@riskmodels/mcp 1.0.1 → 1.0.4
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/INSTALL.md +3 -2
- package/NPM_REPUBLISH_CHECKLIST.md +221 -0
- package/PUBLISHING.md +83 -0
- package/README.md +20 -3
- package/data/benchmark_master.json +68 -0
- package/data/capabilities.json +729 -4
- package/data/etf_master.json +304 -0
- package/data/openapi.json +11060 -3722
- package/data/schema-paths.json +2 -0
- package/data/schemas/canonical-snapshot-v1.json +46 -0
- package/data/schemas/decompose-v1.json +132 -0
- package/data/schemas/hedge-levels-v1.json +68 -0
- package/dist/lib/mcp/tools/riskmodels-tools.d.ts +5 -3
- package/dist/lib/mcp/tools/riskmodels-tools.js +77 -4
- package/dist/mcp/src/server.js +55 -0
- package/package.json +4 -3
- package/server.json +18 -0
- package/src/server.ts +64 -0
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{
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"schema_version": "etf-master/1.0",
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"n_entries": 37,
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"aliases": {
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"dia": "BW-ETF-DIA",
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"ijh": "BW-ETF-IJH",
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"ijr": "BW-ETF-IJR",
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"itot": "BW-ETF-ITOT",
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"ivv": "BW-ETF-IVV",
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"iwb": "BW-ETF-IWB",
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"iwd": "BW-ETF-IWD",
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"iwf": "BW-ETF-IWF",
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"iwm": "BW-ETF-IWM",
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"mdy": "BW-ETF-MDY",
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"qqq": "BW-ETF-QQQ",
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"rsp": "BW-ETF-RSP",
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"splg": "BW-ETF-SPLG",
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"spmd": "BW-ETF-SPMD",
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"spsm": "BW-ETF-SPSM",
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"spy": "BW-ETF-SPY",
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"spyg": "BW-ETF-SPYG",
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"spyv": "BW-ETF-SPYV",
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"vb": "BW-ETF-VB",
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"vo": "BW-ETF-VO",
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"voo": "BW-ETF-VOO",
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"vti": "BW-ETF-VTI",
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"vtv": "BW-ETF-VTV",
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"vug": "BW-ETF-VUG",
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"vv": "BW-ETF-VV",
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"vxf": "BW-ETF-VXF",
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"xlb": "BW-ETF-XLB",
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"xlc": "BW-ETF-XLC",
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"xle": "BW-ETF-XLE",
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"xlf": "BW-ETF-XLF",
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"xli": "BW-ETF-XLI",
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"xlk": "BW-ETF-XLK",
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"xlp": "BW-ETF-XLP",
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"xlre": "BW-ETF-XLRE",
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"xlu": "BW-ETF-XLU",
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"xlv": "BW-ETF-XLV",
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"xly": "BW-ETF-XLY"
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"entries": {
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"BW-ETF-DIA": {
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"bw_etf_id": "BW-ETF-DIA",
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"ticker": "DIA",
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"sponsor": "state_street",
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"name": "SPDR Dow Jones Industrial Average ETF Trust",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-dia.xlsx"
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"BW-ETF-IJH": {
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"bw_etf_id": "BW-ETF-IJH",
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"ticker": "IJH",
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"sponsor": "ishares",
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"name": "iShares Core S&P Mid-Cap ETF",
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"product_url": "https://www.ishares.com/us/products/239763/ishares-core-sp-midcap-etf/1467271812596.ajax?fileType=csv&fileName=IJH_holdings&dataType=fund"
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"BW-ETF-IJR": {
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"bw_etf_id": "BW-ETF-IJR",
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"ticker": "IJR",
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"sponsor": "ishares",
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"name": "iShares Core S&P Small-Cap ETF",
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"product_url": "https://www.ishares.com/us/products/239774/ishares-core-sp-smallcap-etf/1467271812596.ajax?fileType=csv&fileName=IJR_holdings&dataType=fund"
