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SperaxOS IL Scenario Simulator
x402
SperaxOS IL Scenario Simulator is a paid API for AI agents from chat.sperax.io, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-03).
Runs Monte Carlo simulations to estimate impermanent loss scenarios for a DeFi liquidity position across token pairs, fee tiers, and custom price ranges
Price / call$0.02
Success—
StatusUnknown
How this service works
AI-powered DeFi intelligence APIs payable via the x402 HTTP payment protocol. No API key required — pay per request with USDC on Base. Identity-only (SIWX) endpoints are free for wallets with an agentcash identity.
Output
Returns a distribution of impermanent loss outcomes across Monte Carlo simulation paths, including estimated fee earnings, net P&L scenarios, and statistical summaries (e.g. median, worst-case, best-case IL) for the specified token pair, price range, fee tier, investment amount, and time horizon.
Example use cases
Pre-deposit LP risk assessment
“I'm thinking of putting $10,000 into a WBTC/ETH pool at the 0.3% fee tier with a price range of 0.05 to 0.08 — can you run 1000 Monte Carlo simulations over 90 days to show me how bad the impermanent loss could get?”
Concentrated liquidity range optimization
“Run an IL simulation for a $3,000 USDC/ETH position at the 0.05% fee tier, price range 1900 to 2100, over 30 days with 500 paths — I want to see if the tight range is worth the IL risk.”
Long-horizon DeFi LP stress test
“Simulate impermanent loss for a $20,000 ARB/USDC liquidity position at the 1% fee tier over 180 days with 2000 Monte Carlo paths, using a wide price range of 0.5 to 2.5, so I can gauge worst-case scenarios before committing funds.”
Technical details
Endpoint
POSThttps://chat.sperax.io/api/x402/tools/il-calculator/simulateILScenarios?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need probabilistic, simulation-based impermanent loss analysis for a DeFi liquidity position — especially for Uniswap v3 style concentrated liquidity with custom price ranges. It is ideal when you want Monte Carlo path distributions rather than a single deterministic IL formula, and when you want fee-earning estimates alongside IL risk. Prefer this over simple IL calculators when the user needs statistical risk profiling (worst-case, median, distribution) rather than a point estimate.
Side effects
- Missing required token symbols returns validation error
- Invalid or unsupported fee tier value causes rejection
- Price range where priceLower >= priceUpper returns error
- Payment not received or underpaid via x402 returns 402 Payment Required
- Live price fetch fails if currentPriceRatio omitted and oracle is unavailable
- Very high numSimulations may time out or be rate-limited
- Unsupported token pair with no price feed returns data-not-found error
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| token0 | string | First token symbol. |
| token1 | string | Second token symbol. |
| feeTier | number | Fee tier for fee earning simulation. |
| priceLower | number | For concentrated liquidity: lower price bound. |
| priceUpper | number | For concentrated liquidity: upper price bound. |
| investmentUsd | number | Investment amount in USD. |
| numSimulations | number | Number of Monte Carlo paths. Default: 1000. |
| timeHorizonDays | number | Simulation time horizon in days. |
| currentPriceRatio | number | Current price ratio. If omitted, fetched live. |
Tags
x402
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