feat: MCP stdio server for prices and greeks - #30
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Expose every public class over JSON-RPC stdio via two tools (instruments, price). Zero extra deps. Fixes #29.
Drop the hand-rolled protocol layer. Explicit KINDS, price() returns price + core greeks, tests compare to the classes.
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Scrapping MCP. A formula library is imported from Python; a JSON-RPC server is the wrong product. Closing this PR and dropping the branch. |
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Fixes #29.
What
Stdlib MCP server so agents can price every public instrument without writing Python. No extra dependency.
Two tools:
instruments— kind → constructor paramsprice—kind+ market params +fields(price/core/all/ method names)kindis a short name (call,black76_put,straddle_long, …) or the class name. New public classes in__all__show up automatically.Why this shape
fieldsmaps onto existing methods — no reimplemented greeks.mcpSDK is not added).initialize,initialized,ping,tools/list,tools/call). Emptyresources/list/prompts/listfor picky hosts. Tool failures returnisError: true.Checks
91 passed.
mcp.pyat 100% coverage. Version 0.2.4.Docs:
docs/9.mcp.md, README, AGENTS.md / CLAUDE.md / llms.txt.Not a release — please review and approve first.