waveguard_price_manipulation
ActiveTool of WaveGuard
declared in 3.3.0
Detect price manipulation in time-series data. Send a price or price+volume history as a numeric array. Early windows define 'normal' trading, recent windows are tested for manipulation patterns (pump-and-dump, spoofing, layering). Example: Send 90 days of closing prices → detect manipulated windows.
Parameters schema
{
"type": "object",
"required": [
"data"
],
"properties": {
"data": {
"type": "array",
"items": {
"type": "number"
},
"minItems": 6,
"description": "Price time-series array (chronological). At least 20 data points."
},
"sensitivity": {
"type": "number",
"description": "Detection sensitivity (default: 1.5)."
},
"window_size": {
"type": "integer",
"default": 10,
"minimum": 2,
"description": "Window size (default: 10). Smaller = finer detection."
},
"test_windows": {
"type": "integer",
"minimum": 1,
"description": "Number of recent windows to test (default: half)."
}
}
}No endpoints wrapped at confidence ≥ 0.70.
Parent server
WaveGuard
https://github.com/gpartin/LFMAnomalyDetection
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