fixparser-plugin-mcp 9.1.7-1a011276 → 9.1.7-1ed743a7

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,9 +1,7 @@
1
1
  "use strict";
2
- var __create = Object.create;
3
2
  var __defProp = Object.defineProperty;
4
3
  var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
5
4
  var __getOwnPropNames = Object.getOwnPropertyNames;
6
- var __getProtoOf = Object.getPrototypeOf;
7
5
  var __hasOwnProp = Object.prototype.hasOwnProperty;
8
6
  var __export = (target, all) => {
9
7
  for (var name in all)
@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
17
15
  }
18
16
  return to;
19
17
  };
20
- var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
21
- // If the importer is in node compatibility mode or this is not an ESM
22
- // file that has been converted to a CommonJS file using a Babel-
23
- // compatible transform (i.e. "__esModule" has not been set), then set
24
- // "default" to the CommonJS "module.exports" for node compatibility.
25
- isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
26
- mod
27
- ));
28
18
  var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
29
19
 
30
20
  // src/MCPLocal.ts
@@ -35,10 +25,8 @@ __export(MCPLocal_exports, {
35
25
  module.exports = __toCommonJS(MCPLocal_exports);
36
26
  var import_server = require("@modelcontextprotocol/sdk/server/index.js");
37
27
  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
38
- var import_fixparser3 = require("fixparser");
28
+ var import_fixparser = require("fixparser");
39
29
  var import_zod = require("zod");
40
-
41
- // src/schemas/schemas.ts
42
30
  var toolSchemas = {
43
31
  parse: {
44
32
  description: "Parses a FIX message and describes it in plain language",
@@ -238,12 +226,12 @@ var toolSchemas = {
238
226
  "X",
239
227
  "Y",
240
228
  "Z"
241
- ]
242
- },
243
- 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"
229
+ ],
230
+ 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"
231
+ }
244
232
  }
245
233
  },
246
- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
234
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
247
235
  }
248
236
  },
249
237
  getStockGraph: {
@@ -267,534 +255,6 @@ var toolSchemas = {
267
255
  }
268
256
  }
269
257
  };
270
-
271
- // src/tools/marketData.ts
272
- var import_fixparser = require("fixparser");
273
- var import_quickchart_js = __toESM(require("quickchart-js"), 1);
274
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
275
- return async (args) => {
276
- try {
277
- const response = new Promise((resolve) => {
278
- pendingRequests.set(args.mdReqID, resolve);
279
- });
280
- const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
281
- const messageFields = [
282
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
283
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
284
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
285
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
286
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
287
- new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
288
- new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
289
- new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
290
- new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
291
- ];
292
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
293
- args.symbols.forEach((symbol) => {
294
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
295
- });
296
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
297
- entryTypes.forEach((entryType) => {
298
- messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
299
- });
300
- const mdr = parser.createMessage(...messageFields);
301
- if (!parser.connected) {
302
- return {
303
- content: [
304
- {
305
- type: "text",
306
- text: "Error: Not connected. Ignoring message.",
307
- uri: "marketDataRequest"
308
- }
309
- ],
310
- isError: true
311
- };
312
- }
313
- parser.send(mdr);
314
- const fixData = await response;
315
- return {
316
- content: [
317
- {
318
- type: "text",
319
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
320
- uri: "marketDataRequest"
321
- }
322
- ]
323
- };
324
- } catch (error) {
325
- return {
326
- content: [
327
- {
328
- type: "text",
