Content
# xe-mcp
An MCP server for the [Xe Currency Data API](https://www.xe.com/xecurrencydata/) — brings live FX rates, historical analysis, and quant-flavored tools directly into Claude Code, Claude Desktop, and any MCP-compatible AI tool.
**Works out of the box with zero credentials** — falls back to Frankfurter (ECB data) automatically. Plug in Xe API keys to switch to Xe's live data. All 12 tools work without credentials.
---
## Tools
| Tool | What it does |
|---|---|
| `get_rate` | Live mid-market rate between any two currencies |
| `convert` | Convert an amount at the current rate |
| `list_currencies` | Common currencies (built-in); full Xe list (~170 currencies) with Xe key |
| `get_historical_rates` | Daily rates for a currency pair over N days |
| `volatility_analysis` | Daily std-dev + annualised vol — log-return methodology (FX options standard) |
| `optimal_send_window` | Percentile rank of today's rate in the N-day distribution + verdict |
| `nzd_corridors` | NZD snapshot across USD, AUD, EUR, GBP, JPY, SGD, CNY in one call |
| `correlation_analysis` | Pearson r of daily log-returns between two currency pairs |
| `rate_alert_check` | Check if a rate has crossed a threshold — returns triggered: YES/NO + distance |
| `rate_chart` | ASCII line chart of a currency pair's rate history in the terminal |
| `moving_average` | SMA(20/50/200) with current rate and % distance from each average |
| `pair_summary` | One-call morning briefing: rate + range + vol + send verdict + SMA(20) |
---
## Live output examples
All examples below use Frankfurter/ECB — no API key required.
```
> get_rate NZD USD
1 NZD = 0.564940 USD (Frankfurter/ECB, 2026-06-26)
> optimal_send_window NZD USD
NZD→USD send window (Frankfurter/ECB)
Current rate: 0.564940
30-day mean: 0.580598
30-day range: 0.563860 – 0.597400
Percentile: 14th (3/21 historical days were lower)
Verdict: UNFAVOURABLE — bottom quartile
Timestamp: 2026-06-26
> moving_average NZD USD
NZD/USD — moving averages (Frankfurter/ECB)
Current rate: 0.564940
SMA(20): 0.579758 (current is 2.56% below)
SMA(50): insufficient data (need 50 days, have 36)
> volatility_analysis NZD USD 30
NZD/USD — 30-day volatility (Frankfurter/ECB)
Current rate: 0.564940
Range (30d): 0.563860 – 0.597400
Daily volatility: 0.4023%
Annualised vol: 6.39%
Data points used: 21
> correlation_analysis NZD USD AUD USD 30
Correlation: NZD/USD vs AUD/USD (Frankfurter/ECB, 30d)
Pearson r: 0.8553
Interpretation: strong positive
Data points: 20 aligned trading days
> rate_chart NZD USD 30
NZD/USD — last 30 trading days (Frankfurter/ECB)
0.5974 │●●
│ ●●
│ ●●●
│ ●●
0.5806 │ ●●│ │
│ ●●│
│ ●│
│ ●│
0.5639 │ ●●●
└─────────────────────
05-29 06-12 06-26
```
---
## Setup
### Zero-credential mode (Frankfurter/ECB)
All 11 tools work with no API keys using free ECB data via [Frankfurter](https://www.frankfurter.app/). `list_currencies` returns a built-in common currency list; with Xe credentials it returns the full ~170 currency list.
```bash
git clone https://github.com/CedricConday/xe-mcp
cd xe-mcp
npm install && npm run build
```
Add to Claude Code:
```bash
claude mcp add xe-mcp node /path/to/xe-mcp/dist/index.js
```
### With Xe API (live rates)
Get credentials at [xe.com/xecurrencydata](https://www.xe.com/xecurrencydata/), then:
```bash
claude mcp add xe-mcp node /path/to/xe-mcp/dist/index.js \
-e XE_ACCOUNT_ID=your_account_id \
-e XE_API_KEY=your_api_key
```
Or add to `.claude/settings.json`:
```json
{
"mcpServers": {
"xe-mcp": {
"command": "node",
"args": ["/path/to/xe-mcp/dist/index.js"],
"env": {
"XE_ACCOUNT_ID": "your_account_id",
"XE_API_KEY": "your_api_key"
}
}
}
}
```
### Claude Code slash command
This repo ships a `/fx` command for quick analysis. Add it to your project:
```bash
cp -r .claude/commands /your-project/.claude/
```
Then use `/fx NZDUSD`, `/fx NZDUSD vol`, `/fx convert 1000 NZD USD`.
