robinhood-cli-mcp-api

Summarize the bundled official Crypto OpenAPI and brokerage/account route map.

By-domain endpoint directory: maps intent to the right route, the first-class command that drives it, and the response fields it returns (verified/inferred/undocumented). This does not make live calls.

Self-describing route card for one URL: required tokens, query keys, response fields (verified/inferred/undocumented), risk, and the first-class command that drives it. On a miss returns did-you-mean suggestions; on ambiguity returns the candidate URLs. Never makes a live call.

Intent → the one command to run. Maps a plain-English goal (optionally filtered by free-text query) to the verified first-class CLI command and its MCP-tool equivalent. The agent's intent-routing table. Does not make live calls.

Read-only pre-trade options context. Reads per-account options buying power; when prospective legs and a complete prospective order are supplied, quotes order-specific fees and collateral using the web-app's JSON-in-query contracts. Optional chainId adds separately labeled supplemental chain collate…

Read-only options availability, rejection, rollable-quantity, and exercise diagnostics. Endpoint-specific prerequisites are skipped locally with warnings. Available-contracts, available-shares, rejection, and exercise fields are observed-contract; maximum rollable quantity is live-verified. Never re…

List reverse-engineered brokerage/account routes with optional risk/category/host/query filters. This does not make live calls.

List the unified Robinhood route map: official Crypto OpenAPI plus brokerage/account browser-backed routes. This does not make live calls.

List latest sanitized authenticated CDP route templates from Robinhood ticker/account pages.

List browser-observed account_number routing behavior across Robinhood web surfaces. This does not make live calls.

Build a Robinhood web URL from an account-context workflow template. This only returns a planned URL and warnings.

List options strategy templates with payoff, Greek posture, risk class, and Robinhood lookup guidance.

Build a dry-run Robinhood options order body template for a named options strategy. This does not execute an order.

Build account-scoped web navigation candidates plus deterministic API lookup steps for one exact options contract. This does not execute an order.

Build a dry-run account-pinned options navigation/webhook handoff bundle from known contract fields. This does not execute an order.

Live-read the Robinhood stock page data for a symbol: quote, description, fundamentals, shorting/borrow, and optional account buying-power/margin context.

Create a dry-run request plan for a mapped brokerage/account route. This does not execute the request.

Validate a user-selected owned account-to-account transfer against authenticated eligibility, limits, fees, and holds. Never submits.

Build a non-submitting internal-transfer plan. A sanitized captured POST contract is required; no request body is invented.

Resume a recorded operation after device approval. Uses the original request identity; never invents a second submission.

Live fees, source/destination validation, amount/count/pending allowances and exact reset timestamps; unknown bucket-sharing remains explicit.

Reconcile an exact server receipt ID, account pair, amount and direction. No amount-only historical success.

Read and advance a device-approval workflow under the original session. No funds are submitted. Resend requires explicit input.

Native owned-account transfer with fresh broker validation. Supports dryRun; live submission requires ROBINHOOD_ALLOW_LIVE_WRITE=1.

Live-read owned transfer accounts and unified-transfer history for status reconciliation. Never submits.

Validate one owned source × linked destination × rail withdrawal against a current authenticated limit quote. Never submits.

Build a one-shot withdrawal plan only from an exact sanitized POST capture. Never submits or guesses a POST body.

Build or execute the captured withdrawal sequence for standard bank, instant bank, debit card, or IRA distribution. Requires an exact pair, fresh authenticated quote, explicit live-write approval, and never retries.

Live-read owned withdrawal-enabled sources and observed linked bank/card destinations from captured GET contracts. Never submits.

Live-read the authenticated withdrawal validation and unified-transfer history for one route. Never submits.

Validate an account-agnostic source-to-owned-destination deposit quote. Retirement fields apply only to IRA destinations. Never submits.

Build a one-shot deposit plan only when an exact sanitized POST contract is provided. Never submits or guesses a POST body.

