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Cognitive-Stack

Volume Wall Detector MCP

fetch-order-book

Retrieve real-time order book data for a specific stock symbol to analyze market depth and liquidity using the Volume Wall Detector MCP server.

Instructions

Fetch current order book data for a symbol

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
symbolYesStock symbol to fetch order book for

Implementation Reference

  • The execute function serving as the tool handler, which fetches the order book data using fetchOrderBook, stores it in MongoDB, and returns the result as JSON.
    execute: async (args) => {
      const orderBook = await fetchOrderBook(args.symbol);
      const result = await storeStockData(orderBook, "order_books");
      return JSON.stringify(result);
    }
  • Zod input schema defining the 'symbol' parameter for the tool.
    parameters: z.object({
      symbol: z.string().describe("Stock symbol to fetch order book for")
    }),
  • Tool configuration object for 'fetch-order-book' added to the tools array.
    {
      name: "fetch-order-book",
      description: "Fetch current order book data for a symbol",
      parameters: z.object({
        symbol: z.string().describe("Stock symbol to fetch order book for")
      }),
      execute: async (args) => {
        const orderBook = await fetchOrderBook(args.symbol);
        const result = await storeStockData(orderBook, "order_books");
        return JSON.stringify(result);
      }
    },
  • src/index.ts:16-19 (registration)
    Registers all tools from services/tools.ts to the FastMCP server instance.
    // Register all tools
    tools.forEach((tool) => {
      (server.addTool as Tool)(tool);
    });
  • Core helper function that performs the API request to fetch order book data and maps it to the OrderBook type.
    export const fetchOrderBook = async (symbol: string): Promise<OrderBook> => {
      const url = `${config.API_BASE_URL}/v2/stock/${symbol}`;
      const response = await axios.get(url, { headers });
      
      const data = response.data.data;
      return {
        symbol,
        timestamp: new Date().toISOString(),
        match_price: data.mp,
        bid_1: {
          price: data.b1,
          volume: data.b1v
        },
        ask_1: {
          price: data.o1,
          volume: data.o1v
        },
        change_percent: data.lpcp,
        volume: data.lv
      };
    };
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