mcp: serveur MCP officiel hfmarketdata-mcp (14 outils, 2 ressources, 3 prompts, stdio) + tests vitest + tarball téléchargeable

- TypeScript, @modelcontextprotocol/sdk + zod, fetch natif, Node >= 20
- outils : search_symbols, get_bars, get_futures_contracts, get_futures_chain, get_continuous, get_term_structure, get_options_chain, get_coverage, get_financial_statements, get_ratios, get_ratios_daily, screen_fundamentals, get_filings, subscribe_filings (websocket borné)
- sorties compactes {columns,rows}, résumé tête/queue au-delà de 200 lignes, en-têtes X-RateLimit-* et 429 explicités, erreurs uniformes
- README vitrine (Claude Code / Cursor / Codex / Claude Desktop), guide d'enregistrement de la démo, smoke test live
- hfmarketdata/web/public/downloads/hfmarketdata-mcp-1.0.0.tgz (npm pack) servi par le SPA fallback

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>

Simon-Pierre Boucher committed 20 days ago (Sep 4, 2026) parent 7ee2ef9

25 changed files +4,926 −0

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	1	+# Distributables served at https://www.hfmarketdata.io/downloads/ — committed on purpose
	2	+# (the repository root ignores *.zip for data archives; re-include ours here).
	3	+!*.zip
	4	+!*.tgz

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	1	+node_modules/
	2	+dist/
	3	+*.tgz

added mcp/LICENSE +21 −0

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	1	+MIT License
	2	+
	3	+Copyright (c) 2026 Simon-Pierre Boucher
	4	+
	5	+Permission is hereby granted, free of charge, to any person obtaining a copy
	6	+of this software and associated documentation files (the "Software"), to deal
	7	+in the Software without restriction, including without limitation the rights
	8	+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
	9	+copies of the Software, and to permit persons to whom the Software is
	10	+furnished to do so, subject to the following conditions:
	11	+
	12	+The above copyright notice and this permission notice shall be included in all
	13	+copies or substantial portions of the Software.
	14	+
	15	+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
	16	+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
	17	+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
	18	+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
	19	+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
	20	+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
	21	+SOFTWARE.

added mcp/README.md +185 −0

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	1	+<p align="center">
	2	+ <img src="docs/demo.gif" alt="hfmarketdata-mcp demo — asking Claude Code for the CL term structure" width="820" />
	3	+</p>
	4	+
	5	+<h1 align="center">hfmarketdata-mcp</h1>
	6	+
	7	+<p align="center">
	8	+ The official <a href="https://modelcontextprotocol.io">MCP</a> server for <a href="https://www.hfmarketdata.io">HF Market Data</a> —
	9	+ 1-minute to daily bars for stocks, ETFs, futures, crypto, indices and FX since 2007, individual futures contracts, custom continuous series,
	10	+ term structures, options chains with Greeks and point-in-time SEC fundamentals, straight into Claude Code, Cursor, Codex or any MCP client.
	11	+</p>
	12	+
	13	+<p align="center">
	14	+ <a href="https://www.npmjs.com/package/hfmarketdata-mcp"><img alt="npm" src="https://img.shields.io/npm/v/hfmarketdata-mcp?color=5ee7a5&label=npm" /></a>
	15	+ <img alt="node" src="https://img.shields.io/badge/node-%E2%89%A5%2020-5ee7a5" />
	16	+ <img alt="MCP" src="https://img.shields.io/badge/MCP-stdio-37b3ff" />
	17	+ <img alt="tools" src="https://img.shields.io/badge/tools-14-37b3ff" />
	18	+ <img alt="tests" src="https://img.shields.io/badge/vitest-45%20passing-5ee7a5" />
	19	+ <a href="./LICENSE"><img alt="license" src="https://img.shields.io/badge/license-MIT-lightgrey" /></a>
	20	+</p>
	21	+
	22	+---
	23	+
	24	+## Quickstart (60 seconds)
	25	+
	26	+```bash
	27	+# 1. Install (pick one)
	28	+npm i -g hfmarketdata-mcp # from npm (once published)
	29	+npm i -g https://www.hfmarketdata.io/downloads/hfmarketdata-mcp-1.0.0.tgz # direct tarball, works today
	30	+
	31	+# 2. Check the connection (keyless works out of the box: 30 requests/hour)
	32	+hfmarketdata-mcp --selftest
	33	+# OK https://www.hfmarketdata.io (312 ms, keyless) — datasets: stock, etf, futures, futures_contracts, crypto, index, fx, options
	34	+
	35	+# 3. Add it to Claude Code
	36	+claude mcp add hfmarketdata -e HFMD_API_KEY=hfmd_live_… -- npx -y hfmarketdata-mcp
	37	+```
	38	+
	39	+Then just ask:
	40	+
	41	+> "Plot me the CL term structure" · "Compare ESZ25 and ESH26 over 30 days" · "Screen US stocks with PE<15 and FCF yield>6% and show their last 3 quarters"
	42	+
	43	+A free account (`https://www.hfmarketdata.io/signup`) gives you an API key and 120 requests / minute instead of 30 / hour. Set it as `HFMD_API_KEY`; the server never logs it.
	44	+
	45	+## Tools
	46	+
	47	+\| Tool \| What it does \| Backed by \|
	48	+\|---\|---\|---\|
	49	+\| `search_symbols` \| Find tickers (stock/etf/crypto/index/fx), futures roots or optionable underlyings \| `/v1/{asset}/tickers`, `/v1/futures/roots`, `/v1/options/tickers` \|
	50	+\| `get_bars` \| OHLCV bars 1min…1day for one or many symbols; vendor continuous futures; individual contracts (`ESZ25`) \| `/v1/bars/{asset}/{ticker}`, `/v1/bars/{asset}?tickers=`, `/v1/futures/contract/{symbol}/bars` \|
	51	+\| `get_futures_contracts` \| Every expiration of a root with expiry / FND / status / volume / OI \| `/v1/futures/{root}/contracts` \|
	52	+\| `get_futures_chain` \| Listed contracts as of a date, front month first \| `/v1/futures/{root}/chain` \|
	53	+\| `get_continuous` \| Server-built continuous series: `roll=volume\\|open_interest\\|calendar`, `adjust=none\\|back_adjusted\\|ratio`, `depth` \| `/v1/futures/{root}/continuous` \|
	54	+\| `get_term_structure` \| The curve on a date (prices, spreads, OI) — contango / backwardation \| `/v1/futures/{root}/term-structure` \|
	55	+\| `get_options_chain` \| EOD chain with IV and Greeks, filters by expiry / strikes / side; `list_expirations` \| `/v1/options/chain/{t}`, `/v1/options/expirations/{t}` \|
	56	+\| `get_coverage` \| What exists for a contract or a ticker's fundamentals, gaps included \| `/v1/futures/contract/{s}/coverage`, `/v1/fundamentals/{t}/coverage` \|
	57	+\| `get_financial_statements` \| Income / balance / cash-flow, annual or quarterly, point-in-time; single XBRL fact history with `concept` \| `/v1/fundamentals/{t}/statements`, `/v1/fundamentals/{t}/facts/{concept}` \|
	58	+\| `get_ratios` \| Latest P/E, P/B, EV/EBITDA, FCF yield, ROE, margins, leverage… \| `/v1/fundamentals/{t}/ratios` \|
	59	+\| `get_ratios_daily` \| Daily ratio history recomputed with the fundamentals known that day \| `/v1/fundamentals/{t}/ratios/daily` \|
	60	+\| `screen_fundamentals` \| `filters="pe<15,roe>0.15,fcf_yield>0.06"` + `sort="fcf_yield:desc"` (+ `as_of`) \| `/v1/fundamentals/screener` \|
	61	+\| `get_filings` \| 10-K / 10-Q / 8-K / 4 / 13F… with URLs \| `/v1/fundamentals/{t}/filings` \|
	62	+\| `subscribe_filings` \| Opens `wss://…/v1/stream`, subscribes to `filings`, returns up to N messages within a bounded time window \| websocket \|
	63	+
	64	+Resources: `hfmarketdata://status` (live dataset inventory) · `hfmarketdata://limits` (tiers + your headroom).
	65	+Prompts: `term-structure-analysis(root, as_of?, compare_to?)` · `compare-contracts(symbol_a, symbol_b, days?)` · `fundamentals-snapshot(ticker, quarters?)`.
	66	+
	67	+### Behaviour every tool shares
	68	+
	69	+- `HFMD_BASE_URL` (default `https://www.hfmarketdata.io`) and `HFMD_API_KEY` (optional) are the only configuration.
	70	+- `format=json` is always requested; both the v1 envelope `{count,data}` and the v2 envelope `{data,meta}` are understood.
	71	+- Outputs are compact tables `{"columns":[…],"rows":[[…]]}`. The default `limit` is 500 rows (max 5 000); above 200 rows the tool returns the count, the first/last 15 rows, per-column numeric ranges and a hint to narrow the request — so a careless "all 1-minute bars since 2010" cannot flood the context.
	72	+- Rate-limit headroom (`X-RateLimit-Remaining-`, reset) is appended to every result; a 429* comes back as a clear message with `Retry-After` and the keyless → key upgrade hint.
	73	+- Errors are uniform: `HF Market Data error <status> <CODE>: <message> [Docs: …]`, whether the API answered with the v2 `{"error":{code,message,docs}}` envelope or the legacy `{"detail"}`.
	74	+- `subscribe_filings` is bounded by design (`max_messages` ≤ 100, `timeout_seconds` ≤ 120) and closes the socket when it returns; it needs Node ≥ 22 (global `WebSocket`) or Node 20 with `--experimental-websocket`.
	75	+- Read-only: no tool ever writes anything anywhere.
	76	+
	77	+## Configuration snippets
	78	+
	79	+### Claude Code
	80	+
	81	+```bash
	82	+claude mcp add hfmarketdata -e HFMD_API_KEY=hfmd_live_… -- npx -y hfmarketdata-mcp
	83	+# tarball install instead of npm:
	84	+npm i -g https://www.hfmarketdata.io/downloads/hfmarketdata-mcp-1.0.0.tgz && claude mcp add hfmarketdata -e HFMD_API_KEY=hfmd_live_… -- hfmarketdata-mcp
	85	+```
	86	+
	87	+Or in `.mcp.json` at the root of a project (shared with your team):
	88	+
	89	+```json
	90	+{
	91	+ "mcpServers": {
	92	+ "hfmarketdata": {
	93	+ "command": "npx",
	94	+ "args": ["-y", "hfmarketdata-mcp"],
	95	+ "env": { "HFMD_API_KEY": "hfmd_live_…" }
	96	+ }
	97	+ }
	98	+}
	99	+```
	100	+
	101	+### Cursor — `.cursor/mcp.json` (project) or `~/.cursor/mcp.json` (global)
	102	+
	103	+```json
	104	+{
	105	+ "mcpServers": {
	106	+ "hfmarketdata": {
	107	+ "command": "npx",
	108	+ "args": ["-y", "hfmarketdata-mcp"],
	109	+ "env": { "HFMD_API_KEY": "hfmd_live_…" }
	110	+ }
	111	+ }
	112	+}
	113	+```
	114	+
	115	+One-click (best effort): `cursor://anysphere.cursor-deeplink/mcp/install?name=hfmarketdata&config=<base64 of the JSON object above>` — generated for you on <https://www.hfmarketdata.io/integrations/cursor>.
	116	+
	117	+### Codex — `~/.codex/config.toml`
	118	+
	119	+```toml
	120	+[mcp_servers.hfmarketdata]
	121	+command = "npx"
	122	+args = ["-y", "hfmarketdata-mcp"]
	123	+env = { HFMD_API_KEY = "hfmd_live_…" }
	124	+```
	125	+
	126	+### Claude Desktop — `claude_desktop_config.json`
	127	+
	128	+```json
	129	+{ "mcpServers": { "hfmarketdata": { "command": "npx", "args": ["-y", "hfmarketdata-mcp"], "env": { "HFMD_API_KEY": "hfmd_live_…" } } } }
	130	+```
	131	+
	132	+Keyless? Simply drop the `env` block.
	133	+
	134	+## Example session
	135	+
	136	+```
	137	+> Compare ESZ25 and ESH26 over 30 days
	138	+
	139	+⏺ get_coverage(kind="futures_contract", symbol="ESZ25") … get_bars(asset="futures_contract", symbol="ESZ25", start="2025-08-05") …
	140	+⏺ Over the last 30 sessions ESH26 traded at a 61.5 → 58.0 point premium to ESZ25 (calendar spread narrowing 3.5 pts as
	141	+ financing expectations eased). Volume is still 96 % in ESZ25; the roll window usually opens ~8 sessions before the
	142	+ December expiry (2025-12-19). One session (2025-09-01, Labor Day) is missing in both legs — not interpolated.
	143	+```
	144	+
	145	+## Development
	146	+
	147	+```bash
	148	+npm install
	149	+npm test # vitest — 45 tests, every tool mocked (fetch + websocket)
	150	+npm run build # tsc → dist/
	151	+node dist/index.js --selftest
	152	+node scripts/live-smoke.mjs # real stdio round-trip against www.hfmarketdata.io
	153	+npm run inspect # MCP Inspector UI
	154	+```
	155	+
	156	+### Release
	157	+
	158	+```bash
	159	+npm version 1.0.x
	160	+npm run build && npm test
	161	+npm pack # → hfmarketdata-mcp-1.0.x.tgz (this is what /downloads serves)
	162	+npm publish --dry-run # inspect the file list
	163	+npm publish --access public # requires the maintainer's npm login (npm login / NPM_TOKEN)
	164	+```
	165	+
	166	+Until the package is on the npm registry, `npx -y hfmarketdata-mcp` resolves nothing: use the tarball URL above or `npm i -g ./hfmarketdata-mcp-1.0.0.tgz`.
	167	+
	168	+## Project layout
	169	+
	170	+```
	171	+src/index.ts bin — stdio transport, --help/--version/--selftest
	172	+src/server.ts createServer(): 14 tools · 2 resources · 3 prompts
	173	+src/tools.ts tool catalogue (zod schemas + handlers), runTool()
	174	+src/client.ts fetch wrapper: auth, format=json, rate headers, uniform HfmdError
	175	+src/format.ts compact tables, head/tail summaries
	176	+src/stream.ts bounded websocket consumer
	177	+src/resources.ts hfmarketdata://status · hfmarketdata://limits
	178	+src/prompts.ts term-structure-analysis · compare-contracts · fundamentals-snapshot
	179	+test/ vitest (mocked fetch + fake WebSocket + in-memory MCP transport)
	180	+scripts/ live-smoke.mjs · record-demo.md
	181	+```
	182	+
	183	+## Licence
	184	+
	185	+MIT © Simon-Pierre Boucher — data by [FirstRate Data](https://firstratedata.com) and SEC EDGAR, served by [HF Market Data](https://www.hfmarketdata.io). Questions: contact@spboucher.ai.

added mcp/docs/README.md +5 −0

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	1	+# docs/
	2	+
	3	+`demo.gif` — the README hero animation. Not recorded yet: follow `../scripts/record-demo.md`
	4	+(vhs tape included) and commit the result here, then copy it to
	5	+`hfmarketdata/web/public/downloads/mcp-demo.gif` for the Integrations page.

