SNAP by KustodyFi — FX Reference

SNAP is an indicative FX reference service operated by KustodyFi. This connector exposes SNAP's public REST API one-to-one as MCP tools, so Claude reads exactly the same USD/KRW and USD/JPY market data that SNAP publishes through its web app and API.

What Claude can do with it:

• Get the latest indicative spot rate with bid, ask, value date and observation time
• Calculate an indicative forward for any spot date and target date, and read the swap point between two dates
• Pull the full forward term structure, and KRW zero rates and discount factors
• Resolve settlement dates and check or roll business days on the New York, Seoul and Tokyo calendars
• List supported currency pairs, tenors and the current calculation configuration

How the data works: Every response carries an "as of" observation time, the only freshness signal, plus request and response timestamps in a meta block. Values are derived from Korean interbank market data ingested into SNAP's own store. Outside Korean market hours, rate fields are null rather than stale, while the last traded price is still reported. Unsupported pairs or invalid inputs return a structured error code, never an estimate. All 11 tools are read-only and mirror the documented REST contract.

What it is not: SNAP provides indicative reference values, not executable quotes (see Terms of Service). It does not offer trading, hedging, or investment advice, and does not predict rates. Historical series are not included. Supported pairs are configured server-side (currently USD/KRW and USD/JPY).

Who it is for: Treasury and finance teams, FX-adjacent product builders, and anyone who wants an AI assistant to cite exchange-rate context from one institutional reference instead of a web search.

Access: Requires a SNAP account (sign in with Google at snap.kustodyfi.com). OAuth 2.1 with dynamic client registration; only connect and rates-read scopes are requested.