riskmodels-app MCP API

openapi: 3.2.0
info:
  title: RiskModels MCP API
  version: 3.0.0-agent
  description: 'POST /decompose returns variance shares and ETF hedge ratios for any US equity, separating factor exposure from the residual bet so you can hedge what you don''t want. Daily history to 2000 across ~3,000 US equities.

    Precision equity risk intelligence platform with AI agent integration.


    **New in v3.0.0-agent:**

    - OAuth2 client credentials flow for machine-to-machine auth

    - Plaid Investments integration for live portfolio sync

    - MCP (Model Context Protocol) server for AI agent tools

    - Compliance manifests for AI marketplace integration

    - Per-key rate limiting and scoped access control


    **Data**: Universe `uni_mc_3000` (top ~3,000 US stocks by market cap), date range 2000 to present (deep panel; stock-specific skill series from ~2001 after warmup), updated daily end-of-day. Model outputs are computed by the ERM3 regression system (Huber/Ridge), with Zarr v2 archives on Google Cloud Storage for research pipelines. The live API reads primarily from Supabase **V3** tables: long-form `security_history` (returns, volatility, L1/L2/L3 hedge ratios and explained-risk metrics), wide latest rows in `security_history_latest`, identity in `symbols`, plus supporting surfaces such as `trading_calendar`, `erm3_landing_chart_cache`, and `macro_factors`. Cross-sectional **rankings** (`GET /rankings/*`) are served from precomputed rank metric keys in `security_history`, not a separate `erm3_rankings` table. Hedge ratios (`*_hr`) are **dollar_ratio** ETF notionals per $1 stock and are distinct from regression **betas** (`l1_mkt_beta`, `l2_sec_beta`, `l3_sub_beta`), which are dimensionless coefficients from the hierarchical L1/L2/L3 regression. Both are exposed under `MetricsV3` and on `security_history_latest`. See `SEMANTIC_ALIASES.md` for the full HR-vs-beta convention.


    **Authentication Methods:**

    1. Session cookies (web app)

    2. API Key/Secret via Bearer token (external integrations)

    3. OAuth2 client credentials (AI agents, npm package)


    **Security Features:**

    - GCP KMS envelope encryption for portfolio data

    - Cryptographic shredding on key deletion

    - HMAC-SHA256 webhook verification

    - Row-level security (RLS) via Supabase


    **Pricing**: Per-request billing with prepaid balance. Cached responses are free. Many metered responses include `_agent.cost_usd` in the JSON body; others bill silently — always check the `X-API-Cost-USD` response header when present. Metered operations also expose `x-pricing` (OpenAPI extension) with `capability_id`, `tier` (`baseline` | `premium`), `model`, `cost_usd`, `billing_code`, and optional `min_charge` / per-token fields — aligned with `GET /pricing` and `lib/agent/capabilities.ts`.

    **Lineage**: JSON data responses include `_metadata` (model version, data_as_of, factor set) and headers `X-Risk-Model-Version`, `X-Data-As-Of`, `X-Factor-Set-Id`, `X-Universe-Size`. Parquet and CSV bodies omit `_metadata`; use the same `X-Risk-*` headers on the HTTP response.

