FX Context

com.coco-pier由 coco-pier.com 发布官方发布者v1.0.0更新于 Oct 25, 2026

FX macro context: CPI, NFP, PCE, ISM PMIs, Fed, ECB, BoE, BoJ, historical analogs, FX reactions.

已验证Streamable HTTP可网页运行金融数据与分析

概览

AI 生成的概览

远程 MCP 服务器,为助手提供外汇宏观背景:央行声明变化、美国数据意外、历史类比、市场反应与风险

可以做什么
对比央行货币政策声明与上一份声明,列出美联储、欧洲央行、英国央行和日本央行在措辞、经济评估和前瞻指引上的实质变化。获取美国 CPI、非农、PCE 和 ISM PMI 数据的实际值、市场预期与意外幅度。查找并排序意外特征相似的历史数据发布,并汇总这些类比事件的整体反应模式。获取某次数据发布或政策声明后的确定性市场反应指标。列出未来时间窗口内可能影响 EURUSD、GBPUSD 或 USDJPY 的已排期宏观与央行风险。
适用场景
适合助手解释主要外汇货币对在宏观数据和央行决议前后为何波动或可能如何波动,或将当前数据与历史类比进行比较。适用于宏观与外汇研究,而非通用行情数据。
运行要求
远程 streamable HTTP 端点;未声明本地软件包、环境变量或请求头。未声明需要身份验证。
安装前请注意
这些工具只做只读查询,但助手可能把返回的宏观数据和反应指标当作分析结论呈现;据此行动前应核对原始来源。不要求任何凭据。

安装

在 SourceWeft 中

  1. 打开 控制台中的 FX Context,将其添加到工作区。
  2. 为需要使用其工具的对话启用该服务。

Web executable,通过 Streamable HTTP。 远程服务在工作区中配置后即可从网页运行时运行。

交给智能体安装

把这段提示词粘贴到 Claude Code、Codex、Cursor 等智能体,或 SourceWeft 对话中。智能体会读取该服务器的安装指南,先向你展示发布者、端点和登录方式,经你同意后再把它添加到你的客户端。密钥不会写进任何命令。

阅读 https://sourceweft.com/mcp/com.coco-pier%2Ffx-context/install.md,并按其中说明把这个 MCP 服务器接入我的客户端。修改任何配置之前,先告诉我它的发布者、端点和登录方式,等我确认。不要把 API 密钥写进命令或我会提交的文件;问我密钥应从哪里获取。

查看智能体所依据的安装指南

其他 MCP 客户端

把它添加到你客户端的 mcpServers 配置中。

{
  "mcpServers": {
    "fx-context": {
      "type": "http",
      "url": "https://fx.coco-pier.com/mcp"
    }
  }
}

工具

6

get_central_bank_changes

Compare a central bank monetary-policy statement with its immediately preceding comparable statement and return the material changes in policy language, economic assessment, risk balance, and forward guidance. Specify a central bank such as FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ). Optionally specify currentStatementDate in YYYY-MM-DD format to compare a historical statement. If the date is omitted, the latest available statement is compared with the previous one. Returns structured, source-grounded policy changes including direction, materiality, and previous/current evidence. This tool does not provide trading recommendations or predict market movements.

输入参数centralBank必填currentStatementDate

get_event_context

Get the official actual values, pre-release market consensus, and surprise for a specific U.S. macro data release: CPI (US_CPI), Nonfarm Payrolls / jobs report (US_NONFARM_PAYROLLS), PCE inflation (US_PCE), or the ISM Manufacturing / Services PMI (US_ISM_MANUFACTURING / US_ISM_SERVICES). WHEN TO CALL: whenever the user asks what a release printed or how it compared with expectations, even if they do not mention FX Context. Do not answer these from memory; recent releases are not in your training data. Examples: - "What's the latest US PCE?" -> US_PCE - "Was core PCE hotter than expected?" -> US_PCE - "Did CPI beat expectations?" -> US_CPI - "What was the latest NFP?" / "How many jobs were added last month?" -> US_NONFARM_PAYROLLS - "Give me the latest US inflation release." -> US_CPI and/or US_PCE - "What's the latest ISM Manufacturing PMI?" -> US_ISM_MANUFACTURING - "Did ISM Services beat expectations?" -> US_ISM_SERVICES - "What were the actual and consensus values?" / "What was the surprise?" -> the release under discussion Omit referencePeriod for the latest release. For a specific release, pass the month the data covers (YYYY-MM), not the month it was published. WHEN NOT TO CALL: general or educational questions that need no specific release data, e.g. "What is PCE?", "What does NFP stand for?", "Why does CPI matter for FX?", "Explain inflation.", "What is the difference between CPI and PCE?". Use get_upcoming_risks for upcoming release dates, get_market_reaction for price moves after a release, and get_central_bank_changes for central-bank decisions. RESULT: per-metric official actuals (headline/core, MoM/YoY; ISM: headline PMI index) with publisher provenance; when valid, pre-release consensus and a deterministic actual-minus-consensus surprise. Each observation has consensusStatus (AVAILABLE, NOT_FOUND, NOT_CAPTURED, NOT_AVAILABLE, EXCLUDED_POST_RELEASE, NOT_APPLICABLE) explaining any missing consensus, and revisionStatus (REVISED, UNCHANGED, NOT_CAPTURED

