Designing an MCP server for 60+ financial datasets: entity keys, per-connector auth, context budgets
vianexus_official · reddit · 2026-11-07
The viaNexus platform team shares hard-won lessons from running an MCP server serving 60+ financial datasets to agents in the Claude and Cursor directories:
- Entities, not tickers, are keys: SPCX was a SPAC ETF, now it's SpaceX. Each instrument resolves to an entity at ingest time, with column sampling auto-typing join keys across 60+ vendor datasets.
- Per-connector permissions: OAuth dynamic client registration (RFC 7591) gives each agent its own credential listing reachable datasets, hourly-expiring tokens, and revocation that takes effect on the next call.
- Search must match semantics, not routes: an agent computed NVDA moving averages exactly but couldn't find the dataset because search matched API URL paths. Rebuilding search over summaries/descriptions/field names fixed it — search("ESG") went from empty to hit.
- Fit responses to the context window: broad queries dumped 94k tokens of schemas; now slim rows by default, full schemas only at ≤5 results (14.7k tokens), plus explicit "showing 1 of 32 records" notes to avoid silent truncation.
- HTTP health checks miss MCP failures: a wedged proxy kept passing uptime checks because the failure was JSON-RPC-level. A synthetic MCP client CronJob every 5 minutes walks the full tool chain — only search proves auth, proxy, and API are truly connected.
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