{"uid":"cap_k9KxNQrD5mNzKcWTO6piP","slug":"oracle-the-undesirables-com-b11a3ebf","name":"Historical Token Monte Carlo Simulator (Heston Model)","description":"Historical token price forecaster: fetches OHLC (Open, High, Low, Close) data from CoinGecko and projects forward trajectories with percentile forecasts. Uses Merton Jump-Diffusion modeling for this crypto-native asset class.","url":"https://oracle.the-undesirables.com/api/v1/coin-history","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","HEAD","DELETE"],"type":"string"},"queryParams":{"type":"object","required":["coin_id"],"properties":{"days":{"type":"integer","description":"Forecast horizon and historical context lookup window in days"},"coin_id":{"type":"string","description":"CoinGecko coin ID (e.g., 'ethereum', 'bitcoin', 'solana')"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object","required":["status"],"properties":{"status":{"type":"string"},"forecast":{"type":"object"},"model_params":{"type":"object"},"current_price":{"type":"number"}}}}}}},"responseSchema":{"type":"json","example":{"status":"ok","forecast":{"50th_percentile":67000.1,"95th_percentile":85000.3},"model_params":{"drift_mu":0.08,"diffusion_sigma":0.65,"jump_intensity_lambda":3.5},"current_price":63000.5}},"example":{"request":{"days":30,"coin_id":"bitcoin"},"response":{"data":{"days":30,"model":"merton_jump_diffusion","source":"coingecko_merton_oracle","coin_id":"bitcoin","simulations":20000,"model_params":{"drift_mu":0.08,"jump_mean_mu_j":-0.06,"diffusion_sigma":0.6,"jump_vol_sigma_j":0.12,"jump_intensity_lambda":3},"risk_metrics":{"VaR_95":45374.0718,"CVaR_95":41849.6567,"VaR_95_pct":-27.45,"CVaR_95_pct":-33.09},"current_price_usd":62544.38607833965,"forecast_percentiles":{"5th":45374.0718,"25th":54844.1705,"50th":61927.2245,"75th":70176.8175,"95th":83671.866}},"tool":"coin_history","price":"$0.05","status":"ok"}},"exampleRequest":{"days":30,"coin_id":"bitcoin"},"tags":["x402"],"displayCostAmount":"0.05","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":"$0.05/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.05","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_Z6xAwbnWEahTLk0UpZLps","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.05","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Fetches historical OHLC data from CoinGecko for a given token and runs a Monte Carlo Heston stochastic volatility simulation to project future price trajectories with percentile forecasts.","exampleAgentPrompt":"Run a 30-day Monte Carlo Heston simulation for Bitcoin using the last 30 days of historical OHLC data and show me the 5th, 50th, and 95th percentile price forecasts.","exampleUseCases":null,"resultDescription":"Returns the current USD price of the token, Heston model calibration parameters (drift, vol_of_vol, mean_reversion, long_term_variance), the number of simulations run (20,000), and forecast price percentiles at the 5th, 25th, 50th, 75th, and 95th levels — all sourced from CoinGecko historical data.","failureModes":["Invalid coin_id returns an error (e.g. unsupported or misspelled token identifier)","CoinGecko API unavailability causes data fetch failure","Insufficient historical data for the requested 'days' window may degrade simulation quality","Network timeout on the oracle service itself","Payment failure via x402 protocol blocks request execution"],"whenToPreferThis":"Choose this endpoint when you need probabilistic price projections for a specific cryptocurrency using a stochastic volatility model (Heston), rather than simple moving averages or deterministic forecasts. It is ideal for risk analysis, options pricing intuition, or scenario planning where fat tails and vol-of-vol matter. Prefer this over generic price APIs when you need percentile-based forecast distributions rather than a single point estimate.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T00:41:20.266Z","isFirstParty":false}