fixparser-plugin-mcp 9.1.7-127e3125 → 9.1.7-14636c8f

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 @@
1
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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/MCPLocal.ts
@@ -35,10 +25,8 @@ __export(MCPLocal_exports, {
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  module.exports = __toCommonJS(MCPLocal_exports);
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  var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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- var import_fixparser3 = require("fixparser");
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+ var import_fixparser = require("fixparser");
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  var import_zod = require("zod");
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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",
@@ -238,12 +226,12 @@ var toolSchemas = {
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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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+ 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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  },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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  }
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  },
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  getStockGraph: {
@@ -267,532 +255,6 @@ var toolSchemas = {
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  }
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  }
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  };
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-
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- // src/tools/marketData.ts
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- var import_fixparser = require("fixparser");
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- var import_quickchart_js = __toESM(require("quickchart-js"), 1);
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- var createMarketDataRequestHandler = (parser, pendingRequests) => {
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- return async (args) => {
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- try {
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- const response = new Promise((resolve) => {
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- pendingRequests.set(args.mdReqID, resolve);
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- });
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- const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
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- const messageFields = [
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- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
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- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
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- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
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- new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
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- new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
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- new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
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- new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
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- new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
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- ];
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- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
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- args.symbols.forEach((symbol) => {
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- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
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- });
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- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
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- entryTypes.forEach((entryType) => {
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- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
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- });
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- const mdr = parser.createMessage(...messageFields);
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- if (!parser.connected) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: "Error: Not connected. Ignoring message.",
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- parser.send(mdr);
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- const fixData = await response;
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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- uri: "marketDataRequest"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockGraphHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockGraph"
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- }
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- ]
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- };
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- }
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- const chart = new import_quickchart_js.default();
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- chart.setWidth(600);
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- chart.setHeight(300);
