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.
@@ -1,10 +1,8 @@
1
1
  // src/MCPLocal.ts
2
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  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
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+ import { Field, Fields, Messages } from "fixparser";
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  import { z } from "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",
@@ -204,12 +202,12 @@ 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: {
@@ -233,532 +231,6 @@ 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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- import { Field, Fields, MDEntryType, Messages } from "fixparser";
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- import QuickChart from "quickchart-js";
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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 || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
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- const messageFields = [
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- new Field(Fields.MsgType, Messages.MarketDataRequest),
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- new Field(Fields.SenderCompID, parser.sender),
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- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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- new Field(Fields.TargetCompID, parser.target),
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- new Field(Fields.SendingTime, parser.getTimestamp()),
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- new Field(Fields.MDReqID, args.mdReqID),
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- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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- new Field(Fields.MarketDepth, 0),
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- new Field(Fields.MDUpdateType, args.mdUpdateType)
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- ];
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- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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- args.symbols.forEach((symbol) => {
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- messageFields.push(new Field(Fields.Symbol, symbol));
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- });
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- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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- entryTypes.forEach((entryType) => {
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- messageFields.push(new Field(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 QuickChart();
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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) => {
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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: "getStockPriceHistory"
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- }
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- ]
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- };
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- }
426
- return {
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- content: [
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- {
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- type: "text",
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- 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"
446
- }
447
- ]
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- };
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- } catch (error) {
450
- return {
451
- content: [
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- {
453
- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
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- uri: "getStockPriceHistory"
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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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- };
463
-
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- // src/tools/order.ts
465
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
