Alpaca MCP Server

import os import re import sys import time from datetime import datetime, timedelta, date from typing import Dict, Any, List, Optional, Union from alpaca.common.enums import SupportedCurrencies from alpaca.common.exceptions import APIError from alpaca.data.enums import DataFeed, OptionsFeed from alpaca.data.historical.option import OptionHistoricalDataClient from alpaca.data.historical.stock import StockHistoricalDataClient, StockLatestTradeRequest from alpaca.data.live.stock import StockDataStream from alpaca.data.requests import ( OptionLatestQuoteRequest, OptionSnapshotRequest, Sort, StockBarsRequest, StockLatestBarRequest, StockLatestQuoteRequest, StockLatestTradeRequest, StockSnapshotRequest, StockTradesRequest, OptionChainRequest ) from alpaca.data.timeframe import TimeFrame, TimeFrameUnit from alpaca.trading.client import TradingClient from alpaca.trading.enums import ( AssetStatus, ContractType, CorporateActionDateType, CorporateActionType, OrderClass, OrderSide, OrderType, PositionIntent, QueryOrderStatus, TimeInForce, ) from alpaca.trading.models import Order from alpaca.trading.requests import ( ClosePositionRequest, CreateWatchlistRequest, GetAssetsRequest, GetCalendarRequest, GetCorporateAnnouncementsRequest, GetOptionContractsRequest, GetOrdersRequest, LimitOrderRequest, MarketOrderRequest, OptionLegRequest, StopLimitOrderRequest, StopOrderRequest, TrailingStopOrderRequest, UpdateWatchlistRequest, ) from mcp.server.fastmcp import FastMCP USER_AGENT = "ALPACA-MCP-SERVER" class UserAgentMixin: def _get_default_headers(self) -> dict: headers = self._get_auth_headers() headers["User-Agent"] = USER_AGENT return headers # Configure Python path for local imports current_dir = os.path.dirname(os.path.abspath(__file__)) github_core_path = os.path.join(current_dir, '.github', 'core') if github_core_path not in sys.path: sys.path.insert(0, github_core_path) # Import the UserAgentMixin #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 def detect_pycharm_environment(): """ Detect if we're running in PyCharm using environment variable. Set MCP_CLIENT=pycharm in your PyCharm MCP configuration. """ mcp_client = os.getenv("MCP_CLIENT", "").lower() return mcp_client == "pycharm" # Initialize FastMCP server with intelligent log level detection is_pycharm = detect_pycharm_environment() log_level = "ERROR" if is_pycharm else "INFO" # Optional: Print detection result for debugging (only in non-PyCharm environments) if not is_pycharm: print(f"MCP Server starting with log_level={log_level} (PyCharm detected: {is_pycharm})") mcp = FastMCP("alpaca-trading", log_level=log_level) # Initialize Alpaca clients using 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") TRDE_API_WSS = os.getenv("TRDE_API_WSS") DATA_API_URL = os.getenv("DATA_API_URL") STREAM_DATA_WSS = os.getenv("STREAM_DATA_WSS") # Check if keys are available if not TRADE_API_KEY or not TRADE_API_SECRET: raise ValueError("Alpaca API credentials not found in environment variables.") # Initialize clients # For trading trade_client = TradingClientSigned(TRADE_API_KEY, TRADE_API_SECRET, paper=ALPACA_PAPER_TRADE) # For historical market data stock_historical_data_client = StockHistoricalDataClientSigned(TRADE_API_KEY, TRADE_API_SECRET) # For streaming market data stock_data_stream_client = StockDataStream(TRADE_API_KEY, TRADE_API_SECRET, url_override=STREAM_DATA_WSS) # For option historical data option_historical_data_client = OptionHistoricalDataClientSigned(api_key=TRADE_API_KEY, secret_key=TRADE_API_SECRET) # ============================================================================ # Account Information 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 """ 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_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 """ 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 """ 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)}" # ============================================================================ # Market Data Tools # ============================================================================ @mcp.tool() async def get_stock_quote(symbol: str) -> str: """ Retrieves and formats the latest quote for a stock. Args: symbol (str): Stock ticker symbol (e.g., AAPL, MSFT) Returns: str: Formatted string containing: - Ask Price - Bid Price - Ask Size - Bid Size - Timestamp """ try: request_params = StockLatestQuoteRequest(symbol_or_symbols=symbol) quotes = stock_historical_data_client.get_stock_latest_quote(request_params) if symbol in quotes: quote = quotes[symbol] return f""" Latest Quote for {symbol}: ------------------------ Ask Price: ${quote.ask_price:.2f} Bid Price: ${quote.bid_price:.2f} Ask Size: {quote.ask_size} Bid Size: {quote.bid_size} Timestamp: {quote.timestamp} """ else: return f"No quote data found for {symbol}." except Exception as e: return f"Error fetching quote for {symbol}: {str(e)}" @mcp.tool() async def get_stock_bars( symbol: str, days: int = 5, timeframe: str = "1Day", limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None ) -> str: """ Retrieves and formats historical price bars for a stock with configurable timeframe and time range. Args: symbol (str): Stock ticker symbol (e.g., AAPL, MSFT) days (int): Number of days to look back (default: 5, ignored if start/end 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: "1Day") 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") Returns: str: Formatted string containing historical price data with timestamps, OHLCV data """ 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 if start: try: start_time = datetime.fromisoformat(start.replace('Z', '+00:00')) except ValueError: return f"Error: Invalid start time format '{start}'. Use ISO format like '2023-01-01T09:30:00' or '2023-01-01'" if end: try: end_time = datetime.fromisoformat(end.replace('Z', '+00:00')) except ValueError: return f"Error: Invalid end time format '{end}'. Use ISO format like '2023-01-01T16:00:00' or '2023-01-01'" # If no start/end provided, calculate from days parameter OR limit+timeframe if not start_time: if limit and timeframe_obj.unit_value in [TimeFrameUnit.Minute, TimeFrameUnit.Hour]: # Calculate based on limit and timeframe for intraday data if timeframe_obj.unit_value == TimeFrameUnit.Minute: minutes_back = limit * timeframe_obj.amount start_time = datetime.now() - timedelta(minutes=minutes_back) elif timeframe_obj.unit_value == TimeFrameUnit.Hour: hours_back = limit * timeframe_obj.amount start_time = datetime.now() - timedelta(hours=hours_back) else: # Fall back to days parameter for daily+ timeframes start_time = datetime.now() - timedelta(days=days) if not end_time: end_time = datetime.now() request_params = StockBarsRequest( symbol_or_symbols=symbol, timeframe=timeframe_obj, start=start_time, end=end_time, limit=limit ) bars = stock_historical_data_client.get_stock_bars(request_params) if bars[symbol]: time_range = f"{start_time.strftime('%Y-%m-%d %H:%M')} to {end_time.strftime('%Y-%m-%d %H:%M')}" result = f"Historical Data for {symbol} ({timeframe} bars, {time_range}):\n" result += "---------------------------------------------------\n" for bar in bars[symbol]: # 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') else: time_str = bar.timestamp.date() result += f"Time: {time_str}, Open: ${bar.open:.2f}, High: ${bar.high:.2f}, Low: ${bar.low:.2f}, Close: ${bar.close:.2f}, Volume: {bar.volume}\n" return result else: return f"No historical data found for {symbol} with {timeframe} timeframe in the specified time range." except Exception as e: return f"Error fetching historical data for {symbol}: {str(e)}" @mcp.tool() async def get_stock_trades( symbol: str, days: int = 5, limit: Optional[int] = None, sort: Optional[Sort] = Sort.ASC, feed: Optional[DataFeed] = None, currency: Optional[SupportedCurrencies] = None, asof: Optional[str] = None ) -> str: """ Retrieves and formats historical trades for a stock. Args: symbol (str): Stock ticker symbol (e.g., 'AAPL', 'MSFT') days (int): Number of days to look back (default: 5) limit (Optional[int]): Upper limit of number of data points to return sort (Optional[Sort]): Chronological order of response (ASC or DESC) feed (Optional[DataFeed]): The stock data feed to retrieve from currency (Optional[SupportedCurrencies]): Currency for prices (default: USD) asof (Optional[str]): The asof date in YYYY-MM-DD format Returns: str: Formatted string containing trade history or an error message """ try: # Calculate start time based on days start_time = datetime.now() - timedelta(days=days) # Create the request object with all available parameters request_params = StockTradesRequest( symbol_or_symbols=symbol, start=start_time, end=datetime.now(), limit=limit, sort=sort, feed=feed, currency=currency, asof=asof ) # Get the trades trades = stock_historical_data_client.get_stock_trades(request_params) if