fixparser-plugin-mcp 9.1.7-0eabb847 → 9.1.7-127e3125

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,9 +1,7 @@
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  "use strict";
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- var __create = Object.create;
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  var __defProp = Object.defineProperty;
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  var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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  var __getOwnPropNames = Object.getOwnPropertyNames;
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- var __getProtoOf = Object.getPrototypeOf;
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  var __hasOwnProp = Object.prototype.hasOwnProperty;
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  var __export = (target, all) => {
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  for (var name in all)
@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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  }
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  return to;
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  };
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- var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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- // If the importer is in node compatibility mode or this is not an ESM
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- // file that has been converted to a CommonJS file using a Babel-
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- // compatible transform (i.e. "__esModule" has not been set), then set
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- // "default" to the CommonJS "module.exports" for node compatibility.
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- isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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- mod
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- ));
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  var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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  // src/MCPRemote.ts
@@ -39,2370 +29,121 @@ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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  var import_streamableHttp = require("@modelcontextprotocol/sdk/server/streamableHttp.js");
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  var import_types = require("@modelcontextprotocol/sdk/types.js");
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  var import_zod = require("zod");
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-
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- // src/MCPBase.ts
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- var MCPBase = class {
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- /**
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- * Optional logger instance for diagnostics and output.
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- * @protected
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- */
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- logger;
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- /**
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- * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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- // src/schemas/schemas.ts
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- var toolSchemas = {
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- parse: {
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- description: "Parses a FIX message and describes it in plain language",
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- schema: {
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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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- schema: {
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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. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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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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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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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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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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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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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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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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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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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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- schema: {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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- },
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- symbols: { type: "array", items: { type: "string" } },
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- mdReqID: { type: "string" },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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- },
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- mdEntryTypes: {
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- type: "array",
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- items: {
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- type: "string",
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- 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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- "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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- "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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- ]
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- },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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- }
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- },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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- }
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- },
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- getStockGraph: {
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- description: "Generates a price chart for a given symbol",
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- schema: {
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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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- getStockPriceHistory: {
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- description: "Returns price history for a given symbol",
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- schema: {
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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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- technicalAnalysis: {
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- description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: {
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- type: "string",
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- description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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- }
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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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- // src/tools/analytics.ts
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- function sum(numbers) {
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- return numbers.reduce((acc, val) => acc + val, 0);
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- }
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- var TechnicalAnalyzer = class {
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- prices;
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- volumes;
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- highs;
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- lows;
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- constructor(data) {
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- this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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- this.volumes = data.map((d) => d.volume);
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- this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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- this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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- }
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- // Calculate Simple Moving Average
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- calculateSMA(data, period) {
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- const sma = [];
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- for (let i = period - 1; i < data.length; i++) {
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- const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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- sma.push(sum2 / period);
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- }
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- return sma;
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- }
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- // Calculate Exponential Moving Average
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- calculateEMA(data, period) {
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- const multiplier = 2 / (period + 1);
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- const ema = [data[0]];
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- for (let i = 1; i < data.length; i++) {
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- ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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- }
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- return ema;
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- }
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- // Calculate RSI
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- calculateRSI(data, period = 14) {
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- if (data.length < period + 1) return [];
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- const changes = [];
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- for (let i = 1; i < data.length; i++) {
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- changes.push(data[i] - data[i - 1]);
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- }
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- const gains = changes.map((change) => change > 0 ? change : 0);
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- const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
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- let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
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- let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
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- const rsi = [];
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- for (let i = period; i < changes.length; i++) {
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- const rs = avgGain / avgLoss;
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- rsi.push(100 - 100 / (1 + rs));
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- avgGain = (avgGain * (period - 1) + gains[i]) / period;
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- avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
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- }
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- return rsi;
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- }
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- // Calculate Bollinger Bands
383
- calculateBollingerBands(data, period = 20, stdDev = 2) {
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- if (data.length < period) return [];
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- const sma = this.calculateSMA(data, period);
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- const bands = [];
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- for (let i = 0; i < sma.length; i++) {
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- const dataSlice = data.slice(i, i + period);
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- const mean = sma[i];
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- const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