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- 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",
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- Q: "CounterOrderSelection",
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- R: "StopOnBidOrOffer",
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- S: "StopLimitOnBidOrOffer"
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- };
494
- var sideNames = {
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- "1": "Buy",
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- "2": "Sell",
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- "3": "BuyMinus",
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- "4": "SellPlus",
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- "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",
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- D: "Subscribe",
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- E: "Redeem",
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- F: "Lend",
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- G: "Borrow",
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- H: "SellUndisclosed"
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- };
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- var timeInForceNames = {
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- "0": "Day",
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- "1": "GoodTillCancel",
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- "2": "AtTheOpening",
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- "3": "ImmediateOrCancel",
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- "4": "FillOrKill",
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- "5": "GoodTillCrossing",
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- "6": "GoodTillDate",
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- "7": "AtTheClose",
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- "8": "GoodThroughCrossing",
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- "9": "AtCrossing",
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- A: "GoodForTime",
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- B: "GoodForAuction",
526
- C: "GoodForMonth"
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- };
528
- var handlInstNames = {
529
- "1": "AutomatedExecutionNoIntervention",
530
- "2": "AutomatedExecutionInterventionOK",
531
- "3": "ManualOrder"
532
- };
533
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
534
- return async (args) => {
535
- try {
536
- verifiedOrders.set(args.clOrdID, {
537
- clOrdID: args.clOrdID,
538
- handlInst: args.handlInst,
539
- quantity: Number.parseFloat(String(args.quantity)),
540
- price: Number.parseFloat(String(args.price)),
541
- ordType: args.ordType,
542
- side: args.side,
543
- symbol: args.symbol,
544
- timeInForce: args.timeInForce
545
- });
546
- return {
547
- content: [
548
- {
549
- type: "text",
550
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
551
-
552
- Parameters verified:
553
- - ClOrdID: ${args.clOrdID}
554
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
555
- - Quantity: ${args.quantity}
556
- - Price: ${args.price}
557
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
558
- - Side: ${args.side} (${sideNames[args.side]})
559
- - Symbol: ${args.symbol}
560
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
561
-
562
- To execute this order, call the executeOrder tool with these exact same parameters.`,
563
- uri: "verifyOrder"
564
- }
565
- ]
566
- };
567
- } catch (error) {
568
- return {
569
- content: [
570
- {
571
- type: "text",
572
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
573
- uri: "verifyOrder"
574
- }
575
- ],
576
- isError: true
577
- };
578
- }
579
- };
580
- };
581
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
582
- return async (args) => {
583
- try {
584
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
585
- if (!verifiedOrder) {
586
- return {
587
- content: [
588
- {
589
- type: "text",
590
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
591
- uri: "executeOrder"
592
- }
593
- ],
594
- isError: true
595
- };
596
- }
597
- 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) {
598
- return {
599
- content: [