symbol in trades: result = f"Historical Trades for {symbol} (Last {days} days):\n" result += "---------------------------------------------------\n" for trade in trades[symbol]: result += f""" Time: {trade.timestamp} Price: ${float(trade.price):.6f} Size: {trade.size} Exchange: {trade.exchange} ID: {trade.id} Conditions: {trade.conditions} ------------------- """ return result else: return f"No trade data found for {symbol} in the last {days} days." except Exception as e: return f"Error fetching trades: {str(e)}" @mcp.tool() async def get_stock_latest_trade( symbol: str, feed: Optional[DataFeed] = None, currency: Optional[SupportedCurrencies] = None ) -> str: """Get the latest trade for a stock. Args: symbol: Stock ticker symbol (e.g., 'AAPL', 'MSFT') feed: The stock data feed to retrieve from (optional) currency: The currency for prices (optional, defaults to USD) Returns: A formatted string containing the latest trade details or an error message """ try: # Create the request object with all available parameters request_params = StockLatestTradeRequest( symbol_or_symbols=symbol, feed=feed, currency=currency ) # Get the latest trade latest_trades = stock_historical_data_client.get_stock_latest_trade(request_params) if symbol in latest_trades: trade = latest_trades[symbol] return f""" Latest Trade for {symbol}: --------------------------- Time: {trade.timestamp} Price: ${float(trade.price):.6f} Size: {trade.size} Exchange: {trade.exchange} ID: {trade.id} Conditions: {trade.conditions} """ else: return f"No latest trade data found for {symbol}." except Exception as e: return f"Error fetching latest trade: {str(e)}" @mcp.tool() async def get_stock_latest_bar( symbol: str, feed: Optional[DataFeed] = None, currency: Optional[SupportedCurrencies] = None ) -> str: """Get the latest minute bar for a stock. Args: symbol: Stock ticker symbol (e.g., 'AAPL', 'MSFT') feed: The stock data feed to retrieve from (optional) currency: The currency for prices (optional, defaults to USD) Returns: A formatted string containing the latest bar details or an error message """ try: # Create the request object with all available parameters request_params = StockLatestBarRequest( symbol_or_symbols=symbol, feed=feed, currency=currency ) # Get the latest bar latest_bars = stock_historical_data_client.get_stock_latest_bar(request_params) if symbol in latest_bars: bar = latest_bars[symbol] return f""" Latest Minute Bar for {symbol}: --------------------------- Time: {bar.timestamp} Open: ${float(bar.open):.2f} High: ${float(bar.high):.2f} Low: ${float(bar.low):.2f} Close: ${float(bar.close):.2f} Volume: {bar.volume} """ else: return f"No latest bar data found for {symbol}." except Exception as e: return f"Error fetching latest bar: {str(e)}" # ============================================================================ # Market Data Tools - Stock Snapshot Data with Helper Functions # ============================================================================ def _format_ohlcv_bar(bar, bar_type: str, include_time: bool = True) -> str: """Helper function to format OHLCV bar data consistently.""" if not bar: return "" time_format = '%Y-%m-%d %H:%M:%S %Z' if include_time else '%Y-%m-%d' time_label = "Timestamp" if include_time else "Date" return f"""{bar_type}: Open: ${bar.open:.2f}, High: ${bar.high:.2f}, Low: ${bar.low:.2f}, Close: ${bar.close:.2f} Volume: {bar.volume:,}, {time_label}: {bar.timestamp.strftime(time_format)} """ def _format_quote_data(quote) -> str: """Helper function to format quote data consistently.""" if not quote: return "" return f"""Latest Quote: Bid: ${quote.bid_price:.2f} x {quote.bid_size}, Ask: ${quote.ask_price:.2f} x {quote.ask_size} Timestamp: {quote.timestamp.strftime('%Y-%m-%d %H:%M:%S %Z')} """ def _format_trade_data(trade) -> str: """Helper function to format trade data consistently.""" if not trade: return "" optional_fields = [] if hasattr(trade, 'exchange') and trade.exchange: optional_fields.append(f"Exchange: {trade.exchange}") if hasattr(trade, 'conditions') and trade.conditions: optional_fields.append(f"Conditions: {trade.conditions}") if hasattr(trade, 'id') and trade.id: optional_fields.append(f"ID: {trade.id}") optional_str = f", {', '.join(optional_fields)}" if optional_fields else "" return f"""Latest Trade: Price: ${trade.price:.2f}, Size: {trade.size}{optional_str} Timestamp: {trade.timestamp.strftime('%Y-%m-%d %H:%M:%S %Z')} """ @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 (optional) 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 """ 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)}" # ============================================================================ # Order Management Tools # ============================================================================ @mcp.tool() async def get_orders(status: str = "all", limit: int = 10) -> str: """ Retrieves and formats orders with the specified status. Args: status (str): Order status to filter by (open, closed, all) limit (int): Maximum number of orders to return (default: 10) Returns: str: Formatted string containing order details including: - Symbol - ID - Type - Side - Quantity - Status - Submission Time - Fill Details (if applicable) """ 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 request_params = GetOrdersRequest( status=query_status, limit=limit ) 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} ID: {order.id} Type: {order.type} Side: {order.side} Quantity: {order.qty} Status: {order.status} Submitted At: {order.submitted_at} """ 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" 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. """ 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""" Order Placed Successfully: ------------------------- Order ID: {order.id} Symbol: {order.symbol} Side: {order.side} Quantity: {order.qty} Type: {order.type} Time In Force: {order.time_in_force} Status: {order.status} Client Order ID: {order.client_order_id} """ except Exception as e: return f"Error placing order: {str(e)}" @mcp.tool() async def cancel_all_orders() -> str: """ Cancel all open orders. Returns: A formatted string containing the status of each cancelled order. """ 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. """ 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)}" # ============================================================================ # Position Management Tools # ============================================================================ @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. 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 """ 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 """ 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)}" # ============================================================================ # Asset Information Tools # ============================================================================ @mcp.tool() async def get_asset_info(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 """ 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 """ 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)}" # ============================================================================ # 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 """ 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.""" 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" # Use wl.symbols, fallback to empty list if missing result += f"Symbols: {', '.join(getattr(wl, 'symbols', []) or [])}\n\n" return result except Exception as e: return f"Error fetching watchlists: {str(e)}" @mcp.tool() async def update_watchlist(watchlist_id: str, name: str = None, symbols: List[str] = None) -> str: """Update an existing watchlist.""" 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)}" # ============================================================================ # Market Information Tools # ============================================================================ @mcp.tool() async def get_market_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 """ 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)}" @mcp.tool() async def get_market_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 """ try: calendar = trade_client.get_calendar(start=start_date, end=end_date) 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)}" # ============================================================================ # Corporate Actions Tools # ============================================================================ @mcp.tool() async def get_corporate_announcements( ca_types: List[CorporateActionType], since: date, until: date, symbol: Optional[str] = None, cusip: Optional[str] = None, date_type: Optional[CorporateActionDateType] = None ) -> str: """ Retrieves and formats corporate action announcements. Args: ca_types (List[CorporateActionType]): List of corporate action types to filter by since (date): Start date for the announcements until (date): End date for the announcements symbol (Optional[str]): Optional stock symbol to filter by cusip (Optional[str]): Optional CUSIP to filter by date_type (Optional[CorporateActionDateType]): Optional date type to filter by Returns: str: Formatted string containing corporate announcement details """ try: request = GetCorporateAnnouncementsRequest( ca_types=ca_types, since=since, until=until, symbol=symbol, cusip=cusip, date_type=date_type ) announcements = trade_client.get_corporate_announcements(request) result = "Corporate Announcements:\n----------------------\n" for ann in announcements: result += f""" ID: {ann.id} Corporate Action ID: {ann.corporate_action_id} Type: {ann.ca_type} Sub Type: {ann.ca_sub_type} Initiating Symbol: {ann.initiating_symbol} Target Symbol: {ann.target_symbol} Declaration Date: {ann.declaration_date} Ex Date: {ann.ex_date} Record Date: {ann.record_date} Payable Date: {ann.payable_date} Cash: {ann.cash} Old Rate: {ann.old_rate} New Rate: {ann.new_rate} ---------------------- """ return result except Exception as e: return f"Error fetching corporate announcements: {str(e)}" # ============================================================================ # Options Trading Tools # ============================================================================ @mcp.tool() async def get_option_contracts( underlying_symbol: str, expiration_date: Optional[date] = 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 metadata for option contracts based on specified criteria. This endpoint returns contract specifications and static data, not real-time pricing information. Args: underlying_symbol (str): The symbol of the underlying asset (e.g., 'AAPL') expiration_date (Optional[date]): Optional expiration date for the options strike_price_gte (Optional[str]): Optional minimum strike price strike_price_lte (Optional[str]): Optional maximum strike price type (Optional[ContractType]): Optional contract type (CALL or PUT) status (Optional[AssetStatus]): Optional asset status filter (e.g., ACTIVE) root_symbol (Optional[str]): Optional root symbol for the option limit (Optional[int]): Optional maximum number of contracts to return Returns: str: Formatted string containing option contract metadata including: - Contract ID and Symbol - Name and Type (Call/Put) - Strike Price and Expiration Date - Exercise Style (American/European) - Contract Size and Status - Open Interest and Close Price - Underlying Asset Information ('underlying_asset_id', 'underlying_symbol', 'underlying_name', 'underlying_exchange') - Trading Status (Tradable/Non-tradable) Note: This endpoint returns contract specifications and static data. For real-time pricing information (bid/ask prices, sizes, etc.), use get_option_latest_quote instead. """ try: # Create the request object with all available parameters request = GetOptionContractsRequest( underlying_symbols=[underlying_symbol], expiration_date=expiration_date, strike_price_gte=strike_price_gte, strike_price_lte=strike_price_lte, type=type, status=status, root_symbol=root_symbol, limit=limit ) # Get the option contracts response = trade_client.get_option_contracts(request) if not response or not response.option_contracts: return f"No option contracts found for {underlying_symbol} matching the criteria." # Format the response result = f"Option Contracts for {underlying_symbol}:\n" result += "----------------------------------------\n" for contract in response.option_contracts: result += f""" Symbol: {contract.symbol} Name: {contract.name} Type: {contract.type} Strike Price: ${float(contract.strike_price):.2f} Expiration Date: {contract.expiration_date} Status: {contract.status} Root Symbol: {contract.root_symbol} Underlying Symbol: {contract.underlying_symbol} Exercise Style: {contract.style} Contract Size: {contract.size} Tradable: {'Yes' if contract.tradable else 'No'} Open Interest: {contract.open_interest} Close Price: ${float(contract.close_price) if contract.close_price else 'N/A'} Close Price Date: {contract.close_price_date} ------------------------- """ return result except Exception as e: return f"Error fetching option contracts: {str(e)}" @mcp.tool() async def get_option_latest_quote( symbol: str, feed: Optional[OptionsFeed] = None ) -> str: """ Retrieves and formats the latest quote for an option contract. This endpoint returns real-time pricing and market data, including bid/ask prices, sizes, and exchange information. Args: symbol (str): The option contract symbol (e.g., 'AAPL230616C00150000') feed (Optional[OptionsFeed]): The source feed of the data (opra or indicative). 