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- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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- const bidData = priceHistory.map((point) => point.bid);
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- const offerData = priceHistory.map((point) => point.offer);
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- const spreadData = priceHistory.map((point) => point.spread);
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- const volumeData = priceHistory.map((point) => point.volume);
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- const config = {
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- type: "line",
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- data: {
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- labels,
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- datasets: [
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- {
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- label: "Bid",
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- data: bidData,
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- borderColor: "#28a745",
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- backgroundColor: "rgba(40, 167, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Offer",
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- data: offerData,
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- borderColor: "#dc3545",
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- backgroundColor: "rgba(220, 53, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Spread",
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- data: spreadData,
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- borderColor: "#6c757d",
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- backgroundColor: "rgba(108, 117, 125, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Volume",
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- data: volumeData,
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- borderColor: "#007bff",
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- backgroundColor: "rgba(0, 123, 255, 0.1)",
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- fill: true,
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- tension: 0.4
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- }
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- ]
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- },
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- options: {
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- responsive: true,
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- plugins: {
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- title: {
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- display: true,
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- text: `${symbol} Market Data`
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- }
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- },
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- scales: {
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- y: {
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- beginAtZero: false
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- }
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- }
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- }
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- };
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- chart.setConfig(config);
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- const imageBuffer = await chart.toBinary();
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- const base64Image = imageBuffer.toString("base64");
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- return {
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- content: [
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- {
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- type: "image",
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- source: {
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- filename: "graph.png",
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- data: `data:image/png;base64,${base64Image}`
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- }
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
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- uri: "getStockGraph"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
445
- return async (args) => {
446
- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
449
- if (priceHistory.length === 0) {
450
- return {
451
- content: [
452
- {
453
- type: "text",
454
- text: `No price data available for ${symbol}`,
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- uri: "getStockPriceHistory"
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- }
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- ]
458
- };
459
- }
460
- return {
461
- content: [
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- {
463
- type: "text",
464
- text: JSON.stringify(
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- {
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- symbol,
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- count: priceHistory.length,
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- data: priceHistory.map((point) => ({
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- timestamp: new Date(point.timestamp).toISOString(),
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- bid: point.bid,
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- offer: point.offer,
