Analyze slippage patterns between backtest and actual trades. Detects systematic biases (direction, time-of-day) and correlates slippage with market conditions (VIX, gap, movement). Matches trades by date+strategy+time (minute precision). Requires both tradelog.csv (backtest) and reportinglog.csv...
AI agents call analyze_discrepancies to retrieve information from Tradeblocks without modifying anything — typically the context-gathering step in research, monitoring, and reporting workflows, before the agent takes action elsewhere.
Even though analyze_discrepancies only reads data, uncontrolled read access leaks sensitive information and racks up API costs — an agent caught in a retry loop can make thousands of calls a minute without anyone noticing.
Attacks that exploit this kind of access
Analyze slippage patterns between backtest and actual trades. Detects systematic biases (direction, time-of-day) and correlates slippage with market conditions (VIX, gap, movement). Matches trades by date+strategy+time (minute precision). Requires both tradelog.csv (backtest) and reportinglog.csv (actual). Limitation: If multiple trades share the same date+strategy+minute, matching is order-dependent. It is categorised as a Read tool in the Tradeblocks MCP Server, which means it retrieves data without modifying state.
Register the Tradeblocks MCP server in PolicyLayer and add a rule for analyze_discrepancies: allow, deny, rate-limit, or require approval. Point your MCP client at the PolicyLayer proxy URL and the rule is enforced on every call, before it reaches Tradeblocks. Nothing to install.
analyze_discrepancies is a Read tool with low risk. Read-only tools are generally safe to allow by default.
Yes. Add a rate_limit block to the analyze_discrepancies rule in your PolicyLayer policy. For example, setting max: 10 and window: 60 limits the tool to 10 calls per minute. Rate limits are tracked per agent session and reset automatically.
Set action: deny in the PolicyLayer policy for analyze_discrepancies. The AI agent will receive a policy violation error and cannot call the tool. You can also include a reason field to explain why the tool is blocked.
analyze_discrepancies is provided by the Tradeblocks MCP server (tradeblocks-mcp). PolicyLayer sits as a proxy in front of this server to enforce policies before tool calls reach the server.