    **Tabular exports (Parquet / CSV):** For bulk historical loads, time-series endpoints accept `format=parquet` or `format=csv`, or (when `format` is omitted) `Accept: application/vnd.apache.parquet` or `Accept: text/csv`. Successful responses use `Content-Type: application/vnd.apache.parquet` or `text/csv; charset=utf-8` and `Content-Disposition: attachment` with a descriptive filename. Each export is a single flat table; column names and types match the per-operation schemas referenced in the response media type descriptions (aligned with JSON row objects or zipped parallel arrays). Parquet is produced via schema inference from the first row (UTF8 strings, DOUBLE floats, INT64 integers, BOOLEAN, TIMESTAMP_MILLIS for JavaScript Date values). CSV uses a header row, comma separators, UTF-8, and RFC 4180-style quoting when needed. Prefer Parquet for typed columnar stacks (pandas, Polars, Arrow); use CSV for spreadsheets and lightweight scripting.'
  contact:
    name: RiskModels Support
    email: service@riskmodels.app
    url: https://riskmodels.app
  termsOfService: https://riskmodels.app/legal
  license:
    name: Commercial
    url: https://riskmodels.app/legal
servers:
- url: https://riskmodels.app/api
  description: Production — all metered endpoints (`/metrics`, `/snapshot`, `/decompose`, `/batch/analyze`, `/portfolio/*`, etc.).
- url: https://riskmodels.app
  description: Discovery origin — `/.well-known/*` manifests (`mcp.json`, `ai-plugin.json`, `agentic-disclosure.json`) live at the site origin without the `/api` prefix. Generated clients that hard-code the first server entry must strip `/api` before requesting these paths.
security:
- BearerAuth: []
tags:
- name: MCP
  description: Model Context Protocol server endpoints for AI agents.
paths:
  /mcp/sse:
    get:
      summary: MCP Streamable HTTP Connection
      description: 'Model Context Protocol endpoint using the Streamable HTTP transport (successor to the legacy SSE+companion-POST pattern). A single URL handles both `GET` (optional server→client event stream) and `POST` (client→server JSON-RPC 2.0 messages).


        **Discovery:** The MCP server manifest is published at `https://riskmodels.app/.well-known/mcp.json` for automated client discovery.


        **Connection:**

        - Transport: Streamable HTTP (stateless mode)

        - Authentication: `Authorization: Bearer ` (preferred) or

        `?api_key=` query param (for `EventSource`, which can''t set

        custom headers).


        - Tool-call billing: charged per-invocation on the underlying REST

        endpoint (e.g. `riskmodels_get_stock_snapshot` bills the same as `GET /metrics/{ticker}`).


        - **POST requests:** send `Accept: application/json, text/event-stream` (required by some MCP clients;

        omitting it can yield **406 Not Acceptable**).


        **Usage — mcp-remote proxy:**

        ```json

        {

        "mcpServers": {

        "riskmodels": {

        "command": "npx",

        "args": ["mcp-remote", "https://riskmodels.app/api/mcp/sse"],

        "env": { "AUTHORIZATION": "Bearer rm_agent_live_..." }

        }

        }

        }

        ```'
      operationId: mcpServerSSE
      tags:
      - MCP
      security:
      - BearerAuth: []
      - OAuth2AuthorizationCode:
        - mcp:read
      responses:
        '200':
          description: SSE connection established
          content:
            text/event-stream:
              schema:
                type: string
                format: event-stream
              example: 'data: {"jsonrpc":"2.0","method":"notifications/initialized","params":{...}}


                data: {"jsonrpc":"2.0","method":"notifications/ping","params":{"timestamp":1234567890}}

                '
        '401':
          description: Authentication required
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
        '402':
          description: Insufficient balance.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/InsufficientBalance'
        '429':
          description: Rate limit exceeded.
          headers:
            Retry-After:
              schema:
                type: integer
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/RateLimitExceeded'
    post:
      summary: MCP JSON-RPC Request
      description: 'Send JSON-RPC 2.0 messages to the MCP server.


