qjtrader-mcp 0.4.12

MCP server for QJ Trader — let an LLM inspect availability, watch Canadian and selected US data, and place simulated orders.

qjtrader-mcp

For Claude web, mobile, or another hosted assistant, prefer the hosted QJTrader OAuth connector offered inside QJ Gateway. It provides delegated per-user access without putting QJ_CLIENT_SECRET in chat. This package is the local/stdio implementation for Claude Code and controlled local runtimes.

Model Context Protocol server for the QJ Trader AI Trading APIs. Point your LLM at your QJ credential and it can watch live Canadian and selected US market data and place simulated orders — no code, no manual API testing.

Built on the official qjtrader Python SDK. Talk to it from Claude Code, Claude Desktop, or any MCP-capable client:

"Check market availability, then compare CA:RY, MX:CRAU26, and US:@ESU26 in the sandbox. Show the books and explain which production permissions would be separate."

Verified selected US futures also include the canonical Treasury symbols US:@USU26 (30-Year Bond), US:@TYU26 (10-Year Note), and US:@FVU26 (5-Year Note).

Verifiable releases. qjtrader-mcp is published straight from this repository via PyPI Trusted Publishing with signed PEP 740 provenance — no manual uploads, no stored tokens. Before you let an agent install it, you (or the agent) can confirm each release was built by QJTrader/qjtrader-mcp from the Provenance section on PyPI. See SECURITY.md.

Safety model — AI trades simulated by default

Order-mutating tools (place_order, cancel_order, replace_order, cancel_all) use the Gateway's authenticated session response as the authority. Sandbox, paper, and shadow credentials cannot be mistaken for live credentials by a stale local setting. Canary and live credentials are refused unless you explicitly opt in.

Server-declared order environment	Read tools (quotes/depth/status)	Order tools
sandbox	✅	✅ simulated
paper / shadow	✅	✅ non-exchange mutation path
canary / live	✅	⛔ unless QJ_MCP_ALLOW_LIVE=1
unavailable or mismatched	✅ where possible	⛔ fail closed

QJ_ENV is now an optional expected-environment assertion, not the source of truth. If it disagrees with the Gateway, mutations stop with an explanation. Every tool result includes an environment tag, and order quantity is capped client-side by QJ_MCP_MAX_QTY (default 25).

Install

Get a free sandbox credential (no approval) at gateway.qjtrader.ai.

The zero-install path is:

uvx qjtrader-mcp        # or: pipx run qjtrader-mcp

For local development against the SDK checkout:

# from the qjtrader-mcp/ directory, with the qjtrader-python sibling checked out:
uv sync && uv run qjtrader-mcp          # uv resolves qjtrader from ../qjtrader-python
# — or with pip —
pip install -e ../qjtrader-python -e .
qjtrader-mcp

Configure your client

Claude Code

claude mcp add qjtrader -- uvx qjtrader-mcp
# then set the credential + environment for the server:
claude mcp add qjtrader \
  -e QJ_CLIENT_ID=your-client-id \
  -e QJ_CLIENT_SECRET=your-client-secret \
  -e QJ_ENV=sandbox \
  -- uvx qjtrader-mcp

Claude Desktop / generic stdio

Add to your MCP config (claude_desktop_config.json or equivalent):

{
  "mcpServers": {
    "qjtrader": {
      "command": "uvx",
      "args": ["qjtrader-mcp"],
      "env": {
        "QJ_CLIENT_ID": "your-client-id",
        "QJ_CLIENT_SECRET": "your-client-secret",
        "QJ_ENV": "sandbox"
      }
    }
  }
}

The console's "Connect your AI" panel generates these blocks pre-filled, including QJ_ENV=sandbox.

Tools

Tool	Kind	Description
session_info	read	Authoritative environment plus the Data products, Order Entry products, and trading accounts active on this key. Call first.
market_availability	read, offline	Product-by-product sandbox vs production data/order support, verified examples, and known gaps. Call before assuming a product has depth or order authority.
access_status	human account read	Shows products and requests after qjtrader login; machine trading keys do not grant this authority.
request_production_access	human request	Requests account-level Data or Order Entry access through the signed-in user API, or returns a safe browser handoff when login is absent. It cannot approve, promote, or choose internal routes.
request_limit_change	human request	Requests product-specific cloud API safeguards for a production key. Broker/Desktop risk controls remain independent and unchanged.
search_universe	read	Search current symbol forms and capability metadata by market or text
describe_instrument	read	Describe one symbol, its product identity, venue scope, and available operations

market_availability also returns an observation_contract and source-aware data_shapes. Agents must preserve null or silence as "unquoted now," treat orders/venues on depth levels as optional, and never infer Greeks, NAV, contract terms, depth, or order authority from the security type alone. Canadian get_depth results include rounded Top5, odd/special-lot views, entitled order_bids/order_asks QJ/TMX TL2 rows, and source timing/provenance. History and statistics also carry source=synthetic|recorded|unavailable plus availability. Production never substitutes generated bars when capture is absent. Production market memory follows attention: bars accumulate while a symbol is observed, while a continuous pin keeps a standing watch and richer event capture. | get_quote | read | Top-of-book (best bid/ask) for one or more symbols | | get_depth | read | Level-2 order book for a symbol (venue-tagged on consolidated books) | | watch | read | Sample the live stream for a bounded window; returns a digest + last messages | | list_orders | read | Open orders + session state | | list_trades | read | Individual fills and broker cancel/correct adjustments, with account and strategy-run attribution | | get_positions | read | Broker-truth positions (broker + fill = total), cloud-route and Desktop-profile safeguards, estimated capital in current positions, and order plane | | place_order | write | Submit a limit order and wait for a terminal state | | cancel_order | write | Cancel a working order by cid | | replace_order | write | Amend a working order's qty/price | | cancel_all | write | Cancel every working order (kill switch) | | explain_symbol | util | Parse/explain a symbol (prefix + root + venue), offline | | read_events | read | Order journal — cross-order event history; post-trade analysis & strategy debugging | | get_history | read | Historical OHLCV bars (1s/1m) with synthetic/recorded/unavailable provenance | | get_stats | read | Server digest plus the same history provenance (a digest, not a dump) | | get_recording_status | read | Explain whether a symbol is ready, observed now, or kept in continuous memory | | keep_recording | data setting | Keep an entitled production symbol recording after apps disconnect; cannot trade | | stop_recording | data setting | Remove continuous memory and return to automatic observation-driven bars | | get_chain | read | Options chain snapshot for an underlying/expiry (latest or historical) | | compare | read | Rank a digest metric (vwap/volume/realized_vol/spread_mean) across symbols |

The read_*/get_* research tools make the LLM a quant developer: analyse the market and debug the strategy it wrote, without touching the production order path.

Configuration reference

Env var	Purpose	Default
QJ_CLIENT_ID / QJ_CLIENT_SECRET	credential	— (required)
QJ_ENV	Optional expected environment; mismatch refuses mutations	unset
QJ_MCP_ALLOW_LIVE	set 1 to authorize live order actions	off
QJ_MCP_MAX_QTY	client-side max order quantity	25
QJ_DATA_HOST / QJ_ORDERS_HOST	endpoint overrides	public QJ hosts
QJ_CA_FILE	pin a CA/cert (pilot order endpoint)	none

License

Apache-2.0. See LICENSE.