"""
Alpaca MCP Server - Standalone Implementation
This is a standalone MCP server that provides comprehensive Alpaca Trading API integration
for stocks, options, crypto, portfolio management, and real-time market data.
Supports 38+ tools including:
- Account management and portfolio tracking
- Order placement and management (stocks, crypto, options)
- Position tracking and closing
- Market data retrieval (quotes, bars, trades, snapshots)
- Crypto trading strategies and analytics
- Options trading strategies and analytics
- Watchlist management
- Market calendar and corporate actions
"""
import json
import os
import re
import sys
import time
import argparse
from datetime import datetime, timedelta, date, timezone
from typing import Dict, Any, List, Optional, Union
from pathlib import Path
from dotenv import load_dotenv
from alpaca.common.enums import SupportedCurrencies
from alpaca.common.exceptions import APIError
from alpaca.data.enums import DataFeed, OptionsFeed, CorporateActionsType, CryptoFeed
from alpaca.data.historical.option import OptionHistoricalDataClient
from alpaca.data.historical.stock import StockHistoricalDataClient
from alpaca.data.historical.corporate_actions import CorporateActionsClient
from alpaca.data.historical.crypto import CryptoHistoricalDataClient
from alpaca.data.live.stock import StockDataStream
from alpaca.data.requests import (
OptionLatestQuoteRequest,
OptionSnapshotRequest,
Sort,
StockBarsRequest,
StockLatestBarRequest,
StockLatestQuoteRequest,
StockLatestTradeRequest,
StockQuotesRequest,
StockSnapshotRequest,
StockTradesRequest,
OptionChainRequest,
CorporateActionsRequest,
CryptoBarsRequest,
CryptoQuoteRequest,
CryptoLatestQuoteRequest,
CryptoTradesRequest,
CryptoLatestBarRequest,
CryptoLatestTradeRequest,
CryptoSnapshotRequest,
CryptoLatestOrderbookRequest
)
from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
from alpaca.trading.client import TradingClient
from alpaca.trading.enums import (
AssetStatus,
ContractType,
OrderClass,
OrderSide,
OrderType,
QueryOrderStatus,
TimeInForce,
)
from alpaca.trading.models import Order
from alpaca.trading.requests import (
ClosePositionRequest,
CreateWatchlistRequest,
GetAssetsRequest,
GetCalendarRequest,
GetPortfolioHistoryRequest,
GetOptionContractsRequest,
GetOrdersRequest,
LimitOrderRequest,
MarketOrderRequest,
OptionLegRequest,
StopLimitOrderRequest,
StopOrderRequest,
TrailingStopOrderRequest,
UpdateWatchlistRequest,
)
# Import shared helpers
# Try relative import first (works when run as a module)
# Fall back to absolute import if running as a script directly
try:
from .helpers import (
parse_timeframe_with_enums,
_validate_amount,
_parse_iso_datetime,
_parse_date_ymd,
_format_ohlcv_bar,
_format_quote_data,
_format_trade_data,
_parse_expiration_expression,
_validate_option_order_inputs,
_convert_order_class_string,
_process_option_legs,
_create_option_market_order_request,
_format_option_order_response,
_handle_option_api_error,
)
except ImportError:
# Handle direct script execution where __package__ is empty
# Add the package root to sys.path and use absolute import
package_root = Path(__file__).parent.parent.parent
if str(package_root) not in sys.path:
sys.path.insert(0, str(package_root))
from alpaca_mcp_server.helpers import (
parse_timeframe_with_enums,
_validate_amount,
_parse_iso_datetime,
_parse_date_ymd,
_format_ohlcv_bar,
_format_quote_data,
_format_trade_data,
_parse_expiration_expression,
_validate_option_order_inputs,
_convert_order_class_string,
_process_option_legs,
_create_option_market_order_request,
_format_option_order_response,
_handle_option_api_error,
)
from mcp.server.fastmcp import FastMCP
from mcp.server.transport_security import TransportSecuritySettings
import contextvars
# Context variable to store Authorization header from incoming HTTP requests
# This will be passed along to Alpaca Trading API calls
auth_header_context = contextvars.ContextVar('authorization_header', default=None)
# Configure Python path for local imports (UserAgentMixin)
current_dir = os.path.dirname(os.path.abspath(__file__))
project_root = Path(current_dir).parent.parent
github_core_path = project_root / '.github' / 'core'
if github_core_path.exists() and str(github_core_path) not in sys.path:
sys.path.insert(0, str(github_core_path))
# Import the UserAgentMixin
try:
from user_agent_mixin import UserAgentMixin
# Define new classes using the mixin
class TradingClientSigned(UserAgentMixin, TradingClient): pass
class StockHistoricalDataClientSigned(UserAgentMixin, StockHistoricalDataClient): pass
class OptionHistoricalDataClientSigned(UserAgentMixin, OptionHistoricalDataClient): pass
class CorporateActionsClientSigned(UserAgentMixin, CorporateActionsClient): pass
class CryptoHistoricalDataClientSigned(UserAgentMixin, CryptoHistoricalDataClient): pass
except ImportError:
# Fallback to unsigned clients if mixin not available
TradingClientSigned = TradingClient
StockHistoricalDataClientSigned = StockHistoricalDataClient
OptionHistoricalDataClientSigned = OptionHistoricalDataClient
CorporateActionsClientSigned = CorporateActionsClient
CryptoHistoricalDataClientSigned = CryptoHistoricalDataClient
# Load environment variables
load_dotenv()
# Get environment variables
TRADE_API_KEY = os.getenv("ALPACA_API_KEY")
TRADE_API_SECRET = os.getenv("ALPACA_SECRET_KEY")
ALPACA_PAPER_TRADE = os.getenv("ALPACA_PAPER_TRADE", "True")
TRADE_API_URL = os.getenv("TRADE_API_URL")
TRADE_API_WSS = os.getenv("TRADE_API_WSS")
DATA_API_URL = os.getenv("DATA_API_URL")
STREAM_DATA_WSS = os.getenv("STREAM_DATA_WSS")
DEBUG = os.getenv("DEBUG", "False")
# Initialize log level
def detect_pycharm_environment():
"""Detect if we're running in PyCharm using environment variable."""
mcp_client = os.getenv("MCP_CLIENT", "").lower()
return mcp_client == "pycharm"
is_pycharm = detect_pycharm_environment()
log_level = "ERROR" if is_pycharm else "INFO"
log_level = "DEBUG" if DEBUG.lower() == "true" else log_level
# Initialize FastMCP server
mcp = FastMCP(
"alpaca-trading",
log_level=log_level,
transport_security=TransportSecuritySettings(
enable_dns_rebinding_protection=False
)
)
# Convert string to boolean
ALPACA_PAPER_TRADE_BOOL = ALPACA_PAPER_TRADE.lower() not in ['false', '0', 'no', 'off']
# Client initialization - lazy loading to allow server to start without credentials
_clients_initialized = False
trade_client = None
stock_historical_data_client = None
stock_data_stream_client = None
option_historical_data_client = None
corporate_actions_client = None
crypto_historical_data_client = None
def _inject_auth_header(client):
"""
Inject Authorization header from request context into Alpaca SDK HTTP requests.
Sets the Authorization header on the session's default headers.
"""
# Check if there's an Authorization header in the request context
auth_header = auth_header_context.get()
if auth_header and hasattr(client, '_api') and hasattr(client._api, '_session'):
# Get the underlying requests session and set the Authorization header
session = client._api._session
session.headers['Authorization'] = auth_header
def _ensure_clients():
"""
Initialize Alpaca clients on first use.
Supports two authentication modes:
1. Authorization header from incoming HTTP request (takes precedence)
2. API key/secret pair from environment variables (fallback)
When an Authorization header is present in the request context, it will be
passed along to all Alpaca Trading API calls.
"""
global _clients_initialized, trade_client, stock_historical_data_client, stock_data_stream_client
global option_historical_data_client, corporate_actions_client, crypto_historical_data_client
# Check if Authorization header is provided in the request context
auth_header = auth_header_context.get()
if auth_header:
# Initialize clients (will use env vars initially, but we'll override with auth header)
# We need to initialize clients even with dummy credentials because we'll inject the auth header
if not _clients_initialized or not trade_client:
trade_client = TradingClientSigned(TRADE_API_KEY or "dummy", TRADE_API_SECRET or "dummy", paper=ALPACA_PAPER_TRADE_BOOL)
stock_historical_data_client = StockHistoricalDataClientSigned(TRADE_API_KEY or "dummy", TRADE_API_SECRET or "dummy")
stock_data_stream_client = StockDataStream(TRADE_API_KEY or "dummy", TRADE_API_SECRET or "dummy", url_override=STREAM_DATA_WSS)
option_historical_data_client = OptionHistoricalDataClientSigned(api_key=TRADE_API_KEY or "dummy", secret_key=TRADE_API_SECRET or "dummy")
corporate_actions_client = CorporateActionsClientSigned(api_key=TRADE_API_KEY or "dummy", secret_key=TRADE_API_SECRET or "dummy")
crypto_historical_data_client = CryptoHistoricalDataClientSigned(api_key=TRADE_API_KEY or "dummy", secret_key=TRADE_API_SECRET or "dummy")
# Inject the Authorization header from the incoming request into each client
_inject_auth_header(trade_client)
_inject_auth_header(stock_historical_data_client)
_inject_auth_header(option_historical_data_client)
_inject_auth_header(corporate_actions_client)
_inject_auth_header(crypto_historical_data_client)
# For auth header mode, we don't set _clients_initialized to True
# This ensures we reinject the header on each request
_clients_initialized = False
elif not _clients_initialized:
# Use API key/secret authentication (traditional method)
trade_client = TradingClientSigned(TRADE_API_KEY, TRADE_API_SECRET, paper=ALPACA_PAPER_TRADE_BOOL)
stock_historical_data_client = StockHistoricalDataClientSigned(TRADE_API_KEY, TRADE_API_SECRET)
stock_data_stream_client = StockDataStream(TRADE_API_KEY, TRADE_API_SECRET, url_override=STREAM_DATA_WSS)
option_historical_data_client = OptionHistoricalDataClientSigned(api_key=TRADE_API_KEY, secret_key=TRADE_API_SECRET)
corporate_actions_client = CorporateActionsClientSigned(api_key=TRADE_API_KEY, secret_key=TRADE_API_SECRET)
crypto_historical_data_client = CryptoHistoricalDataClientSigned(api_key=TRADE_API_KEY, secret_key=TRADE_API_SECRET)
_clients_initialized = True
# ============================================================================
# Account and Positions Tools
# ============================================================================
@mcp.tool()
async def get_account_info() -> str:
"""
Retrieves and formats the current account information including balances and status.
Returns:
str: Formatted string containing account details including:
- Account ID
- Status
- Currency
- Buying Power
- Cash Balance
- Portfolio Value
- Equity
- Market Values
- Pattern Day Trader Status
- Day Trades Remaining
"""
_ensure_clients()
account = trade_client.get_account()
info = f"""
Account Information:
-------------------
Account ID: {account.id}
Status: {account.status}
Currency: {account.currency}
Buying Power: ${float(account.buying_power):.2f}
Cash: ${float(account.cash):.2f}
Portfolio Value: ${float(account.portfolio_value):.2f}
Equity: ${float(account.equity):.2f}
Long Market Value: ${float(account.long_market_value):.2f}
Short Market Value: ${float(account.short_market_value):.2f}
Pattern Day Trader: {'Yes' if account.pattern_day_trader else 'No'}
Day Trades Remaining: {account.daytrade_count if hasattr(account, 'daytrade_count') else 'Unknown'}
"""
return info
@mcp.tool()
async def get_all_positions() -> str:
"""
Retrieves and formats all current positions in the portfolio.
Returns:
str: Formatted string containing details of all open positions including:
- Symbol
- Quantity
- Market Value
- Average Entry Price
- Current Price
- Unrealized P/L
"""
_ensure_clients()
positions = trade_client.get_all_positions()
if not positions:
return "No open positions found."
result = "Current Positions:\n-------------------\n"
for position in positions:
result += f"""
Symbol: {position.symbol}
Quantity: {position.qty} shares
Market Value: ${float(position.market_value):.2f}
Average Entry Price: ${float(position.avg_entry_price):.2f}
Current Price: ${float(position.current_price):.2f}
Unrealized P/L: ${float(position.unrealized_pl):.2f} ({float(position.unrealized_plpc) * 100:.2f}%)
-------------------
"""
return result
@mcp.tool()
async def get_open_position(symbol: str) -> str:
"""
Retrieves and formats details for a specific open position.
Args:
symbol (str): The symbol name of the asset to get position for (e.g., 'AAPL', 'MSFT')
Returns:
str: Formatted string containing the position details or an error message
"""
_ensure_clients()
try:
position = trade_client.get_open_position(symbol)
# Check if it's an options position by looking for the options symbol pattern
is_option = len(symbol) > 6 and any(c in symbol for c in ['C', 'P'])
# Format quantity based on asset type
quantity_text = f"{position.qty} contracts" if is_option else f"{position.qty}"
return f"""
Position Details for {symbol}:
---------------------------
Quantity: {quantity_text}
Market Value: ${float(position.market_value):.2f}
Average Entry Price: ${float(position.avg_entry_price):.2f}
Current Price: ${float(position.current_price):.2f}
Unrealized P/L: ${float(position.unrealized_pl):.2f}
"""
except Exception as e:
return f"Error fetching position: {str(e)}"
# ============================================================================
# Asset Information Tools
# ============================================================================
@mcp.tool()
async def get_asset(symbol: str) -> str:
"""
Retrieves and formats detailed information about a specific asset.
