0xrhXBT — Robinhood Chain Intelligence

The one-call daily read: today's top premium dislocations (dex vs live print while the session is open, dex vs frozen oracle while closed), the forward corporate-action calendar, and every Chainlink feed currently NOT ok — compact JSON assembled from the same fail-closed read models the terminal renders. A section with nothing defensible to say returns empty rows plus a dataNote (unmeasured is never zero). Call this first each session, and before any batch of trades placed via a trading MCP server.

What Robinhood Chain is made of: on-chain value and holders by asset class (stock / stable / memecoin / other), from our own token registry joined against each token's freshest market observation, plus the settled daily RWA-share series (tokenized-equity value over everything priced) — the measured answer to 'equities chain or memecoin chain'. Precomputed on the agent every 5 minutes; the board carries computedAt/validUntil and is withheld with a dataNote past its ceiling. A class with no priced token is null with pricedTokens saying how much of the registry backs each number — never a fabricated zero. The daily series has no freshness gate (history does not age into being wrong); a missing day is a day the precompute never ran.

Robinhood Chain's sequencer economics measured from the blocks themselves, hourly: transactions, gas used, L2 fees actually paid (gasUsed * effectiveGasPrice summed from receipts), contract deploys (to == null) and ERC-4337 EntryPoint handleOps traffic — the paymaster-sponsored population the announced (~Sept 29) gas-subsidy cliff applies to. Includes a 30d daily fold, the last-24h window, and an implied sequencer-revenue block where the stated ~50% Arbitrum fee share (Q2 call) is applied to observed fees as a LABELLED ESTIMATE, never reported revenue. Hours flagged sampled are extrapolated from a bounded, evenly spaced block sample and carry sampledBlocks/totalBlocks; an hour with no readable receipts has null fees, never zero, and a missing hour is a missed collector pass. Settled history is always served; `stale` says when the collector has missed its ceiling.

One Chainlink feed on Robinhood Chain by ticker (TSLA), token address or feed address: the latest round as the 5-minute oracle_health pass last saw it (roundId, priceUsd, lastUpdatedAt, staleSec, expectedSec — the feed's OBSERVED cadence, since the registry heartbeat is a 24h contractual maximum), the stock token's advisory oraclePaused() flag (null when the contract did not answer), deviation vs our DEX price and vs the live market print, and a verdict: ok | stale | paused | diverged. `rhxbt` carries the premium board's read of the same token with its regime — live (session open, premium vs the market print), drift (off-session, vs the frozen oracle) or none. A snapshot past its ceiling returns feed: null with a dataNote rather than an hour-old verdict. A paused feed means the token is mid corporate action and no onchain price for it is anchored — the docs say the flag is advisory and not enforced onchain.

Pre-trade risk readout for a Robinhood Chain token by symbol or 0x address — designed to be called BEFORE placing a trade elsewhere (e.g. via robinhood agentic trading). Returns observed data only, never a buy/sell recommendation: liquidity/volume/holders, rug-guard status, launch-radar assessment when available (riskGate pass|watch|fail, opportunity 0-100, data confidence, risk flags, paid-promotion flag), named safety checks (sellability, lp burn, concentration, snipers, contract verification, mint authority, tax, age — each pass|fail|unknown with a Blockscout proof link; unknown means not assessed, never clean), and the estimated one-shot exit price impact for your trade size. Unknown values are null, never fabricated.

Robinhood Earn as observed on Morpho: the USDG-loan markets the vault lends into (supply, borrow, utilization, supply and borrow APY where Morpho reports one, stockCollateral flag), the aggregate (supply-weighted APY over the markets that reported one, marketsWithoutApy says how many did not, stockCollateralShare = share of lent USDG sitting against tokenized stocks) and the 7-day series of those aggregates captured every 10 minutes. The current reading is withheld past the lending freshness ceiling and the response says stale; the settled series is always readable. An APY here is what borrowers are paying, not a promise, and the app's headline rate after the vault fee is not measured here. Not advice.

Net capital flow across the canonical L1 bridge over the last 24h, valuation-clocked: every included flow carries an explicit price observation, and legacy unpriced rows are excluded with valuationCoverageComplete saying so. A window with no priced flows returns netUsd null with a dataNote rather than fabricated zeros. The one read no L2-only view can produce.

Latest Robinhood Chain stats: TVL, 24h DEX volume, stablecoin mcap, transactions today, total addresses.

Per-stock settlement activity — the layer that exists nowhere else: peer-to-peer share transfers with the share that settled while the US market was CLOSED (offHoursPct, the defining statistic of a 24/7 equity chain), underlying shares minted and burned (a direct read on real-world tokenization demand), and DvP prints — real executions that never touched a DEX pool — with their volume-weighted implied price (dvpVwapUsd). Every figure is computed from chain-timestamped logs. Tokens with no settlement in the window are omitted, never zero-filled.

Recent intel signals (volume spikes, whale transfers, stock-token oracle divergence, depegs, tvl moves...) with severity 1-5 and provenance. Optionally filter by category.

Robinhood Chain KOL leaderboard — accounts ranked ONLY by verified onchain call performance (never followers): one call per contract, entry priced at the first post-tweet observation, +50% from entry surviving to the 24h horizon = win, rug-shills heavily penalized, minimum 3 verified calls to rank. Includes the on-watch bench (call evidence captured, sample still too small to rank).