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- const standardDeviation = Math.sqrt(variance);
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- const upper = mean + standardDeviation * stdDev;
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- const lower = mean - standardDeviation * stdDev;
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- bands.push({
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- upper,
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- middle: mean,
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- lower,
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- bandwidth: (upper - lower) / mean * 100,
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- percentB: (data[i] - lower) / (upper - lower) * 100
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- });
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- }
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- return bands;
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- }
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- // Calculate maximum drawdown
405
- calculateMaxDrawdown(prices) {
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- let maxPrice = prices[0];
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- let maxDrawdown = 0;
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- for (let i = 1; i < prices.length; i++) {
409
- if (prices[i] > maxPrice) {
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- maxPrice = prices[i];
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- }
412
- const drawdown = (maxPrice - prices[i]) / maxPrice;
413
- if (drawdown > maxDrawdown) {
414
- maxDrawdown = drawdown;
415
- }
416
- }
417
- return maxDrawdown;
418
- }
419
- // Calculate Average True Range (ATR)
420
- calculateAtr(prices, highs, lows, volumes) {
421
- if (prices.length < 2) return [];
422
- const trueRanges = [];
423
- for (let i = 1; i < prices.length; i++) {
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- const high = highs[i] || prices[i];
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- const low = lows[i] || prices[i];
426
- const prevClose = prices[i - 1];
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- const tr1 = high - low;
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- const tr2 = Math.abs(high - prevClose);
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- const tr3 = Math.abs(low - prevClose);
430
- trueRanges.push(Math.max(tr1, tr2, tr3));
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- }
432
- const atr = [];
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- if (trueRanges.length >= 14) {
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- let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
435
- atr.push(sum2 / 14);
436
- for (let i = 14; i < trueRanges.length; i++) {
437
- sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
438
- atr.push(sum2 / 14);
439
- }
440
- }
441
- return atr;
442
- }
443
- // Calculate maximum consecutive losses
444
- calculateMaxConsecutiveLosses(prices) {
445
- let maxConsecutive = 0;
446
- let currentConsecutive = 0;
447
- for (let i = 1; i < prices.length; i++) {
448
- if (prices[i] < prices[i - 1]) {
449
- currentConsecutive++;
450
- maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
451
- } else {
452
- currentConsecutive = 0;
453
- }
454
- }
455
- return maxConsecutive;
456
- }
457
- // Calculate win rate
458
- calculateWinRate(prices) {
459
- let wins = 0;
460
- let total = 0;
461
- for (let i = 1; i < prices.length; i++) {
462
- if (prices[i] !== prices[i - 1]) {
463
- total++;
464
- if (prices[i] > prices[i - 1]) {
465
- wins++;
466
- }
467
- }
468
- }
469
- return total > 0 ? wins / total : 0;
470
- }
471
- // Calculate profit factor
472
- calculateProfitFactor(prices) {
473
- let grossProfit = 0;
474
- let grossLoss = 0;
475
- for (let i = 1; i < prices.length; i++) {
476
- const change = prices[i] - prices[i - 1];
477
- if (change > 0) {
478
- grossProfit += change;
479
- } else {
480
- grossLoss += Math.abs(change);
481
- }
482
- }
483
- return grossLoss > 0 ? grossProfit / grossLoss : 0;
484
- }
485
- // Calculate Weighted Moving Average
486
- calculateWma(data, period) {
487
- const wma = [];
488
- const weights = Array.from({ length: period }, (_, i) => i + 1);
489
- const weightSum = weights.reduce((a, b) => a + b, 0);
490
- for (let i = period - 1; i < data.length; i++) {
491
- let weightedSum = 0;
492
- for (let j = 0; j < period; j++) {
493
- weightedSum += data[i - j] * weights[j];
494
- }
495
- wma.push(weightedSum / weightSum);
496
- }
497
- return wma;
498
- }
499
- // Calculate Volume Weighted Moving Average
500
- calculateVwma(prices, period) {
501
- const vwma = [];
502
- for (let i = period - 1; i < prices.length; i++) {
503
- let volumeSum = 0;
504
- let priceVolumeSum = 0;
505
- for (let j = 0; j < period; j++) {
506
- const volume = this.volumes[i - j] || 1;
507
- volumeSum += volume;
508
- priceVolumeSum += prices[i - j] * volume;
509
- }
510
- vwma.push(priceVolumeSum / volumeSum);
511
- }
512
- return vwma;
513
- }
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- // Calculate MACD
515
- calculateMacd(prices) {
516
- const ema12 = this.calculateEMA(prices, 12);
517
- const ema26 = this.calculateEMA(prices, 26);
518
- const macd = [];
519
- for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
520
- const macdLine = ema12[i] - ema26[i];
521
- macd.push({
522
- macd: macdLine,
523
- signal: 0,
524
- // Would need to calculate signal line
525
- histogram: 0
526
- // Would need to calculate histogram
527
- });
528
- }
529
- return macd;
530
- }
531
- // Calculate ADX
532
- calculateAdx(prices, highs, lows) {
533
- const adx = [];
534
- for (let i = 14; i < prices.length; i++) {
535
- adx.push(Math.random() * 50 + 25);
536
- }
537
- return adx;
538
- }
539
- // Calculate DMI
540
- calculateDmi(prices, highs, lows) {
541
- const dmi = [];
542
- for (let i = 14; i < prices.length; i++) {
543
- dmi.push({
544
- plusDI: Math.random() * 50 + 25,
545
- minusDI: Math.random() * 50 + 25,
546
- adx: Math.random() * 50 + 25
547
- });
548
- }
549
- return dmi;
550
- }
551
- // Calculate Ichimoku Cloud
552
- calculateIchimoku(prices, highs, lows) {
553
- const ichimoku = [];
554
- for (let i = 26; i < prices.length; i++) {
555
- ichimoku.push({
556
- tenkan: prices[i],
557
- kijun: prices[i],
558
- senkouA: prices[i],
559
- senkouB: prices[i],
560
- chikou: prices[i]
561
- });
562
- }
563
- return ichimoku;
564
- }
565
- // Calculate Parabolic SAR
566
- calculateParabolicSAR(prices, highs, lows) {
567
- const sar = [];
568
- for (let i = 0; i < prices.length; i++) {
569
- sar.push(prices[i] * 0.98);
570
- }
571
- return sar;
572
- }
573
- // Calculate Stochastic
574
- calculateStochastic(prices, highs, lows) {
575
- const stochastic = [];
576
- for (let i = 14; i < prices.length; i++) {
577
- stochastic.push({
578
- k: Math.random() * 100,
579
- d: Math.random() * 100
580
- });
581
- }
582
- return stochastic;
583
- }
584
- // Calculate CCI
585
- calculateCci(prices, highs, lows) {
586
- const cci = [];
587
- for (let i = 20; i < prices.length; i++) {
588
- cci.push(Math.random() * 200 - 100);
589
- }
590
- return cci;
591
- }
592
- // Calculate Rate of Change
593
- calculateRoc(prices) {
594
- const roc = [];
595
- for (let i = 10; i < prices.length; i++) {
596
- roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
597
- }
598
- return roc;
599
- }
600
- // Calculate Williams %R
601
- calculateWilliamsR(prices) {
602
- const williamsR = [];
603
- for (let i = 14; i < prices.length; i++) {
604
- williamsR.push(Math.random() * 100 - 100);
605
- }
606
- return williamsR;
607
- }
608
- // Calculate Momentum
609
- calculateMomentum(prices) {
610
- const momentum = [];
611
- for (let i = 10; i < prices.length; i++) {
612
- momentum.push(prices[i] - prices[i - 10]);
613
- }
614
- return momentum;
615
- }
616
- // Calculate Keltner Channels
617
- calculateKeltnerChannels(prices, highs, lows) {
618
- const keltner = [];
619
- for (let i = 20; i < prices.length; i++) {
620
- keltner.push({
621
- upper: prices[i] * 1.02,
622
- middle: prices[i],
623
- lower: prices[i] * 0.98
624
- });
625
- }
626
- return keltner;
627
- }
628
- // Calculate Donchian Channels
629
- calculateDonchianChannels(prices, highs, lows) {
630
- const donchian = [];
631
- for (let i = 20; i < prices.length; i++) {
632
- const slice = prices.slice(i - 20, i);
633
- donchian.push({
634
- upper: Math.max(...slice),
635
- middle: (Math.max(...slice) + Math.min(...slice)) / 2,
636
- lower: Math.min(...slice)
637
- });
638
- }
639
- return donchian;
640
- }
641
- // Calculate Chaikin Volatility
642
- calculateChaikinVolatility(prices, highs, lows) {
643
- const volatility = [];
644
- for (let i = 10; i < prices.length; i++) {
645
- volatility.push(Math.random() * 10);
646
- }
647
- return volatility;
648
- }
649
- // Calculate On Balance Volume
650
- calculateObv(volumes) {
651
- const obv = [volumes[0]];
652
- for (let i = 1; i < volumes.length; i++) {
653
- obv.push(obv[i - 1] + volumes[i]);
654
- }
655
- return obv;
656
- }
657
- // Calculate Chaikin Money Flow
658
- calculateCmf(prices, highs, lows, volumes) {
659
- const cmf = [];
660
- for (let i = 20; i < prices.length; i++) {
661
- cmf.push(Math.random() * 2 - 1);
662
- }
663
- return cmf;
664
- }
665
- // Calculate Accumulation/Distribution Line
666
- calculateAdl(prices) {
667
- const adl = [0];
668
- for (let i = 1; i < prices.length; i++) {
669
- adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
670
- }
671
- return adl;
672
- }
673
- // Calculate Volume Rate of Change
674
- calculateVolumeROC(prices) {
675
- const volumeROC = [];
676
- for (let i = 10; i < this.volumes.length; i++) {
677
- volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
678
- }
679
- return volumeROC;
680
- }
681
- // Calculate Money Flow Index
682
- calculateMfi(prices, highs, lows, volumes) {
683
- const mfi = [];
684
- for (let i = 14; i < prices.length; i++) {
685
- mfi.push(Math.random() * 100);
686
- }
687
- return mfi;
688
- }
689
- // Calculate VWAP
690
- calculateVwap(prices, volumes) {
691
- const vwap = [];
692
- let cumulativePV = 0;
693
- let cumulativeVolume = 0;
694
- for (let i = 0; i < prices.length; i++) {
695
- cumulativePV += prices[i] * (volumes[i] || 1);
696
- cumulativeVolume += volumes[i] || 1;
697
- vwap.push(cumulativePV / cumulativeVolume);
698
- }
699
- return vwap;
700
- }
701
- // Calculate Pivot Points
702
- calculatePivotPoints(prices) {
703
- const pivotPoints = [];
704
- for (let i = 0; i < prices.length; i++) {
705
- const pp = prices[i];
706
- pivotPoints.push({
707
- pp,
708
- r1: pp * 1.01,
709
- r2: pp * 1.02,
710
- r3: pp * 1.03,
711
- s1: pp * 0.99,
712
- s2: pp * 0.98,
713
- s3: pp * 0.97
714
- });
715
- }
716
- return pivotPoints;
717
- }
718
- // Calculate Fibonacci Levels
719
- calculateFibonacciLevels(prices) {
720
- const fibonacci = [];
721
- for (let i = 0; i < prices.length; i++) {
722
- const price = prices[i];
723
- fibonacci.push({
724
- retracement: {
725
- level0: price,
726
- level236: price * 0.764,
727
- level382: price * 0.618,
728
- level500: price * 0.5,
729
- level618: price * 0.382,
730
- level786: price * 0.214,
731
- level100: price * 0
732
- },
733
- extension: {
734
- level1272: price * 1.272,
735
- level1618: price * 1.618,
736
- level2618: price * 2.618,
737
- level4236: price * 4.236
738
- }
739
- });
740
- }
741
- return fibonacci;
742
- }
743
- // Calculate Gann Levels
744
- calculateGannLevels(prices) {
745
- const gannLevels = [];
746
- for (let i = 0; i < prices.length; i++) {
747
- gannLevels.push(prices[i] * (1 + i * 0.01));
748
- }
749
- return gannLevels;
750
- }
751
- // Calculate Elliott Wave
752
- calculateElliottWave(prices) {
753
- const elliottWave = [];
754
- for (let i = 0; i < prices.length; i++) {
755
- elliottWave.push({
756
- waves: [prices[i]],
757
- currentWave: 1,
758
- wavePosition: 0.5
759
- });
760
- }
761
- return elliottWave;
762
- }
763
- // Calculate Harmonic Patterns
764
- calculateHarmonicPatterns(prices) {
765
- const harmonicPatterns = [];
766
- for (let i = 0; i < prices.length; i++) {
767
- harmonicPatterns.push({
768
- type: "Gartley",
769
- completion: 0.618,
770
- target: prices[i] * 1.1,
771
- stopLoss: prices[i] * 0.9
772
- });
773
- }
774
- return harmonicPatterns;
775
- }
776
- // Calculate Position Size
777
- calculatePositionSize(currentPrice, targetEntry, stopLoss) {
778
- const riskPerShare = Math.abs(targetEntry - stopLoss);
779
- return riskPerShare > 0 ? 100 / riskPerShare : 1;
780
- }
781
- // Calculate Confidence
782
- calculateConfidence(signals) {
783
- return Math.min(signals.length * 10, 100);
784
- }
785
- // Calculate Risk Level
786
- calculateRiskLevel(volatility) {
787
- if (volatility < 20) return "LOW";
788
- if (volatility < 40) return "MEDIUM";
789
- return "HIGH";
790
- }
791
- // Calculate Z-Score
792
- calculateZScore(currentPrice, startPrice, avgVolume) {
793
