HALOWERK finanzwerk

HALOWERK finanzwerk. Bezahlung über x402 in USDC auf Base Mainnet.

Skills

• Get reference exchange rates for one base currency against any others, with the value date, plus optional change against an earlier date.
  Returns European Central Bank reference rates through frankfurter.dev: one base currency against the symbols you name, each with the value date the rate belongs to. Optionally a comparison date is fetched too and the change per currency is computed in percent, so a move is visible without a second call. Cross rates between two non-euro currencies are derived through the base and marked as derived. These are daily reference rates published once each working day around 16:00 CET, not tradable quotes: there is no bid, no ask and no spread, and on a weekend or holiday the last working day is returned with its real date rather than today. Anything priced off this will differ from a dealt rate. Endpoint: POST /v1/fx-snapshot.
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• Upcoming or recent economic-data releases in a bounded date window, enriched with the publisher link and release metadata from FRED.
  Returns scheduled economic-data release dates from the Federal Reserve Bank of St. Louis for a caller-selected window of at most 366 days. Results can be restricted by release id or searched by release name and include the publisher link and press-release flag from the FRED release directory. This is an on-demand calendar lookup, not a mirror or bulk export. Dates are source publication dates and do not guarantee that observations are already available in FRED. Endpoint: POST /v1/econ-calendar.
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• Turn SEC XBRL filings into one uniform financial schema: revenue, margins, earnings, balance sheet and cash flow per period, with restatements resolved.
  Reads a company XBRL facts from SEC EDGAR and returns a consistent set of figures per reporting period: revenue, cost of revenue, gross and operating profit, net income, basic and diluted EPS, assets, liabilities, equity, cash, operating cash flow and capital expenditure. Two things that make raw XBRL hard to use are handled here: the same figure carries different tag names depending on taxonomy and year, so several candidate tags are tried in a fixed order and the tag actually used is reported; and the SEC republishes a period whenever it is restated, so only the latest filing per period is kept instead of counting a quarter twice. Derived margins are computed only where both inputs come from the same period. Only companies filing with the SEC are covered — a foreign issuer without a US listing is absent. Endpoint: POST /v1/filing-to-json.
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• Search Companies House or compare a company filing history with a caller-supplied transaction id or filing date and return only the newer filings.
  In search mode, finds UK companies by name. In monitor mode, fetches the current company profile and filing history and compares it with the transaction id or filing date supplied by the caller. The response states whether the baseline was found and lists filings newer than that baseline. This is a pull comparison, not a subscription or push alert. Requests are rate-limited in code below the Companies House ceiling of 600 requests per five minutes. Endpoint: POST /v1/entity-monitor.
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• Look up a Legal Entity Identifier by name or code and get the registered entity, its address, registration status and its direct and ultimate parent.
  Resolves in both directions: a 20-character LEI returns that entity, a company name returns the matching entities ranked by the search. Each result carries the registered legal name, legal form, jurisdiction, registered address, the local register and registration number, and the LEI registration status with its last update and next renewal date — a lapsed registration means nobody renewed it and the data may be stale, which is stated rather than left to be discovered. Optionally the direct and ultimate parent are fetched, so a subsidiary can be traced to the group that controls it. GLEIF is the authoritative source for LEIs, but it only knows entities that ever applied for one: a company without an LEI is absent here, and absence is not evidence it does not exist. Endpoint: POST /v1/lei-resolve.
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• Compare one crypto pair across several public exchanges: last price, spread, 24h range and volume per venue, plus the dispersion between them.
  Queries public crypto exchanges for one trading pair and returns each venue separately with its last price, bid, ask, spread in basis points, 24-hour high, low and volume, and the age of the value in milliseconds. On top of the raw quotes it computes what a single venue cannot tell you: the median across venues, the spread between the cheapest and dearest venue in basis points, and which venue is the outlier. A venue that fails is named with its reason instead of quietly dropping out of the average. Strictly crypto-native by design: quotes from regulated exchanges are licensed data and are deliberately not served here, so equities, funds, commodities and FX are out of scope. Not investment advice and not an execution price. Endpoint: POST /v1/quote-snapshot.
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• Day-ahead electricity prices per European bidding zone: the full curve with minimum, maximum, mean, cheapest and dearest hour and the count of negative-price windows.
  Day-ahead power prices for a European bidding zone from Energy-Charts, published by Fraunhofer ISE from Bundesnetzagentur SMARD data under CC BY 4.0 and therefore usable commercially with attribution. Returns the quarter-hourly or hourly curve with minimum, maximum, mean, the cheapest and the dearest hour, and how many intervals carry a negative price — the figures a load-shifting or battery decision actually turns on. Scope is deliberately electricity only: for metals and agriculture no licence-free series was found, and exchange futures are licensed data that may not be resold, so they are named as absent rather than filled with a guess. These are day-ahead auction results, not settlement prices, and they carry no grid fees, levies or taxes. Endpoint: POST /v1/commodity-snapshot.