600
- {
601
- type: "text",
602
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
603
- uri: "executeOrder"
604
- }
605
- ],
606
- isError: true
607
- };
608
- }
609
- const response = new Promise((resolve) => {
610
- pendingRequests.set(args.clOrdID, resolve);
611
- });
612
- const order = parser.createMessage(
613
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
614
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
615
- new Field2(Fields2.SenderCompID, parser.sender),
616
- new Field2(Fields2.TargetCompID, parser.target),
617
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
618
- new Field2(Fields2.ClOrdID, args.clOrdID),
619
- new Field2(Fields2.Side, args.side),
620
- new Field2(Fields2.Symbol, args.symbol),
621
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
622
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
623
- new Field2(Fields2.OrdType, args.ordType),
624
- new Field2(Fields2.HandlInst, args.handlInst),
625
- new Field2(Fields2.TimeInForce, args.timeInForce),
626
- new Field2(Fields2.TransactTime, parser.getTimestamp())
627
- );
628
- if (!parser.connected) {
629
- return {
630
- content: [
631
- {
632
- type: "text",
633
- text: "Error: Not connected. Ignoring message.",
634
- uri: "executeOrder"
635
- }
636
- ],
637
- isError: true
638
- };
639
- }
640
- parser.send(order);
641
- const fixData = await response;
642
- verifiedOrders.delete(args.clOrdID);
643
- return {
644
- content: [
645
- {
646
- type: "text",
647
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
648
- uri: "executeOrder"
649
- }
650
- ]
651
- };
652
- } catch (error) {
653
- return {
654
- content: [
655
- {
656
- type: "text",
657
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
658
- uri: "executeOrder"
659
- }
660
- ],
661
- isError: true
662
- };
663
- }
664
- };
665
- };
666
-
667
- // src/tools/parse.ts
668
- var createParseHandler = (parser) => {
669
- return async (args) => {
670
- try {
671
- const parsedMessage = parser.parse(args.fixString);
672
- if (!parsedMessage || parsedMessage.length === 0) {
673
- return {
674
- content: [
675
- {
676
- type: "text",
677
- text: "Error: Failed to parse FIX string",
678
- uri: "parse"
679
- }
680
- ],
681
- isError: true
682
- };
683
- }
684
- return {
685
- content: [
686
- {
687
- type: "text",
688
- text: `${parsedMessage[0].description}
689
- ${parsedMessage[0].messageTypeDescription}`,
690
- uri: "parse"
691
- }
692
- ]
693
- };
694
- } catch (error) {
695
- return {
696
- content: [
697
- {
698
- type: "text",
699
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
700
- uri: "parse"
701
- }
702
- ],
703
- isError: true
704
- };
705
- }
706
- };
707
- };
708
-
709
- // src/tools/parseToJSON.ts
710
- var createParseToJSONHandler = (parser) => {
711
- return async (args) => {
712
- try {
713
- const parsedMessage = parser.parse(args.fixString);
714
- if (!parsedMessage || parsedMessage.length === 0) {
715
- return {
716
- content: [
717
- {
718
- type: "text",
719
- text: "Error: Failed to parse FIX string",
720
- uri: "parseToJSON"
721
- }
722
- ],
723
- isError: true
724
- };
725
- }
726
- return {
727
- content: [
728
- {
729
- type: "text",
730
- text: `${parsedMessage[0].toFIXJSON()}`,
731
- uri: "parseToJSON"
732
- }
733
- ]
734
- };
735
- } catch (error) {
736
- return {
737
- content: [
738
- {
739
- type: "text",
740
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
741
- uri: "parseToJSON"
742
- }
743
- ],
744
- isError: true
745
- };
746
- }
747
- };
748
- };
749
-
750
- // src/tools/index.ts
751
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
752
- parse: createParseHandler(parser),
753
- parseToJSON: createParseToJSONHandler(parser),
754
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
755
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
756
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
757
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
758
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
759
- });
760
-
761
- // src/MCPLocal.ts
762
234
  var MCPLocal = class {
763
235
  parser;
764
236
  server = new Server(
@@ -785,6 +257,7 @@ var MCPLocal = class {
785
257
  onReady = void 0;
786
258
  pendingRequests = /* @__PURE__ */ new Map();
787
