fixparser-plugin-mcp 9.1.6-da9cb1d7 → 9.1.7-03aa39bd

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@@ -0,0 +1,1064 @@
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+ // src/MCPLocal.ts
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+ import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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+ import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { Field, Fields, Messages } from "fixparser";
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+ import { z } from "zod";
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+ var fixStringSchema = z.object({
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+ fixString: z.string()
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+ });
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+ var orderSchema = z.object({
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+ clOrdID: z.string(),
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+ handlInst: z.enum(["1", "2", "3"]),
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+ quantity: z.string(),
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+ price: z.string(),
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+ ordType: z.enum([
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ]),
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+ side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
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+ symbol: z.string(),
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+ timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
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+ });
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+ var marketDataRequestSchema = z.object({
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+ mdUpdateType: z.enum(["0", "1"]),
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+ symbols: z.array(z.string()),
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+ mdReqID: z.string(),
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+ subscriptionRequestType: z.enum(["0", "1", "2"]),
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+ mdEntryTypes: z.array(
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+ z.enum([
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+ "0",
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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+ "T",
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+ "U",
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+ "V",
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+ "W",
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+ "X",
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+ "Y",
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+ "Z",
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+ "a",
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+ "b",
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+ "c",
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+ "d",
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+ "e",
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+ "g",
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+ "h",
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+ "i",
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+ "t"
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+ ])
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+ )
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+ });
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+ var MCPLocal = class {
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+ parser;
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+ server = new Server(
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+ {
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+ name: "fixparser",
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+ version: "1.0.0"
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+ },
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+ {
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+ capabilities: {
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+ tools: {
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+ parse: {
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+ description: "Parses a FIX message and describes it in plain language",
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+ parameters: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ parseToJSON: {
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+ description: "Parses a FIX message into JSON",
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+ parameters: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ verifyOrder: {
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+ description: "Verifies order parameters before execution",
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+ parameters: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: { type: "string", enum: ["1", "2", "3"] },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ]
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+ },
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+ side: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H"
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+ ]
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
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+ }
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+ },
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+ required: [
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+ "clOrdID",
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+ "handlInst",
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+ "quantity",
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+ "price",
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+ "ordType",
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+ "side",
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+ "symbol",
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+ "timeInForce"
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+ ]
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+ }
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+ },
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+ executeOrder: {
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+ description: "Executes a verified order",
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+ parameters: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: { type: "string", enum: ["1", "2", "3"] },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: { type: "string" },
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+ side: { type: "string" },
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+ symbol: { type: "string" },
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+ timeInForce: { type: "string" }
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+ },
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+ required: [
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+ "clOrdID",
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+ "handlInst",
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+ "quantity",
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+ "price",
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+ "ordType",
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+ "side",