- return (currentPrice - startPrice) / (startPrice * 0.1);
794
- }
795
- // Calculate Ornstein-Uhlenbeck
796
- calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
797
- return {
798
- mean: startPrice,
799
- speed: 0.1,
800
- volatility: avgVolume * 0.01,
801
- currentValue: currentPrice
802
- };
803
- }
804
- // Calculate Kalman Filter
805
- calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
806
- return {
807
- state: currentPrice,
808
- covariance: avgVolume * 1e-3,
809
- gain: 0.5
810
- };
811
- }
812
- // Calculate ARIMA
813
- calculateArima(currentPrice, startPrice, avgVolume) {
814
- return {
815
- forecast: [currentPrice * 1.01, currentPrice * 1.02],
816
- residuals: [0, 0],
817
- aic: 100
818
- };
819
- }
820
- // Calculate GARCH
821
- calculateGarch(currentPrice, startPrice, avgVolume) {
822
- return {
823
- volatility: avgVolume * 0.01,
824
- persistence: 0.9,
825
- meanReversion: 0.1
826
- };
827
- }
828
- // Calculate Hilbert Transform
829
- calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
830
- return {
831
- analytic: [currentPrice],
832
- phase: [0],
833
- amplitude: [currentPrice]
834
- };
835
- }
836
- // Calculate Wavelet Transform
837
- calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
838
- return {
839
- coefficients: [currentPrice],
840
- scales: [1]
841
- };
842
- }
843
- // Calculate Black-Scholes
844
- calculateBlackScholes(currentPrice, startPrice, avgVolume) {
845
- const S = currentPrice;
846
- const K = startPrice;
847
- const T = 1;
848
- const r = 0.05;
849
- const sigma = avgVolume * 0.01;
850
- const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
851
- const d2 = d1 - sigma * Math.sqrt(T);
852
- const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
853
- const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
854
- return {
855
- callPrice,
856
- putPrice,
857
- delta: this.normalCDF(d1),
858
- gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
859
- theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
860
- vega: S * Math.sqrt(T) * this.normalPDF(d1),
861
- rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
862
- };
863
- }
864
- // Normal CDF approximation
865
- normalCDF(x) {
866
- return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
867
- }
868
- // Normal PDF
869
- normalPDF(x) {
870
- return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
871
- }
872
- // Error function approximation
873
- erf(x) {
874
- const a1 = 0.254829592;
875
- const a2 = -0.284496736;
876
- const a3 = 1.421413741;
877
- const a4 = -1.453152027;
878
- const a5 = 1.061405429;
879
- const p = 0.3275911;
880
- const sign = x >= 0 ? 1 : -1;
881
- const absX = Math.abs(x);
882
- const t = 1 / (1 + p * absX);
883
- const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
884
- return sign * y;
885
- }
886
- // Calculate price changes for volatility
887
- calculatePriceChanges() {
888
- const changes = [];
889
- for (let i = 1; i < this.prices.length; i++) {
890
- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
891
- }
892
- return changes;
893
- }
894
- // Generate comprehensive market analysis
895
- analyze() {
896
- const currentPrice = this.prices[this.prices.length - 1];
897
- const startPrice = this.prices[0];
898
- const sessionHigh = Math.max(...this.highs);
899
- const sessionLow = Math.min(...this.lows);
900
- const totalVolume = sum(this.volumes);
901
- const avgVolume = totalVolume / this.volumes.length;
902
- const priceChanges = this.calculatePriceChanges();
903
- const volatility = priceChanges.length > 0 ? Math.sqrt(
904
- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
905
- ) * Math.sqrt(252) * 100 : 0;
906
- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
907
- const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
908
- const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
909
- const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
910
- const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
911
- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
912
- const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
913
- const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
914
- const impliedVolatility = volatility;
915
- const realizedVolatility = volatility;
916
- const sharpeRatio = sessionReturn / volatility;
917
- const sortinoRatio = sessionReturn / realizedVolatility;
918
- const calmarRatio = sessionReturn / maxDrawdown;
919
- const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
920
- const winRate = this.calculateWinRate(this.prices);
921
- const profitFactor = this.calculateProfitFactor(this.prices);
922
- return {
923
- currentPrice,
924
- startPrice,
925
- sessionHigh,
926
- sessionLow,
927
- totalVolume,
928
- avgVolume,
929
- volatility,
930
- sessionReturn,
931
- pricePosition,
932
- trueVWAP,
933
- momentum5,
934
- momentum10,
935
- maxDrawdown,
936
- atr,
937
- impliedVolatility,
938
- realizedVolatility,
939
- sharpeRatio,
940
- sortinoRatio,
941
- calmarRatio,
942
- maxConsecutiveLosses,
943
- winRate,
944
- profitFactor
945
- };
946
- }
947
- // Generate technical indicators
948
- getTechnicalIndicators() {
949
- return {
950
- sma5: this.calculateSMA(this.prices, 5),
951
- sma10: this.calculateSMA(this.prices, 10),
952
- sma20: this.calculateSMA(this.prices, 20),
953
- sma50: this.calculateSMA(this.prices, 50),
954
- sma200: this.calculateSMA(this.prices, 200),
955
- ema8: this.calculateEMA(this.prices, 8),
956
- ema12: this.calculateEMA(this.prices, 12),
957
- ema21: this.calculateEMA(this.prices, 21),
958
- ema26: this.calculateEMA(this.prices, 26),
959
- wma20: this.calculateWma(this.prices, 20),
960
- vwma20: this.calculateVwma(this.prices, 20),
961
- macd: this.calculateMacd(this.prices),
962
- adx: this.calculateAdx(this.prices, this.highs, this.lows),
963
- dmi: this.calculateDmi(this.prices, this.highs, this.lows),
964
- ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
965
- parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
966
- rsi: this.calculateRSI(this.prices, 14),
967
- stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
968
- cci: this.calculateCci(this.prices, this.highs, this.lows),
969
- roc: this.calculateRoc(this.prices),
970
- williamsR: this.calculateWilliamsR(this.prices),
971
- momentum: this.calculateMomentum(this.prices),
972
- bollinger: this.calculateBollingerBands(this.prices, 20, 2),
973
- atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
974
- keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
975
- donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
976
- chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
977
- obv: this.calculateObv(this.volumes),
978
- cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
979
- adl: this.calculateAdl(this.prices),
980
- volumeROC: this.calculateVolumeROC(this.prices),
981
- mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
982
- vwap: this.calculateVwap(this.prices, this.volumes),
983
- pivotPoints: this.calculatePivotPoints(this.prices),
984
- fibonacci: this.calculateFibonacciLevels(this.prices),
985
- gannLevels: this.calculateGannLevels(this.prices),
986
- elliottWave: this.calculateElliottWave(this.prices),
987
- harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
988
- };
989
- }
990
- // Generate trading signals
991
- generateSignals() {
992
- const analysis = this.analyze();
993
- let bullishSignals = 0;
994
- let bearishSignals = 0;
995
- const signals = [];
996
- if (analysis.currentPrice > analysis.trueVWAP) {
997
- signals.push(
998
- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
999
- );
1000
- bullishSignals++;
1001
- } else {
1002
- signals.push(
1003
- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
1004
- );
1005
- bearishSignals++;
1006
- }
1007
- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
1008
- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
1009
- bullishSignals++;
1010
- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
1011
- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
1012
- bearishSignals++;
1013
- } else {
1014
- signals.push("\u25D0 MIXED: Conflicting momentum signals");
1015
- }
1016
- const currentVolume = this.volumes[this.volumes.length - 1];
1017
- const volumeRatio = currentVolume / analysis.avgVolume;
1018
- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
1019
- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
1020
- bullishSignals++;
1021
- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
1022
- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
1023
- bearishSignals++;
1024
- } else {
1025
- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
1026
- }
1027
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
1028
- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
1029
- bearishSignals++;
1030
- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
1031
- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
1032
- bullishSignals++;
1033
- } else {
1034
- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
1035
- }
1036
- return { bullishSignals, bearishSignals, signals };
1037
- }
1038
- // Generate comprehensive JSON analysis
1039
- generateJSONAnalysis(symbol) {
1040
- const analysis = this.analyze();
1041
- const indicators = this.getTechnicalIndicators();
1042
- const signals = this.generateSignals();
1043
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1044
- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1045
- const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1046
- const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1047
- const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1048
- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1049
- const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1050
- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1051
- const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1052
- const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1053
- const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1054
- const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1055
- const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1056
- const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1057
- const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1058
- const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1059
- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1060
- const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1061
- const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1062
- const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1063
- const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1064
- const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1065
- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1066
- const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1067
- const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1068
- const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1069
- const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1070
- const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1071
- const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1072
- const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1073
- const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1074
- const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1075
- const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1076
- const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1077
- const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1078
- const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1079
- const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1080
- const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1081
- const currentVolume = this.volumes[this.volumes.length - 1];
1082
- const volumeRatio = currentVolume / analysis.avgVolume;
1083
- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1084
- const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1085
- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1086
- const totalScore = signals.bullishSignals - signals.bearishSignals;
1087
- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1088
- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1089
- const stopLoss = analysis.sessionLow * 0.995;
1090
- const profitTarget = analysis.sessionHigh * 0.995;
1091
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1092
- const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1093
- const maxRisk = positionSize * (targetEntry - stopLoss);
1094
- return {
1095
- symbol,
1096
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1097
- marketStructure: {
1098
- currentPrice: analysis.currentPrice,
1099
- startPrice: analysis.startPrice,
1100
- sessionHigh: analysis.sessionHigh,
1101
- sessionLow: analysis.sessionLow,
1102
- rangeWidth,
1103
- totalVolume: analysis.totalVolume,
1104
- sessionPerformance: analysis.sessionReturn,
1105
- positionInRange: analysis.pricePosition
1106
- },
1107
- volatility: {
1108
- impliedVolatility: analysis.impliedVolatility,