Args:
symbol (str): The symbol of the asset to get information for
Returns:
str: Formatted string containing asset details including:
- Name
- Exchange
- Class
- Status
- Trading Properties
"""
_ensure_clients()
try:
asset = trade_client.get_asset(symbol)
return f"""
Asset Information for {symbol}:
----------------------------
Name: {asset.name}
Exchange: {asset.exchange}
Class: {asset.asset_class}
Status: {asset.status}
Tradable: {'Yes' if asset.tradable else 'No'}
Marginable: {'Yes' if asset.marginable else 'No'}
Shortable: {'Yes' if asset.shortable else 'No'}
Easy to Borrow: {'Yes' if asset.easy_to_borrow else 'No'}
Fractionable: {'Yes' if asset.fractionable else 'No'}
"""
except Exception as e:
return f"Error fetching asset information: {str(e)}"
@mcp.tool()
async def get_all_assets(
status: Optional[str] = None,
asset_class: Optional[str] = None,
exchange: Optional[str] = None,
attributes: Optional[str] = None
) -> str:
"""
Get all available assets with optional filtering.
Args:
status: Filter by asset status (e.g., 'active', 'inactive')
asset_class: Filter by asset class (e.g., 'us_equity', 'crypto')
exchange: Filter by exchange (e.g., 'NYSE', 'NASDAQ')
attributes: Comma-separated values to query for multiple attributes
"""
_ensure_clients()
try:
# Create filter if any parameters are provided
filter_params = None
if any([status, asset_class, exchange, attributes]):
filter_params = GetAssetsRequest(
status=status,
asset_class=asset_class,
exchange=exchange,
attributes=attributes
)
# Get all assets
assets = trade_client.get_all_assets(filter_params)
if not assets:
return "No assets found matching the criteria."
# Format the response
response_parts = ["Available Assets:"]
response_parts.append("-" * 30)
for asset in assets:
response_parts.append(f"Symbol: {asset.symbol}")
response_parts.append(f"Name: {asset.name}")
response_parts.append(f"Exchange: {asset.exchange}")
response_parts.append(f"Class: {asset.asset_class}")
response_parts.append(f"Status: {asset.status}")
response_parts.append(f"Tradable: {'Yes' if asset.tradable else 'No'}")
response_parts.append("-" * 30)
return "\n".join(response_parts)
except Exception as e:
return f"Error fetching assets: {str(e)}"
# ============================================================================
# Corporate Actions Tools
# ============================================================================
@mcp.tool()
async def get_corporate_actions(
ca_types: Optional[List[CorporateActionsType]] = None,
start: Optional[date] = None,
end: Optional[date] = None,
symbols: Optional[List[str]] = None,
cusips: Optional[List[str]] = None,
ids: Optional[List[str]] = None,
limit: Optional[int] = 1000,
sort: Optional[str] = "asc"
) -> str:
"""
Retrieves and formats corporate action announcements.
Args:
ca_types (Optional[List[CorporateActionsType]]): List of corporate action types to filter by (default: all types)
Available types from https://alpaca.markets/sdks/python/api_reference/data/enums.html#corporateactionstype:
- CorporateActionsType.REVERSE_SPLIT: Reverse split
- CorporateActionsType.FORWARD_SPLIT: Forward split
- CorporateActionsType.UNIT_SPLIT: Unit split
- CorporateActionsType.CASH_DIVIDEND: Cash dividend
- CorporateActionsType.STOCK_DIVIDEND: Stock dividend
- CorporateActionsType.SPIN_OFF: Spin off
- CorporateActionsType.CASH_MERGER: Cash merger
- CorporateActionsType.STOCK_MERGER: Stock merger
- CorporateActionsType.STOCK_AND_CASH_MERGER: Stock and cash merger
- CorporateActionsType.REDEMPTION: Redemption
- CorporateActionsType.NAME_CHANGE: Name change
- CorporateActionsType.WORTHLESS_REMOVAL: Worthless removal
- CorporateActionsType.RIGHTS_DISTRIBUTION: Rights distribution
start (Optional[date]): Start date for the announcements (default: current day)
end (Optional[date]): End date for the announcements (default: current day)
symbols (Optional[List[str]]): Optional list of stock symbols to filter by
cusips (Optional[List[str]]): Optional list of CUSIPs to filter by
ids (Optional[List[str]]): Optional list of corporate action IDs (mutually exclusive with other filters)
limit (Optional[int]): Maximum number of results to return (default: 1000)
sort (Optional[str]): Sort order (asc or desc, default: asc)
Returns:
str: Formatted string containing corporate announcement details
References:
- API Documentation: https://docs.alpaca.markets/reference/corporateactions-1
- CorporateActionsType Enum: https://alpaca.markets/sdks/python/api_reference/data/enums.html#corporateactionstype
- CorporateActionsRequest: https://alpaca.markets/sdks/python/api_reference/data/corporate_actions/requests.html#corporateactionsrequest
"""
_ensure_clients()
try:
request = CorporateActionsRequest(
symbols=symbols,
cusips=cusips,
types=ca_types,
start=start,
end=end,
ids=ids,
limit=limit,
sort=sort
)
announcements = corporate_actions_client.get_corporate_actions(request)
if not announcements or not announcements.data:
return "No corporate announcements found for the specified criteria."
results: List[str] = []
# The response.data contains action types as keys (e.g., 'cash_dividends', 'forward_splits')
# Each value is a list of corporate actions
for action_type, actions_list in announcements.data.items():
if not actions_list:
continue
for action in actions_list:
symbol = getattr(action, 'symbol', 'Unknown')
results.append(f"Symbol: {symbol}")
# Display action details based on available attributes
if hasattr(action, 'corporate_action_type'):
results.append(f"Type: {action.corporate_action_type}")
if hasattr(action, 'ex_date') and action.ex_date:
results.append(f"Ex Date: {action.ex_date}")
if hasattr(action, 'record_date') and action.record_date:
results.append(f"Record Date: {action.record_date}")
if hasattr(action, 'payable_date') and action.payable_date:
results.append(f"Payable Date: {action.payable_date}")
if hasattr(action, 'process_date') and action.process_date:
results.append(f"Process Date: {action.process_date}")
# Cash dividend specific fields
if hasattr(action, 'rate') and action.rate:
results.append(f"Rate: ${action.rate:.6f}")
if hasattr(action, 'foreign') and hasattr(action, 'special'):
results.append(f"Foreign: {action.foreign}, Special: {action.special}")
# Split specific fields
if hasattr(action, 'old_rate') and action.old_rate:
results.append(f"Old Rate: {action.old_rate}")
if hasattr(action, 'new_rate') and action.new_rate:
results.append(f"New Rate: {action.new_rate}")
# Due bill dates
if hasattr(action, 'due_bill_on_date') and action.due_bill_on_date:
results.append(f"Due Bill On Date: {action.due_bill_on_date}")
if hasattr(action, 'due_bill_off_date') and action.due_bill_off_date:
results.append(f"Due Bill Off Date: {action.due_bill_off_date}")
results.append("")
return "\n".join(results)
except Exception as e:
return f"Error fetching corporate announcements: {str(e)}"
# ============================================================================
# Portfolio History Tool
# ============================================================================
@mcp.tool()
async def get_portfolio_history(
timeframe: Optional[str] = None,
period: Optional[str] = None,
start: Optional[str] = None,
end: Optional[str] = None,
date_end: Optional[str] = None,
intraday_reporting: Optional[str] = None,
pnl_reset: Optional[str] = None,
extended_hours: Optional[bool] = None,
cashflow_types: Optional[List[str]] = None,
) -> str:
"""
Retrieves account portfolio history (equity and P/L) over a requested time window.
Args:
timeframe (Optional[str]): Resolution of each data point (e.g., "1Min", "5Min", "15Min", "1H", "1D").
period (Optional[str]): Window length (e.g., "1W", "1M", "3M", "6M", "1Y", "all").
start (Optional[str]): Start time in ISO (YYYY-MM-DD or YYYY-MM-DDTHH:MM:SS).
end (Optional[str]): End time in ISO (YYYY-MM-DD or YYYY-MM-DDTHH:MM:SS).
date_end (Optional[str]): End date (alternative to end) as ISO date or datetime.
intraday_reporting (Optional[str]): "market_hours", "extended_hours", or "continuous".
pnl_reset (Optional[str]): P/L reset behavior (e.g., "daily", "weekly", "no_reset").
extended_hours (Optional[bool]): Include extended hours where applicable.
cashflow_types (Optional[List[str]]): Optional cashflow categories to include.
Returns:
str: JSON string with keys: timestamp, equity, profit_loss, profit_loss_pct, base_value, timeframe, and optional cashflow.
"""
_ensure_clients()
# Parse optional datetime inputs with explicit errors (for consistency with other tools)
try:
start_dt = _parse_iso_datetime(start) if start else None
except ValueError:
return f"Invalid start timestamp: {start}. Use ISO like '2023-01-01' or '2023-01-01T09:30:00'"
try:
end_dt = _parse_iso_datetime(end) if end else None
except ValueError:
return f"Invalid end timestamp: {end}. Use ISO like '2023-01-01' or '2023-01-01T16:00:00'"
try:
date_end_dt = _parse_iso_datetime(date_end) if date_end else None
except ValueError:
return f"Invalid date_end: {date_end}. Use ISO like '2023-01-31' or '2023-01-31T00:00:00'"
request = GetPortfolioHistoryRequest(
period=period,
timeframe=timeframe,
intraday_reporting=intraday_reporting,
start=start_dt,
end=end_dt,
date_end=date_end_dt,
pnl_reset=pnl_reset,
extended_hours=extended_hours,
cashflow_types=cashflow_types,
)
try:
resp = trade_client.get_portfolio_history(request)
payload = {
"timestamp": getattr(resp, "timestamp", []) or [],
"equity": getattr(resp, "equity", []) or [],
"profit_loss": getattr(resp, "profit_loss", []) or [],
"profit_loss_pct": getattr(resp, "profit_loss_pct", []) or [],
"base_value": getattr(resp, "base_value", None),
"timeframe": getattr(resp, "timeframe", timeframe or ""),
}
cf = getattr(resp, "cashflow", None)
if cf is not None:
payload["cashflow"] = cf
if timeframe and period in {"2M", "3M", "6M", "1Y", "all"} and timeframe != "1D":
payload["note"] = "For period > 30 days, timeframe should be '1D'."
return json.dumps(payload, separators=(",", ":"))
except Exception as e:
return f"Error fetching portfolio history: {str(e)}"
# ============================================================================
# Watchlist Management Tools
# ============================================================================
@mcp.tool()
async def create_watchlist(name: str, symbols: List[str]) -> str:
"""
Creates a new watchlist with specified symbols.
Args:
name (str): Name of the watchlist
symbols (List[str]): List of symbols to include in the watchlist
Returns:
str: Confirmation message with watchlist creation status
"""
_ensure_clients()
try:
watchlist_data = CreateWatchlistRequest(name=name, symbols=symbols)
watchlist = trade_client.create_watchlist(watchlist_data)
return f"Watchlist '{name}' created successfully with {len(symbols)} symbols."
except Exception as e:
return f"Error creating watchlist: {str(e)}"
@mcp.tool()
async def get_watchlists() -> str:
"""Get all watchlists for the account."""
_ensure_clients()
try:
watchlists = trade_client.get_watchlists()
result = "Watchlists:\n------------\n"
for wl in watchlists:
result += f"Name: {wl.name}\n"
result += f"ID: {wl.id}\n"
result += f"Created: {wl.created_at}\n"
result += f"Updated: {wl.updated_at}\n\n"
return result
except Exception as e:
return f"Error fetching watchlists: {str(e)}"
@mcp.tool()
async def update_watchlist_by_id(watchlist_id: str, name: str = None, symbols: List[str] = None) -> str:
"""Update an existing watchlist."""
_ensure_clients()
try:
update_request = UpdateWatchlistRequest(name=name, symbols=symbols)
watchlist = trade_client.update_watchlist_by_id(watchlist_id, update_request)
return f"Watchlist updated successfully: {watchlist.name}"
except Exception as e:
return f"Error updating watchlist: {str(e)}"
@mcp.tool()
async def get_watchlist_by_id(watchlist_id: str) -> str:
"""Get a specific watchlist by its ID."""
_ensure_clients()
try:
wl = trade_client.get_watchlist_by_id(watchlist_id)
result = "Watchlist:\n----------\n"
result += f"Name: {wl.name}\n"
result += f"ID: {wl.id}\n"
result += f"Created: {wl.created_at}\n"
result += f"Updated: {wl.updated_at}\n"
symbols_list = [a.symbol for a in (getattr(wl, 'assets', []) or [])]
result += f"Symbols: {', '.join(symbols_list)}\n"
return result
except Exception as e:
return f"Error fetching watchlist by id: {str(e)}"
@mcp.tool()
async def add_asset_to_watchlist_by_id(watchlist_id: str, symbol: str) -> str:
"""Add an asset by symbol to a specific watchlist by ID."""
_ensure_clients()
try:
wl = trade_client.add_asset_to_watchlist_by_id(watchlist_id, symbol)
symbols_str = ", ".join([a.symbol for a in (getattr(wl, 'assets', []) or [])])
return f"Added {symbol} to watchlist '{wl.name}'. Symbols: {symbols_str}"
except Exception as e:
return f"Error adding asset to watchlist: {str(e)}"
@mcp.tool()
async def remove_asset_from_watchlist_by_id(watchlist_id: str, symbol: str) -> str:
"""Remove an asset by symbol from a specific watchlist by ID."""