259
  verifiedOrders = /* @__PURE__ */ new Map();
260
+ // Store market data prices with timestamps
788
261
  marketDataPrices = /* @__PURE__ */ new Map();
789
262
  MAX_PRICE_HISTORY = 1e5;
790
263
  // Maximum number of price points to store per symbol
@@ -799,63 +272,50 @@ var MCPLocal = class {
799
272
  message: `MCP Server received message: ${message.messageType}: ${message.description}`
800
273
  });
801
274
  const msgType = message.messageType;
802
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
275
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
803
276
  this.parser?.logger.log({
804
277
  level: "info",
805
278
  message: `MCP Server handling message type: ${msgType}`
806
279
  });
807
280
  let id;
808
- if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
809
- const symbol = message.getField(Fields3.Symbol);
810
- const entryType = message.getField(Fields3.MDEntryType);
811
- const price = message.getField(Fields3.MDEntryPx);
812
- const size = message.getField(Fields3.MDEntrySize);
813
- const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
281
+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
282
+ const symbol = message.getField(Fields.Symbol);
283
+ const price = message.getField(Fields.MDEntryPx);
284
+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
814
285
  if (symbol?.value && price?.value) {
815
286
  const symbolStr = String(symbol.value);
816
287
  const priceNum = Number(price.value);
817
- const sizeNum = size?.value ? Number(size.value) : 0;
818
288
  const priceHistory = this.marketDataPrices.get(symbolStr) || [];
819
- const lastEntry = priceHistory[priceHistory.length - 1] || {
820
- timestamp: 0,
821
- bid: 0,
822
- offer: 0,
823
- spread: 0,
824
- volume: 0
825
- };
826
- const newEntry = {
289
+ priceHistory.push({
827
290
  timestamp: Number(timestamp),
828
- bid: entryType?.value === MDEntryType2.Bid ? priceNum : lastEntry.bid,
829
- offer: entryType?.value === MDEntryType2.Offer ? priceNum : lastEntry.offer,
830
- spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
831
- volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
832
- };
833
- priceHistory.push(newEntry);
291
+ price: priceNum
292
+ });
834
293
  if (priceHistory.length > this.MAX_PRICE_HISTORY) {
835
294
  priceHistory.shift();
836
295
  }
837
296
  this.marketDataPrices.set(symbolStr, priceHistory);
838
297
  this.parser?.logger.log({
839
298
  level: "info",
840
- message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
299
+ message: `MCP Server added ${symbol}: ${priceNum}`
841
300
  });
842
301
  this.server.notification({
843
302
  method: "priceUpdate",
844
303
  params: {
845
304
  symbol: symbolStr,
846
- ...newEntry
305
+ price: priceNum,
306
+ timestamp: Number(timestamp)
847
307
  }
848
308
  });
849
309
  }
850
310
  }
851
- if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
852
- const mdReqID = message.getField(Fields3.MDReqID);
311
+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
312
+ const mdReqID = message.getField(Fields.MDReqID);
853
313
  if (mdReqID) id = String(mdReqID.value);
854
- } else if (msgType === Messages3.ExecutionReport) {
855
- const clOrdID = message.getField(Fields3.ClOrdID);
314
+ } else if (msgType === Messages.ExecutionReport) {
315
+ const clOrdID = message.getField(Fields.ClOrdID);
856
316
  if (clOrdID) id = String(clOrdID.value);
857
- } else if (msgType === Messages3.Reject) {
858
- const refSeqNum = message.getField(Fields3.RefSeqNum);
317
+ } else if (msgType === Messages.Reject) {
318
+ const refSeqNum = message.getField(Fields.RefSeqNum);
859
319
  if (refSeqNum) id = String(refSeqNum.value);
860
320
  }
861
321
  if (id) {
@@ -905,30 +365,489 @@ var MCPLocal = class {
905
365
  }),
906
366
  async (request, extra) => {
907
367
  const { name, arguments: args } = request.params;
908
- const toolHandlers = createToolHandlers(
909
- this.parser,
910
- this.verifiedOrders,
911
- this.pendingRequests,
912
- this.marketDataPrices
913
- );
914
- const handler = toolHandlers[name];
915
- if (!handler) {
916
- return {
917
- content: [
918
- {
919
- type: "text",
920
- text: `Tool not found: ${name}`,
921
- uri: name
368
+ switch (name) {
369
+ case "parse":
370
+ try {
371
