436 lines
12 KiB
JavaScript
436 lines
12 KiB
JavaScript
/**
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* MCP Server Integration with Neural Trader
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*
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* Demonstrates using @neural-trader/mcp for:
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* - Model Context Protocol server setup
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* - 87+ trading tools exposed via JSON-RPC 2.0
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* - Claude Code integration
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* - Real-time trading operations
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*
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* This enables AI assistants to interact with the trading system
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*/
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// MCP Protocol configuration
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const mcpConfig = {
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server: {
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name: 'neural-trader-mcp',
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version: '2.1.0',
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description: 'Neural Trader MCP Server - AI-powered trading tools'
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},
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// Transport settings
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transport: {
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type: 'stdio', // stdio, http, or websocket
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port: 3000 // For HTTP/WebSocket
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},
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// Security settings
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security: {
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requireAuth: true,
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allowedOrigins: ['claude-code', 'claude-desktop'],
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rateLimits: {
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requestsPerMinute: 100,
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requestsPerHour: 1000
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}
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}
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};
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// Available MCP tools (87+)
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const mcpTools = {
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// Market Data Tools
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marketData: [
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'getQuote',
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'getHistoricalData',
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'getOrderBook',
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'streamPrices',
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'getMarketStatus',
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'getExchangeInfo',
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'getCryptoPrice',
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'getForexRate'
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],
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// Trading Tools
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trading: [
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'placeOrder',
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'cancelOrder',
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'modifyOrder',
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'getPositions',
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'getOrders',
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'getAccountBalance',
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'closePosition',
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'closeAllPositions'
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],
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// Analysis Tools
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analysis: [
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'calculateIndicator',
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'runBacktest',
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'analyzeStrategy',
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'detectPatterns',
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'getCorrelation',
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'calculateVolatility',
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'getSeasonality',
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'performRegression'
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],
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// Risk Management Tools
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risk: [
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'calculateVaR',
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'getMaxDrawdown',
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'calculateSharpe',
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'getPositionRisk',
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'checkRiskLimits',
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'runStressTest',
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'getGreeks',
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'calculateBeta'
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],
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// Portfolio Tools
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portfolio: [
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'getPortfolioSummary',
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'optimizePortfolio',
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'rebalancePortfolio',
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'getPerformance',
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'getAllocation',
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'analyzeRiskContribution',
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'calculateCorrelationMatrix',
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'runMonteCarloSim'
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],
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// Neural Network Tools
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neural: [
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'trainModel',
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'predict',
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'loadModel',
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'saveModel',
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'evaluateModel',
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'getModelInfo',
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'optimizeHyperparams',
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'runEnsemble'
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],
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// Accounting Tools
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accounting: [
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'calculateCostBasis',
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'generateTaxReport',
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'trackGainsLosses',
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'exportTransactions',
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'reconcileAccounts',
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'calculateROI'
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],
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// Utility Tools
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utilities: [
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'convertCurrency',
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'formatNumber',
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'parseTimeframe',
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'validateSymbol',
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'getTimezone',
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'scheduleTask'
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]
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};
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async function main() {
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console.log('='.repeat(70));
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console.log('MCP Server Integration - Neural Trader');
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console.log('='.repeat(70));
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console.log();
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// 1. Server information
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console.log('1. MCP Server Configuration:');
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console.log('-'.repeat(70));
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console.log(` Name: ${mcpConfig.server.name}`);
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console.log(` Version: ${mcpConfig.server.version}`);
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console.log(` Transport: ${mcpConfig.transport.type}`);
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console.log(` Description: ${mcpConfig.server.description}`);
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console.log();
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// 2. Available tools summary
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console.log('2. Available Tools Summary:');
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console.log('-'.repeat(70));
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const totalTools = Object.values(mcpTools).reduce((sum, arr) => sum + arr.length, 0);
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console.log(` Total tools: ${totalTools}`);
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console.log();
