市场数据分析网关

AI Clients
    ├→ Claude Code (STDIO transport)
    │       ↓
    │   MCP Gateway (Python)
    │       ├→ hello-go (Go provider) - Demo tools
    │       ├→ hello-rs (Rust provider) - Demo tools
    │       └→ binance-rs (Rust provider) - Cryptocurrency trading
    │
    └→ ChatGPT (SSE transport) 🆕
            ↓
        SSE Gateway (Python)
            └→ binance-rs (Rust provider) - Unified market data reports

You: "Generate a comprehensive market report for Bitcoin"
Claude: [Uses binance.generate_market_report tool]
Response:
# Market Data Report - BTCUSDT
Generated: 2025-10-24 12:00:00 UTC 🟢

## Price Overview
- Current Price: $106,841.00 📈
- 24h Change: +0.43% (+$459.00)
- 24h High/Low: $107,200.00 / $105,800.00
- Volume: 1,234.56 BTC ($131.8M)

## Order Book Metrics
- Spread: 0.01% (1.0 bps)
- Microprice: $106,840.50
- Imbalance: 58% bid-heavy 📊

## Liquidity Analysis
- Buy Wall: $106,500 💪 Strong (125.5 BTC)
- Volume Profile POC: $106,750
[... 5 more sections ...]

You: "Show me ETHUSDT with just price and liquidity sections"
Claude: [Uses generate_market_report with custom options]
Response: [Markdown report with only requested sections]

You: "Analyze trading opportunities for Bitcoin"
Claude: [Uses trading-analysis prompt with live market data]
Response: [Detailed analysis combining report data with AI insights]

# Configure MCP server (already done in .claude/settings.json)
claude mcp add --transport stdio mcp-gateway -- \
  bash -c "cd mcp-gateway && uv run python -m mcp_gateway.main"

# Start your session
claude  # MCP gateway starts automatically

You: "Generate a full market report for BTCUSDT"
ChatGPT: [Uses binance_generate_market_report tool]
Response: [Complete markdown report with 8 sections: price, orderbook,
          liquidity, anomalies, health, etc. - cached for 60s]

You: "Show me just the price and liquidity analysis for ETHUSDT"
ChatGPT: [Uses binance_generate_market_report with options]
Request: {"symbol": "ETHUSDT", "options": {"include_sections": ["price_overview", "liquidity_analysis"]}}
Response: [Customized report with only requested sections]

You: "What's the order book health for BTCUSDT?"
ChatGPT: [Uses binance_orderbook_health tool - legacy individual tool]
Response: [Quick health metrics snapshot]

# Generate protobuf stubs
make proto-gen

# Build Go provider
cd providers/hello-go && go build -o bin/hello-go cmd/server/main.go

# Build Rust providers
make build-binance

# hello-go
make run-hello-go

# binance-rs (in another terminal)
make run-binance

make run-gateway

providers:
  - name: hello-go
    type: grpc
    address: localhost:50051
    enabled: true

  - name: binance-rs
    type: grpc
    address: localhost:50053
    enabled: true
    metadata:
      description: "Binance cryptocurrency trading provider"
      features: ["orderbook"]

export BINANCE_API_KEY="your_api_key"
export BINANCE_API_SECRET="your_api_secret"
export BINANCE_BASE_URL="https://testnet.binance.vision"

{
  "symbol": str,              # Required: Trading pair (e.g., "BTCUSDT", "ETHUSDT")
  "venue": str,               # Optional: Exchange venue (default: "binance")
  "options": {                # Optional: Report customization
    "include_sections": list[str],  # Sections to include (default: all)
    "volume_window_hours": int,     # Volume analysis window (default: 24)
    "orderbook_levels": int         # Order book depth (default: 20)
  }
}

{
  "markdown_content": str,     # Complete formatted report
  "symbol": str,               # Trading pair
  "generated_at": int,         # Unix timestamp (milliseconds)
  "data_age_ms": int,          # Data freshness indicator
  "failed_sections": list[str],# Sections that failed to generate
  "generation_time_ms": int    # Report generation time
}

await client.generate_market_report(symbol="BTCUSDT")

await client.generate_market_report(
    symbol="ETHUSDT",
    options={
        "include_sections": ["price_overview", "liquidity_analysis"],
        "volume_window_hours": 48,
        "orderbook_levels": 50
    }
)

# BEFORE (v0.1.0 - no longer works)
ticker = await client.get_ticker(symbol="BTCUSDT")
account = await client.get_account()
trades = await client.get_my_trades(symbol="BTCUSDT")

# AFTER (v0.2.0 - unified report)
report = await client.generate_market_report(symbol="BTCUSDT")
# Access report.markdown_content for formatted output

# Run all tests
make test

# Test individual provider
cd providers/binance-rs && cargo test

mcp-trader/
├── mcp-gateway/          # Python MCP gateway
│   ├── mcp_gateway/
│   │   ├── main.py      # FastMCP server (STDIO transport)
│   │   ├── sse_server.py # SSE server for ChatGPT 🆕
│   │   ├── adapters/    # gRPC clients
│   │   ├── tools/       # Search & fetch tools 🆕
│   │   └── validation.py
│   └── providers.yaml   # Provider configuration
├── providers/
│   ├── hello-go/        # Go demo provider
│   ├── hello-rs/        # Rust demo provider
│   └── binance-rs/      # Binance market data provider (read-only)
│       └── src/
│           ├── report/       # Unified report generator 🆕
│           └── orderbook/
│               └── analytics/  # Advanced analytics module
├── infra/               # Production deployment 🆕
│   ├── deploy-chatgpt.sh        # ChatGPT SSE deployment script
│   ├── binance-provider.service # Systemd service
│   ├── mcp-gateway-sse.service  # SSE gateway service
│   └── nginx-mcp-gateway.conf   # NGINX reverse proxy
├── pkg/
│   ├── proto/           # Shared protobuf contracts
│   └── schemas/         # JSON schemas
└── Makefile