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Alpha Vantage MCP Server

by ross-jill-ws
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TypeScript
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Alpha Vantage MCP Server

A Model Context Protocol (MCP) server that provides access to Alpha Vantage stock price and financial news data through MongoDB storage. This project demonstrates a systematic approach to building production-ready MCP servers.

📺 Video Tutorial

Watch the complete tutorial on YouTube: Building MCP Servers with Bun

🎯 What This Project Does

This MCP server provides two powerful tools for querying financial data:

  1. get_stock_prices - Query stock price data (OHLCV) with automatic API fetching when data is missing

  2. get_news - Query financial news articles with sentiment analysis and keyword filtering

The server automatically pulls missing data from the Alpha Vantage API, stores it in MongoDB for fast future queries, and provides graceful error handling with helpful messages.

🏗️ Building an MCP Server: The Common Pattern

This project follows a systematic 6-step approach to building MCP servers. You can use this pattern for any MCP server project:

Step 1: Research & Preparation

  • Identify the data source or API you want to integrate

  • Study the API documentation and data structures

  • Plan your data storage strategy (MongoDB, SQLite, files, etc.)

  • Define what tools your MCP server will expose

In this project:

  • API: Alpha Vantage API for stocks and news

  • Storage: MongoDB with separate collections per stock symbol

  • Tools: get_stock_prices and get_news

Step 2: Install Dependencies

  • Set up your runtime environment (Bun, Node.js, etc.)

  • Install required packages for MCP, database, and API access

  • Configure environment variables

Commands:

bun init bun add @modelcontextprotocol/sdk mongodb express zod yargs

Step 3: Create Utility Functions

  • Build database connection and CRUD operations

  • Create reusable helper functions

  • Implement proper error handling and type safety

Files created:

  • src/mongo.ts - MongoDB utilities (connect, findDocuments, upsertDocument, etc.)

Step 4: Implement Core Business Logic

  • Create functions to interact with your data source/API

  • Implement data fetching, parsing, and storage

  • Handle rate limiting and API key rotation

Files created:

  • src/business.ts - Alpha Vantage API integration (pullStock, pullNews, getKey)

Step 5: Create CLI Tool

  • Build a command-line interface for testing and manual operations

  • Implement all major operations as CLI commands

  • This helps validate your business logic before building the MCP server

Files created:

  • src/run-stocks.ts - CLI tool using yargs

Step 6: Build the MCP Server

  • Use the bun-mcp-template as a starting point

  • Implement tool handlers that leverage your business logic

  • Add both stdio and SSE transport support

  • Include comprehensive error handling

Files created:

  • src/mcp.ts - MCP server implementation

🚀 Quick Start

Prerequisites

  • Bun runtime installed

  • MongoDB running (default: mongodb://localhost:27017)

  • Alpha Vantage API key(s) (get free keys at https://www.alphavantage.co/support/#api-key)

Installation

# Clone the repository git clone <repository-url> cd alphavantage # Install dependencies bun install # Set up environment variables echo "MONGODB_CONNECTION_STRING=mongodb://localhost:27017" > .env # Set up API keys for auto-pull feature echo "YOUR_ALPHA_VANTAGE_API_KEY" > .keylist

See SETUP-KEYLIST.md for detailed .keylist setup instructions.

🧪 Testing

Run All Tests

# Test MongoDB utilities bun test src/mongo.test.ts # Test business logic bun test src/business.test.ts # Verify MCP implementation bun run verify # or bun verify-mcp.ts

Test Specific Features

# Test auto-pull feature bun test-auto-pull.ts # Test .keylist path resolution bun test-keylist-path.ts # Test SSE transport mode bun test-sse.ts

🖥️ Using the CLI Tool

The CLI provides direct access to all functionality for testing and manual operations.