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added mcp/package.json +65 −0

		`@@ -0,0 +1,65 @@`
	1	+{
	2	+ "name": "hfmarketdata-mcp",
	3	+ "version": "1.0.0",
	4	+ "description": "Official MCP server for HF Market Data (www.hfmarketdata.io): stocks, ETFs, futures (contracts, continuous, term structure), options chains, SEC fundamentals and a live filings stream — for Claude Code, Cursor, Codex and any MCP client.",
	5	+ "license": "MIT",
	6	+ "author": "Simon-Pierre Boucher <contact@spboucher.ai>",
	7	+ "homepage": "https://www.hfmarketdata.io/integrations/mcp",
	8	+ "repository": {
	9	+ "type": "git",
	10	+ "url": "https://git.spboucher.ai/hfmarketdata.git",
	11	+ "directory": "mcp"
	12	+ },
	13	+ "keywords": [
	14	+ "mcp",
	15	+ "model-context-protocol",
	16	+ "market-data",
	17	+ "futures",
	18	+ "options",
	19	+ "fundamentals",
	20	+ "sec",
	21	+ "edgar",
	22	+ "claude",
	23	+ "cursor",
	24	+ "codex",
	25	+ "finance"
	26	+ ],
	27	+ "type": "module",
	28	+ "bin": {
	29	+ "hfmarketdata-mcp": "dist/index.js"
	30	+ },
	31	+ "main": "dist/server.js",
	32	+ "types": "dist/server.d.ts",
	33	+ "exports": {
	34	+ ".": {
	35	+ "types": "./dist/server.d.ts",
	36	+ "import": "./dist/server.js"
	37	+ }
	38	+ },
	39	+ "files": [
	40	+ "dist",
	41	+ "README.md",
	42	+ "LICENSE"
	43	+ ],
	44	+ "engines": {
	45	+ "node": ">=20"
	46	+ },
	47	+ "scripts": {
	48	+ "build": "tsc -p tsconfig.json",
	49	+ "prepack": "npm run build",
	50	+ "test": "vitest run",
	51	+ "test:watch": "vitest",
	52	+ "typecheck": "tsc -p tsconfig.json --noEmit",
	53	+ "start": "node dist/index.js",
	54	+ "inspect": "npx -y @modelcontextprotocol/inspector node dist/index.js"
	55	+ },
	56	+ "dependencies": {
	57	+ "@modelcontextprotocol/sdk": "^1.30.0",
	58	+ "zod": "^4.0.0"
	59	+ },
	60	+ "devDependencies": {
	61	+ "@types/node": "^22.0.0",
	62	+ "typescript": "^5.9.0",
	63	+ "vitest": "^3.2.0"
	64	+ }
	65	+}

added mcp/scripts/live-smoke.mjs +21 −0

		`@@ -0,0 +1,21 @@`
	1	+#!/usr/bin/env node
	2	+// Live smoke test: spawn the built server over stdio, list tools, call get_bars against the real API.
	3	+// Usage: node scripts/live-smoke.mjs (requires `npm run build`; respects HFMD_API_KEY / HFMD_BASE_URL)
	4	+import { Client } from '@modelcontextprotocol/sdk/client/index.js';
	5	+import { StdioClientTransport } from '@modelcontextprotocol/sdk/client/stdio.js';
	6	+import { fileURLToPath } from 'node:url';
	7	+import path from 'node:path';
	8	+
	9	+const here = path.dirname(fileURLToPath(import.meta.url));
	10	+const transport = new StdioClientTransport({ command: process.execPath, args: [path.join(here, '..', 'dist', 'index.js')], env: { ...process.env } });
	11	+const client = new Client({ name: 'live-smoke', version: '1.0.0' });
	12	+await client.connect(transport);
	13	+const tools = await client.listTools();
	14	+console.log(`tools: ${tools.tools.length} → ${tools.tools.map((t) => t.name).join(', ')}`);
	15	+const t0 = Date.now();
	16	+const res = await client.callTool({ name: 'get_bars', arguments: { asset: 'stock', symbol: 'AAPL', timeframe: '1day', start: '2025-01-02', end: '2025-01-10' } });
	17	+console.log(`get_bars AAPL (${Date.now() - t0} ms, isError=${!!res.isError}):`);
	18	+console.log(res.content[0].text.slice(0, 700));
	19	+const status = await client.readResource({ uri: 'hfmarketdata://limits' });
	20	+console.log(status.contents[0].text.slice(0, 300));
	21	+await client.close();

added mcp/scripts/record-demo.md +54 −0

		`@@ -0,0 +1,54 @@`
	1	+# Recording `docs/demo.gif`
	2	+
	3	+The README and the Integrations page reference `mcp/docs/demo.gif` (also copied to
	4	+`hfmarketdata/web/public/downloads/mcp-demo.gif` when it exists). It is not committed yet — record it like this.
	5	+
	6	+## Setup (once)
	7	+
	8	+```bash
	9	+brew install vhs # charmbracelet/vhs: scripted terminal recordings → GIF
	10	+cd mcp && npm run build && npm i -g ./$(npm pack --silent)
	11	+claude mcp add hfmarketdata -e HFMD_API_KEY=$HFMD_API_KEY -- hfmarketdata-mcp
	12	+```
	13	+
	14	+## Script — `scripts/demo.tape`
	15	+
	16	+```tape
	17	+Output docs/demo.gif
	18	+Set Theme "Catppuccin Mocha"
	19	+Set FontSize 15
	20	+Set Width 1240
	21	+Set Height 720
	22	+Set TypingSpeed 40ms
	23	+
	24	+Type "claude"
	25	+Enter
	26	+Sleep 3s
	27	+Type "Plot me the CL term structure as an ASCII chart and tell me if it is in contango"
	28	+Enter
	29	+Sleep 18s
	30	+Type "Compare ESZ25 and ESH26 over 30 days"
	31	+Enter
	32	+Sleep 18s
	33	+Type "Screen US stocks with PE<15 and FCF yield>6% and show their last 3 quarters"
	34	+Enter
	35	+Sleep 20s
	36	+Ctrl+C
	37	+```
	38	+
	39	+```bash
	40	+vhs scripts/demo.tape # writes docs/demo.gif (~4-8 MB; keep it under 10 MB — lower Width or Sleep if needed)
	41	+```
	42	+
	43	+## Manual alternative
	44	+
	45	+1. `QuickTime Player → File → New Screen Recording`, select the terminal window (1240×720 px area).
	46	+2. Run the three prompts above in Claude Code with the `hfmarketdata` server enabled.
	47	+3. Convert: `ffmpeg -i demo.mov -vf "fps=12,scale=1240:-1:flags=lanczos" -loop 0 docs/demo.gif` (or `gifski --fps 12 --width 1240 -o docs/demo.gif demo.mov`).
	48	+
	49	+## Checklist before committing the GIF
	50	+
	51	+- No API key visible (use `HFMD_API_KEY=…` from the environment, never typed on screen).
	52	+- Shows at least one tool call line (`get_term_structure`, `get_bars`) and one result table.
	53	+- < 10 MB; first frame readable (the GIF is the README hero).
	54	+- Copy to `hfmarketdata/web/public/downloads/mcp-demo.gif` so the Integrations page can display it without external CDNs.

added mcp/src/client.ts +206 −0

		`@@ -0,0 +1,206 @@`
	1	+/**
	2	+ * Minimal HTTP client for the HF Market Data API (native fetch, no dependencies).
	3	+ *
	4	+ * - Base URL from `HFMD_BASE_URL` (default https://www.hfmarketdata.io).
	5	+ * - Optional bearer key from `HFMD_API_KEY` (keyless mode works with reduced limits).
	6	+ * - Always requests `format=json`, parses both the v1 envelope `{count,data}` and the
	7	+ * v2 envelope `{data,meta}`, surfaces `X-RateLimit-*` headers and maps every failure to
	8	+ * a single `HfmdError` shape (`{status, code, message, docs, retryAfter}`).
	9	+ */
	10	+
	11	+export const DEFAULT_BASE_URL = 'https://www.hfmarketdata.io';
	12	+export const USER_AGENT = 'hfmarketdata-mcp/1.0.0 (+https://www.hfmarketdata.io/integrations/mcp)';
	13	+
	14	+export type Params = Record<string, string \| number \| boolean \| string[] \| undefined \| null>;
	15	+
	16	+export interface RateInfo {
	17	+ limitRequests: number \| null;
	18	+ remainingRequests: number \| null;
	19	+ limitRows: number \| null;
	20	+ remainingRows: number \| null;
	21	+ /** Seconds (or epoch seconds, depending on the server) until the window resets. */
	22	+ reset: number \| null;
	23	+ rowCount: number \| null;
	24	+ retryAfter: number \| null;
	25	+}
	26	+
	27	+export interface ApiResult<T = unknown> {
	28	+ status: number;
	29	+ url: string;
	30	+ body: T;
	31	+ rate: RateInfo;
	32	+ ms: number;
	33	+}
	34	+
	35	+export class HfmdError extends Error {
	36	+ status: number;
	37	+ code: string;
	38	+ docs?: string;
	39	+ details?: unknown;
	40	+ rate?: RateInfo;
	41	+ url?: string;
	42	+
	43	+ constructor(status: number, code: string, message: string, extra: { docs?: string; details?: unknown; rate?: RateInfo; url?: string } = {}) {
	44	+ super(message);
	45	+ this.name = 'HfmdError';
	46	+ this.status = status;
	47	+ this.code = code;
	48	+ this.docs = extra.docs;
	49	+ this.details = extra.details;
	50	+ this.rate = extra.rate;
	51	+ this.url = extra.url;
	52	+ }
	53	+
	54	+ /** Human readable, single paragraph, safe to return to an LLM. */
	55	+ describe(): string {
	56	+ const parts = [`HF Market Data error ${this.status} ${this.code}: ${this.message}`];
	57	+ if (this.status === 429) {
	58	+ const ra = this.rate?.retryAfter;
	59	+ parts.push(ra != null ? `Retry after ${ra}s.` : 'Retry later.');
	60	+ parts.push('Keyless mode allows 30 requests/hour; set HFMD_API_KEY (free account = 120 req/min) or narrow the query.');
	61	+ } else if (this.status === 401) {
	62	+ parts.push('Check HFMD_API_KEY (format hfmd_live_…) or unset it to use keyless mode.');
	63	+ } else if (this.status === 404 && this.code === 'NOT_FOUND') {
	64	+ parts.push('This endpoint may not be deployed yet on this server (v2 futures/fundamentals roll out progressively). Check hfmarketdata://status.');
	65	+ }
	66	+ if (this.docs) parts.push(`Docs: ${this.docs}`);
	67	+ if (this.url) parts.push(`URL: ${this.url}`);
	68	+ return parts.join(' ');
	69	+ }
	70	+}
	71	+
	72	+export interface ClientOptions {
	73	+ baseUrl?: string;
	74	+ apiKey?: string;
	75	+ fetchImpl?: typeof fetch;
	76	+ timeoutMs?: number;
	77	+}
	78	+
	79	+function num(h: Headers, k: string): number \| null {
	80	+ const v = h.get(k);
	81	+ if (v == null \|\| v === '') return null;
	82	+ const n = Number(v);
	83	+ return Number.isFinite(n) ? n : null;
	84	+}
	85	+
	86	+export function rateFromHeaders(h: Headers): RateInfo {
	87	+ return {
	88	+ limitRequests: num(h, 'x-ratelimit-limit-requests') ?? num(h, 'x-ratelimit-limit'),
	89	+ remainingRequests: num(h, 'x-ratelimit-remaining-requests') ?? num(h, 'x-ratelimit-remaining'),
	90	+ limitRows: num(h, 'x-ratelimit-limit-rows'),
	91	+ remainingRows: num(h, 'x-ratelimit-remaining-rows'),
	92	+ reset: num(h, 'x-ratelimit-reset'),
	93	+ rowCount: num(h, 'x-row-count'),
	94	+ retryAfter: num(h, 'retry-after'),
	95	+ };
	96	+}
	97	+
	98	+export function describeRate(rate: RateInfo \| undefined): string \| null {
	99	+ if (!rate) return null;
	100	+ const bits: string[] = [];
	101	+ if (rate.remainingRequests != null) bits.push(`requests ${rate.remainingRequests}${rate.limitRequests != null ? `/${rate.limitRequests}` : ''} left`);
	102	+ if (rate.remainingRows != null) bits.push(`rows ${rate.remainingRows}${rate.limitRows != null ? `/${rate.limitRows}` : ''} left`);
	103	+ if (rate.reset != null) bits.push(`reset in ${rate.reset}s`);
	104	+ return bits.length ? `Rate limit: ${bits.join(' · ')}` : null;
	105	+}
	106	+
	107	+export class HfmdClient {
	108	+ readonly baseUrl: string;
	109	+ readonly apiKey: string \| undefined;
	110	+ private readonly fetchImpl: typeof fetch;
	111	+ private readonly timeoutMs: number;
	112	+
	113	+ constructor(opts: ClientOptions = {}) {
	114	+ this.baseUrl = (opts.baseUrl ?? process.env.HFMD_BASE_URL ?? DEFAULT_BASE_URL).replace(/\/+$/, '');
	115	+ const key = opts.apiKey ?? process.env.HFMD_API_KEY;
	116	+ this.apiKey = key && key.trim() ? key.trim() : undefined;
	117	+ this.fetchImpl = opts.fetchImpl ?? globalThis.fetch;
	118	+ this.timeoutMs = opts.timeoutMs ?? 60_000;
	119	+ if (typeof this.fetchImpl !== 'function') {
	120	+ throw new Error('global fetch is not available: hfmarketdata-mcp needs Node.js >= 20');
	121	+ }
	122	+ }
	123	+
	124	+ get keyless(): boolean {
	125	+ return !this.apiKey;
	126	+ }
	127	+
	128	+ /** Websocket URL derived from the base URL (https → wss). */
	129	+ get wsUrl(): string {
	130	+ return this.baseUrl.replace(/^http/, 'ws') + '/v1/stream';
	131	+ }
	132	+
	133	+ buildUrl(path: string, params: Params = {}): string {
	134	+ const u = new URL(this.baseUrl + (path.startsWith('/') ? path : `/${path}`));
	135	+ for (const [k, v] of Object.entries(params)) {
	136	+ if (v === undefined \|\| v === null \|\| v === '') continue;
	137	+ u.searchParams.set(k, Array.isArray(v) ? v.join(',') : String(v));
	138	+ }
	139	+ if (!u.searchParams.has('format')) u.searchParams.set('format', 'json');
	140	+ return u.toString();
	141	+ }
	142	+
	143	+ async get<T = unknown>(path: string, params: Params = {}): Promise<ApiResult<T>> {
	144	+ const url = this.buildUrl(path, params);
	145	+ const headers: Record<string, string> = { Accept: 'application/json', 'User-Agent': USER_AGENT };
	146	+ if (this.apiKey) headers.Authorization = `Bearer ${this.apiKey}`;
	147	+ const ctrl = new AbortController();
	148	+ const timer = setTimeout(() => ctrl.abort(), this.timeoutMs);
	149	+ const t0 = Date.now();
	150	+ let res: Response;
	151	+ try {
	152	+ res = await this.fetchImpl(url, { method: 'GET', headers, signal: ctrl.signal });
	153	+ } catch (e) {
	154	+ clearTimeout(timer);
	155	+ const msg = e instanceof Error ? e.message : String(e);
	156	+ const code = ctrl.signal.aborted ? 'TIMEOUT' : 'NETWORK_ERROR';
	157	+ throw new HfmdError(0, code, ctrl.signal.aborted ? `request timed out after ${this.timeoutMs} ms` : `network error: ${msg}`, { url });
	158	+ }
	159	+ clearTimeout(timer);
	160	+ const ms = Date.now() - t0;
	161	+ const rate = rateFromHeaders(res.headers);
	162	+ const ct = res.headers.get('content-type') \|\| '';
	163	+ let body: unknown;
	164	+ const text = await res.text();
	165	+ if (ct.includes('json') \|\| text.startsWith('{') \|\| text.startsWith('[')) {
	166	+ try {
	167	+ body = JSON.parse(text);
	168	+ } catch {
	169	+ body = text;
	170	+ }
	171	+ } else {
	172	+ body = text;
	173	+ }
	174	+ if (!res.ok) throw errorFromResponse(res.status, body, rate, url);
	175	+ return { status: res.status, url, body: body as T, rate, ms };
	176	+ }
	177	+}
	178	+
	179	+export function errorFromResponse(status: number, body: unknown, rate: RateInfo, url: string): HfmdError {
	180	+ const b = (body ?? {}) as Record<string, unknown>;
	181	+ const err = (b.error ?? {}) as Record<string, unknown>;
	182	+ let code = typeof err.code === 'string' ? err.code : undefined;
	183	+ let message = typeof err.message === 'string' ? err.message : undefined;
	184	+ if (!message) {
	185	+ const detail = b.detail;
	186	+ if (typeof detail === 'string') message = detail;
	187	+ else if (Array.isArray(detail)) message = detail.map((d) => (d && typeof d === 'object' && 'msg' in d ? `${(d as any).loc?.join('.') ?? ''}: ${(d as any).msg}` : JSON.stringify(d))).join('; ');
	188	+ else if (typeof body === 'string' && body.trim()) message = body.trim().slice(0, 300);
	189	+ }
	190	+ if (!code) {
	191	+ code =
	192	+ status === 429 ? 'RATE_LIMIT_EXCEEDED'
	193	+ : status === 401 ? 'INVALID_API_KEY'
	194	+ : status === 403 ? 'FORBIDDEN'
	195	+ : status === 404 ? 'NOT_FOUND'
	196	+ : status === 400 \|\| status === 422 ? 'INVALID_PARAMETER'
	197	+ : status >= 500 ? 'INTERNAL_ERROR'
	198	+ : 'HTTP_ERROR';
	199	+ }
	200	+ return new HfmdError(status, code, message ?? `HTTP ${status}`, {
	201	+ docs: typeof err.docs === 'string' ? err.docs : undefined,
	202	+ details: err.details,
	203	+ rate,
	204	+ url,
	205	+ });
	206	+}