Live-read eligible owned destinations and observed linked funding sources from captured GET contracts. Never submits a deposit.

Execute an observed pre_create then create deposit using native bank request contracts. Both POSTs are financial mutations; no retries. Requires ROBINHOOD_ALLOW_LIVE_WRITE=1 unless dryRun=true.

Read the transfer receipt history for one source, destination, amount and rail. Never submits or retries.

Validate a distinct $1 Roth deposit method against verified eligibility, room, source, zero fee, and history. It never submits or invents an undocumented rail request.

Live-read Roth destination and ACH source × rail availability from captured GET contracts. Every row reports whether an exact write request remains missing; it never submits a deposit.

Execute a Robinhood brokerage/account request using caller-owned auth env. Reads run live; writes are dry-run by default and require ROBINHOOD_ALLOW_LIVE_WRITE=1 set in the server env (liveWrite optional). Pass dryRun=true to force a non-sending plan. Pass queryParams:["key=value"] to append URL que…

List official Robinhood Crypto OpenAPI paths and methods.

Generate official Robinhood Crypto API auth headers without sending a request.

Create a dry-run plan for an official Robinhood Crypto API route. This does not execute the request.

Execute an official Robinhood Crypto API request using caller-owned API key env. Reads run live; writes (orders/cancels) are dry-run by default and require ROBINHOOD_ALLOW_LIVE_WRITE=1 set in the server env (liveWrite optional). Pass dryRun=true to force a non-sending plan.

List every trading account (the COMPLETE graph via transfer/accounts/ — the bare accounts/ endpoint under-reports). Returns account_number, type, name. Use this to discover accounts; never hardcode account numbers.

Compact read-only health pulse across all owned accounts (or one): options buying power, recent-order health, normalized options settings, and optional Ceres futures position/cost-basis counts. Returns account last-four labels rather than raw account numbers.

Open equity positions (live read). Returns account, symbol, quantity, average_buy_price, instrument_id. With no account_number, enumerates the FULL owned account graph and reads per-account (the bare positions/ endpoint silently defaults to ONE account — the wrong-account/under-reporting trap). Pass…

One-call portfolio P&L across ALL owned accounts (or one) in DOLLARS. Regular-session P&L is the sum of fully priced equity and option position moves; it does not mislabel the broker's cash-flow-adjusted account-equity delta as market P&L. After-hours change uses extended account equity so index opt…

Per-account buying power breakdown: regular BP, unleveraged BP, intraday BP, cash, margin used, margin health %. Answers 'what can I actually deploy right now?'. Includes excess_maintenance vs excess_margin distinction. Live read; no gate.

Place an equity buy order. Market buys are fractional, limit orders are whole shares. Dry-run by default; set ROBINHOOD_ALLOW_LIVE_WRITE=1 to execute (single env switch; liveWrite optional). Auto-resolves symbol, fetches live quote, sizes shares from dollar amount, blocks OTC/non-fractional dollar o…

Place an equity sell order. Market sells are fractional. Dry-run by default; set ROBINHOOD_ALLOW_LIVE_WRITE=1 to execute (single env switch; liveWrite optional). Dedups against pending same-side orders (5-min window; force=true skips), sends a ref_id for broker-level idempotency, logs live sends to …

Cancel a pending order by ID (kind=equity|options). Dry-run by default; ROBINHOOD_ALLOW_LIVE_WRITE=1 to execute (single env switch; liveWrite optional). Live cancels re-read the order from order history and return `evidence` (confirmed/state) — order history is the only proof the cancel took.

All open/pending equity + options orders across ALL owned accounts (or one), symbol-resolved, with state, age, TIF, limit price, and the exact cancel command for each. Read-only; per-account read failures degrade to warnings. Same shared engine as the CLI `orders open` and the read half of `panic`.