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+ "symbol",
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+ "timeInForce"
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+ ]
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+ }
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+ },
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+ marketDataRequest: {
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+ description: "Requests market data for specified symbols",
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+ parameters: {
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+ type: "object",
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+ properties: {
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+ mdUpdateType: { type: "string", enum: ["0", "1"] },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
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+ mdEntryTypes: { type: "array", items: { type: "string" } }
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+ },
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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+ }
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+ }
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+ },
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+ resources: {
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+ greeting: {
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+ description: "A simple greeting resource",
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+ uri: "greeting-resource"
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+ },
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+ stockGraph: {
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+ description: "Generates a price chart for a given symbol",
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+ uri: "stockGraph/{symbol}"
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+ },
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+ stockPriceHistory: {
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+ description: "Returns price history for a given symbol",
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+ uri: "stockPriceHistory/{symbol}"
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+ }
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+ }
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+ }
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+ }
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+ );
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+ transport = new StdioServerTransport();
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+ onReady = void 0;
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+ pendingRequests = /* @__PURE__ */ new Map();
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ // Store market data prices with timestamps
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ MAX_PRICE_HISTORY = 1e5;
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+ // Maximum number of price points to store per symbol
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+ constructor({ logger, onReady }) {
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+ if (onReady) this.onReady = onReady;
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+ }
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+ async register(parser) {
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+ this.parser = parser;
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+ this.parser.addOnMessageCallback((message) => {
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+ this.parser?.logger.log({
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+ level: "info",
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+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
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+ });
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+ const msgType = message.messageType;
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+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
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+ this.parser?.logger.log({
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+ level: "info",
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+ message: `MCP Server handling message type: ${msgType}`
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+ });
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+ let id;
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+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
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+ const symbol = message.getField(Fields.Symbol);
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+ const price = message.getField(Fields.MDEntryPx);
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+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
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+ if (symbol?.value && price?.value) {
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+ const symbolStr = String(symbol.value);
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+ const priceNum = Number(price.value);
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+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
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+ priceHistory.push({
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+ timestamp: Number(timestamp),
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+ price: priceNum
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+ });
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+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
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+ priceHistory.shift();
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+ }
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+ this.marketDataPrices.set(symbolStr, priceHistory);
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+ this.parser?.logger.log({
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+ level: "info",
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+ message: `MCP Server added ${symbol}: ${priceNum}`
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+ });
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+ }
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+ }
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+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
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+ const mdReqID = message.getField(Fields.MDReqID);
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+ if (mdReqID) id = String(mdReqID.value);
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+ } else if (msgType === Messages.ExecutionReport) {
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+ const clOrdID = message.getField(Fields.ClOrdID);
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+ if (clOrdID) id = String(clOrdID.value);
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+ } else if (msgType === Messages.Reject) {
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+ const refSeqNum = message.getField(Fields.RefSeqNum);
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+ if (refSeqNum) id = String(refSeqNum.value);
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+ }
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+ if (id) {