added mcp/src/format.ts +136 −0

		`@@ -0,0 +1,136 @@`
	1	+/**
	2	+ * Turns API payloads into compact, LLM-friendly text while keeping tool outputs bounded.
	3	+ *
	4	+ * Tabular payloads are rendered as `{"columns":[…],"rows":[[…]]}` (about half the tokens of an
	5	+ * array of objects). Above `fullRowsThreshold` rows only the head/tail are kept, together with the
	6	+ * total count, the columns, and a hint to narrow the request.
	7	+ */
	8	+import { describeRate, type ApiResult, type RateInfo } from './client.js';
	9	+
	10	+export const DEFAULT_LIMIT = 500;
	11	+export const MAX_LIMIT = 5000;
	12	+export const FULL_ROWS_THRESHOLD = 200;
	13	+export const HEAD_TAIL = 15;
	14	+
	15	+export type Row = Record<string, unknown>;
	16	+
	17	+export interface Extracted {
	18	+ rows: Row[] \| null;
	19	+ meta: Record<string, unknown>;
	20	+ /** Anything that is not the rows nor the meta (e.g. v1 `tickers` list). */
	21	+ rest: Record<string, unknown>;
	22	+}
	23	+
	24	+/** Understand both envelopes: v1 `{count,data}` and v2 `{data,meta}`, plus bare arrays. */
	25	+export function extract(body: unknown): Extracted {
	26	+ if (Array.isArray(body)) return { rows: body.every(isRow) ? (body as Row[]) : null, meta: {}, rest: body.every(isRow) ? {} : { data: body } };
	27	+ if (!body \|\| typeof body !== 'object') return { rows: null, meta: {}, rest: { value: body } };
	28	+ const b = body as Record<string, unknown>;
	29	+ const meta: Record<string, unknown> = typeof b.meta === 'object' && b.meta ? { ...(b.meta as Record<string, unknown>) } : {};
	30	+ if (typeof b.count === 'number' && meta.count === undefined) meta.count = b.count;
	31	+ const rest: Record<string, unknown> = {};
	32	+ for (const [k, v] of Object.entries(b)) if (k !== 'data' && k !== 'meta' && k !== 'count') rest[k] = v;
	33	+ const data = b.data;
	34	+ if (Array.isArray(data)) {
	35	+ if (data.every(isRow)) return { rows: data as Row[], meta, rest };
	36	+ return { rows: null, meta, rest: { ...rest, data } };
	37	+ }
	38	+ if (data && typeof data === 'object') return { rows: null, meta, rest: { ...rest, data } };
	39	+ return { rows: null, meta, rest };
	40	+}
	41	+
	42	+function isRow(x: unknown): x is Row {
	43	+ return !!x && typeof x === 'object' && !Array.isArray(x);
	44	+}
	45	+
	46	+export function columnsOf(rows: Row[]): string[] {
	47	+ const cols: string[] = [];
	48	+ const seen = new Set<string>();
	49	+ for (const r of rows.slice(0, 50)) for (const k of Object.keys(r)) if (!seen.has(k)) { seen.add(k); cols.push(k); }
	50	+ return cols;
	51	+}
	52	+
	53	+function cell(v: unknown): unknown {
	54	+ if (typeof v === 'number' && !Number.isInteger(v)) return Number(v.toFixed(6));
	55	+ return v === undefined ? null : v;
	56	+}
	57	+
	58	+export function toTable(rows: Row[], columns = columnsOf(rows)): { columns: string[]; rows: unknown[][] } {
	59	+ return { columns, rows: rows.map((r) => columns.map((c) => cell(r[c]))) };
	60	+}
	61	+
	62	+export interface RenderOptions {
	63	+ /** Rows above which the output is summarised (head + tail). */
	64	+ fullRowsThreshold?: number;
	65	+ headTail?: number;
	66	+ title?: string;
	67	+ hint?: string;
	68	+}
	69	+
	70	+/** Render a full API result as text. */
	71	+export function renderResult(result: ApiResult, opts: RenderOptions = {}): string {
	72	+ const { rows, meta, rest } = extract(result.body);
	73	+ const lines: string[] = [];
	74	+ if (opts.title) lines.push(opts.title);
	75	+ const out: Record<string, unknown> = {};
	76	+ if (rows) {
	77	+ const threshold = opts.fullRowsThreshold ?? FULL_ROWS_THRESHOLD;
	78	+ const ht = opts.headTail ?? HEAD_TAIL;
	79	+ const total = rows.length;
	80	+ const columns = columnsOf(rows);
	81	+ out.row_count = total;
	82	+ if (typeof meta.count === 'number' && meta.count !== total) out.count_reported = meta.count;
	83	+ out.columns = columns;
	84	+ if (total <= threshold) {
	85	+ out.rows = toTable(rows, columns).rows;
	86	+ } else {
	87	+ out.truncated = true;
	88	+ out.first_rows = toTable(rows.slice(0, ht), columns).rows;
	89	+ out.last_rows = toTable(rows.slice(-ht), columns).rows;
	90	+ out.numeric_summary = numericSummary(rows, columns);
	91	+ out.hint = opts.hint ?? `Showing ${ht} first and ${ht} last rows of ${total}. Narrow the date range, use a coarser timeframe, or lower \`limit\` to see every row.`;
	92	+ }
	93	+ if (meta.next_cursor) out.next_cursor = meta.next_cursor;
	94	+ }
	95	+ const metaRest = { ...meta };
	96	+ delete metaRest.count;
	97	+ if (Object.keys(metaRest).length) out.meta = metaRest;
	98	+ for (const [k, v] of Object.entries(rest)) out[k] = shrink(v);
	99	+ lines.push(JSON.stringify(out));
	100	+ const rate = describeRate(result.rate);
	101	+ if (rate) lines.push(rate);
	102	+ return lines.join('\n');
	103	+}
	104	+
	105	+/** Long arrays inside non-tabular payloads (e.g. 7 000 tickers) get truncated with a count. */
	106	+export function shrink(v: unknown, max = 400): unknown {
	107	+ if (Array.isArray(v) && v.length > max) return { count: v.length, first: v.slice(0, max), truncated: true };
	108	+ if (v && typeof v === 'object' && !Array.isArray(v)) {
	109	+ const o: Record<string, unknown> = {};
	110	+ for (const [k, x] of Object.entries(v as Record<string, unknown>)) o[k] = shrink(x, max);
	111	+ return o;
	112	+ }
	113	+ return v;
	114	+}
	115	+
	116	+export function numericSummary(rows: Row[], columns: string[]): Record<string, { min: number; max: number; first: number \| null; last: number \| null }> {
	117	+ const s: Record<string, { min: number; max: number; first: number \| null; last: number \| null }> = {};
	118	+ for (const c of columns) {
	119	+ let min = Infinity, max = -Infinity, first: number \| null = null, last: number \| null = null, n = 0;
	120	+ for (const r of rows) {
	121	+ const v = r[c];
	122	+ if (typeof v !== 'number' \|\| !Number.isFinite(v)) continue;
	123	+ n++;
	124	+ if (first === null) first = v;
	125	+ last = v;
	126	+ if (v < min) min = v;
	127	+ if (v > max) max = v;
	128	+ }
	129	+ if (n >= 2 && c !== 'datetime') s[c] = { min: Number(min.toFixed(6)), max: Number(max.toFixed(6)), first, last };
	130	+ }
	131	+ return s;
	132	+}
	133	+
	134	+export function rateLine(rate: RateInfo \| undefined): string {
	135	+ return describeRate(rate) ?? 'Rate limit: headers not provided by the server';
	136	+}

added mcp/src/index.ts +62 −0

		`@@ -0,0 +1,62 @@`
	1	+#!/usr/bin/env node
	2	+/**
	3	+ * `hfmarketdata-mcp` — stdio entry point.
	4	+ *
	5	+ * HFMD_API_KEY=hfmd_live_… hfmarketdata-mcp
	6	+ * hfmarketdata-mcp --version \| --help \| --selftest
	7	+ *
	8	+ * All logs go to stderr (stdout is the MCP channel).
	9	+ */
	10	+import { StdioServerTransport } from '@modelcontextprotocol/sdk/server/stdio.js';
	11	+import { HfmdClient } from './client.js';
	12	+import { createServer, SERVER_VERSION } from './server.js';
	13	+import { TOOL_NAMES } from './tools.js';
	14	+
	15	+const argv = process.argv.slice(2);
	16	+
	17	+if (argv.includes('--version') \|\| argv.includes('-v')) {
	18	+ console.log(SERVER_VERSION);
	19	+ process.exit(0);
	20	+}
	21	+
	22	+if (argv.includes('--help') \|\| argv.includes('-h')) {
	23	+ console.log(`hfmarketdata-mcp ${SERVER_VERSION} — MCP server for https://www.hfmarketdata.io
	24	+
	25	+Usage: hfmarketdata-mcp start the stdio MCP server (used by Claude Code, Cursor, Codex…)
	26	+ hfmarketdata-mcp --selftest call /v1/status and print the rate-limit headroom
	27	+Env: HFMD_API_KEY optional bearer key (free account: 120 req/min; keyless: 30 req/h per IP)
	28	+ HFMD_BASE_URL API base URL (default https://www.hfmarketdata.io)
	29	+Tools: ${TOOL_NAMES.join(', ')}
	30	+Resources: hfmarketdata://status, hfmarketdata://limits
	31	+Prompts: term-structure-analysis, compare-contracts, fundamentals-snapshot`);
	32	+ process.exit(0);
	33	+}
	34	+
	35	+if (argv.includes('--selftest')) {
	36	+ const client = new HfmdClient();
	37	+ client
	38	+ .get<Record<string, unknown>>('/v1/status')
	39	+ .then((r) => {
	40	+ const datasets = (r.body?.datasets ?? {}) as Record<string, unknown>;
	41	+ console.log(`OK ${client.baseUrl} (${r.ms} ms, ${client.keyless ? 'keyless' : 'api key set'}) — datasets: ${Object.keys(datasets).join(', ') \|\| 'n/a'}`);
	42	+ console.log(JSON.stringify(r.rate));
	43	+ process.exit(0);
	44	+ })
	45	+ .catch((e) => {
	46	+ console.error(String(e?.describe?.() ?? e));
	47	+ process.exit(1);
	48	+ });
	49	+} else {
	50	+ const { server, client } = createServer();
	51	+ const transport = new StdioServerTransport();
	52	+ server
	53	+ .connect(transport)
	54	+ .then(() => console.error(`hfmarketdata-mcp ${SERVER_VERSION} ready on stdio — ${client.baseUrl} (${client.keyless ? 'keyless, 30 req/h' : 'API key set'})`))
	55	+ .catch((e) => {
	56	+ console.error('hfmarketdata-mcp failed to start:', e);
	57	+ process.exit(1);
	58	+ });
	59	+ const shutdown = () => { server.close().finally(() => process.exit(0)); };
	60	+ process.on('SIGINT', shutdown);
	61	+ process.on('SIGTERM', shutdown);
	62	+}

added mcp/src/prompts.ts +96 −0

		`@@ -0,0 +1,96 @@`
	1	+/**
	2	+ * Reusable analysis prompts. Each returns a single user message that tells the model which tools to
	3	+ * call and how to structure the answer.
	4	+ */
	5	+import { z } from 'zod';
	6	+
	7	+export interface PromptDef<S extends Record<string, z.ZodTypeAny> = Record<string, z.ZodTypeAny>> {
	8	+ name: string;
	9	+ title: string;
	10	+ description: string;
	11	+ args: S;
	12	+ build: (args: z.infer<z.ZodObject<S>>) => string;
	13	+}
	14	+
	15	+function def<S extends Record<string, z.ZodTypeAny>>(p: PromptDef<S>): PromptDef<S> {
	16	+ return p;
	17	+}
	18	+
	19	+export const termStructureAnalysis = def({
	20	+ name: 'term-structure-analysis',
	21	+ title: 'Term structure analysis',
	22	+ description: 'Analyse the futures curve of a root (contango/backwardation, spreads, roll yield) on a date, optionally versus an earlier date.',
	23	+ args: {
	24	+ root: z.string().describe('Futures root, e.g. CL, NG, ES'),
	25	+ as_of: z.string().optional().describe('Curve date YYYY-MM-DD (default latest)'),
	26	+ compare_to: z.string().optional().describe('Earlier date to compare the curve with, YYYY-MM-DD'),
	27	+ },
	28	+ build: ({ root, as_of, compare_to }) => [
	29	+ `Analyse the ${root.toUpperCase()} futures term structure${as_of ? ` as of ${as_of}` : ' (latest available)'}${compare_to ? ` and compare it with ${compare_to}` : ''}.`,
	30	+ '',
	31	+ 'Steps:',
	32	+ `1. Call get_term_structure(root="${root.toUpperCase()}"${as_of ? `, as_of="${as_of}"` : ''}).${compare_to ? ` Then call it again with as_of="${compare_to}".` : ''}`,
	33	+ '2. Determine whether the curve is in contango (upward sloping) or backwardation (downward sloping); quantify the front-to-second spread in price and in % annualised (spread / front price × 365 / days between expiries).',
	34	+ '3. Note any kinks (seasonality for NG/ZC, delivery-month effects for CL) and where volume/open interest concentrate.',
	35	+ '4. Explain the implied roll yield for a long front-month position and what the shape suggests about inventories / financing.',
	36	+ '5. If the API reports missing prices, say so explicitly — never fill gaps.',
	37	+ '',
	38	+ 'Output: a short table (contract · expiry · price · spread vs front · OI) followed by 4-6 bullet conclusions.',
	39	+ ].join('\n'),
	40	+});
	41	+
	42	+export const compareContracts = def({
	43	+ name: 'compare-contracts',
	44	+ title: 'Compare two futures contracts',
	45	+ description: 'Compare two individual futures contracts (e.g. ESZ25 vs ESH26) over a window: performance, spread, volume/OI migration, calendar-spread behaviour.',
	46	+ args: {
	47	+ symbol_a: z.string().describe('First contract symbol, e.g. ESZ25'),
	48	+ symbol_b: z.string().describe('Second contract symbol, e.g. ESH26'),
	49	+ days: z.string().optional().describe('Look-back window in calendar days (default 30)'),
	50	+ },
	51	+ build: ({ symbol_a, symbol_b, days }) => {
	52	+ const n = Number(days) > 0 ? Number(days) : 30;
	53	+ const a = symbol_a.toUpperCase();
	54	+ const b = symbol_b.toUpperCase();
	55	+ return [
	56	+ `Compare the futures contracts ${a} and ${b} over the last ${n} days.`,
	57	+ '',
	58	+ 'Steps:',
	59	+ `1. Call get_coverage(kind="futures_contract", symbol="${a}") and the same for ${b} to know the available range and any gaps.`,
	60	+ `2. Call get_bars(asset="futures_contract", symbol="${a}", timeframe="1day", start=<today - ${n} days>) and the same for ${b}.`,
	61	+ '3. Align both series on datetime and compute: total return, annualised volatility, the daily calendar spread (B − A) and its trend, and the share of volume/open interest in each contract (roll migration).',
	62	+ '4. Flag whichever contract looks like the front month and estimate the likely roll window from the volume crossover.',
	63	+ '5. Mention explicitly if a day is missing in one leg — do not interpolate.',
	64	+ '',
	65	+ 'Output: a compact comparison table then 3-5 bullets of interpretation. Ask before pulling intraday data (large).',
	66	+ ].join('\n');
	67	+ },
	68	+});
	69	+
	70	+export const fundamentalsSnapshot = def({
	71	+ name: 'fundamentals-snapshot',
	72	+ title: 'Fundamentals snapshot',
	73	+ description: 'One-page fundamental picture of a US company: latest ratios, last quarters, filings calendar and the caveats of point-in-time data.',
	74	+ args: {
	75	+ ticker: z.string().describe('US ticker, e.g. AAPL'),
	76	+ quarters: z.string().optional().describe('Number of recent quarters to show (default 4)'),
	77	+ },
	78	+ build: ({ ticker, quarters }) => {
	79	+ const q = Number(quarters) > 0 ? Number(quarters) : 4;
	80	+ const t = ticker.toUpperCase();
	81	+ return [
	82	+ `Build a fundamentals snapshot of ${t}.`,
	83	+ '',
	84	+ 'Steps:',
	85	+ `1. get_ratios(ticker="${t}") for the current valuation / profitability / leverage picture.`,
	86	+ `2. get_financial_statements(ticker="${t}", statement="income", period="quarterly", limit=${q}) and the same for "cashflow" (revenue, operating income, net income, operating cash flow, capex → free cash flow).`,
	87	+ `3. get_filings(ticker="${t}", forms=["10-K","10-Q","8-K"], limit=8) to date the numbers and spot recent events.`,
	88	+ `4. Optionally get_ratios_daily(ticker="${t}", metrics=["pe","fcf_yield"], start=<1 year ago>) to place today's valuation in its 1-year range.`,
	89	+ '5. Every figure must cite the period end and the filing date it comes from (point-in-time). Say when a metric is unavailable rather than estimating it.',
	90	+ '',
	91	+ 'Output: headline (price-agnostic) summary, a quarterly table, valuation context, 3 risks/observations drawn only from the data returned.',
	92	+ ].join('\n');
	93	+ },
	94	+});
	95	+
	96	+export const PROMPTS: PromptDef<any>[] = [termStructureAnalysis, compareContracts, fundamentalsSnapshot];