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"BW-ETF-ITOT": {
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"bw_etf_id": "BW-ETF-ITOT",
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"ticker": "ITOT",
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"sponsor": "ishares",
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"name": "iShares Core S&P Total U.S. Stock Market ETF",
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"product_url": "https://www.ishares.com/us/products/239724/ishares-core-sp-total-us-stock-market-etf/1467271812596.ajax?fileType=csv&fileName=ITOT_holdings&dataType=fund"
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"BW-ETF-IVV": {
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"bw_etf_id": "BW-ETF-IVV",
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"ticker": "IVV",
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"sponsor": "ishares",
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"name": "iShares Core S&P 500 ETF",
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"product_url": "https://www.ishares.com/us/products/239726/ishares-core-sp-500-etf/1467271812596.ajax?fileType=csv&fileName=IVV_holdings&dataType=fund"
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"BW-ETF-IWB": {
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"bw_etf_id": "BW-ETF-IWB",
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"ticker": "IWB",
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"sponsor": "ishares",
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"name": "iShares Russell 1000 ETF",
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"BW-ETF-IWD": {
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"bw_etf_id": "BW-ETF-IWD",
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"ticker": "IWD",
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"sponsor": "ishares",
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"name": "iShares Russell 1000 Value ETF",
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"product_url": "https://www.ishares.com/us/products/239708/ishares-russell-1000-value-etf/1467271812596.ajax?fileType=csv&fileName=IWD_holdings&dataType=fund"
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"BW-ETF-IWF": {
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"bw_etf_id": "BW-ETF-IWF",
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"ticker": "IWF",
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"sponsor": "ishares",
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"name": "iShares Russell 1000 Growth ETF",
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"product_url": "https://www.ishares.com/us/products/239706/ishares-russell-1000-growth-etf/1467271812596.ajax?fileType=csv&fileName=IWF_holdings&dataType=fund"
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"BW-ETF-IWM": {
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"bw_etf_id": "BW-ETF-IWM",
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"ticker": "IWM",
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"sponsor": "ishares",
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"name": "iShares Russell 2000 ETF",
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"product_url": "https://www.ishares.com/us/products/239710/ishares-russell-2000-etf/1467271812596.ajax?fileType=csv&fileName=IWM_holdings&dataType=fund"
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"BW-ETF-MDY": {
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"bw_etf_id": "BW-ETF-MDY",
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"ticker": "MDY",
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"sponsor": "state_street",
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"name": "SPDR S&P MidCap 400 ETF Trust",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-mdy.xlsx"
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"BW-ETF-QQQ": {
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"bw_etf_id": "BW-ETF-QQQ",
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"ticker": "QQQ",
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"sponsor": "invesco",
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"name": "Invesco QQQ Trust (Nasdaq-100)",
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"product_url": "https://dng-api.invesco.com/cache/v1/accounts/en_US/shareclasses/QQQ/holdings/fund?idType=ticker&interval=daily&productType=ETF"
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"BW-ETF-RSP": {
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"bw_etf_id": "BW-ETF-RSP",
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"ticker": "RSP",
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"sponsor": "invesco",
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"name": "Invesco S&P 500 Equal Weight ETF",
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"product_url": "https://dng-api.invesco.com/cache/v1/accounts/en_US/shareclasses/46137V357/holdings/fund?idType=cusip&interval=daily&productType=ETF"
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"BW-ETF-SPLG": {
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"bw_etf_id": "BW-ETF-SPLG",
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"ticker": "SPLG",
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"sponsor": "state_street",
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"name": "SPDR Portfolio S&P 500 ETF",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-splg.xlsx"
