marketlens-mcp

A read-only Model Context Protocol server for market data and analytics. It answers in one vendor-neutral schema whatever the data provider (Alpaca is built in; other providers plug in), keeps large results out of the model’s context window in a local DuckDB result store that the model queries with read-only SQL, computes common analytics (returns, volatility, correlation, drawdown, beta, …) on those stored results, and lets you choose which capabilities it may use. With the optional data extra it also answers from official sources, point in time: FRED, BLS and BEA series (CPI, the unemployment rate, payrolls, GDP), SEC EDGAR filings, XBRL facts, fundamentals, earnings releases, insider trades, 13F and fund holdings, the FOMC, NY Fed reference rates and the Treasury’s yield curve, auctions, debt and cash, plus market calendars. Built in and keyless, it also reads official headlines (press releases, speeches, testimony, enforcement and data-release notices) from the Federal Reserve Board, SEC, BLS, BEA, CFTC and ECB feeds. It works with any MCP client and your own provider keys.

Status

Alpha (0.2.0, unreleased). The tool names, the canonical schema (1.1.0) and the plugin API (1.0) are versioned; see CHANGELOG.md.

How it works

flowchart TB
  client["MCP clientClaude Desktop, Claude Code, any MCP client"]
  subgraph server["marketlens-mcp process"]
    direction TB
    transport["transport.pystdio, or streamable HTTP on 127.0.0.1 with a bearer token"]
    policy["config.py + policy.pyconfig.yaml, capabilities on/off"]
    registry["registry.py + manifest.pyevery tool: name, capability, route, models"]
    pipeline["pipeline.pyvalidate args, run the handler, canonical rows"]
    offload["offload.pyinline, or stored with a result_id"]
    trust["trust.py_marketlens envelope, provenance, notes"]
    subgraph providers["providers (one plugin API)"]
      alpaca["alpaca/market, reference, news,portfolio, provider.docs"]
      data["data/ (optional extra)macro, filings, fed_treasury,holidays, calendars"]
      official["official/news (news_official)"]
      plugins["installed pluginsmarketlens.plugins entry points"]
    end
    store[("results/DuckDB + Parquet result storeper session, 24 h")]
    analytics["analytics_* and results_* toolsguarded read-only SQL"]
  end
  alpacaapi["Alpaca market-data APIAlpaca trading API (reads only)Alpaca docs MCP"]
  omni[("marketlens-data (omni)local point-in-time store")]
  publishers["FRED, BLS, BEA, SEC EDGAR, Federal Reserve,NY Fed, Treasury, FiscalData, NYSE, SIFMA, OPM, Nasdaq"]
  feeds["Fed, SEC, BLS, BEA, CFTC, ECBRSS/Atom feeds (fixed allow-list)"]
  other["the plugin's own upstream"]

  client  transport
  transport --> registry
  policy --> registry
  registry --> pipeline