Monte Carlo VaR with a verifiable artifact — particularly for compliance, audit trails, or when you need to replay and confirm a prior calculation using the same seed. It does not aggregate portfolios or fetch live prices, so it is best suited for isolated risk quantification of one position given your own volatility and drift assumptions.

## Known failure modes

- Missing or invalid Idempotency-Key header returns an error
- S0 at or below zero is rejected (exclusiveMinimum)
- sigma below 0 or above 5 is rejected
- T at or below zero or above 10 is rejected
- N outside 1000–20000 range is rejected
- alpha outside 0.9–0.999 range is rejected
- seed outside 0–2147483647 range is rejected
- Unsupported engine value (only 'black_scholes' accepted) returns validation error
- Payment failure or insufficient USDC balance blocks the call

## How this service works

Seeded single-exposure Monte Carlo VaR from supplied assumptions, with original CryptoVar audit artifact. No live prices or portfolio aggregation. Idempotency-Key required.

## Output

Returns a VaR estimate in the same currency/value units as the input exposure, along with the simulation parameters used, confidence level, seed, and a CryptoVar audit artifact that can be independently verified or replayed. The result is deterministic given the same inputs and seed.

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "properties": {
  "service": {
   "enum": [
    "risk_snapshot"
   ],
   "type": "string"
  },
  "parameters": {
   "type": "object",
   "title": "RiskInput",
   "required": [
    "S0",
    "sigma",
    "T",
    "seed"
   ],
   "properties": {
    "N": {
     "type": "integer",
     "title": "N",
     "default": 10000,
     "maximum": 20000,
     "minimum": 1000,
     "description": "Monte Carlo path count, 1000 to 20000; default 10000."
    },
    "T": {
     "type": "number",
     "title": "T",
     "maximum": 10,
     "description": "Horizon in years: one day = 1/365; seven days = 7/365.",
     "exclusiveMinimum": 0
    },
    "S0": {
     "type": "number",
     "title": "S0",
     "maximum": 1000000000000,
     "description": "Single exposure value; VaR uses the same currency/value units. Not a list of holdings.",
     "exclusiveMinimum": 0
    },
    "mu": {
     "type": "number",
     "title": "Mu",
     "default": 0,
     "maximum": 5,
     "minimum": -5,
     "description": "Annualized drift as a decimal; defaults to zero."
    },
    "seed": {
     "type": "integer",
     "title": "Seed",
     "maximum": 2147483647,
     "minimum": 0,
     "description": "Integer random seed. Reuse inputs and seed to reproduce the calculation."
    },
    "alpha": {
     "type": "number",
     "title": "Alpha",
     "default": 0.99,
     "maximum": 0.999,
     "minimum": 0.9,
     "description": "Confidence level as a decimal: 0.99 means 99%."
    },
    "sigma": {
     "type": "number",
     "title": "Sigma",
     "maximum": 5,
     "minimum": 0,
     "description": "Annualized volatility as a decimal: 0.6 means 60% per year."
    },
    "engine": {
     "enum": [
      "black_scholes"
     ],
     "type": "string",
     "title": "Engine",
     "default": "black_scholes",
     "description": "Supported model: black_scholes for a single exposure."
    }
   },
   "additionalProperties": false
  }
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/securaw-cryptovar-risk-snapshot-4e9c3780/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from www.securaw.com](https://www.zero.xyz/host/www.securaw.com/llms.txt)