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- spread: point.spread,
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- volume: point.volume
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- }))
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- },
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- null,
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- 2
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- ),
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- uri: "getStockPriceHistory"
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- }
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- ]
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- };
483
- } catch (error) {
484
- return {
485
- content: [
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- {
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- type: "text",
488
- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
489
- uri: "getStockPriceHistory"
490
- }
491
- ],
492
- isError: true
493
- };
494
- }
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- };
496
- };
497
-
498
- // src/tools/order.ts
499
- var import_fixparser2 = require("fixparser");
500
- var ordTypeNames = {
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- "1": "Market",
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- "2": "Limit",
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- "3": "Stop",
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- "4": "StopLimit",
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- "5": "MarketOnClose",
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- "6": "WithOrWithout",
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- "7": "LimitOrBetter",
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- "8": "LimitWithOrWithout",
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- "9": "OnBasis",
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- A: "OnClose",
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- B: "LimitOnClose",
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- C: "ForexMarket",
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- D: "PreviouslyQuoted",
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- E: "PreviouslyIndicated",
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- F: "ForexLimit",
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- G: "ForexSwap",
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- H: "ForexPreviouslyQuoted",
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- I: "Funari",
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- J: "MarketIfTouched",
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- K: "MarketWithLeftOverAsLimit",
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- L: "PreviousFundValuationPoint",
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- M: "NextFundValuationPoint",
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- P: "Pegged",
524
- Q: "CounterOrderSelection",
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- R: "StopOnBidOrOffer",
526
- S: "StopLimitOnBidOrOffer"
527
- };
528
- var sideNames = {
529
- "1": "Buy",
530
- "2": "Sell",
531
- "3": "BuyMinus",
532
- "4": "SellPlus",
533
- "5": "SellShort",
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- "6": "SellShortExempt",
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- "7": "Undisclosed",
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- "8": "Cross",
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- "9": "CrossShort",
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- A: "CrossShortExempt",
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- B: "AsDefined",
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- C: "Opposite",
541
- D: "Subscribe",
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- E: "Redeem",
543
- F: "Lend",
544
- G: "Borrow",
545
- H: "SellUndisclosed"
546
- };
547
- var timeInForceNames = {
548
- "0": "Day",
549
- "1": "GoodTillCancel",
550
- "2": "AtTheOpening",
551
- "3": "ImmediateOrCancel",
552
- "4": "FillOrKill",
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- "5": "GoodTillCrossing",
554
- "6": "GoodTillDate",
555
- "7": "AtTheClose",
556
- "8": "GoodThroughCrossing",
557
- "9": "AtCrossing",
558
- A: "GoodForTime",
559
- B: "GoodForAuction",
560
- C: "GoodForMonth"
561
- };
562
- var handlInstNames = {
563
- "1": "AutomatedExecutionNoIntervention",
564
- "2": "AutomatedExecutionInterventionOK",
565
- "3": "ManualOrder"
566
- };
567
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
568
- return async (args) => {
569
- try {
570
- verifiedOrders.set(args.clOrdID, {
571
- clOrdID: args.clOrdID,
572
- handlInst: args.handlInst,
573
- quantity: Number.parseFloat(String(args.quantity)),
574
- price: Number.parseFloat(String(args.price)),
575
- ordType: args.ordType,
576
- side: args.side,
577
- symbol: args.symbol,
578
- timeInForce: args.timeInForce
579
- });
580
- return {
581
- content: [
582
- {
583
- type: "text",
584
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
585
-
586
- Parameters verified:
587
- - ClOrdID: ${args.clOrdID}
588
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
589
- - Quantity: ${args.quantity}
590
- - Price: ${args.price}
591
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
592
- - Side: ${args.side} (${sideNames[args.side]})
593
- - Symbol: ${args.symbol}
594
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
595
-
596
- To execute this order, call the executeOrder tool with these exact same parameters.`,
597
- uri: "verifyOrder"
598
- }
599
- ]
600
- };
601
- } catch (error) {