added mcp/src/resources.ts +61 −0

		`@@ -0,0 +1,61 @@`
	1	+/**
	2	+ * MCP resources: `hfmarketdata://status` (dataset inventory) and `hfmarketdata://limits`
	3	+ * (rate-limit tiers + the caller's current headroom when the server exposes /v1/limits).
	4	+ */
	5	+import { HfmdClient, HfmdError } from './client.js';
	6	+
	7	+export const TIERS = [
	8	+ { tier: 'keyless (per IP)', window: '1 hour', requests: 30, rows: 100_000, max_rows_per_request: 5_000 },
	9	+ { tier: 'free (account + API key)', window: '1 minute', requests: 120, rows: 1_000_000, max_rows_per_request: 50_000 },
	10	+ { tier: 'high_usage (on request: contact@spboucher.ai)', window: '1 minute', requests: 600, rows: 10_000_000, max_rows_per_request: 200_000 },
	11	+];
	12	+
	13	+export interface ResourceDef {
	14	+ name: string;
	15	+ uri: string;
	16	+ title: string;
	17	+ description: string;
	18	+ mimeType: string;
	19	+ read: (client: HfmdClient) => Promise<string>;
	20	+}
	21	+
	22	+export const statusResource: ResourceDef = {
	23	+ name: 'status',
	24	+ uri: 'hfmarketdata://status',
	25	+ title: 'HF Market Data — dataset status',
	26	+ description: 'Live inventory of the data lake: number of symbols per asset class / timeframe / adjustment, futures roots, options quarters, last update.',
	27	+ mimeType: 'application/json',
	28	+ async read(client) {
	29	+ const r = await client.get('/v1/status');
	30	+ return JSON.stringify({ base_url: client.baseUrl, fetched_ms: r.ms, ...(r.body as Record<string, unknown>) }, null, 1);
	31	+ },
	32	+};
	33	+
	34	+export const limitsResource: ResourceDef = {
	35	+ name: 'limits',
	36	+ uri: 'hfmarketdata://limits',
	37	+ title: 'HF Market Data — rate limits & tiers',
	38	+ description: 'The three tiers (keyless / free / high usage) with their request and row quotas, whether this server runs with an API key, and the live headroom when /v1/limits is available.',
	39	+ mimeType: 'application/json',
	40	+ async read(client) {
	41	+ const out: Record<string, unknown> = {
	42	+ mode: client.keyless ? 'keyless (set HFMD_API_KEY for the free tier: 120 req/min)' : 'api key configured',
	43	+ tiers: TIERS,
	44	+ notes: [
	45	+ 'Parquet responses count half the rows against the quota; bulk downloads are quota-exempt; 304 responses are free.',
	46	+ 'Every response carries X-RateLimit-Limit-Requests / -Remaining-Requests / -Limit-Rows / -Remaining-Rows / -Reset; 429 adds Retry-After.',
	47	+ 'Create a free account at https://www.hfmarketdata.io/signup — keys look like hfmd_live_….',
	48	+ ],
	49	+ };
	50	+ try {
	51	+ const r = await client.get('/v1/limits');
	52	+ out.live = r.body;
	53	+ out.rate_headers = r.rate;
	54	+ } catch (e) {
	55	+ out.live = e instanceof HfmdError ? `unavailable (${e.status} ${e.code})` : 'unavailable';
	56	+ }
	57	+ return JSON.stringify(out, null, 1);
	58	+ },
	59	+};
	60	+
	61	+export const RESOURCES: ResourceDef[] = [statusResource, limitsResource];

added mcp/src/server.ts +77 −0

		`@@ -0,0 +1,77 @@`
	1	+/**
	2	+ * Assemble the MCP server: 14 tools, 2 resources, 3 prompts, on top of an `HfmdClient`.
	3	+ * Exported so that it can be embedded (tests use an in-memory transport).
	4	+ */
	5	+import { McpServer } from '@modelcontextprotocol/sdk/server/mcp.js';
	6	+import type { CallToolResult, GetPromptResult } from '@modelcontextprotocol/sdk/types.js';
	7	+import { HfmdClient, type ClientOptions } from './client.js';
	8	+import { PROMPTS } from './prompts.js';
	9	+import { RESOURCES } from './resources.js';
	10	+import { TOOLS, runTool, type ToolContext } from './tools.js';
	11	+
	12	+export const SERVER_NAME = 'hfmarketdata';
	13	+export const SERVER_VERSION = '1.0.0';
	14	+
	15	+export interface ServerOptions extends ClientOptions {
	16	+ client?: HfmdClient;
	17	+ toolContext?: ToolContext;
	18	+}
	19	+
	20	+export function createServer(opts: ServerOptions = {}): { server: McpServer; client: HfmdClient } {
	21	+ const client = opts.client ?? new HfmdClient(opts);
	22	+ const server = new McpServer(
	23	+ { name: SERVER_NAME, version: SERVER_VERSION },
	24	+ {
	25	+ instructions: [
	26	+ 'HF Market Data: open high-frequency market data (stocks, ETFs, futures, crypto, indices, FX at 1-minute to daily since ~2007/2010; options chains with Greeks since 2010; SEC fundamentals point-in-time).',
	27	+ 'Use search_symbols to resolve symbols, get_bars for prices, the futures tools for contracts/curves/continuous series, and the fundamentals tools for statements, ratios, screens and filings.',
	28	+ 'Outputs are compact tables ({columns, rows}); results above 200 rows are summarised — narrow the range or lower `limit` to see everything.',
	29	+ client.keyless
	30	+ ? 'Running keyless (30 requests/hour per IP). Set HFMD_API_KEY for 120 requests/minute (free account at https://www.hfmarketdata.io/signup).'
	31	+ : 'An API key is configured (free tier: 120 requests/minute).',
	32	+ 'Intraday timestamps are naive US/Eastern; daily bars are dates. Missing values are null — never invent data.',
	33	+ ].join(' '),
	34	+ },
	35	+ );
	36	+
	37	+ for (const t of TOOLS) {
	38	+ server.registerTool(
	39	+ t.name,
	40	+ {
	41	+ title: t.title,
	42	+ description: t.description,
	43	+ inputSchema: t.schema,
	44	+ annotations: { readOnlyHint: true, destructiveHint: false, idempotentHint: t.name !== 'subscribe_filings', openWorldHint: true },
	45	+ },
	46	+ async (args: unknown): Promise<CallToolResult> => {
	47	+ const { text, isError } = await runTool(t.name, client, args, opts.toolContext);
	48	+ return { content: [{ type: 'text', text }], isError: isError \|\| undefined };
	49	+ },
	50	+ );
	51	+ }
	52	+
	53	+ for (const r of RESOURCES) {
	54	+ server.registerResource(r.name, r.uri, { title: r.title, description: r.description, mimeType: r.mimeType }, async (uri) => {
	55	+ let text: string;
	56	+ try {
	57	+ text = await r.read(client);
	58	+ } catch (e) {
	59	+ text = JSON.stringify({ error: e instanceof Error ? e.message : String(e) });
	60	+ }
	61	+ return { contents: [{ uri: uri.href, mimeType: r.mimeType, text }] };
	62	+ });
	63	+ }
	64	+
	65	+ for (const p of PROMPTS) {
	66	+ server.registerPrompt(p.name, { title: p.title, description: p.description, argsSchema: p.args }, (args: Record<string, unknown>): GetPromptResult => ({
	67	+ messages: [{ role: 'user' as const, content: { type: 'text' as const, text: p.build(args as never) } }],
	68	+ }));
	69	+ }
	70	+
	71	+ return { server, client };
	72	+}
	73	+
	74	+export { HfmdClient, HfmdError } from './client.js';
	75	+export { TOOLS, TOOL_NAMES, runTool } from './tools.js';
	76	+export { RESOURCES } from './resources.js';
	77	+export { PROMPTS } from './prompts.js';

added mcp/src/stream.ts +79 −0

		`@@ -0,0 +1,79 @@`
	1	+/**
	2	+ * Bounded consumer for the filings websocket (`wss://…/v1/stream`).
	3	+ *
	4	+ * Opens the socket, sends one `subscribe` message, then collects messages until either
	5	+ * `maxMessages` are received or `timeoutMs` elapses, and closes. Uses the global `WebSocket`
	6	+ * (Node >= 22, or Node 20 with `--experimental-websocket`).
	7	+ */
	8	+
	9	+export interface SubscribeOptions {
	10	+ url: string;
	11	+ channel?: string;
	12	+ tickers?: string[] \| 'all';
	13	+ forms?: string[];
	14	+ apiKey?: string;
	15	+ maxMessages?: number;
	16	+ timeoutMs?: number;
	17	+ /** Injected for tests. */
	18	+ WebSocketImpl?: typeof WebSocket;
	19	+}
	20	+
	21	+export interface SubscribeResult {
	22	+ url: string;
	23	+ subscription: Record<string, unknown>;
	24	+ messages: unknown[];
	25	+ stopped_because: 'max_messages' \| 'timeout' \| 'closed' \| 'error';
	26	+ elapsed_ms: number;
	27	+ error?: string;
	28	+}
	29	+
	30	+export const MAX_TIMEOUT_MS = 120_000;
	31	+export const MAX_MESSAGES = 100;
	32	+
	33	+export async function subscribeFilings(opts: SubscribeOptions): Promise<SubscribeResult> {
	34	+ const WS = opts.WebSocketImpl ?? (globalThis as any).WebSocket as typeof WebSocket \| undefined;
	35	+ if (!WS) {
	36	+ throw new Error('WebSocket is not available in this Node.js runtime. Use Node >= 22, or run Node 20 with --experimental-websocket.');
	37	+ }
	38	+ const timeoutMs = Math.min(Math.max(opts.timeoutMs ?? 30_000, 1_000), MAX_TIMEOUT_MS);
	39	+ const maxMessages = Math.min(Math.max(opts.maxMessages ?? 10, 1), MAX_MESSAGES);
	40	+ const subscription: Record<string, unknown> = { action: 'subscribe', channel: opts.channel ?? 'filings', tickers: opts.tickers ?? 'all' };
	41	+ if (opts.forms?.length) subscription.forms = opts.forms;
	42	+ if (opts.apiKey) subscription.api_key = opts.apiKey;
	43	+
	44	+ const url = new URL(opts.url);
	45	+ if (opts.apiKey) url.searchParams.set('api_key', opts.apiKey); // servers commonly accept the key as a query param on ws
	46	+ const t0 = Date.now();
	47	+ const messages: unknown[] = [];
	48	+
	49	+ return new Promise<SubscribeResult>((resolve) => {
	50	+ let done = false;
	51	+ let ws: WebSocket;
	52	+ const finish = (why: SubscribeResult['stopped_because'], error?: string) => {
	53	+ if (done) return;
	54	+ done = true;
	55	+ clearTimeout(timer);
	56	+ try { ws?.close(); } catch { /* ignore */ }
	57	+ const publicSub = { ...subscription };
	58	+ delete publicSub.api_key;
	59	+ resolve({ url: opts.url, subscription: publicSub, messages, stopped_because: why, elapsed_ms: Date.now() - t0, error });
	60	+ };
	61	+ const timer = setTimeout(() => finish('timeout'), timeoutMs);
	62	+ try {
	63	+ ws = new WS(url.toString());
	64	+ } catch (e) {
	65	+ finish('error', e instanceof Error ? e.message : String(e));
	66	+ return;
	67	+ }
	68	+ ws.addEventListener('open', () => ws.send(JSON.stringify(subscription)));
	69	+ ws.addEventListener('message', (ev: MessageEvent) => {
	70	+ const raw = typeof ev.data === 'string' ? ev.data : String(ev.data);
	71	+ let parsed: unknown = raw;
	72	+ try { parsed = JSON.parse(raw); } catch { /* keep raw text */ }
	73	+ messages.push(parsed);
	74	+ if (messages.length >= maxMessages) finish('max_messages');
	75	+ });
	76	+ ws.addEventListener('error', () => finish('error', 'websocket error (is the stream endpoint deployed? check hfmarketdata://status)'));
	77	+ ws.addEventListener('close', () => finish('closed'));
	78	+ });
	79	+}