Pull Data from API

# Pull stock data for a symbol bun src/run-stocks.ts --pull-stock AAPL # Pull news for a date range (YYYYMMDD-YYYYMMDD) bun src/run-stocks.ts --pull-news 20251220-20251222

Query Data from MongoDB

# Get latest 100 stock prices for a symbol bun src/run-stocks.ts --symbol AAPL # Get stock price for a specific date bun src/run-stocks.ts --symbol AAPL --date 20251223 # Query news articles within a date range bun src/run-stocks.ts --news --from 20251220 --to 20251222

CLI Help

# Show all available commands and options bun src/run-stocks.ts --help

CLI Examples

# Example 1: Pull and query Apple stock data bun src/run-stocks.ts --pull-stock AAPL bun src/run-stocks.ts --symbol AAPL # Example 2: Query specific date bun src/run-stocks.ts --symbol MSFT --date 20251223 # Example 3: Pull and search news bun src/run-stocks.ts --pull-news 20251220-20251222 bun src/run-stocks.ts --news --from 20251220 --to 20251222

🔌 Installing the MCP Server

The MCP server can be installed in various MCP clients like Cursor, Claude Desktop, and Claude Code CLI.

Option 1: Install in Cursor

Add this configuration to your ~/.cursor/mcp.json file:

{ "mcpServers": { "alphavantage": { "command": "bun", "args": [ "/Users/rossz/workspace/tutorials/labs/alphavantage/src/mcp.ts" ], "env": { "MONGODB_CONNECTION_STRING": "mongodb://localhost:27017" } } } }

Note: Update the path to match your actual project location.

Option 2: Install in Claude Desktop

Add this configuration to your Claude Desktop MCP settings file:

macOS: ~/Library/Application Support/Claude/claude_desktop_config.json

Windows: %APPDATA%/Claude/claude_desktop_config.json

{ "mcpServers": { "alphavantage": { "command": "bun", "args": [ "/Users/rossz/workspace/tutorials/labs/alphavantage/src/mcp.ts", "--stdio" ], "env": { "MONGODB_CONNECTION_STRING": "mongodb://localhost:27017" } } } }

Option 3: Install in Claude Code CLI

Using the claude mcp add command:

claude mcp add alphavantage bun /Users/rossz/workspace/tutorials/labs/alphavantage/src/mcp.ts

This will automatically configure the MCP server in Claude Code. You can verify it's installed:

# List all MCP servers claude mcp list # Check server status claude mcp status alphavantage

Configuring Environment Variables

After installation, you may need to set environment variables:

For Cursor/Claude Desktop: Add to the env object in the JSON config:

"env": { "MONGODB_CONNECTION_STRING": "mongodb://localhost:27017" }

For Claude Code CLI: Environment variables are automatically loaded from your project's .env file.

🛠️ Running the MCP Server Directly

You can also run the MCP server directly for testing:

Stdio Mode (for MCP clients)

bun src/mcp.ts --stdio

SSE Mode (for HTTP clients)

# Default port 3001 bun src/mcp.ts --sse # Custom port bun src/mcp.ts --sse --port 8080

Test MCP Server Manually

# List available tools echo '{"jsonrpc": "2.0", "method": "tools/list", "id": 1}' | bun src/mcp.ts --stdio 2>/dev/null # Get stock prices for AAPL echo '{"jsonrpc": "2.0", "method": "tools/call", "params": {"name": "get_stock_prices", "arguments": {"symbol": "AAPL"}}, "id": 2}' | bun src/mcp.ts --stdio 2>/dev/null # Get news articles echo '{"jsonrpc": "2.0", "method": "tools/call", "params": {"name": "get_news", "arguments": {"from": "20251220", "to": "20251222"}}, "id": 3}' | bun src/mcp.ts --stdio 2>/dev/null

📚 MCP Tools Reference

Tool 1: get_stock_prices

Query stock price data with automatic API fetching.

Parameters:

  • symbol (string, required) - Stock ticker symbol (e.g., "AAPL", "MSFT", "GOOGL")

  • date (string, optional) - Specific date in YYYYMMDD format (e.g., "20251223")

Behavior:

  • Queries MongoDB first

  • If not found, automatically pulls from Alpha Vantage API

  • Returns specific date data or latest 100 prices

  • Indicates if data was "freshly pulled from API"

Example:

{ "name": "get_stock_prices", "arguments": { "symbol": "AAPL", "date": "20251223" } }

Tool 2: get_news

Query financial news articles with sentiment analysis.