329
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
330
- uri: "marketDataRequest"
331
- }
332
- ],
333
- isError: true
334
- };
335
- }
336
- };
337
- };
338
- var createGetStockGraphHandler = (marketDataPrices) => {
339
- return async (args) => {
340
- try {
341
- const symbol = args.symbol;
342
- const priceHistory = marketDataPrices.get(symbol) || [];
343
- if (priceHistory.length === 0) {
344
- return {
345
- content: [
346
- {
347
- type: "text",
348
- text: `No price data available for ${symbol}`,
349
- uri: "getStockGraph"
350
- }
351
- ]
352
- };
353
- }
354
- const chart = new import_quickchart_js.default();
355
- chart.setWidth(300);
356
- chart.setHeight(150);
357
- chart.setBackgroundColor("transparent");
358
- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
359
- const bidData = priceHistory.map((point) => point.bid);
360
- const offerData = priceHistory.map((point) => point.offer);
361
- const spreadData = priceHistory.map((point) => point.spread);
362
- const volumeData = priceHistory.map((point) => point.volume);
363
- const config = {
364
- type: "line",
365
- data: {
366
- labels,
367
- datasets: [
368
- {
369
- label: "Bid",
370
- data: bidData,
371
- borderColor: "#28a745",
372
- backgroundColor: "rgba(40, 167, 69, 0.1)",
373
- fill: false,
374
- tension: 0.4
375
- },
376
- {
377
- label: "Offer",
378
- data: offerData,
379
- borderColor: "#dc3545",
380
- backgroundColor: "rgba(220, 53, 69, 0.1)",
381
- fill: false,
382
- tension: 0.4
383
- },
384
- {
385
- label: "Spread",
386
- data: spreadData,
387
- borderColor: "#6c757d",
388
- backgroundColor: "rgba(108, 117, 125, 0.1)",
389
- fill: false,
390
- tension: 0.4
391
- },
392
- {
393
- label: "Volume",
394
- data: volumeData,
395
- borderColor: "#007bff",
396
- backgroundColor: "rgba(0, 123, 255, 0.1)",
397
- fill: true,
398
- tension: 0.4
399
- }
400
- ]
401
- },
402
- options: {
403
- responsive: true,
404
- plugins: {
405
- title: {
406
- display: true,
407
- text: `${symbol} Market Data`
408
- }
409
- },
410
- scales: {
411
- y: {
412
- beginAtZero: false
413
- }
414
- }
415
- }
416
- };
417
- chart.setConfig(config);
418
- const imageBuffer = await chart.toBinary();
419
- const base64 = Buffer.from(imageBuffer).toString("base64");
420
- return {
421
- content: [
422
- {
423
- type: "resource",
424
- resource: {
425
- uri: "resource://graph",
426
- mimeType: "image/png",
427
- blob: `data:image/png;base64,${base64}`
428
- }
429
- }
430
- ]
431
- };
432
- } catch (error) {
433
- return {
434
- content: [
435
- {
436
- type: "text",
437
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
438
- uri: "getStockGraph"
439
- }
440
- ],
441
- isError: true
442
- };
443
- }
444
- };
445
- };
446
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
447
- return async (args) => {
448
- try {
449
- const symbol = args.symbol;
450
- const priceHistory = marketDataPrices.get(symbol) || [];
451
- if (priceHistory.length === 0) {
452
- return {
453
- content: [
454
- {
455
- type: "text",
456
- text: `No price data available for ${symbol}`,
457
- uri: "getStockPriceHistory"
458
- }
459
- ]
460
- };
461
- }
462
- return {
463
- content: [
464
- {
465
- type: "text",
466
- text: JSON.stringify(
467
- {
468
- symbol,
469
- count: priceHistory.length,
470
- data: priceHistory.map((point) => ({
471
- timestamp: new Date(point.timestamp).toISOString(),
472
- bid: point.bid,
473
- offer: point.offer,
474
- spread: point.spread,
475
- volume: point.volume
476
- }))
477
- },
478
- null,
479
- 2
480
- ),
481
- uri: "getStockPriceHistory"
482
- }
483
- ]
484
- };
485
- } catch (error) {
486
- return {
487
- content: [
488
- {
489
- type: "text",
490
- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
491
- uri: "getStockPriceHistory"
492
- }
493
- ],
494
- isError: true
495
- };
496
- }
497
- };
498
- };
499
-
500
- // src/tools/order.ts
501
- var import_fixparser2 = require("fixparser");
502
- var ordTypeNames = {
503
- "1": "Market",
504
- "2": "Limit",
505
- "3": "Stop",
506
- "4": "StopLimit",
507
- "5": "MarketOnClose",
508
- "6": "WithOrWithout",
509
- "7": "LimitOrBetter",
510
- "8": "LimitWithOrWithout",
511
- "9": "OnBasis",