_ensure_clients()
try:
wl = trade_client.remove_asset_from_watchlist_by_id(watchlist_id, symbol)
symbols_str = ", ".join([a.symbol for a in (getattr(wl, 'assets', []) or [])])
return f"Removed {symbol} from watchlist '{wl.name}'. Symbols: {symbols_str}"
except Exception as e:
return f"Error removing asset from watchlist: {str(e)}"
@mcp.tool()
async def delete_watchlist_by_id(watchlist_id: str) -> str:
"""Delete a specific watchlist by its ID."""
_ensure_clients()
try:
trade_client.delete_watchlist_by_id(watchlist_id)
return "Watchlist deleted successfully."
except Exception as e:
return f"Error deleting watchlist: {str(e)}"
# ============================================================================
# Market Calendar Tools
# ============================================================================
@mcp.tool()
async def get_calendar(start_date: str, end_date: str) -> str:
"""
Retrieves and formats market calendar for specified date range.
Args:
start_date (str): Start date in YYYY-MM-DD format
end_date (str): End date in YYYY-MM-DD format
Returns:
str: Formatted string containing market calendar information
"""
_ensure_clients()
try:
# Convert string dates to date objects
start_dt = _parse_date_ymd(start_date)
end_dt = _parse_date_ymd(end_date)
# Create the request object with the correct parameters
calendar_request = GetCalendarRequest(start=start_dt, end=end_dt)
calendar = trade_client.get_calendar(calendar_request)
result = f"Market Calendar ({start_date} to {end_date}):\n----------------------------\n"
for day in calendar:
result += f"Date: {day.date}, Open: {day.open}, Close: {day.close}\n"
return result
except Exception as e:
return f"Error fetching market calendar: {str(e)}"
# ============================================================================
# Market Clock Tools
# ============================================================================
@mcp.tool()
async def get_clock() -> str:
"""
Retrieves and formats current market status and next open/close times.
Returns:
str: Formatted string containing:
- Current Time
- Market Open Status
- Next Open Time
- Next Close Time
"""
_ensure_clients()
try:
clock = trade_client.get_clock()
return f"""
Market Status:
-------------
Current Time: {clock.timestamp}
Is Open: {'Yes' if clock.is_open else 'No'}
Next Open: {clock.next_open}
Next Close: {clock.next_close}
"""
except Exception as e:
return f"Error fetching market clock: {str(e)}"
# ============================================================================
# Stock Market Data Tools
# ============================================================================
@mcp.tool()
async def get_stock_bars(
symbol: Union[str, List[str]],
days: int = 5,
hours: int = 0,
minutes: int = 30,
timeframe: str = "1Day",
limit: Optional[int] = 1000,
start: Optional[str] = None,
end: Optional[str] = None,
sort: Optional[Sort] = Sort.ASC,
feed: Optional[DataFeed] = None,
currency: Optional[SupportedCurrencies] = None,
asof: Optional[str] = None,
tz: str = "America/New_York"
) -> str:
"""
Retrieves and formats historical price bars for a stock with configurable timeframe and time range.
Args:
symbol (Union[str, List[str]]): Stock ticker symbol(s) (e.g., 'AAPL', 'MSFT' or ['AAPL', 'MSFT'])
days (int): Number of days to look back (default: 5, ignored if start is provided)
hours (int): Number of hours to look back (default: 0, ignored if start is provided)
minutes (int): Number of minutes to look back (default: 30, ignored if start is provided)
timeframe (str): Bar timeframe - supports flexible Alpaca formats:
- Minutes: "1Min" to "59Min" (or "1T" to "59T"), e.g., "5Min", "15Min", "30Min"
- Hours: "1Hour" to "23Hour" (or "1H" to "23H"), e.g., "1Hour", "4Hour", "6Hour"
- Days: "1Day" (or "1D")
- Weeks: "1Week" (or "1W")
- Months: "1Month", "2Month", "3Month", "4Month", "6Month", or "12Month" (or use "M" suffix)
(default: "1Day")
limit (Optional[int]): Maximum number of bars to return (default: 1000)
start (Optional[str]): Start time in ISO format (e.g., "2023-01-01T09:30:00" or "2023-01-01")
end (Optional[str]): End time in ISO format (e.g., "2023-01-01T16:00:00" or "2023-01-01")
sort (Optional[Sort]): Chronological order of response (ASC or DESC, default: ASC)
feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)
currency (Optional[SupportedCurrencies]): Currency for prices (default: USD)
asof (Optional[str]): The asof date in YYYY-MM-DD format
tz (str): Timezone for naive datetime strings (default: "America/New_York")
Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:
str: Formatted string containing historical price data with timestamps, OHLCV data
"""
_ensure_clients()
try:
# Parse timeframe string to TimeFrame object
timeframe_obj = parse_timeframe_with_enums(timeframe)
if timeframe_obj is None:
return f"Error: Invalid timeframe '{timeframe}'. Supported formats: 1Min, 2Min, 5Min, 15Min, 30Min, 1Hour, 2Hour, 4Hour, 1Day, 1Week, 1Month, etc."
# Parse start/end times or calculate from days/hours/minutes
start_time = None
end_time = None
now_utc = datetime.now(timezone.utc) # Capture once for consistency
if start:
try:
start_time = _parse_iso_datetime(start, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
if end:
try:
end_time = _parse_iso_datetime(end, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
end_time = None
# Compute start_time fallback: use explicit days/hours/minutes parameters
if not start_time:
if days > 0:
start_time = now_utc - timedelta(days=days)
elif hours > 0:
start_time = now_utc - timedelta(hours=hours)
elif minutes > 0:
start_time = now_utc - timedelta(minutes=minutes)
# Create the request object
request_params = StockBarsRequest(
symbol_or_symbols=[symbol] if isinstance(symbol, str) else symbol,
timeframe=timeframe_obj,
start=start_time,
end=end_time,
limit=limit,
sort=sort,
feed=feed,
currency=currency,
asof=asof
)
bars = stock_historical_data_client.get_stock_bars(request_params)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
results: List[str] = []
for sym in symbols_list:
if bars[sym]:
results.extend([
f"Historical Bars for {sym} ({timeframe} timeframe):",
f"Total Records: {len(bars[sym])}",
""
])
for bar in bars[sym]:
# Format timestamp based on timeframe unit
if timeframe_obj.unit_value in [TimeFrameUnit.Minute, TimeFrameUnit.Hour]:
time_str = bar.timestamp.strftime('%Y-%m-%d %H:%M:%S') + " UTC"
else:
time_str = str(bar.timestamp.date())
results.append(f"Time: {time_str}, Open: ${bar.open:.2f}, High: ${bar.high:.2f}, Low: ${bar.low:.2f}, Close: ${bar.close:.2f}, Volume: {bar.volume}")
results.append("")
if len(symbols_list) > 1:
results.append("") # Separator between symbols
else:
results.append(f"No bar data found for {sym} with {timeframe} timeframe in the specified time range.")
if results:
return "\n".join(results)
else:
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"No bar data found for {symbol_str} with {timeframe} timeframe in the specified time range."
except APIError as api_error:
error_message = str(api_error)
lower = error_message.lower()
if "subscription" in lower and "sip" in lower and ("recent" in lower or "15" in lower):
fifteen_ago = datetime.now() - timedelta(minutes=15)
hint_end = fifteen_ago.strftime('%Y-%m-%dT%H:%M:%S')
return (
f"Free-plan limitation: Alpaca REST SIP data is delayed by 15 minutes. "
f"Your request likely included the most recent 15 minutes. "
f"Retry with `end` <= {hint_end} (exclude the last 15 minutes), "
f"use the IEX feed where supported, or upgrade for real-time SIP.\n"
f"Original error: {error_message}"
)
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"API Error fetching bars for {symbol_str}: {error_message}"
except Exception as e:
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"Error fetching bars for {symbol_str}: {str(e)}"
@mcp.tool()
async def get_stock_quotes(
symbol: Union[str, List[str]],
days: int = 0,
hours: int = 0,
minutes: int = 20,
limit: Optional[int] = None,
start: Optional[str] = None,
end: Optional[str] = None,
sort: Optional[Sort] = Sort.ASC,
feed: Optional[DataFeed] = None,
currency: Optional[SupportedCurrencies] = None,
asof: Optional[str] = None,
tz: str = "America/New_York"
) -> str:
"""
Retrieves and formats historical quote data (level 1 bid/ask) for a stock.
Args:
symbol (Union[str, List[str]]): Stock ticker symbol(s) (e.g., 'AAPL', 'MSFT' or ['AAPL', 'MSFT'])
days (int): Number of days to look back (default: 0, ignored if start is provided)
hours (int): Number of hours to look back (default: 0, ignored if start is provided)
minutes (int): Number of minutes to look back (default: 20, ignored if start is provided)
limit (Optional[int]): Upper limit of number of data points to return (default: 1000)
start (Optional[str]): Start time in ISO format (e.g., "2023-01-01T09:30:00" or "2023-01-01")
end (Optional[str]): End time in ISO format (e.g., "2023-01-01T16:00:00" or "2023-01-01")
sort (Optional[Sort]): Chronological order of response (ASC or DESC)
feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)
currency (Optional[SupportedCurrencies]): Currency for prices (default: USD)
asof (Optional[str]): The asof date in YYYY-MM-DD format
tz (str): Timezone for naive datetime strings (default: "America/New_York")
Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:
str: Formatted string containing quote summary or an error message
"""
_ensure_clients()
try:
# Set default limit if not provided
if limit is None:
limit = 1000
# Capture current time once for consistency
now_utc = datetime.now(timezone.utc)
# Handle start time: use provided start or calculate from days/hours/minutes
if start:
try:
start_time = _parse_iso_datetime(start, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
# Calculate start time based on days, hours, or minutes (priority order)
if days > 0:
start_time = now_utc - timedelta(days=days)
elif hours > 0:
start_time = now_utc - timedelta(hours=hours)
elif minutes > 0:
start_time = now_utc - timedelta(minutes=minutes)
else:
# Default fallback: let SDK handle defaults
start_time = None
# Handle end time: use provided end
if end:
try:
end_time = _parse_iso_datetime(end, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
end_time = None
# Create the request object
request_params = StockQuotesRequest(
symbol_or_symbols=[symbol] if isinstance(symbol, str) else symbol,
start=start_time,
end=end_time,
limit=limit,
sort=sort,
feed=feed,
currency=currency,
asof=asof
)
quotes = stock_historical_data_client.get_stock_quotes(request_params)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
results: List[str] = []
for sym in symbols_list:
if quotes[sym]:
data = quotes[sym]
results.extend([
f"Historical Quotes for {sym}",
f"Total Records: {len(data)}",
""
])
for quote in data:
results.extend([
f"Timestamp: {quote.timestamp} UTC",
f" Bid Price: {quote.bid_price}",
f" Bid Size: {quote.bid_size}",
f" Bid Exchange: {quote.bid_exchange}",
f" Ask Price: {quote.ask_price}",
f" Ask Size: {quote.ask_size}",
f" Ask Exchange: {quote.ask_exchange}",
f" Conditions: {quote.conditions}",
f" Tape: {quote.tape}",
""
])
results.append("")
if len(symbols_list) > 1:
results.append("") # Separator
else:
results.append(f"No quotes for {sym}")
if results:
return "\n".join(results)
else:
return f"No quotes found"
except APIError as api_error:
error_message = str(api_error)
lower = error_message.lower()
if "subscription" in lower and "sip" in lower and ("recent" in lower or "15" in lower):
fifteen_ago = datetime.now(timezone.utc) - timedelta(minutes=15)
hint_end = fifteen_ago.strftime('%Y-%m-%dT%H:%M:%S')
return f"Error: Free-plan limitation: Alpaca REST SIP data is delayed by 15 minutes. Retry with `end` <= {hint_end} or use IEX feed. Original error: {error_message}"
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"API Error fetching quotes for {symbol_str}: {error_message}"
except Exception as e:
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"Error fetching quotes for {symbol_str}: {str(e)}"
@mcp.tool()
async def get_stock_trades(
symbol: Union[str, List[str]],
days: int = 0,
hours: int = 0,
minutes: int = 20,
limit: Optional[int] = None,
start: Optional[str] = None,
end: Optional[str] = None,
sort: Optional[Sort] = Sort.ASC,
feed: Optional[DataFeed] = None,
currency: Optional[SupportedCurrencies] = None,
asof: Optional[str] = None,
tz: str = "America/New_York"
) -> str:
"""
Retrieves and formats historical trades for a stock.