1109
- realizedVolatility: analysis.realizedVolatility,
1110
- atr: analysis.atr,
1111
- maxDrawdown: analysis.maxDrawdown * 100,
1112
- currentDrawdown
1113
- },
1114
- technicalIndicators: {
1115
- sma5: currentSMA5,
1116
- sma10: currentSMA10,
1117
- sma20: currentSMA20,
1118
- sma50: currentSMA50,
1119
- sma200: currentSMA200,
1120
- ema8: currentEMA8,
1121
- ema12: currentEMA12,
1122
- ema21: currentEMA21,
1123
- ema26: currentEMA26,
1124
- wma20: currentWMA20,
1125
- vwma20: currentVWMA20,
1126
- macd: currentMACD,
1127
- adx: currentADX,
1128
- dmi: currentDMI,
1129
- ichimoku: currentIchimoku,
1130
- parabolicSAR: currentParabolicSAR,
1131
- rsi: currentRSI,
1132
- stochastic: currentStochastic,
1133
- cci: currentCCI,
1134
- roc: currentROC,
1135
- williamsR: currentWilliamsR,
1136
- momentum: currentMomentum,
1137
- bollingerBands: currentBB ? {
1138
- upper: currentBB.upper,
1139
- middle: currentBB.middle,
1140
- lower: currentBB.lower,
1141
- bandwidth: currentBB.bandwidth,
1142
- percentB: currentBB.percentB
1143
- } : null,
1144
- atr: currentAtr,
1145
- keltnerChannels: currentKeltner ? {
1146
- upper: currentKeltner.upper,
1147
- middle: currentKeltner.middle,
1148
- lower: currentKeltner.lower
1149
- } : null,
1150
- donchianChannels: currentDonchian ? {
1151
- upper: currentDonchian.upper,
1152
- middle: currentDonchian.middle,
1153
- lower: currentDonchian.lower
1154
- } : null,
1155
- chaikinVolatility: currentChaikinVolatility,
1156
- obv: currentObv,
1157
- cmf: currentCmf,
1158
- adl: currentAdl,
1159
- volumeROC: currentVolumeROC,
1160
- mfi: currentMfi,
1161
- vwap: currentVwap
1162
- },
1163
- volumeAnalysis: {
1164
- currentVolume,
1165
- averageVolume: Math.round(analysis.avgVolume),
1166
- volumeRatio,
1167
- trueVWAP: analysis.trueVWAP,
1168
- priceVsVWAP,
1169
- obv: currentObv,
1170
- cmf: currentCmf,
1171
- mfi: currentMfi
1172
- },
1173
- momentum: {
1174
- momentum5: analysis.momentum5,
1175
- momentum10: analysis.momentum10,
1176
- sessionROC: analysis.sessionReturn,
1177
- rsi: currentRSI,
1178
- stochastic: currentStochastic,
1179
- cci: currentCCI
1180
- },
1181
- supportResistance: {
1182
- pivotPoints: currentPivotPoints,
1183
- fibonacci: currentFibonacci,
1184
- gannLevels: currentGannLevels,
1185
- elliottWave: currentElliottWave,
1186
- harmonicPatterns: currentHarmonicPatterns
1187
- },
1188
- tradingSignals: {
1189
- ...signals,
1190
- overallSignal,
1191
- signalScore: totalScore,
1192
- confidence: this.calculateConfidence(signals.signals),
1193
- riskLevel: this.calculateRiskLevel(analysis.volatility)
1194
- },
1195
- statisticalModels: {
1196
- zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1197
- ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1198
- analysis.currentPrice,
1199
- analysis.startPrice,
1200
- analysis.avgVolume
1201
- ),
1202
- kalmanFilter: this.calculateKalmanFilter(
1203
- analysis.currentPrice,
1204
- analysis.startPrice,
1205
- analysis.avgVolume
1206
- ),
1207
- arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1208
- garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1209
- hilbertTransform: this.calculateHilbertTransform(
1210
- analysis.currentPrice,
1211
- analysis.startPrice,
1212
- analysis.avgVolume
1213
- ),
1214
- waveletTransform: this.calculateWaveletTransform(
1215
- analysis.currentPrice,
1216
- analysis.startPrice,
1217
- analysis.avgVolume
1218
- )
1219
- },
1220
- optionsAnalysis: (() => {
1221
- const blackScholes = this.calculateBlackScholes(
1222
- analysis.currentPrice,
1223
- analysis.startPrice,
1224
- analysis.avgVolume
1225
- );
1226
- if (!blackScholes) return null;
1227
- return {
1228
- blackScholes,
1229
- impliedVolatility: analysis.impliedVolatility,
1230
- delta: blackScholes.delta,
1231
- gamma: blackScholes.gamma,
1232
- theta: blackScholes.theta,
1233
- vega: blackScholes.vega,
1234
- rho: blackScholes.rho,
1235
- greeks: {
1236
- delta: blackScholes.delta,
1237
- gamma: blackScholes.gamma,
1238
- theta: blackScholes.theta,
1239
- vega: blackScholes.vega,
1240
- rho: blackScholes.rho
1241
- }
1242
- };
1243
- })(),
1244
- riskManagement: {
1245
- targetEntry,
1246
- stopLoss,
1247
- profitTarget,
1248
- riskRewardRatio,
1249
- positionSize,
1250
- maxRisk
1251
- },
1252
- performance: {
1253
- sharpeRatio: analysis.sharpeRatio,
1254
- sortinoRatio: analysis.sortinoRatio,
1255
- calmarRatio: analysis.calmarRatio,
1256
- maxDrawdown: analysis.maxDrawdown * 100,
1257
- winRate: analysis.winRate,
1258
- profitFactor: analysis.profitFactor,
1259
- totalReturn: analysis.sessionReturn,
1260
- volatility: analysis.volatility
1261
- }
1262
- };
1263
- }
1264
- };
1265
- var createTechnicalAnalysisHandler = (marketDataPrices) => {
1266
- return async (args) => {
1267
- try {
1268
- const symbol = args.symbol;
1269
- const priceHistory = marketDataPrices.get(symbol) || [];
1270
- if (priceHistory.length === 0) {
1271
- return {
1272
- content: [
1273
- {
1274
- type: "text",
1275
- text: `No price data available for ${symbol}. Please request market data first.`,
1276
- uri: "technicalAnalysis"
1277
- }
1278
- ]
1279
- };
1280
- }
1281
- const hasValidData = priceHistory.every(
1282
- (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1283
- );
1284
- if (!hasValidData) {
1285
- throw new Error("Invalid market data");
1286
- }
1287
- const analyzer = new TechnicalAnalyzer(priceHistory);
1288
- const analysis = analyzer.generateJSONAnalysis(symbol);
1289
- return {
1290
- content: [
1291
- {
1292
- type: "text",
1293
- text: `Technical Analysis for ${symbol}:
1294
-
1295
- ${JSON.stringify(analysis, null, 2)}`,
1296
- uri: "technicalAnalysis"
1297
- }
1298
- ]
1299
- };
1300
- } catch (error) {
1301
- return {
1302
- content: [
1303
- {
1304
- type: "text",
1305
- text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1306
- uri: "technicalAnalysis"
1307
- }
1308
- ],
1309
- isError: true
1310
- };
1311
- }
1312
- };
1313
- };
1314
-
1315
- // src/tools/marketData.ts
1316
- var import_fixparser = require("fixparser");
1317
- var import_quickchart_js = __toESM(require("quickchart-js"), 1);
1318
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
1319
- return async (args) => {
1320
- try {
1321
- parser.logger.log({
1322
- level: "info",
1323
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1324
- });
1325
- const response = new Promise((resolve) => {
1326
- pendingRequests.set(args.mdReqID, resolve);
1327
- parser.logger.log({
1328
- level: "info",
1329
- message: `Registered callback for market data request ID: ${args.mdReqID}`
1330
- });
1331
- });
1332
- const entryTypes = args.mdEntryTypes || [
1333
- import_fixparser.MDEntryType.Bid,
1334
- import_fixparser.MDEntryType.Offer,
1335
- import_fixparser.MDEntryType.Trade,
1336
- import_fixparser.MDEntryType.IndexValue,
1337
- import_fixparser.MDEntryType.OpeningPrice,
1338
- import_fixparser.MDEntryType.ClosingPrice,
1339
- import_fixparser.MDEntryType.SettlementPrice,
1340
- import_fixparser.MDEntryType.TradingSessionHighPrice,
1341
- import_fixparser.MDEntryType.TradingSessionLowPrice,
1342
- import_fixparser.MDEntryType.VWAP,
1343
- import_fixparser.MDEntryType.Imbalance,
1344
- import_fixparser.MDEntryType.TradeVolume,
1345
- import_fixparser.MDEntryType.OpenInterest,
1346
- import_fixparser.MDEntryType.CompositeUnderlyingPrice,
1347
- import_fixparser.MDEntryType.SimulatedSellPrice,
1348
- import_fixparser.MDEntryType.SimulatedBuyPrice,
1349
- import_fixparser.MDEntryType.MarginRate,
1350
- import_fixparser.MDEntryType.MidPrice,
1351
- import_fixparser.MDEntryType.EmptyBook,
1352
- import_fixparser.MDEntryType.SettleHighPrice,
1353
- import_fixparser.MDEntryType.SettleLowPrice,
1354
- import_fixparser.MDEntryType.PriorSettlePrice,
1355
- import_fixparser.MDEntryType.SessionHighBid,
1356
- import_fixparser.MDEntryType.SessionLowOffer,
1357
- import_fixparser.MDEntryType.EarlyPrices,
1358
- import_fixparser.MDEntryType.AuctionClearingPrice,
1359
- import_fixparser.MDEntryType.SwapValueFactor,
1360
- import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
1361
- import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
1362
- import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
1363
- import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
1364
- import_fixparser.MDEntryType.FixingPrice,
1365
- import_fixparser.MDEntryType.CashRate,
1366
- import_fixparser.MDEntryType.RecoveryRate,
1367
- import_fixparser.MDEntryType.RecoveryRateForLong,
1368
- import_fixparser.MDEntryType.RecoveryRateForShort,
1369
- import_fixparser.MDEntryType.MarketBid,
1370
- import_fixparser.MDEntryType.MarketOffer,
1371
- import_fixparser.MDEntryType.ShortSaleMinPrice,
1372
- import_fixparser.MDEntryType.PreviousClosingPrice,
1373
- import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
1374
- import_fixparser.MDEntryType.DailyFinancingValue,
1375
- import_fixparser.MDEntryType.AccruedFinancingValue,
1376
- import_fixparser.MDEntryType.TWAP
1377
- ];
1378
- const messageFields = [
1379
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
1380
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
1381
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1382
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
1383
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
1384
- new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
1385
- new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
1386
- new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
1387
- new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
1388
- ];
1389
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
1390
- args.symbols.forEach((symbol) => {
1391
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
1392
- });
1393
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
1394
- entryTypes.forEach((entryType) => {
1395
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
1396
- });
1397
- const mdr = parser.createMessage(...messageFields);
1398
- if (!parser.connected) {
1399
- parser.logger.log({
1400
- level: "error",
1401
- message: "Not connected. Cannot send market data request."
1402
- });
1403
- return {
1404
- content: [
1405
- {
1406
- type: "text",
1407
- text: "Error: Not connected. Ignoring message.",
1408
- uri: "marketDataRequest"
1409
- }
1410
- ],
1411
- isError: true
1412
- };
1413
- }
1414
- parser.logger.log({
1415
- level: "info",
1416
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1417
- });
1418
- parser.send(mdr);
1419
- const fixData = await response;
1420
- parser.logger.log({
1421
- level: "info",
1422
- message: `Received market data response for request ID: ${args.mdReqID}`
1423
- });
1424
- return {
1425
- content: [
1426
- {
1427
- type: "text",
1428
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1429
- uri: "marketDataRequest"
1430
- }
1431
- ]
1432
- };
1433
- } catch (error) {
1434
- return {
1435
- content: [
1436
- {
1437
- type: "text",
1438
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1439
- uri: "marketDataRequest"
1440
- }
1441
- ],
1442
- isError: true
1443
- };
1444
- }
1445
- };
1446
- };
1447
- var aggregateMarketData = (priceHistory, maxPoints = 500) => {
1448
- if (priceHistory.length <= maxPoints) {
1449
- return priceHistory;
1450
- }
1451
- const result = [];
1452
- const step = priceHistory.length / maxPoints;
1453
- result.push(priceHistory[0]);
1454
- for (let i = 1; i < maxPoints - 1; i++) {
1455
- const startIndex = Math.floor(i * step);
1456
- const endIndex = Math.floor((i + 1) * step);
1457
- const segment = priceHistory.slice(startIndex, endIndex);
1458
- if (segment.length === 0) continue;
1459
- const aggregatedPoint = {
1460
- timestamp: segment[0].timestamp,
1461
- // Use timestamp of first point in segment
1462
- bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
1463
- offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
1464
- spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
1465
- volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
1466
- trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
1467
- indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
1468
- openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
1469
- closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
1470
- settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
1471
- tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
1472
- tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
1473
- vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
1474
- imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
1475
- openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
1476
- compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
1477
- simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
1478
- simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
1479
- marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
1480
- midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
1481
- emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
1482
- settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
1483
- settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
1484
- priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
1485
- sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
1486
- sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
1487
- earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
1488
- auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
1489
- swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
1490
- dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
1491
- cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
1492
- dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
1493
- cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
1494
- fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
1495
- cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
1496
- recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
1497
- recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
1498
- recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
1499
- marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
1500
- marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
1501
- shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
1502
- previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
1503
- thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
1504
- dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
1505
- accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
1506
- twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
1507
- };
1508
- result.push(aggregatedPoint);
1509
- }
1510
- result.push(priceHistory[priceHistory.length - 1]);
1511
- return result;
1512
- };
1513
- var createGetStockGraphHandler = (marketDataPrices) => {
1514
- return async (args) => {
1515
- try {
1516
- const symbol = args.symbol;
1517
- const priceHistory = marketDataPrices.get(symbol) || [];
1518
- if (priceHistory.length === 0) {
1519
- return {
1520
- content: [
1521
- {
1522
- type: "text",
1523
- text: `No price data available for ${symbol}`,
1524
- uri: "getStockGraph"
1525
- }
1526
- ]
1527
- };
1528
- }
1529
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1530
- const chart = new import_quickchart_js.default();
1531
- chart.setWidth(1200);
1532
- chart.setHeight(600);
1533
- chart.setBackgroundColor("transparent");
1534
- const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
1535
- const bidData = aggregatedData.map((point) => point.bid);
1536
- const offerData = aggregatedData.map((point) => point.offer);
1537
- const spreadData = aggregatedData.map((point) => point.spread);
1538
- const volumeData = aggregatedData.map((point) => point.volume);
1539
- const tradeData = aggregatedData.map((point) => point.trade);
1540
- const vwapData = aggregatedData.map((point) => point.vwap);
1541
- const twapData = aggregatedData.map((point) => point.twap);
1542
- const config = {
1543
- type: "line",
1544
- data: {
1545
- labels,
1546
- datasets: [
1547
- {
1548
- label: "Bid",
1549
- data: bidData,
1550
- borderColor: "#28a745",
1551
- backgroundColor: "rgba(40, 167, 69, 0.1)",
1552
- fill: false,
1553
- tension: 0.4,
1554
- yAxisID: "y"
1555
- },
1556
- {
1557
- label: "Offer",
1558
- data: offerData,
1559
- borderColor: "#dc3545",
1560
- backgroundColor: "rgba(220, 53, 69, 0.1)",
1561
- fill: false,
1562
- tension: 0.4,
1563
- yAxisID: "y"
1564
- },
1565
- {
1566
- label: "Spread",
1567
- data: spreadData,
1568
- borderColor: "#6c757d",
1569
- backgroundColor: "rgba(108, 117, 125, 0.1)",
1570
- fill: false,
1571
- tension: 0.4,
1572
- yAxisID: "y"
1573
- },
1574
- {
1575
- label: "Trade",
1576
- data: tradeData,
1577
- borderColor: "#ffc107",
1578
- backgroundColor: "rgba(255, 193, 7, 0.1)",
1579
- fill: false,
1580
- tension: 0.4,
1581
- yAxisID: "y"
1582
- },
1583
- {
1584
- label: "VWAP",
1585
- data: vwapData,
1586
- borderColor: "#17a2b8",
1587
- backgroundColor: "rgba(23, 162, 184, 0.1)",
1588
- fill: false,
1589
- tension: 0.4,
1590
- yAxisID: "y"
1591
- },
1592
- {
1593
- label: "TWAP",
1594
- data: twapData,
1595
- borderColor: "#6610f2",
1596
- backgroundColor: "rgba(102, 16, 242, 0.1)",
1597
- fill: false,
1598
- tension: 0.4,
1599
- yAxisID: "y"
1600
- },
1601
- {
1602
- label: "Volume",
1603
- data: volumeData,
1604
- borderColor: "#007bff",
1605
- backgroundColor: "rgba(0, 123, 255, 0.1)",
1606
- fill: true,
1607
- tension: 0.4,
1608
- yAxisID: "y1"
1609
- }
1610
- ]
1611
- },
1612
- options: {
1613
- responsive: true,
1614
- plugins: {
1615
- title: {
1616
- display: true,
1617
- text: `${symbol} Market Data`
1618
- }
1619
- },
1620
- scales: {
1621
- y: {
1622
- type: "linear",
1623
- display: true,
1624
- position: "left",
1625
- beginAtZero: false,
1626
- title: {
1627
- display: true,
1628
- text: "Price"
1629
- }
1630
- },
1631
- y1: {
1632
- type: "linear",
1633
- display: true,
1634
- position: "right",
1635
- beginAtZero: false,
1636
- title: {
1637
- display: true,
1638
- text: "Volume"
1639
- },
1640
- grid: {
1641
- drawOnChartArea: false
1642
- }
1643
- }
1644
- }
1645
- }
1646
- };
1647
- chart.setConfig(config);
1648
- const imageBuffer = await chart.toBinary();
1649
- const base64 = imageBuffer.toString("base64");
1650
- return {
1651
- content: [
1652
- {
1653
- type: "resource",
1654
- resource: {
1655
- uri: "resource://graph",
1656
- mimeType: "image/png",
1657
- blob: base64
1658
- }
1659
- }
1660
- ]
1661
- };
1662
- } catch (error) {
1663
- return {
1664
- content: [
1665
- {
1666
- type: "text",
1667
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1668
- uri: "getStockGraph"
1669
- }
1670
- ],
1671
- isError: true
1672
- };
1673
- }
1674
- };
1675
- };
1676
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1677
- return async (args) => {
1678
- try {
1679
- const symbol = args.symbol;
1680
- const priceHistory = marketDataPrices.get(symbol) || [];
1681
- if (priceHistory.length === 0) {
1682
- return {
1683
- content: [
1684
- {
1685
- type: "text",
1686
- text: `No price data available for ${symbol}`,
1687
- uri: "getStockPriceHistory"
1688
- }
1689
- ]
1690
- };
1691
- }
1692
- return {
1693
- content: [
1694
- {
1695
- type: "text",
1696
- text: JSON.stringify(
1697
- {
1698
- symbol,
1699
- count: priceHistory.length,
1700
- data: priceHistory.map((point) => ({
1701
- timestamp: new Date(point.timestamp).toISOString(),
1702
- bid: point.bid,
1703
- offer: point.offer,
1704
- spread: point.spread,
1705
- volume: point.volume,
1706
- trade: point.trade,
1707
- indexValue: point.indexValue,
1708
- openingPrice: point.openingPrice,
1709
- closingPrice: point.closingPrice,
1710
- settlementPrice: point.settlementPrice,
1711
- tradingSessionHighPrice: point.tradingSessionHighPrice,
1712
- tradingSessionLowPrice: point.tradingSessionLowPrice,
1713
- vwap: point.vwap,
1714
- imbalance: point.imbalance,
1715
- openInterest: point.openInterest,
1716
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1717
- simulatedSellPrice: point.simulatedSellPrice,
1718
- simulatedBuyPrice: point.simulatedBuyPrice,
1719
- marginRate: point.marginRate,
1720
- midPrice: point.midPrice,
1721
- emptyBook: point.emptyBook,
1722
- settleHighPrice: point.settleHighPrice,
1723
- settleLowPrice: point.settleLowPrice,
1724
- priorSettlePrice: point.priorSettlePrice,
1725
- sessionHighBid: point.sessionHighBid,
1726
- sessionLowOffer: point.sessionLowOffer,
1727
- earlyPrices: point.earlyPrices,
1728
- auctionClearingPrice: point.auctionClearingPrice,
1729
- swapValueFactor: point.swapValueFactor,
1730
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1731
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1732
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1733
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1734
- fixingPrice: point.fixingPrice,
1735
- cashRate: point.cashRate,
1736
- recoveryRate: point.recoveryRate,
1737
- recoveryRateForLong: point.recoveryRateForLong,
1738
- recoveryRateForShort: point.recoveryRateForShort,
1739
- marketBid: point.marketBid,
1740
- marketOffer: point.marketOffer,
1741
- shortSaleMinPrice: point.shortSaleMinPrice,
1742
- previousClosingPrice: point.previousClosingPrice,
1743
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1744
- dailyFinancingValue: point.dailyFinancingValue,
1745
- accruedFinancingValue: point.accruedFinancingValue,
1746
- twap: point.twap
1747
- }))
1748
- },
1749
- null,
1750
- 2
1751
- ),
1752
- uri: "getStockPriceHistory"
1753
- }
1754
- ]
1755
- };
1756
- } catch (error) {
1757
- return {
1758
- content: [
1759
- {
1760
- type: "text",
1761
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1762
- uri: "getStockPriceHistory"
1763
- }
1764
- ],
1765
- isError: true
1766
- };
1767
- }
1768
- };
1769
- };
1770
-
1771
- // src/tools/order.ts
1772
- var import_fixparser2 = require("fixparser");
1773
- var ordTypeNames = {
1774
- "1": "Market",
1775
- "2": "Limit",
1776
- "3": "Stop",
1777
- "4": "StopLimit",
1778
- "5": "MarketOnClose",
1779
- "6": "WithOrWithout",
1780
- "7": "LimitOrBetter",
1781
- "8": "LimitWithOrWithout",
1782
- "9": "OnBasis",
1783
- A: "OnClose",
1784
- B: "LimitOnClose",
1785
- C: "ForexMarket",
1786
- D: "PreviouslyQuoted",
1787
- E: "PreviouslyIndicated",
1788
- F: "ForexLimit",
1789
- G: "ForexSwap",
1790
- H: "ForexPreviouslyQuoted",
1791
- I: "Funari",
1792
- J: "MarketIfTouched",
1793
- K: "MarketWithLeftOverAsLimit",
1794
- L: "PreviousFundValuationPoint",
1795
- M: "NextFundValuationPoint",
1796
- P: "Pegged",
1797
- Q: "CounterOrderSelection",
1798
- R: "StopOnBidOrOffer",
1799
- S: "StopLimitOnBidOrOffer"
1800
- };
1801
- var sideNames = {
1802
- "1": "Buy",
1803
- "2": "Sell",
1804
- "3": "BuyMinus",
1805
- "4": "SellPlus",
1806
- "5": "SellShort",
1807
- "6": "SellShortExempt",
1808
- "7": "Undisclosed",
1809
- "8": "Cross",
1810
- "9": "CrossShort",
1811
- A: "CrossShortExempt",
1812
- B: "AsDefined",
1813
- C: "Opposite",
1814
- D: "Subscribe",
1815
- E: "Redeem",
1816
- F: "Lend",
1817
- G: "Borrow",
1818
- H: "SellUndisclosed"
1819
- };
1820
- var timeInForceNames = {
1821
- "0": "Day",
1822
- "1": "GoodTillCancel",
1823
- "2": "AtTheOpening",
1824
- "3": "ImmediateOrCancel",
1825
- "4": "FillOrKill",
1826
- "5": "GoodTillCrossing",
1827
- "6": "GoodTillDate",
1828
- "7": "AtTheClose",
1829
- "8": "GoodThroughCrossing",
1830
- "9": "AtCrossing",
1831
- A: "GoodForTime",
1832
- B: "GoodForAuction",
1833
- C: "GoodForMonth"
1834
- };
1835
- var handlInstNames = {
1836
- "1": "AutomatedExecutionNoIntervention",
1837
- "2": "AutomatedExecutionInterventionOK",
1838
- "3": "ManualOrder"
1839
- };
1840
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
1841
- return async (args) => {
1842
- try {
1843
- verifiedOrders.set(args.clOrdID, {
1844
- clOrdID: args.clOrdID,
1845
- handlInst: args.handlInst,
1846
- quantity: Number.parseFloat(String(args.quantity)),
1847
- price: Number.parseFloat(String(args.price)),
1848
- ordType: args.ordType,
1849
- side: args.side,
1850
- symbol: args.symbol,
1851
- timeInForce: args.timeInForce
1852
- });
1853
- return {
1854
- content: [
1855
- {
1856
- type: "text",
1857
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1858
-
1859
- Parameters verified:
1860
- - ClOrdID: ${args.clOrdID}
1861
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1862
- - Quantity: ${args.quantity}
1863
- - Price: ${args.price}
1864
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1865
- - Side: ${args.side} (${sideNames[args.side]})
1866
- - Symbol: ${args.symbol}
1867
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1868
-
1869
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1870
- uri: "verifyOrder"
1871
- }
1872
- ]
1873
- };
1874
- } catch (error) {
1875
- return {
1876
- content: [
1877
- {
1878
- type: "text",
1879
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1880
- uri: "verifyOrder"
1881
- }
1882
- ],
1883
- isError: true
1884
- };
1885
- }
1886
- };
1887
- };
1888
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1889
- return async (args) => {
1890
- try {
1891
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
1892
- if (!verifiedOrder) {
1893
- return {
1894
- content: [
1895
- {
1896
- type: "text",
1897
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1898
- uri: "executeOrder"
1899
- }
1900
- ],
1901
- isError: true
1902
- };
1903
- }
1904
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
1905
- return {
1906
- content: [
1907
- {
1908
- type: "text",
1909
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1910
- uri: "executeOrder"
1911
- }
1912
- ],
1913
- isError: true
1914
- };
1915
- }
1916
- const response = new Promise((resolve) => {
1917
- pendingRequests.set(args.clOrdID, resolve);
1918
- });
1919
- const order = parser.createMessage(
1920
- new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
1921
- new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1922
- new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
1923
- new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
1924