602
- return {
603
- content: [
604
- {
605
- type: "text",
606
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
607
- uri: "verifyOrder"
608
- }
609
- ],
610
- isError: true
611
- };
612
- }
613
- };
614
- };
615
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
616
- return async (args) => {
617
- try {
618
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
619
- if (!verifiedOrder) {
620
- return {
621
- content: [
622
- {
623
- type: "text",
624
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
625
- uri: "executeOrder"
626
- }
627
- ],
628
- isError: true
629
- };
630
- }
631
- 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) {
632
- return {
633
- content: [
634
- {
635
- type: "text",
636
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
637
- uri: "executeOrder"
638
- }
639
- ],
640
- isError: true
641
- };
642
- }
643
- const response = new Promise((resolve) => {
644
- pendingRequests.set(args.clOrdID, resolve);
645
- });
646
- const order = parser.createMessage(
647
- new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
648
- new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
649
- new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
650
- new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
651
- new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
652
- new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
653
- new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
654
- new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
655
- new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
656
- new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
657
- new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
658
- new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
659
- new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
660
- new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
661
- );
662
- if (!parser.connected) {
663
- return {
664
- content: [
665
- {
666
- type: "text",
667
- text: "Error: Not connected. Ignoring message.",
668
- uri: "executeOrder"
669
- }
670
- ],
671
- isError: true
672
- };
673
- }
674
- parser.send(order);
675
- const fixData = await response;
676
- verifiedOrders.delete(args.clOrdID);
677
- return {
678
- content: [
679
- {
680
- type: "text",
681
- 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())}`,
682
- uri: "executeOrder"
683
- }
684
- ]
685
- };
686
- } catch (error) {
687
- return {
688
- content: [
689
- {
690
- type: "text",
691
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
692
- uri: "executeOrder"
693
- }
694
- ],
695
- isError: true
696
- };
697
- }
698
- };
699
- };
700
-
701
- // src/tools/parse.ts
702
- var createParseHandler = (parser) => {
703
- return async (args) => {
704
- try {
705
- const parsedMessage = parser.parse(args.fixString);
706
- if (!parsedMessage || parsedMessage.length === 0) {
707
- return {
708
- content: [
709
- {
710
- type: "text",
711
- text: "Error: Failed to parse FIX string",
712
- uri: "parse"
713
- }
714
- ],
715
- isError: true
716
- };
717
- }
718
- return {
719
- content: [
720
- {
721
- type: "text",
722
- text: `${parsedMessage[0].description}
723
- ${parsedMessage[0].messageTypeDescription}`,
724
- uri: "parse"
725
- }
726
- ]
727
- };
728
- } catch (error) {
729
- return {
730
- content: [
731
- {
732
- type: "text",
733
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
734
- uri: "parse"
735
- }
736
- ],
737
- isError: true
738
- };
739
- }
740
- };
741
- };
742
-
743
- // src/tools/parseToJSON.ts
744
- var createParseToJSONHandler = (parser) => {
745
- return async (args) => {
746
- try {
747
- const parsedMessage = parser.parse(args.fixString);
748
- if (!parsedMessage || parsedMessage.length === 0) {
749
- return {
750
- content: [
751
- {
752
- type: "text",
753
- text: "Error: Failed to parse FIX string",
754
- uri: "parseToJSON"
755
- }
756
- ],
757
- isError: true
758
- };
759
- }
760
- return {
761
- content: [
762
- {
763
- type: "text",
764
- text: `${parsedMessage[0].toFIXJSON()}`,
765
- uri: "parseToJSON"
766
- }
767
- ]
768
- };
769
- } catch (error) {
770
- return {
771
- content: [
772
- {
773
- type: "text",
774
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
775
- uri: "parseToJSON"
776
- }
777
- ],
778
- isError: true
779
- };
780
- }
781
- };
782
- };
783
-
784
- // src/tools/index.ts
785
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
786
- parse: createParseHandler(parser),
787
- parseToJSON: createParseToJSONHandler(parser),
788
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
789
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
790
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
791
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
792
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
793
- });
794
-
795
- // src/MCPLocal.ts
796
258
  var MCPLocal = class {
797
259
  parser;
798
260
  server = new import_server.Server(
@@ -819,6 +281,7 @@ var MCPLocal = class {
819
281
  onReady = void 0;
820
282
  pendingRequests = /* @__PURE__ */ new Map();
821
283
  verifiedOrders = /* @__PURE__ */ new Map();
284
+ // Store market data prices with timestamps
822
285
  marketDataPrices = /* @__PURE__ */ new Map();
823
286
  MAX_PRICE_HISTORY = 1e5;
824
287
  // Maximum number of price points to store per symbol
@@ -833,63 +296,50 @@ var MCPLocal = class {
833
296
  message: `MCP Server received message: ${message.messageType}: ${message.description}`
834
297
  });
835
298
  const msgType = message.messageType;
836
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
299
