---
name: aitouyan-public-mcp
description: Use the authenticated read-only Aitouyan DMAPI and NewsSystem MCP servers for Chinese bond quotes, K-lines, institution behavior, treasury-futures analytics, bond ledgers, Chinese macro news, official documents, structured statistics, evidence, and cross-source research. Trigger for China rates, interbank bonds, treasury futures, macro releases, policy evidence, or market-news synthesis that should be grounded in live MCP data.
---

# Aitouyan Public MCP

Use the two servers as complementary evidence layers:

- Use `dmapi` for market state: cash-bond quotes, K-lines, institution behavior, risk proxies, treasury futures, and the listoff bond ledger.
- Use `news` for context: recent Chinese macro news, official knowledge documents, structured statistics, release chains, and observation evidence.

Both servers are read-only. Never claim that a tool changed upstream data.

## Work narrowly

1. Restate the research question and choose only the required server.
2. Start with the smallest query: exact bond codes or tenors, short time windows, exact statistical `period_key`, and small limits.
3. Inspect discovery tools before guessing fields or identifiers:
   - Use `dmapi_universe` or `listoff_fields` for bond selection and ledger columns.
   - Use `list_stat_datasets`, `list_stat_series`, and `list_stat_dimensions` for statistical identifiers.
4. Expand only when the first result shows a concrete gap.
5. Separate returned facts from your inference. State source, timestamp or period, and any data limitation.

For tool selection, parameters, and output caveats, read [references/tools.md](references/tools.md). For reusable research sequences and answer formats, read [references/workflows.md](references/workflows.md).

## Preserve evidence

- Treat compact array rows as schema-aligned; read the response schema before interpreting positions.
- For official statistics, prefer exact filters and `get_stat_observation_evidence` when the user needs provenance.
- Do not describe official northbound turnover as net inflow.
- Treat market risk proxies as transparent derived indicators, not official series or a black-box composite.
- Label data times and frequencies. Do not mix intraday quotes, daily settlement data, and publication dates as if simultaneous.
- If a result is empty, report that scope as empty. Do not invent a substitute series.

## Answer

Lead with the conclusion, then give compact evidence bullets and a limitations note. Include tool names only when they improve auditability. For multi-source research, explicitly distinguish:

1. market observation,
2. policy or news evidence,
3. statistical evidence,
4. analytical inference.

Never reveal, print, log, commit, or repeat the bearer Key. If either MCP is unavailable or unauthorized, stop and ask the user to verify their locally configured `AITOUYAN_MCP_KEY`; do not suggest self-registration or Key generation.
