GetOutpost MCP Server

/** * MCP (Model Context Protocol) Specification Implementation for GetOutpost * This follows the MCP protocol to allow Claude to interact with our financial APIs */ import { APIManager } from './api/client'; export interface Dict<T = any> { [key: string]: T; } export interface ToolInputSchema { type: string; properties: Dict; required?: string[]; description?: string; items?: ToolInputSchema; // For array types } export interface ToolDefinitionInterface { name: string; description: string; inputSchema: ToolInputSchema; } export class ToolDefinition implements ToolDefinitionInterface { name: string; description: string; inputSchema: ToolInputSchema; readOnlyHint?: boolean; destructiveHint?: boolean; constructor(name: string, description: string, inputSchema: ToolInputSchema, readOnlyHint?: boolean, destructiveHint?: boolean) { this.name = name; this.description = description; this.inputSchema = inputSchema; this.readOnlyHint = readOnlyHint; this.destructiveHint = destructiveHint; } toJSON(): any { return { name: this.name, description: this.description, inputSchema: this.inputSchema, ...(this.readOnlyHint !== undefined && { readOnlyHint: this.readOnlyHint }), ...(this.destructiveHint !== undefined && { destructiveHint: this.destructiveHint }) }; } } // Define the tools based on your API endpoints export const MCP_TOOLS = [ new ToolDefinition( "get_iv", "Get detailed implied volatility (IV) data for specific symbols. Requires known symbol names - use filter_quick_rules_* tools first to discover symbols matching your criteria.", { type: "object", properties: { symbols: { type: "array", items: { type: "string" }, description: "Ticker symbols (e.g., ['NIFTY', 'BPCL'])" }, moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): positive=OTM put, 0=ATM, negative=OTM call" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer)" }, realizedVolatility: { type: "string", enum: ["c2c", "parkinson", "garman_klass", "rogers_satchell", "yang_zhang", "mean"], description: "Realized volatility calculation method" }, lookbackPeriod: { type: "number", enum: [20, 40, 60, 80], description: "Lookback period in days" } }, required: ["symbols", "moneyness", "daysToExpiry", "realizedVolatility", "lookbackPeriod"] }, true ), new ToolDefinition( "get_vol", "Get detailed volatility data for specific symbols. Requires known symbol names - use filter_quick_rules_* tools first to discover symbols matching your criteria.", { type: "object", properties: { symbols: { type: "array", items: { type: "string" }, description: "Ticker symbols (e.g., ['AAPL', 'MSFT'])" } }, required: ["symbols"] }, true ), new ToolDefinition( "get_vrp", "Get detailed volatility risk premium (VRP) data for specific symbols. Requires known symbol names - use filter_quick_rules_* tools first to discover symbols matching your criteria.", { type: "object", properties: { symbols: { type: "array", items: { type: "string" }, description: "Ticker symbols (e.g., ['AAPL', 'MSFT'])" }, moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): positive=OTM put, 0=ATM, negative=OTM call" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer)" }, realizedVolatility: { type: "string", enum: ["c2c", "parkinson", "garman_klass", "rogers_satchell", "yang_zhang", "mean"], description: "Realized volatility calculation method" }, lookbackPeriod: { type: "number", enum: [20, 40, 60, 80], description: "Lookback period in days" } }, required: ["symbols", "moneyness", "daysToExpiry", "realizedVolatility", "lookbackPeriod"] }, true ), new ToolDefinition( "get_skew", "Get detailed skew data for specific symbols. Requires known symbol names - use filter_quick_rules_* tools first to discover symbols matching your criteria.", { type: "object", properties: { symbols: { type: "array", items: { type: "string" }, description: "Ticker symbols (e.g., ['AAPL', 'MSFT'])" }, moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): positive=OTM put, 0=ATM, negative=OTM call" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer)" }, realizedVolatility: { type: "string", enum: ["c2c", "parkinson", "garman_klass", "rogers_satchell", "yang_zhang", "mean"], description: "Realized volatility calculation method" }, lookbackPeriod: { type: "number", enum: [20, 40, 60, 80], description: "Lookback period in days" } }, required: ["symbols", "moneyness", "daysToExpiry", "realizedVolatility", "lookbackPeriod"] }, true ), new ToolDefinition( "filter_quick_rules_skew_percentile", "Filter and discover symbols by skew percentile criteria. Returns a list of symbol names matching the percentile range. Use the returned symbols with get_iv, get_vol, get_vrp, or