What you will accomplish
- Choose the right interface for the job
- Understand the job of each interface
- Use MCP, REST, and WebSocket together when the application needs more than one
- Confirm orders and account changes from Quote.Trade data
Before you begin
- A clear use case: research, execution, or continuous events
- Quote.Trade API and MCP documentation
Use MCP for agent tools and approvals
MCP gives an AI client a structured list of tools and inputs. Use it for status checks, market questions, order previews, and explicitly approved actions. It is optional; applications can also integrate directly through REST and WebSocket.
Use REST for direct API calls
Use REST for public snapshots, account reads, signed order requests, and other direct API calls. Keep credentials on the server and check the current order before retrying a timed-out write request.
Use WebSocket for live updates
Use the public liquidity stream for live quotes and the private listen-key stream for order, account, position, and risk updates. After a disconnect, reconnect and reload the current REST state before sending another order.
Give each interface one clear job
A practical agent can use MCP for user-facing tool calls, REST for server-side API requests, and WebSocket for live confirmation and risk updates. Keep one internal symbol and order format across all three.
MCP: discover tools → explain → preview → request approval
REST: sign → submit → query current orders and account
WebSocket: receive fills → positions → risk updatesDecide what happens when an interface fails
Handle each failure differently: reconnect a dropped WebSocket, back off after REST rate limits, and reinitialize a failed MCP session. After a timeout or 5xx on an order, stop and check the order and position before retrying.
Common problems and fixes
The bot polls ticker hundreds of times per minute
Use WebSocket for live prices and REST only for an occasional fresh snapshot.
The agent says an order filled but no event exists
Query authenticated order/account state and private events. Do not treat the conversational response as proof of execution.
Different interfaces use inconsistent symbols
Load the current Quote.Trade market list and map every interface to the exact symbol returned there.