512
- A: "OnClose",
513
- B: "LimitOnClose",
514
- C: "ForexMarket",
515
- D: "PreviouslyQuoted",
516
- E: "PreviouslyIndicated",
517
- F: "ForexLimit",
518
- G: "ForexSwap",
519
- H: "ForexPreviouslyQuoted",
520
- I: "Funari",
521
- J: "MarketIfTouched",
522
- K: "MarketWithLeftOverAsLimit",
523
- L: "PreviousFundValuationPoint",
524
- M: "NextFundValuationPoint",
525
- P: "Pegged",
526
- Q: "CounterOrderSelection",
527
- R: "StopOnBidOrOffer",
528
- S: "StopLimitOnBidOrOffer"
529
- };
530
- var sideNames = {
531
- "1": "Buy",
532
- "2": "Sell",
533
- "3": "BuyMinus",
534
- "4": "SellPlus",
535
- "5": "SellShort",
536
- "6": "SellShortExempt",
537
- "7": "Undisclosed",
538
- "8": "Cross",
539
- "9": "CrossShort",
540
- A: "CrossShortExempt",
541
- B: "AsDefined",
542
- C: "Opposite",
543
- D: "Subscribe",
544
- E: "Redeem",
545
- F: "Lend",
546
- G: "Borrow",
547
- H: "SellUndisclosed"
548
- };
549
- var timeInForceNames = {
550
- "0": "Day",
551
- "1": "GoodTillCancel",
552
- "2": "AtTheOpening",
553
- "3": "ImmediateOrCancel",
554
- "4": "FillOrKill",
555
- "5": "GoodTillCrossing",
556
- "6": "GoodTillDate",
557
- "7": "AtTheClose",
558
- "8": "GoodThroughCrossing",
559
- "9": "AtCrossing",
560
- A: "GoodForTime",
561
- B: "GoodForAuction",
562
- C: "GoodForMonth"
563
- };
564
- var handlInstNames = {
565
- "1": "AutomatedExecutionNoIntervention",
566
- "2": "AutomatedExecutionInterventionOK",
567
- "3": "ManualOrder"
568
- };
569
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
570
- return async (args) => {
571
- try {
572
- verifiedOrders.set(args.clOrdID, {
573
- clOrdID: args.clOrdID,
574
- handlInst: args.handlInst,
575
- quantity: Number.parseFloat(String(args.quantity)),
576
- price: Number.parseFloat(String(args.price)),
577
- ordType: args.ordType,
578
- side: args.side,
579
- symbol: args.symbol,
580
- timeInForce: args.timeInForce
581
- });
582
- return {
583
- content: [
584
- {
585
- type: "text",
586
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
587
-
588
- Parameters verified:
589
- - ClOrdID: ${args.clOrdID}
590
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
591
- - Quantity: ${args.quantity}
592
- - Price: ${args.price}
593
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
594
- - Side: ${args.side} (${sideNames[args.side]})
595
- - Symbol: ${args.symbol}
596
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
597
-
598
- To execute this order, call the executeOrder tool with these exact same parameters.`,
599
- uri: "verifyOrder"
600
- }
601
- ]
602
- };
603
- } catch (error) {
604
- return {
605
- content: [
606
- {
607
- type: "text",
608
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
609
- uri: "verifyOrder"
610
- }
611
- ],
612
- isError: true
613
- };
614
- }
615
- };
616
- };
617
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
618
- return async (args) => {
619
- try {
620
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
621
- if (!verifiedOrder) {
622
- return {
623
- content: [
624
- {
625
- type: "text",
626
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
627
- uri: "executeOrder"
628
- }
629
- ],
630
- isError: true
631
- };
632
- }
633
- 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) {
634
- return {
635
- content: [
636
- {
637
- type: "text",
638
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
639
- uri: "executeOrder"
640
- }
641
- ],
642
- isError: true
643
- };
644
- }
645
- const response = new Promise((resolve) => {
646
- pendingRequests.set(args.clOrdID, resolve);
647
- });
648
- const order = parser.createMessage(
649
- new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
650
- new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
651
- new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
652
- new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
653
- new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
654
- new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
655
- new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
656
- new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
657
- new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
658