PANIC: enumerate every open/pending equity + options order across ALL owned accounts (or one) and cancel each — every cancel individually env-gated (logContext 'panic cancel-all'). DRY-RUN by default: returns the full would-cancel list and sends NOTHING. A live sweep needs ROBINHOOD_ALLOW_LIVE_WRITE…

Pre-trade PASS/WARN/BLOCK checklist with the inputs given, each check degrading independently: account ownership + capability class (cash/margin/IRA), buying_power_breakdown (with the overnight-BP-gates-GTC-option-opens note), options buying power/fees/collateral, chain min-tick vs limit_price (the …

Build the DRY-RUN close order for an open option position: finds the position(s) for the symbol across all owned accounts, requires account_number/strike/expiration disambiguation when several match, derives sell-to-close (long) or buy-to-close (short) from the position's direction — position_effect…

Check status of a single order by ID or URL — symbol (UUID resolved to the real ticker), side, quantity, price, state, fills.

Where am I in the Wheel (CSP → assignment → covered call → called away), and what's the next leg? Reads shares + short puts/calls per account from live evidence, classifies the stage, flags undercovered short calls, and returns the literal next-leg dry-run command. Works with no position (discussion…

Every held option contract across accounts (or one), enriched with exact contract metadata, live mark/spot, intrinsic and extrinsic value, delta shares/dollars, local elasticity, extrinsic cost per delta-dollar, IV expected-move hurdle, gamma/theta convexity rent, expiration break-evens, and theta b…

Full detail for ONE owned/known option contract by its UUID: metadata, live Greeks/quote, intrinsic/extrinsic value, delta dollars, local elasticity, extrinsic cost per delta-dollar, IV expected-move hurdle, gamma/theta convexity rent, break-even and theta analytics, plus fill history. Tolerates the…

Read or toggle account settings (env-gated). action=show reads all; drip/expiration/pdt/lending/sweep toggle the corresponding setting. Writes are dry-run unless ROBINHOOD_ALLOW_LIVE_WRITE=1 (single env switch; liveWrite optional). Cash-sweep only supports disable (enroll needs the agreement-sign fl…

List or mutate recurring investment schedules (env-gated writes). action=list reads all; create/edit/end/pause/resume mutate. Writes dry-run unless ROBINHOOD_ALLOW_LIVE_WRITE=1 (single env switch; liveWrite optional). After any live write, append a trading-log.md entry (intent + thread); order histo…

Live quote(s) for one or more equity/ETF symbols (last, bid, ask, previous close). Read.

Unified transaction history (newest first): Wormhole-enriched equity/options orders plus legacy order history, crypto, and ACH. Surfaces symbol/account, realized P&L, `placedBy`, and `forcedLiquidation=true` for `PLACED_BY_RISK` broker liquidations. Order history is the source of truth for whether a…

Your custom watchlists (owner_type=custom is mandatory). Read.

Add tickers to a custom watchlist (resolved by name or id). Watchlists are user-level, not account-scoped. Reads resolve the list + each symbol's instrument UUID; the write is dry-run unless ROBINHOOD_ALLOW_LIVE_WRITE=1 (single env switch; liveWrite optional).

Remove tickers from a custom watchlist (resolved by name or id). Dry-run unless ROBINHOOD_ALLOW_LIVE_WRITE=1 (single env switch; liveWrite optional).

Create a new custom watchlist (display_name, optional icon emoji). Dry-run unless ROBINHOOD_ALLOW_LIVE_WRITE=1 (single env switch; liveWrite optional).

Read a custom watchlist's tickers (resolved by name or id) live — each item's symbol, price, object_type, and an equity-buyable flag (active + US-tradable instrument). The READ half of operating on a watchlist; pair with robinhood_watchlist_buy. Live read; no gate.

Buy $<amount> of EACH equity-buyable ticker in a custom watchlist (BP-aware basket; the EXECUTION half of operating on a watchlist). Loops the SAME shared placeEquityOrder engine per ticker — OTC/fractional guard, pending dedup, ref_id idempotency, the after-hours fractional pre-flight guard, trade-…

Bulk-enumerate EVERY option contract (strike + option_instrument_id + desktop link) for a symbol/expiration. Option UUIDs are random v4 — enumeration is the ONLY way to resolve them; this is the canonical UUID resolver before quoting/ordering or inspecting.