+ const parsedMessage = this.parser?.parse(args.fixString);
372
+ if (!parsedMessage || parsedMessage.length === 0) {
373
+ return {
374
+ content: [
375
+ {
376
+ type: "text",
377
+ text: "Error: Failed to parse FIX string",
378
+ uri: "parse"
379
+ }
380
+ ],
381
+ isError: true
382
+ };
922
383
  }
923
- ],
924
- isError: true
925
- };
384
+ return {
385
+ content: [
386
+ {
387
+ type: "text",
388
+ text: `${parsedMessage[0].description}
389
+ ${parsedMessage[0].messageTypeDescription}`,
390
+ uri: "parse"
391
+ }
392
+ ]
393
+ };
394
+ } catch (error) {
395
+ return {
396
+ content: [
397
+ {
398
+ type: "text",
399
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
400
+ uri: "parse"
401
+ }
402
+ ],
403
+ isError: true
404
+ };
405
+ }
406
+ case "parseToJSON":
407
+ try {
408
+ const parsedMessage = this.parser?.parse(args.fixString);
409
+ if (!parsedMessage || parsedMessage.length === 0) {
410
+ return {
411
+ content: [
412
+ {
413
+ type: "text",
414
+ text: "Error: Failed to parse FIX string",
415
+ uri: "parseToJSON"
416
+ }
417
+ ],
418
+ isError: true
419
+ };
420
+ }
421
+ return {
422
+ content: [
423
+ {
424
+ type: "text",
425
+ text: `${parsedMessage[0].toFIXJSON()}`,
426
+ uri: "parseToJSON"
427
+ }
428
+ ]
429
+ };
430
+ } catch (error) {
431
+ return {
432
+ content: [
433
+ {
434
+ type: "text",
435
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
436
+ uri: "parseToJSON"
437
+ }
438
+ ],
439
+ isError: true
440
+ };
441
+ }
442
+ case "verifyOrder":
443
+ try {
444
+ this.verifiedOrders.set(args.clOrdID, {
445
+ clOrdID: args.clOrdID,
446
+ handlInst: args.handlInst,
447
+ quantity: Number.parseFloat(args.quantity),
448
+ price: Number.parseFloat(args.price),
449
+ ordType: args.ordType,
450
+ side: args.side,
451
+ symbol: args.symbol,
452
+ timeInForce: args.timeInForce
453
+ });
454
+ const ordTypeNames = {
455
+ "1": "Market",
456
+ "2": "Limit",
457
+ "3": "Stop",
458
+ "4": "StopLimit",
459
+ "5": "MarketOnClose",
460
+ "6": "WithOrWithout",
461
+ "7": "LimitOrBetter",
462
+ "8": "LimitWithOrWithout",
463
+ "9": "OnBasis",
464
+ A: "OnClose",
465
+ B: "LimitOnClose",
466
+ C: "ForexMarket",
467
+ D: "PreviouslyQuoted",
468
+ E: "PreviouslyIndicated",
469
+ F: "ForexLimit",
470
+ G: "ForexSwap",
471
+ H: "ForexPreviouslyQuoted",
472
+ I: "Funari",
473
+ J: "MarketIfTouched",
474
+ K: "MarketWithLeftOverAsLimit",
475
+ L: "PreviousFundValuationPoint",
476
+ M: "NextFundValuationPoint",
477
+ P: "Pegged",
478
+ Q: "CounterOrderSelection",
479
+ R: "StopOnBidOrOffer",
480
+ S: "StopLimitOnBidOrOffer"
481
+ };
482
+ const sideNames = {
483
+ "1": "Buy",
484
+ "2": "Sell",
485
+ "3": "BuyMinus",
486
+ "4": "SellPlus",
487
+ "5": "SellShort",
488
+ "6": "SellShortExempt",
489
+ "7": "Undisclosed",
490
+ "8": "Cross",
491
+ "9": "CrossShort",
492
+ A: "CrossShortExempt",
493
+ B: "AsDefined",
494
+ C: "Opposite",
495
+ D: "Subscribe",
496
+ E: "Redeem",
497
+ F: "Lend",
498
+ G: "Borrow",
499
+ H: "SellUndisclosed"
500
+ };
501
+ const timeInForceNames = {
502
+ "0": "Day",
503
+ "1": "GoodTillCancel",
504
+ "2": "AtTheOpening",
505
+ "3": "ImmediateOrCancel",
506
+ "4": "FillOrKill",
507
+ "5": "GoodTillCrossing",
508
+ "6": "GoodTillDate",
509
+ "7": "AtTheClose",
510
+ "8": "GoodThroughCrossing",
511
+ "9": "AtCrossing",
512
+ A: "GoodForTime",
513
+ B: "GoodForAuction",
514
+ C: "GoodForMonth"
515
+ };
516
+ const handlInstNames = {
517
+ "1": "AutomatedExecutionNoIntervention",
518
+ "2": "AutomatedExecutionInterventionOK",
519
+ "3": "ManualOrder"
520
+ };
521
+ return {
522
+ content: [
523
+ {
524
+ type: "text",
525
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
526
+
527
+ Parameters verified:
528
+ - ClOrdID: ${args.clOrdID}
529
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
530
+ - Quantity: ${args.quantity}
531
+ - Price: ${args.price}
532
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
533
+ - Side: ${args.side} (${sideNames[args.side]})
534
+ - Symbol: ${args.symbol}
535
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
536
+
537
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
538
+ uri: "verifyOrder"
539
+ }
540
+ ]
541
+ };
542
+ } catch (error) {
543
+ return {
544
+ content: [
545
+ {
546
+ type: "text",