get_skew tools for detailed analysis.", { type: "object", properties: { moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): positive=OTM put, 0=ATM, negative=OTM call" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer)" }, percentile: { type: "array", items: { type: "number" }, description: "Percentile range as an array of two numbers [min, max] (e.g., [25, 75])" } }, required: ["moneyness", "daysToExpiry", "percentile"] }, true ), new ToolDefinition( "filter_quick_rules_vrp_percentile", "Filter and discover symbols by volatility risk premium (VRP) percentile criteria. Returns a list of symbol names matching the percentile range. Use the returned symbols with get_iv, get_vol, get_vrp, or get_skew tools for detailed analysis.", { type: "object", properties: { moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): positive=OTM put, 0=ATM, negative=OTM call" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer)" }, volatilityType: { type: "string", enum: ["c2c", "parkinson", "garman_klass", "rogers_satchell", "yang_zhang", "mean"], description: "Realized volatility calculation method" }, lookbackPeriod: { type: "number", enum: [20, 40, 60, 80], description: "Lookback period in days" }, percentile: { type: "array", items: { type: "number" }, description: "Percentile range as an array of two numbers [min, max] (e.g., [20, 75])" } }, required: ["moneyness", "daysToExpiry", "volatilityType", "lookbackPeriod", "percentile"] }, true ), new ToolDefinition( "filter_quick_rules_rv_percentile", "Filter and discover symbols by realized volatility (RV) percentile criteria. Returns a list of symbol names matching the percentile range. Use the returned symbols with get_iv, get_vol, get_vrp, or get_skew tools for detailed analysis.", { type: "object", properties: { volatilityType: { type: "string", enum: ["c2c", "parkinson", "garman_klass", "rogers_satchell", "yang_zhang", "mean"], description: "Realized volatility calculation method" }, lookbackPeriod: { type: "number", enum: [20, 40, 60, 80], description: "Lookback period in days" }, percentile: { type: "array", items: { type: "number" }, description: "Percentile range as an array of two numbers [min, max] (e.g., [25, 75])" } }, required: ["volatilityType", "lookbackPeriod", "percentile"] }, true ), new ToolDefinition( "filter_quick_rules_iv_percentile", "Filter and discover symbols by implied volatility (IV) percentile criteria. Returns a list of symbol names matching the percentile range. Use the returned symbols with get_iv, get_vol, get_vrp, or get_skew tools for detailed analysis.", { type: "object", properties: { moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): positive=OTM put, 0=ATM, negative=OTM call" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer)" }, percentile: { type: "array", items: { type: "number" }, description: "Percentile range as an array of two numbers [min, max] (e.g., [25, 75])" } }, required: ["moneyness", "daysToExpiry", "percentile"] }, true ), new ToolDefinition( "scan_short_vol_atm_straddles", "Scan for short volatility opportunities using At-the-Money (ATM) straddles. This scanner identifies symbols whose volatility metrics are elevated when compared with itself (historical percentiles) and when compared with other symbols (peer comparison). If no symbols are specified, all symbols are used for the analysis. The response contains symbols in descending order of IV-RV.", { type: "object", properties: { symbols: { type: "array", items: { type: "string" }, description: "Optional ticker symbols to scan (e.g., ['NIFTY', 'BANKNIFTY']). If not provided, scans all available symbols." }, moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): 0=ATM (typical for straddles), positive=OTM put, negative=OTM call" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer, e.g., 30)" }, lookbackPeriod: { type: "number", enum: [20, 40, 60, 80], description: "Lookback period in days for historical comparison" }, volatilityType: { type: "string", enum: ["c2c", "parkinson", "garman_klass", "rogers_satchell", "yang_zhang", "mean"], description: "Realized volatility calculation method for comparison" } }, required: ["moneyness", "daysToExpiry", "lookbackPeriod", "volatilityType"] }, true ), new ToolDefinition( "scan_cheap_tail_risk_hedges", "Scan for cheap tail risk hedges—inexpensive far out-of-the-money put options that provide protection against extreme market moves. This scanner identifies options that are relatively low-cost when compared with itself (historical percentiles) and when compared with other symbols (peer comparison). Default moneyness is 10% OTM Put (0.1). If no symbols are