QuantConnect MCP Server

Instructions

Implementation Reference

• quantconnect_mcp/src/tools/live_tools.py:800-905 (handler)

  The core handler function for the 'read_live_orders' tool. Decorated with @mcp.tool(), validates inputs, authenticates, makes API request to QuantConnect's live/orders/read endpoint, and returns orders data or error.

  @mcp.tool()
  async def read_live_orders(
      project_id: int, start: int = 0, end: int = 100
  ) -> Dict[str, Any]:
      """
      Read orders from a live algorithm.
  
      Args:
          project_id: Project ID of the live algorithm
          start: Starting index of orders to fetch (default: 0)
          end: Last index of orders to fetch (default: 100, max range: 100)
  
      Returns:
          Dictionary containing live algorithm orders data
      """
      auth = get_auth_instance()
      if auth is None:
          return {
              "status": "error",
              "error": "QuantConnect authentication not configured. Use configure_auth() first.",
          }
  
      # Validate range
      if end - start > 100:
          return {
              "status": "error",
              "error": "Range too large: end - start must be less than or equal to 100",
          }
  
      if start < 0 or end < 0:
          return {
              "status": "error",
              "error": "Start and end indices must be non-negative",
          }
  
      if start >= end:
          return {
              "status": "error",
              "error": "Start index must be less than end index",
          }
  
      try:
          # Prepare request data
          request_data = {
              "projectId": project_id,
              "start": start,
              "end": end,
          }
  
          # Make API request
          response = await auth.make_authenticated_request(
              endpoint="live/orders/read", method="POST", json=request_data
          )
  
          # Parse response
          if response.status_code == 200:
              data = response.json()
  
              if data.get("success", False):
                  orders = data.get("orders", {})
                  length = data.get("length", 0)
  
                  return {
                      "status": "success",
                      "project_id": project_id,
                      "start": start,
                      "end": end,
                      "orders": orders,
                      "length": length,
                      "message": f"Successfully retrieved {length} orders from live algorithm {project_id} (range: {start}-{end})",
                  }
              else:
                  # API returned success=false
                  errors = data.get("errors", ["Unknown error"])
                  return {
                      "status": "error",
                      "error": "Failed to read live algorithm orders",
                      "details": errors,
                      "project_id": project_id,
                  }
  
          elif response.status_code == 401:
              return {
                  "status": "error",
                  "error": "Authentication failed. Check your credentials and ensure they haven't expired.",
              }
  
          else:
              return {
                  "status": "error",
                  "error": f"API request failed with status {response.status_code}",
                  "response_text": (
                      response.text[:500]
                      if hasattr(response, "text")
                      else "No response text"
                  ),
              }
  
      except Exception as e:
          return {
              "status": "error",
              "error": f"Failed to read live algorithm orders: {str(e)}",
              "project_id": project_id,
              "start": start,
              "end": end,
          }

• quantconnect_mcp/src/server.py:78-78 (registration)

  Registers all live trading tools, including 'read_live_orders', by calling register_live_tools(mcp) during MCP server initialization.

  register_live_tools(mcp)

• quantconnect_mcp/src/tools/live_tools.py:801-814 (schema)

  Input schema defined by function parameters (project_id: int required, start/end: int optional defaults) and comprehensive docstring. Output is Dict[str, Any] with status, orders, etc.

  async def read_live_orders(
      project_id: int, start: int = 0, end: int = 100
  ) -> Dict[str, Any]:
      """
      Read orders from a live algorithm.
  
      Args:
          project_id: Project ID of the live algorithm
          start: Starting index of orders to fetch (default: 0)
          end: Last index of orders to fetch (default: 100, max range: 100)
  
      Returns:
          Dictionary containing live algorithm orders data
      """