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traders-edge-mcp

by jsconiers
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Python
Remote

Traders Edge MCP

A consolidated 0DTE-focused options cockpit for SPX / SPXW, exposed as a Model Context Protocol server. It pulls free, key-less market data and turns it into the dealer-positioning, volatility, and event signals an index-options scalper actually watches — chain & Greeks, gamma exposure (GEX), the zero-gamma flip, call/put walls, max-pain, 0DTE expected move, dealer DEX / vanna / charm, the full VIX term structure, and an economic-event clock.

Greeks are recomputed analytically (vectorized Black–Scholes via numpy) from open interest and implied vol, with proper Eastern-time time-to-expiry so 0DTE gamma stays realistic into the bell.

Data is ~15 minutes delayed (CBOE delayed quotes). That is fine for positioning and regime. Overlay a live broker quote (e.g. Robinhood/E*TRADE/Alpaca MCP) for execution pricing.

Tools (70)

Chain & Greeks

Tool

What it does

options_chain

SPX/SPXW chain near the money with IV + recomputed delta/gamma. Defaults to the nearest SPXW expiry; zero_dte=True for today.

option_quote

Full detail for one OCC symbol (e.g. SPXW260619C05500000): quote, IV, delta/gamma/vanna/charm.

expirations

Available SPX/SPXW expirations and days-to-expiry.

Dealer positioning

Tool

What it does

gamma_exposure

Total dealer GEX ($ per 1% move) + the zero-gamma flip level and long/short-gamma regime.

gamma_walls

Call wall / put wall (largest gamma strikes), net-gamma strikes, and max-pain for an expiration.

zero_dte_exposure

One-shot 0DTE dashboard: GEX, flip, walls, max-pain pin, expected move (ATM straddle), gamma concentration.

dealer_exposure

Dealer DEX (dollar delta), vanna (per 1% vol), and charm (per day) exposure.

Vol complex

Tool

What it does

vix_complex

VIX1D / VIX9D / VIX / VIX3M / VVIX / SKEW with a regime read.

vix_term_structure

Front-to-back VIX curve + contango/backwardation regime.

Event clock

Tool

What it does

economic_calendar

Upcoming high-impact US macro events + live Treasury auctions over N days.

next_event

The single next macro event with an ET countdown.

Plus traders_edge_status (health check / current spot).

0DTE decision support

Tool

What it does

expected_move

ATM-straddle implied range (~1-sigma) for the session, plus +/-1 & +/-2 sigma levels and the IV-based move.

strike_probabilities

Per-strike risk-neutral prob-ITM and prob-of-touch (Black-Scholes from each strike's IV).

daily_game_plan

One call for today's 0DTE map: expected-move bands + gamma flip/walls + max-pain + high-OI pins, assembled into support/resistance.

Tier 2 — Macro context (FRED, key-less)

Tool

What it does

fed_funds

Current Fed Funds rate + recent monthly path.

yield_curve

Treasury curve (3M–30Y), 2s10s / 3m10s spreads, inversion flags.

inflation

CPI / core CPI / PCE / core PCE (YoY) + 5Y/10Y breakevens.

labor_market

Unemployment, payroll change, participation, wages, claims.

growth

Real GDP, industrial production, retail sales.

financial_conditions

NFCI, HY & IG credit spreads, dollar index, VIX.

recession_indicators

Sahm Rule, curve spreads, composite read.

series / latest

Any FRED series ID over a window, or latest values for a list.

series_search

Catalog keyword search (needs free FRED_API_KEY).

fred_status

FRED health check.

Macro data is pulled key-less from the FRED fredgraph CSV endpoint.

Cross-broker risk / Greeks aggregator

Tool

What it does

net_greeks

Net dollar delta / gamma / theta / vega across Alpaca + your positions file; delta also in SPX points.

risk_summary

Beta-weighted SPX exposure, gross/long/short notional, by-broker & by-underlying breakdowns, top contributors.

concentration

Exposure % by underlying; flags names above the threshold (default 25%, CONCENTRATION_PCT).

scenario_shock

Portfolio P&L across a set of SPX % moves (delta + gamma convexity).

daily_target

Today's realized P&L vs your daily target (DAILY_TARGET, default $524), with a post-target discipline check. Realized P&L is sourced from fee-inclusive Robinhood round trips (Alpaca equity-delta is a labeled fallback).

robinhood_positions

Live Robinhood holdings (stocks + option legs with broker-provided Greeks).

etrade_positions

Live E*TRADE holdings (stocks + options; SPX/SPXW priced via CBOE).

alpaca_positions / load_positions

Raw position views from each source.

risk_status

Which position sources are configured / reachable.

Positions are pulled automatically from your Alpaca, Robinhood, and E*TRADE accounts, and can be supplemented with a broker-agnostic positions file for anything held elsewhere:

  • Alpaca — live /v2/positions (creds via ALPACA_ENV_FILE, default the alpaca-mcp .env).