Args:
symbol (Union[str, List[str]]): Stock ticker symbol(s) (e.g., 'AAPL', 'MSFT' or ['AAPL', 'MSFT'])
days (int): Number of days to look back (default: 0, ignored if start is provided)
hours (int): Number of hours to look back (default: 0, ignored if start is provided)
minutes (int): Number of minutes to look back (default: 30, ignored if start is provided)
limit (Optional[int]): Upper limit of number of data points to return
start (Optional[str]): Start time in ISO format (e.g., "2023-01-01T09:30:00" or "2023-01-01")
end (Optional[str]): End time in ISO format (e.g., "2023-01-01T16:00:00" or "2023-01-01")
sort (Optional[Sort]): Chronological order of response (ASC or DESC)
feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)
currency (Optional[SupportedCurrencies]): Currency for prices (default: USD)
asof (Optional[str]): The asof date in YYYY-MM-DD format
tz (str): Timezone for naive datetime strings (default: "America/New_York")
Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:
str: Formatted string containing trade history or an error message
"""
_ensure_clients()
try:
# Capture current time once for consistency
now_utc = datetime.now(timezone.utc)
# Handle start time: use provided start or calculate from days/hours/minutes
if start:
try:
start_time = _parse_iso_datetime(start, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
# Calculate start time based on days, hours, or minutes (priority order)
if days > 0:
start_time = now_utc - timedelta(days=days)
elif hours > 0:
start_time = now_utc - timedelta(hours=hours)
elif minutes > 0:
start_time = now_utc - timedelta(minutes=minutes)
else:
# Default fallback: let SDK handle defaults
start_time = None
if end:
try:
end_time = _parse_iso_datetime(end, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
end_time = None
# Create the request object with all available parameters
request_params = StockTradesRequest(
symbol_or_symbols=[symbol] if isinstance(symbol, str) else symbol,
start=start_time,
end=end_time,
limit=limit,
sort=sort,
feed=feed,
currency=currency,
asof=asof
)
# Get the trades
trades = stock_historical_data_client.get_stock_trades(request_params)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
results: List[str] = []
for sym in symbols_list:
if sym in trades:
results.extend([
f"Historical Trades for {sym}:",
f"Total Records: {len(trades[sym])}",
""
])
for trade in trades[sym]:
results.append(f"Time: {trade.timestamp} UTC, Price: ${float(trade.price):.6f}, Size: {trade.size}, Exchange: {trade.exchange}, ID: {trade.id}, Conditions: {trade.conditions}, Tape: {trade.tape}")
results.append("")
results.append("")
if len(symbols_list) > 1:
results.append("") # Separator
else:
results.append(f"No trade data found for {sym} in the specified time range.")
if results:
return "\n".join(results)
else:
return f"No trade data found"
except Exception as e:
return f"Error fetching trades: {str(e)}"
@mcp.tool()
async def get_stock_latest_bar(
symbol_or_symbols: Union[str, List[str]],
feed: Optional[DataFeed] = None,
currency: Optional[SupportedCurrencies] = None
) -> str:
"""Get the latest minute bar for one or more stocks.
Args:
symbol_or_symbols: Stock ticker symbol(s) (e.g., 'AAPL' or ['AAPL', 'MSFT'])
feed: The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)
currency: The currency for prices (optional, defaults to USD)
Returns:
A formatted string containing the latest bar details or an error message
"""
_ensure_clients()
try:
symbols_list = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else list(symbol_or_symbols)
if not symbols_list:
return "No symbols provided."
# Create the request object with all available parameters
request_params = StockLatestBarRequest(
symbol_or_symbols=symbol_or_symbols,
feed=feed,
currency=currency
)
# Get the latest bar
latest_bars = stock_historical_data_client.get_stock_latest_bar(request_params)
results: List[str] = []
for symbol in symbols_list:
bar = latest_bars.get(symbol)
if not bar:
results.append(f"No latest bar data found for {symbol}.")
continue
results.extend([
f"Symbol: {symbol}",
f"Time: {bar.timestamp}",
f"Open: ${float(bar.open):.2f}",
f"High: ${float(bar.high):.2f}",
f"Low: ${float(bar.low):.2f}",
f"Close: ${float(bar.close):.2f}",
f"Volume: {bar.volume}",
""
])
return "\n".join(results).strip()
except Exception as e:
symbols_list = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else list(symbol_or_symbols)
requested = ", ".join(symbols_list) if symbols_list else ""
return f"Error fetching latest bar for {requested}: {str(e)}"
@mcp.tool()
async def get_stock_latest_quote(
symbol_or_symbols: Union[str, List[str]],
feed: Optional[DataFeed] = None,
currency: Optional[SupportedCurrencies] = None
) -> str:
"""
Retrieves and formats the latest quote for one or more stocks.
Args:
symbol_or_symbols (Union[str, List[str]]): Single stock ticker symbol (e.g., "AAPL")
or a list of symbols (e.g., ["AAPL", "MSFT"]).
feed: The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)
currency: The currency for prices (optional, defaults to USD)
Returns:
str: Formatted string containing for each requested symbol:
- Ask Price
- Bid Price
- Ask Size
- Bid Size
- Timestamp
"""
_ensure_clients()
try:
# Validate input before making API call
symbols = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else list(symbol_or_symbols)
if not symbols:
return "No symbols provided."
request_params = StockLatestQuoteRequest(
symbol_or_symbols=symbol_or_symbols,
feed=feed,
currency=currency
)
quotes = stock_historical_data_client.get_stock_latest_quote(request_params)
results: List[str] = []
for symbol in symbols:
quote = quotes.get(symbol)
if not quote:
results.append(f"No quote data found for {symbol}.")
continue
timestamp_value = getattr(quote, "timestamp", None)
timestamp = timestamp_value.isoformat() if hasattr(timestamp_value, "isoformat") else timestamp_value or "N/A"
results.extend([
f"Symbol: {symbol}",
f"Ask Price: ${quote.ask_price:.2f}",
f"Bid Price: ${quote.bid_price:.2f}",
f"Ask Size: {quote.ask_size}",
f"Bid Size: {quote.bid_size}",
f"Timestamp: {timestamp}",
"",
])
return "\n".join(results).strip()
except Exception as e:
symbols = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else list(symbol_or_symbols)
requested = ", ".join(symbols) if symbols else ""
return f"Error fetching quote for {requested}: {str(e)}"
@mcp.tool()
async def get_stock_latest_trade(
symbol_or_symbols: Union[str, List[str]],
feed: Optional[DataFeed] = None,
currency: Optional[SupportedCurrencies] = None
) -> str:
"""Get the latest trade for one or more stocks.
Args:
symbol_or_symbols: Stock ticker symbol(s) (e.g., 'AAPL' or ['AAPL', 'MSFT'])
feed: The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)
currency: The currency for prices (optional, defaults to USD)
Returns:
A formatted string containing the latest trade details or an error message
"""
_ensure_clients()
try:
symbols_list = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else list(symbol_or_symbols)
if not symbols_list:
return "No symbols provided."
# Create the request object with all available parameters
request_params = StockLatestTradeRequest(
symbol_or_symbols=symbol_or_symbols,
feed=feed,
currency=currency
)
# Get the latest trade
latest_trades = stock_historical_data_client.get_stock_latest_trade(request_params)
results: List[str] = []
for symbol in symbols_list:
trade = latest_trades.get(symbol)
if not trade:
results.append(f"No latest trade data found for {symbol}.")
continue
results.extend([
f"Symbol: {symbol}",
f"Time: {trade.timestamp}",
f"Price: ${float(trade.price):.6f}",
f"Size: {trade.size}",
f"Exchange: {trade.exchange}",
f"ID: {trade.id}",
f"Conditions: {trade.conditions}",
""
])
return "\n".join(results).strip()
except Exception as e:
symbols_list = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else list(symbol_or_symbols)
requested = ", ".join(symbols_list) if symbols_list else ""
return f"Error fetching latest trade for {requested}: {str(e)}"
@mcp.tool()
async def get_stock_snapshot(
symbol_or_symbols: Union[str, List[str]],
feed: Optional[DataFeed] = None,
currency: Optional[SupportedCurrencies] = None
) -> str:
"""
Retrieves comprehensive snapshots of stock symbols including latest trade, quote, minute bar, daily bar, and previous daily bar.
Args:
symbol_or_symbols: Single stock symbol or list of stock symbols (e.g., 'AAPL' or ['AAPL', 'MSFT'])
feed: The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)
currency: The currency the data should be returned in (default: USD)
Returns:
Formatted string with comprehensive snapshots including:
- latest_quote: Current bid/ask prices and sizes
- latest_trade: Most recent trade price, size, and exchange
- minute_bar: Latest minute OHLCV bar
- daily_bar: Current day's OHLCV bar
- previous_daily_bar: Previous trading day's OHLCV bar
"""
_ensure_clients()
try:
# Create and execute request
request = StockSnapshotRequest(symbol_or_symbols=symbol_or_symbols, feed=feed, currency=currency)
snapshots = stock_historical_data_client.get_stock_snapshot(request)
# Format response
symbols = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else symbol_or_symbols
results = ["Stock Snapshots:", "=" * 15, ""]
for symbol in symbols:
snapshot = snapshots.get(symbol)
if not snapshot:
results.append(f"No data available for {symbol}\n")
continue
# Build snapshot data using helper functions
snapshot_data = [
f"Symbol: {symbol}",
"-" * 15,
_format_quote_data(snapshot.latest_quote),
_format_trade_data(snapshot.latest_trade),
_format_ohlcv_bar(snapshot.minute_bar, "Latest Minute Bar", True),
_format_ohlcv_bar(snapshot.daily_bar, "Latest Daily Bar", False),
_format_ohlcv_bar(snapshot.previous_daily_bar, "Previous Daily Bar", False),
]
results.extend(filter(None, snapshot_data)) # Filter out empty strings
return "\n".join(results)
except APIError as api_error:
error_message = str(api_error)
# Handle specific data feed subscription errors
if "subscription" in error_message.lower() and ("sip" in error_message.lower() or "premium" in error_message.lower()):
return f"""
Error: Premium data feed subscription required.
The requested data feed requires a premium subscription. Available data feeds:
• IEX (Default): Investor's Exchange data feed - Free with basic account
• SIP: Securities Information Processor feed - Requires premium subscription
• DELAYED_SIP: SIP data with 15-minute delay - Requires premium subscription
• OTC: Over the counter feed - Requires premium subscription
Most users can access comprehensive market data using the default IEX feed.
To use premium feeds (SIP, DELAYED_SIP, OTC), please upgrade your subscription.
Original error: {error_message}
"""
else:
return f"API Error retrieving stock snapshots: {error_message}"
except Exception as e:
return f"Error retrieving stock snapshots: {str(e)}"
# ============================================================================
# Crypto Market Data Tools
# ============================================================================
@mcp.tool()
async def get_crypto_bars(
symbol: Union[str, List[str]],
days: int = 1,
hours: int = 0,
minutes: int = 30,
timeframe: str = "1Hour",
limit: Optional[int] = None,
start: Optional[str] = None,
end: Optional[str] = None,
feed: CryptoFeed = CryptoFeed.US,
tz: str = "America/New_York"
) -> str:
"""
Retrieves and formats historical price bars for a cryptocurrency with configurable timeframe and time range.
Args:
symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD', 'ETH/USD' or ['BTC/USD', 'ETH/USD'])
days (int): Number of days to look back (default: 1, ignored if start is provided)
hours (int): Number of hours to look back (default: 0, ignored if start is provided)
minutes (int): Number of minutes to look back (default: 30, ignored if start is provided)
timeframe (str): Bar timeframe - supports flexible Alpaca formats:
- Minutes: "1Min", "2Min", "3Min", "4Min", "5Min", "15Min", "30Min", etc.
- Hours: "1Hour", "2Hour", "3Hour", "4Hour", "6Hour", etc.
- Days: "1Day", "2Day", "3Day", etc.
- Weeks: "1Week", "2Week", etc.
- Months: "1Month", "2Month", etc.
(default: "1Hour")
limit (Optional[int]): Maximum number of bars to return (optional)
start (Optional[str]): Start time in ISO format (e.g., "2023-01-01T09:30:00" or "2023-01-01")
end (Optional[str]): End time in ISO format (e.g., "2023-01-01T16:00:00" or "2023-01-01")
feed (CryptoFeed): The crypto data feed to retrieve from (default: US)
tz (str): Timezone for naive datetime strings (default: "America/New_York")
Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:
str: Formatted string containing historical crypto price data with timestamps, OHLCV data
"""
_ensure_clients()
try:
# Parse timeframe string to TimeFrame object
timeframe_obj = parse_timeframe_with_enums(timeframe)
if timeframe_obj is None:
return f"Error: Invalid timeframe '{timeframe}'. Supported formats: 1Min, 2Min, 4Min, 5Min, 15Min, 30Min, 1Hour, 2Hour, 4Hour, 1Day, 1Week, 1Month, etc."
# Parse start/end times or calculate from days
start_time = None
end_time = None
now_utc = datetime.now(timezone.utc) # Capture once for consistency
if start:
try:
start_time = _parse_iso_datetime(start, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
if end:
try:
end_time = _parse_iso_datetime(end, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
end_time = None
# Compute start_time fallback: use explicit days/hours/minutes parameters
if not start_time:
if days > 0:
start_time = now_utc - timedelta(days=days)
elif hours > 0:
start_time = now_utc - timedelta(hours=hours)
elif minutes > 0:
start_time = now_utc - timedelta(minutes=minutes)
request_params = CryptoBarsRequest(
symbol_or_symbols=[symbol] if isinstance(symbol, str) else symbol,
timeframe=timeframe_obj,
start=start_time,
end=end_time,
limit=limit
)
bars = crypto_historical_data_client.get_crypto_bars(request_params, feed=feed)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
results: List[str] = []
for sym in symbols_list:
if bars[sym]:
results.extend([
f"Historical Crypto Bars for {sym} ({timeframe} timeframe):",
f"Total Records: {len(bars[sym])}",
""
])
for bar in bars[sym]:
if timeframe_obj.unit_value in [TimeFrameUnit.Minute, TimeFrameUnit.Hour]:
time_str = bar.timestamp.strftime('%Y-%m-%d %H:%M:%S') + " UTC"
else:
time_str = bar.timestamp.date()
results.append(f"Time: {time_str}, Open: ${bar.open:.6f}, High: ${bar.high:.6f}, Low: ${bar.low:.6f}, Close: ${bar.close:.6f}, Volume: {bar.volume}")
results.append("")
if len(symbols_list) > 1:
results.append("") # Separator between symbols
else:
results.append(f"No bar data found for {sym} with {timeframe} timeframe in the specified time range.")
if results:
return "\n".join(results)
else:
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"No bar data found for {symbol_str} with {timeframe} timeframe in the specified time range."
except Exception as e:
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"Error fetching historical crypto data for {symbol_str}: {str(e)}"
@mcp.tool()
async def get_crypto_quotes(
symbol: Union[str, List[str]],
days: int = 0,
hours: int = 0,
minutes: int = 15,
limit: Optional[int] = None,
start: Optional[str] = None,
end: Optional[str] = None,
feed: CryptoFeed = CryptoFeed.US,
tz: str = "America/New_York"
) -> str:
"""
Retrieves and formats historical quote data for a cryptocurrency.