+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
837
300
  this.parser?.logger.log({
838
301
  level: "info",
839
302
  message: `MCP Server handling message type: ${msgType}`
840
303
  });
841
304
  let id;
842
- if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
843
- const symbol = message.getField(import_fixparser3.Fields.Symbol);
844
- const entryType = message.getField(import_fixparser3.Fields.MDEntryType);
845
- const price = message.getField(import_fixparser3.Fields.MDEntryPx);
846
- const size = message.getField(import_fixparser3.Fields.MDEntrySize);
847
- const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
305
+ if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
306
+ const symbol = message.getField(import_fixparser.Fields.Symbol);
307
+ const price = message.getField(import_fixparser.Fields.MDEntryPx);
308
+ const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
848
309
  if (symbol?.value && price?.value) {
849
310
  const symbolStr = String(symbol.value);
850
311
  const priceNum = Number(price.value);
851
- const sizeNum = size?.value ? Number(size.value) : 0;
852
312
  const priceHistory = this.marketDataPrices.get(symbolStr) || [];
853
- const lastEntry = priceHistory[priceHistory.length - 1] || {
854
- timestamp: 0,
855
- bid: 0,
856
- offer: 0,
857
- spread: 0,
858
- volume: 0
859
- };
860
- const newEntry = {
313
+ priceHistory.push({
861
314
  timestamp: Number(timestamp),
862
- bid: entryType?.value === import_fixparser3.MDEntryType.Bid ? priceNum : lastEntry.bid,
863
- offer: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum : lastEntry.offer,
864
- spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
865
- volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
866
- };
867
- priceHistory.push(newEntry);
315
+ price: priceNum
316
+ });
868
317
  if (priceHistory.length > this.MAX_PRICE_HISTORY) {
869
318
  priceHistory.shift();
870
319
  }
871
320
  this.marketDataPrices.set(symbolStr, priceHistory);
872
321
  this.parser?.logger.log({
873
322
  level: "info",
874
- message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
323
+ message: `MCP Server added ${symbol}: ${priceNum}`
875
324
  });
876
325
  this.server.notification({
877
326
  method: "priceUpdate",
878
327
  params: {
879
328
  symbol: symbolStr,
880
- ...newEntry
329
+ price: priceNum,
330
+ timestamp: Number(timestamp)
881
331
  }
882
332
  });
883
333
  }
884
334
  }
885
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
886
- const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
335
+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
336
+ const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
887
337
  if (mdReqID) id = String(mdReqID.value);
888
- } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
889
- const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
338
+ } else if (msgType === import_fixparser.Messages.ExecutionReport) {
339
+ const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
890
340
  if (clOrdID) id = String(clOrdID.value);
891
- } else if (msgType === import_fixparser3.Messages.Reject) {
892
- const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
341
+ } else if (msgType === import_fixparser.Messages.Reject) {
342
+ const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
893
343
  if (refSeqNum) id = String(refSeqNum.value);
894
344
  }
895
345
  if (id) {
@@ -939,30 +389,489 @@ var MCPLocal = class {
939
389
  }),
940
390
  async (request, extra) => {
941
391
  const { name, arguments: args } = request.params;
942
- const toolHandlers = createToolHandlers(
943
- this.parser,
944
- this.verifiedOrders,
945
- this.pendingRequests,
946
- this.marketDataPrices
947
- );
948
- const handler = toolHandlers[name];
949
- if (!handler) {
950
- return {
951
- content: [
952
- {
953
- type: "text",
954
- text: `Tool not found: ${name}`,
955
- uri: name
392
+ switch (name) {
393
+ case "parse":
394
+ try {
395
+ const parsedMessage = this.parser?.parse(args.fixString);
396
+ if (!parsedMessage || parsedMessage.length === 0) {
397
+ return {
398
+ content: [
399
+ {
400
+ type: "text",
401
+ text: "Error: Failed to parse FIX string",
402
+ uri: "parse"
403
+ }
404
+ ],
405
+ isError: true
406
+ };
956
407
  }
957
- ],
958
- isError: true
959
- };
408
+ return {
409
+ content: [
410
+ {
411
+ type: "text",
412
+ text: `${parsedMessage[0].description}
413
+ ${parsedMessage[0].messageTypeDescription}`,
414
+ uri: "parse"
415
+ }
416
+ ]
417
+ };
418
+ } catch (error) {
419
+ return {
420
+ content: [
421
+ {
422
+ type: "text",
423
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
424
+ uri: "parse"
425
+ }
426
+ ],
427
+ isError: true
428
+ };
429
+ }
430
+ case "parseToJSON":
431
+ try {
432
+ const parsedMessage = this.parser?.parse(args.fixString);
433
+ if (!parsedMessage || parsedMessage.length === 0) {
434
+ return {
435
+ content: [
436
+ {
437
+ type: "text",
438
+ text: "Error: Failed to parse FIX string",
439
+ uri: "parseToJSON"
440
+ }
441
+ ],
442
+ isError: true
443
+ };
444
+ }
445
+ return {
446
+ content: [
447
+ {
448
+ type: "text",
449
+ text: `${parsedMessage[0].toFIXJSON()}`,
450
+ uri: "parseToJSON"
451
+ }
452
+ ]
453
+ };
454
+ } catch (error) {
455
+ return {
456
+ content: [
457
+ {
458
+ type: "text",
459
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
460
+ uri: "parseToJSON"
461
+ }
462
+ ],
463
+ isError: true
464
+ };
465
+ }
466
+ case "verifyOrder":
467
+ try {
468
+ this.verifiedOrders.set(args.clOrdID, {
469
+ clOrdID: args.clOrdID,
470
+ handlInst: args.handlInst,
471
+ quantity: Number.parseFloat(args.quantity),
