TastyTrade Trading

Interact with TastyTrade brokerage accounts via the tasty-agent MCP server. Covers portfolio monitoring, market data streaming, options analysis, and order management.

Workflow

1. Check market status — call market_status to confirm the relevant exchange is open before placing orders or fetching live quotes.
2. Review account state — use account_overview with include=["balances","positions"] to see net liquidating value and current holdings.
3. Research — gather data with the appropriate tool:

- getquotes for real-time stock/option/futures quotes via DXLink streaming - getgreeks for delta, gamma, theta, vega, rho on specific option contracts - getmarketmetrics for IV rank, IV percentile, beta, and liquidity across symbols - search_symbols to look up tickers by name

1. Plan the trade — verify positions with account_overview, check Greeks for risk, and confirm the user's intent before proceeding.
2. Execute — use placeorder for new orders, replaceorder to reprice existing live orders at the current mid, or cancel_order to cancel. Always require explicit user confirmation before placing.
3. Track — use gethistory for transaction or order history, listorders for live orders, and watchlist to manage symbol lists.

Key Rules

• Never place orders without explicit user confirmation.
• Equity and option legs use Buy to Open, Buy to Close, Sell to Open, Sell to Close; futures use Buy or Sell.
• place_order always uses quote-derived mid pricing; do not pass raw prices.
• place_order aligns prices to the broker's valid tick grid; do not retry unchanged if tick-size data is unavailable.
• quantity is the actual share/contract count. For dollar-budget orders, pass top-level targetvalue and omit quantity for single-leg orders. For multi-leg spreads with targetvalue, use quantity only to express the leg ratio, such as 1:1 or 2:1.
• For replacing an order, call replaceorder(orderid) to reprice at current mid.
• Do not use underlying stock quotes as option order prices. place_order resolves the exact instrument quote and validates the signed net limit against the current bid/ask market.
• Tool outputs are intentionally compact; use the returned bid/ask/mid, sizing, warnings, and order summaries rather than expecting full SDK dumps.
• Supported time-in-force values: Day, GTC, GTD, Ext, Ext Overnight, GTC Ext, GTC Ext Overnight, IOC.
• Use gethistory(type="transactions") for trade/money history (default 90 days) and type="orders" for order history (default 7 days). Paginate with pageoffset and limit.
• watchlist(action="list") without a name returns watchlist metadata only. Call it again with name to fetch symbols for a specific watchlist.