  • Robinhood — stock holdings plus option legs (with broker-provided delta/gamma/theta/vega/IV) via the cached robin_stocks session shared with the robinhood-local server. Creds from RH_USERNAME/ RH_PASSWORD (or RH_ENV_FILE, default the robinhood-local .env); the session pickle lives in ~/.robinhood/ and refreshes every 7 days (a one-time device-approval prompt may appear in the Robinhood app on first use after expiry).

  • E*TRADE — stock + option positions via the cached pyetrade OAuth session shared with the etrade MCP (~/.etrade/tokens.pickle; idle tokens auto-renew). Creds from ETRADE_CONSUMER_KEY/SECRET (or ET_ENV_FILE). E*TRADE access tokens expire nightly — if expired, re-authorize via the etrade MCP (setup_etrade_auth.py). SPX/SPXW E*TRADE options are priced from CBOE; equity-option Greeks from E*TRADE aren't fetched yet.

  • Positions file — default ~/.trading/positions.json (override POSITIONS_FILE).

Each source can be toggled per call via include_alpaca / include_robinhood / include_etrade / include_file. SPX/SPXW options are auto-priced from CBOE; broker-supplied option Greeks are used directly; equities are beta-weighted for SPX-equivalent exposure via a built-in beta map (editable with BETA_OVERRIDES="ICE:1.05,NVDA:1.7" or BETA_MAP_FILE=<json>; unmapped symbols default to 1.0). Example positions file:

{"positions": [
  {"broker": "robinhood", "symbol": "ICE", "qty": 500, "type": "equity", "beta": 1.05},
  {"broker": "robinhood", "symbol": "SPXW260620P07400000", "qty": -2, "type": "option"}
]}

Discipline / behavioral (Robinhood fills)

Tool

What it does

daily_pnl_curve

Realized-P&L curve from your option fills (net of fees), with the target-cross marked and the give-back-after-target quantified.

daily_review

End-of-day scorecard: win rate, expectancy, profit factor, P&L by hour, and the before-vs-after-target split.

should_i_trade

Real-time GO / CAUTION / STOP gate from past-target status, give-back from peak, consecutive losses, churning, and time-of-session.

Realized P&L is reconstructed from Robinhood option fills (net_amount, fees included) with round trips matched open->close FIFO. These tools target the logged pattern of giving back gains after hitting target; a recon note flags any day where positions expired or remain open (net cash flow != round-trip realized).

Position management & macro regime

Tool

What it does

covered_call_manager

Scans your Robinhood short calls: DTE, assignment prob (delta), premium captured vs extrinsic left, annualized yield, share-coverage check, earnings-before-expiry flag, and roll signals.

earnings_calendar

Next single-name earnings for your holdings (or a symbol list): date, BMO/AMC session, days away, within-window flag; ETFs/funds listed separately.

regime_classifier

Folds VIX + VIX term structure + NFCI + HY credit spreads + 2s10s curve + Sahm rule into one risk-on/neutral/risk-off score with a 0DTE posture.

Performance, tax & snapshot history

Tool

What it does

discipline_backtest

Replays your fills through the stop-at-target rule: actual vs stop-at-target P&L, the after-target leak (losing days), win rate, expectancy, profit factor, an equity curve, and by-day-of-week / by-hour breakdowns.

tax_summary

Year-to-date realized options P&L (short vs long term, by month, gross gains/losses) plus identical-contract wash-sale candidates. CPA hand-off; not tax advice.

snapshot_log

Logs the current 0DTE state (spot, GEX, gamma flip, call/put walls, max-pain, expected move, VIX/VIX1D, regime) to local SQLite.

snapshot_history

Reads back the day's snapshots and summarizes intraday drift — GEX migration and where the key levels moved.

roll_candidates

Roll-up-and-out targets for a covered call: candidate strikes/expiries with mark, delta, net credit vs closing the current call, and annualized yield.

Configuration

Tool

What it does

trading_config

View or change your goals/discipline settings (daily target, give-back %, roll thresholds…) in config.json — live, no restart.

Goals and discipline thresholds live in config.json next to the server (or point TE_CONFIG_FILE elsewhere). Precedence is env var > config.json > built-in default, and edits are picked up live (no restart). Change them by editing the file or via the tool — e.g. trading_config(action="set", key="daily_target", value="550"). Editable keys: daily_target, weekly_target, giveback_frac, rapid_reentry_secs, late_session_et, max_trades_per_day, roll_delta, roll_dte. See config.example.json.

