fixparser-plugin-mcp 9.1.7-14636c8f → 9.1.7-1736d80f
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.
- package/build/cjs/MCPLocal.js +603 -504
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/esm/MCPLocal.mjs +593 -504
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +12 -47
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +8 -43
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +5 -4
- package/types/schemas/index.d.ts +15 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,7 +1,9 @@
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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)
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@@ -15,6 +17,14 @@ 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
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@@ -25,8 +35,10 @@ __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
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var import_fixparser3 = require("fixparser");
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var import_zod = require("zod");
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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@@ -226,12 +238,12 @@ 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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-
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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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@@ -255,6 +267,540 @@ var toolSchemas = {
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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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401
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options: {
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402
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responsive: true,
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403
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plugins: {
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404
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title: {
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405
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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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416
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chart.setConfig(config);
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417
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const imageBuffer = await chart.toBinary();
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418
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const base64Image = imageBuffer.toString("base64");
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return {
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420
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content: [
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{
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type: "image",
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data: `image/png;base64, ${base64Image}`,
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424
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mimeType: "image/png"
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}
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426
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// {
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427
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// type: 'image',
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428
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// image: {
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429
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// source: {
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430
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// filename: 'graph.png',
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431
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// data: `data:image/png;base64,${base64Image}`,
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432
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// },
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433
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// },
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434
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// mimeType: 'image/png',
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435
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// },
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436
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]
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437
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};
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438
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} catch (error) {
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439
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return {
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440
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content: [
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441
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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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444
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uri: "getStockGraph"
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445
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}
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446
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],
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447
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isError: true
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448
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};
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449
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}
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};
