Portfolio Scenario

{
  "base": {
    "greeks": {
      "delta": 9.05941615,
      "gamma": 0.09736793,
      "rho": 858.77721991,
      "theta": -58.62185203,
      "vega": 176.68540458
    },
    "mtm": 47.16439511
  },
  "computedAt": "2026-01-01T00:00:00.000Z",
  "positionCount": 2,
  "requestId": "00000000-0000-4000-8000-000000000005",
  "scenarioCount": 2,
  "scenarios": [
    {
      "greeks": {
        "delta": 7.8848641,
        "gamma": 0.13279827,
        "rho": 747.49532487,
        "theta": -55.98280497,
        "vega": 201.29852574
      },
      "mtm": -37.85755566,
      "mtmChange": -85.02195077,
      "name": "spot_down_10",
      "shocks": {
        "spotShock": -0.1,
        "timeDecayDays": 0,
        "volShock": 0
      }
    },
    {
      "greeks": {
        "delta": 8.86589449,
        "gamma": 0.08214409,
        "rho": 830.99263852,
        "theta": -60.74906514,
        "vega": 178.51169933
      },
      "mtm": 53.31386329,
      "mtmChange": 6.14946818,
      "name": "vol_up_20pct_rel",
      "shocks": {
        "spotShock": 0,
        "timeDecayDays": 1,
        "volShock": 0.2
      }
    }
  ]
}

# bash or zsh: see the payment challenge. Nothing is charged.
curl -sS -g -i -X POST 'https://derivatives-pricer-production.up.railway.app/v1/portfolio/scenario' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"positions":[{"optionType":"call","quantity":10,"strike":100,"timeToExpiry":1,"underlying":100,"volatility":0.2},{"optionType":"put","quantity":-5,"strike":110,"timeToExpiry":1,"underlying":100,"volatility":0.22}],"rate":0.05,"scenarios":[{"name":"spot_down_10","spotShock":-0.1,"timeDecayDays":0,"volShock":0},{"name":"vol_up_20pct_rel","spotShock":0,"timeDecayDays":1,"volShock":0.2}]}'

# x402 v2 sends the challenge base64-encoded in the PAYMENT-REQUIRED header (v1 sends it in the body).
# To read the header:
curl -sS -g -o /dev/null -D - -X POST 'https://derivatives-pricer-production.up.railway.app/v1/portfolio/scenario' \
  -H 'content-type: application/json' \
  --data-raw '{"dividendYield":0,"positions":[{"optionType":"call","quantity":10,"strike":100,"timeToExpiry":1,"underlying":100,"volatility":0.2},{"optionType":"put","quantity":-5,"strike":110,"timeToExpiry":1,"underlying":100,"volatility":0.22}],"rate":0.05,"scenarios":[{"name":"spot_down_10","spotShock":-0.1,"timeDecayDays":0,"volShock":0},{"name":"vol_up_20pct_rel","spotShock":0,"timeDecayDays":1,"volShock":0.2}]}' \
  | grep -i '^payment-required:' | cut -d' ' -f2 | tr -d '\r' | base64 --decode

// npm i @x402/fetch @x402/evm viem
import { wrapFetchWithPayment, x402Client } from "@x402/fetch";
import { registerExactEvmScheme } from "@x402/evm/exact/client";
import { privateKeyToAccount } from "viem/accounts";

// Pays at most $0.25 per call.
const client = new x402Client().setSpendControls({ maxAmountPerPayment: "$0.25" });
registerExactEvmScheme(client, { signer: privateKeyToAccount(process.env.EVM_PRIVATE_KEY) });
const pay = wrapFetchWithPayment(fetch, client);

// Not sure it's safe to pay? ToolVet checks it first for $0.005. Pay for that from a separate
// client: this one is capped at $0.25 per payment. GET https://toolvet.app/api/v1/check?url=https%3A%2F%2Fderivatives-pricer-production.up.railway.app%2Fv1%2Fportfolio%2Fscenario&method=POST
const res = await pay("https://derivatives-pricer-production.up.railway.app/v1/portfolio/scenario", {
  method: "POST",
  headers: { "content-type": "application/json" },
  body: JSON.stringify({
    "dividendYield": 0,
    "positions": [
      {
        "optionType": "call",
        "quantity": 10,
        "strike": 100,
        "timeToExpiry": 1,
        "underlying": 100,
        "volatility": 0.2
      },
      {
        "optionType": "put",
        "quantity": -5,
        "strike": 110,
        "timeToExpiry": 1,
        "underlying": 100,
        "volatility": 0.22
      }
    ],
    "rate": 0.05,
    "scenarios": [
      {
        "name": "spot_down_10",
        "spotShock": -0.1,
        "timeDecayDays": 0,
        "volShock": 0
      },
      {
        "name": "vol_up_20pct_rel",
        "spotShock": 0,
        "timeDecayDays": 1,
        "volShock": 0.2
      }
    ]
  }),
});
console.log(res.status, await res.text());

# pip install "x402[requests,evm]"
import os
from eth_account import Account
from x402 import x402ClientSync
from x402.http.clients import x402_requests
from x402.mechanisms.evm import EthAccountSigner
from x402.mechanisms.evm.exact.register import register_exact_evm_client

# Pays at most $0.25 per call.
client = x402ClientSync().set_spend_controls({"max_amount_per_payment": "$0.25"})
register_exact_evm_client(client, EthAccountSigner(Account.from_key(os.environ["EVM_PRIVATE_KEY"])))

with x402_requests(client) as session:
    res = session.post(
        "https://derivatives-pricer-production.up.railway.app/v1/portfolio/scenario",
        json={
            "dividendYield": 0,
            "positions": [
                {
                    "optionType": "call",
                    "quantity": 10,
                    "strike": 100,
                    "timeToExpiry": 1,
                    "underlying": 100,
                    "volatility": 0.2,
                },
                {
                    "optionType": "put",
                    "quantity": -5,
                    "strike": 110,
                    "timeToExpiry": 1,
                    "underlying": 100,
                    "volatility": 0.22,
                },
            ],
            "rate": 0.05,
            "scenarios": [
                {
                    "name": "spot_down_10",
                    "spotShock": -0.1,
                    "timeDecayDays": 0,
                    "volShock": 0,
                },
                {
                    "name": "vol_up_20pct_rel",
                    "spotShock": 0,
                    "timeDecayDays": 1,
                    "volShock": 0.2,
                },
            ],
        },
    )
    print(res.status_code, res.text)