Daily workflow (v0.8.0)

Tool

What it does

morning_brief

Pre-open command center: regime + posture, key 0DTE levels (spot, expected move, gamma flip, call/put walls, max-pain), the vol complex, high-impact econ events, holdings reporting earnings within ~7 days, your last session result, and the discipline reset.

eod_wrap

End-of-day wrap: realized vs target, discipline adherence (stopped at target vs gave back), where the key levels closed, and a snapshot logged to history.

weekly_review

This week realized P&L vs your weekly target: Mon-Fri daily breakdown, best/worst day, win rate, progress to goal.

tilt_detector

Scans a session trade sequence for tilt: revenge sizing, rushing (shrinking entry gaps), intraday win-rate decay, and trading after a give-back from peak.

Wheel & income (v0.8.0)

Tool

What it does

wheel_tracker

Lifetime wheel scorecard for a symbol: net option premium (calls + puts), contracts sold to open, buy-to-close cost, cycles, share position, and effective cost basis after premium.

covered_call_writer

Fresh covered calls to write on a holding: OTM strikes near a target delta across expiries, ranked by annualized yield, with contracts covered and an earnings/ex-dividend-before-expiry flag.

csp_finder

Cash-secured puts to sell: OTM strikes near a target delta ranked by annualized yield on the cash secured, with cash required per contract and an earnings flag.

dividend_calendar

Projected next ex-dividend dates for your holdings (last ex-date + frequency), with payout cadence, dividend/share, and yield -- drives early-assignment risk on short calls.

Risk analytics (v0.8.0)

Tool

What it does

correlation_matrix

Daily-return correlation across holdings: pairwise matrix, each name average correlation, most/least correlated pairs, and portfolio-wide average -- a true-diversification check.

account_growth

Risk/return profile of your current holdings over a period (total return, CAGR, annualized vol, max drawdown, rough Sharpe), valuing today positions back through price history. Synthetic, not actual past account equity.

0DTE execution & tax (v0.8.0)

Tool

What it does

spot_blend

De-stales the gamma map: compares the delayed CBOE chain spot to a live SPY-implied SPX and flags whether spot has likely crossed the gamma flip or a wall since the snapshot. When no basis is passed, the SPY->SPX basis auto-calibrates against the live index_quote SPX print.

pcs_sizer

Sizes an SPX put credit spread (ASD 0DTE PCS): short put nearest a target delta, long put a given width below, with net credit, max loss, breakeven, return-on-risk, and an approximate POP.

event_risk_radar

What can gap your book in the next N days: high-impact econ events plus holdings reporting earnings, merged into one timeline flagged by what you hold.

estimated_tax

Estimated tax set-aside on realized trading gains: YTD short/long-term options P&L x marginal federal + Georgia rates, with a quarterly figure. Trading gains only; not tax advice.

Robinhood-native (v0.9.0)

Tool

What it does

realized_pnl

Authoritative realized-P&L check: reconciles the FIFO reconstruction (daily_pnl_curve / tax_summary) against a fee-inclusive round-trip figure and, when RH_PNL_HUB_URL is set, Robinhood's official PnL-hub payload. The reconciliation block isolates fees, expiries/assignments, and unpaired open legs.

index_quote

Live SPX / VIX / NDX index levels from Robinhood marketdata -- a real-time print to de-stale the ~15-min CBOE chain and calibrate the SPY->SPX basis. Endpoint pinnable via RH_INDEX_QUOTE_URL.

watchlist_radar

Catalyst radar across a named Robinhood watchlist: next earnings (BMO/AMC) and projected next ex-dividend per name, flagged within a window, plus P/E and yield, ranked by nearest event. Also folds in per-symbol technicals (trend/momentum scores + exhaustion/rebound/death-cross flags) from a shared 1y history batch.

earnings_results

Per-symbol trailing earnings: EPS actual vs estimate, surprise ($ and %), report date and timing, ~8 quarters.

equity_fundamentals

Per-symbol snapshot: P/E, P/B, market cap, shares, dividend yield, 52-week range, sector/industry, and a short profile; up to 10 symbols.

Technical engine (v0.10.0)

Tool

What it does

equity_technicals

Local, deterministic per-stock trend/momentum read: ~1y daily closes -> EMA(20/50/200)+slopes, RSI-14 (Wilder), MACD(12/26/9), TRIX(15/9), Bollinger(20,2)+%B, a Trend score and Momentum score (each -2..+2), and flags (exhaustion, bearish, rebound, death cross, stretch-vs-EMA20). Descriptive only -- no buy/sell call.

market_internals

Cross-asset regime read from 8 ETFs (SPY, RSP, IWM, HYG, LQD, TLT, XLY, XLP) with the 2s10s spread auto-filled from FRED (T10Y2Y, fallback DGS10 - DGS2): composite (-1..+1), pillar score (-2..+2), regime label, inflationary flag, and SPY/TLT correlation. Complements regime_classifier.

