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XRPL Data Desk – Risk Math
x402
XRPL Data Desk – Risk Math is a paid API for AI agents from data.azeronyx.com, paid per call via x402, $0.001/call, status unknown (last checked 2026-10-31).
Computes quantitative risk metrics (VaR, Sharpe, position sizing, etc.) from a price or returns series, with optional stop/entry/equity inputs for trade-level risk management.
Price / call$0.001
Success—
StatusUnknown
How this service works
Live XRP Ledger market data for AI agents, paid per call in XRP. Settled on the XRP Ledger itself; every endpoint independently audited. Information, not advice.
Output
Returns a JSON object containing computed risk metrics such as Value-at-Risk (VaR), Sharpe ratio, annualized volatility, maximum drawdown, recommended position size (units to trade), and dollar risk — derived from the supplied price or return series and optional position-sizing parameters.
Example use cases
Position sizing for crypto trade
“I'm entering XRP at $0.55 with a stop at $0.50 and I have $10,000 in my account — risk 1% of equity. Can you calculate how many units I should buy and give me the full risk math breakdown?”
VaR and Sharpe from daily returns
“Here are my daily returns for the last month: 0.01, -0.015, 0.02, 0.005, -0.01, 0.03, -0.025. Calculate the 95% Value-at-Risk, Sharpe ratio using a 4% annual risk-free rate, and annualized volatility assuming 365 periods per year.”
Risk metrics from historical price series
“I have this comma-separated list of hourly XRP prices and I want to see volatility, max drawdown, and VaR at 99% confidence — assume 8760 periods per year: 0.52, 0.53, 0.515, 0.54, 0.525, 0.51, 0.535.”
Technical details
Endpoint
POSThttps://data.azeronyx.com/v1/risk-math?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need server-side quantitative risk computation — especially position sizing from entry/stop/equity — without running local math. It is well-suited for AI agents that need audited, structured risk metrics on XRP or other crypto price/return series, paid per-call on the XRP Ledger. Prefer it over generic statistics libraries when you want a single audited API call that bundles VaR, Sharpe, volatility, drawdown, and position sizing together.
Side effects
- Missing both 'prices' and 'returns' fields — computation cannot proceed without a data series
- Invalid numeric strings cause parsing errors
- Stop price equal to or above entry price results in undefined position sizing
- Too few data points for meaningful statistical calculation
- Payment not settled on XRPL — 402 response with payment instructions
- Confidence value outside (0,1) range causes VaR failure
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| stop | string | stop price, for position sizing |
| entry | string | entry price, for position sizing |
| equity | string | account size, for position sizing |
| prices | string | comma-separated prices (instead of returns) |
| returns | string | comma-separated returns (0.01 = +1%); or prices instead |
| risk_pct | string | percent of equity risked at the stop (default 1) |
| risk_free | string | annual risk-free rate (default 0) |
| confidence | string | for value-at-risk (default 0.95) |
| periods_per_year | string | periods in a year (default 365; 8760 hourly) |
Output
Schema · Response
{
"type": "object",
"description": "See https://data.azeronyx.com/v1/sample?path=/v1/risk-math for a recent example",
"additionalProperties": true
}Tags
x402
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