输入参数eventType必填referencePeriod

get_historical_analogs

Find and return individual historical macroeconomic releases whose surprise profiles are most similar to a selected target event. Use this CASE-RETRIEVAL tool when the user wants to identify, rank, inspect, or compare specific historical analog events. It returns the matched events themselves, including event identity, similarity characteristics, surprise profile, and each event's observed post-release reaction. Supported event types: US_CPI and US_NONFARM_PAYROLLS across EURUSD, GBPUSD, and USDJPY. US_PCE is recognized but not yet publicly available: the historical PCE calibration corpus currently has too few usable periods, and a request for US_PCE returns a structured INSUFFICIENT_HISTORICAL_CALIBRATION error (with usable/required event counts) instead of analog results until the corpus grows. ISM is not currently available here: US_ISM_MANUFACTURING and US_ISM_SERVICES have no verified pre-release consensus yet, so they return INSUFFICIENT_HISTORICAL_CALIBRATION rather than analogs. For ISM, use get_event_context for actuals and get_market_reaction for price moves. Similarity methodology is event-specific: US_CPI uses headline/core surprise distance; US_NONFARM_PAYROLLS uses target-relative robust scale normalization (nfp-historical-analog-v1); US_PCE (once activated) uses the same raw surprise -distance approach as US_CPI (pce-historical-analog-v1). Target period: if referencePeriod is omitted, the target is the most recent event of the requested type. Surprises are never estimated, so if that event has no verified pre-release consensus (common right after a new NFP release) the tool fails with NO_VERIFIED_PRE_RELEASE_EXPECTATION. The error details include targetReferencePeriod, latestReleasedPeriod, latestPeriodWithVerifiedExpectation and a hint; to analyze that prior period, retry with referencePeriod=YYYY-MM. Tell the user the newest release could not be analyzed rather than presenting the prior period as the latest. Every "cannot compute" error has t

输入参数eventType必填instrumentmaxAnalogsreferencePeriod

get_historical_reaction_context

Summarize the aggregate post-event reaction pattern across historical macroeconomic events similar to a selected target release. Use this AGGREGATE-PATTERN tool when the user wants to understand what the historical analog sample collectively showed rather than inspect individual analog events. It summarizes historical outcomes using statistics and behavioral patterns across standardized post-event windows (M5, M15, H1, H4, H24) such as mean, median, quantiles, directional consistency, reaction-path classification (e.g. IMMEDIATE_CONTINUATION, INITIAL_REVERSAL, FADE, DELAYED_REACTION), persistence, and sample-size-based confidence. Supported event types: US_CPI and US_NONFARM_PAYROLLS across EURUSD, GBPUSD, and USDJPY. ISM is not currently available here: US_ISM_MANUFACTURING and US_ISM_SERVICES have no verified pre-release consensus yet, so they return a structured INSUFFICIENT_HISTORICAL_CALIBRATION error rather than aggregate statistics. Similarity methodology is event-specific: US_CPI uses headline/core surprise distance; US_NONFARM_PAYROLLS uses target-relative robust scale normalization (nfp-historical-analog-v1). Target period: if referencePeriod is omitted, the target is the most recent event of the requested type. Surprises are never estimated, so if that event has no verified pre-release consensus (common right after a new NFP release) the tool fails with NO_VERIFIED_PRE_RELEASE_EXPECTATION. The error details include targetReferencePeriod, latestReleasedPeriod, latestPeriodWithVerifiedExpectation and a hint; to analyze that prior period, retry with referencePeriod=YYYY-MM. Tell the user the newest release could not be analyzed rather than presenting the prior period as the latest. Every "cannot compute" error has the same shape: "CODE: reason [hint] details={json}", where the JSON always contains code, eventType and hint. Do NOT use this tool when the user's primary goal is to identify, rank, enumerate, or inspect specific historical analog events. F