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+ const callback = this.pendingRequests.get(id);
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+ if (callback) {
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+ callback(message);
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+ this.pendingRequests.delete(id);
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+ }
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+ }
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+ }
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+ });
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+ this.addWorkflows();
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+ await this.server.connect(this.transport);
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+ if (this.onReady) {
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+ this.onReady();
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+ }
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+ }
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+ addWorkflows() {
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+ if (!this.parser) {
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+ return;
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+ }
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+ if (!this.server) {
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+ return;
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+ }
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+ this.server.setRequestHandler(
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+ z.object({ method: z.literal("resources/list") }),
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+ async (request, extra) => {
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+ return {
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+ resources: [
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+ {
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+ name: "greeting",
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+ description: "A simple greeting resource",
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+ uri: "greeting-resource"
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+ },
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+ {
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+ name: "stockGraph",
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+ description: "Generates a price chart for a given symbol",
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+ uri: "stockGraph",
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+ parameters: {
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+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
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+ },
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+ required: ["symbol"]
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+ }
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+ },
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+ {
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+ name: "stockPriceHistory",
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+ description: "Returns price history for a given symbol",
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+ uri: "stockPriceHistory",
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+ parameters: {
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+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
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+ },
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+ required: ["symbol"]
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+ }
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+ }
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+ ]
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+ };
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+ }
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+ );
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+ this.server.setRequestHandler(
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+ z.object({ method: z.literal("tools/list") }),
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+ async (request, extra) => {
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+ return {
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+ tools: [
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+ {
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+ name: "parse",
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+ description: "Parses a FIX message and describes it in plain language",
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+ inputSchema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ {
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+ name: "parseToJSON",
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+ description: "Parses a FIX message into JSON",
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+ inputSchema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ {
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+ name: "verifyOrder",
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+ description: "Verifies order parameters before execution",
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+ inputSchema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: { type: "string", enum: ["1", "2", "3"] },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ]
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+ },
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+ side: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H"
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+ ]
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
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+ }
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+ },
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+ required: [
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+ "clOrdID",
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+ "handlInst",
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+ "quantity",
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+ "price",
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+ "ordType",
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+ "side",
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+ "symbol",
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+ "timeInForce"
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+ ]
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+ }
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+ },
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+ {
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+ name: "executeOrder",
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+ description: "Executes a verified order",
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+ inputSchema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: { type: "string", enum: ["1", "2", "3"] },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: { type: "string" },
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+ side: { type: "string" },
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+ symbol: { type: "string" },
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+ timeInForce: { type: "string" }
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+ },