472
+ price: Number.parseFloat(args.price),
473
+ ordType: args.ordType,
474
+ side: args.side,
475
+ symbol: args.symbol,
476
+ timeInForce: args.timeInForce
477
+ });
478
+ const ordTypeNames = {
479
+ "1": "Market",
480
+ "2": "Limit",
481
+ "3": "Stop",
482
+ "4": "StopLimit",
483
+ "5": "MarketOnClose",
484
+ "6": "WithOrWithout",
485
+ "7": "LimitOrBetter",
486
+ "8": "LimitWithOrWithout",
487
+ "9": "OnBasis",
488
+ A: "OnClose",
489
+ B: "LimitOnClose",
490
+ C: "ForexMarket",
491
+ D: "PreviouslyQuoted",
492
+ E: "PreviouslyIndicated",
493
+ F: "ForexLimit",
494
+ G: "ForexSwap",
495
+ H: "ForexPreviouslyQuoted",
496
+ I: "Funari",
497
+ J: "MarketIfTouched",
498
+ K: "MarketWithLeftOverAsLimit",
499
+ L: "PreviousFundValuationPoint",
500
+ M: "NextFundValuationPoint",
501
+ P: "Pegged",
502
+ Q: "CounterOrderSelection",
503
+ R: "StopOnBidOrOffer",
504
+ S: "StopLimitOnBidOrOffer"
505
+ };
506
+ const sideNames = {
507
+ "1": "Buy",
508
+ "2": "Sell",
509
+ "3": "BuyMinus",
510
+ "4": "SellPlus",
511
+ "5": "SellShort",
512
+ "6": "SellShortExempt",
513
+ "7": "Undisclosed",
514
+ "8": "Cross",
515
+ "9": "CrossShort",
516
+ A: "CrossShortExempt",
517
+ B: "AsDefined",
518
+ C: "Opposite",
519
+ D: "Subscribe",
520
+ E: "Redeem",
521
+ F: "Lend",
522
+ G: "Borrow",
523
+ H: "SellUndisclosed"
524
+ };
525
+ const timeInForceNames = {
526
+ "0": "Day",
527
+ "1": "GoodTillCancel",
528
+ "2": "AtTheOpening",
529
+ "3": "ImmediateOrCancel",
530
+ "4": "FillOrKill",
531
+ "5": "GoodTillCrossing",
532
+ "6": "GoodTillDate",
533
+ "7": "AtTheClose",
534
+ "8": "GoodThroughCrossing",
535
+ "9": "AtCrossing",
536
+ A: "GoodForTime",
537
+ B: "GoodForAuction",
538
+ C: "GoodForMonth"
539
+ };
540
+ const handlInstNames = {
541
+ "1": "AutomatedExecutionNoIntervention",
542
+ "2": "AutomatedExecutionInterventionOK",
543
+ "3": "ManualOrder"
544
+ };
545
+ return {
546
+ content: [
547
+ {
548
+ type: "text",
549
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
550
+
551
+ Parameters verified:
552
+ - ClOrdID: ${args.clOrdID}
553
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
554
+ - Quantity: ${args.quantity}
555
+ - Price: ${args.price}
556
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
557
+ - Side: ${args.side} (${sideNames[args.side]})
558
+ - Symbol: ${args.symbol}
559
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
560
+
561
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
562
+ uri: "verifyOrder"
563
+ }
564
+ ]
565
+ };
566
+ } catch (error) {
567
+ return {
568
+ content: [
569
+ {
570
+ type: "text",
571
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
572
+ uri: "verifyOrder"
573
+ }
574
+ ],
575
+ isError: true
576
+ };
577
+ }
578
+ case "executeOrder":
579
+ try {
580
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
581
+ if (!verifiedOrder) {
582
+ return {
583
+ content: [
584
+ {
585
+ type: "text",
586
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
587
+ uri: "executeOrder"
588
+ }
589
+ ],
590
+ isError: true
591
+ };
592
+ }
593
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
594
+ return {
595
+ content: [
596
+ {
597
+ type: "text",
598
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
599
+ uri: "executeOrder"
600
+ }
601
+ ],
602
+ isError: true
603
+ };
604
+ }
605
+ const response = new Promise((resolve) => {
606
+ this.pendingRequests.set(args.clOrdID, resolve);
607
+ });
608
+ const order = this.parser?.createMessage(
609
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
610
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
611
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
612
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
613
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
614
+ new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
615
+ new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
616
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
617
+ new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
618
+ new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
619
+ new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
620
+ new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
621
+ new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
622
+ new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
623
+ );
624
+ if (!this.parser?.connected) {
625
+ return {
626
+ content: [
627
+ {
628
+ type: "text",
629
+ text: "Error: Not connected. Ignoring message.",
630
+ uri: "executeOrder"
631
+ }
632
+ ],
633
+ isError: true
634
+ };
635
+ }
636
+ this.parser?.send(order);
637
+ const fixData = await response;
638
+ this.verifiedOrders.delete(args.clOrdID);
639
+ return {
640
+ content: [
641
+ {
642
+ type: "text",
643
+ text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
644
+ uri: "executeOrder"
645
+ }
646
+ ]
647
+ };
648
+ } catch (error) {
649
+ return {
650
+ content: [
651
+ {
652
+ type: "text",
653
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
654
+ uri: "executeOrder"
655
+ }
656
+ ],
657
+ isError: true
658
+ };
659
+ }
660
+ case "marketDataRequest":
661
+ try {
662
+ const response = new Promise((resolve) => {
663
+ this.pendingRequests.set(args.mdReqID, resolve);
664
+ });
665
+ const messageFields = [
666
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
667
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
668
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
669
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
670
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
671
+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
