Futures Delivery Strategy

Futures Delivery Strategy MCP Connector for Claude

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Identify arbitrage and liquidity squeezes in futures markets.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

This MCP server provides deterministic algorithmic tools to monitor the convergence between futures and spot markets. Use analyze_market_state to detect liquidity squeezes when supply is tight and basis is high. Determine trade directions with get_trading_signal based on arbitrage logic, and use calculate_delivery_economics to compute total costs and squeeze probabilities for physical delivery strategies.

futuresarbitrageliquiditycommoditiesalgorithmic-trading

3 tools expose this connector's capabilities to your AI agent.

get_trading_signal

Determines the specific trade direction (BUY, SELL, or HOLD) based on arbitrage and squeeze logic

calculate_delivery_economics

Computes the total costs and probability factors associated with executing a physical delivery strategy

analyze_market_state

Provides a daily snapshot of the relationship between futures and spot prices and the current supply conditions

See how to talk to your AI agent using Futures Delivery Strategy.

Analyze the current market state with a basis of 6% and 5,000 contracts available.

A squeeze is detected due to high basis and tight supply.

What is the trading signal if the basis is -6% and supply is 60,000?

The signal is BUY.

Calculate the delivery economics for a spot price of 100 with 5 storage and 2 insurance costs.

The total delivery cost is 7.

A squeeze is detected using `analyze_market_state` when the days to first notice is under 30, the basis is above 5%, and deliverable supply is below 10,000 contracts.

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