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451
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};
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452
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var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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453
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return async (args) => {
|
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454
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try {
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455
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const symbol = args.symbol;
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456
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const priceHistory = marketDataPrices.get(symbol) || [];
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457
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+
if (priceHistory.length === 0) {
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458
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return {
|
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459
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content: [
|
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460
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{
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461
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type: "text",
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462
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text: `No price data available for ${symbol}`,
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463
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uri: "getStockPriceHistory"
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464
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+
}
|
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465
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]
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466
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};
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467
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}
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468
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return {
|
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469
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content: [
|
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470
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{
|
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471
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type: "text",
|
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472
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text: JSON.stringify(
|
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473
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{
|
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474
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symbol,
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475
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count: priceHistory.length,
|
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476
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data: priceHistory.map((point) => ({
|
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477
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timestamp: new Date(point.timestamp).toISOString(),
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478
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bid: point.bid,
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479
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offer: point.offer,
|
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480
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+
spread: point.spread,
|
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481
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+
volume: point.volume
|
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482
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+
}))
|
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483
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+
},
|
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484
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+
null,
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485
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+
2
|
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486
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),
|
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487
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uri: "getStockPriceHistory"
|
|
488
|
+
}
|
|
489
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+
]
|
|
490
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+
};
|
|
491
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+
} catch (error) {
|
|
492
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+
return {
|
|
493
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+
content: [
|
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494
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+
{
|
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495
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+
type: "text",
|
|
496
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+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
497
|
+
uri: "getStockPriceHistory"
|
|
498
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+
}
|
|
499
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+
],
|
|
500
|
+
isError: true
|
|
501
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+
};
|
|
502
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+
}
|
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503
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+
};
|
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504
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+
};
|
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505
|
+
|
|
506