- new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
659
- new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
660
- new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
661
- new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
662
- new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
663
- );
664
- if (!parser.connected) {
665
- return {
666
- content: [
667
- {
668
- type: "text",
669
- text: "Error: Not connected. Ignoring message.",
670
- uri: "executeOrder"
671
- }
672
- ],
673
- isError: true
674
- };
675
- }
676
- parser.send(order);
677
- const fixData = await response;
678
- verifiedOrders.delete(args.clOrdID);
679
- return {
680
- content: [
681
- {
682
- type: "text",
683
- 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())}`,
684
- uri: "executeOrder"
685
- }
686
- ]
687
- };
688
- } catch (error) {
689
- return {
690
- content: [
691
- {
692
- type: "text",
693
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
694
- uri: "executeOrder"
695
- }
696
- ],
697
- isError: true
698
- };
699
- }
700
- };
701
- };
702
-
703
- // src/tools/parse.ts
704
- var createParseHandler = (parser) => {
705
- return async (args) => {
706
- try {
707
- const parsedMessage = parser.parse(args.fixString);
708
- if (!parsedMessage || parsedMessage.length === 0) {
709
- return {
710
- content: [
711
- {
712
- type: "text",
713
- text: "Error: Failed to parse FIX string",
714
- uri: "parse"
715
- }
716
- ],
717
- isError: true
718
- };
719
- }
720
- return {
721
- content: [
722
- {
723
- type: "text",
724
- text: `${parsedMessage[0].description}
725
- ${parsedMessage[0].messageTypeDescription}`,
726
- uri: "parse"
727
- }
728
- ]
729
- };
730
- } catch (error) {
731
- return {
732
- content: [
733
- {
734
- type: "text",
735
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
736
- uri: "parse"
737
- }
738
- ],
739
- isError: true
740
- };
741
- }
742
- };
743
- };
744
-
745
- // src/tools/parseToJSON.ts
746
- var createParseToJSONHandler = (parser) => {
747
- return async (args) => {
748
- try {
749
- const parsedMessage = parser.parse(args.fixString);
750
- if (!parsedMessage || parsedMessage.length === 0) {
751
- return {
752
- content: [
753
- {
754
- type: "text",
755
- text: "Error: Failed to parse FIX string",
756
- uri: "parseToJSON"
757
- }
758
- ],
759
- isError: true
760
- };
761
- }
762
- return {
763
- content: [
764
- {
765
- type: "text",
766
- text: `${parsedMessage[0].toFIXJSON()}`,
767
- uri: "parseToJSON"
768
- }
769
- ]
770
- };
771
- } catch (error) {
772
- return {
773
- content: [
774
- {
775
- type: "text",
776
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
777
- uri: "parseToJSON"
778
- }
779
- ],
780
- isError: true
781
- };
782
- }
783
- };
784
- };
785
-
786
- // src/tools/index.ts
787
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
788
- parse: createParseHandler(parser),
789
- parseToJSON: createParseToJSONHandler(parser),
790
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
791
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
792
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
793
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
794
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
795
- });
796
-
797
- // src/MCPLocal.ts
798
258
  var MCPLocal = class {
799
259
  parser;
800
260
  server = new import_server.Server(
@@ -821,6 +281,7 @@ var MCPLocal = class {
821
281
  onReady = void 0;
822
282
  pendingRequests = /* @__PURE__ */ new Map();
823
283
  verifiedOrders = /* @__PURE__ */ new Map();
284
+ // Store market data prices with timestamps
824
285
  marketDataPrices = /* @__PURE__ */ new Map();
825
286
  MAX_PRICE_HISTORY = 1e5;
826
287
  // Maximum number of price points to store per symbol
@@ -835,63 +296,50 @@ var MCPLocal = class {
835
296
  message: `MCP Server received message: ${message.messageType}: ${message.description}`
836
297
  });
837
298
  const msgType = message.messageType;
838
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
299
+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
839
300
  this.parser?.logger.log({
840
301
  level: "info",
841
302
  message: `MCP Server handling message type: ${msgType}`
