# 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.