IB Analytics MCP Server

"""Trade data model""" from datetime import date, datetime from decimal import Decimal from enum import Enum from pydantic import BaseModel, Field, field_validator class BuySell(str, Enum): """Buy/Sell indicator""" BUY = "BUY" SELL = "SELL" class AssetClass(str, Enum): """Asset class types""" STOCK = "STK" BOND = "BOND" OPTION = "OPT" FUTURE = "FUT" FOREX = "CASH" FUND = "FUND" OTHER = "OTHER" class Trade(BaseModel): """Trade record""" account_id: str = Field(..., description="Account ID") trade_id: str = Field(..., description="Unique trade ID") trade_date: date = Field(..., description="Trade execution date") settle_date: date | None = Field(None, description="Settlement date") symbol: str = Field(..., description="Trading symbol") description: str | None = Field(None, description="Security description") asset_class: AssetClass = Field(..., description="Asset class") cusip: str | None = Field(None, description="CUSIP") isin: str | None = Field(None, description="ISIN") buy_sell: BuySell = Field(..., description="Buy or Sell") quantity: Decimal = Field(..., description="Trade quantity") trade_price: Decimal = Field(..., description="Execution price") trade_money: Decimal = Field(..., description="Trade proceeds (negative for buys)") currency: str = Field("USD", description="Currency") fx_rate_to_base: Decimal = Field(Decimal("1.0"), description="FX rate to base currency") ib_commission: Decimal = Field(Decimal("0"), description="IB commission") ib_commission_currency: str = Field("USD", description="Commission currency") fifo_pnl_realized: Decimal = Field(Decimal("0"), description="Realized P&L (FIFO)") mtm_pnl: Decimal = Field(Decimal("0"), description="Mark-to-market P&L") order_id: str | None = Field(None, description="Order ID") execution_id: str | None = Field(None, description="Execution ID") order_time: datetime | None = Field(None, description="Order time") notes: str | None = Field(None, description="Additional notes") @field_validator("quantity", "trade_price", mode="before") @classmethod def convert_to_decimal(cls, v: int | float | str | Decimal) -> Decimal: """Convert numeric fields to Decimal""" if isinstance(v, (int, float, str)): return Decimal(str(v)) return v @property def gross_amount(self) -> Decimal: """Gross trade amount (before commissions)""" return abs(self.trade_money) @property def net_amount(self) -> Decimal: """Net trade amount (after commissions)""" return abs(self.trade_money) - abs(self.ib_commission) @property def is_buy(self) -> bool: """Check if trade is a buy""" return self.buy_sell == BuySell.BUY @property def is_sell(self) -> bool: """Check if trade is a sell""" return self.buy_sell == BuySell.SELL @property def commission_rate(self) -> Decimal: """Commission as percentage of trade value""" if self.gross_amount == 0: return Decimal("0") return abs(self.ib_commission) / self.gross_amount * 100 class Config: """Pydantic config""" json_encoders = { date: lambda v: v.isoformat(), datetime: lambda v: v.isoformat(), Decimal: lambda v: str(v), }