feat: add equity read MCP methods
This commit is contained in:
+571
@@ -0,0 +1,571 @@
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package equity
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import (
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"context"
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"encoding/json"
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"time"
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decimal "github.com/alpacahq/alpacadecimal"
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"s1d3sw1ped/robinhood-agentic-mcp/client"
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"s1d3sw1ped/robinhood-agentic-mcp/internal/wire"
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)
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const (
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toolPositions = "get_equity_positions"
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toolTaxLots = "get_equity_tax_lots"
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toolQuotes = "get_equity_quotes"
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toolOrders = "get_equity_orders"
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toolTradability = "get_equity_tradability"
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toolHistoricals = "get_equity_historicals"
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toolFundamentals = "get_equity_fundamentals"
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toolPriceBook = "get_equity_price_book"
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toolTechnicalIndicators = "get_equity_technical_indicators"
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toolNews = "get_equity_news"
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)
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// PositionsRequest is the argument set for get_equity_positions.
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type PositionsRequest struct {
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AccountNumber string
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Cursor string
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}
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// PositionsResult is the parsed get_equity_positions payload.
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type PositionsResult struct{}
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// TaxLotsRequest is the argument set for get_equity_tax_lots.
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type TaxLotsRequest struct {
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AccountNumber string
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Symbol string
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Cursor string
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}
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// TaxLotsResult is the parsed get_equity_tax_lots payload.
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type TaxLotsResult struct{}
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// QuotesRequest is the argument set for get_equity_quotes.
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type QuotesRequest struct {
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Symbols []string
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}
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// Quote is a top-of-book print from get_equity_quotes.
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type Quote struct {
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Symbol string
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Bid decimal.Decimal
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Ask decimal.Decimal
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Last decimal.Decimal
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PrevClose decimal.Decimal
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Volume decimal.Decimal
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}
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// QuotesResult is the parsed get_equity_quotes payload.
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type QuotesResult struct {
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Quotes []Quote
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}
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// OrdersRequest is the argument set for get_equity_orders.
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type OrdersRequest struct {
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AccountNumber string
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OrderID string
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State string
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Symbol string
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CreatedAtGTE string
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PlacedAgent string
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Cursor string
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}
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// OrdersResult is the parsed get_equity_orders payload.
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type OrdersResult struct{}
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// TradabilityRequest is the argument set for get_equity_tradability.
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type TradabilityRequest struct {
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AccountNumber string
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Symbols []string
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}
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// TradabilityResult is the parsed get_equity_tradability payload.
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type TradabilityResult struct{}
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// HistoricalsRequest is the argument set for get_equity_historicals.
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type HistoricalsRequest struct {
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Symbols []string
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StartTime time.Time
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EndTime time.Time
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Interval string
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Bounds string
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AdjustmentType string
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}
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// Bar is one equity historical candle from get_equity_historicals.
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type Bar struct {
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Symbol string
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Time time.Time
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Open, High, Low, Close decimal.Decimal
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Volume decimal.Decimal
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Interpolated bool
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}
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// HistoricalsResult is the parsed get_equity_historicals payload.
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type HistoricalsResult struct {
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Bars []Bar
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}
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// FundamentalsRequest is the argument set for get_equity_fundamentals.
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type FundamentalsRequest struct {
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Symbols []string
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Bounds string
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}
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// FundamentalsResult is the parsed get_equity_fundamentals payload.
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type FundamentalsResult struct{}
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// PriceBookRequest is the argument set for get_equity_price_book.
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type PriceBookRequest struct {
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Symbols []string
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}
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// PriceBookResult is the parsed get_equity_price_book payload.
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type PriceBookResult struct{}
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// TechnicalIndicatorsRequest is the argument set for get_equity_technical_indicators.
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type TechnicalIndicatorsRequest struct {
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Symbol string
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Type string
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Interval string
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StartTime time.Time
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EndTime time.Time
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Bounds string
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AdjustmentType string
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Output string
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Period *int
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NumStd *decimal.Decimal
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FastPeriod *int
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SlowPeriod *int
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SignalPeriod *int
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Multiplier *decimal.Decimal
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Method string
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}
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// TechnicalIndicatorsResult is the parsed get_equity_technical_indicators payload.
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type TechnicalIndicatorsResult struct{}
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// NewsRequest is the argument set for get_equity_news.
