{"uid":"cap_cJPVNjJ5bwNTcESQ4risQ","slug":"tasignal-risk-metrics-api-caa33bb9","name":"TASignal Risk Metrics API","description":"Crypto risk metrics API (VaR, volatility and position sizing). Risk analytics and position sizing for a crypto asset: historical VaR and CVaR at 95/99% per bar and per day, annualized volatility, max drawdown and current drawdown from the high, Sharpe and Sortino, worst/best bar over up to 1000 closed candles; ATR(14)-based stop (or your stop), risk per unit and, with account_usd and risk_pct, the position size in units and USD notional, implied leverage and 2R/3R levels. Not financial advice.","url":"https://api.youraitools.co/tasignal/v1/risk?utm_source=zero.xyz","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET"],"type":"string"},"queryParams":{"type":"object","required":["symbol"],"properties":{"bars":{"type":"integer","description":"Candles for risk metrics, 50-1000 (default 500)"},"side":{"enum":["long","short"],"type":"string","description":"Position side (default long)"},"stop":{"type":"number","description":"Stop price (optional; overrides stop_atr)"},"entry":{"type":"number","description":"Entry price (default: last price)"},"symbol":{"type":"string","description":"Base asset ticker, e.g. BTC, ETH, SOL, HYPE (BTC-PERP, ETH-USD and SOLUSDT are accepted too)"},"risk_pct":{"type":"number","description":"Percent of the account risked if the stop is hit (default 1)"},"stop_atr":{"type":"number","description":"Stop distance in ATR(14) multiples when no stop is given (default 2)"},"timeframe":{"enum":["15m","1h","4h","1d"],"type":"string","description":"Candle timeframe: 15m, 1h, 4h or 1d (default 1h; risk default 4h)"},"account_usd":{"type":"number","description":"Account size in USD (optional; enables units, notional, leverage)"}},"description":"Search intents: crypto var api, volatility api, position sizing calculator, max drawdown, sharpe ratio crypto, risk management api"}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object","properties":{"risk":{"type":"object"},"tier":{"type":"string"},"atr_14":{"type":"number"},"market":{"type":"string"},"source":{"type":"string"},"symbol":{"type":"string"},"atr_pct":{"type":"number"},"timeframe":{"type":"string"},"checked_at":{"type":"string"},"confidence":{"type":"string"},"disclaimer":{"type":"string"},"last_price":{"type":"number"},"candles_used":{"type":"number"},"sources_failed":{"type":"array"},"position_sizing":{"type":"object"}}}}}}},"responseSchema":{"type":"json","example":{"risk":{"bars":499,"method":"historical simulation on closed-candle simple returns; 1-day VaR scaled by sqrt(time); Sharpe/Sortino use a 0% risk-free rate","best_bar_pct":8.496,"sharpe_annual":2.4,"var_95_1d_pct":3.415,"var_99_1d_pct":7.281,"worst_bar_pct":-4.03,"sortino_annual":3.914,"max_drawdown_pct":-15.882,"period_return_pct":27.347,"var_95_per_bar_pct":1.394,"var_99_per_bar_pct":2.972,"cvar_95_per_bar_pct":2.237,"cvar_99_per_bar_pct":3.406,"volatility_annual_pct":49.18,"current_drawdown_from_high_pct":-13.65},"tier":"risk","atr_14":36.160089,"market":"ETH","source":"hyperliquid","symbol":"ETH","atr_pct":1.517,"timeframe":"4h","checked_at":"2026-10-22T19:00:54.578Z","confidence":"high","disclaimer":"Not financial advice. Past performance does not guarantee future results. Technical indicators, risk metrics and backtests describe historical prices only; they are not predictions or trade recommendations. TASignal never trades, holds funds or keys.","last_price":2383.6,"candles_used":500,"sources_failed":[],"position_sizing":{"side":"long","stop":2311.2798,"entry":2383.6,"units":1.38274,"risk_usd":100,"account_usd":10000,"stop_method":"2 x ATR(14) from entry","notional_usd":3295.9,"risk_per_unit":72.320178,"take_profit_2r":2528.2404,"take_profit_3r":2600.5605,"implied_leverage":0.33,"stop_distance_pct":3.034,"risk_pct_of_account":1}}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.02","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.02/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.02","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.02","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_5pyLr-78j2dE3aq97TP5b","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.02","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns quantitative risk metrics and position sizing parameters for a crypto asset using historical price simulation","exampleAgentPrompt":"What's the risk profile for ETH right now on the 4h chart — give me VaR, Sharpe, max drawdown, and size a long position for me assuming a $10,000 account risking 1% with a 2x ATR stop.","exampleUseCases":[{"title":"Crypto position sizing for a new trade","prompt":"I want to go long on BTC with a $25,000 account, risking 2% per trade. Use the 1h timeframe and a 2.5 ATR stop — how many units should I buy, what's my stop price, and where are my 2R and 3R take-profit targets?"},{"title":"Volatility and drawdown check before entry","prompt":"Before I enter a SOL position, can you pull the annual volatility, 95% VaR, max drawdown, and current drawdown from high on the daily timeframe using the last 300 candles?"},{"title":"Risk-adjusted performance review for a portfolio asset","prompt":"Can you get me the Sharpe ratio, Sortino ratio, and period return for HYPE on the 4h chart over 500 bars so I can compare its risk-adjusted performance against my other holdings?"}],"resultDescription":"A JSON object containing: historical risk metrics (VaR 95/99 at 1-day and per-bar horizons, CVaR, Sharpe, Sortino, max drawdown, current drawdown, annual volatility, period return, best/worst bar), position sizing data (stop price, entry, units, notional USD, risk USD, take-profit levels at 2R and 3R, implied leverage), and metadata (ATR-14, ATR%, timeframe, candles used, source exchange, confidence level, calculation method disclaimer).","failureModes":["Unknown symbol — ticker not found on Hyperliquid or supported exchanges","Invalid timeframe — must be one of 15m, 1h, 4h, 1d","bars out of range — must be between 50 and 1000","Insufficient candle history for the requested bar count","Exchange data source temporarily unavailable","Invalid stop price — stop must be below entry for long or above entry for short"],"whenToPreferThis":"Use this endpoint when you need quantitative, historically-simulated risk metrics and ATR-based position sizing for a specific crypto asset before placing a trade. It is best suited for agents that need to automate pre-trade risk checks, compute position sizes relative to account equity, or compare risk-adjusted returns across assets. Prefer it over generic price feeds when you need VaR, CVaR, Sharpe/Sortino, drawdown metrics, and exact stop/take-profit levels all in one call.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-23T12:44:55.307Z","isFirstParty":false,"canonicalSlug":"tasignal-risk-metrics-api-caa33bb9"}