Research-grade bulk option-chain dataset across one expiration or a bounded all-expiration range. Returns every active contract with bid/ask/mark/mid/last/previous close/spread, delta/gamma/theta/vega/rho, IV, volume, open interest, moneyness, UUID and deep link, plus intrinsic/extrinsic value, delt…

Dividend income engine across ALL owned accounts (or one): all-time/YTD/last-12-months totals in DOLLARS, per-symbol cadence detection (weekly/monthly/quarterly/semiannual/annual via median payable-date gap), upcoming payouts, last 12 months by month, and PROJECTED income at every granularity ($/day…

List a bounded newest-first page of account documents (account statements, trade confirms, 1099/1099_crypto/1099r_roth/5498_roth tax forms) across all accounts with their download_urls. LIST ONLY — this tool never writes files; use the CLI `documents download` for local PDFs. type is PREFIX-matched …

Margin-call intelligence per account: amount borrowed/rate, buying power, live equity/market value, true excess-maintenance and excess-margin buffers, maintenance requirement, an explicitly heuristic risk band, and recent broker risk liquidations with realized P&L. Scans every owned account when acc…

Film-study mode: pull FILLED equity + options orders across owned accounts in the window, FIFO-pair entries→exits per contract/symbol, and return per-round-trip DOLLAR outcomes (entryUsd, exitUsd, realizedPnlUsd, holdDays, win/loss) plus a summary (winners/losers, winRatePct, totalRealizedUsd, best/…

Append a film-study note to repo-root trade-notes.md (format: `### YYYY-MM-DD HH:MM | <ref>` + note + `---`). ref is freeform — an order id, a symbol, or symbol+date — and `review`/robinhood_review attach the note to matching trades by ref. NOTE: this WRITES the local markdown file (committed, opera…

Quote the operator's hotlist (repo-root hotlist.md — one `TICKER — optional thesis` per line; agents read it on finance tasks alongside ball-knowledge.md). Returns live last, day $ and % change, and the operator's thesis per ticker. Headers/blank/example-marked lines are ignored. Same shared engine …

Combined income engine: dividends + option premium net of debits from fill evidence, broken down by month, with TTM total, monthly average, and projected annual run-rate. Math is done in-engine — do not hand-compute. Same shared engine as the CLI `income` command. ⚠️ Edge case: Sell-to-open credits…

Portfolio historical performance — the equity curve over time: account value + return across day/week/month/3month/ytd/year/all spans, from the desktop app's own chart route. Per-account (RH exposes no all-accounts performance route — sum client-side for a portfolio-wide curve); each point carries t…

Portfolio risk scanner: max loss per position (debit paid for longs; bounded-but-unmodeled for defined-risk spreads; unlimited only for naked short calls), ITM assignment exposure by expiration, undercovered short legs, margin utilization (borrowed/equity %), and concentration warnings (>20% in one …

Greeks scenario calculator: apply spot ±X%, IV ±N%, T - N days, rate ±P% to current portfolio Greeks (from live marketdata/options/) and compute estimated P&L per position and total via Taylor approximation (ΔP ≈ delta·ΔS + ½gamma·ΔS² + theta·Δt + vega·Δσ + rho·Δr). Same shared engine as the CLI `wh…

Event calendar: upcoming option expirations (from open positions), ex-dividend dates (for held stocks from dividends/), and earnings dates (from fundamentals/ when available). Sorted by date with assignment-risk flags for ITM short calls near ex-div dates. Same shared engine as the CLI `calendar` co…

Latest news for a ticker (source + headline + clickable link + published date). The 'confirmer' layer in the signal-sourcing doctrine — slow but authoritative for discrete/binary events. Same engine as the CLI `news` command. Live read; no gate.