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+
// src/tools/order.ts
|
|
507
|
+
var import_fixparser2 = require("fixparser");
|
|
508
|
+
var ordTypeNames = {
|
|
509
|
+
"1": "Market",
|
|
510
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+
"2": "Limit",
|
|
511
|
+
"3": "Stop",
|
|
512
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+
"4": "StopLimit",
|
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513
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+
"5": "MarketOnClose",
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514
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+
"6": "WithOrWithout",
|
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515
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+
"7": "LimitOrBetter",
|
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516
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"8": "LimitWithOrWithout",
|
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517
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"9": "OnBasis",
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518
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+
A: "OnClose",
|
|
519
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B: "LimitOnClose",
|
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520
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+
C: "ForexMarket",
|
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521
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+
D: "PreviouslyQuoted",
|
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522
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+
E: "PreviouslyIndicated",
|
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523
|
+
F: "ForexLimit",
|
|
524
|
+
G: "ForexSwap",
|
|
525
|
+
H: "ForexPreviouslyQuoted",
|
|
526
|
+
I: "Funari",
|
|
527
|
+
J: "MarketIfTouched",
|
|
528
|
+
K: "MarketWithLeftOverAsLimit",
|
|
529
|
+
L: "PreviousFundValuationPoint",
|
|
530
|
+
M: "NextFundValuationPoint",
|
|
531
|
+
P: "Pegged",
|
|
532
|
+
Q: "CounterOrderSelection",
|
|
533
|
+
R: "StopOnBidOrOffer",
|
|
534
|
+
S: "StopLimitOnBidOrOffer"
|
|
535
|
+
};
|
|
536
|
+
var sideNames = {
|
|
537
|
+
"1": "Buy",
|
|
538
|
+
"2": "Sell",
|
|
539
|
+
"3": "BuyMinus",
|
|
540
|
+
"4": "SellPlus",
|
|
541
|
+
"5": "SellShort",
|
|
542
|
+
"6": "SellShortExempt",
|
|
543
|
+
"7": "Undisclosed",
|
|
544
|
+
"8": "Cross",
|
|
545
|
+
"9": "CrossShort",
|
|
546
|
+
A: "CrossShortExempt",
|
|
547
|
+
B: "AsDefined",
|
|
548
|
+
C: "Opposite",
|
|
549
|
+
D: "Subscribe",
|
|
550
|
+
E: "Redeem",
|
|
551
|
+
F: "Lend",
|
|
552
|
+
G: "Borrow",
|
|
553
|
+
H: "SellUndisclosed"
|
|
554
|
+
};
|
|
555
|
+
var timeInForceNames = {
|
|
556
|
+
"0": "Day",
|
|
557
|
+
"1": "GoodTillCancel",
|
|
558
|
+
"2": "AtTheOpening",
|
|
559
|
+
"3": "ImmediateOrCancel",
|
|
560
|
+
"4": "FillOrKill",
|
|
561
|
+
"5": "GoodTillCrossing",
|
|
562
|
+
"6": "GoodTillDate",
|
|
563
|
+
"7": "AtTheClose",
|
|
564
|
+
"8": "GoodThroughCrossing",
|
|
565
|
+
"9": "AtCrossing",
|
|
566
|
+
A: "GoodForTime",
|
|
567
|
+
B: "GoodForAuction",
|
|
568
|
+
C: "GoodForMonth"
|
|
569
|
+
};
|
|
570
|
+
var handlInstNames = {
|
|
571
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
572
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
573
|
+
"3": "ManualOrder"
|
|
574
|
+
};
|
|
575
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
576
|
+
return async (args) => {
|
|
577
|
+
try {
|
|
578
|
+
verifiedOrders.set(args.clOrdID, {
|
|
579
|
+
clOrdID: args.clOrdID,
|
|
580
|
+
handlInst: args.handlInst,
|
|
581
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
582
|
+
price: Number.parseFloat(String(args.price)),
|
|
583
|
+
ordType: args.ordType,
|
|
584
|
+
side: args.side,
|
|
585
|
+
symbol: args.symbol,
|
|
586
|
+
timeInForce: args.timeInForce
|
|
587
|
+
});
|
|
588
|
+
return {
|
|
589
|
+
content: [
|
|
590
|
+
{
|
|
591
|
+
type: "text",
|
|
592
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
593
|
+
|
|
594
|
+
Parameters verified:
|
|
595
|
+
- ClOrdID: ${args.clOrdID}
|
|
596
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
597
|
+
- Quantity: ${args.quantity}
|
|
598
|
+
- Price: ${args.price}
|
|
599
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
600
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
601
|
+
- Symbol: ${args.symbol}
|
|
602
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
603
|
+
|
|
604
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
605
|
+
uri: "verifyOrder"
|
|
606
|
+
}
|
|
607
|
+
]
|
|
608
|
+
};
|
|
609
|
+
} catch (error) {
|
|
610
|
+
return {
|
|
611
|
+
content: [
|
|
612
|
+
{
|
|
613
|
+
type: "text",
|
|
614
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
615
|
+
uri: "verifyOrder"
|
|
616
|
+
}
|
|
617
|
+
],
|
|
618
|
+
isError: true
|
|
619
|
+
};
|
|
620
|
+
}
|
|
621
|
+
};
|
|
622
|
+
};
|
|
623
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
624
|
+
return async (args) => {
|
|
625
|
+
try {
|
|
626
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
627
|
+
if (!verifiedOrder) {
|
|
628
|
+
return {
|
|
629
|
+
content: [
|
|
630
|
+
{
|
|
631
|
+
type: "text",
|
|
632
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
633
|
+
uri: "executeOrder"
|
|
634
|
+
}
|
|
635
|
+
],
|
|
636
|
+
isError: true
|
|
637
|
+
};
|
|
638
|
+
}
|
|
639
|
+
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) {
|
|
640
|
+
return {
|
|
641
|
+
content: [
|
|
642
|
+
{
|
|
643
|
+
type: "text",
|
|
644
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
645
|
+
uri: "executeOrder"
|
|
646
|
+
}
|
|
647
|
+
],
|
|
648
|
+
isError: true
|
|
649
|
+
};
|
|
650
|
+
}
|
|
651
|
+
const response = new Promise((resolve) => {
|
|
652
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
653
|
+
});
|
|
654
|
+
const order = parser.createMessage(
|
|
655
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
656
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
657
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
658
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
659