        **Available methods:**

        - `tools/list` - List available MCP tools

        - `tools/call` - Invoke an MCP tool

        - `resources/list` - List available resources

        - `resources/read` - Read a resource'
      operationId: mcpServerRPC
      tags:
      - MCP
      security:
      - BearerAuth: []
      - OAuth2AuthorizationCode:
        - mcp:read
      requestBody:
        required: true
        content:
          application/json:
            schema:
              type: object
              required:
              - jsonrpc
              - method
              - id
              properties:
                jsonrpc:
                  type: string
                  enum:
                  - '2.0'
                method:
                  type: string
                  example: tools/call
                params:
                  type: object
                id:
                  oneOf:
                  - type: string
                  - type: integer
            example:
              jsonrpc: '2.0'
              method: tools/call
              params:
                name: riskmodels_get_stock_snapshot
                arguments:
                  ticker: NVDA
              id: 1
      responses:
        '200':
          description: JSON-RPC response
          content:
            application/json:
              schema:
                type: object
                properties:
                  jsonrpc:
                    type: string
                    enum:
                    - '2.0'
                  result:
                    type: object
                  error:
                    type: object
                    properties:
                      code:
                        type: integer
                      message:
                        type: string
                  id:
                    oneOf:
                    - type: string
                    - type: integer
        '401':
          description: Authentication required
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
        '402':
          description: Insufficient balance.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/InsufficientBalance'
        '429':
          description: Rate limit exceeded.
          headers:
            Retry-After:
              schema:
                type: integer
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/RateLimitExceeded'
  /.well-known/mcp.json:
    get:
      summary: MCP Server Manifest
      servers:
      - url: https://riskmodels.app
        description: Site origin (discovery)
      description: 'Model Context Protocol server connection manifest. Enables AI model clients to discover and connect to the RiskModels MCP server.

        **Discovery URL:** Served at the **site origin** (`https://riskmodels.app/.well-known/mcp.json`), not under `/api`.'
      operationId: getMCPManifest
      tags:
      - MCP
      security: []
      responses:
        '200':
          description: MCP server manifest
          content:
            application/json:
              schema:
                type: object
                properties:
                  mcpServers:
                    type: object
                    additionalProperties:
                      type: object
                      properties:
                        name:
                          type: string
                        description:
                          type: string
                        url:
                          type: string
                          format: uri
                        transport:
                          type: string
                          enum:
                          - sse
                          - stdio
                        auth:
                          type: object
                        capabilities:
                          type: object
                        tools:
                          type: array
                          items:
                            $ref: '#/components/schemas/MCPTool'
components:
  schemas:
    MCPTool:
      type: object
      description: 'MCP tool descriptor as returned by `tools/list`. Tools are discoverable via `https://riskmodels.app/.well-known/mcp.json` or by connecting to the SSE endpoint at `https://riskmodels.app/api/mcp/sse` and calling `tools/list`.

        '
      properties:
        name:
          type: string
          enum:
          - riskmodels_analyze_portfolio
          - riskmodels_compare
          - riskmodels_decompose
          - riskmodels_decompose_selection_vs_drift
          - riskmodels_get_benchmark_fit
          - riskmodels_get_cohorts
          - riskmodels_get_etf
          - riskmodels_get_factor_returns
          - riskmodels_get_filer
          - riskmodels_get_fund
          - riskmodels_get_fundamentals
          - riskmodels_get_macro_correlation
          - riskmodels_get_my_positions
          - riskmodels_get_peers
          - riskmodels_get_portfolio_risk_snapshot
          - riskmodels_get_rankings
          - riskmodels_get_residual_returns
          - riskmodels_get_residual_signal
          - riskmodels_get_return_attribution
          - riskmodels_get_returns
          - riskmodels_get_stock_snapshot
          - riskmodels_portfolio_exposure
          - riskmodels_render_artifact
          - riskmodels_screen_rankings
          - riskmodels_search
          description: 'MCP tool names (tool set 2.0, `@riskmodels/mcp` 2.0.0). One registry (`registerRiskModelsTools`) serves all

            three surfaces: the npm stdio server registers 24 tools; the hosted endpoints `/api/mcp/sse` and

            `/api/mcp/openai` register the same 24 plus `riskmodels_render_artifact` (25). Every tool is read-only and

            calls an existing REST route, billed at that route''s price; each description states when to use the tool,

            what it returns, data freshness and price. The REST catalog, response schemas and this spec are MCP

            resources (`riskmodels:///capabilities`, `riskmodels:///schemas/{path}`, `riskmodels:///openapi`).