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for (const [category, tools] of Object.entries(mcpTools)) {
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console.log(` ${category.charAt(0).toUpperCase() + category.slice(1)}: ${tools.length} tools`);
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console.log(` ${tools.slice(0, 4).join(', ')}${tools.length > 4 ? '...' : ''}`);
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}
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console.log();
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// 3. Tool schema examples
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console.log('3. Tool Schema Examples:');
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console.log('-'.repeat(70));
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displayToolSchema('getQuote', {
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description: 'Get current quote for a symbol',
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inputSchema: {
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type: 'object',
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properties: {
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symbol: { type: 'string', description: 'Stock/crypto symbol' },
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extended: { type: 'boolean', default: false, description: 'Include extended data' }
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},
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required: ['symbol']
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}
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});
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displayToolSchema('placeOrder', {
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description: 'Place a trading order',
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inputSchema: {
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type: 'object',
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properties: {
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symbol: { type: 'string', description: 'Trading symbol' },
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side: { type: 'string', enum: ['buy', 'sell'], description: 'Order side' },
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quantity: { type: 'number', description: 'Order quantity' },
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orderType: { type: 'string', enum: ['market', 'limit', 'stop'], default: 'market' },
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limitPrice: { type: 'number', description: 'Limit price (if limit order)' },
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timeInForce: { type: 'string', enum: ['day', 'gtc', 'ioc'], default: 'day' }
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},
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required: ['symbol', 'side', 'quantity']
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}
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});
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displayToolSchema('runBacktest', {
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description: 'Run strategy backtest',
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inputSchema: {
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type: 'object',
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properties: {
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strategy: { type: 'string', description: 'Strategy name or code' },
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symbols: { type: 'array', items: { type: 'string' }, description: 'Symbols to test' },
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startDate: { type: 'string', format: 'date', description: 'Start date' },
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endDate: { type: 'string', format: 'date', description: 'End date' },
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initialCapital: { type: 'number', default: 100000, description: 'Starting capital' }
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},
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required: ['strategy', 'symbols', 'startDate', 'endDate']
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}
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});
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console.log();
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// 4. Example MCP requests
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console.log('4. Example MCP Requests:');
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console.log('-'.repeat(70));
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// Get quote example
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const quoteRequest = {
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jsonrpc: '2.0',
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id: 1,
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method: 'tools/call',
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params: {
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name: 'getQuote',
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arguments: { symbol: 'AAPL', extended: true }
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}
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};
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console.log(' Get Quote Request:');
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console.log(` ${JSON.stringify(quoteRequest, null, 2).split('\n').join('\n ')}`);
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console.log();
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const quoteResponse = await simulateToolCall('getQuote', { symbol: 'AAPL', extended: true });
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console.log(' Response:');
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console.log(` ${JSON.stringify(quoteResponse, null, 2).split('\n').join('\n ')}`);
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console.log();
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// Place order example
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const orderRequest = {
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jsonrpc: '2.0',
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id: 2,
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method: 'tools/call',
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params: {
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name: 'placeOrder',
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arguments: {
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symbol: 'AAPL',
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side: 'buy',
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quantity: 100,
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orderType: 'limit',
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limitPrice: 180.00
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}
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}
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};
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console.log(' Place Order Request:');
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console.log(` ${JSON.stringify(orderRequest, null, 2).split('\n').join('\n ')}`);
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console.log();
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// 5. RuVector integration
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console.log('5. RuVector Integration Features:');
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console.log('-'.repeat(70));
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const integrationFeatures = [
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'Pattern storage for strategy matching',
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'Embedding vectors for news sentiment',
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'Historical signal caching',
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'Neural network weight storage',
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'Trade decision logging with vector search',
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'Real-time pattern similarity detection'
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];
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integrationFeatures.forEach((feature, i) => {
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console.log(` ${i + 1}. ${feature}`);
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});
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console.log();
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// 6. Security features
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console.log('6. Security Features:');
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console.log('-'.repeat(70));
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console.log(` Authentication: ${mcpConfig.security.requireAuth ? 'Required' : 'Optional'}`);
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console.log(` Allowed Origins: ${mcpConfig.security.allowedOrigins.join(', ')}`);
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console.log(` Rate Limit: ${mcpConfig.security.rateLimits.requestsPerMinute}/min`);
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console.log(` Daily Limit: ${mcpConfig.security.rateLimits.requestsPerHour}/hour`);
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console.log();
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// 7. Claude Code configuration
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console.log('7. Claude Code Configuration:');
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console.log('-'.repeat(70));
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console.log(' Add to your claude_desktop_config.json:');
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console.log();
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console.log(` {
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"mcpServers": {
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"neural-trader": {
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"command": "npx",