Parameters:

  • from (string, required) - Start date in YYYYMMDD format

  • to (string, required) - End date in YYYYMMDD format

  • keyword (string, optional) - Filter by keyword in title/summary

Behavior:

  • Queries news collection in MongoDB

  • Filters by date range and optional keyword

  • Returns articles with sentiment scores and ticker sentiment

Example:

{ "name": "get_news", "arguments": { "from": "20251220", "to": "20251222", "keyword": "market" } }

🎯 Key Features

Auto-Pull Feature

The MCP server automatically fetches missing stock data from the Alpha Vantage API when queried. This provides a seamless experience - users can query any stock symbol without manually pulling data first.

How it works:

  1. User queries a stock symbol

  2. Server checks MongoDB

  3. If not found, automatically calls Alpha Vantage API

  4. Stores data in MongoDB

  5. Returns the data with "(freshly pulled from API)" indicator

Intelligent Error Handling

  • Missing .keylist file: Provides setup instructions and manual pull alternative

  • Invalid API keys: Clear error messages with documentation links

  • Rate limit errors: Helpful guidance on API limits

  • All errors include actionable next steps

Path Resolution

The .keylist file is located using absolute path resolution based on the source file location. This ensures the server works regardless of the working directory.

Rate Limiting

  • Automatic 5-second delay after API calls

  • Round-robin key rotation from .keylist file

  • Respects Alpha Vantage free tier limits (5 calls/minute, 500 calls/day)

📁 Project Structure

alphavantage/ ├── .claude/ │ └── commands/ # Slash commands for development workflow │ ├── 00-get-keys.md │ ├── 01-mongo-crud.md │ ├── 02-core-business.md │ ├── 03-run-cli.md │ └── 04-build-mcp.md ├── src/ │ ├── mongo.ts # MongoDB CRUD utilities │ ├── business.ts # Alpha Vantage API integration │ ├── run-stocks.ts # CLI tool │ └── mcp.ts # MCP server implementation ├── .env # Environment variables ├── .keylist # Alpha Vantage API keys (one per line) ├── package.json ├── README.md ├── MCP-SERVER-README.md # Detailed MCP server documentation └── SETUP-KEYLIST.md # .keylist setup guide

🔧 Configuration

Environment Variables

Create a .env file:

MONGODB_CONNECTION_STRING=mongodb://localhost:27017

API Keys

Create a .keylist file with your Alpha Vantage API keys (one per line):

YOUR_API_KEY_1 YOUR_API_KEY_2 YOUR_API_KEY_3

See SETUP-KEYLIST.md for detailed setup instructions.

📖 Additional Documentation

🤝 Contributing

This project follows a systematic development pattern that can be adapted for other MCP servers. Feel free to use it as a template!

📝 License

This project was created using bun init in bun v1.2.20. Bun is a fast all-in-one JavaScript runtime.

🔗 Resources

💡 Tips

  1. Start with the CLI - Build and test your business logic with a CLI tool before creating the MCP server

  2. Use the template - The bun-mcp-template provides a solid foundation

  3. Test thoroughly - Create test scripts for each component (MongoDB, API, MCP tools)

  4. Document errors - Provide helpful error messages with actionable guidance

  5. Handle edge cases - Consider rate limits, missing data, network errors, etc.

🐛 Troubleshooting

MCP Server Not Connecting

  1. Verify MongoDB is running: mongo --version or check Docker container

  2. Check .env file has correct MONGODB_CONNECTION_STRING

  3. Ensure the path in MCP config matches your actual project location

  4. Check MCP client logs for specific errors

Auto-Pull Not Working

  1. Verify .keylist file exists in project root

  2. Check API keys are valid (test with CLI: bun src/run-stocks.ts --pull-stock AAPL)

  3. Ensure you haven't hit rate limits (5 calls/minute, 500 calls/day)

  4. Check server logs for specific error messages

Path Resolution Issues

The .keylist file must be in the project root. If you get "file not found" errors, verify:

ls -la .keylist

The server uses absolute path resolution, so it should work from any directory.

Built with ❤️ using Bun and the Model Context Protocol

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