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Trading Journal Observations — Duplicate Key Report + Daily Sum Series
x402
Trading Journal Observations — Duplicate Key Report + Daily Sum Series is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-26).
Analyzes up to 200 trading journal rows to produce a duplicate key report and a daily sum series for entry_price or exit_price fields.
Price / call$0.01
Success—
StatusUnknown
How this service works
Trading journal observations — Duplicate key report + Daily sum series: Duplicate key report + Daily sum series for supplied trading journal observations records (entry_price, exit_price). Up to 200 rows; 2 independent reports using shared local analytical engines. No live lookup, prediction, professional assessment or external action. 0.01 USDC includes 2 supplied-data reports for up to 200 rows.
Output
Returns two independent analytical reports: (1) a duplicate key report identifying rows that share the same key combination (row_id, instrument_group, or date-based keys), and (2) a daily sum series showing the summed values of the selected field (entry_price or exit_price) grouped by date, for up to 200 input rows.
Example use cases
Duplicate trade entry audit
“I've got about 150 trade log rows and I want to know if any have duplicate keys — run a duplicate key report on them and also give me a daily sum of the exit_price field so I can see my daily totals.”
Daily P&L aggregation from journal
“Take my trading journal observations for October — all rows have row_id, instrument_group, date, entry_price, and exit_price — and compute the daily sum series for entry_price, plus flag any duplicate keys I might have accidentally created.”
Data quality check before import
“Before I import these 80 trade records into my system, can you run a duplicate key check and a daily sum series on the entry_price field so I can catch any data issues and verify my daily totals look right?”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-060?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need both a duplicate key detection report AND a daily sum time series from trading journal data in a single low-cost call. Ideal for pre-import data quality checks, daily P&L roll-ups, or auditing trade logs for accidental duplicate entries. Best suited for batch analytical workloads on up to 200 rows where no live market data, predictions, or external lookups are needed.
Side effects
- Input array is empty or missing required fields (row_id, instrument_group, date, entry_price, exit_price) — validation error returned
- More than 200 rows submitted — rejected with maxItems constraint error
- Date values not matching YYYY-MM-DD pattern — schema validation failure
- Numeric values outside allowed range (-1e12 to 1e12) — rejected
- Invalid field enum value (not 'entry_price' or 'exit_price') — schema error
- Payment not fulfilled via x402 protocol — 402 Payment Required response
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string |
Tags
x402
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