Volume Wall Detector MCP

A Model Context Protocol (MCP) server for analyzing stock trading volume and identifying significant price levels (volume walls).

Features

Fetch and store order book data
Fetch and store trade data
Analyze volume distribution at different price levels
Identify significant price levels based on trading activity
Track volume and value imbalances
Support for regular and after-hours trading analysis

Installation

npm install volume-wall-detector-mcp

Configuration

Create a .env file with the following variables:

TIMEZONE=GMT+7
API_BASE_URL=https://api.example.com
MONGO_HOST=localhost
MONGO_PORT=27017
MONGO_DATABASE=volume_wall_detector
MONGO_USER=admin
MONGO_PASSWORD=password
MONGO_AUTH_SOURCE=admin
MONGO_AUTH_MECHANISM=SCRAM-SHA-1
PAGE_SIZE=50
TRADES_TO_FETCH=10000
DAYS_TO_FETCH=1
TRANSPORT_TYPE=stdio
PORT=8080

Available Tools

fetch-order-book

Fetch current order book data for a symbol.

Parameters:

symbol: Stock symbol to fetch order book for

fetch-trades

Fetch recent trades for a symbol.

Parameters:

symbol: Stock symbol to fetch trades for

analyze-stock

Analyze stock data including volume and value analysis.

Parameters:

symbol: Stock symbol to analyze
days: Number of days to analyze (optional)

Usage

# Start the server
npm start

# Or in development mode
npm run dev

Development

# Install dependencies
npm install

# Run tests
npm test

# Build the project
npm run build

License

ISC