842
303
  });
843
304
  let id;
844
- if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
845
- const symbol = message.getField(import_fixparser3.Fields.Symbol);
846
- const entryType = message.getField(import_fixparser3.Fields.MDEntryType);
847
- const price = message.getField(import_fixparser3.Fields.MDEntryPx);
848
- const size = message.getField(import_fixparser3.Fields.MDEntrySize);
849
- const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
305
+ if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
306
+ const symbol = message.getField(import_fixparser.Fields.Symbol);
307
+ const price = message.getField(import_fixparser.Fields.MDEntryPx);
308
+ const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
850
309
  if (symbol?.value && price?.value) {
851
310
  const symbolStr = String(symbol.value);
852
311
  const priceNum = Number(price.value);
853
- const sizeNum = size?.value ? Number(size.value) : 0;
854
312
  const priceHistory = this.marketDataPrices.get(symbolStr) || [];
855
- const lastEntry = priceHistory[priceHistory.length - 1] || {
856
- timestamp: 0,
857
- bid: 0,
858
- offer: 0,
859
- spread: 0,
860
- volume: 0
861
- };
862
- const newEntry = {
313
+ priceHistory.push({
863
314
  timestamp: Number(timestamp),
864
- bid: entryType?.value === import_fixparser3.MDEntryType.Bid ? priceNum : lastEntry.bid,
865
- offer: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum : lastEntry.offer,
866
- spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
867
- volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
868
- };
869
- priceHistory.push(newEntry);
315
+ price: priceNum
316
+ });
870
317
  if (priceHistory.length > this.MAX_PRICE_HISTORY) {
871
318
  priceHistory.shift();
872
319
  }
873
320
  this.marketDataPrices.set(symbolStr, priceHistory);
874
321
  this.parser?.logger.log({
875
322
  level: "info",
876
- message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
323
+ message: `MCP Server added ${symbol}: ${priceNum}`
877
324
  });
878
325
  this.server.notification({
879
326
  method: "priceUpdate",
880
327
  params: {
881
328
  symbol: symbolStr,
882
- ...newEntry
329
+ price: priceNum,
330
+ timestamp: Number(timestamp)
883
331
  }
884
332
  });
885
333
  }
886
334
  }
887
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
888
- const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
335
+ if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
336
+ const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
889
337
  if (mdReqID) id = String(mdReqID.value);
890
- } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
891
- const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
338
+ } else if (msgType === import_fixparser.Messages.ExecutionReport) {
339
+ const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
892
340
  if (clOrdID) id = String(clOrdID.value);
893
- } else if (msgType === import_fixparser3.Messages.Reject) {
894
- const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
341
+ } else if (msgType === import_fixparser.Messages.Reject) {
342
+ const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
895
343
  if (refSeqNum) id = String(refSeqNum.value);
896
344
  }
897
345
  if (id) {
@@ -941,30 +389,490 @@ var MCPLocal = class {
941
389
  }),
942
390
  async (request, extra) => {
943
391
  const { name, arguments: args } = request.params;
944
- const toolHandlers = createToolHandlers(
945
- this.parser,
946
- this.verifiedOrders,
947
- this.pendingRequests,
948
- this.marketDataPrices
949
- );
950
- const handler = toolHandlers[name];
951
- if (!handler) {
952
- return {
953
- content: [
954
- {
955
- type: "text",
956
- text: `Tool not found: ${name}`,
957
- uri: name
392
+ switch (name) {
393
+ case "parse":
394
+ try {
395
+ const parsedMessage = this.parser?.parse(args.fixString);
396
+ if (!parsedMessage || parsedMessage.length === 0) {
397
+ return {
398
+ content: [
399
+ {
400
+ type: "text",
401
+ text: "Error: Failed to parse FIX string",
402
+ uri: "parse"
403
+ }
404
+ ],
405
+ isError: true
406
+ };
958
407
  }
959
- ],
960
- isError: true
961
- };
408
+ return {
409
+ content: [
410
+ {
411
+ type: "text",