            Tool-to-route table and the 1.x migration table: mcp/README.md (Tool set 2.0).

            '
        description:
          type: string
        inputSchema:
          type: object
          description: JSON Schema describing the tool's input parameters.
        outputSchema:
          type: object
          description: JSON Schema describing the tool's output structure.
    RateLimitExceeded:
      type: object
      description: Returned when the per-minute rate limit is exceeded (HTTP 429).
      properties:
        error:
          type: string
          enum:
          - RATE_LIMIT_EXCEEDED
          example: RATE_LIMIT_EXCEEDED
        message:
          type: string
          example: Rate limit exceeded. Retry after 2026-03-08T12:34:56Z
        retry_after:
          type: string
          format: date-time
          description: ISO timestamp after which the client may retry.
          example: '2026-03-08T12:34:56Z'
        limit:
          type: integer
          description: Requests allowed per minute for this key.
          example: 60
    InsufficientBalance:
      type: object
      description: Returned when the account prepaid balance is exhausted (HTTP 402).
      properties:
        error:
          type: string
          enum:
          - INSUFFICIENT_BALANCE
          example: INSUFFICIENT_BALANCE
        message:
          type: string
          example: 'Insufficient balance. Current balance: $0.00. Top up at https://riskmodels.app/billing'
        balance_usd:
          type: number
          format: float
          example: 0
        top_up_url:
          type: string
          format: uri
          example: https://riskmodels.app/billing
    ErrorResponse:
      type: object
      properties:
        error:
          type: string
          description: Machine-readable error code.
          example: TICKER_NOT_FOUND
        message:
          type: string
          description: Human-readable error description with suggested action.
          example: Ticker 'XYZABC' not found in universe 'uni_mc_3000'. Check ticker spelling or try a different universe.
        code:
          type: integer
          description: HTTP status code.
          example: 404
        history_starts:
          type: string
          format: date
          description: 'Earliest non-null daily close or return date for the resolved security. Present only when a historical request ends before the security''s own history begins.

            '
        details:
          type: object
          properties:
            field:
              type: string
              example: ticker
            received:
              type: string
              example: XYZABC
            universe:
              type: string
              example: uni_mc_3000
            suggestion:
              type: string
              example: Check for typos or use ticker search endpoint
  securitySchemes:
    BearerAuth:
      type: http
      scheme: bearer
      bearerFormat: rm_agent_{environment}_{random}_{checksum}
      description: 'API key in format `rm_agent_{live|test}_{random}_{checksum}` or `rm_user_{random}_{checksum}`. Obtain via `POST /api/auth/provision` or from riskmodels.app/settings → API Keys. Include as: `Authorization: Bearer rm_agent_live_...`

        '
    OAuth2AuthorizationCode:
      type: oauth2
      description: 'OAuth 2.0 authorization code flow with PKCE (S256), used by MCP clients (Claude Desktop, Cursor, ChatGPT Developer Mode, Grok) that self-register via `POST /api/oauth/register`. Public clients only — no `client_secret` is issued and `token_endpoint_auth_method` is `none`.


        The access token this flow returns **is** an `rm_user_*` API key (1 h TTL, 30 d rotating refresh token), so it authenticates every `BearerAuth` operation below, not just `/api/mcp/sse`. Scope is currently informational: the API records the presented scope for telemetry but authorises by key validity and account balance, not by scope.


        Discovery metadata: `/.well-known/oauth-authorization-server`.

        '
      flows:
        authorizationCode:
          authorizationUrl: https://riskmodels.app/oauth/authorize
          tokenUrl: https://riskmodels.app/api/oauth/token
          refreshUrl: https://riskmodels.app/api/oauth/token
          scopes:
            mcp:read: Read access to risk analytics (the only scope the authorization server advertises)