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+ required: [
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+ "clOrdID",
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+ "handlInst",
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+ "quantity",
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+ "price",
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+ "ordType",
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+ "side",
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+ "symbol",
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+ "timeInForce"
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+ ]
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+ }
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+ },
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+ {
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+ name: "marketDataRequest",
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+ description: "Requests market data for specified symbols",
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+ inputSchema: {
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+ type: "object",
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+ properties: {
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+ mdUpdateType: { type: "string", enum: ["0", "1"] },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
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+ mdEntryTypes: { type: "array", items: { type: "string" } }
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+ },
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+ required: [
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+ "mdUpdateType",
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+ "symbols",
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+ "mdReqID",
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+ "subscriptionRequestType",
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+ "mdEntryTypes"
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+ ]
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+ }
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+ }
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+ ]
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+ };
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+ }
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+ );
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+ this.server.setRequestHandler(
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+ z.object({
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+ method: z.literal("resources/read"),
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+ params: z.object({
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+ uri: z.string()
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+ })
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+ }),
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+ async (request, extra) => {
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+ const { uri } = request.params;
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+ switch (uri) {
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+ case "greeting-resource":
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+ return {
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+ contents: [
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+ {
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+ type: "text",
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+ text: "Hello, world!",
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+ uri: "greeting-resource"
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+ }
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+ ]
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+ };
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+ case "stockGraph":
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+ return {
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+ contents: [
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+ {
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+ type: "text",
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+ text: "This resource requires a symbol parameter. Please use the stockGraph/{symbol} resource.",
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+ uri: "stockGraph"
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+ }
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+ ]
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+ };
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+ case "stockPriceHistory":
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+ return {
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+ contents: [
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+ {
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+ type: "text",
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+ text: "This resource requires a symbol parameter. Please use the stockPriceHistory/{symbol} resource.",
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+ uri: "stockPriceHistory"
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+ }
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+ ]
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+ };
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+ default:
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+ if (uri.startsWith("stockGraph/")) {
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+ const symbol = uri.split("/")[1];
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+ const priceHistory = this.marketDataPrices.get(symbol) || [];
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+ if (priceHistory.length === 0) {
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+ return {
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+ contents: [
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+ {
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+ type: "text",
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+ text: `No price data available for ${symbol}`
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+ }
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+ ]
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+ };
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+ }
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+ const width = 600;
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+ const height = 300;
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+ const padding = 40;
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+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
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+ const yMin = Math.min(...priceHistory.map((d) => d.price));
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+ const yMax = Math.max(...priceHistory.map((d) => d.price));
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+ const yScale = (height - 2 * padding) / (yMax - yMin);
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+ const points = priceHistory.map((d, i) => {
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+ const x = padding + i * xScale;
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+ const y = height - padding - (d.price - yMin) * yScale;
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+ return `${x},${y}`;
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+ }).join(" L ");