547
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
548
+ uri: "verifyOrder"
549
+ }
550
+ ],
551
+ isError: true
552
+ };
553
+ }
554
+ case "executeOrder":
555
+ try {
556
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
557
+ if (!verifiedOrder) {
558
+ return {
559
+ content: [
560
+ {
561
+ type: "text",
562
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
563
+ uri: "executeOrder"
564
+ }
565
+ ],
566
+ isError: true
567
+ };
568
+ }
569
+ 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) {
570
+ return {
571
+ content: [
572
+ {
573
+ type: "text",
574
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
575
+ uri: "executeOrder"
576
+ }
577
+ ],
578
+ isError: true
579
+ };
580
+ }
581
+ const response = new Promise((resolve) => {
582
+ this.pendingRequests.set(args.clOrdID, resolve);
583
+ });
584
+ const order = this.parser?.createMessage(
585
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
586
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
587
+ new Field(Fields.SenderCompID, this.parser?.sender),
588
+ new Field(Fields.TargetCompID, this.parser?.target),
589
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
590
+ new Field(Fields.ClOrdID, args.clOrdID),
591
+ new Field(Fields.Side, args.side),
592
+ new Field(Fields.Symbol, args.symbol),
593
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
594
+ new Field(Fields.Price, Number.parseFloat(args.price)),
595
+ new Field(Fields.OrdType, args.ordType),
596
+ new Field(Fields.HandlInst, args.handlInst),
597
+ new Field(Fields.TimeInForce, args.timeInForce),
598
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
599
+ );
600
+ if (!this.parser?.connected) {
601
+ return {
602
+ content: [
603
+ {
604
+ type: "text",
605
+ text: "Error: Not connected. Ignoring message.",
606
+ uri: "executeOrder"
607
+ }
608
+ ],
609
+ isError: true
610
+ };
611
+ }
612
+ this.parser?.send(order);
613
+ const fixData = await response;
614
+ this.verifiedOrders.delete(args.clOrdID);
615
+ return {
616
+ content: [
617
+ {
618
+ type: "text",
619
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
620
+ uri: "executeOrder"
621
+ }
622
+ ]
623
+ };
624
+ } catch (error) {
625
+ return {
626
+ content: [
627
+ {
628
+ type: "text",
629
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
630
+ uri: "executeOrder"
631
+ }
632
+ ],
633
+ isError: true
634
+ };
635
+ }
636
+ case "marketDataRequest":
637
+ try {
638
+ const response = new Promise((resolve) => {
639
+ this.pendingRequests.set(args.mdReqID, resolve);
640
+ });
641
+ const messageFields = [
642
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
643
+ new Field(Fields.SenderCompID, this.parser?.sender),
644
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
645
+ new Field(Fields.TargetCompID, this.parser?.target),
646
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
647
+ new Field(Fields.MDReqID, args.mdReqID),
648
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
649
+ new Field(Fields.MarketDepth, 0),
650
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
651
+ ];
652
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
653
+ args.symbols.forEach((symbol) => {
654
+ messageFields.push(new Field(Fields.Symbol, symbol));
655
+ });
656
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
657
+ args.mdEntryTypes.forEach((entryType) => {
658
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
659
+ });
660
+ const mdr = this.parser?.createMessage(...messageFields);
661
+ if (!this.parser?.connected) {
662
+ return {
663
+ content: [
664
+ {
665
+ type: "text",
666
+ text: "Error: Not connected. Ignoring message.",
667
+ uri: "marketDataRequest"
668
+ }
669
+ ],
670
+ isError: true
671
+ };
672
+ }
673
+ this.parser?.send(mdr);
674
+ const fixData = await response;
675
+ return {
676
+ content: [
677
+ {
678
+ type: "text",
679
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
680
+ uri: "marketDataRequest"
681
+ }
682
+ ]
683
+ };
684
+ } catch (error) {
685
+ return {
686
+ content: [
687
+ {
688
+ type: "text",
689
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
690
+ uri: "marketDataRequest"
691
+ }
692
+ ],
693
+ isError: true
694
+ };
695
+ }
696
+ case "getStockGraph":
697
+ try {
698