Analyst ratings for a ticker: buy/hold/sell counts, a derived consensus, and the rationale texts. Institutional sentiment signal (resolves symbol → instrument → midlands/ratings/). Same engine as the CLI `ratings` command. Live read; no gate.

Earnings history/calendar for a ticker: per-quarter EPS estimate vs actual (surprise), report date + timing (am/pm), and the earnings-call replay link. The binary-event-awareness / assignment-risk tier. Same engine as the CLI `earnings` command. Live read; no gate.

S&P 500 top movers: symbol + day move% + price, inline. direction up (gainers) or down (losers). Discovery / crowd-momentum surface. Same engine as the CLI `movers` command. Live read; no gate.

Options corporate events across owned accounts (or one): expirations, assignments, exercises — the feed the web UI uses for per-position options P&L + assignment tracking, with best-effort symbol enrichment. Same engine as the CLI `options-events` command. Live read; no gate.

Historical OHLC, volume, and session points for one known option contract. Accepts an option instrument UUID or its Robinhood instrument URL. Same shared engine as the CLI `options history` command. Live read; no gate.

ATM implied volatility and expected move for every available expiration in an option chain. Supply a ticker or a known Robinhood chain UUID. Stats are per expiration, not a single chain-wide forecast. Same shared engine as the CLI `options chain-stats` command. Live read; no gate.

Concentration & Net Greeks: concentration by underlying (% of portfolio per symbol, flag >20%), plus portfolio-wide net Greeks (delta/gamma/theta/vega/rho) summed across all equity and option positions. Same shared engine as the CLI `exposure` command. Live read; no gate.

Autopilot: scan all open short options approaching expiration (within N days, default 7), compute potential roll candidates (same underlying, next weekly/monthly expiration, equal or better strike for credit), and emit dry-run order bodies. Read-only — never places orders. Same shared engine as the …

Daily risk + event guardian: composes computeRisk (portfolio risk scan — positions, concentration, margin, Greeks exposure) + computeOptionsEvents (assignment, exercise, expiration history). Zero CDP — safe for scheduled daily scans. Returns a consolidated report with risk scan, upcoming events, and…

The operator knowledge library (knowledge/ operating modules + playbooks + the docs/ deep-dive index) served over MCP, so an MCP-only agent gets the same knowledge base a repo-local agent reads off disk. action=index (default) lists every module with its id, title, and when-to-load routing hint; act…

Pending kosher-roll ledger (repo-root rolls.md). A cash-account roll is a TWO-DAY trade — close today, open next business day with settled cash — and sessions die between the legs: CHECK action=list at session start so a staged open leg is never orphaned. action=list (default, read-only) returns eve…

Search Robinhood's instrument universe by name/ticker (the web search bar). Grounds ticker resolution: resolves company names, partial names, and tickers to their canonical symbols, instrument UUIDs, tradability, fractional eligibility, and OTC flags. Returns up to 20 results. Live read; no gate.

List every available option expiration date for a symbol (live read). Returns the chain UUID and ordered expiration dates. Same shared engine as the CLI `options expirations` command.

Print the option chain around the money for a symbol (live read). Fetches the underlying spot, the nearest expiration, and all strikes for the selected type, then narrows to a centered window using selectNearStrikes() and classifies each strike as ITM/ATM/OTM via classifyMoneyness(). Returns the cha…

Multi-leg live pricing for an options strategy (verticals, condors, straddles, etc.). Takes leg inputs (id, action: buy|sell, optional optionType/strike, bid/ask/mark/last, greeks, ratioQuantity) and returns per-leg natural/mid pricing, net credit/debit, direction, limit-price recommendations by mod…

Build a dry-run option roll plan. DEFAULT (mode=auto) emits the ATOMIC native roll — the SINGLE 2-leg `strategy_roll` order the real Robinhood 'Roll this position' button POSTs (verified) — for margin/IRA accounts. For CASH accounts it falls back to the KOSHER two-order staging (close today, open ne…