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 "flag_note": "Screens describe patterns in public on-chain data. A flag is not a finding of wrongdoing: a merchant testing its own endpoint, a single large customer or a high-volume integration can all trip them.",
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 "bazaar_listings": [
  {
   "resource": "https://derivatives-pricer-production.up.railway.app/v1/option/price",
   "price_usd": 0.01,
   "description": "When to use: you already have model inputs (S or forward mark, K, T, r, σ) and need fair value + hedge ratios — not market-premium IV. European BSM price + analytic Greeks (delta, gamma, vega, theta, rho). Works for equity spots and power/c"
  },
  {
   "resource": "https://derivatives-pricer-production.up.railway.app/v1/option/implied-vol",
   "price_usd": 0.03,
   "description": "When to use: one market premium → need σ̂ + Greeks; cheaper/faster than a full surface. Solves Black-Scholes IV then prices Greeks at the solved σ. Same engine as the surface endpoint (fastImpliedVol). Prefer surface when you have a multi-s"
  },
  {
   "resource": "https://derivatives-pricer-production.up.railway.app/v1/option/price-from-surface",
   "price_usd": 0.08,
   "description": "When to use: you already have an IV surface (k,T,σ) and need to price options on it — not invert premiums and not scalar σ. Interpolates total variance w=σ²T bilinear in log-moneyness k=ln(K/F); wingRule=flat_vol. Returns price, interpolate"
  },
  {
   "resource": "https://derivatives-pricer-production.up.railway.app/v1/volatility/surface",
   "price_usd": 0.1,
   "description": "When to use: book of market premiums → need IV grid + per-quote Greeks (not a single contract). Shared rate/yield; each row has its own underlying (power/commodity forwards by maturity). Returns strike×maturity IV surface, fit quality, solv"
  },
  {
   "resource": "https://derivatives-pricer-production.up.railway.app/v1/portfolio/greeks",
   "price_usd": 0.15,
   "description": "When to use: multi-leg European book → need net MTM + net Greeks (long/short via signed quantity). Shared rate/yield; each leg has underlying, strike, T, type, quantity, vol. Optional dollar Greeks. Prefer scenario endpoint for what-if P&L."
  },
  {
   "resource": "https://derivatives-pricer-production.up.railway.app/v1/option/scenario-from-surface",
   "price_usd": 0.15,
   "description": "When to use: book reval on an IV surface under F/rate/time/vol shocks with sticky moneyness|strike|fixed_vol. Vol order: interpolate → volAbs → volRel → smileTwist*k. Greeks are sticky-σ BS Greeks (not smile bump deltas). USDC exact on Sola"
  },
  {
   "resource": "https://derivatives-pricer-production.up.railway.app/v1/portfolio/scenario",
   "price_usd": 0.25,
   "description": "When to use: what-if P&L under relative spot/vol shocks and calendar time decay on a European book. Returns base MTM+Greeks and per-scenario shocked MTM, MTM change, full Greeks. Single-option or multi-leg. USDC exact on Solana/Base."
  }
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