---
## Architecture
### Local (MCP stdio server)
```
Claude Code ↔ stdio ↔ xe-mcp ──→ Xe XECD API (if credentialed)
└→ Frankfurter/ECB (free fallback)
```
```
xe-mcp/
├── src/
│ ├── index.ts # MCP server (stdio transport)
│ ├── xe-client.ts # Xe XECD API wrapper (authenticated)
│ ├── frankfurter-client.ts # Frankfurter ECB API (free fallback)
│ ├── s3-cache.ts # S3-backed rate history cache (Lambda use)
│ └── tools/
│ ├── rates.ts # get_rate, convert, list_currencies
│ ├── analysis.ts # get_historical_rates, volatility_analysis, optimal_send_window
│ ├── nzd.ts # nzd_corridors
│ ├── correlation.ts # correlation_analysis
│ ├── alerts.ts # rate_alert_check
│ └── chart.ts # rate_chart (ASCII)
├── lambda/
│ ├── handler.ts # REST Lambda — all 10 tools via POST /tool/{name}
│ ├── alert-scheduler.ts # CloudWatch hourly → DynamoDB scan → SQS publish
│ └── alert-processor.ts # SQS consumer → SES email notification
├── src/__tests__/ # 49 unit tests (5 suites)
├── .github/workflows/
│ ├── ci.yml # Test → Build → verify on push
│ └── deploy.yml # Test → Build → SAM deploy to AWS (ap-southeast-2)
├── Dockerfile # Multi-stage Alpine — local & ECS/K8s deployments
└── template.yml # SAM: Lambda + API Gateway + SQS + DynamoDB + S3
```
### AWS deployment (`sam deploy`)
```
API Gateway → handler Lambda → Xe/Frankfurter → response
CloudWatch Events (hourly) → alert-scheduler Lambda → DynamoDB → SQS
↓
alert-processor Lambda → SES email
DynamoDB: alert configurations (userId, from, to, threshold, direction)
S3: rate-history cache bucket (scaffolded in src/s3-cache.ts; not yet wired into the handler)
```
**Credential detection:** `XE_ACCOUNT_ID` + `XE_API_KEY` in env → Xe. Otherwise → Frankfurter. Same fallback in Lambda and locally.
---
## Stack coverage
Built to match the full-stack requirements stated in Xe.com's developer role descriptions. Every item below is backed by code in this repo (S3 caching is scaffolded but not yet wired — noted below).
| Requirement | Where it lives |
|---|---|
| TypeScript | `src/`, `lambda/` — full codebase |
| MCP / agentic tooling | `src/index.ts` — stdio transport, 12 registered tools |
| AWS Lambda | `lambda/handler.ts` — REST API over all 10 tools |
| AWS SQS | `lambda/alert-scheduler.ts` → publishes; `lambda/alert-processor.ts` → consumes |
| AWS DynamoDB | `lambda/alert-scheduler.ts` — scans `AlertsTable`; SAM GSI on `userId` |
| AWS S3 | `src/s3-cache.ts` — rate-history cache module + bucket in `template.yml` (scaffold; not yet wired into the deployed handler) |
| SQLite (local) | `src/sqlite-store.ts` — rate history cache (`RATE_DB_PATH`); live in `fetchHistoricalSeries` — cache hits skip API, misses store to DB; same schema works on PostgreSQL |
| AWS SES | `lambda/alert-processor.ts` — sends email on alert trigger |
| AWS API Gateway | `template.yml` — wired to `XeMcpFunction` |
| CloudWatch Events | `template.yml` — hourly schedule trigger on `AlertSchedulerFunction` |
| SAM / IaC | `template.yml` — full stack as code, `sam build && sam deploy` |
| CI/CD (GitHub Actions) | `.github/workflows/ci.yml` — test → build → verify; `deploy.yml` — deploy to ap-southeast-2 |
| Docker | `Dockerfile` — multi-stage Alpine build for ECS / local |
| FX domain knowledge | `optimal_send_window`, `volatility_analysis`, `correlation_analysis` — log-return methodology |
---
## Tests
```bash
npm test
# Test Suites: 5 passed
# Tests: 49 passed
```
Tests cover: zero-volatility edge cases, constant-return series, annualised vol formula (× √252), percentile distribution, Pearson r properties (perfect correlation, inverse, zero-variance), NZD/AUD co-movement sanity, SMA computation (period ordering, edge cases, distance from SMA), SQLite schema (PK constraints, upsert behavior, range query ordering, index verification), pair_summary math (percentile ranking, verdict labels, SMA(20) boundary).
---
## Why
Xe's developer job posting requires "daily use of agentic coding tools (Claude Code or equivalent)." I built the tool I'd want if I were working on Xe's FX data pipeline — one that brings rate intelligence into the coding environment without tabbing out.
The quant tools (`volatility_analysis`, `optimal_send_window`, `correlation_analysis`) come from time in currency markets. They're not wrappers around a stock analytics library; the math is direct log-return methodology with test coverage.
---
## Stack
TypeScript · Node.js · `@modelcontextprotocol/sdk` · Xe XECD API · Frankfurter API
## License
MIT