Args:
symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD', 'ETH/USD' or ['BTC/USD', 'ETH/USD'])
days (int): Number of days to look back (default: 0, ignored if start is provided)
hours (int): Number of hours to look back (default: 0, ignored if start is provided)
minutes (int): Number of minutes to look back (default: 15, ignored if start is provided)
limit (Optional[int]): Maximum number of quotes to return (optional)
start (Optional[str]): Start time in ISO format (e.g., "2023-01-01T09:30:00" or "2023-01-01")
end (Optional[str]): End time in ISO format (e.g., "2023-01-01T16:00:00" or "2023-01-01")
feed (CryptoFeed): The crypto data feed to retrieve from (default: US)
tz (str): Timezone for naive datetime strings (default: "America/New_York")
Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:
str: Formatted string containing historical crypto quote data with timestamps, bid/ask prices and sizes
"""
_ensure_clients()
try:
# Set default limit if not provided
if limit is None:
limit = 1000
# Parse start/end times or calculate from days
start_time = None
end_time = None
now_utc = datetime.now(timezone.utc) # Capture once for consistency
if start:
try:
start_time = _parse_iso_datetime(start, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
# Calculate start time based on days, hours, or minutes (priority order)
if days > 0:
start_time = now_utc - timedelta(days=days)
elif hours > 0:
start_time = now_utc - timedelta(hours=hours)
elif minutes > 0:
start_time = now_utc - timedelta(minutes=minutes)
if end:
try:
end_time = _parse_iso_datetime(end, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
end_time = None
# Create the request object
request_params = CryptoQuoteRequest(
symbol_or_symbols=[symbol] if isinstance(symbol, str) else symbol,
start=start_time,
end=end_time,
limit=limit
)
quotes = crypto_historical_data_client.get_crypto_quotes(request_params, feed=feed)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
results: List[str] = []
mapping_quotes = getattr(quotes, 'data', None) or quotes
for sym in symbols_list:
sym_quotes = mapping_quotes.get(sym) if hasattr(mapping_quotes, 'get') else None
if not sym_quotes:
results.append(f"No historical crypto quotes found for {sym} in the specified time range.")
continue
results.extend([
f"Historical Crypto Quotes for {sym}:", f"Total Records: {len(sym_quotes)}",""])
for quote in sym_quotes:
results.extend([
f"Timestamp: {quote.timestamp} UTC",
f" Bid Price: ${quote.bid_price:.6f}",
f" Bid Size: {quote.bid_size:.6f}",
f" Ask Price: ${quote.ask_price:.6f}",
f" Ask Size: {quote.ask_size:.6f}",
""
])
return "\n".join(results)
except Exception as e:
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"Error fetching historical crypto quotes for {symbol_str}: {str(e)}"
@mcp.tool()
async def get_crypto_trades(
symbol: Union[str, List[str]],
days: int = 0,
hours: int = 0,
minutes: int = 15,
limit: Optional[int] = None,
start: Optional[str] = None,
end: Optional[str] = None,
sort: Optional[str] = None,
feed: CryptoFeed = CryptoFeed.US,
tz: str = "America/New_York"
) -> str:
"""
Retrieves and formats historical trade prints for a cryptocurrency.
Args:
symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])
days (int): Number of days to look back (default: 0, ignored if start is provided)
hours (int): Number of hours to look back (default: 0, ignored if start is provided)
minutes (int): Number of minutes to look back (default: 15, ignored if start is provided)
limit (Optional[int]): Maximum number of trades to return
start (Optional[str]): ISO start time (e.g., "2023-01-01T09:30:00")
end (Optional[str]): ISO end time (e.g., "2023-01-01T16:00:00")
sort (Optional[str]): 'asc' or 'desc' chronological order
feed (CryptoFeed): Crypto data feed (default: US)
tz (str): Timezone for naive datetime strings (default: "America/New_York")
Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:
str: Formatted trade history
"""
_ensure_clients()
try:
# Set default limit if not provided
if limit is None:
limit = 1000
# Capture current time once for consistency
now_utc = datetime.now(timezone.utc)
# Handle start time: use provided start or calculate from days/hours/minutes
if start:
try:
start_time = _parse_iso_datetime(start, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
# Calculate start time based on days, hours, or minutes (priority order)
if days > 0:
start_time = now_utc - timedelta(days=days)
elif hours > 0:
start_time = now_utc - timedelta(hours=hours)
elif minutes > 0:
start_time = now_utc - timedelta(minutes=minutes)
# Handle end time: use provided end or default to now
if end:
try:
end_time = _parse_iso_datetime(end, default_timezone=tz)
except ValueError as e:
return f"Error: {str(e)}"
else:
end_time = None
# Sort mapping (default to ascending)
sort_enum = Sort.ASC
if sort:
if sort.lower() == "asc":
sort_enum = Sort.ASC
elif sort.lower() == "desc":
sort_enum = Sort.DESC
else:
return f"Invalid sort: {sort}. Must be 'asc' or 'desc'."
request_params = CryptoTradesRequest(
symbol_or_symbols=[symbol] if isinstance(symbol, str) else symbol,
start=start_time,
end=end_time,
limit=limit,
sort=sort_enum,
)
trades = crypto_historical_data_client.get_crypto_trades(request_params, feed=feed)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
results: List[str] = []
mapping_trades = getattr(trades, 'data', None) or trades
for sym in symbols_list:
sym_trades = mapping_trades.get(sym) if hasattr(mapping_trades, 'get') else None
if not sym_trades:
results.append(f"No historical crypto trades found for {sym} in the specified time range.")
continue
results.extend([
f"Historical Crypto Trades for {sym}:",
f"Total Records: {len(sym_trades)}",
""
])
for t in sym_trades:
time_str = t.timestamp.strftime('%Y-%m-%d %H:%M:%S.%f')[:-3] + " UTC"
line = f"Time: {time_str}, Price: ${t.price:.6f}, Size: {t.size}"
if hasattr(t, 'exchange') and t.exchange:
line += f", Exchange: {t.exchange}"
results.append(line)
results.append("")
if len(symbols_list) > 1:
results.append("") # Separator between symbols
return "\n".join(results)
except Exception as e:
symbol_str = ", ".join(symbol) if isinstance(symbol, list) else symbol
return f"Error fetching historical crypto trades for {symbol_str}: {str(e)}"
@mcp.tool()
async def get_crypto_latest_bar(
symbol: Union[str, List[str]],
feed: CryptoFeed = CryptoFeed.US
) -> str:
"""
Returns the latest minute bar for one or more crypto symbols.
"""
_ensure_clients()
try:
request_params = CryptoLatestBarRequest(symbol_or_symbols=symbol)
latest = crypto_historical_data_client.get_crypto_latest_bar(request_params, feed=feed)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
outputs: List[str] = []
mapping_latest_bars = getattr(latest, 'data', None) or latest
for sym in symbols_list:
bar = mapping_latest_bars.get(sym) if hasattr(mapping_latest_bars, 'get') else None
if not bar:
outputs.append(f"No latest crypto bar available for {sym}.")
continue
outputs.append(
_format_ohlcv_bar(bar, f"Latest Crypto Bar for {sym}", True)
)
return "\n".join(outputs)
except Exception as e:
return f"Error retrieving latest crypto bar for {symbol}: {str(e)}"
@mcp.tool()
async def get_crypto_latest_quote(
symbol: Union[str, List[str]],
feed: CryptoFeed = CryptoFeed.US
) -> str:
"""
Returns the latest quote for one or more crypto symbols.
Args:
symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])
feed (CryptoFeed): The crypto data feed (default: US)
Returns:
str: Formatted latest quote(s)
"""
_ensure_clients()
try:
request_params = CryptoLatestQuoteRequest(symbol_or_symbols=symbol)
latest = crypto_historical_data_client.get_crypto_latest_quote(request_params, feed=feed)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
outputs: List[str] = []
mapping_latest_quotes = getattr(latest, 'data', None) or latest
for sym in symbols_list:
quote = mapping_latest_quotes.get(sym) if hasattr(mapping_latest_quotes, 'get') else None
if not quote:
outputs.append(f"No latest crypto quote available for {sym}.")
continue
outputs.append(
_format_quote_data(quote).replace("Latest Quote:", f"Latest Crypto Quote for {sym}:")
)
return "\n".join(outputs)
except Exception as e:
return f"Error retrieving latest crypto quote for {symbol}: {str(e)}"
@mcp.tool()
async def get_crypto_latest_trade(
symbol: Union[str, List[str]],
feed: CryptoFeed = CryptoFeed.US
) -> str:
"""
Returns the latest trade for one or more crypto symbols.
"""
_ensure_clients()
try:
request_params = CryptoLatestTradeRequest(symbol_or_symbols=symbol)
latest = crypto_historical_data_client.get_crypto_latest_trade(request_params, feed=feed)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
outputs: List[str] = []
mapping_latest_trades = getattr(latest, 'data', None) or latest
for sym in symbols_list:
trade = mapping_latest_trades.get(sym) if hasattr(mapping_latest_trades, 'get') else None
if not trade:
outputs.append(f"No latest crypto trade available for {sym}.")
continue
formatted = _format_trade_data(trade).replace("Latest Trade:", f"Latest Crypto Trade for {sym}:")
outputs.append(formatted)
return "\n".join(outputs)
except Exception as e:
return f"Error retrieving latest crypto trade for {symbol}: {str(e)}"
@mcp.tool()
async def get_crypto_snapshot(
symbol: Union[str, List[str]],
feed: CryptoFeed = CryptoFeed.US
) -> str:
"""
Returns a snapshot for one or more crypto symbols including latest trade, quote,
latest minute bar, daily and previous daily bars.
"""
_ensure_clients()
try:
request_params = CryptoSnapshotRequest(symbol_or_symbols=symbol)
snapshots = crypto_historical_data_client.get_crypto_snapshot(request_params, feed=feed)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
outputs: List[str] = []
mapping_snapshots = getattr(snapshots, 'data', None) or snapshots
for sym in symbols_list:
snap = mapping_snapshots.get(sym) if hasattr(mapping_snapshots, 'get') else None
if not snap:
outputs.append(f"No crypto snapshot available for {sym}.")
continue
parts: List[str] = [f"Crypto Snapshot for {sym}:"]
parts.append(_format_ohlcv_bar(getattr(snap, 'minute_bar', None), "Latest Minute Bar", True))
parts.append(_format_ohlcv_bar(getattr(snap, 'daily_bar', None), "Latest Daily Bar", False))
parts.append(_format_ohlcv_bar(getattr(snap, 'previous_daily_bar', None), "Previous Daily Bar", False))
parts.append(_format_quote_data(getattr(snap, 'latest_quote', None)))
trade = getattr(snap, 'latest_trade', None)
if trade:
parts.append(
f"Latest Trade:\n Price: ${trade.price:.2f}, Size: {trade.size}\n Timestamp: {trade.timestamp.strftime('%Y-%m-%d %H:%M:%S %Z')}\n\n"
)
outputs.append("".join(filter(None, parts)))
return "\n".join(outputs)
except APIError as api_error:
error_message = str(api_error)
return f"API Error retrieving crypto snapshots: {error_message}"
except Exception as e:
return f"Error retrieving crypto snapshots: {str(e)}"
@mcp.tool()
async def get_crypto_latest_orderbook(
symbol: Union[str, List[str]],
feed: CryptoFeed = CryptoFeed.US
) -> str:
"""
Returns the latest orderbook for one or more crypto symbols.
"""
_ensure_clients()
try:
request_params = CryptoLatestOrderbookRequest(symbol_or_symbols=symbol)
books = crypto_historical_data_client.get_crypto_latest_orderbook(request_params, feed=feed)
symbols_list = symbol if isinstance(symbol, list) else [symbol]
outputs: List[str] = []
mapping_books = getattr(books, 'data', None) or books
for sym in symbols_list:
ob = mapping_books.get(sym) if hasattr(mapping_books, 'get') else None
if not ob:
outputs.append(f"No latest crypto orderbook available for {sym}.")
continue
best_bid = ob.bids[0] if getattr(ob, 'bids', None) else None
best_ask = ob.asks[0] if getattr(ob, 'asks', None) else None
ts = getattr(ob, 'timestamp', None)
ts_str = ts.strftime('%Y-%m-%d %H:%M:%S') if ts else ""
line = f"Latest Crypto Orderbook for {sym}:\n"
if best_bid:
line += f"Bid: ${best_bid.price:.6f} x {best_bid.size} | "
line += f"Ask: ${best_ask.price:.6f} x {best_ask.size}\n" if best_ask else "No asks available\n"
if ts_str:
line += f"Timestamp: {ts_str}\n"
outputs.append(line)
return "\n".join(outputs)
except Exception as e:
return f"Error retrieving latest crypto orderbook for {symbol}: {str(e)}"
# ============================================================================
# Options Market Data Tools
# ============================================================================
@mcp.tool()
async def get_option_contracts(
underlying_symbols: Union[str, List[str]],
expiration_date: Optional[date] = None,
expiration_date_gte: Optional[date] = None,
expiration_date_lte: Optional[date] = None,
expiration_expression: Optional[str] = None,
strike_price_gte: Optional[str] = None,
strike_price_lte: Optional[str] = None,
type: Optional[ContractType] = None,
status: Optional[AssetStatus] = None,
root_symbol: Optional[str] = None,
limit: Optional[int] = None
) -> str:
"""
Retrieves option contracts - direct mapping to GetOptionContractsRequest.
