{"service":"falcon-structures","description":"Structured-note pricing for crypto. Send a JSON term sheet (autocallable, barrier reverse convertible, range accrual, principal-protected, shark fin) on BTC, ETH or SOL; get the fair coupon or participation, probabilities (autocall per observation, knock-in, loss), greeks, a spot x vol scenario grid and payoff-diagram data. Monte Carlo on live Deribit implied vol. Free preview; full quote $0.02 USDC via x402 on Solana or Base.","pricing":{"POST /v1/quote":"$0.02","POST /v1/preview":"free","GET /v1/market/{BTC|ETH|SOL}":"free"},"payTo":{"solana":"HD1ryR3dYSXBVNGfJZydbpmnChiE1wrAQkupWWtHt4pM","base":"0xa30f3C68f2F6067EE5b9d5f651426E44Ea8AdAE9"},"networks":["solana:5eykt4UsFv8P8NJdTREpY1vzqKqZKvdp","eip155:8453"],"endpoints":{"ui":"https://falcon-structures.vercel.app/","docs":"https://falcon-structures.vercel.app/docs","openapi":"https://falcon-structures.vercel.app/openapi.json","x402":"https://falcon-structures.vercel.app/.well-known/x402","mcp":"https://falcon-structures.vercel.app/mcp","llms":"https://falcon-structures.vercel.app/llms.txt","jsonld":"https://falcon-structures.vercel.app/catalog.jsonld","schema":"https://falcon-structures.vercel.app/schema/term-sheet.json","contracts":"https://falcon-structures.vercel.app/contracts.json"},"example":{"underlying":"ETH","notionalUsd":10000,"issuerMarginBpsPa":200,"product":{"type":"autocallable","tenorDays":30,"obsFreqDays":7,"autocallBarrier":1,"couponBarrier":0.8,"knockInBarrier":0.7,"memory":true,"nonCallDays":0},"market":{},"seed":20261023}}