added mcp/src/tools.ts +429 −0

		`@@ -0,0 +1,429 @@`
	1	+/**
	2	+ * Tool catalogue. Each tool is a pure function `(client, args) => text` so it can be unit-tested
	3	+ * without an MCP transport; `server.ts` wraps them into MCP tools.
	4	+ *
	5	+ * Endpoint map (HF Market Data):
	6	+ * v1 (live) /v1/{asset}/tickers · /v1/bars/{asset}/{ticker} · /v1/bars/{asset}?tickers= ·
	7	+ * /v1/options/{tickers,chain,expirations,history}
	8	+ * v2 futures /v1/futures/roots · /v1/futures/{root}/contracts · /v1/futures/contract/{symbol}/bars ·
	9	+ * /v1/futures/{root}/chain · /v1/futures/{root}/continuous · /v1/futures/{root}/term-structure ·
	10	+ * /v1/futures/contract/{symbol}/coverage
	11	+ * v2 fundamentals /v1/fundamentals/{ticker}/{statements,facts/{concept},ratios,ratios/daily,filings,coverage} ·
	12	+ * /v1/fundamentals/screener · /v1/fundamentals/frames/{concept}
	13	+ */
	14	+import { z } from 'zod';
	15	+import { HfmdClient, HfmdError, type Params } from './client.js';
	16	+import { DEFAULT_LIMIT, MAX_LIMIT, extract, renderResult, rateLine, shrink } from './format.js';
	17	+import { MAX_MESSAGES, MAX_TIMEOUT_MS, subscribeFilings, type SubscribeOptions } from './stream.js';
	18	+
	19	+export type Shape = z.ZodRawShape;
	20	+
	21	+export interface ToolContext {
	22	+ /** Injected websocket implementation (tests). */
	23	+ WebSocketImpl?: typeof WebSocket;
	24	+}
	25	+
	26	+export interface ToolDef<S extends Shape = Shape> {
	27	+ name: string;
	28	+ title: string;
	29	+ description: string;
	30	+ schema: S;
	31	+ handler: (client: HfmdClient, args: z.infer<z.ZodObject<S>>, ctx?: ToolContext) => Promise<string>;
	32	+}
	33	+
	34	+function def<S extends Shape>(t: ToolDef<S>): ToolDef<S> {
	35	+ return t;
	36	+}
	37	+
	38	+// --- shared schema fragments -------------------------------------------------------------------
	39	+
	40	+const V1_ASSETS = ['stock', 'etf', 'crypto', 'index', 'fx', 'futures'] as const;
	41	+const TIMEFRAMES = ['1min', '5min', '30min', '1hour', '1day'] as const;
	42	+const INTERVAL_ALIAS: Record<string, string> = { '1m': '1min', '5m': '5min', '30m': '30min', '1h': '1hour', '1d': '1day', '1min': '1min', '5min': '5min', '30min': '30min', '1hour': '1hour', '1day': '1day' };
	43	+const V2_INTERVAL: Record<string, string> = { '1min': '1m', '5min': '5m', '30min': '30m', '1hour': '1h', '1day': '1d', '1m': '1m', '5m': '5m', '30m': '30m', '1h': '1h', '1d': '1d' };
	44	+
	45	+const limitSchema = z.number().int().min(1).max(MAX_LIMIT).default(DEFAULT_LIMIT)
	46	+ .describe(`Maximum rows to fetch (1-${MAX_LIMIT}, default ${DEFAULT_LIMIT}). Results above 200 rows are summarised (head/tail + numeric ranges); lower the range or the limit to see every row.`);
	47	+const dateSchema = (what: string) => z.string().regex(/^\d{4}-\d{2}-\d{2}([T ]\d{2}:\d{2}(:\d{2})?)?$/, 'expected YYYY-MM-DD or YYYY-MM-DDTHH:MM').optional().describe(what);
	48	+const timeframeSchema = z.enum([...TIMEFRAMES, '1m', '5m', '30m', '1h', '1d']).default('1day')
	49	+ .describe('Bar size: 1min, 5min, 30min, 1hour or 1day (aliases 1m/5m/30m/1h/1d accepted). Intraday timestamps are naive US/Eastern; daily bars are dates.');
	50	+
	51	+function tf(v: string \| undefined): string {
	52	+ return INTERVAL_ALIAS[v ?? '1day'] ?? '1day';
	53	+}
	54	+
	55	+const TICKER_RE = /^[A-Za-z0-9._^=:-]{1,20}$/;
	56	+const symbol = (what: string) => z.string().regex(TICKER_RE, 'invalid symbol').transform((s) => s.trim().toUpperCase()).describe(what);
	57	+
	58	+// --- tools -------------------------------------------------------------------------------------
	59	+
	60	+export const searchSymbols = def({
	61	+ name: 'search_symbols',
	62	+ title: 'Search symbols',
	63	+ description:
	64	+ 'Find tickers, futures roots or optionable underlyings available in HF Market Data. ' +
	65	+ 'asset=stock\|etf\|crypto\|index\|fx lists tickers (substring search, e.g. "AAP"); asset=futures lists futures roots (ES, CL, NG, 6E…) with names and data ranges; ' +
	66	+ 'asset=options lists underlyings with options chains. Use this before get_bars when unsure of the exact symbol.',
	67	+ schema: {
	68	+ asset: z.enum([...V1_ASSETS, 'options']).describe('Universe to search.'),
	69	+ query: z.string().max(40).optional().describe('Substring/prefix to match (case-insensitive). Omit to list the first `limit` symbols.'),
	70	+ timeframe: timeframeSchema.optional().describe('For stock/etf/crypto/index/fx: only symbols with data at this bar size (default 1day).'),
	71	+ limit: z.number().int().min(1).max(2000).default(100).describe('Max symbols returned (default 100).'),
	72	+ },
	73	+ async handler(client, a) {
	74	+ const q = a.query?.trim();
	75	+ if (a.asset === 'futures') {
	76	+ const r = await client.get('/v1/futures/roots', { limit: 1000 });
	77	+ const { rows } = extract(r.body);
	78	+ let list = rows ?? [];
	79	+ if (q) {
	80	+ const needle = q.toUpperCase();
	81	+ list = list.filter((x) => String(x.root ?? '').toUpperCase().includes(needle) \|\| String(x.name ?? '').toUpperCase().includes(needle) \|\| String(x.asset_class ?? '').toUpperCase().includes(needle));
	82	+ }
	83	+ return renderResult({ ...r, body: { data: list.slice(0, a.limit), meta: { count: list.length, filtered_by: q ?? null } } }, { title: `Futures roots${q ? ` matching "${q}"` : ''}` });
	84	+ }
	85	+ if (a.asset === 'options') {
	86	+ const r = await client.get('/v1/options/tickers', { search: q, limit: a.limit });
	87	+ return renderResult(r, { title: `Optionable underlyings${q ? ` matching "${q}"` : ''}` });
	88	+ }
	89	+ const r = await client.get<{ tickers?: string[]; count?: number }>(`/v1/${a.asset}/tickers`, { search: q, limit: a.limit, timeframe: tf(a.timeframe) });
	90	+ const body = r.body ?? {};
	91	+ const tickers = Array.isArray(body.tickers) ? body.tickers : [];
	92	+ return [
	93	+ `${a.asset} tickers${q ? ` matching "${q}"` : ''}: ${body.count ?? tickers.length} available, showing ${Math.min(tickers.length, a.limit)}`,
	94	+ JSON.stringify(shrink({ ...body, tickers: tickers.slice(0, a.limit) }, a.limit)),
	95	+ rateLine(r.rate),
	96	+ ].join('\n');
	97	+ },
	98	+});
	99	+
	100	+export const getBars = def({
	101	+ name: 'get_bars',
	102	+ title: 'Get OHLCV bars',
	103	+ description:
	104	+ 'Historical OHLCV bars (open, high, low, close, volume) for one or several symbols. ' +
	105	+ 'asset=stock\|etf\|crypto\|index\|fx use the v1 bars endpoint (adjustment adj_splitdiv by default for stocks/ETFs); ' +
	106	+ 'asset=futures returns the vendor continuous series (adjustment contin_UNadj\|contin_adj_ratio\|contin_adj_absolute); ' +
	107	+ 'asset=futures_contract takes an individual contract symbol such as ESZ25 or CLM26 (v2). ' +
	108	+ 'Timeframes 1min…1day since ~2007 (2010 for futures). Dates YYYY-MM-DD; intraday datetimes are naive US/Eastern. ' +
	109	+ 'Keep ranges small for intraday data (1 day of 1-min bars ≈ 390-1440 rows).',
	110	+ schema: {
	111	+ asset: z.enum([...V1_ASSETS, 'futures_contract']).describe('Asset class of the symbol(s).'),
	112	+ symbol: z.union([symbol('Ticker / root / contract symbol, e.g. AAPL, SPY, BTCUSD, ES, ESZ25.'), z.array(symbol('Ticker')).min(1).max(20)])
	113	+ .describe('One symbol, or up to 20 symbols (stock/etf/crypto/index/fx only) fetched in a single request.'),
	114	+ timeframe: timeframeSchema,
	115	+ start: dateSchema('First bar (inclusive), YYYY-MM-DD or YYYY-MM-DDTHH:MM.'),
	116	+ end: dateSchema('Last bar (inclusive), YYYY-MM-DD or YYYY-MM-DDTHH:MM.'),
	117	+ adjustment: z.string().max(30).optional().describe('stock/etf: UNADJUSTED \| adj_split \| adj_splitdiv (default). futures continuous: contin_UNadj (default) \| contin_adj_ratio \| contin_adj_absolute. Ignored for other assets.'),
	118	+ session: z.enum(['rth', 'eth', 'all']).optional().describe('futures_contract only: regular hours, extended hours or all (default all).'),
	119	+ order: z.enum(['asc', 'desc']).default('asc').describe('Sort by datetime. Use desc with a small limit to get the latest bars.'),
	120	+ limit: limitSchema,
	121	+ },
	122	+ async handler(client, a) {
	123	+ const timeframe = tf(a.timeframe);
	124	+ if (a.asset === 'futures_contract') {
	125	+ const sym = Array.isArray(a.symbol) ? a.symbol[0] : a.symbol;
	126	+ if (Array.isArray(a.symbol) && a.symbol.length > 1) throw new HfmdError(400, 'INVALID_PARAMETER', 'futures_contract accepts a single contract symbol per call (call the tool once per contract).');
	127	+ const r = await client.get(`/v1/futures/contract/${encodeURIComponent(sym)}/bars`, {
	128	+ interval: V2_INTERVAL[timeframe], from: a.start, to: a.end, session: a.session, order: a.order, limit: a.limit,
	129	+ });
	130	+ return renderResult(r, { title: `${sym} ${timeframe} bars (individual futures contract)` });
	131	+ }
	132	+ const common: Params = { timeframe, adjustment: a.adjustment, start: a.start, end: a.end, order: a.order, limit: a.limit };
	133	+ if (Array.isArray(a.symbol)) {
	134	+ if (a.symbol.length === 1) return renderResult(await client.get(`/v1/bars/${a.asset}/${encodeURIComponent(a.symbol[0])}`, common), { title: `${a.symbol[0]} ${timeframe} bars` });
	135	+ const r = await client.get(`/v1/bars/${a.asset}`, { ...common, tickers: a.symbol });
	136	+ return renderResult(r, { title: `${a.symbol.join(', ')} ${timeframe} bars (multi, ${a.limit} rows total across tickers)` });
	137	+ }
	138	+ const r = await client.get(`/v1/bars/${a.asset}/${encodeURIComponent(a.symbol)}`, common);
	139	+ return renderResult(r, { title: `${a.symbol} ${timeframe} bars${a.asset === 'futures' ? ' (vendor continuous, ' + (a.adjustment ?? 'contin_UNadj') + ')' : ''}` });
	140	+ },
	141	+});
	142	+
	143	+export const getFuturesContracts = def({
	144	+ name: 'get_futures_contracts',
	145	+ title: 'List futures contracts',
	146	+ description:
	147	+ 'List the individual contracts (expirations) of a futures root, e.g. ES → ESH25, ESM25, ESU25, ESZ25… with expiration/last-trading/first-notice dates, ' +
	148	+ 'status (active/expired), data range, average daily volume and last open interest. Use it to pick contract symbols for get_bars(asset=futures_contract) or get_coverage.',
	149	+ schema: {
	150	+ root: symbol('Futures root, e.g. ES, NQ, CL, NG, GC, ZN, 6E.'),
	151	+ status: z.enum(['active', 'expired', 'all']).default('all').describe('Filter by contract status.'),
	152	+ year: z.number().int().min(2000).max(2100).optional().describe('Only contracts expiring in this year.'),
	153	+ limit: z.number().int().min(1).max(1000).default(200).describe('Max contracts returned.'),
	154	+ },
	155	+ async handler(client, a) {
	156	+ const r = await client.get(`/v1/futures/${encodeURIComponent(a.root)}/contracts`, { status: a.status === 'all' ? undefined : a.status, year: a.year, limit: a.limit });
	157	+ return renderResult(r, { title: `${a.root} contracts (${a.status})`, fullRowsThreshold: 400 });
	158	+ },
	159	+});
	160	+
	161	+export const getFuturesChain = def({
	162	+ name: 'get_futures_chain',
	163	+ title: 'Futures chain as of a date',
	164	+ description:
	165	+ 'The chain of listed contracts for a root as of a given date (default today): front month first, with expirations, days to expiry, last price, volume and open interest. ' +
	166	+ 'Answers "which CL contract was the front month on 2024-03-15?" and gives the symbols needed for compare/term-structure work.',
	167	+ schema: {
	168	+ root: symbol('Futures root, e.g. ES, CL.'),
	169	+ as_of: dateSchema('Reference date YYYY-MM-DD (default: latest available).'),
	170	+ depth: z.number().int().min(1).max(60).optional().describe('Number of contracts along the curve (default: all listed on as_of).'),
	171	+ },
	172	+ async handler(client, a) {
	173	+ const r = await client.get(`/v1/futures/${encodeURIComponent(a.root)}/chain`, { as_of: a.as_of, depth: a.depth });
	174	+ return renderResult(r, { title: `${a.root} chain as of ${a.as_of ?? 'latest'}` });
	175	+ },
	176	+});
	177	+
	178	+export const getContinuous = def({
	179	+ name: 'get_continuous',
	180	+ title: 'Custom continuous futures series',
	181	+ description:
	182	+ 'Build a continuous futures series server-side from individual contracts (v2): choose the roll rule (roll=volume rolls when the next contract out-trades the front; ' +
	183	+ 'roll=open_interest on OI; roll=calendar N days before expiry), the price adjustment (adjust=none \| back_adjusted (additive, preserves point changes) \| ratio (multiplicative, preserves returns)) ' +
	184	+ 'and the depth (1 = front month, 2 = second month…). The response meta lists the roll dates. Prefer this over get_bars(asset=futures) when the roll methodology matters.',
	185	+ schema: {
	186	+ root: symbol('Futures root, e.g. ES, CL, NG.'),
	187	+ roll: z.string().max(30).default('volume').describe('Roll rule: volume (default), open_interest, calendar (with roll_days), or any rule listed by the API.'),
	188	+ adjust: z.string().max(30).default('back_adjusted').describe('Price adjustment: none, back_adjusted (default), ratio.'),
	189	+ depth: z.number().int().min(1).max(12).default(1).describe('Curve position: 1 = front month (default), 2 = second month, …'),
	190	+ roll_days: z.number().int().min(0).max(60).optional().describe('For roll=calendar: business days before expiry to roll.'),
	191	+ timeframe: timeframeSchema,
	192	+ start: dateSchema('From date (inclusive).'),
	193	+ end: dateSchema('To date (inclusive).'),
	194	+ session: z.enum(['rth', 'eth', 'all']).optional().describe('Trading session filter (intraday).'),
	195	+ limit: limitSchema,
	196	+ },
	197	+ async handler(client, a) {
	198	+ const timeframe = tf(a.timeframe);
	199	+ const r = await client.get(`/v1/futures/${encodeURIComponent(a.root)}/continuous`, {
	200	+ roll: a.roll, adjust: a.adjust, depth: a.depth, roll_days: a.roll_days, interval: V2_INTERVAL[timeframe], from: a.start, to: a.end, session: a.session, limit: a.limit,
	201	+ });
	202	+ return renderResult(r, { title: `${a.root} continuous (roll=${a.roll}, adjust=${a.adjust}, depth=${a.depth}, ${timeframe})` });
	203	+ },
	204	+});
	205	+
	206	+export const getTermStructure = def({
	207	+ name: 'get_term_structure',
	208	+ title: 'Futures term structure',
	209	+ description:
	210	+ 'The futures curve of a root on a date: every listed contract with its settlement/last price, volume, open interest, days to expiry, plus spreads vs the front month. ' +
	211	+ 'Upward-sloping curve = contango (later contracts more expensive: storage/financing), downward = backwardation (tight spot market). Compare two dates by calling it twice.',
	212	+ schema: {
	213	+ root: symbol('Futures root, e.g. CL, NG, ES, ZC.'),
	214	+ as_of: dateSchema('Curve date YYYY-MM-DD (default: latest).'),
	215	+ depth: z.number().int().min(2).max(60).optional().describe('Number of contracts along the curve.'),
	216	+ },
	217	+ async handler(client, a) {
	218	+ const r = await client.get(`/v1/futures/${encodeURIComponent(a.root)}/term-structure`, { as_of: a.as_of, depth: a.depth });
	219	+ return renderResult(r, { title: `${a.root} term structure as of ${a.as_of ?? 'latest'}` });
	220	+ },
	221	+});
	222	+
	223	+export const getOptionsChain = def({
	224	+ name: 'get_options_chain',
	225	+ title: 'Options chain with Greeks',
	226	+ description:
	227	+ 'End-of-day options chain of a US stock/ETF for one trade date: strike, expiry, call/put, bid/ask/last, volume, open interest, implied volatility and Greeks (delta, gamma, theta, vega). ' +
	228	+ 'Chains are large: always filter by expiry and/or a strike range, or set list_expirations=true first to see the available expirations. History since 2010 by quarter.',
	229	+ schema: {
	230	+ ticker: symbol('Underlying ticker, e.g. AAPL, SPY, TSLA.'),
	231	+ trade_date: dateSchema('Trade date YYYY-MM-DD (default: latest available).'),
	232	+ expiry: dateSchema('Only this expiration date YYYY-MM-DD.'),
	233	+ call_put: z.enum(['C', 'P', 'call', 'put']).optional().describe('Only calls or only puts.'),
	234	+ strike_min: z.number().optional().describe('Minimum strike.'),
	235	+ strike_max: z.number().optional().describe('Maximum strike.'),
	236	+ min_volume: z.number().int().min(0).optional().describe('Drop contracts below this daily volume.'),
	237	+ list_expirations: z.boolean().default(false).describe('If true, return only the expiration dates listed on trade_date (cheap) instead of the chain.'),
	238	+ limit: limitSchema,
	239	+ },
	240	+ async handler(client, a) {
	241	+ if (a.list_expirations) {
	242	+ const r = await client.get(`/v1/options/expirations/${encodeURIComponent(a.ticker)}`, { trade_date: a.trade_date });
	243	+ return renderResult(r, { title: `${a.ticker} option expirations${a.trade_date ? ` on ${a.trade_date}` : ''}` });
	244	+ }
	245	+ const cp = a.call_put ? (a.call_put[0].toUpperCase()) : undefined;
	246	+ const r = await client.get(`/v1/options/chain/${encodeURIComponent(a.ticker)}`, {
	247	+ trade_date: a.trade_date, expiry: a.expiry, call_put: cp, strike_min: a.strike_min, strike_max: a.strike_max, min_volume: a.min_volume, limit: a.limit,
	248	+ });
	249	+ return renderResult(r, { title: `${a.ticker} options chain${a.trade_date ? ` ${a.trade_date}` : ''}${a.expiry ? ` exp ${a.expiry}` : ''}` });
	250	+ },
	251	+});
	252	+
	253	+export const getCoverage = def({
	254	+ name: 'get_coverage',
	255	+ title: 'Data coverage / gaps',
	256	+ description:
	257	+ 'What data exists for a symbol and where the holes are. kind=futures_contract → per-timeframe first/last bar, bar counts and gaps > 3 business days for a contract such as ESZ25; ' +
	258	+ 'kind=fundamentals → which statements/concepts/filings are available for a ticker and since when. Use it before drawing conclusions from sparse series (missing values are never invented by the API).',
	259	+ schema: {
	260	+ kind: z.enum(['futures_contract', 'fundamentals']).describe('Coverage type.'),
	261	+ symbol: symbol('Contract symbol (ESZ25) or ticker (AAPL).'),
	262	+ },
	263	+ async handler(client, a) {
	264	+ const path = a.kind === 'futures_contract' ? `/v1/futures/contract/${encodeURIComponent(a.symbol)}/coverage` : `/v1/fundamentals/${encodeURIComponent(a.symbol)}/coverage`;
	265	+ const r = await client.get(path);
	266	+ return renderResult(r, { title: `${a.symbol} coverage (${a.kind})` });
	267	+ },
	268	+});
	269	+
	270	+export const getFinancialStatements = def({
	271	+ name: 'get_financial_statements',
	272	+ title: 'Financial statements (SEC XBRL)',
	273	+ description:
	274	+ 'Standardised income statement, balance sheet and cash-flow statement of a US company from SEC XBRL filings, annual or quarterly, point-in-time (each row carries filed_at/accession so you know when the number became public). ' +
	275	+ 'Pass concept (e.g. Revenues, NetIncomeLoss, us-gaap:Assets) to get the full history of a single XBRL fact including restatements instead of statements.',
	276	+ schema: {
	277	+ ticker: symbol('US ticker, e.g. AAPL, MSFT.'),
	278	+ statement: z.enum(['income', 'balance', 'cashflow', 'all']).default('all').describe('Which statement(s).'),
	279	+ period: z.enum(['annual', 'quarterly', 'ttm', 'all']).default('quarterly').describe('Fiscal period type.'),
	280	+ concept: z.string().max(120).optional().describe('XBRL concept for a single-fact history (overrides statement).'),
	281	+ start: dateSchema('Earliest period end date.'),
	282	+ end: dateSchema('Latest period end date.'),
	283	+ limit: z.number().int().min(1).max(MAX_LIMIT).default(40).describe('Max rows (default 40: ~10 years of quarters for one statement).'),
	284	+ },
	285	+ async handler(client, a) {
	286	+ if (a.concept) {
	287	+ const r = await client.get(`/v1/fundamentals/${encodeURIComponent(a.ticker)}/facts/${encodeURIComponent(a.concept)}`, { period: a.period === 'all' ? undefined : a.period, from: a.start, to: a.end, limit: a.limit });
	288	+ return renderResult(r, { title: `${a.ticker} fact ${a.concept}` });
	289	+ }
	290	+ const r = await client.get(`/v1/fundamentals/${encodeURIComponent(a.ticker)}/statements`, {
	291	+ statement: a.statement === 'all' ? undefined : a.statement, period: a.period === 'all' ? undefined : a.period, from: a.start, to: a.end, limit: a.limit,
	292	+ });
	293	+ return renderResult(r, { title: `${a.ticker} ${a.statement} statements (${a.period})`, fullRowsThreshold: 300 });
	294	+ },
	295	+});
	296	+
	297	+export const getRatios = def({
	298	+ name: 'get_ratios',
	299	+ title: 'Latest fundamental ratios',
	300	+ description:
	301	+ 'Current valuation, profitability, leverage and growth ratios of a US company computed from its latest filings and price: P/E, P/B, EV/EBITDA, FCF yield, ROE, ROA, gross/operating/net margins, debt/equity, current ratio, revenue and EPS growth… ' +
	302	+ 'Each ratio states the period it is based on. For a time series use get_ratios_daily.',
	303	+ schema: {
	304	+ ticker: symbol('US ticker, e.g. AAPL.'),
	305	+ },
	306	+ async handler(client, a) {
	307	+ const r = await client.get(`/v1/fundamentals/${encodeURIComponent(a.ticker)}/ratios`);
	308	+ return renderResult(r, { title: `${a.ticker} ratios (latest)` });
	309	+ },
	310	+});
	311	+
	312	+export const getRatiosDaily = def({
	313	+ name: 'get_ratios_daily',
	314	+ title: 'Daily ratio history',
	315	+ description:
	316	+ 'Daily history of price-based ratios (P/E, P/B, P/S, EV/EBITDA, FCF yield, dividend yield, market cap…) recomputed every trading day with the fundamentals known at that date (point-in-time, no look-ahead). ' +
	317	+ 'Ideal for valuation charts and backtests. Narrow the date range or pick a few metrics to keep the output small.',
	318	+ schema: {
	319	+ ticker: symbol('US ticker.'),
	320	+ metrics: z.array(z.string().max(40)).max(20).optional().describe('Subset of ratio columns, e.g. ["pe","pb","fcf_yield"]. Default: all.'),
	321	+ start: dateSchema('From date.'),
	322	+ end: dateSchema('To date.'),
	323	+ limit: limitSchema,
	324	+ },
	325	+ async handler(client, a) {
	326	+ const r = await client.get(`/v1/fundamentals/${encodeURIComponent(a.ticker)}/ratios/daily`, { metrics: a.metrics, from: a.start, to: a.end, limit: a.limit });
	327	+ return renderResult(r, { title: `${a.ticker} daily ratios` });
	328	+ },
	329	+});
	330	+
	331	+export const screenFundamentals = def({
	332	+ name: 'screen_fundamentals',
	333	+ title: 'Fundamental screener',
	334	+ description:
	335	+ 'Screen US stocks on fundamental ratios. filters is a comma-separated list of `metric<op>value` conditions with ops <, <=, >, >=, =, e.g. "pe<15,roe>0.15,fcf_yield>0.06,market_cap>1e9". ' +
	336	+ 'Ratios are decimals (0.15 = 15 %). sort like "fcf_yield:desc". Optional as_of date screens with the data known on that day (point-in-time). Costs 2 requests of quota.',
	337	+ schema: {
	338	+ filters: z.string().min(1).max(500).describe('Conditions, e.g. "pe<15,roe>0.15". Known metrics: pe, pb, ps, ev_ebitda, fcf_yield, dividend_yield, roe, roa, gross_margin, operating_margin, net_margin, debt_to_equity, current_ratio, revenue_growth, eps_growth, market_cap, sector.'),
	339	+ sort: z.string().max(60).optional().describe('metric:asc\|desc, e.g. "fcf_yield:desc".'),
	340	+ as_of: dateSchema('Point-in-time date YYYY-MM-DD (default: today).'),
	341	+ columns: z.array(z.string().max(40)).max(30).optional().describe('Extra columns to return besides the filtered metrics.'),
	342	+ limit: z.number().int().min(1).max(1000).default(50).describe('Max companies (default 50).'),
	343	+ },
	344	+ async handler(client, a) {
	345	+ const r = await client.get('/v1/fundamentals/screener', { filters: a.filters, sort: a.sort, as_of: a.as_of, columns: a.columns, limit: a.limit });
	346	+ return renderResult(r, { title: `Screener: ${a.filters}${a.sort ? ` sorted by ${a.sort}` : ''}` });
	347	+ },
	348	+});
	349	+
	350	+export const getFilings = def({
	351	+ name: 'get_filings',
	352	+ title: 'SEC filings',
	353	+ description:
	354	+ 'SEC EDGAR filings of a US company (10-K, 10-Q, 8-K, 4, 13F, S-1, DEF 14A…): form type, filed date, period, accession number, primary document URL and a short description. ' +
	355	+ 'Filter by forms and dates. For live notifications use subscribe_filings.',
	356	+ schema: {
	357	+ ticker: symbol('US ticker or CIK, e.g. AAPL.'),
	358	+ forms: z.array(z.string().max(12)).max(20).optional().describe('Form types to keep, e.g. ["10-K","10-Q","8-K"].'),
	359	+ start: dateSchema('Filed on/after this date.'),
	360	+ end: dateSchema('Filed on/before this date.'),
	361	+ limit: z.number().int().min(1).max(1000).default(50).describe('Max filings (default 50).'),
	362	+ },
	363	+ async handler(client, a) {
	364	+ const r = await client.get(`/v1/fundamentals/${encodeURIComponent(a.ticker)}/filings`, { forms: a.forms, from: a.start, to: a.end, limit: a.limit });
	365	+ return renderResult(r, { title: `${a.ticker} filings${a.forms ? ` (${a.forms.join(', ')})` : ''}` });
	366	+ },
	367	+});
	368	+
	369	+export const subscribeFilingsTool = def({
	370	+ name: 'subscribe_filings',
	371	+ title: 'Listen to the live filings stream',
	372	+ description:
	373	+ 'Open the websocket wss://…/v1/stream, subscribe to the `filings` channel (new SEC filings as they are published) and return the messages received within a bounded window. ' +
	374	+ `The call blocks until max_messages messages arrive or timeout_seconds elapse (max ${MAX_TIMEOUT_MS / 1000}s), then closes the socket — it does NOT stay subscribed between calls. ` +
	375	+ 'Outside SEC business hours (roughly 06:00-22:00 US/Eastern, weekdays) expect zero messages. Requires Node >= 22 (global WebSocket) or Node 20 with --experimental-websocket.',
	376	+ schema: {
	377	+ tickers: z.union([z.literal('all'), z.array(symbol('Ticker')).min(1).max(50)]).default('all').describe('Tickers to watch, or "all".'),
	378	+ forms: z.array(z.string().max(12)).max(20).optional().describe('Form types to keep, e.g. ["8-K","4"]. Default: all forms.'),
	379	+ max_messages: z.number().int().min(1).max(MAX_MESSAGES).default(10).describe('Stop after this many messages (default 10).'),
	380	+ timeout_seconds: z.number().int().min(1).max(MAX_TIMEOUT_MS / 1000).default(30).describe('Stop after this many seconds (default 30, max 120).'),
	381	+ },
	382	+ async handler(client, a, ctx) {
	383	+ const opts: SubscribeOptions = {
	384	+ url: client.wsUrl, channel: 'filings', tickers: a.tickers, forms: a.forms, apiKey: client.apiKey,
	385	+ maxMessages: a.max_messages, timeoutMs: a.timeout_seconds * 1000, WebSocketImpl: ctx?.WebSocketImpl,
	386	+ };
	387	+ const res = await subscribeFilings(opts);
	388	+ const head = `Filings stream: ${res.messages.length} message(s) in ${(res.elapsed_ms / 1000).toFixed(1)}s, stopped because ${res.stopped_because}${res.error ? ` (${res.error})` : ''}.`;
	389	+ const note = res.messages.length === 0 && res.stopped_because === 'timeout' ? ' No filing was published during the window — this is normal outside EDGAR hours; increase timeout_seconds or widen tickers/forms.' : '';
	390	+ return [head + note, JSON.stringify({ url: res.url, subscription: res.subscription, messages: res.messages })].join('\n');
	391	+ },
	392	+});
	393	+
	394	+export const TOOLS: ToolDef<any>[] = [
	395	+ searchSymbols,
	396	+ getBars,
	397	+ getFuturesContracts,
	398	+ getFuturesChain,
	399	+ getContinuous,
	400	+ getTermStructure,
	401	+ getOptionsChain,
	402	+ getCoverage,
	403	+ getFinancialStatements,
	404	+ getRatios,
	405	+ getRatiosDaily,
	406	+ screenFundamentals,
	407	+ getFilings,
	408	+ subscribeFilingsTool,
	409	+];
	410	+
	411	+export const TOOL_NAMES = TOOLS.map((t) => t.name);
	412	+
	413	+/** Run a tool by name with schema validation; used by tests and by the MCP wrapper. */
	414	+export async function runTool(name: string, client: HfmdClient, rawArgs: unknown, ctx?: ToolContext): Promise<{ text: string; isError: boolean }> {
	415	+ const tool = TOOLS.find((t) => t.name === name);
	416	+ if (!tool) return { text: `Unknown tool ${name}. Available: ${TOOL_NAMES.join(', ')}`, isError: true };
	417	+ const parsed = z.object(tool.schema).safeParse(rawArgs ?? {});
	418	+ if (!parsed.success) {
	419	+ const issues = parsed.error.issues.map((i) => `${i.path.join('.') \|\| '(root)'}: ${i.message}`).join('; ');
	420	+ return { text: `Invalid arguments for ${name}: ${issues}`, isError: true };
	421	+ }
	422	+ try {
	423	+ return { text: await tool.handler(client, parsed.data, ctx), isError: false };
	424	+ } catch (e) {
	425	+ if (e instanceof HfmdError) return { text: e.describe(), isError: true };
	426	+ const msg = e instanceof Error ? e.message : String(e);
	427	+ return { text: `${name} failed: ${msg}`, isError: true };
	428	+ }
	429	+}