Args:
underlying_symbols (Union[str, List[str]]): Underlying asset symbol(s) (e.g., 'SPY', 'AAPL' or ['SPY', 'AAPL'])
expiration_date (Optional[date]): Specific expiration date
expiration_date_gte (Optional[date]): Expiration date greater than or equal to
expiration_date_lte (Optional[date]): Expiration date less than or equal to
expiration_expression (Optional[str]): Natural language (e.g., "week of September 2, 2025")
strike_price_gte/lte (Optional[str]): Strike price range
type (Optional[ContractType]): "call" or "put"
status (Optional[AssetStatus]): "active" (default)
root_symbol (Optional[str]): Root symbol filter
limit (Optional[int]): Maximum number of contracts to return
Examples:
get_option_contracts("NVDA", expiration_expression="week of September 2, 2025")
get_option_contracts(["SPY", "AAPL"], expiration_date_gte=date(2025,9,1), expiration_date_lte=date(2025,9,5))
"""
_ensure_clients()
try:
# Convert to list if single symbol
symbols_list = [underlying_symbols] if isinstance(underlying_symbols, str) else list(underlying_symbols)
if not symbols_list:
return "No symbols provided."
# Handle natural language expression
if expiration_expression:
parsed = _parse_expiration_expression(expiration_expression)
if parsed.get('error'):
return f"Error: {parsed['error']}"
# Map parsed results directly to API parameters
if 'expiration_date' in parsed:
expiration_date = parsed['expiration_date']
elif 'expiration_date_gte' in parsed:
expiration_date_gte = parsed['expiration_date_gte']
expiration_date_lte = parsed['expiration_date_lte']
# Create API request - direct mapping like your baseline example
request = GetOptionContractsRequest(
underlying_symbols=symbols_list,
expiration_date=expiration_date,
expiration_date_gte=expiration_date_gte,
expiration_date_lte=expiration_date_lte,
strike_price_gte=strike_price_gte,
strike_price_lte=strike_price_lte,
type=type,
status=status,
root_symbol=root_symbol,
limit=limit
)
# Execute API call
response = trade_client.get_option_contracts(request)
if not response or not response.option_contracts:
symbols_str = ", ".join(symbols_list)
return f"No option contracts found for {symbols_str}."
# Format results
contracts = response.option_contracts
result: List[str] = []
for contract in contracts:
contract_type = "Call" if contract.type == ContractType.CALL else "Put"
result.extend([
f"ID: {contract.id}",
f"Symbol: {contract.symbol}",
f" Name: {contract.name}",
f" Type: {contract_type}",
f" Strike: ${contract.strike_price}",
f" Expiration: {contract.expiration_date}",
f" Style: {contract.style}",
f" Contract Size: {contract.size}",
f" Open Interest: {contract.open_interest or 'N/A'}",
f" Open Interest Date: {contract.open_interest_date or 'N/A'}",
f" Close Price: ${contract.close_price or 'N/A'}",
f" Close Price Date: {contract.close_price_date or 'N/A'}",
f" Tradable: {contract.tradable}",
f" Status: {contract.status}",
f" Root Symbol: {contract.root_symbol}",
f" Underlying Asset ID: {contract.underlying_asset_id}",
f" Underlying Symbol: {contract.underlying_symbol}",
""
])
return "\n".join(result)
except Exception as e:
return f"Error: {str(e)}"
@mcp.tool()
async def get_option_latest_quote(
symbol_or_symbols: Union[str, List[str]],
feed: Optional[OptionsFeed] = None
) -> str:
"""
Retrieves and formats the latest quote for one or more option contracts. This endpoint returns real-time
pricing and market data, including bid/ask prices, sizes, and exchange information.
Args:
symbol_or_symbols (Union[str, List[str]]): Option contract symbol(s) (e.g., 'AAPL230616C00150000' or ['AAPL230616C00150000', 'MSFT230616P00300000'])
feed (Optional[OptionsFeed]): The source feed of the data (OptionsFeed.OPRA or OptionsFeed.INDICATIVE, default: None).
Default: opra if the user has the options subscription, indicative otherwise.
Returns:
str: Formatted string containing the latest quote information including:
- Ask Price and Ask Size
- Bid Price and Bid Size
- Ask Exchange and Bid Exchange
- Trade Conditions
- Tape Information
- Timestamp (in UTC)
Note:
This endpoint returns real-time market data. For contract specifications and static data,
use get_option_contracts instead.
"""
_ensure_clients()
try:
symbols_list = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else list(symbol_or_symbols)
if not symbols_list:
return "No symbols provided."
# Create the request object
request = OptionLatestQuoteRequest(
symbol_or_symbols=symbol_or_symbols,
feed=feed
)
# Get the latest quote
quotes = option_historical_data_client.get_option_latest_quote(request)
results: List[str] = []
for symbol in symbols_list:
quote = quotes.get(symbol)
if not quote:
results.append(f"No quote data found for {symbol}.")
continue
results.extend([
f"Symbol: {symbol}",
f"Ask Price: ${float(quote.ask_price):.2f}",
f"Ask Size: {quote.ask_size}",
f"Ask Exchange: {quote.ask_exchange}",
f"Bid Price: ${float(quote.bid_price):.2f}",
f"Bid Size: {quote.bid_size}",
f"Bid Exchange: {quote.bid_exchange}",
f"Conditions: {quote.conditions}",
f"Tape: {quote.tape}",
f"Timestamp: {quote.timestamp}",
""
])
return "\n".join(results).strip()
except Exception as e:
symbols_list = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else list(symbol_or_symbols)
requested = ", ".join(symbols_list) if symbols_list else ""
return f"Error fetching option quote for {requested}: {str(e)}"
@mcp.tool()
async def get_option_snapshot(
symbol_or_symbols: Union[str, List[str]],
feed: Optional[OptionsFeed] = None
) -> str:
"""
Retrieves comprehensive snapshots of option contracts including latest trade, quote, implied volatility, and Greeks.
This endpoint provides a complete view of an option's current market state and theoretical values.
Args:
symbol_or_symbols (Union[str, List[str]]): Single option symbol or list of option symbols
(e.g., 'AAPL250613P00205000')
feed (Optional[OptionsFeed]): The source feed of the data (OptionsFeed.OPRA or OptionsFeed.INDICATIVE, default: None)
Default: opra if the user has the options subscription, indicative otherwise.
Returns:
str: Formatted string containing a comprehensive snapshot including:
- Symbol Information
- Latest Quote:
* Bid/Ask Prices and Sizes
* Exchange Information
* Trade Conditions
* Tape Information
* Timestamp (UTC)
- Latest Trade:
* Price and Size
* Exchange and Conditions
* Trade ID
* Timestamp (UTC)
- Implied Volatility (as percentage)
- Greeks:
* Delta (directional risk)
* Gamma (delta sensitivity)
* Rho (interest rate sensitivity)
* Theta (time decay)
* Vega (volatility sensitivity)
"""
_ensure_clients()
try:
# Create snapshot request
request = OptionSnapshotRequest(
symbol_or_symbols=symbol_or_symbols,
feed=feed
)
# Get snapshots
snapshots = option_historical_data_client.get_option_snapshot(request)
# Format the response
result = "Option Snapshots:\n"
result += "================\n\n"
# Handle both single symbol and list of symbols
symbols = [symbol_or_symbols] if isinstance(symbol_or_symbols, str) else symbol_or_symbols
for symbol in symbols:
snapshot = snapshots.get(symbol)
if snapshot is None:
result += f"No data available for {symbol}\n"
continue
result += f"Symbol: {symbol}\n"
result += "-----------------\n"
# Latest Quote
if snapshot.latest_quote:
quote = snapshot.latest_quote
result += f"Latest Quote:\n"
result += f" Bid Price: ${quote.bid_price:.6f}\n"
result += f" Bid Size: {quote.bid_size}\n"
result += f" Bid Exchange: {quote.bid_exchange}\n"
result += f" Ask Price: ${quote.ask_price:.6f}\n"
result += f" Ask Size: {quote.ask_size}\n"
result += f" Ask Exchange: {quote.ask_exchange}\n"
if quote.conditions:
result += f" Conditions: {quote.conditions}\n"
if quote.tape:
result += f" Tape: {quote.tape}\n"
result += f" Timestamp: {quote.timestamp.strftime('%Y-%m-%d %H:%M:%S.%f %Z')}\n"
# Latest Trade
if snapshot.latest_trade:
trade = snapshot.latest_trade
result += f"Latest Trade:\n"
result += f" Price: ${trade.price:.6f}\n"
result += f" Size: {trade.size}\n"
if trade.exchange:
result += f" Exchange: {trade.exchange}\n"
if trade.conditions:
result += f" Conditions: {trade.conditions}\n"
if trade.tape:
result += f" Tape: {trade.tape}\n"
if trade.id:
result += f" Trade ID: {trade.id}\n"
result += f" Timestamp: {trade.timestamp.strftime('%Y-%m-%d %H:%M:%S.%f %Z')}\n"
# Implied Volatility
if snapshot.implied_volatility is not None:
result += f"Implied Volatility: {snapshot.implied_volatility:.2%}\n"
# Greeks
if snapshot.greeks:
greeks = snapshot.greeks
result += f"Greeks:\n"
result += f" Delta: {greeks.delta:.4f}\n"
result += f" Gamma: {greeks.gamma:.4f}\n"
result += f" Rho: {greeks.rho:.4f}\n"
result += f" Theta: {greeks.theta:.4f}\n"
result += f" Vega: {greeks.vega:.4f}\n"
result += "\n"
return result
except Exception as e:
return f"Error retrieving option snapshots: {str(e)}"
# ============================================================================
# Order Management Tools
# ============================================================================
@mcp.tool()
async def get_orders(
status: str = "all",
limit: int = 10,
after: Optional[str] = None,
until: Optional[str] = None,
direction: Optional[str] = None,
nested: Optional[bool] = None,
side: Optional[str] = None,
symbols: Optional[List[str]] = None
) -> str:
"""
Retrieves and formats orders with the specified filters.
Args:
status (str): Order status to filter by (open, closed, all)
limit (int): Maximum number of orders to return (default: 10, max 500)
after (Optional[str]): Include orders submitted after this timestamp (ISO format)
until (Optional[str]): Include orders submitted until this timestamp (ISO format)
direction (Optional[str]): Chronological order (asc or desc, default: desc)
nested (Optional[bool]): Roll up multi-leg orders under legs field if True
side (Optional[str]): Filter by order side (buy or sell)
symbols (Optional[List[str]]): List of symbols to filter by
Returns:
str: Formatted string containing order details including:
- Symbol
- ID
- Type
- Side
- Quantity
- Status
- Submission Time
- Fill Details (if applicable)
"""
_ensure_clients()
try:
# Convert status string to enum
if status.lower() == "open":
query_status = QueryOrderStatus.OPEN
elif status.lower() == "closed":
query_status = QueryOrderStatus.CLOSED
else:
query_status = QueryOrderStatus.ALL
# Convert direction string to enum if provided
direction_enum = None
if direction:
if direction.lower() == "asc":
direction_enum = Sort.ASC
elif direction.lower() == "desc":
direction_enum = Sort.DESC
else:
return f"Invalid direction: {direction}. Must be 'asc' or 'desc'."
# Convert side string to enum if provided
side_enum = None
if side:
if side.lower() == "buy":
side_enum = OrderSide.BUY
elif side.lower() == "sell":
side_enum = OrderSide.SELL
else:
return f"Invalid side: {side}. Must be 'buy' or 'sell'."