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},
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"BW-ETF-SPMD": {
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"bw_etf_id": "BW-ETF-SPMD",
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"ticker": "SPMD",
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"sponsor": "state_street",
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"name": "SPDR Portfolio S&P 400 Mid Cap ETF",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-spmd.xlsx"
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"BW-ETF-SPSM": {
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"bw_etf_id": "BW-ETF-SPSM",
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"ticker": "SPSM",
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"sponsor": "state_street",
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"name": "SPDR Portfolio S&P 600 Small Cap ETF",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-spsm.xlsx"
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},
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"BW-ETF-SPY": {
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"bw_etf_id": "BW-ETF-SPY",
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"ticker": "SPY",
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"sponsor": "state_street",
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"name": "SPDR S&P 500 ETF Trust",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-spy.xlsx"
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},
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"BW-ETF-SPYG": {
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"bw_etf_id": "BW-ETF-SPYG",
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"ticker": "SPYG",
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"sponsor": "state_street",
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"name": "SPDR Portfolio S&P 500 Growth ETF",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-spyg.xlsx"
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},
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"BW-ETF-SPYV": {
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"bw_etf_id": "BW-ETF-SPYV",
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"ticker": "SPYV",
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"sponsor": "state_street",
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"name": "SPDR Portfolio S&P 500 Value ETF",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-spyv.xlsx"
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},
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"BW-ETF-VB": {
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"bw_etf_id": "BW-ETF-VB",
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"ticker": "VB",
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"sponsor": "vanguard",
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"name": "Vanguard Small-Cap ETF",
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"product_url": "https://investor.vanguard.com/investment-products/etfs/profile/api/vb/portfolio-holding/stock"
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"BW-ETF-VO": {
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"bw_etf_id": "BW-ETF-VO",
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"ticker": "VO",
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"sponsor": "vanguard",
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"name": "Vanguard Mid-Cap ETF",
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"product_url": "https://investor.vanguard.com/investment-products/etfs/profile/api/vo/portfolio-holding/stock"
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"BW-ETF-VOO": {
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"bw_etf_id": "BW-ETF-VOO",
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"ticker": "VOO",
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"sponsor": "vanguard",
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"name": "Vanguard S&P 500 ETF",
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"product_url": "https://investor.vanguard.com/investment-products/etfs/profile/api/voo/portfolio-holding/stock"
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},
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"BW-ETF-VTI": {
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"bw_etf_id": "BW-ETF-VTI",
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"ticker": "VTI",
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"sponsor": "vanguard",
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"name": "Vanguard Total Stock Market ETF",
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"product_url": "https://investor.vanguard.com/investment-products/etfs/profile/api/vti/portfolio-holding/stock"
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},
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"BW-ETF-VTV": {
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"bw_etf_id": "BW-ETF-VTV",
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"ticker": "VTV",
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"sponsor": "vanguard",
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"name": "Vanguard Value ETF",
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"product_url": "https://investor.vanguard.com/investment-products/etfs/profile/api/vtv/portfolio-holding/stock"
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"BW-ETF-VUG": {