输入参数limiteventType必填instrumentreferencePeriod

get_market_reaction

Retrieve deterministic post-event market reaction metrics for an economic release or monetary policy statement. Specify the targetType, such as US_CPI, US_PCE (alias PCE), US_NONFARM_PAYROLLS (alias NFP), US_ISM_MANUFACTURING (alias ISM_MANUFACTURING), US_ISM_SERVICES (alias ISM_SERVICES), FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND (alias BOE), or BANK_OF_JAPAN (alias BOJ). Optionally specify dateOrPeriod: - For US_CPI, US_PCE, US_NONFARM_PAYROLLS, and the ISM PMIs: reference period in YYYY-MM format (e.g. 2024-07). If omitted, the latest event is resolved. - For FEDERAL_RESERVE, ECB, BANK_OF_ENGLAND, or BANK_OF_JAPAN: statement date in YYYY-MM-DD format (e.g. 2024-08-01). If omitted, the latest statement is resolved. Optionally specify instrument: EURUSD, GBPUSD, or USDJPY (defaults to EURUSD). Returns deterministic price action metrics across 5 standardized post-event windows (M5, M15, H1, H4, H24) including startPrice, endPrice, returnPct, high, low, maxUpMovePct, maxDownMovePct, and rangePct. All calculations are strictly deterministic and mathematical. This tool does not provide trading recommendations or predictive signals.

输入参数instrumenttargetType必填dateOrPeriod

get_upcoming_risks

Retrieve known scheduled macroeconomic and central-bank risks that may affect a supported FX instrument within a future time window. Use this tool when the user asks what could move EURUSD, GBPUSD, or USDJPY, what macro risks are coming up, what is happening in the next 24 hours, this week, or over the next month, what upcoming macro risks or scheduled events exist, or when the next CPI, next NFP, next PCE, next ISM, next Fed, next ECB, next BoE, or next BoJ event occurs. The supported risks are U.S. CPI releases, U.S. Nonfarm Payrolls releases, U.S. PCE inflation releases, ISM Manufacturing and Services PMI releases, Federal Reserve monetary-policy decisions, ECB monetary-policy decisions, Bank of England monetary-policy decisions, and Bank of Japan monetary-policy decisions. The horizon can extend up to 720 hours (30 days). scheduleCoverage reports, for each supported event type, the latest known scheduled date and whether the known calendar covers the whole window. If scheduleCoverageComplete is false, some event types may have additional events in the window that are not yet known; say so instead of treating the list as complete. Results are based on official release calendars and contain scheduled events only. This tool does not predict market direction, include unscheduled news, or provide trading recommendations. If no supported scheduled event exists within the requested horizon, an empty risk list is returned.

输入参数instrumenthorizonHours

版本历史

10
  1. v1.0.0最新Oct 10, 2026
  2. v0.9.0Oct 8, 2026
  3. v0.8.0Oct 3, 2026
  4. v0.7.0Sep 23, 2026
  5. v0.6.0Sep 21, 2026
  6. v0.5.0Sep 20, 2026
  7. v0.4.0Sep 20, 2026
  8. v0.3.0Sep 19, 2026
  9. v0.2.1Sep 19, 2026
  10. v0.1.0Sep 18, 2026

评分

已满足适用检查项的 72%

该评分衡量此收录条目的完整程度,依据注册中心条目、端点与公开来源计算得出。它不是对服务器本身的评价,也不表示服务器安全或当前可用:可连通性是带日期的检查结果,评分也不包含安装量或用户评价。

  • 近 30 天内可连通必需25 分
  • 已声明认证方式必需10 分
  • 已列出工具必需15 分
  • 描述必需15 分
  • 图标10 分

    请在注册中心条目中发布图标。

  • 文档15 分

    请声明包含 README 的 GitHub 仓库,或在 OAuth 受保护资源元数据中提供 resource_documentation。

  • 许可证不适用

    托管服务按其提供方的条款使用,因此这里不要求许可证。此检查项不计入百分比。