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
660
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
661
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
662
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
663
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
664
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
665
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
666
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
667
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
668
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
669
|
+
);
|
|
670
|
+
if (!parser.connected) {
|
|
671
|
+
return {
|
|
672
|
+
content: [
|
|
673
|
+
{
|
|
674
|
+
type: "text",
|
|
675
|
+
text: "Error: Not connected. Ignoring message.",
|
|
676
|
+
uri: "executeOrder"
|
|
677
|
+
}
|
|
678
|
+
],
|
|
679
|
+
isError: true
|
|
680
|
+
};
|
|
681
|
+
}
|
|
682
|
+
parser.send(order);
|
|
683
|
+
const fixData = await response;
|
|
684
|
+
verifiedOrders.delete(args.clOrdID);
|
|
685
|
+
return {
|
|
686
|
+
content: [
|
|
687
|
+
{
|
|
688
|
+
type: "text",
|
|
689
|
+
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())}`,
|
|
690
|
+
uri: "executeOrder"
|
|
691
|
+
}
|
|
692
|
+
]
|
|
693
|
+
};
|
|
694
|
+
} catch (error) {
|
|
695
|
+
return {
|
|
696
|
+
content: [
|
|
697
|
+
{
|
|
698
|
+
type: "text",
|
|
699
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
700
|
+
uri: "executeOrder"
|
|
701
|
+
}
|
|
702
|
+
],
|
|
703
|
+
isError: true
|
|
704
|
+
};
|
|
705
|
+
}
|
|
706
|
+
};
|
|
707
|
+
};
|
|
708
|
+
|
|
709
|
+
// src/tools/parse.ts
|
|
710
|
+
var createParseHandler = (parser) => {
|
|
711
|
+
return async (args) => {
|
|
712
|
+
try {
|
|
713
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
714
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
715
|
+
return {
|
|
716
|
+
content: [
|
|
717
|
+
{
|
|
718
|
+
type: "text",
|
|
719
|
+
text: "Error: Failed to parse FIX string",
|
|
720
|
+
uri: "parse"
|
|
721
|
+
}
|
|
722
|
+
],
|
|
723
|
+
isError: true
|
|
724
|
+
};
|
|
725
|
+
}
|
|
726
|
+
return {
|
|
727
|
+
content: [
|
|
728
|
+
{
|
|
729
|
+
type: "text",
|
|
730
|
+
text: `${parsedMessage[0].description}
|
|
731
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
732
|
+
uri: "parse"
|
|
733
|
+
}
|
|
734
|
+
]
|
|
735
|
+
};
|
|
736
|
+
} catch (error) {
|
|
737
|
+
return {
|
|
738
|
+
content: [
|
|
739
|
+
{
|
|
740
|
+
type: "text",
|
|
741
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
742
|
+
uri: "parse"
|
|
743
|
+
}
|
|
744
|
+
],
|
|
745
|
+
isError: true
|
|
746
|
+
};
|
|
747
|
+
}
|
|
748
|
+
};
|
|
749
|
+
};
|
|
750
|
+
|
|
751
|
+
// src/tools/parseToJSON.ts
|
|
752
|
+
var createParseToJSONHandler = (parser) => {
|
|
753
|
+
return async (args) => {
|
|
754
|
+
try {
|
|
755
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
756
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
757
|
+
return {
|
|
758
|
+
content: [
|
|
759
|
+
{
|
|
760
|
+
type: "text",
|
|
761
|
+
text: "Error: Failed to parse FIX string",
|
|
762
|
+
uri: "parseToJSON"
|
|
763
|
+
}
|
|
764
|
+
],
|
|
765
|
+
isError: true
|
|
766
|
+
};
|
|
767
|
+
}
|
|
768
|
+
return {
|
|
769
|
+
content: [
|
|
770
|
+
{
|
|
771
|
+
type: "text",
|
|
772
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
773
|
+
uri: "parseToJSON"
|
|
774
|
+
}
|
|
775
|
+
]
|
|
776
|
+
};
|
|
777
|
+
} catch (error) {
|
|
778
|
+
return {
|
|
779
|
+
content: [
|
|
780
|
+
{
|
|
781
|
+
type: "text",
|
|
782
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
783
|
+
uri: "parseToJSON"
|
|
784
|
+
}
|
|
785
|
+
],
|
|
786
|
+
isError: true
|
|
787
|
+
};
|
|
788
|
+
}
|
|
789
|
+
};
|
|
790
|
+
};
|
|
791
|
+
|
|
792
|
+
// src/tools/index.ts
|
|
793
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
794
|
+
parse: createParseHandler(parser),
|
|
795
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
796
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
797
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
798
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
799
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
800
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
801
|
+
});
|
|
802
|
+
|
|
803
|
+
// src/MCPLocal.ts
|
|
258
804
|
var MCPLocal = class {
|
|
259
805
|
parser;
|
|
260
806
|
server = new import_server.Server(
|
|
@@ -281,7 +827,6 @@ var MCPLocal = class {
|
|
|
281
827
|
onReady = void 0;
|
|
282
828
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
283
829
|
verifiedOrders = /* @__PURE__ */ new Map();
|
|
284
|
-
// Store market data prices with timestamps
|
|
285
830
|
marketDataPrices = /* @__PURE__ */ new Map();
|
|
286
831
|
MAX_PRICE_HISTORY = 1e5;
|
|
287
832
|
// Maximum number of price points to store per symbol
|
|
@@ -296,50 +841,63 @@ var MCPLocal = class {
|
|
|
296
841
|
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
297
842
|
});
|
|
298
843
|
const msgType = message.messageType;
|
|
299
|
-
if (msgType ===
|
|
844
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
300
845
|
this.parser?.logger.log({
|
|
301
846
|
level: "info",
|
|
302
847
|
message: `MCP Server handling message type: ${msgType}`
|
|
303
848
|
});
|
|
304
849
|
let id;
|
|
305
|
-
if (msgType ===
|
|
306
|
-
const symbol = message.getField(
|
|
307
|
-
const
|
|
308
|
-
const
|
|
850
|
+
if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
851
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol);
|
|
852
|
+
const entryType = message.getField(import_fixparser3.Fields.MDEntryType);
|
|
853
|
+
const price = message.getField(import_fixparser3.Fields.MDEntryPx);
|
|
854
|
+
const size = message.getField(import_fixparser3.Fields.MDEntrySize);
|
|
855
|
+
const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
|
|
309
856
|
if (symbol?.value && price?.value) {
|
|
310
857
|
const symbolStr = String(symbol.value);
|
|
311
858
|
const priceNum = Number(price.value);
|
|
859
|
+
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
312
860
|
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
313
|
-
priceHistory.
