Operational honesty
Read /status and Freshness SLA
Six SLA states, per-zone DA capture and why a point-in-time archive cannot be backfilled as a real forecast.
Learn · Alvo for traders and developers
Eleven short paths show how to read /status and data freshness SLA, market-depth execution risk, BESS revenue stacking, JAO capacity auctions, read-only MCP, the first API response, the p10/p50/p90 forecast band, cross-border basis, decision ledger, no-egress receipts and Ukraine DAM/IDM in Alvo context. Every example keeps the final decision with a human and avoids guaranteed-profit claims.
Operational honesty
Six SLA states, per-zone DA capture and why a point-in-time archive cannot be backfilled as a real forecast.
Execution risk
Walk-the-book slippage, exhaustion and real validation on 240 Ukrainian DAM hours: execution risk without a forecast or fill promise.
BESS · reserves first
Owned-corpus study: reserves at 48-64k UAH/MW-day versus 4.2k arbitrage-only, with settlement, capture-rate and wartime-price caveats.
Cross-border capacity
Offered/requested MW, cleared EUR/MW and oversubscription as corridor-scarcity context: not an energy price, forecast feed or guaranteed arbitrage.
Model Context Protocol
An mcpServers entry, initialize and tools/call for forecast, prices and cross-border regime.
REST API
One quickstart request returns source, freshness, the latest trading day and sample hours.
Forecast method
Conformal band, GW gate and calibration checks: what they prove and what a trader must not overclaim.
UA-EU border
JAO capacity, A11 flows, gateway benchmark and coupling clock: read the border signal without overclaim.
Audit trail
Hit-rate, captured spread, pre-gate vs post-gate and export: read the ledger without P&L overclaim.
AI transparency
A replayable path: where to copy the receipt, which inputs to add, how to read pass/fail and why it is not a signature.
Ukraine market
A two-minute read: day-ahead, intraday, cross-border basis and how Alvo keeps those signals honest.
Reading order
Understand DAM/IDM as hourly markets where each delivery hour has its own price and risk.
Open /status and check source health plus Freshness SLA before using a signal.
Read market depth as execution risk over stored ladders, not as a forecast or fill guarantee.
Read BESS revenue as a research-grade split: reserves first, arbitrage secondary, no guaranteed return.
Read JAO auctions as a capacity-rights scarcity layer, not as an energy price forecast.
Make the quickstart GET and verify that the response includes source, freshness and sample hours.
Read the p10/p50/p90 band as uncertainty, not as a price guarantee.
Add cross-border basis: gateway price, flows, JAO capacity and coupling caveats.
Inspect the decision ledger: what was recommended, exactly when, and what the market did later.
Replay receipt verification: deterministic claim set, version and inputs hash must match.
Connect MCP so Claude/Cursor or an internal assistant reads the same signals in read-only mode.
Workspace
Open the workspace: OREE prices, forecast, cross-border regime and a decision brief with audit trail in one loop.