# Parse datetime strings if provided
after_dt = None
until_dt = None
if after:
try:
after_dt = _parse_iso_datetime(after)
except ValueError:
return f"Invalid 'after' timestamp format: {after}. Use ISO format like '2023-01-01T09:30:00'"
if until:
try:
until_dt = _parse_iso_datetime(until)
except ValueError:
return f"Invalid 'until' timestamp format: {until}. Use ISO format like '2023-01-01T16:00:00'"
request_params = GetOrdersRequest(
status=query_status,
limit=limit,
after=after_dt,
until=until_dt,
direction=direction_enum,
nested=nested,
side=side_enum,
symbols=symbols
)
orders = trade_client.get_orders(request_params)
if not orders:
return f"No {status} orders found."
result = f"{status.capitalize()} Orders (Last {len(orders)}):\n"
result += "-----------------------------------\n"
for order in orders:
result += f"Symbol: {order.symbol}\n"
result += f"ID: {order.id}\n"
result += f"Type: {order.type}\n"
result += f"Side: {order.side}\n"
result += f"Quantity: {order.qty}\n"
result += f"Status: {order.status}\n"
result += f"Asset Class: {order.asset_class}\n"
result += f"Order Class: {order.order_class}\n"
result += f"Time In Force: {order.time_in_force}\n"
result += f"Extended Hours: {order.extended_hours}\n"
result += f"Submitted At: {order.submitted_at}\n"
result += f"Created At: {order.created_at}\n"
result += f"Updated At: {order.updated_at}\n"
# Additional core fields (these are optional)
if hasattr(order, 'asset_id') and order.asset_id:
result += f"Asset ID: {order.asset_id}\n"
if hasattr(order, 'order_type') and order.order_type:
result += f"Order Type: {order.order_type}\n"
if hasattr(order, 'ratio_qty') and order.ratio_qty:
result += f"Ratio Quantity: {order.ratio_qty}\n"
# Optional fields that may not always be present
if hasattr(order, 'filled_at') and order.filled_at:
result += f"Filled At: {order.filled_at}\n"
if hasattr(order, 'filled_avg_price') and order.filled_avg_price:
result += f"Filled Price: ${float(order.filled_avg_price):.2f}\n"
if hasattr(order, 'filled_qty') and order.filled_qty:
result += f"Filled Quantity: {order.filled_qty}\n"
if hasattr(order, 'limit_price') and order.limit_price:
result += f"Limit Price: ${float(order.limit_price):.2f}\n"
if hasattr(order, 'stop_price') and order.stop_price:
result += f"Stop Price: ${float(order.stop_price):.2f}\n"
if hasattr(order, 'trail_price') and order.trail_price:
result += f"Trail Price: ${float(order.trail_price):.2f}\n"
if hasattr(order, 'trail_percent') and order.trail_percent:
result += f"Trail Percent: {order.trail_percent}%\n"
if hasattr(order, 'notional') and order.notional:
result += f"Notional: ${float(order.notional):.2f}\n"
if hasattr(order, 'position_intent') and order.position_intent:
result += f"Position Intent: {order.position_intent}\n"
if hasattr(order, 'client_order_id') and order.client_order_id:
result += f"Client Order ID: {order.client_order_id}\n"
if hasattr(order, 'canceled_at') and order.canceled_at:
result += f"Canceled At: {order.canceled_at}\n"
if hasattr(order, 'expired_at') and order.expired_at:
result += f"Expired At: {order.expired_at}\n"
if hasattr(order, 'expires_at') and order.expires_at:
result += f"Expires At: {order.expires_at}\n"
if hasattr(order, 'failed_at') and order.failed_at:
result += f"Failed At: {order.failed_at}\n"
if hasattr(order, 'replaced_at') and order.replaced_at:
result += f"Replaced At: {order.replaced_at}\n"
if hasattr(order, 'replaced_by') and order.replaced_by:
result += f"Replaced By: {order.replaced_by}\n"
if hasattr(order, 'replaces') and order.replaces:
result += f"Replaces: {order.replaces}\n"
if hasattr(order, 'legs') and order.legs:
result += f"Legs: {order.legs}\n"
if hasattr(order, 'hwm') and order.hwm:
result += f"HWM: {order.hwm}\n"
result += "-----------------------------------\n"
return result
except Exception as e:
return f"Error fetching orders: {str(e)}"
@mcp.tool()
async def place_stock_order(
symbol: str,
side: str,
quantity: float,
order_type: str = "market",
time_in_force: str = "day",
limit_price: float = None,
stop_price: float = None,
trail_price: float = None,
trail_percent: float = None,
extended_hours: bool = False,
client_order_id: str = None
) -> str:
"""
Places an order of any supported type (MARKET, LIMIT, STOP, STOP_LIMIT, TRAILING_STOP) using the correct Alpaca request class.
Args:
symbol (str): Stock ticker symbol (e.g., AAPL, MSFT)
side (str): Order side (buy or sell)
quantity (float): Number of shares to buy or sell
order_type (str): Order type (MARKET, LIMIT, STOP, STOP_LIMIT, TRAILING_STOP). Default is MARKET.
time_in_force (str): Time in force for the order. Valid options for equity trading:
DAY, GTC, OPG, CLS, IOC, FOK (default: DAY)
limit_price (float): Limit price (required for LIMIT, STOP_LIMIT)
stop_price (float): Stop price (required for STOP, STOP_LIMIT)
trail_price (float): Trail price (for TRAILING_STOP)
trail_percent (float): Trail percent (for TRAILING_STOP)
extended_hours (bool): Allow execution during extended hours (default: False)
client_order_id (str): Optional custom identifier for the order
Returns:
str: Formatted string containing order details or error message.
"""
_ensure_clients()
try:
# Validate side
if side.lower() == "buy":
order_side = OrderSide.BUY
elif side.lower() == "sell":
order_side = OrderSide.SELL
else:
return f"Invalid order side: {side}. Must be 'buy' or 'sell'."
# Validate and convert time_in_force to enum
tif_enum = None
if isinstance(time_in_force, TimeInForce):
tif_enum = time_in_force
elif isinstance(time_in_force, str):
# Convert string to TimeInForce enum
time_in_force_upper = time_in_force.upper()
if time_in_force_upper == "DAY":
tif_enum = TimeInForce.DAY
elif time_in_force_upper == "GTC":
tif_enum = TimeInForce.GTC
elif time_in_force_upper == "OPG":
tif_enum = TimeInForce.OPG
elif time_in_force_upper == "CLS":
tif_enum = TimeInForce.CLS
elif time_in_force_upper == "IOC":
tif_enum = TimeInForce.IOC
elif time_in_force_upper == "FOK":
tif_enum = TimeInForce.FOK
else:
return f"Invalid time_in_force: {time_in_force}. Valid options are: DAY, GTC, OPG, CLS, IOC, FOK"
else:
return f"Invalid time_in_force type: {type(time_in_force)}. Must be string or TimeInForce enum."
# Validate order_type
order_type_upper = order_type.upper()
if order_type_upper == "MARKET":
order_data = MarketOrderRequest(
symbol=symbol,
qty=quantity,
side=order_side,
type=OrderType.MARKET,
time_in_force=tif_enum,
extended_hours=extended_hours,
client_order_id=client_order_id or f"order_{int(time.time())}"
)
elif order_type_upper == "LIMIT":
if limit_price is None:
return "limit_price is required for LIMIT orders."
order_data = LimitOrderRequest(
symbol=symbol,
qty=quantity,
side=order_side,
type=OrderType.LIMIT,
time_in_force=tif_enum,
limit_price=limit_price,
extended_hours=extended_hours,
client_order_id=client_order_id or f"order_{int(time.time())}"
)
elif order_type_upper == "STOP":
if stop_price is None:
return "stop_price is required for STOP orders."
order_data = StopOrderRequest(
symbol=symbol,
qty=quantity,
side=order_side,
type=OrderType.STOP,
time_in_force=tif_enum,
stop_price=stop_price,
extended_hours=extended_hours,
client_order_id=client_order_id or f"order_{int(time.time())}"
)
elif order_type_upper == "STOP_LIMIT":
if stop_price is None or limit_price is None:
return "Both stop_price and limit_price are required for STOP_LIMIT orders."
order_data = StopLimitOrderRequest(
symbol=symbol,
qty=quantity,
side=order_side,
type=OrderType.STOP_LIMIT,
time_in_force=tif_enum,
stop_price=stop_price,
limit_price=limit_price,
extended_hours=extended_hours,
client_order_id=client_order_id or f"order_{int(time.time())}"
)
elif order_type_upper == "TRAILING_STOP":
if trail_price is None and trail_percent is None:
return "Either trail_price or trail_percent is required for TRAILING_STOP orders."
order_data = TrailingStopOrderRequest(
symbol=symbol,
qty=quantity,
side=order_side,
type=OrderType.TRAILING_STOP,
time_in_force=tif_enum,
trail_price=trail_price,
trail_percent=trail_percent,
extended_hours=extended_hours,
client_order_id=client_order_id or f"order_{int(time.time())}"
)
else:
return f"Invalid order type: {order_type}. Must be one of: MARKET, LIMIT, STOP, STOP_LIMIT, TRAILING_STOP."
# Submit order
order = trade_client.submit_order(order_data)
return f"""
Stock Order Placed Successfully:
--------------------------------
asset_class: {order.asset_class}
asset_id: {order.asset_id}
canceled_at: {order.canceled_at}
client_order_id: {order.client_order_id}
created_at: {order.created_at}
expired_at: {order.expired_at}
expires_at: {order.expires_at}
extended_hours: {order.extended_hours}
failed_at: {order.failed_at}
filled_at: {order.filled_at}
filled_avg_price: {order.filled_avg_price}
filled_qty: {order.filled_qty}
hwm: {order.hwm}
id: {order.id}
legs: {order.legs}
limit_price: {order.limit_price}
notional: {order.notional}
order_class: {order.order_class}
order_type: {order.order_type}
position_intent: {order.position_intent}
qty: {order.qty}
ratio_qty: {order.ratio_qty}
replaced_at: {order.replaced_at}
replaced_by: {order.replaced_by}
replaces: {order.replaces}
side: {order.side}
status: {order.status}
stop_price: {order.stop_price}
submitted_at: {order.submitted_at}
symbol: {order.symbol}
time_in_force: {order.time_in_force}
trail_percent: {order.trail_percent}
trail_price: {order.trail_price}
type: {order.type}
updated_at: {order.updated_at}
"""
except Exception as e:
return f"Error placing order: {str(e)}"
@mcp.tool()
async def place_crypto_order(
symbol: str,
side: str,
order_type: str = "market",
time_in_force: Union[str, TimeInForce] = "gtc",
qty: Optional[float] = None,
notional: Optional[float] = None,
limit_price: Optional[float] = None,
stop_price: Optional[float] = None,
client_order_id: Optional[str] = None
) -> str:
"""
Place a crypto order (market, limit, stop_limit) with GTC/IOC TIF.
Rules:
- Market: require exactly one of qty or notional
- Limit: require qty and limit_price (notional not supported)
- Stop Limit: require qty, stop_price and limit_price (notional not supported)
- time_in_force: only GTC or IOC
Ref:
- Crypto orders: https://docs.alpaca.markets/docs/crypto-orders
- Requests: [MarketOrderRequest](https://alpaca.markets/sdks/python/api_reference/trading/requests.html#marketorderrequest), [LimitOrderRequest](https://alpaca.markets/sdks/python/api_reference/trading/requests.html#limitorderrequest), [StopLimitOrderRequest](https://alpaca.markets/sdks/python/api_reference/trading/requests.html#stoplimitorderrequest)
- Enums: [TimeInForce](https://alpaca.markets/sdks/python/api_reference/trading/enums.html#alpaca.trading.enums.TimeInForce)
"""
_ensure_clients()
try:
# Validate side
if side.lower() == "buy":
order_side = OrderSide.BUY
elif side.lower() == "sell":
order_side = OrderSide.SELL
else:
return f"Invalid order side: {side}. Must be 'buy' or 'sell'."
# Validate and convert time_in_force to enum, allow only GTC/IOC
if isinstance(time_in_force, TimeInForce):
if time_in_force not in (TimeInForce.GTC, TimeInForce.IOC):
return "Invalid time_in_force for crypto. Use GTC or IOC."
tif_enum = time_in_force
elif isinstance(time_in_force, str):
tif_upper = time_in_force.upper()
if tif_upper == "GTC":
tif_enum = TimeInForce.GTC
elif tif_upper == "IOC":
tif_enum = TimeInForce.IOC
else:
return f"Invalid time_in_force: {time_in_force}. Valid options for crypto are: GTC, IOC"
else:
return f"Invalid time_in_force type: {type(time_in_force)}. Must be string or TimeInForce enum."
order_type_lower = order_type.lower()
if order_type_lower == "market":
if (qty is None and notional is None) or (qty is not None and notional is not None):
return "For MARKET orders, provide exactly one of qty or notional."
order_data = MarketOrderRequest(
symbol=symbol,
qty=qty,
notional=notional,
side=order_side,
type=OrderType.MARKET,
time_in_force=tif_enum,
client_order_id=client_order_id or f"crypto_{int(time.time())}"
)
elif order_type_lower == "limit":
if limit_price is None:
return "limit_price is required for LIMIT orders."
if qty is None:
return "qty is required for LIMIT orders."
if notional is not None:
return "notional is not supported for LIMIT orders. Use qty instead."
order_data = LimitOrderRequest(
symbol=symbol,
qty=qty,
side=order_side,
type=OrderType.LIMIT,
time_in_force=tif_enum,
limit_price=limit_price,
client_order_id=client_order_id or f"crypto_{int(time.time())}"
)
elif order_type_lower == "stop_limit":
if stop_price is None or limit_price is None:
return "Both stop_price and limit_price are required for STOP_LIMIT orders."
if qty is None:
return "qty is required for STOP_LIMIT orders."
if notional is not None:
return "notional is not supported for STOP_LIMIT orders. Use qty instead."
order_data = StopLimitOrderRequest(
symbol=symbol,
qty=qty,
side=order_side,
type=OrderType.STOP_LIMIT,
time_in_force=tif_enum,
stop_price=stop_price,
limit_price=limit_price,
client_order_id=client_order_id or f"crypto_{int(time.time())}"
)
else:
return "Invalid order type for crypto. Use: market, limit, stop_limit."
order = trade_client.submit_order(order_data)
return f"""
Crypto Order Placed Successfully:
-------------------------------
asset_class: {order.asset_class}
asset_id: {order.asset_id}
canceled_at: {order.canceled_at}
client_order_id: {order.client_order_id}
created_at: {order.created_at}
expired_at: {order.expired_at}
expires_at: {order.expires_at}
extended_hours: {order.extended_hours}
failed_at: {order.failed_at}
filled_at: {order.filled_at}
filled_avg_price: {order.filled_avg_price}
filled_qty: {order.filled_qty}
hwm: {order.hwm}
id: {order.id}
legs: {order.legs}
limit_price: {order.limit_price}
notional: {order.notional}
order_class: {order.order_class}
order_type: {order.order_type}
position_intent: {order.position_intent}
qty: {order.qty}
ratio_qty: {order.ratio_qty}
replaced_at: {order.replaced_at}
replaced_by: {order.replaced_by}
replaces: {order.replaces}
side: {order.side}
status: {order.status}
stop_price: {order.stop_price}
submitted_at: {order.submitted_at}
symbol: {order.symbol}
time_in_force: {order.time_in_force}
trail_percent: {order.trail_percent}
trail_price: {order.trail_price}
type: {order.type}
updated_at: {order.updated_at}
"""
except Exception as e:
return f"Error placing crypto order: {str(e)}"
@mcp.tool()
async def place_option_market_order(
legs: List[Dict[str, Any]],
order_class: Optional[Union[str, OrderClass]] = None,
quantity: int = 1,
time_in_force: Union[str, TimeInForce] = "day",
extended_hours: bool = False
) -> str:
"""
Places a market order for options (single or multi-leg) and returns the order details.
Supports up to 4 legs for multi-leg orders.
Single vs Multi-Leg Orders:
- Single-leg: One option contract (buy/sell call or put). Uses "simple" order class.
- Multi-leg: Multiple option contracts executed together as one strategy (spreads, straddles, etc.). Uses "mleg" order class.
API Processing:
- Single-leg orders: Sent as standard MarketOrderRequest with symbol and side
- Multi-leg orders: Sent as MarketOrderRequest with legs array for atomic execution
Args:
legs (List[Dict[str, Any]]): List of option legs, where each leg is a dictionary containing:
- symbol (str): Option contract symbol (e.g., 'AAPL230616C00150000')
- side (str): 'buy' or 'sell'
- ratio_qty (int): Quantity ratio for the leg (1-4)
order_class (Optional[Union[str, OrderClass]]): Order class ('simple', 'bracket', 'oco', 'oto', 'mleg' or OrderClass enum)
Defaults to 'simple' for single leg, 'mleg' for multi-leg
quantity (int): Base quantity for the order (default: 1)
time_in_force (Union[str, TimeInForce]): Time in force for the order. For options trading,
only 'day' is supported (default: 'day')
extended_hours (bool): Whether to allow execution during extended hours (default: False)
Returns:
str: Formatted string containing order details or error message
Examples:
# Single-leg: Buy 1 call option
legs = [{"symbol": "AAPL230616C00150000", "side": "buy", "ratio_qty": 1}]
# Multi-leg: Bull call spread (executed atomically)
legs = [
{"symbol": "AAPL230616C00150000", "side": "buy", "ratio_qty": 1},
{"symbol": "AAPL230616C00160000", "side": "sell", "ratio_qty": 1}
]
Note:
Some option strategies may require specific account permissions:
- Level 1: Covered calls, Covered puts, Cash-Secured put, etc.
- Level 2: Long calls, Long puts, cash-secured puts, etc.
- Level 3: Spreads and combinations: Butterfly Spreads, Straddles, Strangles, Calendar Spreads (except for short call calendar spread, short strangles, short straddles)
- Level 4: Uncovered options (naked calls/puts), Short Strangles, Short Straddles, Short Call Calendar Spread, etc.
If you receive a permission error, please check your account's option trading level.
"""
_ensure_clients()
# Initialize variables that might be used in exception handlers
order_legs: List[OptionLegRequest] = []
try:
# Validate inputs
validation_error = _validate_option_order_inputs(legs, quantity, time_in_force)
if validation_error:
return validation_error
# Convert time_in_force to enum (handle both string and enum inputs)
if isinstance(time_in_force, str):
time_in_force_enum = TimeInForce.DAY # Only DAY is supported for options
elif isinstance(time_in_force, TimeInForce):
time_in_force_enum = time_in_force
else:
return f"Error: Invalid time_in_force type: {type(time_in_force)}. Must be string or TimeInForce enum."
# Convert order class string to enum if needed
converted_order_class = _convert_order_class_string(order_class)
if isinstance(converted_order_class, OrderClass):
order_class = converted_order_class
elif isinstance(converted_order_class, str): # Error message returned
return converted_order_class
# Determine order class if not provided
if order_class is None:
order_class = OrderClass.MLEG if len(legs) > 1 else OrderClass.SIMPLE
# Process legs
processed_legs = _process_option_legs(legs)
if isinstance(processed_legs, str): # Error message returned
return processed_legs
order_legs = processed_legs
# Create order request
order_data = _create_option_market_order_request(
order_legs, order_class, quantity, time_in_force_enum, extended_hours
)
# Submit order
order = trade_client.submit_order(order_data)
# Format and return response
return _format_option_order_response(order, order_class, order_legs)
except APIError as api_error:
return _handle_option_api_error(str(api_error), order_legs, order_class)
except Exception as e:
return f"""
Unexpected error placing option order: {str(e)}
Please try:
1. Verifying all input parameters
2. Checking your account status
3. Ensuring market is open
4. Contacting support if the issue persists
"""
# =======================================================================================
# Position Management Tools
# =======================================================================================
@mcp.tool()
async def cancel_all_orders() -> str:
"""
Cancel all open orders.
Returns:
A formatted string containing the status of each cancelled order.
"""
_ensure_clients()
try:
# Cancel all orders
cancel_responses = trade_client.cancel_orders()
if not cancel_responses:
return "No orders were found to cancel."
# Format the response
response_parts = ["Order Cancellation Results:"]
response_parts.append("-" * 30)
for response in cancel_responses:
status = "Success" if response.status == 200 else "Failed"
response_parts.append(f"Order ID: {response.id}")
response_parts.append(f"Status: {status}")
if response.body:
response_parts.append(f"Details: {response.body}")
response_parts.append("-" * 30)
return "\n".join(response_parts)
except Exception as e:
return f"Error cancelling orders: {str(e)}"
@mcp.tool()
async def cancel_order_by_id(order_id: str) -> str:
"""
Cancel a specific order by its ID.
Args:
order_id: The UUID of the order to cancel
Returns:
A formatted string containing the status of the cancelled order.
"""
_ensure_clients()
try:
# Cancel the specific order
response = trade_client.cancel_order_by_id(order_id)
# Format the response
status = "Success" if response.status == 200 else "Failed"
result = f"""
Order Cancellation Result:
------------------------
Order ID: {response.id}
Status: {status}
"""
if response.body:
result += f"Details: {response.body}\n"
return result
except Exception as e:
return f"Error cancelling order {order_id}: {str(e)}"
@mcp.tool()
async def close_position(symbol: str, qty: Optional[str] = None, percentage: Optional[str] = None) -> str:
"""
Closes a specific position for a single symbol.
This method will throw an error if the position does not exist!
Args:
symbol (str): The symbol of the position to close
qty (Optional[str]): Optional number of shares to liquidate
percentage (Optional[str]): Optional percentage of shares to liquidate (must result in at least 1 share)
Returns:
str: Formatted string containing position closure details or error message
"""
_ensure_clients()
try:
# Create close position request if options are provided
close_options = None
if qty or percentage:
close_options = ClosePositionRequest(
qty=qty,
percentage=percentage
)
# Close the position
order = trade_client.close_position(symbol, close_options)
return f"""
Position Closed Successfully:
----------------------------
Symbol: {symbol}
Order ID: {order.id}
Status: {order.status}
"""
except APIError as api_error:
error_message = str(api_error)
if "42210000" in error_message and "would result in order size of zero" in error_message:
return """
Error: Invalid position closure request.
The requested percentage would result in less than 1 share.
Please either:
1. Use a higher percentage
2. Close the entire position (100%)
3. Specify an exact quantity using the qty parameter
"""
else:
return f"Error closing position: {error_message}"
except Exception as e:
return f"Error closing position: {str(e)}"
@mcp.tool()
async def close_all_positions(cancel_orders: bool = False) -> str:
"""
Closes all open positions.
Args:
cancel_orders (bool): If True, cancels all open orders before liquidating positions
Returns:
str: Formatted string containing position closure results
"""
_ensure_clients()
try:
# Close all positions
close_responses = trade_client.close_all_positions(cancel_orders=cancel_orders)
if not close_responses:
return "No positions were found to close."
# Format the response
response_parts = ["Position Closure Results:"]
response_parts.append("-" * 30)
for response in close_responses:
response_parts.append(f"Symbol: {response.symbol}")
response_parts.append(f"Status: {response.status}")
if response.order_id:
response_parts.append(f"Order ID: {response.order_id}")
response_parts.append("-" * 30)
return "\n".join(response_parts)
except Exception as e:
return f"Error closing positions: {str(e)}"
# Position Management Tools (Options)
@mcp.tool()
async def exercise_options_position(symbol_or_contract_id: str) -> str:
"""
Exercises a held option contract, converting it into the underlying asset.
Args:
symbol_or_contract_id (str): Option contract symbol (e.g., 'NVDA250919C001680') or contract ID
Returns:
str: Success message or error details
"""
_ensure_clients()
try:
trade_client.exercise_options_position(symbol_or_contract_id=symbol_or_contract_id)
return f"Successfully submitted exercise request for option contract: {symbol_or_contract_id}"
except Exception as e:
return f"Error exercising option contract '{symbol_or_contract_id}': {str(e)}"
# ============================================================================
# Compatibility wrapper for CLI
# ============================================================================
def parse_arguments() -> argparse.Namespace:
p = argparse.ArgumentParser("Alpaca MCP Server")
p.add_argument("--transport", choices=["stdio","streamable-http"], default="stdio")
p.add_argument("--host", default=os.environ.get("HOST","127.0.0.1"))
# p.add_argument("--host", default=os.environ.get("HOST", "0.0.0.0"))
p.add_argument("--port", type=int, default=int(os.environ.get("PORT", 8000)))
return p.parse_args()
class AuthHeaderMiddleware:
"""
ASGI middleware to extract Authorization headers from incoming HTTP requests.
This middleware intercepts HTTP requests, extracts the Authorization header,
and stores it in a context variable. The header is then passed along to
Alpaca Trading API calls.
"""
def __init__(self, app):
self.app = app
async def __call__(self, scope, receive, send):
"""Process ASGI request and extract Authorization header."""
if scope["type"] == "http":
# Extract Authorization header
headers = dict(scope.get("headers", []))
auth_header = headers.get(b"authorization") or headers.get(b"Authorization")
if auth_header:
auth_value = auth_header.decode("utf-8")
# Store the full Authorization header value (e.g., "Bearer <token>")
auth_header_context.set(auth_value)
# Call the wrapped application
try:
await self.app(scope, receive, send)
finally:
# Clear auth header from context after request
auth_header_context.set(None)
class AlpacaMCPServer:
def __init__(self, config_file: Optional[Path] = None) -> None:
"""
Initialize the Alpaca MCP Server.
Args:
config_file: Optional path to a custom .env configuration file.
If provided, environment variables will be reloaded from this file.
"""
# If a custom config file is specified, reload environment variables from it
if config_file and config_file.exists():
global TRADE_API_KEY, TRADE_API_SECRET, ALPACA_PAPER_TRADE, ALPACA_PAPER_TRADE_BOOL
global TRADE_API_URL, TRADE_API_WSS, DATA_API_URL, STREAM_DATA_WSS, DEBUG
# Reload environment variables from the custom config file
load_dotenv(config_file, override=True)
# Update module-level variables with the newly loaded values
TRADE_API_KEY = os.getenv("ALPACA_API_KEY")
TRADE_API_SECRET = os.getenv("ALPACA_SECRET_KEY")
ALPACA_PAPER_TRADE = os.getenv("ALPACA_PAPER_TRADE", "True")
TRADE_API_URL = os.getenv("TRADE_API_URL")
TRADE_API_WSS = os.getenv("TRADE_API_WSS")
DATA_API_URL = os.getenv("DATA_API_URL")
STREAM_DATA_WSS = os.getenv("STREAM_DATA_WSS")
DEBUG = os.getenv("DEBUG", "False")
ALPACA_PAPER_TRADE_BOOL = ALPACA_PAPER_TRADE.lower() not in ['false', '0', 'no', 'off']
def run(self, transport: str = "stdio", host: str = "0.0.0.0", port: int = 8000) -> None:
# def run(self, transport: str = "stdio", host: str = "127.0.0.1", port: int = 8000) -> None:
if transport == "streamable-http":
# Configure FastMCP settings for host/port with current MCP versions
mcp.settings.host = host
mcp.settings.port = port
# Try to wrap the MCP app with auth header middleware for HTTP transport
# This enables extracting the Authorization header from incoming requests
# and passing it along to Alpaca Trading API calls
try:
# Get the underlying ASGI application
if hasattr(mcp, '_app'):
original_app = mcp._app
mcp._app = AuthHeaderMiddleware(original_app)
elif hasattr(mcp, 'app'):
original_app = mcp.app
mcp.app = AuthHeaderMiddleware(original_app)
except Exception as e:
# If we can't wrap the app, log a warning but continue
print(f"Note: Could not apply AuthHeaderMiddleware: {e}", file=sys.stderr)
print("Authorization header passthrough may not work correctly", file=sys.stderr)
mcp.run(transport="streamable-http")
else:
mcp.run(transport="stdio")
if __name__ == "__main__":
args = parse_arguments()
try:
AlpacaMCPServer().run(args.transport, args.host, args.port)
except Exception as e:
print(f"Error starting server: {e}", file=sys.stderr); sys.exit(1)
