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Read-only investment data MCP server for web LLMs — aggregate Toss Securities, KIS, SEC EDGAR, yfinance and Binance Futures via Model Context Protocol.
K-invest exposes 14 read-only financial tools with consistent naming (verb_noun pattern: get_*, mark_*, funding_*, open_*, klines, snapshot, analyze, scan_top_stocks). All tools have descriptions (avg ~120 chars, within baseline 34 - 392). Input schemas are present for all tools with proper JSON Schema types and descriptions. However, output schemas are NOT documented, LLMs cannot predict response structure for downstream chaining. Error handling is minimal; no recovery guidance or actionable error messages visible. Tool descriptions lack dependency hints (e.g., 'Call snapshot() first to see available symbols'). Some parameter descriptions are generic ('Number of records to retrieve') without explaining why the limit matters or what happens at boundaries.
Run full technical analysis for a symbol using margin-ta subprocess runner.
Get historical funding rates for a Binance Futures symbol.
국내 주식 잔고 조회 (TTTC8434R). Retrieve domestic stock holdings and balance.
국내 주문가능 현금 조회 (TTTC8908R). Retrieve orderable cash for domestic stock trading.
Run analysis and return only the entry plan with recommended entry strategy, stop loss, and target prices.
해외 주식 잔고 조회 (CTRP6504R). Retrieve overseas stock holdings and balance.
Output schemas not documented. LLMs cannot predict response structure (fields, types, nesting) for any tool. Breaks downstream tool chaining and forces agents to guess field names.
No error handling or recovery guidance. Tools lack descriptions of failure modes, retryability, or actionable error messages. E.g., 'symbol not found' should suggest available symbols or retry with market='us'.
Inferred effective spec: 2026-07-28+.
| Scored | Grade | Overall | Spec posture | Rubric |
|---|---|---|---|---|
| 2026-09-23 | C | 64 | 2026-07-28+ | v2 |
Get candlestick (OHLCV) data for a Binance Futures symbol.
Get mark price, index price, and funding rate information for a Binance Futures symbol.
Run market_risk.py --json and return the parsed dashboard with market regime, risk scores, and indicators.
Get current open interest for a Binance Futures symbol.
Get historical open interest data for a Binance Futures symbol.
Get current price ticker for a Binance Futures symbol.
Scan top-N stocks from NASDAQ 100 + S&P 500 using margin-ta technical analysis. Uses cached OHLCV if available (fast), otherwise downloads (slow). Estimated time: ~3min with cache, ~20min without.
Get a comprehensive snapshot of Binance Futures market data for a symbol (price, mark price, funding rates, open interest).
KIS API tools (get_domestic_balance, get_domestic_orderable_cash, get_overseas_balance) have empty input schemas ({}). No parameters documented. LLMs cannot understand what data these tools require or how to invoke them.
Parameter descriptions lack context. E.g., 'Number of records to retrieve (default 10, max 1000)' does not explain why the limit exists, what happens if exceeded, or when to use pagination. Missing dependency hints like 'Call snapshot() first to discover available symbols'.
No pagination or result-limiting guidance in tool descriptions. Tools like scan_top_stocks warn of '~20min' runtime but do not document max results, pagination strategy, or how to handle timeouts. Agents may retry indefinitely on slow calls.