OAS-MCP

SSE

by nonchan7720

286 downloads Not rated yet MIT license

About

OAS-MCP is a Go application that automatically generates a Model Context Protocol (MCP) server and tools from an OpenAPI specification (YAML or JSON). It is designed for developers who want to expose REST API endpoints as MCP tools.

Details

Transport
SSE
License
MIT license

Explore

- Auto-generates Go client code from OpenAPI specs
- Builds MCP servers using generated client code
- Provides each API endpoint as a separate MCP tool
- Uses SSE (Server-Sent Events) for real-time communication

Clone the repository, install dependencies with go mod download, then run go run cmd/main.go -path=./api/openapi.yaml -output=./pkg/client to generate client code and MCP server. Alternatively, use go generate ./....

get_iv_history

Get historical implied volatility (IV) and historical volatility (HV) for a stock or ETF. Shows how option-implied expected moves and realized moves have evolved. High IV relative to HV suggests options are expensive; low IV relative to HV suggests options are cheap. Large windows return a compact recent/trend summary by default.

get_greeks_history

Get historical options Greeks (delta, gamma, theta, vega) for a symbol. Shows how sensitivity profiles and dealer hedging pressure have shifted over time. Large windows return a compact recent/trend summary by default.

get_regime

Get regime data at one of three scopes. Pick the scope that matches the question; irrelevant sub-params are ignored. • scope="market" — MARKET COMPOSITE stress regime (aggregate across SPY/QQQ/IWM/DIA, not per-symbol). Returns composite stress score, confidence, key drivers, feature z-scores. Bands: CALM < -0.5, NORMAL -0.5..0.5, ELEVATED 0.5..1.5, STRESS 1.5..2.5, CRISIS ≥ 2.5. Accepts `date` (YYYY-MM-DD, default latest) and `include_symbols` (default false; true also returns up to the top …

get_earnings

Get earnings history and estimates for a company. Returns actual EPS, estimates, revenue, and surprise percentages. Earnings events are the largest source of overnight gap risk for options — check if an upcoming earnings date falls within an option's expiration window. Shows last 8 quarters by default.

get_news

Get recent news headlines for a stock. Useful for understanding catalysts behind price or volatility moves, and for assessing event risk before entering an options position. Default response relevance-ranks the latest raw feed against the company profile and suppresses filing-style ownership updates when stronger catalyst news is available.

get_fundamentals

Get company fundamentals: market cap, P/E ratio, EPS, revenue, profit margins, dividend yield, beta, sector, and industry. Useful for assessing whether an options strategy aligns with the fundamental picture. Default response returns compact company metadata, curated TTM ratios/key metrics, and one summarized recent statement entry per financial statement.

get_dividends

Get per-symbol dividend history from Financial Modeling Prep data synced into the platform. Useful for checking dividend cadence, recent ex-dates, and cash amounts when evaluating carry, assignment risk, or discrete-dividend assumptions.

get_rates

Get Treasury rate data. Pick the view that matches the question: • view="benchmark" — current platform risk-free rate served at /risk-free-rate (currently a 10Y-based Treasury rate used for options pricing). No params. If you need shorter maturities (1M, 3M, 6M, 2Y, 5Y), use view="curve" instead. • view="curve" — full US Treasury yield curve with a compact current-curve summary by default. Returns key maturities, inversion flags, spreads, and small trend samples.

get_insider_trading

Get insider trading activity for a company. Default response focuses on economically meaningful open-market buys and sells, groups repeated filing rows into event-level summaries, and summarizes awards/exercises/tax withholding separately.

get_options_analytics_history

Get daily end-of-day options analytics snapshots for a symbol — historical trend data going back years. Covers ATM IV, HV, IV rank/percentile, VWIV, skew, GEX/DEX/VEX, net vanna/charm/vomma, put/call ratio, max pain, expected move, term structure, dividend yield, and risk-free rate. Best for trend analysis over time. For current authoritative Greek exposures and dealer-positioning levels like call wall, put wall, gamma flip, and abs gamma, use get_regime with scope="symbol" instead. Up to 500…

get_iv_surface

Get the IV surface/skew across strikes and expirations for a symbol. End-of-day data from the previous trading session. Default response returns a compact term-structure and smile summary.

get_stock_prices

Get historical OHLCV price data for a stock or ETF with a compact trend summary plus the requested daily bars.

get_stock_splits

Get per-symbol stock split history from Financial Modeling Prep data synced into the platform. Useful for checking historical split ratios and labels when reconciling price history, options deliverables, or unusual chart moves.

get_short_data

Get FINRA short-side data for a symbol. Two related but distinct series: • type="volume" — DAILY short-volume activity. Compact summary-first view (latest day + trailing averages + recent-trend flag) by default. • type="interest" — BIWEEKLY short-interest settlement reports (position-based, not flow-based). Compact summary-first view (latest settlement + trailing averages + rising/falling trend) by default. Short-percent-of-float is enriched from the company profile when the FINRA feed omits…

get_analyst_data

Get Wall Street analyst ratings, price targets, and consensus estimates for a symbol. Default response keeps the nearest forward estimate periods, price-target summaries, rating snapshot, summarized rating-history streaks, and recent rating changes.

