io.github.SnipMCP/thinchain
MCP server that sanitizes bad broker data and compresses options chains 95% for AI trading agents.
Open source Open in the app JSON README (API)
About
MCP server that sanitizes bad broker data and compresses options chains 95% for AI trading agents.
Details
- Kind
- MCP servers
- Topic
- Finance & crypto
- Publisher
- snipmcp
- Origin
- official
- Category
- ferramentas
- Transport
- local
- Version
- 0.1.1
- Last push
- 2026-05-22T05:57:25Z
- Repository state
- ativo
- Language
- Python
- License
- MIT
- Added
- 2026-08-29 03:02:15
- Updated
- 2026-08-29 03:02:15
- Origin id
io.github.SnipMCP/thinchain
README
<!-- mcp-name: io.github.SnipMCP/thinchain -->
# ThinChain
The catalytic converter between raw broker data and your AI trading agent.
**Battle-tested.** Sanitization logic extracted from a production options trading app. Handles every bad tick Tradier has thrown at us in production.
## ☁️ Moving to production?
The open-source server runs locally with your own API keys.
For hosted infrastructure with multi-broker failover, SLA guarantees,
and webhook alerts — [join the managed cloud waitlist](https://snipmcp.com).
## The Problem
Tradier's MCP dumps 500-row JSON chains. One bad print can corrupt an agent's reasoning. ThinChain sanitizes, compresses, and circuit-breaks that data before it reaches your model.
## Installation
```bash
git clone https://github.com/snipmcp/thinchain.git
cd thinchain
pip install -e ".[dev]"
cp .env.example .env
```
Or with Docker:
```bash
docker-compose up --build
```
## Configuration
```env
TRADIER_API_KEY=your_key_here
TRADIER_BASE_URL=https://api.tradier.com/v1
POLYGON_API_KEY=your_key_here
POLYGON_BASE_URL=https://api.polygon.io
DEFAULT_BROKER=tradier
CACHE_TTL_SECONDS=30
LOG_LEVEL=INFO
```
## Usage
Three example prompts to send to Claude (or any MCP-compatible agent):
1. `Use get_compressed_chain to get an iron condor setup on SPY expiring 2026-06-19`
2. `Check if SPY options data is trustworthy before I place my trade`
3. `Get me the ATM straddle strikes for AAPL expiring 2026-06-19`
### Run it in two terminals
```bash
# Tab 1 — start the MCP server
python -m thinchain.server
```
```bash
# Tab 2 — call a tool from a Python shell or your MCP client
# Tool signatures:
# get_compressed_chain(symbol, expiration, strategy="raw",
# delta_range=None, broker="tradier")
# get_sanitized_quote(symbol, broker="tradier")
# get_circuit_status(symbol, expiration, broker="tradier")
```
## How it works
Three layers between raw broker output and your model:
```
Broker API → [Sanitize] → [Compress] → [Circuit Break] → MCP Tool → AI Agent
hygiene strategy anomaly gate
rules slicing + cache
```
- **Sanitize**: Drops ghost quotes (0.0/0.0), inverted spreads, NaN/empty/dash values, clamps deltas to [-1, 1], normalizes positive theta on long options, flags illiquid strikes.
- **Compress**: Slices the chain to only the strikes relevant to your strategy (iron condor, straddle, etc.) — typically 95%+ token reduction.
- **Circuit Break**: Four-tier data quality (`clean` / `noisy` / `degraded` / `circuit_breaker_active`). When >65% of rows are anomalous, refuses to serve stale data and falls back to last known-good cache.
### Real numbers from a live SPY iron condor (2026-06-19 expiration)
```
RAW TRADIER PAYLOAD THINCHAIN OUTPUT
─────────────────────────────────────────────
Rows: 482 Rows: 25
Est tokens: 38,560 Est tokens: 2,000
Token savings: 95%
Anomalous rows removed: 217
Data quality: noisy → still safely served
```
ThinChain compresses 482 rows / 38,560 tokens down to 25 rows / 2,000 tokens — and flags 217 anomalous strikes (illiquid, ghost quotes, wide spreads) that would have polluted the agent's context.
## Roadmap
- Managed cloud tier (hosted, multi-tenant, webhook alerts)
- Polygon connector hardening (live SIP feed)
- Webhook alerts for circuit breaker trips
## Contributing
PRs welcome. Run `pytest` before submitting.