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+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
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+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
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+ <!-- Background -->
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+ <rect width="100%" height="100%" fill="#f8f9fa"/>
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+
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+ <!-- Grid lines -->
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+ <g stroke="#e9ecef" stroke-width="1">
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+ ${Array.from({ length: 5 }, (_, i) => {
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+ const y = padding + (height - 2 * padding) * i / 4;
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+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
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+ }).join("\n")}
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+ </g>
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+
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+ <!-- Price line -->
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+ <path d="M ${points}"
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+ fill="none"
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+ stroke="#007bff"
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+ stroke-width="2"/>
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+
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+ <!-- Data points -->
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+ ${priceHistory.map((d, i) => {
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+ const x = padding + i * xScale;
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+ const y = height - padding - (d.price - yMin) * yScale;
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+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
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+ }).join("\n")}
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+
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+ <!-- Labels -->
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+ <g font-family="Arial" font-size="12" fill="#495057">
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+ ${Array.from({ length: 5 }, (_, i) => {
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+ const x = padding + (width - 2 * padding) * i / 4;
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+ const index = Math.floor((priceHistory.length - 1) * i / 4);
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+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
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+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
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+ }).join("\n")}
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+ ${Array.from({ length: 5 }, (_, i) => {
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+ const y = padding + (height - 2 * padding) * i / 4;
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+ const price = yMax - (yMax - yMin) * i / 4;
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+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
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+ }).join("\n")}
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+ </g>
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+
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+ <!-- Title -->
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+ <text x="${width / 2}" y="${padding / 2}"
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+ font-family="Arial" font-size="16" font-weight="bold"
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+ text-anchor="middle" fill="#212529">
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+ ${symbol} - Price Chart (${priceHistory.length} points)
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+ </text>
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+ </svg>`;
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+ return {
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+ contents: [
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+ {
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+ type: "text",
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+ text: svg
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+ }
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+ ]
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+ };
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+ }
668
+ if (uri.startsWith("stockPriceHistory/")) {
669
+ const symbol = uri.split("/")[1];
670
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
671
+ if (priceHistory.length === 0) {
672
+ return {
673
+ contents: [
674
+ {
675
+ type: "text",
676
+ text: `No price data available for ${symbol}`
677
+ }
678
+ ]
679
+ };
680
+ }
681
+ return {
682
+ contents: [
683
+ {
684
+ type: "text",
685
+ text: JSON.stringify(
686
+ {
687
+ symbol,
688
+ count: priceHistory.length,
689
+ prices: priceHistory.map((point) => ({
690
+ timestamp: new Date(point.timestamp).toISOString(),
691
+ price: point.price
692
+ }))
693
+ },
694
+ null,
695
+ 2
696
+ )
697
+ }
698
+ ]
699
+ };
700
+ }
701
+ return {
702
+ contents: [
703
+ {
704
+ type: "text",
705
+ text: `Resource not found: ${uri}`,
706
+ uri
707
+ }
708
+ ],
709
+ isError: true
710
+ };
711
+ }
712
+ }
713
+ );
714
+ this.server.setRequestHandler(
715
+ z.object({
716
+ method: z.literal("parse"),
717
+ params: fixStringSchema
718
+ }),
719
+ async (request, extra) => {
720
+ try {
721
+ const args = request.params;
722
+ const parsedMessage = this.parser?.parse(args.fixString);
723
+ if (!parsedMessage || parsedMessage.length === 0) {
724
+ return {
725
+ contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
726
+ isError: true
727
+ };
728
+ }
729
+ return {
730
+ contents: [
731
+ {
732
+ type: "text",
733
+ text: `${parsedMessage[0].description}
734
+ ${parsedMessage[0].messageTypeDescription}`
735
+ }
736
+ ]
737
+ };
738
+ } catch (error) {
739
+ return {
740
+ contents: [
741
+ {
742
+ type: "text",
743
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
744
+ }
745
+ ],
746
+ isError: true
747
+ };
748
+ }
749
+ }
750
+ );
751
+ this.server.setRequestHandler(
752
+ z.object({
753
+ method: z.literal("parseToJSON"),
754
+ params: fixStringSchema
755
+ }),
756
+ async (request, extra) => {
757
+ try {
758
+ const args = request.params;
759
+ const parsedMessage = this.parser?.parse(args.fixString);
760
+ if (!parsedMessage || parsedMessage.length === 0) {
761
+ return {
762
+ contents: [{ type: "text", text: "Error: Failed to parse FIX string" }],
763
+ isError: true
764
+ };
765
+ }
766
+ return {
767
+ contents: [
768
+ {
769
+ type: "text",
770
+ text: `${parsedMessage[0].toFIXJSON()}`
771
+ }
772
+ ]
773
+ };
774
+ } catch (error) {
775
+ return {
776
+ contents: [
777
+ {
778
+ type: "text",
779
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
780
+ }
781
+ ],
782
+ isError: true
783
+ };
784
+ }
785
+ }
786
+ );
787
+ this.server.setRequestHandler(
788
+ z.object({
789
+ method: z.literal("verifyOrder"),
790
+ params: orderSchema
791
+ }),
792
+ async (request, extra) => {
793
+ try {
794