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. """ try: # Create the request object request = OptionLatestQuoteRequest( symbol_or_symbols=symbol, feed=feed ) # Get the latest quote quotes = option_historical_data_client.get_option_latest_quote(request) if symbol in quotes: quote = quotes[symbol] return f""" Latest Quote for {symbol}: ------------------------ Ask Price: ${float(quote.ask_price):.2f} Ask Size: {quote.ask_size} Ask Exchange: {quote.ask_exchange} Bid Price: ${float(quote.bid_price):.2f} Bid Size: {quote.bid_size} Bid Exchange: {quote.bid_exchange} Conditions: {quote.conditions} Tape: {quote.tape} Timestamp: {quote.timestamp} """ else: return f"No quote data found for {symbol}." except Exception as e: return f"Error fetching option quote: {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 (opra or indicative). 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) """ 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)}" # ============================================================================ # Options Trading Helper Functions # ============================================================================ def _validate_option_order_inputs(legs: List[Dict[str, Any]], quantity: int, time_in_force: TimeInForce) -> Optional[str]: """Validate inputs for option order placement.""" if not legs: return "Error: No option legs provided" if len(legs) > 4: return "Error: Maximum of 4 legs allowed for option orders" if quantity <= 0: return "Error: Quantity must be positive" if time_in_force != TimeInForce.DAY: return "Error: Only DAY time_in_force is supported for options trading" return None def _convert_order_class_string(order_class: Optional[Union[str, OrderClass]]) -> Union[OrderClass, str]: """Convert order class string to enum if needed.""" if isinstance(order_class, str): order_class_upper = order_class.upper() class_mapping = { 'SIMPLE': OrderClass.SIMPLE, 'BRACKET': OrderClass.BRACKET, 'OCO': OrderClass.OCO, 'OTO': OrderClass.OTO, 'MLEG': OrderClass.MLEG } if order_class_upper in class_mapping: return class_mapping[order_class_upper] else: return f"Invalid order class: {order_class}. Must be one of: simple, bracket, oco, oto, mleg" return order_class def _process_option_legs(legs: List[Dict[str, Any]]) -> Union[List[OptionLegRequest], str]: """Convert leg dictionaries to OptionLegRequest objects.""" order_legs = [] for leg in legs: # Validate ratio_qty if not isinstance(leg['ratio_qty'], int) or leg['ratio_qty'] <= 0: return f"Error: Invalid ratio_qty for leg {leg['symbol']}. Must be positive integer." # Convert side string to enum if leg['side'].lower() == "buy": order_side = OrderSide.BUY elif leg['side'].lower() == "sell": order_side = OrderSide.SELL else: return f"Invalid order side: {leg['side']}. Must be 'buy' or 'sell'." order_legs.append(OptionLegRequest( symbol=leg['symbol'], side=order_side, ratio_qty=leg['ratio_qty'] )) return order_legs def _create_option_market_order_request( order_legs: List[OptionLegRequest], order_class: OrderClass, quantity: int, time_in_force: TimeInForce, extended_hours: bool ) -> MarketOrderRequest: """Create the appropriate MarketOrderRequest based on order class.""" if order_class == OrderClass.MLEG: return MarketOrderRequest( qty=quantity, order_class=order_class, time_in_force=time_in_force, extended_hours=extended_hours, client_order_id=f"mcp_opt_{int(time.time())}", type=OrderType.MARKET, legs=order_legs ) else: # For single-leg orders return MarketOrderRequest( symbol=order_legs[0].symbol, qty=quantity, side=order_legs[0].side, order_class=order_class, time_in_force=time_in_force, extended_hours=extended_hours, client_order_id=f"mcp_opt_{int(time.time())}", type=OrderType.MARKET ) def _format_option_order_response(order: Order, order_class: OrderClass, order_legs: List[OptionLegRequest]) -> str: """Format the successful order response.""" result = f""" Option Market Order Placed Successfully: -------------------------------------- Order ID: {order.id} Client Order ID: {order.client_order_id} Order Class: {order.order_class} Order Type: {order.type} Time In Force: {order.time_in_force} Status: {order.status} Quantity: {order.qty} Created At: {order.created_at} Updated At: {order.updated_at} """ if order_class == OrderClass.MLEG and order.legs: result += "\nLegs:\n" for leg in order.legs: result += f""" Symbol: {leg.symbol} Side: {leg.side} Ratio Quantity: {leg.ratio_qty} Status: {leg.status} Asset Class: {leg.asset_class} Created At: {leg.created_at} Updated At: {leg.updated_at} Filled Price: {leg.filled_avg_price if hasattr(leg, 'filled_avg_price') else 'Not filled'} Filled Time: {leg.filled_at if hasattr(leg, 'filled_at') else 'Not filled'} ------------------------- """ else: result += f""" Symbol: {order.symbol} Side: {order_legs[0].side} Filled Price: {order.filled_avg_price if hasattr(order, 'filled_avg_price') else 'Not filled'} Filled Time: {order.filled_at if hasattr(order, 'filled_at') else 'Not filled'} ------------------------- """ return result def _analyze_option_strategy_type(order_legs: List[OptionLegRequest], order_class: OrderClass) -> tuple[bool, bool, bool]: """Analyze the option strategy type for error handling.""" is_short_straddle = False is_short_strangle = False is_short_calendar = False if order_class == OrderClass.MLEG and len(order_legs) == 2: both_short = order_legs[0].side == OrderSide.SELL and order_legs[1].side == OrderSide.SELL if both_short: # Check for short straddle (same strike, same expiration, both short) if (order_legs[0].symbol.split('C')[0] == order_legs[1].symbol.split('P')[0]): is_short_straddle = True else: is_short_strangle = True # Check for short calendar spread (same strike, different expirations, both short) leg1_type = 'C' if 'C' in order_legs[0].symbol else 'P' leg2_type = 'C' if 'C' in order_legs[1].symbol else 'P' if leg1_type == 'C' and leg2_type == 'C': leg1_exp = order_legs[0].symbol.split(leg1_type)[1][:6] leg2_exp = order_legs[1].symbol.split(leg2_type)[1][:6] if leg1_exp != leg2_exp: is_short_calendar = True is_short_strangle = False # Override strangle detection return is_short_straddle, is_short_strangle, is_short_calendar def _get_short_straddle_error_message() -> str: """Get error message for short straddle permission issues.""" return """ Error: Account not eligible to trade short straddles. This error occurs because short straddles require Level 4 options trading permission. A short straddle involves: - Selling a call option - Selling a put option - Both options have the same strike price and expiration Required Account Level: - Level 4 options trading permission is required - Please contact your broker to upgrade your account level if needed Alternative Strategies: - Consider using a long straddle instead - Use a debit spread strategy - Implement a covered call or cash-secured put """ def _get_short_strangle_error_message() -> str: """Get error message for short strangle permission issues.""" return """ Error: Account not eligible to trade short strangles. This error occurs because short strangles require Level 4 options trading permission. A short strangle involves: - Selling an out-of-the-money call option - Selling an out-of-the-money put option - Both options have the same expiration Required Account Level: - Level 4 options trading permission is required - Please contact your broker to upgrade your account level if needed Alternative Strategies: - Consider using a long strangle instead - Use a debit spread strategy - Implement a covered call or cash-secured put """ def _get_short_calendar_error_message() -> str: """Get error message for short calendar spread permission issues.""" return """ Error: Account not eligible to trade short calendar spreads. This error occurs because short calendar spreads require Level 4 options trading permission. A short calendar spread involves: - Selling a longer-term option - Selling a shorter-term option - Both options have the same strike price Required Account Level: - Level 4 options trading permission is required - Please contact your broker to upgrade your account level if needed Alternative Strategies: - Consider using a long calendar spread instead - Use a debit spread strategy - Implement a covered call or cash-secured put """ def _get_uncovered_options_error_message() -> str: """Get error message for uncovered options permission issues.""" return """ Error: Account not eligible to trade uncovered option contracts. This error occurs when attempting to place an order that could result in an uncovered position. Common scenarios include: 1. Selling naked calls 2. Calendar spreads where the short leg expires after the long leg 3. Other strategies that could leave uncovered positions Required Account Level: - Level 4 options trading permission is required for uncovered options - Please contact your broker to upgrade your account level if needed Alternative Strategies: - Consider using covered calls instead of naked calls - Use debit spreads instead of calendar spreads - Ensure all positions are properly hedged """ def _handle_option_api_error(error_message: str, order_legs: List[OptionLegRequest], order_class: OrderClass) -> str: """Handle API errors with specific option strategy analysis.""" if "40310000" in error_message and "not eligible to trade uncovered option contracts" in error_message: is_short_straddle, is_short_strangle, is_short_calendar = _analyze_option_strategy_type(order_legs, order_class) if is_short_straddle: return _get_short_straddle_error_message() elif is_short_strangle: return _get_short_strangle_error_message() elif is_short_calendar: return _get_short_calendar_error_message() else: return _get_uncovered_options_error_message() elif "403" in error_message: return f""" Error: Permission denied for option trading. Possible reasons: 1. Insufficient account level for the requested strategy 2. Account restrictions on option trading 3. Missing required permissions Please check: 1. Your account's option trading level 2. Any specific restrictions on your account 3. Required permissions for the strategy you're trying to implement Original error: {error_message} """ else: return f""" Error placing option order: {error_message} Please check: 1. All option symbols are valid 2. Your account has sufficient buying power 3. The market is open for trading 4. Your account has the required permissions """ # ============================================================================ # Options Trading Tool # ============================================================================ @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: TimeInForce = 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 (TimeInForce): Time in force for the order. For options trading, only DAY is supported (default: TimeInForce.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. """ # 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 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, 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 """ def parse_timeframe_with_enums(timeframe_str: str) -> Optional[TimeFrame]: """ Parse timeframe string to Alpaca TimeFrame object using proper enumerations. Supports flexible parsing of any valid timeframe format. Args: timeframe_str (str): Timeframe string (e.g., "1Min", "4Min", "2Hour", "1Day") Returns: Optional[TimeFrame]: Parsed TimeFrame object using TimeFrameUnit enums or None if invalid Reference: https://alpaca.markets/sdks/python/api_reference/data/timeframe.html#timeframeunit """ try: timeframe_str = timeframe_str.strip() # Use predefined TimeFrame objects for common cases (more efficient) predefined_timeframes = { "1Min": TimeFrame.Minute, "1Hour": TimeFrame.Hour, "1Day": TimeFrame.Day, "1Week": TimeFrame.Week, "1Month": TimeFrame.Month } if timeframe_str in predefined_timeframes: return predefined_timeframes[timeframe_str] # Flexible regex pattern to parse any valid timeframe format # Matches: <number><unit> where unit can be Min, Hour, Day, Week, Month pattern = r'^(\d+)(Min|Hour|Day|Week|Month)$' match = re.match(pattern, timeframe_str, re.IGNORECASE) if not match: return None amount = int(match.group(1)) unit_str = match.group(2).lower() # Map unit strings to TimeFrameUnit enums unit_mapping = { 'min': TimeFrameUnit.Minute, 'hour': TimeFrameUnit.Hour, 'day': TimeFrameUnit.Day, 'week': TimeFrameUnit.Week, 'month': TimeFrameUnit.Month } unit = unit_mapping.get(unit_str) if unit is None: return None # Validate amount based on unit type if unit == TimeFrameUnit.Minute and amount > 59: # Minutes should be reasonable (1-59) return None elif unit == TimeFrameUnit.Hour and amount > 23: # Hours should be reasonable (1-23) return None elif unit in [TimeFrameUnit.Day, TimeFrameUnit.Week, TimeFrameUnit.Month] and amount > 365: # Days/weeks/months should be reasonable return None return TimeFrame(amount, unit) except (ValueError, AttributeError, TypeError): return None # Run the server if __name__ == "__main__": mcp.run(transport='stdio')