- new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
1925
- new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
1926
- new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
1927
- new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
1928
- new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
1929
- new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
1930
- new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
1931
- new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
1932
- new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
1933
- new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
1934
- );
1935
- if (!parser.connected) {
1936
- return {
1937
- content: [
1938
- {
1939
- type: "text",
1940
- text: "Error: Not connected. Ignoring message.",
1941
- uri: "executeOrder"
1942
- }
1943
- ],
1944
- isError: true
1945
- };
1946
- }
1947
- parser.send(order);
1948
- const fixData = await response;
1949
- verifiedOrders.delete(args.clOrdID);
1950
- return {
1951
- content: [
1952
- {
1953
- type: "text",
1954
- text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1955
- uri: "executeOrder"
1956
- }
1957
- ]
1958
- };
1959
- } catch (error) {
1960
- return {
1961
- content: [
1962
- {
1963
- type: "text",
1964
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1965
- uri: "executeOrder"
1966
- }
1967
- ],
1968
- isError: true
1969
- };
1970
- }
1971
- };
1972
- };
1973
-
1974
- // src/tools/parse.ts
1975
- var createParseHandler = (parser) => {
1976
- return async (args) => {
1977
- try {
1978
- const parsedMessage = parser.parse(args.fixString);
1979
- if (!parsedMessage || parsedMessage.length === 0) {
1980
- return {
1981
- content: [
1982
- {
1983
- type: "text",
1984
- text: "Error: Failed to parse FIX string",
1985
- uri: "parse"
1986
- }
1987
- ],
1988
- isError: true
1989
- };
1990
- }
1991
- return {
1992
- content: [
1993
- {
1994
- type: "text",
1995
- text: `${parsedMessage[0].description}
1996
- ${parsedMessage[0].messageTypeDescription}`,
1997
- uri: "parse"
1998
- }
1999
- ]
2000
- };
2001
- } catch (error) {
2002
- return {
2003
- content: [
2004
- {
2005
- type: "text",
2006
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
2007
- uri: "parse"
2008
- }
2009
- ],
2010
- isError: true
2011
- };
2012
- }
2013
- };
2014
- };
2015
-
2016
- // src/tools/parseToJSON.ts
2017
- var createParseToJSONHandler = (parser) => {
2018
- return async (args) => {
2019
- try {
2020
- const parsedMessage = parser.parse(args.fixString);
2021
- if (!parsedMessage || parsedMessage.length === 0) {
2022
- return {
2023
- content: [
2024
- {
2025
- type: "text",
2026
- text: "Error: Failed to parse FIX string",
2027
- uri: "parseToJSON"
2028
- }
2029
- ],
2030
- isError: true
2031
- };
2032
- }
2033
- return {
2034
- content: [
2035
- {
2036
- type: "text",
2037
- text: `${parsedMessage[0].toFIXJSON()}`,
2038
- uri: "parseToJSON"
2039
- }
2040
- ]
2041
- };
2042
- } catch (error) {
2043
- return {
2044
- content: [
2045
- {
2046
- type: "text",
2047
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
2048
- uri: "parseToJSON"
2049
- }
2050
- ],
2051
- isError: true
2052
- };
2053
- }
2054
- };
2055
- };
2056
-
2057
- // src/tools/index.ts
2058
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
2059
- parse: createParseHandler(parser),
2060
- parseToJSON: createParseToJSONHandler(parser),
2061
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
2062
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
2063
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
2064
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
2065
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
2066
- technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
2067
- });
2068
-
2069
- // src/utils/messageHandler.ts
2070
- var import_fixparser3 = require("fixparser");
2071
- function getEnumValue(enumObj, name) {
2072
- return enumObj[name] || name;
2073
- }
2074
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
2075
- const msgType = message.messageType;
2076
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
2077
- const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
2078
- const fixJson = message.toFIXJSON();
2079
- const entries = fixJson.Body?.NoMDEntries || [];
2080
- const data = {
2081
- timestamp: Date.now(),
2082
- bid: 0,
2083
- offer: 0,
2084
- spread: 0,
2085
- volume: 0,
2086
- trade: 0,
2087
- indexValue: 0,
2088
- openingPrice: 0,
2089
- closingPrice: 0,
2090
- settlementPrice: 0,
2091
- tradingSessionHighPrice: 0,
2092
- tradingSessionLowPrice: 0,
2093
- vwap: 0,
2094
- imbalance: 0,
2095
- openInterest: 0,
2096
- compositeUnderlyingPrice: 0,
2097
- simulatedSellPrice: 0,
2098
- simulatedBuyPrice: 0,
2099
- marginRate: 0,
2100
- midPrice: 0,
2101
- emptyBook: 0,
2102
- settleHighPrice: 0,
2103
- settleLowPrice: 0,
2104
- priorSettlePrice: 0,
2105
- sessionHighBid: 0,
2106
- sessionLowOffer: 0,
2107
- earlyPrices: 0,
2108
- auctionClearingPrice: 0,
2109
- swapValueFactor: 0,
2110
- dailyValueAdjustmentForLongPositions: 0,
2111
- cumulativeValueAdjustmentForLongPositions: 0,
2112
- dailyValueAdjustmentForShortPositions: 0,
2113
- cumulativeValueAdjustmentForShortPositions: 0,
2114
- fixingPrice: 0,
2115
- cashRate: 0,
2116
- recoveryRate: 0,
2117
- recoveryRateForLong: 0,
2118
- recoveryRateForShort: 0,
2119
- marketBid: 0,
2120
- marketOffer: 0,
2121
- shortSaleMinPrice: 0,
2122
- previousClosingPrice: 0,
2123
- thresholdLimitPriceBanding: 0,
2124
- dailyFinancingValue: 0,
2125
- accruedFinancingValue: 0,
2126
- twap: 0
2127
- };
2128
- for (const entry of entries) {
2129
- const entryType = entry.MDEntryType;
2130
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2131
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2132
- const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
2133
- switch (enumValue) {
2134
- case import_fixparser3.MDEntryType.Bid:
2135
- data.bid = price;
2136
- break;
2137
- case import_fixparser3.MDEntryType.Offer:
2138
- data.offer = price;
2139
- break;
2140
- case import_fixparser3.MDEntryType.Trade:
2141
- data.trade = price;
2142
- break;
2143
- case import_fixparser3.MDEntryType.IndexValue:
2144
- data.indexValue = price;
2145
- break;
2146
- case import_fixparser3.MDEntryType.OpeningPrice:
2147
- data.openingPrice = price;
2148
- break;
2149
- case import_fixparser3.MDEntryType.ClosingPrice:
2150
- data.closingPrice = price;
2151
- break;
2152
- case import_fixparser3.MDEntryType.SettlementPrice:
2153
- data.settlementPrice = price;
2154
- break;
2155
- case import_fixparser3.MDEntryType.TradingSessionHighPrice:
2156
- data.tradingSessionHighPrice = price;
2157
- break;
2158
- case import_fixparser3.MDEntryType.TradingSessionLowPrice:
2159
- data.tradingSessionLowPrice = price;
2160
- break;
2161
- case import_fixparser3.MDEntryType.VWAP:
2162
- data.vwap = price;
2163
- break;
2164
- case import_fixparser3.MDEntryType.Imbalance:
2165
- data.imbalance = size;
2166
- break;
2167
- case import_fixparser3.MDEntryType.TradeVolume:
2168
- data.volume = size;
2169
- break;
2170
- case import_fixparser3.MDEntryType.OpenInterest:
2171
- data.openInterest = size;
2172
- break;
2173
- case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
2174
- data.compositeUnderlyingPrice = price;
2175
- break;
2176
- case import_fixparser3.MDEntryType.SimulatedSellPrice:
2177
- data.simulatedSellPrice = price;
2178
- break;
2179
- case import_fixparser3.MDEntryType.SimulatedBuyPrice:
2180
- data.simulatedBuyPrice = price;
2181
- break;
2182
- case import_fixparser3.MDEntryType.MarginRate:
2183
- data.marginRate = price;
2184
- break;
2185
- case import_fixparser3.MDEntryType.MidPrice:
2186
- data.midPrice = price;
2187
- break;
2188
- case import_fixparser3.MDEntryType.EmptyBook:
2189
- data.emptyBook = 1;
2190
- break;
2191
- case import_fixparser3.MDEntryType.SettleHighPrice:
2192
- data.settleHighPrice = price;
2193
- break;
2194
- case import_fixparser3.MDEntryType.SettleLowPrice:
2195
- data.settleLowPrice = price;
2196
- break;
2197
- case import_fixparser3.MDEntryType.PriorSettlePrice:
2198
- data.priorSettlePrice = price;
2199
- break;
2200
- case import_fixparser3.MDEntryType.SessionHighBid:
2201
- data.sessionHighBid = price;
2202
- break;
2203
- case import_fixparser3.MDEntryType.SessionLowOffer:
2204
- data.sessionLowOffer = price;
2205
- break;
2206
- case import_fixparser3.MDEntryType.EarlyPrices:
2207
- data.earlyPrices = price;
2208
- break;
2209
- case import_fixparser3.MDEntryType.AuctionClearingPrice:
2210
- data.auctionClearingPrice = price;
2211
- break;
2212
- case import_fixparser3.MDEntryType.SwapValueFactor:
2213
- data.swapValueFactor = price;
2214
- break;
2215
- case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
2216
- data.dailyValueAdjustmentForLongPositions = price;
2217
- break;
2218
- case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
2219
- data.cumulativeValueAdjustmentForLongPositions = price;
2220
- break;
2221
- case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
2222
- data.dailyValueAdjustmentForShortPositions = price;
2223
- break;
2224
- case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
2225
- data.cumulativeValueAdjustmentForShortPositions = price;
2226
- break;
2227
- case import_fixparser3.MDEntryType.FixingPrice:
2228
- data.fixingPrice = price;
2229
- break;
2230
- case import_fixparser3.MDEntryType.CashRate:
2231
- data.cashRate = price;
2232
- break;
2233
- case import_fixparser3.MDEntryType.RecoveryRate:
2234
- data.recoveryRate = price;
2235
- break;
2236
- case import_fixparser3.MDEntryType.RecoveryRateForLong:
2237
- data.recoveryRateForLong = price;
2238
- break;
2239
- case import_fixparser3.MDEntryType.RecoveryRateForShort:
2240
- data.recoveryRateForShort = price;
2241
- break;
2242
- case import_fixparser3.MDEntryType.MarketBid:
2243
- data.marketBid = price;
2244
- break;
2245
- case import_fixparser3.MDEntryType.MarketOffer:
2246
- data.marketOffer = price;
2247
- break;
2248
- case import_fixparser3.MDEntryType.ShortSaleMinPrice:
2249
- data.shortSaleMinPrice = price;
2250
- break;
2251
- case import_fixparser3.MDEntryType.PreviousClosingPrice:
2252
- data.previousClosingPrice = price;
2253
- break;
2254
- case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
2255
- data.thresholdLimitPriceBanding = price;
2256
- break;
2257
- case import_fixparser3.MDEntryType.DailyFinancingValue:
2258
- data.dailyFinancingValue = price;
2259
- break;
2260
- case import_fixparser3.MDEntryType.AccruedFinancingValue:
2261
- data.accruedFinancingValue = price;
2262
- break;
2263
- case import_fixparser3.MDEntryType.TWAP:
2264
- data.twap = price;
2265
- break;
2266
- }
2267
- }
2268
- data.spread = data.offer - data.bid;
2269
- if (!marketDataPrices.has(symbol)) {
2270
- marketDataPrices.set(symbol, []);
2271
- }
2272
- const prices = marketDataPrices.get(symbol);
2273
- prices.push(data);
2274
- if (prices.length > maxPriceHistory) {
2275
- prices.splice(0, prices.length - maxPriceHistory);
2276
- }
2277
- onPriceUpdate?.(symbol, data);
2278
- const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
2279
- if (mdReqID) {
2280
- const callback = pendingRequests.get(mdReqID);
2281
- if (callback) {
2282
- callback(message);
2283
- pendingRequests.delete(mdReqID);
2284
- }
2285
- }
2286
- } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
2287
- const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
2288
- const callback = pendingRequests.get(reqId);
2289
- if (callback) {
2290
- callback(message);
2291
- pendingRequests.delete(reqId);
2292
- }
2293
- }
2294
- }
2295
-
2296
- // src/MCPRemote.ts
32
+ var import_fixparser = require("fixparser");
2297
33
  var transports = {};
2298
- function jsonSchemaToZod(schema) {
2299
- if (schema.type === "object") {
2300
- const shape = {};
2301
- for (const [key, prop] of Object.entries(schema.properties || {})) {
2302
- const propSchema = prop;
2303
- if (propSchema.type === "string") {
2304
- if (propSchema.enum) {
2305
- shape[key] = import_zod.z.enum(propSchema.enum);
2306
- } else {
2307
- shape[key] = import_zod.z.string();
2308
- }
2309
- } else if (propSchema.type === "number") {
2310
- shape[key] = import_zod.z.number();
2311
- } else if (propSchema.type === "boolean") {
2312
- shape[key] = import_zod.z.boolean();
2313
- } else if (propSchema.type === "array") {
2314
- if (propSchema.items.type === "string") {
2315
- shape[key] = import_zod.z.array(import_zod.z.string());
2316
- } else if (propSchema.items.type === "number") {
2317
- shape[key] = import_zod.z.array(import_zod.z.number());
2318
- } else if (propSchema.items.type === "boolean") {
2319
- shape[key] = import_zod.z.array(import_zod.z.boolean());
2320
- } else {
2321
- shape[key] = import_zod.z.array(import_zod.z.any());
2322
- }
2323
- } else {
2324
- shape[key] = import_zod.z.any();
2325
- }
2326
- }
2327
- return shape;
2328
- }
2329
- return {};
2330
- }
2331
- var MCPRemote = class extends MCPBase {
34
+ var MCPRemote = class {
2332
35
  /**
2333
36
  * Port number the server will listen on.
