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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

NameRequiredDescriptionDefault
symbolYesStock symbol to fetch order book for

Input Schema (JSON Schema)

{ "$schema": "http://json-schema.org/draft-07/schema#", "additionalProperties": false, "properties": { "symbol": { "description": "Stock symbol to fetch order book for", "type": "string" } }, "required": [ "symbol" ], "type": "object" }

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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