Launch radar: early-stage Robinhood Chain candidates discovered from X chatter + onchain scans, each with the three-output assessment (riskGate pass|watch|fail, opportunity 0-100 or blocked, data confidence high|medium|low), safety score, liquidity and paid-promotion flag. A high score means 'nothing obviously wrong observed onchain', never 'guaranteed legit'.

Morpho lending markets on Robinhood Chain: supply/borrow USD, utilization, APYs — with stockCollateral marking markets where the collateral is a registered tokenized equity, i.e. leverage against a real stock, which exists on no other chain. Freshness-gated: rows older than the ceiling are withheld and the response says stale rather than serving them as current.

Current narratives ranked by mindshare: static categories plus LLM-named dynamic clusters of co-moving tokens, with stability labels (flash/fresh/persistent/durable) and member symbols.

The stock-settlement counterparty graph: which wallets move tokenized equities to whom, off-pool, aggregated per wallet (counterparty addresses, prints, bought/sold notional, distinct tokens, top-counterparty concentration, connected component) with whole-graph totals. Precomputed every 10 minutes; the response carries computedAt, validUntil and a stale flag, and when stale the rows are withheld rather than served as current. Counterparties are addresses, not people, and a component means reachable through a chain of settlements, not the same owner.

Current ERC-8056 ui-multiplier per tokenized stock, with the previous value and when it changed. A multiplier change IS a corporate action — a split or stock dividend — detected from the onchain transfer ratio at a specific block, not from an announcement feed. Essential for interpreting historical prices and share counts across a split. Pairs with the robinhood-chain-kit npm package.

Every tokenized stock on Robinhood Chain priced three ways at once: the 24/7 DEX price, the live US-market print (regular session only), and the Chainlink oracle (frozen at the close). premiumPct = dex vs the live market — only meaningful while the session is open. driftPct = dex vs the frozen oracle print — the expected off-session drift, never an arbitrage claim. The envelope carries the session verdict (open / opensInSec) with its own clock. No other index on this chain has the live-market leg.

Full detail for one token by symbol (e.g. TSLA, CASHCAT) or 0x address: latest snapshot, compact trend history, recent intel signals, whale transfers. Canonical Robinhood stock tokens win symbol collisions over memecoin impersonators.

OHLCV candles for one token by symbol or 0x address. Same series the terminal charts: intervals 5m, 1h, 1d, up to 48h of 5m or the full retained history at 1d. Bars carry their source (dex or oracle).

Ranked trending tokens on Robinhood Chain by trendScore (0-100, z-scores vs each token's own 7d baseline). Includes price, 24h volume, holders, trajectory.

ERC-8056 corporate actions on tokenized stocks, both directions in time. `pending` is the FORWARD calendar: each stock token contract exposes newUIMultiplier() and effectiveAt(), so a split or stock dividend is announced onchain before it applies — rows carry the current and pending multiplier, the ratio (>1 is a forward split), effectiveAt and secondsUntil, plus the contract read (observedAt/observedBlock) that last confirmed it. `log` is every transition detected after the fact from the transfer ratio at a specific block, newest first. The calendar is re-read every 15 minutes and fails closed: when it has not been confirmed inside the ceiling, calendarStale is true and pending rows are withheld with a dataNote. No announcement feed involved; everything is read from the contracts and the chain.

Hourly funding series for one Lighter perp market, newest first, with the mark and index recorded in each settlement hour. Resolve by symbol (TSLA) or market id. A missing hour is a pass the collector missed, never a zero. Settled hours do not age into being wrong, so there is no freshness gate; future-dated buckets are refused.

Lighter perpetual markets on Robinhood Chain (the chain's native perp venue, USDG-quoted): mark, index, open interest (contracts and USD), 24h volume, hourly funding rate and next settlement time per market. For markets whose ticker is a registered tokenized stock (TSLA, NVDA, SPY, …) the row also carries our DEX spot price and a basis block: basisVsDexPct (perp mark vs the 24/7 DEX), basisVsIndexPct (mark vs the venue index), regime (live = compared against the session-open premium, drift = against the off-session drift vs the frozen oracle, none), and excessBasisPct (basis net of the DEX's own dislocation). No other index has both legs. Freshness-gated: rows older than ten minutes are withheld and the response says stale. Not advice; a basis is an observation, never a trade.

Search tokens on Robinhood Chain by symbol, name or 0x address fragment. Returns matches with live price, 24h change, holders, mcap and liquidity — the same search the terminal's popup uses.

The stablecoin float on Robinhood Chain, read from each stable's totalSupply() hourly and counted at par: per-stable supply, share of the float, 24h and 7d supply change (null until a reading that old exists), minted/burned totals from the zero-address transfer tape, holders where Blockscout reports them, the deployed ratio (chain TVL / total stable cap, null when either side is missing or stale), the large mints and burns of the last 24h and the stablecoin legs through the L1 gateways. Precomputed every 5 minutes on the agent; carries computedAt/validUntil and, when stale, withholds rows with a dataNote. Says nothing about peg.

The AP float board: primary-market creations (mints from the zero address, i.e. real shares tokenized) and redemptions (burns) per tokenized stock over 24h, 7d and 30d, each window carrying event counts, shares created and redeemed, and netShares. This is the authorized-participant read an ETF desk uses, and it exists in no DEX index because primary-market flow never touches a pool. Precomputed every 5 minutes on the agent; the response carries computedAt and validUntil and, when stale, withholds rows with a dataNote rather than serving a board that claims demand stopped. Tokens with no primary-market flow in 30d are omitted, never zero-filled.