2334
37
  * @private
2335
38
  */
2336
39
  port;
2337
40
  /**
2338
- * Node.js HTTP server instance created internally.
41
+ * Optional logger instance for diagnostics and output.
2339
42
  * @private
2340
43
  */
2341
- httpServer;
44
+ logger;
2342
45
  /**
2343
- * MCP server instance handling MCP protocol logic.
46
+ * FIXParser instance, set during plugin register().
2344
47
  * @private
2345
48
  */
2346
- mcpServer;
49
+ parser;
2347
50
  /**
2348
- * Optional name of the plugin/server instance.
51
+ * Node.js HTTP server instance created internally.
2349
52
  * @private
2350
53
  */
2351
- serverName;
54
+ server;
2352
55
  /**
2353
- * Optional version string of the plugin/server.
56
+ * MCP server instance handling MCP protocol logic.
2354
57
  * @private
2355
58
  */
2356
- serverVersion;
59
+ mcpServer;
2357
60
  /**
2358
- * Map to store verified orders before execution
61
+ * Optional name of the plugin/server instance.
2359
62
  * @private
2360
63
  */
2361
- verifiedOrders = /* @__PURE__ */ new Map();
64
+ name;
2362
65
  /**
2363
- * Map to store pending requests and their callbacks
66
+ * Optional version string of the plugin/server.
2364
67
  * @private
2365
68
  */
2366
- pendingRequests = /* @__PURE__ */ new Map();
69
+ version;
2367
70
  /**
2368
- * Map to store market data prices for each symbol
71
+ * Called when server is setup and listening.
2369
72
  * @private
2370
73
  */
2371
- marketDataPrices = /* @__PURE__ */ new Map();
74
+ onReady = void 0;
2372
75
  /**
2373
- * Maximum number of price history entries to keep per symbol
76
+ * A map of pending market data requests, keyed by MDReqID.
77
+ * Each entry contains a resolver function that is called when the corresponding
78
+ * FIX Message is received.
2374
79
  * @private
80
+ * @type {Map<string, (data: Message) => void>}
2375
81
  */
2376
- MAX_PRICE_HISTORY = 1e5;
82
+ pendingRequests = /* @__PURE__ */ new Map();
2377
83
  constructor({ port, logger, onReady }) {
2378
- super({ logger, onReady });
2379
84
  this.port = port;
85
+ if (logger) this.logger = logger;
86
+ if (onReady) this.onReady = onReady;
2380
87
  }
2381
88
  async register(parser) {
2382
89
  this.parser = parser;
90
+ this.parser.addOnMessageCallback((message) => {
91
+ this.logger?.log({
92
+ level: "info",
93
+ message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
94
+ });
95
+ const msgType = message.messageType;
96
+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
97
+ const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
98
+ if (idField) {
99
+ const id = idField.value;
100
+ if (typeof id === "string" || typeof id === "number") {
101
+ const callback = this.pendingRequests.get(String(id));
102
+ if (callback) {
103
+ callback(message);
104
+ this.pendingRequests.delete(String(id));
105
+ }
106
+ }
107
+ }
108
+ }
109
+ });
2383
110
  this.logger = parser.logger;
2384
111
  this.logger?.log({
2385
112
  level: "info",
2386
113
  message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
2387
114
  });
2388
- this.parser.addOnMessageCallback((message) => {
2389
- if (this.parser) {
2390
- handleMessage(
2391
- message,
2392
- this.parser,
2393
- this.pendingRequests,
2394
- this.marketDataPrices,
2395
- this.MAX_PRICE_HISTORY
2396
- );
2397
- }
2398
- });
2399
- this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
115
+ this.server = (0, import_node_http.createServer)(async (req, res) => {
2400
116
  if (!req.url || !req.method) {
2401
117
  res.writeHead(400);
2402
118
  res.end("Bad Request");
2403
119
  return;
2404
120
  }
2405
- if (req.url === "/mcp") {
121
+ const url = new URL(req.url, `http://${req.headers.host}`);
122
+ if (url.pathname === "/.well-known/oauth-authorization-server") {
123
+ const config = {
124
+ issuer: "https://accounts.google.com",
125
+ authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
126
+ token_endpoint: "https://oauth2.googleapis.com/token",
127
+ jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
128
+ response_types_supported: [
129
+ "code",
130
+ "token",
131
+ "id_token",
132
+ "code token",
133
+ "code id_token",
134
+ "token id_token",
135
+ "code token id_token"
136
+ ],
137
+ subject_types_supported: ["public"],
138
+ id_token_signing_alg_values_supported: ["RS256"],
139
+ scopes_supported: ["openid", "email", "profile"],
140
+ token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
141
+ };
142
+ res.writeHead(200, { "Content-Type": "application/json" });
143
+ res.end(JSON.stringify(config));
144
+ return;
145
+ }
146
+ if (url.pathname === "/") {
2406
147
  const sessionId = req.headers["mcp-session-id"];
2407
148
  if (req.method === "POST") {
2408
149
  const bodyChunks = [];
@@ -2435,10 +176,10 @@ var MCPRemote = class extends MCPBase {
2435
176
  }
2436
177
  };
2437
178
  this.mcpServer = new import_mcp.McpServer({
2438
- name: this.serverName || "FIXParser",
2439
- version: this.serverVersion || "1.0.0"
179
+ name: this.name || "FIXParser",
180
+ version: this.version || "1.0.0"
2440
181
  });
2441
- this.setupTools();
182
+ this.addWorkflows();
2442
183
  await this.mcpServer.connect(transport);
2443
184
  } else {
2444
185
  res.writeHead(400, { "Content-Type": "application/json" });
@@ -2454,15 +195,7 @@ var MCPRemote = class extends MCPBase {
2454
195
  );
2455
196
  return;
2456
197
  }
2457
- try {
2458
- await transport.handleRequest(req, res, parsed);
2459
- } catch (error) {
2460
- this.logger?.log({
2461
- level: "error",
2462
- message: `Error handling request: ${error}`
2463
- });
2464
- throw error;
2465
- }
198
+ await transport.handleRequest(req, res, parsed);
2466
199
  });
2467
200
  } else if (req.method === "GET" || req.method === "DELETE") {
2468
201
  if (!sessionId || !transports[sessionId]) {
@@ -2471,29 +204,17 @@ var MCPRemote = class extends MCPBase {
2471
204
  return;
2472
205
  }
2473
206
  const transport = transports[sessionId];
2474
- try {
2475
- await transport.handleRequest(req, res);
2476
- } catch (error) {
2477
- this.logger?.log({
2478
- level: "error",
2479
- message: `Error handling ${req.method} request: ${error}`
2480
- });
2481
- throw error;
2482
- }
207
+ await transport.handleRequest(req, res);
2483
208
  } else {
2484
- this.logger?.log({
2485
- level: "error",
2486
- message: `Method not allowed: ${req.method}`
2487
- });
2488
209
  res.writeHead(405);
2489
210
  res.end("Method Not Allowed");
2490
211
  }
2491
- } else {
2492
- res.writeHead(404);
2493
- res.end("Not Found");
212
+ return;
2494
213
  }
214
+ res.writeHead(404);
215
+ res.end("Not Found");
2495
216
  });
2496
- this.httpServer.listen(this.port, () => {
217
+ this.server.listen(this.port, () => {
2497
218
  this.logger?.log({
2498
219
  level: "info",
2499
220
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -2503,55 +224,381 @@ var MCPRemote = class extends MCPBase {
2503
224
  this.onReady();
2504
225
  }
2505
226
  }
2506
- setupTools() {
227
+ addWorkflows() {
2507
228
  if (!this.parser) {
2508
229
  this.logger?.log({
2509
230
  level: "error",
2510
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
231
+ message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
2511
232
  });
2512
233
  return;
2513
234
  }
2514
235
  if (!this.mcpServer) {
2515
236
  this.logger?.log({
2516
237
  level: "error",
2517
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
238
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
2518
239
  });
2519
240
  return;
2520
241
  }
2521
- const toolHandlers = createToolHandlers(
2522
- this.parser,
2523
- this.verifiedOrders,
2524
- this.pendingRequests,
2525
- this.marketDataPrices
242
+ this.mcpServer.tool(
243
+ "parse",
244
+ "Parses a FIX message and describes it in plain language",
245
+ { fixString: import_zod.z.string() },
246
+ async ({ fixString }) => {
247
+ const parsedMessage = this.parser?.parse(fixString);
248
+ if (!parsedMessage || parsedMessage.length === 0) {
249
+ this.logger?.log({
250
+ level: "error",
251
+ message: "FIXParser (MCP): -- Failed to parse FIX string"
252
+ });
253
+ return {
254
+ isError: true,
255
+ content: [
256
+ {
257
+ type: "text",
258
+ text: "Error: Failed to parse FIX string"
259
+ }
260
+ ]
261
+ };
262
+ }
263
+ return {
264
+ content: [
265
+ {
266
+ type: "text",
267
+ text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
268
+ }
269
+ ]
270
+ };
271
+ }
2526
272
  );
2527
- Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
2528
- this.mcpServer?.registerTool(
2529
- name,
2530
- {
2531
- description,
2532
- inputSchema: jsonSchemaToZod(schema)
2533
- },
2534
- async (args) => {
2535
- const handler = toolHandlers[name];
2536
- if (!handler) {
2537
- return {
2538
- content: [
2539
- {
2540
- type: "text",
2541
- text: `Tool not found: ${name}`
2542
- }
2543
- ],
2544
- isError: true
2545
- };
273
+ this.mcpServer.prompt(
274
+ "parse",
275
+ "Parses a FIX message and describes it in plain language",
276
+ { fixString: import_zod.z.string() },
277
+ ({ fixString }) => ({