added mcp/test/client.test.ts +74 −0

		`@@ -0,0 +1,74 @@`
	1	+import { describe, expect, it } from 'vitest';
	2	+import { HfmdClient, HfmdError, errorFromResponse, rateFromHeaders } from '../src/client.js';
	3	+import { RATE_HEADERS, mockFetch } from './helpers.js';
	4	+
	5	+describe('HfmdClient', () => {
	6	+ it('builds URLs with format=json and joins array params', () => {
	7	+ const c = new HfmdClient({ baseUrl: 'https://api.test/', apiKey: '', fetchImpl: fetch });
	8	+ const u = c.buildUrl('/v1/bars/stock', { tickers: ['AAPL', 'MSFT'], limit: 10, start: undefined, end: '' });
	9	+ expect(u).toBe('https://api.test/v1/bars/stock?tickers=AAPL%2CMSFT&limit=10&format=json');
	10	+ expect(c.wsUrl).toBe('wss://api.test/v1/stream');
	11	+ });
	12	+
	13	+ it('sends the bearer header only when a key is set', async () => {
	14	+ let seen: Headers \| undefined;
	15	+ const f = (async (_u: any, init?: RequestInit) => {
	16	+ seen = new Headers(init?.headers as any);
	17	+ return new Response('{"ok":true}', { headers: { 'content-type': 'application/json' } });
	18	+ }) as typeof fetch;
	19	+ await new HfmdClient({ baseUrl: 'https://api.test', apiKey: 'hfmd_live_x', fetchImpl: f }).get('/v1/status');
	20	+ expect(seen?.get('authorization')).toBe('Bearer hfmd_live_x');
	21	+ await new HfmdClient({ baseUrl: 'https://api.test', apiKey: '', fetchImpl: f }).get('/v1/status');
	22	+ expect(seen?.get('authorization')).toBeNull();
	23	+ expect(seen?.get('user-agent')).toContain('hfmarketdata-mcp');
	24	+ });
	25	+
	26	+ it('parses rate-limit headers', async () => {
	27	+ const m = mockFetch([{ match: '/v1/status', body: { ok: 1 }, headers: RATE_HEADERS }]);
	28	+ const r = await new HfmdClient({ baseUrl: 'https://api.test', apiKey: '', fetchImpl: m.fetch }).get('/v1/status');
	29	+ expect(r.rate.remainingRequests).toBe(29);
	30	+ expect(r.rate.limitRows).toBe(100000);
	31	+ expect(r.rate.rowCount).toBe(5);
	32	+ expect(rateFromHeaders(new Headers()).remainingRequests).toBeNull();
	33	+ });
	34	+
	35	+ it('maps v2 error envelopes', async () => {
	36	+ const m = mockFetch([{ match: '/v1/futures/XX/chain', status: 404, body: { error: { code: 'ROOT_NOT_FOUND', message: 'Unknown futures root XX', docs: 'https://d/errors#root_not_found' }, detail: 'Unknown futures root XX' } }]);
	37	+ const c = new HfmdClient({ baseUrl: 'https://api.test', apiKey: '', fetchImpl: m.fetch });
	38	+ const err = await c.get('/v1/futures/XX/chain').catch((e) => e);
	39	+ expect(err).toBeInstanceOf(HfmdError);
	40	+ expect(err.status).toBe(404);
	41	+ expect(err.code).toBe('ROOT_NOT_FOUND');
	42	+ expect(err.describe()).toContain('ROOT_NOT_FOUND');
	43	+ expect(err.describe()).toContain('https://d/errors#root_not_found');
	44	+ });
	45	+
	46	+ it('maps legacy v1 {detail} errors and validation arrays', () => {
	47	+ const e1 = errorFromResponse(404, { detail: 'Unknown ticker' }, rateFromHeaders(new Headers()), 'u');
	48	+ expect(e1.code).toBe('NOT_FOUND');
	49	+ expect(e1.message).toBe('Unknown ticker');
	50	+ const e2 = errorFromResponse(422, { detail: [{ loc: ['query', 'limit'], msg: 'must be > 0' }] }, rateFromHeaders(new Headers()), 'u');
	51	+ expect(e2.code).toBe('INVALID_PARAMETER');
	52	+ expect(e2.message).toContain('query.limit: must be > 0');
	53	+ const e3 = errorFromResponse(503, 'Service Unavailable', rateFromHeaders(new Headers()), 'u');
	54	+ expect(e3.code).toBe('INTERNAL_ERROR');
	55	+ });
	56	+
	57	+ it('explains 429 with Retry-After and the keyless hint', async () => {
	58	+ const m = mockFetch([{ match: '/v1/bars', status: 429, body: { error: { code: 'RATE_LIMIT_EXCEEDED', message: 'quota exhausted' } }, headers: { 'retry-after': '41', 'x-ratelimit-remaining-requests': '0' } }]);
	59	+ const c = new HfmdClient({ baseUrl: 'https://api.test', apiKey: '', fetchImpl: m.fetch });
	60	+ const err: HfmdError = await c.get('/v1/bars/stock/AAPL').catch((e) => e);
	61	+ expect(err.status).toBe(429);
	62	+ const text = err.describe();
	63	+ expect(text).toContain('Retry after 41s');
	64	+ expect(text).toContain('HFMD_API_KEY');
	65	+ });
	66	+
	67	+ it('wraps network failures', async () => {
	68	+ const f = (async () => { throw new TypeError('fetch failed'); }) as unknown as typeof fetch;
	69	+ const c = new HfmdClient({ baseUrl: 'https://api.test', apiKey: '', fetchImpl: f });
	70	+ const err: HfmdError = await c.get('/v1/status').catch((e) => e);
	71	+ expect(err.code).toBe('NETWORK_ERROR');
	72	+ expect(err.status).toBe(0);
	73	+ });
	74	+});