|
|
861
|
+
const lastEntry = priceHistory[priceHistory.length - 1] || {
|
|
862
|
+
timestamp: 0,
|
|
863
|
+
bid: 0,
|
|
864
|
+
offer: 0,
|
|
865
|
+
spread: 0,
|
|
866
|
+
volume: 0
|
|
867
|
+
};
|
|
868
|
+
const newEntry = {
|
|
314
869
|
timestamp: Number(timestamp),
|
|
315
|
-
|
|
316
|
-
|
|
870
|
+
bid: entryType?.value === import_fixparser3.MDEntryType.Bid ? priceNum : lastEntry.bid,
|
|
871
|
+
offer: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum : lastEntry.offer,
|
|
872
|
+
spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
873
|
+
volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
|
|
874
|
+
};
|
|
875
|
+
priceHistory.push(newEntry);
|
|
317
876
|
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
318
877
|
priceHistory.shift();
|
|
319
878
|
}
|
|
320
879
|
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
321
880
|
this.parser?.logger.log({
|
|
322
881
|
level: "info",
|
|
323
|
-
message: `MCP Server added ${symbol}: ${
|
|
882
|
+
message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
|
|
324
883
|
});
|
|
325
884
|
this.server.notification({
|
|
326
885
|
method: "priceUpdate",
|
|
327
886
|
params: {
|
|
328
887
|
symbol: symbolStr,
|
|
329
|
-
|
|
330
|
-
timestamp: Number(timestamp)
|
|
888
|
+
...newEntry
|
|
331
889
|
}
|
|
332
890
|
});
|
|
333
891
|
}
|
|
334
892
|
}
|
|
335
|
-
if (msgType ===
|
|
336
|
-
const mdReqID = message.getField(
|
|
893
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
894
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
|
|
337
895
|
if (mdReqID) id = String(mdReqID.value);
|
|
338
|
-
} else if (msgType ===
|
|
339
|
-
const clOrdID = message.getField(
|
|
896
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
897
|
+
const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
|
|
340
898
|
if (clOrdID) id = String(clOrdID.value);
|
|
341
|
-
} else if (msgType ===
|
|
342
|
-
const refSeqNum = message.getField(
|
|
899
|
+
} else if (msgType === import_fixparser3.Messages.Reject) {
|
|
900
|
+
const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
|
|
343
901
|
if (refSeqNum) id = String(refSeqNum.value);
|
|
344
902
|
}
|
|
345
903
|
if (id) {
|
|
@@ -389,489 +947,30 @@ var MCPLocal = class {
|
|
|
389
947
|
}),
|
|
390
948
|
async (request, extra) => {
|
|
391
949
|
const { name, arguments: args } = request.params;
|
|
392
|
-
|
|
393
|
-
|
|
394
|
-
|
|
395
|
-
|
|
396
|
-
|
|
397
|
-
|
|
398
|
-
|
|
399
|
-
|
|
400
|
-
|
|
401
|
-
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
};
|
|
950
|
+
const toolHandlers = createToolHandlers(
|
|
951
|
+
this.parser,
|
|
952
|
+
this.verifiedOrders,
|
|
953
|
+
this.pendingRequests,
|
|
954
|
+
this.marketDataPrices
|
|
955
|
+
);
|
|
956
|
+
const handler = toolHandlers[name];
|
|
957
|
+
if (!handler) {
|
|
958
|
+
return {
|
|
959
|
+
content: [
|
|
960
|
+
{
|
|
961
|
+
type: "text",
|
|
962
|
+
text: `Tool not found: ${name}`,
|
|
963
|
+
uri: name
|
|
407
964
|
}
|
|
408
|
-
|
|
409
|
-
|
|
410
|
-
|
|
411
|
-
type: "text",
|
|
412
|
-
text: `${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
|
-
};
|
|
965
|
+
],
|
|
966
|
+
isError: true
|
|
967
|
+
};
|
|
874
968
|
}
|
|
969
|
+
const result = await handler(args);
|
|
970
|
+
return {
|
|
971
|
+
content: result.content,
|
|
972
|
+
isError: result.isError
|
|
973
|
+
};
|
|
875
974
|
}
|
|
876
975
|
);
|
|
877
976
|
process.on("SIGINT", async () => {
|