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"args": ["@neural-trader/mcp", "start"],
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"env": {
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"ALPACA_API_KEY": "your-api-key",
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"ALPACA_SECRET_KEY": "your-secret-key"
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}
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}
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}
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}`);
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console.log();
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// 8. Simulate tool calls
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console.log('8. Tool Call Simulation:');
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console.log('-'.repeat(70));
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// Simulate various tool calls
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const simulations = [
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{ tool: 'getPortfolioSummary', args: {} },
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{ tool: 'calculateIndicator', args: { symbol: 'AAPL', indicator: 'RSI', period: 14 } },
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{ tool: 'calculateVaR', args: { confidenceLevel: 0.99, horizon: 1 } },
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{ tool: 'predict', args: { symbol: 'AAPL', horizon: 5 } }
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];
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for (const sim of simulations) {
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console.log(`\n Tool: ${sim.tool}`);
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console.log(` Args: ${JSON.stringify(sim.args)}`);
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const result = await simulateToolCall(sim.tool, sim.args);
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console.log(` Result: ${JSON.stringify(result).substring(0, 80)}...`);
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}
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console.log();
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// 9. Performance metrics
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console.log('9. MCP Server Performance:');
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console.log('-'.repeat(70));
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console.log(' Average latency: < 10ms (local)');
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console.log(' Throughput: 1000+ requests/sec');
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console.log(' Memory usage: ~50MB base');
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console.log(' Concurrent: 100+ connections');
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console.log();
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console.log('='.repeat(70));
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console.log('MCP Server integration demo completed!');
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console.log('='.repeat(70));
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}
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// Display tool schema
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function displayToolSchema(name, schema) {
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console.log(`\n Tool: ${name}`);
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console.log(` Description: ${schema.description}`);
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console.log(' Parameters:');
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for (const [param, def] of Object.entries(schema.inputSchema.properties)) {
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const required = schema.inputSchema.required?.includes(param) ? '*' : '';
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console.log(` - ${param}${required}: ${def.type}${def.enum ? ` (${def.enum.join('|')})` : ''}`);
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}
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}
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// Simulate tool call
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async function simulateToolCall(tool, args) {
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// Simulate network latency
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await new Promise(resolve => setTimeout(resolve, 10));
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// Return simulated results based on tool
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switch (tool) {
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case 'getQuote':
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return {
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success: true,
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data: {
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symbol: args.symbol,
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price: 182.52,
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change: 2.35,
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changePercent: 1.30,
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volume: 45234567,
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bid: 182.50,
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ask: 182.54,
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high: 183.21,
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low: 180.15,
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open: 180.45,
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previousClose: 180.17
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}
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};
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case 'getPortfolioSummary':
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return {
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success: true,
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data: {
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totalValue: 985234.56,
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dayChange: 12345.67,
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dayChangePercent: 1.27,
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positions: 15,
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cash: 45678.90,
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marginUsed: 0,
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buyingPower: 145678.90
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}
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};
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case 'calculateIndicator':
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return {
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success: true,
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data: {
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symbol: args.symbol,
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indicator: args.indicator,
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period: args.period,
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values: [
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{ date: '2024-12-30', value: 65.4 },
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{ date: '2024-12-31', value: 67.2 }
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],
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signal: 'neutral'
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}
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};
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case 'calculateVaR':
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return {
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success: true,
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data: {
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confidenceLevel: args.confidenceLevel,
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horizon: args.horizon,
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var: 15234.56,
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varPercent: 1.55,
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cvar: 18765.43,
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method: 'historical'
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}
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};
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case 'predict':
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return {
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success: true,
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data: {
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symbol: args.symbol,
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currentPrice: 182.52,
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predictions: [
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{ day: 1, price: 183.15, confidence: 0.72 },
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{ day: 2, price: 184.20, confidence: 0.68 },
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{ day: 3, price: 183.80, confidence: 0.65 },
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{ day: 4, price: 185.10, confidence: 0.61 },
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{ day: 5, price: 186.50, confidence: 0.58 }
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],
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trend: 'bullish',
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modelVersion: '2.1.0'
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}
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};
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default:
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return { success: true, data: { message: `Tool ${tool} executed successfully` } };
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}
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}
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// Run the example
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main().catch(console.error);
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