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type NewsRequest struct {
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Symbol string
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Limit int
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Cursor string
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}
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// NewsResult is the parsed get_equity_news payload.
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type NewsResult struct{}
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// Positions calls get_equity_positions.
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func (c *Client) Positions(ctx context.Context, req PositionsRequest) (PositionsResult, error) {
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args := map[string]any{}
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if req.AccountNumber != "" {
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args["account_number"] = req.AccountNumber
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}
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if req.Cursor != "" {
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args["cursor"] = req.Cursor
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}
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var out PositionsResult
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if err := c.parse(ctx, toolPositions, args, &out); err != nil {
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return PositionsResult{}, err
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}
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return out, nil
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}
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// TaxLots calls get_equity_tax_lots.
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func (c *Client) TaxLots(ctx context.Context, req TaxLotsRequest) (TaxLotsResult, error) {
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args := map[string]any{}
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if req.AccountNumber != "" {
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args["account_number"] = req.AccountNumber
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}
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if req.Symbol != "" {
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args["symbol"] = req.Symbol
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}
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if req.Cursor != "" {
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args["cursor"] = req.Cursor
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}
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var out TaxLotsResult
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if err := c.parse(ctx, toolTaxLots, args, &out); err != nil {
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return TaxLotsResult{}, err
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}
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return out, nil
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}
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// Quotes calls get_equity_quotes.
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func (c *Client) Quotes(ctx context.Context, req QuotesRequest) (QuotesResult, error) {
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args := map[string]any{}
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if len(req.Symbols) > 0 {
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args["symbols"] = req.Symbols
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}
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raw, err := c.c.Call(ctx, toolQuotes, args)
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if err != nil {
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return QuotesResult{}, err
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}
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quotes, err := parseQuotes(raw)
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if err != nil {
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return QuotesResult{}, client.ToolErrorf(toolQuotes, "parse: %w", err)
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}
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return QuotesResult{Quotes: quotes}, nil
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}
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// Orders calls get_equity_orders.
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func (c *Client) Orders(ctx context.Context, req OrdersRequest) (OrdersResult, error) {
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args := map[string]any{}
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if req.AccountNumber != "" {
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args["account_number"] = req.AccountNumber
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}
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if req.OrderID != "" {
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args["order_id"] = req.OrderID
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}
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if req.State != "" {
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args["state"] = req.State
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}
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if req.Symbol != "" {
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args["symbol"] = req.Symbol
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}
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if req.CreatedAtGTE != "" {
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args["created_at_gte"] = req.CreatedAtGTE
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}
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if req.PlacedAgent != "" {
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args["placed_agent"] = req.PlacedAgent
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}
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if req.Cursor != "" {
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args["cursor"] = req.Cursor
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}
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var out OrdersResult
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if err := c.parse(ctx, toolOrders, args, &out); err != nil {
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return OrdersResult{}, err
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}
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return out, nil
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}
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// Tradability calls get_equity_tradability.
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func (c *Client) Tradability(ctx context.Context, req TradabilityRequest) (TradabilityResult, error) {
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args := map[string]any{}
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if req.AccountNumber != "" {
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args["account_number"] = req.AccountNumber
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}
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if len(req.Symbols) > 0 {
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args["symbols"] = req.Symbols
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}
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var out TradabilityResult
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if err := c.parse(ctx, toolTradability, args, &out); err != nil {
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return TradabilityResult{}, err
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}
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return out, nil
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}
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// Historicals calls get_equity_historicals.
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func (c *Client) Historicals(ctx context.Context, req HistoricalsRequest) (HistoricalsResult, error) {
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args := map[string]any{
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"start_time": req.StartTime.UTC().Format(time.RFC3339),
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}
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if len(req.Symbols) > 0 {
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args["symbols"] = req.Symbols
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}
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if !req.EndTime.IsZero() {
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args["end_time"] = req.EndTime.UTC().Format(time.RFC3339)
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}
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if req.Interval != "" {
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args["interval"] = req.Interval
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}
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if req.Bounds != "" {
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args["bounds"] = req.Bounds
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}
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if req.AdjustmentType != "" {
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args["adjustment_type"] = req.AdjustmentType
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}
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raw, err := c.c.Call(ctx, toolHistoricals, args)
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if err != nil {
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return HistoricalsResult{}, err
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}
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bars, err := parseHistoricals(raw)
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if err != nil {
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return HistoricalsResult{}, client.ToolErrorf(toolHistoricals, "parse: %w", err)
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}
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return HistoricalsResult{Bars: bars}, nil
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}
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// Fundamentals calls get_equity_fundamentals.
