Schwab Model Context Protocol Server

# from collections.abc import Callable from typing import Annotated, Any import datetime from mcp.server.fastmcp import FastMCP from schwab_mcp.context import SchwabContext from schwab_mcp.tools._registration import register_tool from schwab_mcp.tools.utils import JSONType, call def _parse_iso_datetime(value: str | None) -> datetime.datetime | None: return datetime.datetime.fromisoformat(value) if value is not None else None async def get_advanced_price_history( ctx: SchwabContext, symbol: Annotated[str, "Symbol of the security"], period_type: Annotated[ str | None, "Period type: DAY, MONTH, YEAR, YEAR_TO_DATE" ] = None, period: Annotated[ str | None, ( "Number of periods (e.g., TEN_DAYS, ONE_MONTH, FIVE_YEARS). Varies by period_type. " "Ignored if start/end datetimes provided." ), ] = None, frequency_type: Annotated[ str | None, "Frequency type: MINUTE (for DAY), DAILY/WEEKLY (for MONTH/YTD), DAILY/WEEKLY/MONTHLY (for YEAR)", ] = None, frequency: Annotated[ int | str | None, "Number of frequencyType per candle (e.g., 1, 5, 10 for MINUTE). Strings are coerced to int.", ] = None, start_datetime: Annotated[ str | None, "Start date for history (ISO format, e.g., '2023-01-01T09:30:00')" ] = None, end_datetime: Annotated[ str | None, "End date for history (ISO format, e.g., '2023-01-31T16:00:00')" ] = None, extended_hours: Annotated[bool | None, "Include extended hours data"] = None, previous_close: Annotated[bool | None, "Include previous close data"] = None, ) -> JSONType: """ Get price history with advanced period/frequency options. Specify period/frequency OR start/end datetimes. Period type options: DAY, MONTH, YEAR, YEAR_TO_DATE Period options (by period_type): DAY: ONE_DAY, TWO_DAYS, ..., TEN_DAYS (default) MONTH: ONE_MONTH (default), TWO_MONTHS, ..., SIX_MONTHS YEAR: ONE_YEAR (default), TWO_YEARS, ..., TWENTY_YEARS YEAR_TO_DATE: YEAR_TO_DATE (default) Frequency type options (by period_type): DAY: MINUTE (default) MONTH: DAILY, WEEKLY (default) YEAR: DAILY, WEEKLY, MONTHLY (default) YEAR_TO_DATE: DAILY, WEEKLY (default) Dates must be in ISO format. """ client = ctx.price_history start_dt = _parse_iso_datetime(start_datetime) end_dt = _parse_iso_datetime(end_datetime) # Normalize enum-like strings period_type_enum = ( client.PriceHistory.PeriodType[period_type.upper()] if period_type else None ) period_enum = client.PriceHistory.Period[period.upper()] if period else None frequency_type_enum = ( client.PriceHistory.FrequencyType[frequency_type.upper()] if frequency_type else None ) # Coerce frequency to int if provided as string if isinstance(frequency, str): frequency = int(frequency) return await call( client.get_price_history, symbol, period_type=period_type_enum, period=period_enum, frequency_type=frequency_type_enum, frequency=frequency, start_datetime=start_dt, end_datetime=end_dt, need_extended_hours_data=extended_hours, need_previous_close=previous_close, ) async def get_price_history_every_minute( ctx: SchwabContext, symbol: Annotated[str, "Symbol of the security"], start_datetime: Annotated[ str | None, "Start date for history (ISO format, e.g., '2023-01-01T09:30:00')" ] = None, end_datetime: Annotated[ str | None, "End date for history (ISO format, e.g., '2023-01-01T16:00:00')" ] = None, extended_hours: Annotated[bool | None, "Include extended hours data"] = None, previous_close: Annotated[bool | None, "Include previous close data"] = None, ) -> JSONType: """ Get OHLCV price history per minute. For detailed intraday analysis. Max 48 days history. Dates ISO format. """ client = ctx.price_history start_dt = _parse_iso_datetime(start_datetime) end_dt = _parse_iso_datetime(end_datetime) return await call( client.get_price_history_every_minute, symbol, start_datetime=start_dt, end_datetime=end_dt, need_extended_hours_data=extended_hours, need_previous_close=previous_close, ) async def get_price_history_every_five_minutes( ctx: SchwabContext, symbol: Annotated[str, "Symbol of the security"], start_datetime: Annotated[ str | None, "Start date for history (ISO format, e.g., '2023-01-01T09:30:00')" ] = None, end_datetime: Annotated[ str | None, "End date for history (ISO format, e.g., '2023-01-01T16:00:00')" ] = None, extended_hours: Annotated[bool | None, "Include extended hours data"] = None, previous_close: Annotated[bool | None, "Include previous close data"] = None, ) -> JSONType: """ Get OHLCV price history per 5 minutes. Balance between detail and noise. Approx. 9 months history. Dates ISO format. """ client = ctx.price_history start_dt = _parse_iso_datetime(start_datetime) end_dt = _parse_iso_datetime(end_datetime) return await call( client.get_price_history_every_five_minutes, symbol, start_datetime=start_dt, end_datetime=end_dt, need_extended_hours_data=extended_hours, need_previous_close=previous_close, ) async def get_price_history_every_ten_minutes( ctx: SchwabContext, symbol: Annotated[str, "Symbol of the security"], start_datetime: Annotated[ str | None, "Start date for history (ISO format, e.g., '2023-01-01T09:30:00')" ] = None, end_datetime: Annotated[ str | None, "End date for history (ISO format, e.g., '2023-01-01T16:00:00')" ] = None, extended_hours: Annotated[bool | None, "Include extended hours data"] = None, previous_close: Annotated[bool | None, "Include previous close data"] = None, ) -> JSONType: """ Get OHLCV price history per 10 minutes. Good for intraday trends/levels. Approx. 