412
+ text: `${parsedMessage[0].description}
413
+ ${parsedMessage[0].messageTypeDescription}`,
414
+ uri: "parse"
415
+ }
416
+ ]
417
+ };
418
+ } catch (error) {
419
+ return {
420
+ content: [
421
+ {
422
+ type: "text",
423
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
424
+ uri: "parse"
425
+ }
426
+ ],
427
+ isError: true
428
+ };
429
+ }
430
+ case "parseToJSON":
431
+ try {
432
+ const parsedMessage = this.parser?.parse(args.fixString);
433
+ if (!parsedMessage || parsedMessage.length === 0) {
434
+ return {
435
+ content: [
436
+ {
437
+ type: "text",
438
+ text: "Error: Failed to parse FIX string",
439
+ uri: "parseToJSON"
440
+ }
441
+ ],
442
+ isError: true
443
+ };
444
+ }
445
+ return {
446
+ content: [
447
+ {
448
+ type: "text",
449
+ text: `${parsedMessage[0].toFIXJSON()}`,
450
+ uri: "parseToJSON"
451
+ }
452
+ ]
453
+ };
454
+ } catch (error) {
455
+ return {
456
+ content: [
457
+ {
458
+ type: "text",
459
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
460
+ uri: "parseToJSON"
461
+ }
462
+ ],
463
+ isError: true
464
+ };
465
+ }
466
+ case "verifyOrder":
467
+ try {
468
+ this.verifiedOrders.set(args.clOrdID, {
469
+ clOrdID: args.clOrdID,
470
+ handlInst: args.handlInst,
471
+ quantity: Number.parseFloat(args.quantity),
472
+ price: Number.parseFloat(args.price),
473
+ ordType: args.ordType,
474
+ side: args.side,
475
+ symbol: args.symbol,
476
+ timeInForce: args.timeInForce
477
+ });
478
+ const ordTypeNames = {
479
+ "1": "Market",
480
+ "2": "Limit",
481
+ "3": "Stop",
482
+ "4": "StopLimit",
483
+ "5": "MarketOnClose",
484
+ "6": "WithOrWithout",
485
+ "7": "LimitOrBetter",
486
+ "8": "LimitWithOrWithout",
487
+ "9": "OnBasis",
488
+ A: "OnClose",
489
+ B: "LimitOnClose",
490
+ C: "ForexMarket",
491
+ D: "PreviouslyQuoted",
492
+ E: "PreviouslyIndicated",
493
+ F: "ForexLimit",
494
+ G: "ForexSwap",
495
+ H: "ForexPreviouslyQuoted",
496
+ I: "Funari",
497
+ J: "MarketIfTouched",
498
+ K: "MarketWithLeftOverAsLimit",
499
+ L: "PreviousFundValuationPoint",
500
+ M: "NextFundValuationPoint",
501
+ P: "Pegged",
502
+ Q: "CounterOrderSelection",
503
+ R: "StopOnBidOrOffer",
504
+ S: "StopLimitOnBidOrOffer"
505
+ };
506
+ const sideNames = {
507
+ "1": "Buy",
508
+ "2": "Sell",
509
+ "3": "BuyMinus",
510
+ "4": "SellPlus",
511
+ "5": "SellShort",
512
+ "6": "SellShortExempt",
513
+ "7": "Undisclosed",
514
+ "8": "Cross",
515
+ "9": "CrossShort",
516
+ A: "CrossShortExempt",
517
+ B: "AsDefined",
518
+ C: "Opposite",
519
+ D: "Subscribe",
520
+ E: "Redeem",
521
+ F: "Lend",
522
+ G: "Borrow",
523
+ H: "SellUndisclosed"
524
+ };
525
+ const timeInForceNames = {
526
+ "0": "Day",
527
+ "1": "GoodTillCancel",
528
+ "2": "AtTheOpening",
529
+ "3": "ImmediateOrCancel",
530
+ "4": "FillOrKill",
531
+ "5": "GoodTillCrossing",
532
+ "6": "GoodTillDate",
533
+ "7": "AtTheClose",
534
+ "8": "GoodThroughCrossing",
535
+ "9": "AtCrossing",
536
+ A: "GoodForTime",
537
+ B: "GoodForAuction",
538
+ C: "GoodForMonth"
539
+ };
540
+ const handlInstNames = {
541
+ "1": "AutomatedExecutionNoIntervention",
542
+ "2": "AutomatedExecutionInterventionOK",
543
+ "3": "ManualOrder"
544
+ };
545
+ return {
546
+ content: [
547
+ {
548
+ type: "text",
549
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
550
+
551
+ Parameters verified:
552
+ - ClOrdID: ${args.clOrdID}
553
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
554
+ - Quantity: ${args.quantity}
555
+ - Price: ${args.price}
556
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
557
+ - Side: ${args.side} (${sideNames[args.side]})
558
+ - Symbol: ${args.symbol}
559
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
560
+
561
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
562
+ uri: "verifyOrder"
563
+ }
564
+ ]
565
+ };
566
+ } catch (error) {
567
+ return {
568
+ content: [
569
+ {
570
+ type: "text",
571
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
572
+ uri: "verifyOrder"
573
+ }
574
+ ],
575
+ isError: true
576
+ };
577
+ }
578
+ case "executeOrder":
579
+ try {
580
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
581
+ if (!verifiedOrder) {
582
+ return {
583
+ content: [
584
+ {
585