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"bw_etf_id": "BW-ETF-VUG",
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"ticker": "VUG",
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"sponsor": "vanguard",
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"name": "Vanguard Growth ETF",
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"product_url": "https://investor.vanguard.com/investment-products/etfs/profile/api/vug/portfolio-holding/stock"
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},
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"BW-ETF-VV": {
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"bw_etf_id": "BW-ETF-VV",
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"ticker": "VV",
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"sponsor": "vanguard",
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"name": "Vanguard Large-Cap ETF",
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"product_url": "https://investor.vanguard.com/investment-products/etfs/profile/api/vv/portfolio-holding/stock"
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},
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"BW-ETF-VXF": {
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"bw_etf_id": "BW-ETF-VXF",
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"ticker": "VXF",
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"sponsor": "vanguard",
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"name": "Vanguard Extended Market ETF",
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"product_url": "https://investor.vanguard.com/investment-products/etfs/profile/api/vxf/portfolio-holding/stock"
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},
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"BW-ETF-XLB": {
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"bw_etf_id": "BW-ETF-XLB",
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"ticker": "XLB",
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"sponsor": "state_street",
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"name": "Materials Select Sector SPDR Fund",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xlb.xlsx"
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"BW-ETF-XLC": {
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"bw_etf_id": "BW-ETF-XLC",
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"ticker": "XLC",
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"sponsor": "state_street",
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"name": "Communication Services Select Sector SPDR Fund",
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"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xlc.xlsx"
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},
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"BW-ETF-XLE": {
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"bw_etf_id": "BW-ETF-XLE",
|
|
242
|
+
"ticker": "XLE",
|
|
243
|
+
"sponsor": "state_street",
|
|
244
|
+
"name": "Energy Select Sector SPDR Fund",
|
|
245
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xle.xlsx"
|
|
246
|
+
},
|
|
247
|
+
"BW-ETF-XLF": {
|
|
248
|
+
"bw_etf_id": "BW-ETF-XLF",
|
|
249
|
+
"ticker": "XLF",
|
|
250
|
+
"sponsor": "state_street",
|
|
251
|
+
"name": "Financial Select Sector SPDR Fund",
|
|
252
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xlf.xlsx"
|
|
253
|
+
},
|
|
254
|
+
"BW-ETF-XLI": {
|
|
255
|
+
"bw_etf_id": "BW-ETF-XLI",
|
|
256
|
+
"ticker": "XLI",
|
|
257
|
+
"sponsor": "state_street",
|
|
258
|
+
"name": "Industrial Select Sector SPDR Fund",
|
|
259
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xli.xlsx"
|
|
260
|
+
},
|
|
261
|
+
"BW-ETF-XLK": {
|
|
262
|
+
"bw_etf_id": "BW-ETF-XLK",
|
|
263
|
+
"ticker": "XLK",
|
|
264
|
+
"sponsor": "state_street",
|
|
265
|
+
"name": "Technology Select Sector SPDR Fund",
|
|
266
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xlk.xlsx"
|
|
267
|
+
},
|
|
268
|
+
"BW-ETF-XLP": {
|
|
269
|
+
"bw_etf_id": "BW-ETF-XLP",
|
|
270
|
+
"ticker": "XLP",
|
|
271
|
+
"sponsor": "state_street",
|
|
272
|
+
"name": "Consumer Staples Select Sector SPDR Fund",
|
|
273
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xlp.xlsx"
|
|
274
|
+
},
|
|
275
|
+
"BW-ETF-XLRE": {
|
|
276
|
+
"bw_etf_id": "BW-ETF-XLRE",
|
|
277
|
+
"ticker": "XLRE",
|
|
278
|
+
"sponsor": "state_street",
|
|
279
|
+
"name": "Real Estate Select Sector SPDR Fund",
|
|
280
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xlre.xlsx"
|
|
281
|
+
},
|
|
282
|
+
"BW-ETF-XLU": {
|
|
283
|
+
"bw_etf_id": "BW-ETF-XLU",
|
|
284
|
+
"ticker": "XLU",
|
|
285
|
+
"sponsor": "state_street",
|
|
286
|
+
"name": "Utilities Select Sector SPDR Fund",
|
|
287
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xlu.xlsx"
|
|
288
|
+
},
|
|
289
|
+
"BW-ETF-XLV": {
|
|
290
|
+
"bw_etf_id": "BW-ETF-XLV",
|
|
291
|
+
"ticker": "XLV",
|
|
292
|
+
"sponsor": "state_street",
|
|
293
|
+
"name": "Health Care Select Sector SPDR Fund",
|
|
294
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xlv.xlsx"
|
|
295
|
+
},
|
|
296
|
+
"BW-ETF-XLY": {
|
|
297
|
+
"bw_etf_id": "BW-ETF-XLY",
|
|
298
|
+
"ticker": "XLY",
|
|
299
|
+
"sponsor": "state_street",
|
|
300
|
+
"name": "Consumer Discretionary Select Sector SPDR Fund",
|
|
301
|
+
"product_url": "https://www.ssga.com/us/en/intermediary/etfs/library-content/products/fund-data/etfs/us/holdings-daily-us-en-xly.xlsx"
|
|
302
|
+
}
|
|
303
|
+
}
|
|
304
|
+
}
|