+ const symbol = args.symbol;
699
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
700
+ if (priceHistory.length === 0) {
701
+ return {
702
+ content: [
703
+ {
704
+ type: "text",
705
+ text: `No price data available for ${symbol}`,
706
+ uri: "getStockGraph"
707
+ }
708
+ ]
709
+ };
710
+ }
711
+ const width = 600;
712
+ const height = 300;
713
+ const padding = 40;
714
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
715
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
716
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
717
+ const yScale = (height - 2 * padding) / (yMax - yMin);
718
+ const points = priceHistory.map((d, i) => {
719
+ const x = padding + i * xScale;
720
+ const y = height - padding - (d.price - yMin) * yScale;
721
+ return `${x},${y}`;
722
+ }).join(" L ");
723
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
724
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
725
+ <!-- Background -->
726
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
727
+
728
+ <!-- Grid lines -->
729
+ <g stroke="#e9ecef" stroke-width="1">
730
+ ${Array.from({ length: 5 }, (_, i) => {
731
+ const y = padding + (height - 2 * padding) * i / 4;
732
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
733
+ }).join("\n")}
734
+ </g>
735
+
736
+ <!-- Price line -->
737
+ <path d="M ${points}"
738
+ fill="none"
739
+ stroke="#007bff"
740
+ stroke-width="2"/>
741
+
742
+ <!-- Data points -->
743
+ ${priceHistory.map((d, i) => {
744
+ const x = padding + i * xScale;
745
+ const y = height - padding - (d.price - yMin) * yScale;
746
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
747
+ }).join("\n")}
748
+
749
+ <!-- Labels -->
750
+ <g font-family="Arial" font-size="12" fill="#495057">
751
+ ${Array.from({ length: 5 }, (_, i) => {
752
+ const x = padding + (width - 2 * padding) * i / 4;
753
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
754
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
755
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
756
+ }).join("\n")}
757
+ ${Array.from({ length: 5 }, (_, i) => {
758
+ const y = padding + (height - 2 * padding) * i / 4;
759
+ const price = yMax - (yMax - yMin) * i / 4;
760
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
761
+ }).join("\n")}
762
+ </g>
763
+
764
+ <!-- Title -->
765
+ <text x="${width / 2}" y="${padding / 2}"
766
+ font-family="Arial" font-size="16" font-weight="bold"
767
+ text-anchor="middle" fill="#212529">
768
+ ${symbol} - Price Chart (${priceHistory.length} points)
769
+ </text>
770
+ </svg>`;
771
+ return {
772
+ content: [
773
+ {
774
+ type: "text",
775
+ text: svg,
776
+ uri: "getStockGraph"
777
+ }
778
+ ]
779
+ };
780
+ } catch (error) {
781
+ return {
782
+ content: [
783
+ {
784
+ type: "text",
785
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
786
+ uri: "getStockGraph"
787
+ }
788
+ ],
789
+ isError: true
790
+ };
791
+ }
792
+ case "getStockPriceHistory":
793
+ try {
794
+ const symbol = args.symbol;
795
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
796
+ if (priceHistory.length === 0) {
797
+ return {
798
+ content: [
799
+ {
800
+ type: "text",
801
+ text: `No price data available for ${symbol}`,
802
+ uri: "getStockPriceHistory"
803
+ }
804
+ ]
805
+ };
806
+ }
807
+ return {
808
+ content: [
809
+ {
810
+ type: "text",
811
+ text: JSON.stringify(
812
+ {
813
+ symbol,
814
+ count: priceHistory.length,
815
+ prices: priceHistory.map((point) => ({
816
+ timestamp: new Date(point.timestamp).toISOString(),
817
+ price: point.price
818
+ }))
819
+ },
820
+ null,
821
+ 2
822
+ ),
823
+ uri: "getStockPriceHistory"
824
+ }
825
+ ]
826
+ };
827
+ } catch (error) {
828
+ return {
829
+ content: [
830
+ {
831
+ type: "text",
832
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
833
+ uri: "getStockPriceHistory"
834
+ }
835
+ ],
836
+ isError: true
837
+ };
838
+ }
839
+ default:
840
+ return {
841
+ content: [
842
+ {
843
+ type: "text",
844
+ text: `Tool not found: ${name}`,
845
+ uri: name
846
+ }
847
+ ],
848
+ isError: true
849
+ };
926
850
  }
927
- const result = await handler(args);
928
- return {
929
- content: result.content,
930
- isError: result.isError
931
- };
932
851
  }
933
852
  );
934
853
  process.on("SIGINT", async () => {