+ type: "text",
586
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
587
+ uri: "executeOrder"
588
+ }
589
+ ],
590
+ isError: true
591
+ };
592
+ }
593
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
594
+ return {
595
+ content: [
596
+ {
597
+ type: "text",
598
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
599
+ uri: "executeOrder"
600
+ }
601
+ ],
602
+ isError: true
603
+ };
604
+ }
605
+ const response = new Promise((resolve) => {
606
+ this.pendingRequests.set(args.clOrdID, resolve);
607
+ });
608
+ const order = this.parser?.createMessage(
609
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
610
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
611
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
612
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
613
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
614
+ new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
615
+ new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
616
+ new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
617
+ new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
618
+ new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
619
+ new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
620
+ new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
621
+ new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
622
+ new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
623
+ );
624
+ if (!this.parser?.connected) {
625
+ return {
626
+ content: [
627
+ {
628
+ type: "text",
629
+ text: "Error: Not connected. Ignoring message.",
630
+ uri: "executeOrder"
631
+ }
632
+ ],
633
+ isError: true
634
+ };
635
+ }
636
+ this.parser?.send(order);
637
+ const fixData = await response;
638
+ this.verifiedOrders.delete(args.clOrdID);
639
+ return {
640
+ content: [
641
+ {
642
+ type: "text",
643
+ text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
644
+ uri: "executeOrder"
645
+ }
646
+ ]
647
+ };
648
+ } catch (error) {
649
+ return {
650
+ content: [
651
+ {
652
+ type: "text",
653
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
654
+ uri: "executeOrder"
655
+ }
656
+ ],
657
+ isError: true
658
+ };
659
+ }
660
+ case "marketDataRequest":
661
+ try {
662
+ const response = new Promise((resolve) => {
663
+ this.pendingRequests.set(args.mdReqID, resolve);
664
+ });
665
+ const messageFields = [
666
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
667
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
668
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
669
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
670
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
671
+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
672
+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
673
+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
674
+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
675
+ ];
676
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
677
+ args.symbols.forEach((symbol) => {
678
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
679
+ });
680
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
681
+ args.mdEntryTypes.forEach((entryType) => {
682
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
683
+ });
684
+ const mdr = this.parser?.createMessage(...messageFields);
685
+ if (!this.parser?.connected) {
686
+ return {
687
+ content: [
688
+ {
689
+ type: "text",
690
+ text: "Error: Not connected. Ignoring message.",
691
+ uri: "marketDataRequest"
692
+ }
693
+ ],
694
+ isError: true
695
+ };
696
+ }
697
+ this.parser?.send(mdr);
698
+ const fixData = await response;
699
+ return {
700
+ content: [
701
+ {
702
+ type: "text",
703
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
704
+ uri: "marketDataRequest"
705
+ }
706
+ ]
707
+ };
708
+ } catch (error) {
709
+ return {
710
+ content: [
711
+ {
712
+ type: "text",
713
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
714
+ uri: "marketDataRequest"
715
+ }
716
+ ],
717
+ isError: true
718
+ };
719
+ }
720
+ case "getStockGraph":
721
+ try {
722
+ const symbol = args.symbol;
723
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
724
+ if (priceHistory.length === 0) {