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• Dividends per share, stock split ratios and material 8-K events for a SEC-filing company, each with the filing it came from and its date.
  Collects the corporate actions the SEC actually carries. Dividends: declared amounts per share per period from XBRL, newest first, with the change against the previous declaration and the implied annual rate. Splits: the conversion ratio from the equity note, with the period it was reported in. Events: recent 8-K filings with their item numbers translated into what they mean — change of control, auditor change, a prior statement no longer being reliable, delisting notice — so a material event is readable without opening the document. Every entry links to the filing on EDGAR. Deliberately not claimed: ex-dividend and payment dates are set by the exchange, not the SEC, and are not returned rather than guessed; nor is any dividend yield, which would need a licensed price. Endpoint: POST /v1/corporate-actions.
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• Past reporting dates with the EPS and revenue actually filed, the typical gap between period end and filing, and the resulting estimate for the next report.
  Builds a reporting calendar from SEC filings. For each past period it gives the period end, the date the report was filed, the form type, and the earnings per share and revenue as filed — the reported figures, not a summary of them. From the historical gap between period end and filing date it derives the median lag and projects the next expected filing window, clearly marked as an estimate: the SEC publishes no forward calendar, and a company can file early or late. Analyst consensus and whispered numbers are deliberately absent — they come from licensed vendor data, are unavailable without a key, and appear as null with the reason rather than as an invented figure. A surprise against consensus therefore cannot be computed here, and that is stated instead of approximated. Endpoint: POST /v1/earnings-calendar.
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• Search prediction markets for an event and get the implied probability per outcome alongside liquidity, volume and spread, so a thin market is visible as thin.
  Searches Polymarket for markets matching your terms and returns, per market, the implied probability of each outcome with the liquidity, 24-hour volume, bid-ask spread and closing date. The probability is the mid price and nothing more: on a market with little liquidity or a wide spread it says little, so both are returned next to it and a thin market is flagged rather than presented as a confident forecast. Closed and resolved markets are marked, since a resolved market shows 0 or 100 percent and is a record, not a prediction. Prices are the last available from the venue, not a consensus across venues, and a single venue can be moved by one large participant. Endpoint: POST /v1/prediction-markets.
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• Report protocol TVL by chain with change rates and dominance — separating genuine inflows and outflows from the valuation effect, because TVL is measured in dollars and falls when the token falls.
  Returns the total value locked of a protocol, its distribution across chains, and the change over one day, seven days and thirty days, together with its share of the category. The distinction that justifies the service is between flow and valuation: TVL is denominated in dollars, so when the price of the deposited token falls the TVL falls with it although not one user withdrew anything, and a thirty percent TVL drop in a week when the token lost thirty percent is not an outflow. The response therefore reports the change in dollar terms and, where the protocol reports it, the change excluding price movement, and states which of the two each figure is. Chain distribution is given because a protocol whose TVL sits on one chain carries that chain risk entirely, which the headline number hides. Category and dominance place the number against peers, since an absolute TVL says nothing about whether a protocol is gaining or losing ground. Endpoint: POST /v1/defi-tvl-momentum.
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• Recommend a Bitcoin fee rate per confirmation window and compute the total fee for your actual transaction shape — because the rate depends on the mempool and the cost depends on how many inputs you spend.
  Returns the current fee rates for the usual confirmation targets together with the state of the mempool behind them, and then does the part that is usually missing: it estimates the virtual size of the transaction you describe and computes the resulting total fee in satoshis for each target. Rate and cost are different questions and are constantly conflated — the rate follows the mempool, while what you pay follows the size of your transaction, and a payment consolidating forty small inputs costs many times one spending a single input at exactly the same rate. Input and output script types are taken into account since a taproot input and a legacy input differ by a factor of two and a half in size. The size formula used is returned so the estimate can be checked, and it is stated as an estimate: the exact size depends on signature encoding and is known only once the transaction is built. Mempool depth and the recent block fee range are included so a recommendation can be judged against what is actually confirming. Endpoint: POST /v1/bitcoin-fee-forecast.
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How to call

https://finanz.halowerk.com

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