Related MCP server: Quant Companion MCP

Data sources

Most live, historical, and fundamental data is pulled from the authenticated Robinhood session (robin_stocks). CBOE delayed quotes are the keyless chain & volatility backbone, FRED supplies macro series, and a handful of sources are optional. Yahoo Finance is used in exactly one place -- see the table.

Data

Provider

Endpoint / API

Auth

Notes

Option chain & Greeks inputs

CBOE delayed quotes

cdn.cboe.com/.../options/_SPX.json

none

~15-min delayed; AM SPX + PM SPXW, ~32k contracts (OI, IV, Greeks)

Vol indices (VIX1D...SKEW)

CBOE delayed quotes

cdn.cboe.com/.../quotes/_{SYM}.json

none

~15-min delayed

Live SPY -> SPX overlay

Robinhood

robin_stocks get_latest_price

session

live; de-stales the chain spot

Live-er 0DTE chain (optional path)

Robinhood

api.robinhood.com options

session

via _load_chain_smart

Historical daily closes

Robinhood

get_stock_historicals

session

correlation / account-growth

Earnings dates

Robinhood

get_earnings

session

covered-call earnings-before-expiry flag

Dividends / ex-dividend

Robinhood

get_fundamentals

session

next ex-date is projected

Non-SPX equity-leg pricing

Yahoo Finance

query1.finance.yahoo.com/v8/finance/chart

none

the only Yahoo use -- prices non-SPX equity legs in the risk rollup (_price_map)

Macro series (NFCI, spreads, ...)

FRED (St. Louis Fed)

fred.stlouisfed.org/.../fredgraph.csv

none

key only for series search (FRED_API_KEY)

Treasury auctions / events

TreasuryDirect

treasurydirect.gov/TA_WS/securities/upcoming

none

Economic calendar (tick-precise)

FMP or Finnhub

financialmodelingprep.com / finnhub.io

key

optional; without a key the calendar is curated/approx

Positions & account

Robinhood / Alpaca / E*TRADE

respective APIs

session/key

cross-broker aggregator (risk_summary, net_greeks)

Provider note: Robinhood is already the authenticated backbone for live/historical/fundamental pulls, so the lone Yahoo dependency could be folded into robin_stocks get_latest_price to consolidate on a single provider. Yahoo's unauthenticated endpoint is the most rate-limit-prone source in the stack, but it sits off the hot 0DTE path.

Optional: set FMP_API_KEY or FINNHUB_API_KEY for a fully live economic calendar (tick-precise CPI / PCE / PPI release dates). Without a key, the calendar is built from rule-based releases (jobless claims, NFP, ISM), the 2026 FOMC schedule, a curated macro table, and live Treasury auctions — every event is source-tagged so you know its provenance.

Methodology & conventions

  • Greeks: vectorized Black–Scholes, q=0 (index options), r=TE_RISK_FREE (default 4.3%; gamma is ~insensitive to it). Normal CDF via an Abramowitz–Stegun approximation (max error ~7e-8); no scipy.

  • Time to expiry: years from now (ET) to 16:00 ET on the expiration date, floored at ~30 minutes so 0DTE gamma stays finite at the close.

  • GEX convention: dealers assumed long calls / short puts → call gamma adds, put gamma subtracts. Dollar gamma per 1% move per option = gamma × OI × 100 × spot² × 0.01. Positive total GEX ⇒ dealers long gamma (vol-dampening / mean-reverting); negative ⇒ short gamma (moves amplified).

  • Zero-gamma flip: net signed dollar gamma is recomputed across 81 spot levels (±10%); the flip is the zero-crossing nearest spot.

  • Max-pain: the strike minimizing total option-holder intrinsic payout for that expiration.

  • Expected move (0DTE): the ATM straddle mid (~1-sigma for the session).

  • DEX / vanna / charm: same dealer (long-calls / short-puts) sign convention as GEX.

These are standard market-positioning heuristics computed from delayed open interest, not a guarantee of dealer books or future price. Use as one input alongside your own read.

Install

cd traders-edge-mcp
/Library/Frameworks/Python.framework/Versions/3.13/bin/python3 -m venv .venv
.venv/bin/pip install -r requirements.txt

Configure (Claude Desktop)

Add to ~/Library/Application Support/Claude/claude_desktop_config.json:

{
  "mcpServers": {
    "traders-edge": {
      "command": "/Users/<you>/Claude/mcp/traders-edge-mcp/.venv/bin/python",
      "args": ["/Users/<you>/Claude/mcp/traders-edge-mcp/traders_edge_mcp.py"]
    }
  }
}

(See claude_desktop_config.example.json.) Restart Claude Desktop after editing.

Test

.venv/bin/python test_traders_edge.py     # offline math/parsing tests

Disclaimer

For research and educational use only. Not investment advice. Market data is delayed; positioning metrics are modeled heuristics. You are responsible for your own trading decisions.

License

MIT — see LICENSE.

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