specified, all symbols are used for the analysis. The response contains symbols in ascending order of IV Percentile.", { type: "object", properties: { symbols: { type: "array", items: { type: "string" }, description: "Optional ticker symbols to scan (e.g., ['NIFTY', 'BANKNIFTY']). If not provided, scans all available symbols." }, moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): positive=OTM put (downside protection), negative=OTM call (upside hedge)" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer, e.g., 30)" }, lookbackPeriod: { type: "number", enum: [20, 40, 60, 80], description: "Lookback period in days for historical price comparison" }, volatilityType: { type: "string", enum: ["c2c", "parkinson", "garman_klass", "rogers_satchell", "yang_zhang", "mean"], description: "Realized volatility calculation method" } }, required: ["moneyness", "daysToExpiry", "lookbackPeriod", "volatilityType"] }, true ), new ToolDefinition( "scan_directional_trades_naked_options", "Scan for directional trading opportunities using naked options—buying calls for bullish views or puts for bearish views without hedging. This scanner identifies options that are relatively low-cost when compared with itself (historical percentiles) and when compared with other symbols (peer comparison). Default moneyness is 1% OTM Call (-0.01). If no symbols are specified, all symbols are used for the analysis. The response contains symbols in ascending order of IV Percentile.", { type: "object", properties: { symbols: { type: "array", items: { type: "string" }, description: "Optional ticker symbols to scan (e.g., ['NIFTY', 'BANKNIFTY']). If not provided, scans all available symbols." }, moneyness: { type: "string", enum: ["0.1", "0.05", "0.02", "0.01", "0", "-0.01", "-0.02", "-0.05", "-0.1"], description: "log(Forward/Strike): positive=OTM put (bearish), 0=ATM, negative=OTM call (bullish)" }, daysToExpiry: { type: "integer", description: "Calendar days until option expiry (positive integer, e.g., 30)" }, lookbackPeriod: { type: "number", enum: [20, 40, 60, 80], description: "Lookback period in days for historical analysis" }, volatilityType: { type: "string", enum: ["c2c", "parkinson", "garman_klass", "rogers_satchell", "yang_zhang", "mean"], description: "Realized volatility calculation method" } }, required: ["moneyness", "daysToExpiry", "lookbackPeriod", "volatilityType"] }, true ) ]; export class MCPHandler { apiManager: APIManager; constructor(apiManager: APIManager) { this.apiManager = apiManager; } async handleMCPRequest(request: Dict): Promise<Dict> { /** Handle MCP requests */ if (request.method === "tools/list") { // Return list of available tools return { result: { tools: MCP_TOOLS.map(tool => tool.toJSON()) } }; } else if (request.method === "tools/call") { // Handle tool calls const params = request.params || {}; const toolName = params.name; const toolArguments = params.arguments || {}; return await this.executeTool(toolName, toolArguments); } else { return { error: { code: -32601, // Method not found message: `Method ${request.method} not supported` } }; } } async executeTool(toolName: string, argumentsObj: Dict): Promise<Dict> { /** Execute a specific tool */ try { let result: any; if (toolName === "get_iv") { result = await this.apiManager.iv(argumentsObj); } else if (toolName === "get_vol") { result = await this.apiManager.vol(argumentsObj); } else if (toolName === "get_vrp") { result = await this.apiManager.vrp(argumentsObj); } else if (toolName === "get_skew") { result = await this.apiManager.skew(argumentsObj); } else if (toolName === "filter_quick_rules_skew_percentile") { result = await this.apiManager.skewPercentile(argumentsObj); } else if (toolName === "filter_quick_rules_vrp_percentile") { result = await this.apiManager.vrpPercentile(argumentsObj); } else if (toolName === "filter_quick_rules_rv_percentile") { result = await this.apiManager.rvPercentile(argumentsObj); } else if (toolName === "filter_quick_rules_iv_percentile") { result = await this.apiManager.ivPercentile(argumentsObj); } else if (toolName === "scan_short_vol_atm_straddles") { result = await this.apiManager.shortVolAtmStraddles(argumentsObj); } else if (toolName === "scan_cheap_tail_risk_hedges") { result = await this.apiManager.cheapTailRiskHedges(argumentsObj); } else if (toolName === "scan_directional_trades_naked_options") { result = await this.apiManager.directionalTradesNakedOptions(argumentsObj); } else { return { error: { code: -32601, message: `Tool ${toolName} not found` } }; } return { result: result }; } catch (error: any) { return { error: { code: -32000, message: error.message } }; } } }