added mcp/test/format.test.ts +58 −0

		`@@ -0,0 +1,58 @@`
	1	+import { describe, expect, it } from 'vitest';
	2	+import { extract, renderResult, shrink } from '../src/format.js';
	3	+import { rateFromHeaders } from '../src/client.js';
	4	+import { bars } from './helpers.js';
	5	+
	6	+const rate = rateFromHeaders(new Headers({ 'x-ratelimit-remaining-requests': '7', 'x-ratelimit-limit-requests': '30' }));
	7	+
	8	+describe('extract', () => {
	9	+ it('understands the v1 envelope', () => {
	10	+ const e = extract({ count: 2, data: [{ a: 1 }, { a: 2 }] });
	11	+ expect(e.rows).toHaveLength(2);
	12	+ expect(e.meta.count).toBe(2);
	13	+ });
	14	+ it('understands the v2 envelope and keeps meta', () => {
	15	+ const e = extract({ data: [{ a: 1 }], meta: { count: 1, next_cursor: 'abc', roll_dates: ['2025-03-14'] } });
	16	+ expect(e.rows).toHaveLength(1);
	17	+ expect(e.meta.next_cursor).toBe('abc');
	18	+ });
	19	+ it('keeps non-tabular payloads in rest', () => {
	20	+ const e = extract({ asset: 'stock', count: 3, tickers: ['A', 'B', 'C'] });
	21	+ expect(e.rows).toBeNull();
	22	+ expect(e.rest.tickers).toEqual(['A', 'B', 'C']);
	23	+ });
	24	+});
	25	+
	26	+describe('renderResult', () => {
	27	+ it('renders small tables in full as columns/rows', () => {
	28	+ const text = renderResult({ status: 200, url: 'u', body: { count: 3, data: bars(3) }, rate, ms: 1 }, { title: 'T' });
	29	+ expect(text.startsWith('T\n')).toBe(true);
	30	+ const json = JSON.parse(text.split('\n')[1]);
	31	+ expect(json.row_count).toBe(3);
	32	+ expect(json.columns).toEqual(['ticker', 'datetime', 'open', 'high', 'low', 'close', 'volume']);
	33	+ expect(json.rows).toHaveLength(3);
	34	+ expect(json.truncated).toBeUndefined();
	35	+ expect(text).toContain('Rate limit: requests 7/30 left');
	36	+ });
	37	+
	38	+ it('summarises large tables with head/tail, numeric ranges and a hint', () => {
	39	+ const text = renderResult({ status: 200, url: 'u', body: { data: bars(600), meta: { count: 600, next_cursor: 'n' } }, rate, ms: 1 });
	40	+ const json = JSON.parse(text.split('\n')[0]);
	41	+ expect(json.truncated).toBe(true);
	42	+ expect(json.row_count).toBe(600);
	43	+ expect(json.first_rows).toHaveLength(15);
	44	+ expect(json.last_rows).toHaveLength(15);
	45	+ expect(json.numeric_summary.close.min).toBe(100.5);
	46	+ expect(json.numeric_summary.close.max).toBe(699.5);
	47	+ expect(json.hint).toContain('Narrow');
	48	+ expect(json.next_cursor).toBe('n');
	49	+ expect(text.length).toBeLessThan(6000);
	50	+ });
	51	+
	52	+ it('shrinks long arrays inside non-tabular payloads', () => {
	53	+ const s = shrink({ tickers: Array.from({ length: 1000 }, (_, i) => `T${i}`) }, 100) as any;
	54	+ expect(s.tickers.count).toBe(1000);
	55	+ expect(s.tickers.first).toHaveLength(100);
	56	+ expect(s.tickers.truncated).toBe(true);
	57	+ });
	58	+});

added mcp/test/helpers.ts +88 −0

		`@@ -0,0 +1,88 @@`
	1	+import { HfmdClient } from '../src/client.js';
	2	+
	3	+export interface MockRoute {
	4	+ /** Substring or RegExp matched against the full URL. */
	5	+ match: string \| RegExp;
	6	+ status?: number;
	7	+ body?: unknown;
	8	+ headers?: Record<string, string>;
	9	+}
	10	+
	11	+export interface MockFetch {
	12	+ fetch: typeof fetch;
	13	+ calls: string[];
	14	+}
	15	+
	16	+export function mockFetch(routes: MockRoute[]): MockFetch {
	17	+ const calls: string[] = [];
	18	+ const f = (async (input: RequestInfo \| URL, init?: RequestInit) => {
	19	+ const url = typeof input === 'string' ? input : input instanceof URL ? input.toString() : input.url;
	20	+ calls.push(url);
	21	+ void init;
	22	+ const route = routes.find((r) => (typeof r.match === 'string' ? url.includes(r.match) : r.match.test(url)));
	23	+ if (!route) return new Response(JSON.stringify({ detail: 'Not Found' }), { status: 404, headers: { 'content-type': 'application/json' } });
	24	+ const status = route.status ?? 200;
	25	+ const headers = { 'content-type': 'application/json', ...(route.headers ?? {}) };
	26	+ return new Response(typeof route.body === 'string' ? route.body : JSON.stringify(route.body ?? {}), { status, headers });
	27	+ }) as typeof fetch;
	28	+ return { fetch: f, calls };
	29	+}
	30	+
	31	+export function clientWith(routes: MockRoute[], opts: { apiKey?: string } = {}): { client: HfmdClient; calls: string[] } {
	32	+ const m = mockFetch(routes);
	33	+ const client = new HfmdClient({ baseUrl: 'https://api.test', apiKey: opts.apiKey ?? '', fetchImpl: m.fetch });
	34	+ return { client, calls: m.calls };
	35	+}
	36	+
	37	+export function bars(n: number, start = '2025-01-01', ticker = 'AAPL') {
	38	+ const rows = [];
	39	+ const d = new Date(start + 'T00:00:00Z');
	40	+ for (let i = 0; i < n; i++) {
	41	+ const date = new Date(d.getTime() + i * 86_400_000).toISOString().slice(0, 10);
	42	+ rows.push({ ticker, datetime: date, open: 100 + i, high: 101 + i, low: 99 + i, close: 100.5 + i, volume: 1000 + i });
	43	+ }
	44	+ return rows;
	45	+}
	46	+
	47	+export const RATE_HEADERS = {
	48	+ 'x-ratelimit-limit-requests': '30',
	49	+ 'x-ratelimit-remaining-requests': '29',
	50	+ 'x-ratelimit-limit-rows': '100000',
	51	+ 'x-ratelimit-remaining-rows': '99500',
	52	+ 'x-ratelimit-reset': '3599',
	53	+ 'x-row-count': '5',
	54	+};
	55	+
	56	+/** Minimal fake WebSocket emitting canned messages after open. */
	57	+export function fakeWebSocketClass(messages: unknown[], opts: { failOpen?: boolean; delayMs?: number } = {}) {
	58	+ const instances: FakeWS[] = [];
	59	+ class FakeWS {
	60	+ url: string;
	61	+ sent: string[] = [];
	62	+ closed = false;
	63	+ private listeners: Record<string, ((ev: any) => void)[]> = {};
	64	+ constructor(url: string) {
	65	+ this.url = url;
	66	+ instances.push(this);
	67	+ setTimeout(() => {
	68	+ if (opts.failOpen) return this.emit('error', {});
	69	+ this.emit('open', {});
	70	+ for (const m of messages) setTimeout(() => this.emit('message', { data: typeof m === 'string' ? m : JSON.stringify(m) }), opts.delayMs ?? 1);
	71	+ }, 1);
	72	+ }
	73	+ addEventListener(type: string, cb: (ev: any) => void) {
	74	+ (this.listeners[type] ??= []).push(cb);
	75	+ }
	76	+ emit(type: string, ev: unknown) {
	77	+ if (this.closed) return;
	78	+ for (const cb of this.listeners[type] ?? []) cb(ev);
	79	+ }
	80	+ send(data: string) {
	81	+ this.sent.push(data);
	82	+ }
	83	+ close() {
	84	+ this.closed = true;
	85	+ }
	86	+ }
	87	+ return { FakeWS: FakeWS as unknown as typeof WebSocket, instances };
	88	+}

added mcp/test/server.test.ts +77 −0

		`@@ -0,0 +1,77 @@`
	1	+import { describe, expect, it } from 'vitest';
	2	+import { Client } from '@modelcontextprotocol/sdk/client/index.js';
	3	+import { InMemoryTransport } from '@modelcontextprotocol/sdk/inMemory.js';
	4	+import { createServer } from '../src/server.js';
	5	+import { RATE_HEADERS, bars, clientWith } from './helpers.js';
	6	+
	7	+async function connected(routes: Parameters<typeof clientWith>[0]) {
	8	+ const { client: http, calls } = clientWith(routes);
	9	+ const { server } = createServer({ client: http });
	10	+ const [a, b] = InMemoryTransport.createLinkedPair();
	11	+ await server.connect(a);
	12	+ const mcp = new Client({ name: 'test', version: '0.0.0' });
	13	+ await mcp.connect(b);
	14	+ return { mcp, server, calls };
	15	+}
	16	+
	17	+describe('MCP server (in-memory transport)', () => {
	18	+ it('lists 14 tools, 2 resources and 3 prompts with JSON schemas', async () => {
	19	+ const { mcp, server } = await connected([]);
	20	+ const tools = await mcp.listTools();
	21	+ expect(tools.tools.map((t) => t.name)).toHaveLength(14);
	22	+ const getBars = tools.tools.find((t) => t.name === 'get_bars')!;
	23	+ expect(getBars.inputSchema.type).toBe('object');
	24	+ expect(Object.keys((getBars.inputSchema as any).properties)).toContain('timeframe');
	25	+ expect((getBars.inputSchema as any).required).toEqual(['asset', 'symbol']);
	26	+ const resources = await mcp.listResources();
	27	+ expect(resources.resources.map((r) => r.uri).sort()).toEqual(['hfmarketdata://limits', 'hfmarketdata://status']);
	28	+ const prompts = await mcp.listPrompts();
	29	+ expect(prompts.prompts.map((p) => p.name).sort()).toEqual(['compare-contracts', 'fundamentals-snapshot', 'term-structure-analysis']);
	30	+ await server.close();
	31	+ });
	32	+
	33	+ it('calls a tool end-to-end and returns text content', async () => {
	34	+ const { mcp, server, calls } = await connected([{ match: '/v1/bars/stock/AAPL', body: { count: 2, data: bars(2) }, headers: RATE_HEADERS }]);
	35	+ const res = await mcp.callTool({ name: 'get_bars', arguments: { asset: 'stock', symbol: 'AAPL', timeframe: '1d', limit: 2 } });
	36	+ expect(res.isError).toBeFalsy();
	37	+ const text = (res.content as any)[0].text as string;
	38	+ expect(text).toContain('"row_count":2');
	39	+ expect(calls[0]).toContain('timeframe=1day');
	40	+ await server.close();
	41	+ });
	42	+
	43	+ it('returns isError for API failures and for bad arguments', async () => {
	44	+ const { mcp, server } = await connected([{ match: '/v1/futures/ZZ/chain', status: 404, body: { error: { code: 'ROOT_NOT_FOUND', message: 'nope' } } }]);
	45	+ const bad = await mcp.callTool({ name: 'get_futures_chain', arguments: { root: 'ZZ' } });
	46	+ expect(bad.isError).toBe(true);
	47	+ expect((bad.content as any)[0].text).toContain('ROOT_NOT_FOUND');
	48	+ const invalid = await mcp.callTool({ name: 'get_futures_chain', arguments: { root: 'ZZ', depth: 999 } });
	49	+ expect(invalid.isError).toBe(true);
	50	+ await server.close();
	51	+ });
	52	+
	53	+ it('reads both resources', async () => {
	54	+ const { mcp, server } = await connected([{ match: '/v1/status', body: { datasets: { stock: { '1day': { adj_splitdiv: 7664 } } } } }]);
	55	+ const status = await mcp.readResource({ uri: 'hfmarketdata://status' });
	56	+ expect((status.contents[0] as any).text).toContain('7664');
	57	+ const limits = await mcp.readResource({ uri: 'hfmarketdata://limits' });
	58	+ const text = (limits.contents[0] as any).text as string;
	59	+ expect(text).toContain('keyless');
	60	+ expect(text).toContain('"requests": 120');
	61	+ expect(text).toContain('unavailable (404');
	62	+ await server.close();
	63	+ });
	64	+
	65	+ it('renders prompts with arguments', async () => {
	66	+ const { mcp, server } = await connected([]);
	67	+ const p = await mcp.getPrompt({ name: 'compare-contracts', arguments: { symbol_a: 'esz25', symbol_b: 'esh26', days: '45' } });
	68	+ const text = (p.messages[0].content as any).text as string;
	69	+ expect(text).toContain('ESZ25');
	70	+ expect(text).toContain('45 days');
	71	+ const ts = await mcp.getPrompt({ name: 'term-structure-analysis', arguments: { root: 'cl' } });
	72	+ expect((ts.messages[0].content as any).text).toContain('get_term_structure(root="CL")');
	73	+ const fs = await mcp.getPrompt({ name: 'fundamentals-snapshot', arguments: { ticker: 'aapl' } });
	74	+ expect((fs.messages[0].content as any).text).toContain('get_ratios(ticker="AAPL")');
	75	+ await server.close();
	76	+ });
	77	+});

added mcp/test/tools.test.ts +252 −0

		`@@ -0,0 +1,252 @@`
	1	+import { describe, expect, it } from 'vitest';
	2	+import { TOOLS, TOOL_NAMES, runTool } from '../src/tools.js';
	3	+import { RATE_HEADERS, bars, clientWith, fakeWebSocketClass } from './helpers.js';
	4	+
	5	+const EXPECTED = [
	6	+ 'search_symbols', 'get_bars', 'get_futures_contracts', 'get_futures_chain', 'get_continuous', 'get_term_structure',
	7	+ 'get_options_chain', 'get_coverage', 'get_financial_statements', 'get_ratios', 'get_ratios_daily', 'screen_fundamentals',
	8	+ 'get_filings', 'subscribe_filings',
	9	+];
	10	+
	11	+describe('tool catalogue', () => {
	12	+ it('exposes exactly the 14 documented tools with descriptions', () => {
	13	+ expect(TOOL_NAMES).toEqual(EXPECTED);
	14	+ for (const t of TOOLS) {
	15	+ expect(t.description.length).toBeGreaterThan(80);
	16	+ expect(Object.keys(t.schema).length).toBeGreaterThan(0);
	17	+ }
	18	+ });
	19	+
	20	+ it('rejects invalid arguments before calling the API', async () => {
	21	+ const { client, calls } = clientWith([]);
	22	+ const r = await runTool('get_bars', client, { asset: 'stock', symbol: 'AAPL', start: '01/02/2025' });
	23	+ expect(r.isError).toBe(true);
	24	+ expect(r.text).toContain('start');
	25	+ expect(calls).toHaveLength(0);
	26	+ const r2 = await runTool('nope', client, {});
	27	+ expect(r2.isError).toBe(true);
	28	+ });
	29	+});
	30	+
	31	+describe('search_symbols', () => {
	32	+ it('lists stock tickers via /v1/{asset}/tickers with search', async () => {
	33	+ const { client, calls } = clientWith([{ match: '/v1/stock/tickers', body: { asset: 'stock', timeframe: '1day', count: 3, tickers: ['AAPL', 'AAP', 'AAPG'] } }]);
	34	+ const r = await runTool('search_symbols', client, { asset: 'stock', query: 'AAP', limit: 2 });
	35	+ expect(r.isError).toBe(false);
	36	+ expect(calls[0]).toContain('/v1/stock/tickers?search=AAP&limit=2&timeframe=1day&format=json');
	37	+ expect(r.text).toContain('"tickers":["AAPL","AAP"]');
	38	+ });
	39	+ it('lists futures roots and filters client-side', async () => {
	40	+ const { client, calls } = clientWith([{ match: '/v1/futures/roots', body: { data: [{ root: 'ES', name: 'E-mini S&P 500' }, { root: 'CL', name: 'Crude Oil WTI' }], meta: { count: 2 } } }]);
	41	+ const r = await runTool('search_symbols', client, { asset: 'futures', query: 'crude' });
	42	+ expect(calls[0]).toContain('/v1/futures/roots');
	43	+ const json = JSON.parse(r.text.split('\n')[1]);
	44	+ expect(json.row_count).toBe(1);
	45	+ expect(json.rows[0][0]).toBe('CL');
	46	+ });
	47	+ it('lists optionable underlyings', async () => {
	48	+ const { client, calls } = clientWith([{ match: '/v1/options/tickers', body: { count: 1, data: [{ ticker: 'AAPL' }] } }]);
	49	+ const r = await runTool('search_symbols', client, { asset: 'options', query: 'AAP' });
	50	+ expect(calls[0]).toContain('/v1/options/tickers?search=AAP');
	51	+ expect(r.isError).toBe(false);
	52	+ });
	53	+});
	54	+
	55	+describe('get_bars', () => {
	56	+ it('fetches v1 bars with timeframe aliases and start/end, and shows rate headroom', async () => {
	57	+ const { client, calls } = clientWith([{ match: '/v1/bars/stock/AAPL', body: { count: 5, data: bars(5) }, headers: RATE_HEADERS }]);
	58	+ const r = await runTool('get_bars', client, { asset: 'stock', symbol: 'aapl', timeframe: '1h', start: '2025-01-01', end: '2025-01-10', limit: 100 });
	59	+ expect(r.isError).toBe(false);
	60	+ const u = new URL(calls[0]);
	61	+ expect(u.pathname).toBe('/v1/bars/stock/AAPL');
	62	+ expect(u.searchParams.get('timeframe')).toBe('1hour');
	63	+ expect(u.searchParams.get('start')).toBe('2025-01-01');
	64	+ expect(u.searchParams.get('end')).toBe('2025-01-10');
	65	+ expect(u.searchParams.get('limit')).toBe('100');
	66	+ expect(u.searchParams.get('format')).toBe('json');
	67	+ expect(r.text).toContain('AAPL 1hour bars');
	68	+ expect(r.text).toContain('Rate limit: requests 29/30 left');
	69	+ });
	70	+ it('uses the multi-ticker endpoint for arrays', async () => {
	71	+ const { client, calls } = clientWith([{ match: '/v1/bars/etf?', body: { count: 2, data: [...bars(1, '2025-01-01', 'SPY'), ...bars(1, '2025-01-01', 'QQQ')] } }]);
	72	+ const r = await runTool('get_bars', client, { asset: 'etf', symbol: ['SPY', 'QQQ'] });
	73	+ expect(r.isError).toBe(false);
	74	+ const u = new URL(calls[0]);
	75	+ expect(u.pathname).toBe('/v1/bars/etf');
	76	+ expect(u.searchParams.get('tickers')).toBe('SPY,QQQ');
	77	+ expect(u.searchParams.get('timeframe')).toBe('1day');
	78	+ });
	79	+ it('routes futures_contract to the v2 contract bars endpoint with interval/from/to', async () => {
	80	+ const { client, calls } = clientWith([{ match: '/v1/futures/contract/ESZ25/bars', body: { data: bars(2, '2025-09-01', 'ES'), meta: { symbol: 'ESZ25', interval: '1d', count: 2 } } }]);
	81	+ const r = await runTool('get_bars', client, { asset: 'futures_contract', symbol: 'ESZ25', start: '2025-09-01', end: '2025-09-30', session: 'rth' });
	82	+ const u = new URL(calls[0]);
	83	+ expect(u.searchParams.get('interval')).toBe('1d');
	84	+ expect(u.searchParams.get('from')).toBe('2025-09-01');
	85	+ expect(u.searchParams.get('to')).toBe('2025-09-30');
	86	+ expect(u.searchParams.get('session')).toBe('rth');
	87	+ expect(r.text).toContain('"symbol":"ESZ25"');
	88	+ });
	89	+ it('summarises large results', async () => {
	90	+ const { client } = clientWith([{ match: '/v1/bars/stock/AAPL', body: { count: 500, data: bars(500) } }]);
	91	+ const r = await runTool('get_bars', client, { asset: 'stock', symbol: 'AAPL' });
	92	+ expect(r.text).toContain('"truncated":true');
	93	+ expect(r.text).toContain('"row_count":500');
	94	+ });
	95	+ it('surfaces 404 TICKER_NOT_FOUND as a readable error', async () => {
	96	+ const { client } = clientWith([{ match: '/v1/bars/stock/ZZZZ', status: 404, body: { error: { code: 'TICKER_NOT_FOUND', message: 'Unknown ticker ZZZZ' }, detail: 'Unknown ticker ZZZZ' } }]);
	97	+ const r = await runTool('get_bars', client, { asset: 'stock', symbol: 'ZZZZ' });
	98	+ expect(r.isError).toBe(true);
	99	+ expect(r.text).toContain('404 TICKER_NOT_FOUND');
	100	+ });
	101	+});
	102	+
	103	+describe('futures tools', () => {
	104	+ it('get_futures_contracts', async () => {
	105	+ const { client, calls } = clientWith([{ match: '/v1/futures/ES/contracts', body: { data: [{ symbol: 'ESZ25', expiration_date: '2025-12-19', status: 'active' }], meta: { count: 1 } } }]);
	106	+ const r = await runTool('get_futures_contracts', client, { root: 'es', status: 'active', year: 2025 });
	107	+ expect(r.isError).toBe(false);
	108	+ const u = new URL(calls[0]);
	109	+ expect(u.searchParams.get('status')).toBe('active');
	110	+ expect(u.searchParams.get('year')).toBe('2025');
	111	+ expect(r.text).toContain('ESZ25');
	112	+ });
	113	+ it('get_futures_chain', async () => {
	114	+ const { client, calls } = clientWith([{ match: '/v1/futures/CL/chain', body: { data: [{ symbol: 'CLX24', dte: 30 }], meta: { as_of: '2024-09-15' } } }]);
	115	+ const r = await runTool('get_futures_chain', client, { root: 'CL', as_of: '2024-09-15', depth: 6 });
	116	+ expect(r.isError).toBe(false);
	117	+ expect(new URL(calls[0]).searchParams.get('as_of')).toBe('2024-09-15');
	118	+ expect(r.text).toContain('"as_of":"2024-09-15"');
	119	+ });
	120	+ it('get_continuous passes roll/adjust/depth/interval', async () => {
	121	+ const { client, calls } = clientWith([{ match: '/v1/futures/ES/continuous', body: { data: bars(3, '2025-01-01', 'ES'), meta: { count: 3, roll_dates: ['2025-03-14'] } } }]);
	122	+ const r = await runTool('get_continuous', client, { root: 'ES', roll: 'open_interest', adjust: 'ratio', depth: 2, timeframe: '1day', start: '2025-01-01' });
	123	+ const u = new URL(calls[0]);
	124	+ expect(u.searchParams.get('roll')).toBe('open_interest');
	125	+ expect(u.searchParams.get('adjust')).toBe('ratio');
	126	+ expect(u.searchParams.get('depth')).toBe('2');
	127	+ expect(u.searchParams.get('interval')).toBe('1d');
	128	+ expect(u.searchParams.get('from')).toBe('2025-01-01');
	129	+ expect(r.text).toContain('roll_dates');
	130	+ });
	131	+ it('get_term_structure', async () => {
	132	+ const { client, calls } = clientWith([{ match: '/v1/futures/NG/term-structure', body: { data: [{ symbol: 'NGX25', price: 3.1 }, { symbol: 'NGZ25', price: 3.4 }], meta: { as_of: '2025-09-01', shape: 'contango' } } }]);
	133	+ const r = await runTool('get_term_structure', client, { root: 'NG', as_of: '2025-09-01' });
	134	+ expect(calls[0]).toContain('/v1/futures/NG/term-structure?as_of=2025-09-01');
	135	+ expect(r.text).toContain('contango');
	136	+ });
	137	+ it('get_coverage for a contract and for fundamentals', async () => {
	138	+ const { client, calls } = clientWith([
	139	+ { match: '/v1/futures/contract/ESZ25/coverage', body: { symbol: 'ESZ25', timeframes: { '1day': { first: '2024-12-20', last: '2025-09-03', bars: 180 } }, gaps: [] } },
	140	+ { match: '/v1/fundamentals/AAPL/coverage', body: { ticker: 'AAPL', statements_since: '2009-09-26', filings: 210 } },
	141	+ ]);
	142	+ const r1 = await runTool('get_coverage', client, { kind: 'futures_contract', symbol: 'ESZ25' });
	143	+ const r2 = await runTool('get_coverage', client, { kind: 'fundamentals', symbol: 'AAPL' });
	144	+ expect(r1.isError).toBe(false);
	145	+ expect(r2.isError).toBe(false);
	146	+ expect(calls[0]).toContain('/v1/futures/contract/ESZ25/coverage');
	147	+ expect(calls[1]).toContain('/v1/fundamentals/AAPL/coverage');
	148	+ expect(r1.text).toContain('"bars":180');
	149	+ });
	150	+});
	151	+
	152	+describe('options', () => {
	153	+ it('get_options_chain filters and normalises call_put', async () => {
	154	+ const { client, calls } = clientWith([{ match: '/v1/options/chain/AAPL', body: { count: 1, data: [{ strike: 200, call_put: 'C', delta: 0.5 }] } }]);
	155	+ const r = await runTool('get_options_chain', client, { ticker: 'AAPL', trade_date: '2025-06-20', expiry: '2025-07-18', call_put: 'call', strike_min: 190, strike_max: 210 });
	156	+ const u = new URL(calls[0]);
	157	+ expect(u.searchParams.get('call_put')).toBe('C');
	158	+ expect(u.searchParams.get('strike_min')).toBe('190');
	159	+ expect(u.searchParams.get('trade_date')).toBe('2025-06-20');
	160	+ expect(r.text).toContain('"delta"');
	161	+ });
	162	+ it('get_options_chain list_expirations', async () => {
	163	+ const { client, calls } = clientWith([{ match: '/v1/options/expirations/SPY', body: { count: 2, data: [{ expiry: '2025-07-18' }, { expiry: '2025-08-15' }] } }]);
	164	+ const r = await runTool('get_options_chain', client, { ticker: 'SPY', list_expirations: true });
	165	+ expect(calls[0]).toContain('/v1/options/expirations/SPY');
	166	+ expect(r.text).toContain('2025-08-15');
	167	+ });
	168	+});
	169	+
	170	+describe('fundamentals tools', () => {
	171	+ it('get_financial_statements', async () => {
	172	+ const { client, calls } = clientWith([{ match: '/v1/fundamentals/AAPL/statements', body: { data: [{ period_end: '2025-06-28', revenue: 94e9, filed_at: '2025-08-01' }], meta: { count: 1 } } }]);
	173	+ const r = await runTool('get_financial_statements', client, { ticker: 'AAPL', statement: 'income', period: 'quarterly', limit: 4 });
	174	+ const u = new URL(calls[0]);
	175	+ expect(u.searchParams.get('statement')).toBe('income');
	176	+ expect(u.searchParams.get('period')).toBe('quarterly');
	177	+ expect(u.searchParams.get('limit')).toBe('4');
	178	+ expect(r.text).toContain('filed_at');
	179	+ });
	180	+ it('get_financial_statements with concept → facts endpoint', async () => {
	181	+ const { client, calls } = clientWith([{ match: '/v1/fundamentals/AAPL/facts/Revenues', body: { data: [{ period_end: '2024-09-28', value: 391e9 }], meta: {} } }]);
	182	+ const r = await runTool('get_financial_statements', client, { ticker: 'AAPL', concept: 'Revenues', period: 'annual' });
	183	+ expect(calls[0]).toContain('/v1/fundamentals/AAPL/facts/Revenues');
	184	+ expect(r.isError).toBe(false);
	185	+ });
	186	+ it('get_ratios', async () => {
	187	+ const { client, calls } = clientWith([{ match: '/v1/fundamentals/MSFT/ratios?', body: { data: { pe: 33.1, roe: 0.38, fcf_yield: 0.025 }, meta: { as_of: '2025-09-03' } } }]);
	188	+ const r = await runTool('get_ratios', client, { ticker: 'MSFT' });
	189	+ expect(calls[0]).toContain('/v1/fundamentals/MSFT/ratios?format=json');
	190	+ expect(r.text).toContain('"pe":33.1');
	191	+ });
	192	+ it('get_ratios_daily passes metrics/from/to', async () => {
	193	+ const { client, calls } = clientWith([{ match: '/v1/fundamentals/MSFT/ratios/daily', body: { data: [{ date: '2025-01-02', pe: 30 }], meta: { count: 1 } } }]);
	194	+ const r = await runTool('get_ratios_daily', client, { ticker: 'MSFT', metrics: ['pe', 'pb'], start: '2025-01-01', end: '2025-02-01' });
	195	+ const u = new URL(calls[0]);
	196	+ expect(u.searchParams.get('metrics')).toBe('pe,pb');
	197	+ expect(u.searchParams.get('from')).toBe('2025-01-01');
	198	+ expect(r.isError).toBe(false);
	199	+ });
	200	+ it('screen_fundamentals', async () => {
	201	+ const { client, calls } = clientWith([{ match: '/v1/fundamentals/screener', body: { data: [{ ticker: 'XYZ', pe: 12, fcf_yield: 0.08 }], meta: { count: 1, as_of: '2025-09-03' } } }]);
	202	+ const r = await runTool('screen_fundamentals', client, { filters: 'pe<15,fcf_yield>0.06', sort: 'fcf_yield:desc', limit: 20 });
	203	+ const u = new URL(calls[0]);
	204	+ expect(u.searchParams.get('filters')).toBe('pe<15,fcf_yield>0.06');
	205	+ expect(u.searchParams.get('sort')).toBe('fcf_yield:desc');
	206	+ expect(r.text).toContain('XYZ');
	207	+ });
	208	+ it('get_filings', async () => {
	209	+ const { client, calls } = clientWith([{ match: '/v1/fundamentals/AAPL/filings', body: { data: [{ form: '10-K', filed_at: '2024-11-01', url: 'https://sec.gov/x' }], meta: { count: 1 } } }]);
	210	+ const r = await runTool('get_filings', client, { ticker: 'AAPL', forms: ['10-K', '10-Q'], start: '2024-01-01' });
	211	+ const u = new URL(calls[0]);
	212	+ expect(u.searchParams.get('forms')).toBe('10-K,10-Q');
	213	+ expect(r.text).toContain('10-K');
	214	+ });
	215	+});
	216	+
	217	+describe('subscribe_filings', () => {
	218	+ it('collects messages until max_messages then closes', async () => {
	219	+ const { client } = clientWith([]);
	220	+ const { FakeWS, instances } = fakeWebSocketClass([{ form: '8-K', ticker: 'AAPL' }, { form: '4', ticker: 'MSFT' }, { form: '10-Q', ticker: 'NVDA' }]);
	221	+ const r = await runTool('subscribe_filings', client, { tickers: ['AAPL', 'MSFT'], forms: ['8-K', '4'], max_messages: 2, timeout_seconds: 5 }, { WebSocketImpl: FakeWS });
	222	+ expect(r.isError).toBe(false);
	223	+ expect(r.text).toContain('2 message(s)');
	224	+ expect(r.text).toContain('stopped because max_messages');
	225	+ expect(instances[0].url).toBe('wss://api.test/v1/stream');
	226	+ const sub = JSON.parse(instances[0].sent[0]);
	227	+ expect(sub).toEqual({ action: 'subscribe', channel: 'filings', tickers: ['AAPL', 'MSFT'], forms: ['8-K', '4'] });
	228	+ expect(instances[0].closed).toBe(true);
	229	+ });
	230	+ it('times out gracefully with zero messages and explains', async () => {
	231	+ const { client } = clientWith([]);
	232	+ const { FakeWS } = fakeWebSocketClass([]);
	233	+ const r = await runTool('subscribe_filings', client, { max_messages: 5, timeout_seconds: 1 }, { WebSocketImpl: FakeWS });
	234	+ expect(r.isError).toBe(false);
	235	+ expect(r.text).toContain('0 message(s)');
	236	+ expect(r.text).toContain('stopped because timeout');
	237	+ expect(r.text).toContain('normal outside EDGAR hours');
	238	+ });
	239	+ it('reports websocket errors without throwing', async () => {
	240	+ const { client } = clientWith([]);
	241	+ const { FakeWS } = fakeWebSocketClass([], { failOpen: true });
	242	+ const r = await runTool('subscribe_filings', client, { timeout_seconds: 2 }, { WebSocketImpl: FakeWS });
	243	+ expect(r.text).toContain('stopped because error');
	244	+ });
	245	+ it('never leaks the api key in the returned subscription', async () => {
	246	+ const { client } = clientWith([], { apiKey: 'hfmd_live_secret' });
	247	+ const { FakeWS, instances } = fakeWebSocketClass([{ ok: 1 }]);
	248	+ const r = await runTool('subscribe_filings', client, { max_messages: 1, timeout_seconds: 2 }, { WebSocketImpl: FakeWS });
	249	+ expect(JSON.parse(instances[0].sent[0]).api_key).toBe('hfmd_live_secret');
	250	+ expect(r.text).not.toContain('hfmd_live_secret');
	251	+ });
	252	+});

added mcp/tsconfig.json +18 −0

		`@@ -0,0 +1,18 @@`
	1	+{
	2	+ "compilerOptions": {
	3	+ "target": "ES2022",
	4	+ "module": "NodeNext",
	5	+ "moduleResolution": "NodeNext",
	6	+ "lib": ["ES2022", "DOM"],
	7	+ "outDir": "dist",
	8	+ "rootDir": "src",
	9	+ "declaration": true,
	10	+ "strict": true,
	11	+ "esModuleInterop": true,
	12	+ "skipLibCheck": true,
	13	+ "forceConsistentCasingInFileNames": true,
	14	+ "resolveJsonModule": true,
	15	+ "types": ["node"]
	16	+ },
	17	+ "include": ["src/*/.ts"]
	18	+}

added mcp/vitest.config.ts +8 −0

		`@@ -0,0 +1,8 @@`
	1	+import { defineConfig } from 'vitest/config';
	2	+
	3	+export default defineConfig({
	4	+ test: {
	5	+ include: ['test/*/.test.ts'],
	6	+ testTimeout: 15_000,
	7	+ },
	8	+});
	9