+ const args = request.params;
795
+ this.verifiedOrders.set(args.clOrdID, {
796
+ clOrdID: args.clOrdID,
797
+ handlInst: args.handlInst,
798
+ quantity: Number.parseFloat(args.quantity),
799
+ price: Number.parseFloat(args.price),
800
+ ordType: args.ordType,
801
+ side: args.side,
802
+ symbol: args.symbol,
803
+ timeInForce: args.timeInForce
804
+ });
805
+ const ordTypeNames = {
806
+ "1": "Market",
807
+ "2": "Limit",
808
+ "3": "Stop",
809
+ "4": "StopLimit",
810
+ "5": "MarketOnClose",
811
+ "6": "WithOrWithout",
812
+ "7": "LimitOrBetter",
813
+ "8": "LimitWithOrWithout",
814
+ "9": "OnBasis",
815
+ A: "OnClose",
816
+ B: "LimitOnClose",
817
+ C: "ForexMarket",
818
+ D: "PreviouslyQuoted",
819
+ E: "PreviouslyIndicated",
820
+ F: "ForexLimit",
821
+ G: "ForexSwap",
822
+ H: "ForexPreviouslyQuoted",
823
+ I: "Funari",
824
+ J: "MarketIfTouched",
825
+ K: "MarketWithLeftOverAsLimit",
826
+ L: "PreviousFundValuationPoint",
827
+ M: "NextFundValuationPoint",
828
+ P: "Pegged",
829
+ Q: "CounterOrderSelection",
830
+ R: "StopOnBidOrOffer",
831
+ S: "StopLimitOnBidOrOffer"
832
+ };
833
+ const sideNames = {
834
+ "1": "Buy",
835
+ "2": "Sell",
836
+ "3": "BuyMinus",
837
+ "4": "SellPlus",
838
+ "5": "SellShort",
839
+ "6": "SellShortExempt",
840
+ "7": "Undisclosed",
841
+ "8": "Cross",
842
+ "9": "CrossShort",
843
+ A: "CrossShortExempt",
844
+ B: "AsDefined",
845
+ C: "Opposite",
846
+ D: "Subscribe",
847
+ E: "Redeem",
848
+ F: "Lend",
849
+ G: "Borrow",
850
+ H: "SellUndisclosed"
851
+ };
852
+ const timeInForceNames = {
853
+ "0": "Day",
854
+ "1": "GoodTillCancel",
855
+ "2": "AtTheOpening",
856
+ "3": "ImmediateOrCancel",
857
+ "4": "FillOrKill",
858
+ "5": "GoodTillCrossing",
859
+ "6": "GoodTillDate",
860
+ "7": "AtTheClose",
861
+ "8": "GoodThroughCrossing",
862
+ "9": "AtCrossing",
863
+ A: "GoodForTime",
864
+ B: "GoodForAuction",
865
+ C: "GoodForMonth"
866
+ };
867
+ const handlInstNames = {
868
+ "1": "AutomatedExecutionNoIntervention",
869
+ "2": "AutomatedExecutionInterventionOK",
870
+ "3": "ManualOrder"
871
+ };
872
+ return {
873
+ contents: [
874
+ {
875
+ type: "text",
876
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
877
+
878
+ Parameters verified:
879
+ - ClOrdID: ${args.clOrdID}
880
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
881
+ - Quantity: ${args.quantity}
882
+ - Price: ${args.price}
883
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
884
+ - Side: ${args.side} (${sideNames[args.side]})
885
+ - Symbol: ${args.symbol}
886
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
887
+
888
+ To execute this order, call the executeOrder tool with these exact same parameters.`
889
+ }
890
+ ]
891
+ };
892
+ } catch (error) {
893
+ return {
894
+ contents: [
895
+ {
896
+ type: "text",
897
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
898
+ }
899
+ ],
900
+ isError: true
901
+ };
902
+ }
903
+ }
904
+ );
905
+ this.server.setRequestHandler(
906
+ z.object({
907
+ method: z.literal("executeOrder"),
908
+ params: orderSchema
909
+ }),
910
+ async (request, extra) => {
911
+ try {
912
+ const args = request.params;
913
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
914
+ if (!verifiedOrder) {
915
+ return {
916
+ contents: [
917
+ {
918
+ type: "text",
919
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
920
+ }
921
+ ],
922
+ isError: true
923
+ };
924
+ }
925
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
926
+ return {
927
+ contents: [
928
+ {
929
+ type: "text",
930
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
931
+ }
932
+ ],
933
+ isError: true
934
+ };
935
+ }
936
+ const response = new Promise((resolve) => {
937
+ this.pendingRequests.set(args.clOrdID, resolve);
938
+ });
939
+ const order = this.parser?.createMessage(
940
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
941
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
942
+ new Field(Fields.SenderCompID, this.parser?.sender),
943
+ new Field(Fields.TargetCompID, this.parser?.target),
944
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
945
+ new Field(Fields.ClOrdID, args.clOrdID),
946
+ new Field(Fields.Side, args.side),
947
+ new Field(Fields.Symbol, args.symbol),
948
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
949
+ new Field(Fields.Price, Number.parseFloat(args.price)),
950
+ new Field(Fields.OrdType, args.ordType),
951
+ new Field(Fields.HandlInst, args.handlInst),
952
+ new Field(Fields.TimeInForce, args.timeInForce),
953
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
954
+ );
955
+ if (!this.parser?.connected) {
956
+ return {
957
+ contents: [
958
+ {
959
+ type: "text",
960
+ text: "Error: Not connected. Ignoring message."
961
+ }
962
+ ],
963
+ isError: true
964
+ };
965
+ }
966
+ this.parser?.send(order);
967
+ const fixData = await response;
968
+ this.verifiedOrders.delete(args.clOrdID);
969
+ return {
970
+ contents: [
971
+ {
972
+ type: "text",
973
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
974
+ }
975
+ ]
976
+ };
977
+ } catch (error) {
978
+ return {
979
+ contents: [
980
+ {
981
+ type: "text",
982
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
983
+ }
984
+ ],
985
+ isError: true
986
+ };
987
+ }
988
+ }
989
+ );
990
+ this.server.setRequestHandler(
991
+ z.object({
992
+ method: z.literal("marketDataRequest"),
993
+ params: marketDataRequestSchema
994
+ }),
995
+ async (request, extra) => {
996
+ try {
997
+ const args = request.params;
998
+ const response = new Promise((resolve) => {
999
+ this.pendingRequests.set(args.mdReqID, resolve);
1000
+ });
1001
+ const messageFields = [
1002
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
1003
+ new Field(Fields.SenderCompID, this.parser?.sender),
1004
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
1005
+ new Field(Fields.TargetCompID, this.parser?.target),
1006
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
1007
+ new Field(Fields.MDReqID, args.mdReqID),
1008
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
1009
+ new Field(Fields.MarketDepth, 0),
1010
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
1011
+ ];
1012
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
1013
+ args.symbols.forEach((symbol) => {
1014
+ messageFields.push(new Field(Fields.Symbol, symbol));
1015
+ });
1016
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
1017
+ args.mdEntryTypes.forEach((entryType) => {
1018
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
1019
+ });
1020
+ const mdr = this.parser?.createMessage(...messageFields);
1021
+ if (!this.parser?.connected) {
1022
+ return {
1023
+ contents: [
1024
+ {
1025
+ type: "text",
1026
+ text: "Error: Not connected. Ignoring message."
1027
+ }
1028
+ ],
1029
+ isError: true
1030
+ };
1031
+ }
1032
+ this.parser?.send(mdr);
1033
+ const fixData = await response;
1034
+ return {
1035
+ contents: [
1036
+ {
1037
+ type: "text",
1038
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
1039
+ }
1040
+ ]
1041
+ };
1042
+ } catch (error) {
1043
+ return {
1044
+ contents: [
1045
+ {
1046
+ type: "text",
1047
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
1048
+ }
1049
+ ],
1050
+ isError: true
1051
+ };
1052
+ }
1053
+ }
1054
+ );
1055
+ process.on("SIGINT", async () => {
1056
+ await this.server.close();
1057
+ process.exit(0);
1058
+ });
1059
+ }
1060
+ };
1061
+ export {
1062
+ MCPLocal
1063
+ };
1064
+ //# sourceMappingURL=MCPLocal.mjs.map