725
+ return {
726
+ content: [
727
+ {
728
+ type: "text",
729
+ text: `No price data available for ${symbol}`,
730
+ uri: "getStockGraph"
731
+ }
732
+ ]
733
+ };
734
+ }
735
+ const width = 600;
736
+ const height = 300;
737
+ const padding = 40;
738
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
739
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
740
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
741
+ const yScale = (height - 2 * padding) / (yMax - yMin);
742
+ const points = priceHistory.map((d, i) => {
743
+ const x = padding + i * xScale;
744
+ const y = height - padding - (d.price - yMin) * yScale;
745
+ return `${x},${y}`;
746
+ }).join(" L ");
747
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
748
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
749
+ <!-- Background -->
750
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
751
+
752
+ <!-- Grid lines -->
753
+ <g stroke="#e9ecef" stroke-width="1">
754
+ ${Array.from({ length: 5 }, (_, i) => {
755
+ const y = padding + (height - 2 * padding) * i / 4;
756
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
757
+ }).join("\n")}
758
+ </g>
759
+
760
+ <!-- Price line -->
761
+ <path d="M ${points}"
762
+ fill="none"
763
+ stroke="#007bff"
764
+ stroke-width="2"/>
765
+
766
+ <!-- Data points -->
767
+ ${priceHistory.map((d, i) => {
768
+ const x = padding + i * xScale;
769
+ const y = height - padding - (d.price - yMin) * yScale;
770
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
771
+ }).join("\n")}
772
+
773
+ <!-- Labels -->
774
+ <g font-family="Arial" font-size="12" fill="#495057">
775
+ ${Array.from({ length: 5 }, (_, i) => {
776
+ const x = padding + (width - 2 * padding) * i / 4;
777
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
778
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
779
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
780
+ }).join("\n")}
781
+ ${Array.from({ length: 5 }, (_, i) => {
782
+ const y = padding + (height - 2 * padding) * i / 4;
783
+ const price = yMax - (yMax - yMin) * i / 4;
784
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
785
+ }).join("\n")}
786
+ </g>
787
+
788
+ <!-- Title -->
789
+ <text x="${width / 2}" y="${padding / 2}"
790
+ font-family="Arial" font-size="16" font-weight="bold"
791
+ text-anchor="middle" fill="#212529">
792
+ ${symbol} - Price Chart (${priceHistory.length} points)
793
+ </text>
794
+ </svg>`;
795
+ return {
796
+ content: [
797
+ {
798
+ type: "text",
799
+ text: svg,
800
+ uri: "getStockGraph",
801
+ mimeType: "image/svg+xml"
802
+ }
803
+ ]
804
+ };
805
+ } catch (error) {
806
+ return {
807
+ content: [
808
+ {
809
+ type: "text",
810
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
811
+ uri: "getStockGraph"
812
+ }
813
+ ],
814
+ isError: true
815
+ };
816
+ }
817
+ case "getStockPriceHistory":
818
+ try {
819
+ const symbol = args.symbol;
820
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
821
+ if (priceHistory.length === 0) {
822
+ return {
823
+ content: [
824
+ {
825
+ type: "text",
826
+ text: `No price data available for ${symbol}`,
827
+ uri: "getStockPriceHistory"
828
+ }
829
+ ]
830
+ };
831
+ }
832
+ return {
833
+ content: [
834
+ {
835
+ type: "text",
836
+ text: JSON.stringify(
837
+ {
838
+ symbol,
839
+ count: priceHistory.length,
840
+ prices: priceHistory.map((point) => ({
841
+ timestamp: new Date(point.timestamp).toISOString(),
842
+ price: point.price
843
+ }))
844
+ },
845
+ null,
846
+ 2
847
+ ),
848
+ uri: "getStockPriceHistory"
849
+ }
850
+ ]
851
+ };
852
+ } catch (error) {
853
+ return {
854
+ content: [
855
+ {
856
+ type: "text",
857
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
858
+ uri: "getStockPriceHistory"
859
+ }
860
+ ],
861
+ isError: true
862
+ };
863
+ }
864
+ default:
865
+ return {
866
+ content: [
867
+ {
868
+ type: "text",
869
+ text: `Tool not found: ${name}`,
870
+ uri: name
871
+ }
872
+ ],
873
+ isError: true
874
+ };
962
875
  }
963
- const result = await handler(args);
964
- return {
965
- content: result.content,
966
- isError: result.isError
967
- };
968
876
  }
969
877
  );
970
878
  process.on("SIGINT", async () => {