# simulate-monte-carlo [Health: Active]

**Category:** 💰 Finance & Fintech  
**Repository:** https://github.com/encodi/simulate-monte-carlo  
**GitHub Stars:** 1  
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**Installs:** 0  
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**Directory Page:** https://allmcps.com/mcp/simulate-monte-carlo

## Description
Real Monte Carlo simulation of a compound event/conditional probability. Paid via x402.

## Claude Desktop Quick Installation
Heuristic fallback — verify the package name and runner against the repository README before running it. Uses `npx` (confidence: low):

```json
"mcpServers": {
  "simulate-monte-carlo": {
    "command": "npx",
    "args": ["-y","simulate-monte-carlo"]
  }
}
```

## Documentation & README

# simulate-monte-carlo

[![simulate-monte-carlo MCP server](https://glama.ai/mcp/servers/encodi/simulate-monte-carlo/badges/score.svg)](https://glama.ai/mcp/servers/encodi/simulate-monte-carlo)

Remote MCP server (Cloudflare Workers) with one tool that estimates a compound event or conditional probability by actually running a Monte Carlo simulation:

- **`simulate_monte_carlo`** — declare named random variables (`uniform`, `normal`, `bernoulli`, `binomial`, `poisson`, `exponential`, `discrete`), an `event` boolean expression over those names (e.g. `"a > 0.5 && b == 1"`), and an optional `condition` expression to get a conditional probability `P(event | condition)` via rejection sampling. Real random sampling and real counting — not a model guess about what the probability should be.

No database, no persistent state: each call builds a fresh `McpServer` (see `createServer()` in `src/index.ts`) and is self-contained. The PRNG is seedable (`mulberry32`): pass the `seed` returned in a previous response to reproduce the exact same result.

## Why a hand-written expression interpreter, not `eval`

`event`/`condition` are arbitrary caller-supplied strings. Running them through `eval`/`Function` would mean executing untrusted code inside the Worker. Instead, `src/tools/monteCarlo.ts` includes a small tokenizer + recursive-descent parser + AST interpreter that only understands numbers, declared variable names, arithmetic (`+ - * /`), comparisons (`< <= > >= == !=`), boolean logic (`&& || !`), parentheses, and a three-function whitelist (`min`, `max`, `abs`). There is no code execution path — the interpreter can't do anything beyond evaluate that narrow grammar.

## Billing (x402)

Charges per call via [x402](https://x402.org) — real USDC payment on **Base mainnet**, against the Coinbase Developer Platform (CDP) facilitator. The payment travels inside the MCP JSON-RPC itself (`_meta`), not as an HTTP header; see `src/payments.ts`.

| Tool | Price |
|---|---|
| `simulate_monte_carlo` | $0.03 USDC |

An unpaid `tools/call` returns `isError: true` with the `accepts` (network, amount, `payTo`) the client needs to pay and retry — not an unexplained exception.

## Structure

```
src/
  index.ts            # registers the tool in the McpServer and exposes the MCP HTTP handler
  payments.ts         # x402 billing on Base mainnet via the CDP facilitator
  tools/
    monteCarlo.ts        # distributions, expression parser/interpreter, simulation loop (testable without Workers)
    monteCarlo.test.ts
scripts/
  dev-node.ts          # dev server that runs the handler in plain Node, no wrangler
```

## Resource limits

Set from the start, not bolted on after: max 10 variables, 100–100,000 trials (default 10,000), 500-character expressions, binomial `n` ≤ 1,000, poisson `lambda` ≤ 1,000, and a discrete-outcome cap of 20. On top of the individual caps, a combined sampling-budget check (`trials × sum(per-variable cost)` ≤ 5,000,000) rejects combinations that would be individually within limits but jointly too expensive — e.g. 100,000 trials against a `binomial(n=1000)` variable.

## Running it locally

⚠️ **Note on `wrangler dev`**: the real Cloudflare Workers runtime (`workerd`) requires **macOS 13.5+**. If your Mac has an older version, `wrangler dev` (and `npm run dev`) will fail. This project includes a plain-Node shim that runs the exact same `fetch()` handler without needing `workerd`.

### 1. Install dependencies

```bash
npm install
```

### 2. Run the unit tests

```bash
npm test
```

### 3a. If your wrangler dev works (macOS 13.5+, Linux, Windows)

```bash
npm run dev
```

### 3b. If `wrangler dev` fails because of the macOS version

```bash
npm run dev:node
```

Starts at `http://localhost:8787/mcp`, reading CDP credentials from `~/.mcp-tools-factory-credentials.env` (shared across all tools in this factory).

### 4. Test with curl

```bash
# 1) initialize
curl -s -X POST http://localhost:8787/mcp \
  -H "Content-Type: application/json" \
  -H "Accept: application/json, text/event-stream" \
  -d '{"jsonrpc":"2.0","id":1,"method":"initialize","params":{"protocolVersion":"2025-06-18","capabilities":{},"clientInfo":{"name":"curl-test","version":"0.0.1"}}}'

# 2) tools/list
curl -s -X POST http://localhost:8787/mcp \
  -H "Content-Type: application/json" \
  -H "Accept: application/json, text/event-stream" \
  -d '{"jsonrpc":"2.0","id":2,"method":"tools/list","params":{}}'

# 3) tools/call — simulate_monte_carlo (two dice, P(sum > 9 | first die == 6))
curl -s -X POST http://localhost:8787/mcp \
  -H "Content-Type: application/json" \
  -H "Accept: application/json, text/event-stream" \
  -d '{"jsonrpc":"2.0","id":3,"method":"tools/call","params":{"name":"simulate_monte_carlo","arguments":{"variables":[{"name":"d1","distribution":{"type":"discrete","values":[1,2,3,4,5,6],"weights":[1,1,1,1,1,1]}},{"name":"d2","distribution":{"type":"discrete","values":[1,2,3,4,5,6],"weights":[1,1,1,1,1,1]}}],"event":"d1 + d2 > 9","condition":"d1 == 6","trials":40000,"seed":3}}}'
```

Responses come as Server-Sent Events (`event: message` + `data: {...}`); the `data:` line is the usual JSON-RPC response.

## Deploy and listings

Deployed at `https://simulate-monte-carlo.encodari.workers.dev/mcp` (Cloudflare Workers). Published on the [official MCP registry](https://registry.modelcontextprotocol.io), [Smithery](https://smithery.ai), [mcp.so](https://mcp.so), and with an open PR to [awesome-mcp-servers](https://github.com/punkpeye/awesome-mcp-servers).

## What it doesn't do (yet)

- Charges on Base mainnet with real money. To switch back to testnet (Base Sepolia, `eip155:84532`) during development, change `NETWORK` in `src/payments.ts`.
- No database or persistent state between calls (beyond the billing config, cached in memory per isolate — see `src/payments.ts`).
- The 95% confidence interval uses the normal (Wald) approximation, which is imprecise near probabilities close to 0 or 1 — good enough for a quick estimate, not a substitute for exact binomial confidence intervals in high-stakes use.