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func (c *Client) Fundamentals(ctx context.Context, req FundamentalsRequest) (FundamentalsResult, error) {
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args := map[string]any{}
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if len(req.Symbols) > 0 {
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args["symbols"] = req.Symbols
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}
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if req.Bounds != "" {
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args["bounds"] = req.Bounds
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}
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var out FundamentalsResult
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if err := c.parse(ctx, toolFundamentals, args, &out); err != nil {
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return FundamentalsResult{}, err
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}
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return out, nil
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}
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// PriceBook calls get_equity_price_book.
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func (c *Client) PriceBook(ctx context.Context, req PriceBookRequest) (PriceBookResult, error) {
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args := map[string]any{}
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if len(req.Symbols) > 0 {
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args["symbols"] = req.Symbols
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}
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var out PriceBookResult
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if err := c.parse(ctx, toolPriceBook, args, &out); err != nil {
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return PriceBookResult{}, err
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}
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return out, nil
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}
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// TechnicalIndicators calls get_equity_technical_indicators.
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func (c *Client) TechnicalIndicators(ctx context.Context, req TechnicalIndicatorsRequest) (TechnicalIndicatorsResult, error) {
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args := map[string]any{
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"start_time": req.StartTime.UTC().Format(time.RFC3339),
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}
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if req.Symbol != "" {
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args["symbol"] = req.Symbol
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}
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if req.Type != "" {
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args["type"] = req.Type
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}
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if req.Interval != "" {
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args["interval"] = req.Interval
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}
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if !req.EndTime.IsZero() {
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args["end_time"] = req.EndTime.UTC().Format(time.RFC3339)
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}
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if req.Bounds != "" {
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args["bounds"] = req.Bounds
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}
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if req.AdjustmentType != "" {
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args["adjustment_type"] = req.AdjustmentType
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}
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if req.Output != "" {
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args["output"] = req.Output
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}
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if req.Period != nil {
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args["period"] = *req.Period
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}
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if req.NumStd != nil {
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args["num_std"] = wire.Encode(*req.NumStd)
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}
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if req.FastPeriod != nil {
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args["fast_period"] = *req.FastPeriod
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}
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if req.SlowPeriod != nil {
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args["slow_period"] = *req.SlowPeriod
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}
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if req.SignalPeriod != nil {
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args["signal_period"] = *req.SignalPeriod
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}
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if req.Multiplier != nil {
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args["multiplier"] = wire.Encode(*req.Multiplier)
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}
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if req.Method != "" {
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args["method"] = req.Method
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}
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var out TechnicalIndicatorsResult
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if err := c.parse(ctx, toolTechnicalIndicators, args, &out); err != nil {
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return TechnicalIndicatorsResult{}, err
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}
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return out, nil
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}
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// News calls get_equity_news.
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func (c *Client) News(ctx context.Context, req NewsRequest) (NewsResult, error) {
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args := map[string]any{}
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if req.Symbol != "" {
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args["symbol"] = req.Symbol
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}
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if req.Limit != 0 {
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args["limit"] = req.Limit
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}
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if req.Cursor != "" {
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args["cursor"] = req.Cursor
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}
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var out NewsResult
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if err := c.parse(ctx, toolNews, args, &out); err != nil {
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return NewsResult{}, err
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}
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return out, nil
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}
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func (c *Client) parse(ctx context.Context, tool string, args map[string]any, dest any) error {
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raw, err := c.c.Call(ctx, tool, args)
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if err != nil {
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return err
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}
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if err := json.Unmarshal(wire.Unwrap(raw), dest); err != nil {
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return client.ToolErrorf(tool, "parse: %w", err)
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}
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return nil
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}
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type quoteFields struct {
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Symbol string `json:"symbol"`
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Last any `json:"last"`
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LastTradePrice any `json:"last_trade_price"`
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LastNonRegTradePrice any `json:"last_non_reg_trade_price"`
