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Estimate pre-trade slippage, sellability, and honeypot risks on exotic DEXs before trading.
Copy the install command and let the AI configure it · recommended for beginners
Please install the "io.github.Zyxel89/pretrade-oracle" MCP server from askskill: Run: claude mcp add --transport http 'io-github-zyxel89-pretrade-oracle' 'https://pretrade-oracle.duckdns.org/mcp'
I plan to buy token ABC with 1000 USDT. Use io.github.Zyxel89/pretrade-oracle to return the real slippage and expected execution deviation for this trade size.
Returns the estimated real slippage for the 1000 USDT size and whether it deviates from expected quoted execution.
Use io.github.Zyxel89/pretrade-oracle to evaluate token XYZ for sellability when holding 5000 XYZ, and report whether exit is feasible at that size.
Outputs a sellability assessment for the specified size and flags possible honeypot or exit restrictions.
The target asset trades on a DEX of a new chain. Use io.github.Zyxel89/pretrade-oracle to precheck trading risk there, including slippage and sellability.
Provides slippage and sellability checks for the new chain DEX and a suggestion on whether the trade is safe to proceed.
A trader can use it before large swaps to estimate size-based slippage and avoid extra loss caused by liquidity or pricing impact.
Researchers can screen newly listed tokens by testing sellability at intended sizes, helping identify honeypot or forced-holding risks.
Developers can run pre-trade checks on exotic DEXs in new chains when validating strategies, filtering out high-risk pools before execution.
No documentation provided
Check the source repo for usage and examples.
It is a pre-trade oracle focused on evaluating real slippage, size-based sellability, and potential honeypot risk, with support for exotic DEXs and new chains.
The provided materials do not include specific keys, runtime, or installation details. See the source repository for exact requirements.
The description indicates this tool focuses on pre-trade risk checks rather than only market quotes; it validates real-trade-size slippage and sellability for decision-making.
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