get_market_calendar

Get market calendar events by type. Each type has its own default date window, shaping, and optional filters: • type="economic" — upcoming macro events (FOMC, CPI, NFP, GDP, etc.) that move options vol. Default from=today, to=30d ahead. Supports country (e.g. US, EU, UK). The default view focuses on higher-signal catalysts. • type="ipo" — upcoming and recent public listings. Default from=30d ago, to=60d ahead, limit=50. Optional symbol filter applied after fetch. • type="dividend" — cash div…

get_options_chain

Get the end-of-day options chain snapshot from the latest available completed trading session by default. Default view summarizes expirations, ATM term structure, skew, and representative near-money contracts across the curve while avoiding same-day expiry noise when later expirations exist; set date to query a specific session.

get_sec_filings

Get recent SEC EDGAR filings for a symbol. Useful for finding 10-K, 10-Q, 8-K, proxy, insider, offering, and activist filings with direct SEC URLs. Default response returns a compact filing list with dates, form types, descriptions, accession numbers, and filing links.

get_fail_to_deliver

Get SEC Failure-to-Deliver (FTD) data for a symbol. Default response returns a compact summary with recent history, notable spikes, and threshold overlap. Default window is 180 days because SEC FTD publication lags by about 21 days.

get_threshold_history

Get SEC Regulation SHO threshold-list history for a symbol with a compact status summary by default. Highlights whether the symbol is currently on the list, recently cleared, or only appeared historically in the requested window.

get_dark_pool_data

Get FINRA OTC (dark pool / non-ATS) and ATS (Alternative Trading System) weekly trading statistics for a symbol. The `view` param controls the granularity: • view="summary" (default) — aggregate weekly OTC + ATS volume/trade trends with a compact summary + trend analysis. • view="dealers" — per-DEALER breakdown of OTC (non-ATS) activity. Top 15 MPIDs per week with participant name, shares, and trades. Answers "who is executing this flow off-exchange, off-ATS?" • view="venues" — per-VENUE bre…

get_trading_halts

Get current and recent trading halts. Default view condenses duplicate feed rows, prioritizes the latest active halt state, and highlights material recent news/regulatory events.

get_activist_filings

Get Schedule 13D/13G beneficial-ownership filings for a symbol. Default response prioritizes the latest above-threshold holder snapshot per filer and summarizes below-threshold amendments separately so current holders stay visible.

get_company_profile

Get company profile data for a symbol with a compact normalized default view. Returns sector, industry, market cap, float metrics, key identifiers, and a trimmed business description.

run_screener

Run one of the 16 options-market screeners (plus market-trends and an earnings-calendar view). Choose the screener via the `screener` enum; pass sub-params only for the screener that needs them. Irrelevant sub-params are ignored. • most-active / highest-oi / highest-iv / unusual / gex — main tabs. Use `view` (ticker|contract, default ticker). Support `index` (all|sp500|sp400|sp600|etf). Note: `index=etf` returns rows only in `view=contract`; ticker view's aggregator does not include ETF rows…

get_platform_info

Get background information about the Options Analysis Suite platform — the 17 available pricing models (10 vanilla + 7 exotic), the 17 Greeks computed across them, and platform capabilities. Call this when you need context about the platform to give better answers.

get_analysis_history

Get the user's options pricing analysis history — past calculations run in the platform. Each result includes the model used (Black-Scholes, Heston, SABR, etc.), input parameters (spot, strike, volatility, DTE), computed option price, and Greeks. Includes calibration data and model-specific sensitivities when available. Default view collapses near-identical reruns from the same pricing sweep.

get_snapshot

Get the user's synced snapshot history by type. Each type serves a different question: • type="gex" — per-symbol Gamma Exposure snapshots. REQUIRED: `symbol`. Returns the 3 most recent snapshots (no dedupe — rows may be near-duplicates if recorded back-to-back). Includes per-expiration breakdown, call/put walls, gamma flip point, abs gamma anchor, unusual activity, expected move data, and raw vs in-wall visible combo-strike counts. • type="portfolio" — account-wide portfolio snapshots with m…

get_analysis_rollups

Get pre-computed daily or weekly aggregates of the user's analysis activity per symbol. Default response returns compact rollup rows plus a cross-period summary of volatility, spot, and model usage trends.

get_fft_results

Get the user's FFT (Fast Fourier Transform) scanner results — characteristic function-based option pricing signals across multiple models and expirations. Shows which models detected opportunities, calibration quality, and pricing anomalies.

query_analysis

Query your analysis history with filters. Find specific analyses by greek values, volatility ranges, or other criteria. For example: "analyses where delta > 0.7" or "all Heston runs with IV below 30%". Default view collapses near-identical reruns from the same pricing sweep so the results stay diverse and readable.

get_compute_runs

Get the user's AI Compute Suite run history — portfolio-wide batch analyses across multiple pricing models. Default response returns compact run summaries, model-dispersion highlights, exposure levels, and representative position/model consensus summaries. Use view='detailed' to inspect per-model outputs for one matched run; detailed view only takes effect when exactly one run matches, and multi-run responses are always summarized.

OpenAPI仕様からModel Context Protocol(MCP)サーバーを自動生成するツール

概要

OAS-MCPは、OpenAPI仕様書(YAML/JSON)からModel Context Protocol(MCP)サーバーとツールを自動的に生成するGoアプリケーションです。OpenAPIの各エンドポイントはMCPツールとして利用可能になります。

機能

- OpenAPI仕様からGoクライアントコードを自動生成
- 生成したクライアントコードを利用したMCPサーバーの構築
- 各APIエンドポイントをMCPツールとして提供
- SSE (Server-Sent Events) を活用したリアルタイム通信

必要条件

- Go 1.24以上

インストール方法

```bash

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