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Bid any `json:"bid"`
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BidPrice any `json:"bid_price"`
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Ask any `json:"ask"`
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AskPrice any `json:"ask_price"`
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PreviousClose any `json:"previous_close"`
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AdjustedPreviousClose any `json:"adjusted_previous_close"`
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Volume any `json:"volume"`
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}
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type quoteRow struct {
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Quote *quoteFields `json:"quote"`
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Close *struct {
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Symbol string `json:"symbol"`
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Price any `json:"price"`
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} `json:"close"`
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quoteFields
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}
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func (r quoteRow) asQuote() (Quote, bool, error) {
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f := r.quoteFields
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if r.Quote != nil {
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f = *r.Quote
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}
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if f.Symbol == "" && r.Close != nil {
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f.Symbol = r.Close.Symbol
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}
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if f.Symbol == "" {
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return Quote{}, false, nil
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}
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var closePx any
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if r.Close != nil {
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closePx = r.Close.Price
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}
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last, err := firstDec(f.LastTradePrice, f.Last, f.LastNonRegTradePrice)
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if err != nil {
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return Quote{}, false, err
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}
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prev, err := firstDec(closePx, f.PreviousClose, f.AdjustedPreviousClose)
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if err != nil {
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return Quote{}, false, err
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}
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bid, err := firstDec(f.BidPrice, f.Bid)
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if err != nil {
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return Quote{}, false, err
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}
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ask, err := firstDec(f.AskPrice, f.Ask)
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if err != nil {
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return Quote{}, false, err
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}
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vol, err := firstDec(f.Volume)
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if err != nil {
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return Quote{}, false, err
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}
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return Quote{
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Symbol: f.Symbol,
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Last: last,
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PrevClose: prev,
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Bid: bid,
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Ask: ask,
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Volume: vol,
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}, true, nil
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}
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func parseQuotes(raw json.RawMessage) ([]Quote, error) {
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var wrap struct {
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Quotes []quoteRow `json:"quotes"`
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}
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if err := json.Unmarshal(wire.Unwrap(raw), &wrap); err != nil {
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return nil, err
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}
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out := make([]Quote, 0, len(wrap.Quotes))
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for _, row := range wrap.Quotes {
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q, ok, err := row.asQuote()
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if err != nil {
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return nil, err
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}
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if !ok {
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continue
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}
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out = append(out, q)
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}
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return out, nil
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}
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type histPointJSON struct {
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BeginsAt string `json:"begins_at"`
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Open any `json:"open"`
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High any `json:"high"`
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Low any `json:"low"`
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Close any `json:"close"`
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Volume any `json:"volume"`
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Interpolated bool `json:"interpolated"`
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}
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type histSeriesJSON struct {
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Symbol string `json:"symbol"`
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DataPoints []histPointJSON `json:"data_points"`
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}
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func parseHistoricals(raw json.RawMessage) ([]Bar, error) {
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var wrap struct {
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Historicals []histSeriesJSON `json:"historicals"`
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}
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if err := json.Unmarshal(wire.Unwrap(raw), &wrap); err != nil {
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return nil, err
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}
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var out []Bar
|
||||
for _, series := range wrap.Historicals {
|
||||
if series.Symbol == "" {
|
||||
continue
|
||||
}
|
||||
for _, p := range series.DataPoints {
|
||||
ts, err := time.Parse(time.RFC3339, p.BeginsAt)
|
||||
if err != nil {
|
||||
continue
|
||||
}
|
||||
o, err := firstDec(p.Open)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
h, err := firstDec(p.High)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
l, err := firstDec(p.Low)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
cl, err := firstDec(p.Close)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
vol, err := firstDec(p.Volume)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
out = append(out, Bar{
|
||||
Symbol: series.Symbol,
|
||||
Time: ts,
|
||||
Open: o,
|
||||
High: h,
|
||||
Low: l,
|
||||
Close: cl,
|
||||
Volume: vol,
|
||||
Interpolated: p.Interpolated,
|
||||
})
|
||||
}
|
||||
}
|
||||
return out, nil
|
||||
}
|
||||
|
||||
func firstDec(vs ...any) (decimal.Decimal, error) {
|
||||
for _, v := range vs {
|
||||
if v == nil {
|
||||
continue
|
||||
}
|
||||
if s, ok := v.(string); ok && s == "" {
|
||||
continue
|
||||
}
|
||||
return wire.Dec(v)
|
||||
}
|
||||
return decimal.Zero, nil
|
||||
}
|
||||
Reference in New Issue
Block a user