The MCP server is a thin, tenant-scoped wrapper over /api/agent/v1. It exposes market data, chart-indicator authoring, Strategy API V2 deployment and backtesting, bounded job polling, runtime controls, and explicitly confirmed quick orders.
pip install "quantdinger-mcp==0.4.0"
export QUANTDINGER_BASE_URL=http://localhost:8888
export QUANTDINGER_AGENT_TOKEN=qd_agent_xxx
quantdinger-mcppipx install quantdinger-mcp and uvx quantdinger-mcp are also supported. Use pip install -e ./mcp_server only when developing from a repository checkout.
The default transport is stdio. Set QUANTDINGER_MCP_TRANSPORT to sse or streamable-http for a network transport. Optional limits include QUANTDINGER_TIMEOUT_S, QUANTDINGER_MCP_JOB_STREAM_MAX_EVENTS, QUANTDINGER_MCP_JOB_STREAM_MAX_SECONDS, and QUANTDINGER_MCP_JOB_POLL_MAX_SECONDS.
Network transports bound to a non-loopback host require a separate inbound bearer token. This token authenticates MCP clients and must not be the Agent Gateway token:
export QUANTDINGER_MCP_TRANSPORT=streamable-http
export QUANTDINGER_MCP_HOST=0.0.0.0
export QUANTDINGER_MCP_PORT=7800
export QUANTDINGER_MCP_PUBLIC_URL=https://mcp.example.com
export QUANTDINGER_MCP_AUTH_TOKEN=replace-with-a-random-32-plus-character-secret
quantdinger-mcpClients must send Authorization: Bearer <QUANTDINGER_MCP_AUTH_TOKEN> to /mcp or /sse. For a private ingress that already authenticates every request, QUANTDINGER_MCP_ALLOW_INSECURE_HTTP=true is an explicit escape hatch; never use it on a directly reachable public listener.
Docker builds use the official PyPI index by default. In regions where it is slow, override it without editing the image definition: docker build --build-arg PIP_INDEX_URL=https://your-mirror.example/simple ..
Never place an agent token in prompts, logs, screenshots, source control, or MCP configuration that will be shared. Responses redact credential fields, and clients must not attempt to recover them.
| Tool group | Scope | Purpose |
|---|---|---|
whoami, check_health |
R/public | Identity, allowlists, and liveness |
list_markets, search_symbols, get_klines, get_price |
R | Market discovery and data |
get_indicator_authoring_contract, validate_indicator_code, save_indicator, list_indicators, get_indicator |
R/W | Chart-only indicators |
list_strategy_templates, compile_strategy_code |
R | Strategy API V2 templates and manifest compilation |
list_strategy_sources, get_strategy_source, save_strategy_source |
R/W | Private Strategy API V2 source library |
list_strategy_source_versions, restore_strategy_source_version |
R/W | Source history and explicitly confirmed restore |
create_strategy, update_strategy, list_strategies, get_strategy |
R/W | Strategy API V2 deployments |
submit_backtest |
B | Strategy API V2 backtest job |
list_jobs, get_job, wait_for_job, stream_job_until_done |
R | Bounded async-job access |
runtime_overview, stop_strategy |
R/T | Runtime inspection and confirmed stop |
place_quick_order |
T | Explicitly confirmed quick order |
list_portfolio_positions, list_paper_orders |
R | Portfolio and paper-order reads |
cancel_open_paper_orders |
T | Explicitly confirmed paper-order kill switch |
stop_strategy requires confirm_stop=true. place_quick_order requires confirm_order=true; a live-capable token also requires confirm_live_trading=true. Optional tp_price and sl_price protection are forwarded to the shared Quick Trade execution path. Server-side trading flags and token allowlists still apply; a live-capable token receives an error instead of silently falling back to paper when live trading is disabled.
Executable strategy code must define initialize(context) and declare its universe and subscriptions. It must provide handle_data, on_rebalance, or a scheduled callback. The manifest owns instruments, markets, frequencies, factor dependencies, warmup, and leverage policy.
Compile and save a source before creating a stopped deployment:
compile_strategy_code(code="...Strategy API V2 Python...")
save_strategy_source(name="btc-momentum", code="...Strategy API V2 Python...")
Use the returned source id:
create_strategy(
name="btc-momentum",
source_id=12,
initial_capital=10000,
execution_mode="signal",
params={"lookback": 40}
)
Run a backtest directly from V2 code:
submit_backtest(
code="...Strategy API V2 Python...",
start_date="2025-01-01",
end_date="2025-12-31",
initial_capital=10000,
params={"lookback": 40},
idempotency_key="btc-momentum-2025"
)
Market, symbol, and timeframe are not backtest parameters. They come from the compiled strategy manifest. Use wait_for_job or stream_job_until_done to obtain the result.
Indicators are chart-only. Validate and save them through the indicator tools, then convert the idea into Strategy API V2 code before using submit_backtest or create_strategy.
Restoring an older source snapshot requires confirm_restore=true. Cancelling open paper orders requires confirm_cancel=true. Neither action starts a strategy or places a live order.
pip install -e './mcp_server[dev]'
pytest mcp_server/tests