672
+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
673
+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
674
+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
675
+ ];
676
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
677
+ args.symbols.forEach((symbol) => {
678
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
679
+ });
680
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
681
+ args.mdEntryTypes.forEach((entryType) => {
682
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
683
+ });
684
+ const mdr = this.parser?.createMessage(...messageFields);
685
+ if (!this.parser?.connected) {
686
+ return {
687
+ content: [
688
+ {
689
+ type: "text",
690
+ text: "Error: Not connected. Ignoring message.",
691
+ uri: "marketDataRequest"
692
+ }
693
+ ],
694
+ isError: true
695
+ };
696
+ }
697
+ this.parser?.send(mdr);
698
+ const fixData = await response;
699
+ return {
700
+ content: [
701
+ {
702
+ type: "text",
703
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
704
+ uri: "marketDataRequest"
705
+ }
706
+ ]
707
+ };
708
+ } catch (error) {
709
+ return {
710
+ content: [
711
+ {
712
+ type: "text",
713
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
714
+ uri: "marketDataRequest"
715
+ }
716
+ ],
717
+ isError: true
718
+ };
719
+ }
720
+ case "getStockGraph":
721
+ try {
722
+ const symbol = args.symbol;
723
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
724
+ if (priceHistory.length === 0) {
725
+ return {
726
+ content: [
727
+ {
728
+ type: "text",
729
+ text: `No price data available for ${symbol}`,
730
+ uri: "getStockGraph"
731
+ }
732
+ ]
733
+ };
734
+ }
735
+ const width = 600;
736
+ const height = 300;
737
+ const padding = 40;
738
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
739
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
740
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
741
+ const yScale = (height - 2 * padding) / (yMax - yMin);
742
+ const points = priceHistory.map((d, i) => {
743
+ const x = padding + i * xScale;
744
+ const y = height - padding - (d.price - yMin) * yScale;
745
+ return `${x},${y}`;
746
+ }).join(" L ");
747
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
748
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
749
+ <!-- Background -->
750
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
751
+
752
+ <!-- Grid lines -->
753
+ <g stroke="#e9ecef" stroke-width="1">
754
+ ${Array.from({ length: 5 }, (_, i) => {
755
+ const y = padding + (height - 2 * padding) * i / 4;
756
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
757
+ }).join("\n")}
758
+ </g>
759
+
760
+ <!-- Price line -->
761
+ <path d="M ${points}"
762
+ fill="none"
763
+ stroke="#007bff"
764
+ stroke-width="2"/>
765
+
766
+ <!-- Data points -->
767
+ ${priceHistory.map((d, i) => {
768
+ const x = padding + i * xScale;
769
+ const y = height - padding - (d.price - yMin) * yScale;
770
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
771
+ }).join("\n")}
772
+
773
+ <!-- Labels -->
774
+ <g font-family="Arial" font-size="12" fill="#495057">
775
+ ${Array.from({ length: 5 }, (_, i) => {
776
+ const x = padding + (width - 2 * padding) * i / 4;
777
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
778
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
779
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
780
+ }).join("\n")}
781
+ ${Array.from({ length: 5 }, (_, i) => {
782
+ const y = padding + (height - 2 * padding) * i / 4;
783
+ const price = yMax - (yMax - yMin) * i / 4;
784
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
785
+ }).join("\n")}
786
+ </g>
787
+
788
+ <!-- Title -->
789
+ <text x="${width / 2}" y="${padding / 2}"
790
+ font-family="Arial" font-size="16" font-weight="bold"
791
+ text-anchor="middle" fill="#212529">
792
+ ${symbol} - Price Chart (${priceHistory.length} points)
793
+ </text>
794
+ </svg>`;
795
+ return {
796
+ content: [
797
+ {
798
+ type: "text",
799
+ text: svg,
800
+ uri: "getStockGraph"
801
+ }
802
+ ]
803
+ };
804
+ } catch (error) {
805
+ return {
806
+ content: [
807
+ {
808
+ type: "text",
809
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
810
+ uri: "getStockGraph"
811
+ }
812
+ ],
813
+ isError: true
814
+ };
815
+ }
816
+ case "getStockPriceHistory":
817
+ try {
818
+ const symbol = args.symbol;
819
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
820
+ if (priceHistory.length === 0) {
821
+ return {
822
+ content: [
823
+ {
824
+ type: "text",
825
+ text: `No price data available for ${symbol}`,
826
+ uri: "getStockPriceHistory"
827
+ }
828
+ ]
829
+ };
830
+ }
831
+ return {
832
+ content: [
833
+ {
834
+ type: "text",
835
+ text: JSON.stringify(
836
+ {
837
+ symbol,
838
+ count: priceHistory.length,
839
+ prices: priceHistory.map((point) => ({
840
+ timestamp: new Date(point.timestamp).toISOString(),
841
+ price: point.price
842
+ }))
843
+ },
844
+ null,
845
+ 2
846
+ ),
847
+ uri: "getStockPriceHistory"
848
+ }
849
+ ]
850
+ };
851
+ } catch (error) {
852
+ return {
853
+ content: [
854
+ {
855
+ type: "text",
856
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
857
+ uri: "getStockPriceHistory"
858
+ }
859
+ ],
860
+ isError: true
861
+ };
862
+ }
863
+ default:
864
+ return {
865
+ content: [
866
+ {
867
+ type: "text",
868
+ text: `Tool not found: ${name}`,
869
+ uri: name
870
+ }
871
+ ],
872
+ isError: true
873
+ };
960
874
  }
961
- const result = await handler(args);
962
- return {
963
- content: result.content,
964
- isError: result.isError
965
- };
966
875
  }
967
876
  );
968
877
  process.on("SIGINT", async () => {