9 months history. Dates ISO format. """ client = ctx.price_history start_dt = _parse_iso_datetime(start_datetime) end_dt = _parse_iso_datetime(end_datetime) return await call( client.get_price_history_every_ten_minutes, symbol, start_datetime=start_dt, end_datetime=end_dt, need_extended_hours_data=extended_hours, need_previous_close=previous_close, ) async def get_price_history_every_fifteen_minutes( ctx: SchwabContext, symbol: Annotated[str, "Symbol of the security"], start_datetime: Annotated[ str | None, "Start date for history (ISO format, e.g., '2023-01-01T09:30:00')" ] = None, end_datetime: Annotated[ str | None, "End date for history (ISO format, e.g., '2023-01-01T16:00:00')" ] = None, extended_hours: Annotated[bool | None, "Include extended hours data"] = None, previous_close: Annotated[bool | None, "Include previous close data"] = None, ) -> JSONType: """ Get OHLCV price history per 15 minutes. Shows significant intraday moves, filters noise. Approx. 9 months history. Dates ISO format. """ client = ctx.price_history start_dt = _parse_iso_datetime(start_datetime) end_dt = _parse_iso_datetime(end_datetime) return await call( client.get_price_history_every_fifteen_minutes, symbol, start_datetime=start_dt, end_datetime=end_dt, need_extended_hours_data=extended_hours, need_previous_close=previous_close, ) async def get_price_history_every_thirty_minutes( ctx: SchwabContext, symbol: Annotated[str, "Symbol of the security"], start_datetime: Annotated[ str | None, "Start date for history (ISO format, e.g., '2023-01-01T09:30:00')" ] = None, end_datetime: Annotated[ str | None, "End date for history (ISO format, e.g., '2023-01-01T16:00:00')" ] = None, extended_hours: Annotated[bool | None, "Include extended hours data"] = None, previous_close: Annotated[bool | None, "Include previous close data"] = None, ) -> JSONType: """ Get OHLCV price history per 30 minutes. For broader intraday trends, filters noise. Approx. 9 months history. Dates ISO format. """ client = ctx.price_history start_dt = _parse_iso_datetime(start_datetime) end_dt = _parse_iso_datetime(end_datetime) return await call( client.get_price_history_every_thirty_minutes, symbol, start_datetime=start_dt, end_datetime=end_dt, need_extended_hours_data=extended_hours, need_previous_close=previous_close, ) async def get_price_history_every_day( ctx: SchwabContext, symbol: Annotated[str, "Symbol of the security to fetch price history for"], start_datetime: Annotated[ str | None, "Start date for history (ISO format, e.g., '2023-01-01T00:00:00')", ] = None, end_datetime: Annotated[ str | None, "End date for history (ISO format, e.g., '2023-12-31T23:59:59')", ] = None, extended_hours: Annotated[ bool | None, "Include pre-market and after-hours trading data" ] = None, previous_close: Annotated[ bool | None, "Include the previous market day's closing price" ] = None, ) -> JSONType: """ Get daily OHLCV price history. For medium/long-term analysis. Extensive history (back to 1985 possible). Dates ISO format. """ client = ctx.price_history start_dt = _parse_iso_datetime(start_datetime) end_dt = _parse_iso_datetime(end_datetime) return await call( client.get_price_history_every_day, symbol, start_datetime=start_dt, end_datetime=end_dt, need_extended_hours_data=extended_hours, need_previous_close=previous_close, ) async def get_price_history_every_week( ctx: SchwabContext, symbol: Annotated[str, "Symbol of the security"], start_datetime: Annotated[ str | None, "Start date for history (ISO format, e.g., '2023-01-01T00:00:00')" ] = None, end_datetime: Annotated[ str | None, "End date for history (ISO format, e.g., '2023-12-31T23:59:59')" ] = None, extended_hours: Annotated[bool | None, "Include extended hours data"] = None, previous_close: Annotated[bool | None, "Include previous close data"] = None, ) -> JSONType: """ Get weekly OHLCV price history. For long-term analysis, major cycles. Extensive history (back to 1985 possible). Dates ISO format. """ client = ctx.price_history start_dt = _parse_iso_datetime(start_datetime) end_dt = _parse_iso_datetime(end_datetime) return await call( client.get_price_history_every_week, symbol, start_datetime=start_dt, end_datetime=end_dt, need_extended_hours_data=extended_hours, need_previous_close=previous_close, ) _READ_ONLY_TOOLS = ( get_advanced_price_history, get_price_history_every_minute, get_price_history_every_five_minutes, get_price_history_every_ten_minutes, get_price_history_every_fifteen_minutes, get_price_history_every_thirty_minutes, get_price_history_every_day, get_price_history_every_week, ) def register( server: FastMCP, *, allow_write: bool, result_transform: Callable[[Any], Any] | None = None, ) -> None: _ = allow_write for func in _READ_ONLY_TOOLS: register_tool(server, func, result_transform=result_transform)