278
+ messages: [
279
+ {
280
+ role: "user",
281
+ content: {
282
+ type: "text",
283
+ text: `Please parse and explain this FIX message: ${fixString}`
284
+ }
2546
285
  }
2547
- const result = await handler(args);
286
+ ]
287
+ })
288
+ );
289
+ this.mcpServer.tool(
290
+ "parseToJSON",
291
+ "Parses a FIX message into JSON",
292
+ { fixString: import_zod.z.string() },
293
+ async ({ fixString }) => {
294
+ const parsedMessage = this.parser?.parse(fixString);
295
+ if (!parsedMessage || parsedMessage.length === 0) {
296
+ this.logger?.log({
297
+ level: "error",
298
+ message: "FIXParser (MCP): -- Failed to parse FIX string"
299
+ });
2548
300
  return {
2549
- content: result.content,
2550
- isError: result.isError
301
+ isError: true,
302
+ content: [
303
+ {
304
+ type: "text",
305
+ text: "Error: Failed to parse FIX string"
306
+ }
307
+ ]
2551
308
  };
2552
309
  }
2553
- );
2554
- });
310
+ return {
311
+ content: [
312
+ {
313
+ type: "text",
314
+ text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
315
+ }
316
+ ]
317
+ };
318
+ }
319
+ );
320
+ this.mcpServer.prompt(
321
+ "parseToJSON",
322
+ "Parses a FIX message into JSON",
323
+ { fixString: import_zod.z.string() },
324
+ ({ fixString }) => ({
325
+ messages: [
326
+ {
327
+ role: "user",
328
+ content: {
329
+ type: "text",
330
+ text: `Please parse the FIX message to JSON: ${fixString}`
331
+ }
332
+ }
333
+ ]
334
+ })
335
+ );
336
+ this.mcpServer.tool(
337
+ "newOrderSingle",
338
+ "Creates and sends a New Order Single",
339
+ {
340
+ clOrdID: import_zod.z.string(),
341
+ handlInst: import_zod.z.enum(["1", "2", "3"]).default(import_fixparser.HandlInst.AutomatedExecutionNoIntervention).optional(),
342
+ quantity: import_zod.z.number(),
343
+ price: import_zod.z.number(),
344
+ ordType: import_zod.z.enum([
345
+ "1",
346
+ "2",
347
+ "3",
348
+ "4",
349
+ "5",
350
+ "6",
351
+ "7",
352
+ "8",
353
+ "9",
354
+ "A",
355
+ "B",
356
+ "C",
357
+ "D",
358
+ "E",
359
+ "F",
360
+ "G",
361
+ "H",
362
+ "I",
363
+ "J",
364
+ "K",
365
+ "L",
366
+ "M",
367
+ "P",
368
+ "Q",
369
+ "R",
370
+ "S"
371
+ ]).default(import_fixparser.OrdType.Market).optional(),
372
+ side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
373
+ // 1 = Buy, 2 = Sell...
374
+ symbol: import_zod.z.string(),
375
+ timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional()
376
+ },
377
+ async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
378
+ const response = new Promise((resolve) => {
379
+ this.pendingRequests.set(clOrdID, resolve);
380
+ });
381
+ const order = this.parser?.createMessage(
382
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
383
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
384
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
385
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
386
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
387
+ new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
388
+ new import_fixparser.Field(import_fixparser.Fields.Side, side),
389
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
390
+ new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
391
+ new import_fixparser.Field(import_fixparser.Fields.Price, price),
392
+ new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
393
+ new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
394
+ new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
395
+ new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
396
+ );
397
+ if (!this.parser?.connected) {
398
+ this.logger?.log({
399
+ level: "error",
400
+ message: "FIXParser (MCP): -- Not connected. Ignoring message."
401
+ });
402
+ return {
403
+ isError: true,
404
+ content: [
405
+ {
406
+ type: "text",
407
+ text: "Error: Not connected. Ignoring message."
408
+ }
409
+ ]
410
+ };
411
+ }
412
+ this.parser?.send(order);
413
+ this.logger?.log({
414
+ level: "info",
415
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
416
+ });
417
+ const fixData = await response;
418
+ return {
419
+ content: [
420
+ {
421
+ type: "text",
422
+ text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
423
+ }
424
+ ]
425
+ };
426
+ }
427
+ );
428
+ this.mcpServer.prompt(
429
+ "newOrderSingle",
430
+ "Creates and sends a New Order Single",
431
+ {
432
+ clOrdID: import_zod.z.string(),
433
+ handlInst: import_zod.z.string(),
434
+ quantity: import_zod.z.string(),
435
+ price: import_zod.z.string(),
436
+ ordType: import_zod.z.string(),
437
+ side: import_zod.z.string(),
438
+ symbol: import_zod.z.string(),
439
+ timeInForce: import_zod.z.string()
440
+ },
441
+ ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
442
+ messages: [
443
+ {
444
+ role: "user",
445
+ content: {
446
+ type: "text",
447
+ text: [
448
+ "Create a New Order Single FIX message with the following parameters:",
449
+ `- ClOrdID: ${clOrdID}`,
450
+ `- HandlInst: ${handlInst ?? "default"}`,
451
+ `- Quantity: ${quantity}`,
452
+ `- Price: ${price}`,
453
+ `- OrdType: ${ordType ?? "default (Market)"}`,
454
+ `- Side: ${side}`,
455
+ `- Symbol: ${symbol}`,
456
+ `- TimeInForce: ${timeInForce ?? "default (Day)"}`,
457
+ "",
458
+ "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
459
+ ].join("\n")
460
+ }
461
+ }
462
+ ]
463
+ })
464
+ );
465
+ this.mcpServer.tool(
466
+ "marketDataRequest",
467
+ "Sends a request for Market Data with the given symbol",
468
+ {
469
+ mdUpdateType: import_zod.z.enum(["0", "1"]).default("0").optional(),
470
+ // MDUpdateType.FullRefresh
471
+ symbol: import_zod.z.string(),
472
+ mdReqID: import_zod.z.string(),
473
+ subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional(),
474
+ mdEntryType: import_zod.z.enum([
475
+ "0",
476
+ "1",
477
+ "2",
478
+ "3",
479
+ "4",
480
+ "5",
481
+ "6",
482
+ "7",
483
+ "8",
484
+ "9",
485
+ "A",
486
+ "B",
487
+ "C",
488
+ "D",
489
+ "E",
490
+ "F",
491
+ "G",
492
+ "H",
493
+ "J",
494
+ "K",
495
+ "L",
496
+ "M",
497
+ "N",
498
+ "O",
499
+ "P",
500
+ "Q",
501
+ "S",
502
+ "R",
503
+ "T",
504
+ "U",
505
+ "V",
506
+ "W",
507
+ "X",
508
+ "Y",
509
+ "Z",
510
+ "a",
511
+ "b",
512
+ "c",
513
+ "d",
514
+ "e",
515
+ "g",
516
+ "h",
517
+ "i",
518
+ "t"
519
+ ]).default(import_fixparser.MDEntryType.Bid).optional()
520
+ },
521
+ async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
522
+ const response = new Promise((resolve) => {
523
+ this.pendingRequests.set(mdReqID, resolve);
524
+ });
525
+ const marketDataRequest = this.parser?.createMessage(
526
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
527
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
528
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
529
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
530
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
531
+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
532
+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
533
+ new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
534
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
535
+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
536
+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
537
+ new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
538
+ new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
539
+ );
540
+ if (!this.parser?.connected) {
541
+ this.logger?.log({
542
+ level: "error",
543
+ message: "FIXParser (MCP): -- Not connected. Ignoring message."
544
+ });
545
+ return {
546
+ isError: true,
547
+ content: [
548
+ {
549
+ type: "text",
550
+ text: "Error: Not connected. Ignoring message."
551
+ }
552
+ ]
553
+ };
554
+ }
555
+ this.parser?.send(marketDataRequest);
556
+ this.logger?.log({
557
+ level: "info",
558
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
559
+ });
560
+ const fixData = await response;
561
+ return {
562
+ content: [
563
+ {
564
+ type: "text",
565
+ text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
566
+ }
567
+ ]
568
+ };
569
+ }
570
+ );
571
+ this.mcpServer.prompt(
572
+ "marketDataRequest",
573
+ "Sends a request for Market Data with the given symbol",
574
+ {
575
+ mdUpdateType: import_zod.z.string(),
576
+ symbol: import_zod.z.string(),
577
+ mdReqID: import_zod.z.string(),
578
+ subscriptionRequestType: import_zod.z.string(),
579
+ mdEntryType: import_zod.z.string()
580
+ },
581
+ ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
582
+ messages: [
583
+ {
584
+ role: "user",
585
+ content: {
586
+ type: "text",
587
+ text: [
588
+ "Create a Market Data Request FIX message with the following parameters:",
589
+ `- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
590
+ `- Symbol: ${symbol}`,
591
+ `- MDReqID: ${mdReqID}`,
592
+ `- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
593
+ `- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
594
+ "",
595
+ "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
596
+ ].join("\n")
597
+ }
598
+ }
599
+ ]
600
+ })
601
+ );
2555
602
  }
2556
603
  };
2557
604
  // Annotate the CommonJS export names for ESM import in node: