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.
@@ -1,10 +1,8 @@
1
1
  // src/MCPLocal.ts
2
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  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
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+ import { Field, Fields, Messages } from "fixparser";
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  import { z } from "zod";
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-
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- // src/schemas/schemas.ts
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  var toolSchemas = {
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  parse: {
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  description: "Parses a FIX message and describes it in plain language",
@@ -204,12 +202,12 @@ var toolSchemas = {
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  "X",
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  "Y",
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  "Z"
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- ]
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- },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ ],
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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ }
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  }
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  },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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  }
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  },
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  getStockGraph: {
@@ -233,534 +231,6 @@ var toolSchemas = {
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  }
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  }
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  };
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-
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- // src/tools/marketData.ts
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- import { Field, Fields, MDEntryType, Messages } from "fixparser";
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- import QuickChart from "quickchart-js";
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- var createMarketDataRequestHandler = (parser, pendingRequests) => {
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- return async (args) => {
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- try {
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- const response = new Promise((resolve) => {
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- pendingRequests.set(args.mdReqID, resolve);
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- });
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- const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
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- const messageFields = [
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- new Field(Fields.MsgType, Messages.MarketDataRequest),
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- new Field(Fields.SenderCompID, parser.sender),
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- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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- new Field(Fields.TargetCompID, parser.target),
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- new Field(Fields.SendingTime, parser.getTimestamp()),
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- new Field(Fields.MDReqID, args.mdReqID),
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- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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- new Field(Fields.MarketDepth, 0),
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- new Field(Fields.MDUpdateType, args.mdUpdateType)
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- ];
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- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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- args.symbols.forEach((symbol) => {
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- messageFields.push(new Field(Fields.Symbol, symbol));
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- });
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- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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- entryTypes.forEach((entryType) => {
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- messageFields.push(new Field(Fields.MDEntryType, entryType));
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- });
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- const mdr = parser.createMessage(...messageFields);
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- if (!parser.connected) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: "Error: Not connected. Ignoring message.",
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- parser.send(mdr);
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- const fixData = await response;
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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- uri: "marketDataRequest"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockGraphHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockGraph"
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- }
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- ]
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- };
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- }
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- const chart = new QuickChart();
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- chart.setWidth(300);
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- chart.setHeight(150);
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- chart.setBackgroundColor("transparent");
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- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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- const bidData = priceHistory.map((point) => point.bid);
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- const offerData = priceHistory.map((point) => point.offer);
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- const spreadData = priceHistory.map((point) => point.spread);
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- const volumeData = priceHistory.map((point) => point.volume);
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- const config = {
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- type: "line",
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- data: {
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- labels,
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- datasets: [
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- {
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- label: "Bid",
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- data: bidData,
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- borderColor: "#28a745",
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- backgroundColor: "rgba(40, 167, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Offer",
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- data: offerData,
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- borderColor: "#dc3545",
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- backgroundColor: "rgba(220, 53, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Spread",
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- data: spreadData,
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- borderColor: "#6c757d",
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- backgroundColor: "rgba(108, 117, 125, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Volume",
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- data: volumeData,
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- borderColor: "#007bff",
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- backgroundColor: "rgba(0, 123, 255, 0.1)",
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- fill: true,
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- tension: 0.4
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- }
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- ]
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- },
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- options: {
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- responsive: true,
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- plugins: {
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- title: {
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- display: true,
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- text: `${symbol} Market Data`
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- }
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- },
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- scales: {
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- y: {
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- beginAtZero: false
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- }
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- }
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- }
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- };
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- chart.setConfig(config);
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- const imageBuffer = await chart.toBinary();
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- const base64 = Buffer.from(imageBuffer).toString("base64");
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- return {
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- content: [
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- {
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- type: "resource",
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- resource: {
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- uri: "resource://graph",
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- mimeType: "image/png",
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- blob: `data:image/png;base64,${base64}`
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- }
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
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- uri: "getStockGraph"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockPriceHistory"
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- }
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- ]
426
- };
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- }
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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: JSON.stringify(
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- {
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- symbol,
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- count: priceHistory.length,
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- data: priceHistory.map((point) => ({
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- timestamp: new Date(point.timestamp).toISOString(),
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- bid: point.bid,
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- offer: point.offer,
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- spread: point.spread,
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- volume: point.volume
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- }))
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- },
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- null,
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- 2
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- ),
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- uri: "getStockPriceHistory"
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- }
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- ]
450
- };
451
- } catch (error) {
452
- return {
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- content: [
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- {
455
- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
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- uri: "getStockPriceHistory"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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-
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- // src/tools/order.ts
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- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
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- var ordTypeNames = {
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- "1": "Market",
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- "2": "Limit",
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- "3": "Stop",
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- "4": "StopLimit",
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- "5": "MarketOnClose",
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- "6": "WithOrWithout",
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- "7": "LimitOrBetter",
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- "8": "LimitWithOrWithout",
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- "9": "OnBasis",
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- A: "OnClose",
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- B: "LimitOnClose",
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- C: "ForexMarket",
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- D: "PreviouslyQuoted",
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- E: "PreviouslyIndicated",
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- F: "ForexLimit",
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- G: "ForexSwap",
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- H: "ForexPreviouslyQuoted",
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- I: "Funari",
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- J: "MarketIfTouched",
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- K: "MarketWithLeftOverAsLimit",
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- L: "PreviousFundValuationPoint",
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- M: "NextFundValuationPoint",
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- P: "Pegged",
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- Q: "CounterOrderSelection",
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- R: "StopOnBidOrOffer",
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- S: "StopLimitOnBidOrOffer"
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- };
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- var sideNames = {
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- "1": "Buy",
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- "2": "Sell",
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- "3": "BuyMinus",
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- "4": "SellPlus",
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- "5": "SellShort",
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- "6": "SellShortExempt",
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- "7": "Undisclosed",
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- "8": "Cross",
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- "9": "CrossShort",
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- A: "CrossShortExempt",
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- B: "AsDefined",
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- C: "Opposite",
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- D: "Subscribe",
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- E: "Redeem",
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- F: "Lend",
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- G: "Borrow",
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- H: "SellUndisclosed"
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- };
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- var timeInForceNames = {
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- "0": "Day",
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- "1": "GoodTillCancel",
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- "2": "AtTheOpening",
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- "3": "ImmediateOrCancel",
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- "4": "FillOrKill",
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- "5": "GoodTillCrossing",
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- "6": "GoodTillDate",
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- "7": "AtTheClose",
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- "8": "GoodThroughCrossing",
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- "9": "AtCrossing",
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- A: "GoodForTime",
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- B: "GoodForAuction",
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- C: "GoodForMonth"
529
- };
530
- var handlInstNames = {
531
- "1": "AutomatedExecutionNoIntervention",
532
- "2": "AutomatedExecutionInterventionOK",
533
- "3": "ManualOrder"
534
- };
535
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
536
- return async (args) => {
537
- try {
538
- verifiedOrders.set(args.clOrdID, {
539
- clOrdID: args.clOrdID,
540
- handlInst: args.handlInst,
541
- quantity: Number.parseFloat(String(args.quantity)),
542
- price: Number.parseFloat(String(args.price)),
543
- ordType: args.ordType,
544
- side: args.side,
545
- symbol: args.symbol,
546
- timeInForce: args.timeInForce
547
- });
548
- return {
549
- content: [
550
- {
551
- type: "text",
552
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
553
-
554
- Parameters verified:
555
- - ClOrdID: ${args.clOrdID}
556
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
557
- - Quantity: ${args.quantity}
558
- - Price: ${args.price}
559
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
560
- - Side: ${args.side} (${sideNames[args.side]})
561
- - Symbol: ${args.symbol}
562
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
563
-
564
- To execute this order, call the executeOrder tool with these exact same parameters.`,
565
- uri: "verifyOrder"
566
- }
567
- ]
568
- };
569
- } catch (error) {
570
- return {
571
- content: [
572
- {
573
- type: "text",
574
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
575
- uri: "verifyOrder"
576
- }
577
- ],
578
- isError: true
579
- };
580
- }
581
- };
582
- };
583
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
584
- return async (args) => {
585
- try {
586
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
587
- if (!verifiedOrder) {
588
- return {
589
- content: [
590
- {
591
- type: "text",
592
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
593
- uri: "executeOrder"
594
- }
595
- ],
596
- isError: true
597
- };
598
- }
599
- 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) {
600
- return {
601
- content: [
602
- {
603
- type: "text",
604
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
605
- uri: "executeOrder"
606
- }
607
- ],
608
- isError: true
609
- };
610
- }
611
- const response = new Promise((resolve) => {
612
- pendingRequests.set(args.clOrdID, resolve);
613
- });
614
- const order = parser.createMessage(
615
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
616
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
617
- new Field2(Fields2.SenderCompID, parser.sender),
618
- new Field2(Fields2.TargetCompID, parser.target),
619
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
620
- new Field2(Fields2.ClOrdID, args.clOrdID),
621
- new Field2(Fields2.Side, args.side),
622
- new Field2(Fields2.Symbol, args.symbol),
623
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
624
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
625
- new Field2(Fields2.OrdType, args.ordType),
626
- new Field2(Fields2.HandlInst, args.handlInst),
627
- new Field2(Fields2.TimeInForce, args.timeInForce),
628
- new Field2(Fields2.TransactTime, parser.getTimestamp())
629
- );
630
- if (!parser.connected) {
631
- return {
632
- content: [
633
- {
634
- type: "text",
635
- text: "Error: Not connected. Ignoring message.",
636
- uri: "executeOrder"
637
- }
638
- ],
639
- isError: true
640
- };
641
- }
642
- parser.send(order);
643
- const fixData = await response;
644
- verifiedOrders.delete(args.clOrdID);
645
- return {
646
- content: [
647
- {
648
- type: "text",
649
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
650
- uri: "executeOrder"
651
- }
652
- ]
653
- };
654
- } catch (error) {
655
- return {
656
- content: [
657
- {
658
- type: "text",
659
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
660
- uri: "executeOrder"
661
- }
662
- ],
663
- isError: true
664
- };
665
- }
666
- };
667
- };
668
-
669
- // src/tools/parse.ts
670
- var createParseHandler = (parser) => {
671
- return async (args) => {
672
- try {
673
- const parsedMessage = parser.parse(args.fixString);
674
- if (!parsedMessage || parsedMessage.length === 0) {
675
- return {
676
- content: [
677
- {
678
- type: "text",
679
- text: "Error: Failed to parse FIX string",
680
- uri: "parse"
681
- }
682
- ],
683
- isError: true
684
- };
685
- }
686
- return {
687
- content: [
688
- {
689
- type: "text",
690
- text: `${parsedMessage[0].description}
691
- ${parsedMessage[0].messageTypeDescription}`,
692
- uri: "parse"
693
- }
694
- ]
695
- };
696
- } catch (error) {
697
- return {
698
- content: [
699
- {
700
- type: "text",
701
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
702
- uri: "parse"
703
- }
704
- ],
705
- isError: true
706
- };
707
- }
708
- };
709
- };
710
-
711
- // src/tools/parseToJSON.ts
712
- var createParseToJSONHandler = (parser) => {
713
- return async (args) => {
714
- try {
715
- const parsedMessage = parser.parse(args.fixString);
716
- if (!parsedMessage || parsedMessage.length === 0) {
717
- return {
718
- content: [
719
- {
720
- type: "text",
721
- text: "Error: Failed to parse FIX string",
722
- uri: "parseToJSON"
723
- }
724
- ],
725
- isError: true
726
- };
727
- }
728
- return {
729
- content: [
730
- {
731
- type: "text",
732
- text: `${parsedMessage[0].toFIXJSON()}`,
733
- uri: "parseToJSON"
734
- }
735
- ]
736
- };
737
- } catch (error) {
738
- return {
739
- content: [
740
- {
741
- type: "text",
742
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
743
- uri: "parseToJSON"
744
- }
745
- ],
746
- isError: true
747
- };
748
- }
749
- };
750
- };
751
-
752
- // src/tools/index.ts
753
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
754
- parse: createParseHandler(parser),
755
- parseToJSON: createParseToJSONHandler(parser),
756
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
757
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
758
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
759
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
760
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
761
- });
762
-
763
- // src/MCPLocal.ts
764
234
  var MCPLocal = class {
765
235
  parser;
766
236
  server = new Server(
@@ -787,6 +257,7 @@ var MCPLocal = class {
787
257
  onReady = void 0;
788
258
  pendingRequests = /* @__PURE__ */ new Map();
789
259
  verifiedOrders = /* @__PURE__ */ new Map();
260
+ // Store market data prices with timestamps
790
261
  marketDataPrices = /* @__PURE__ */ new Map();
791
262
  MAX_PRICE_HISTORY = 1e5;
792
263
  // Maximum number of price points to store per symbol
@@ -801,63 +272,50 @@ var MCPLocal = class {
801
272
  message: `MCP Server received message: ${message.messageType}: ${message.description}`
802
273
  });
803
274
  const msgType = message.messageType;
804
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
275
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
805
276
  this.parser?.logger.log({
806
277
  level: "info",
807
278
  message: `MCP Server handling message type: ${msgType}`
808
279
  });
809
280
  let id;
810
- if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
811
- const symbol = message.getField(Fields3.Symbol);
812
- const entryType = message.getField(Fields3.MDEntryType);
813
- const price = message.getField(Fields3.MDEntryPx);
814
- const size = message.getField(Fields3.MDEntrySize);
815
- const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
281
+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
282
+ const symbol = message.getField(Fields.Symbol);
283
+ const price = message.getField(Fields.MDEntryPx);
284
+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
816
285
  if (symbol?.value && price?.value) {
817
286
  const symbolStr = String(symbol.value);
818
287
  const priceNum = Number(price.value);
819
- const sizeNum = size?.value ? Number(size.value) : 0;
820
288
  const priceHistory = this.marketDataPrices.get(symbolStr) || [];
821
- const lastEntry = priceHistory[priceHistory.length - 1] || {
822
- timestamp: 0,
823
- bid: 0,
824
- offer: 0,
825
- spread: 0,
826
- volume: 0
827
- };
828
- const newEntry = {
289
+ priceHistory.push({
829
290
  timestamp: Number(timestamp),
830
- bid: entryType?.value === MDEntryType2.Bid ? priceNum : lastEntry.bid,
831
- offer: entryType?.value === MDEntryType2.Offer ? priceNum : lastEntry.offer,
832
- spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
833
- volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
834
- };
835
- priceHistory.push(newEntry);
291
+ price: priceNum
292
+ });
836
293
  if (priceHistory.length > this.MAX_PRICE_HISTORY) {
837
294
  priceHistory.shift();
838
295
  }
839
296
  this.marketDataPrices.set(symbolStr, priceHistory);
840
297
  this.parser?.logger.log({
841
298
  level: "info",
842
- message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
299
+ message: `MCP Server added ${symbol}: ${priceNum}`
843
300
  });
844
301
  this.server.notification({
845
302
  method: "priceUpdate",
846
303
  params: {
847
304
  symbol: symbolStr,
848
- ...newEntry
305
+ price: priceNum,
306
+ timestamp: Number(timestamp)
849
307
  }
850
308
  });
851
309
  }
852
310
  }
853
- if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
854
- const mdReqID = message.getField(Fields3.MDReqID);
311
+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
312
+ const mdReqID = message.getField(Fields.MDReqID);
855
313
  if (mdReqID) id = String(mdReqID.value);
856
- } else if (msgType === Messages3.ExecutionReport) {
857
- const clOrdID = message.getField(Fields3.ClOrdID);
314
+ } else if (msgType === Messages.ExecutionReport) {
315
+ const clOrdID = message.getField(Fields.ClOrdID);
858
316
  if (clOrdID) id = String(clOrdID.value);
859
- } else if (msgType === Messages3.Reject) {
860
- const refSeqNum = message.getField(Fields3.RefSeqNum);
317
+ } else if (msgType === Messages.Reject) {
318
+ const refSeqNum = message.getField(Fields.RefSeqNum);
861
319
  if (refSeqNum) id = String(refSeqNum.value);
862
320
  }
863
321
  if (id) {
@@ -907,30 +365,490 @@ var MCPLocal = class {
907
365
  }),
908
366
  async (request, extra) => {
909
367
  const { name, arguments: args } = request.params;
910
- const toolHandlers = createToolHandlers(
911
- this.parser,
912
- this.verifiedOrders,
913
- this.pendingRequests,
914
- this.marketDataPrices
915
- );
916
- const handler = toolHandlers[name];
917
- if (!handler) {
918
- return {
919
- content: [
920
- {
921
- type: "text",
922
- text: `Tool not found: ${name}`,
923
- uri: name
368
+ switch (name) {
369
+ case "parse":
370
+ try {
371
+ const parsedMessage = this.parser?.parse(args.fixString);
372
+ if (!parsedMessage || parsedMessage.length === 0) {
373
+ return {
374
+ content: [
375
+ {
376
+ type: "text",
377
+ text: "Error: Failed to parse FIX string",
378
+ uri: "parse"
379
+ }
380
+ ],
381
+ isError: true
382
+ };
924
383
  }
925
- ],
926
- isError: true
927
- };
384
+ return {
385
+ content: [
386
+ {
387
+ type: "text",
388
+ text: `${parsedMessage[0].description}
389
+ ${parsedMessage[0].messageTypeDescription}`,
390
+ uri: "parse"
391
+ }
392
+ ]
393
+ };
394
+ } catch (error) {
395
+ return {
396
+ content: [
397
+ {
398
+ type: "text",
399
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
400
+ uri: "parse"
401
+ }
402
+ ],
403
+ isError: true
404
+ };
405
+ }
406
+ case "parseToJSON":
407
+ try {
408
+ const parsedMessage = this.parser?.parse(args.fixString);
409
+ if (!parsedMessage || parsedMessage.length === 0) {
410
+ return {
411
+ content: [
412
+ {
413
+ type: "text",
414
+ text: "Error: Failed to parse FIX string",
415
+ uri: "parseToJSON"
416
+ }
417
+ ],
418
+ isError: true
419
+ };
420
+ }
421
+ return {
422
+ content: [
423
+ {
424
+ type: "text",
425
+ text: `${parsedMessage[0].toFIXJSON()}`,
426
+ uri: "parseToJSON"
427
+ }
428
+ ]
429
+ };
430
+ } catch (error) {
431
+ return {
432
+ content: [
433
+ {
434
+ type: "text",
435
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
436
+ uri: "parseToJSON"
437
+ }
438
+ ],
439
+ isError: true
440
+ };
441
+ }
442
+ case "verifyOrder":
443
+ try {
444
+ this.verifiedOrders.set(args.clOrdID, {
445
+ clOrdID: args.clOrdID,
446
+ handlInst: args.handlInst,
447
+ quantity: Number.parseFloat(args.quantity),
448
+ price: Number.parseFloat(args.price),
449
+ ordType: args.ordType,
450
+ side: args.side,
451
+ symbol: args.symbol,
452
+ timeInForce: args.timeInForce
453
+ });
454
+ const ordTypeNames = {
455
+ "1": "Market",
456
+ "2": "Limit",
457
+ "3": "Stop",
458
+ "4": "StopLimit",
459
+ "5": "MarketOnClose",
460
+ "6": "WithOrWithout",
461
+ "7": "LimitOrBetter",
462
+ "8": "LimitWithOrWithout",
463
+ "9": "OnBasis",
464
+ A: "OnClose",
465
+ B: "LimitOnClose",
466
+ C: "ForexMarket",
467
+ D: "PreviouslyQuoted",
468
+ E: "PreviouslyIndicated",
469
+ F: "ForexLimit",
470
+ G: "ForexSwap",
471
+ H: "ForexPreviouslyQuoted",
472
+ I: "Funari",
473
+ J: "MarketIfTouched",
474
+ K: "MarketWithLeftOverAsLimit",
475
+ L: "PreviousFundValuationPoint",
476
+ M: "NextFundValuationPoint",
477
+ P: "Pegged",
478
+ Q: "CounterOrderSelection",
479
+ R: "StopOnBidOrOffer",
480
+ S: "StopLimitOnBidOrOffer"
481
+ };
482
+ const sideNames = {
483
+ "1": "Buy",
484
+ "2": "Sell",
485
+ "3": "BuyMinus",
486
+ "4": "SellPlus",
487
+ "5": "SellShort",
488
+ "6": "SellShortExempt",
489
+ "7": "Undisclosed",
490
+ "8": "Cross",
491
+ "9": "CrossShort",
492
+ A: "CrossShortExempt",
493
+ B: "AsDefined",
494
+ C: "Opposite",
495
+ D: "Subscribe",
496
+ E: "Redeem",
497
+ F: "Lend",
498
+ G: "Borrow",
499
+ H: "SellUndisclosed"
500
+ };
501
+ const timeInForceNames = {
502
+ "0": "Day",
503
+ "1": "GoodTillCancel",
504
+ "2": "AtTheOpening",
505
+ "3": "ImmediateOrCancel",
506
+ "4": "FillOrKill",
507
+ "5": "GoodTillCrossing",
508
+ "6": "GoodTillDate",
509
+ "7": "AtTheClose",
510
+ "8": "GoodThroughCrossing",
511
+ "9": "AtCrossing",
512
+ A: "GoodForTime",
513
+ B: "GoodForAuction",
514
+ C: "GoodForMonth"
515
+ };
516
+ const handlInstNames = {
517
+ "1": "AutomatedExecutionNoIntervention",
518
+ "2": "AutomatedExecutionInterventionOK",
519
+ "3": "ManualOrder"
520
+ };
521
+ return {
522
+ content: [
523
+ {
524
+ type: "text",
525
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
526
+
527
+ Parameters verified:
528
+ - ClOrdID: ${args.clOrdID}
529
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
530
+ - Quantity: ${args.quantity}
531
+ - Price: ${args.price}
532
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
533
+ - Side: ${args.side} (${sideNames[args.side]})
534
+ - Symbol: ${args.symbol}
535
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
536
+
537
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
538
+ uri: "verifyOrder"
539
+ }
540
+ ]
541
+ };
542
+ } catch (error) {
543
+ return {
544
+ content: [
545
+ {
546
+ type: "text",
547
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
548
+ uri: "verifyOrder"
549
+ }
550
+ ],
551
+ isError: true
552
+ };
553
+ }
554
+ case "executeOrder":
555
+ try {
556
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
557
+ if (!verifiedOrder) {
558
+ return {
559
+ content: [
560
+ {
561
+ type: "text",
562
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
563
+ uri: "executeOrder"
564
+ }
565
+ ],
566
+ isError: true
567
+ };
568
+ }
569
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
570
+ return {
571
+ content: [
572
+ {
573
+ type: "text",
574
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
575
+ uri: "executeOrder"
576
+ }
577
+ ],
578
+ isError: true
579
+ };
580
+ }
581
+ const response = new Promise((resolve) => {
582
+ this.pendingRequests.set(args.clOrdID, resolve);
583
+ });
584
+ const order = this.parser?.createMessage(
585
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
586
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
587
+ new Field(Fields.SenderCompID, this.parser?.sender),
588
+ new Field(Fields.TargetCompID, this.parser?.target),
589
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
590
+ new Field(Fields.ClOrdID, args.clOrdID),
591
+ new Field(Fields.Side, args.side),
592
+ new Field(Fields.Symbol, args.symbol),
593
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
594
+ new Field(Fields.Price, Number.parseFloat(args.price)),
595
+ new Field(Fields.OrdType, args.ordType),
596
+ new Field(Fields.HandlInst, args.handlInst),
597
+ new Field(Fields.TimeInForce, args.timeInForce),
598
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
599
+ );
600
+ if (!this.parser?.connected) {
601
+ return {
602
+ content: [
603
+ {
604
+ type: "text",
605
+ text: "Error: Not connected. Ignoring message.",
606
+ uri: "executeOrder"
607
+ }
608
+ ],
609
+ isError: true
610
+ };
611
+ }
612
+ this.parser?.send(order);
613
+ const fixData = await response;
614
+ this.verifiedOrders.delete(args.clOrdID);
615
+ return {
616
+ content: [
617
+ {
618
+ type: "text",
619
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
620
+ uri: "executeOrder"
621
+ }
622
+ ]
623
+ };
624
+ } catch (error) {
625
+ return {
626
+ content: [
627
+ {
628
+ type: "text",
629
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
630
+ uri: "executeOrder"
631
+ }
632
+ ],
633
+ isError: true
634
+ };
635
+ }
636
+ case "marketDataRequest":
637
+ try {
638
+ const response = new Promise((resolve) => {
639
+ this.pendingRequests.set(args.mdReqID, resolve);
640
+ });
641
+ const messageFields = [
642
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
643
+ new Field(Fields.SenderCompID, this.parser?.sender),
644
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
645
+ new Field(Fields.TargetCompID, this.parser?.target),
646
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
647
+ new Field(Fields.MDReqID, args.mdReqID),
648
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
649
+ new Field(Fields.MarketDepth, 0),
650
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
651
+ ];
652
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
653
+ args.symbols.forEach((symbol) => {
654
+ messageFields.push(new Field(Fields.Symbol, symbol));
655
+ });
656
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
657
+ args.mdEntryTypes.forEach((entryType) => {
658
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
659
+ });
660
+ const mdr = this.parser?.createMessage(...messageFields);
661
+ if (!this.parser?.connected) {
662
+ return {
663
+ content: [
664
+ {
665
+ type: "text",
666
+ text: "Error: Not connected. Ignoring message.",
667
+ uri: "marketDataRequest"
668
+ }
669
+ ],
670
+ isError: true
671
+ };
672
+ }
673
+ this.parser?.send(mdr);
674
+ const fixData = await response;
675
+ return {
676
+ content: [
677
+ {
678
+ type: "text",
679
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
680
+ uri: "marketDataRequest"
681
+ }
682
+ ]
683
+ };
684
+ } catch (error) {
685
+ return {
686
+ content: [
687
+ {
688
+ type: "text",
689
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
690
+ uri: "marketDataRequest"
691
+ }
692
+ ],
693
+ isError: true
694
+ };
695
+ }
696
+ case "getStockGraph":
697
+ try {
698
+ const symbol = args.symbol;
699
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
700
+ if (priceHistory.length === 0) {
701
+ return {
702
+ content: [
703
+ {
704
+ type: "text",
705
+ text: `No price data available for ${symbol}`,
706
+ uri: "getStockGraph"
707
+ }
708
+ ]
709
+ };
710
+ }
711
+ const width = 600;
712
+ const height = 300;
713
+ const padding = 40;
714
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
715
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
716
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
717
+ const yScale = (height - 2 * padding) / (yMax - yMin);
718
+ const points = priceHistory.map((d, i) => {
719
+ const x = padding + i * xScale;
720
+ const y = height - padding - (d.price - yMin) * yScale;
721
+ return `${x},${y}`;
722
+ }).join(" L ");
723
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
724
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
725
+ <!-- Background -->
726
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
727
+
728
+ <!-- Grid lines -->
729
+ <g stroke="#e9ecef" stroke-width="1">
730
+ ${Array.from({ length: 5 }, (_, i) => {
731
+ const y = padding + (height - 2 * padding) * i / 4;
732
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
733
+ }).join("\n")}
734
+ </g>
735
+
736
+ <!-- Price line -->
737
+ <path d="M ${points}"
738
+ fill="none"
739
+ stroke="#007bff"
740
+ stroke-width="2"/>
741
+
742
+ <!-- Data points -->
743
+ ${priceHistory.map((d, i) => {
744
+ const x = padding + i * xScale;
745
+ const y = height - padding - (d.price - yMin) * yScale;
746
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
747
+ }).join("\n")}
748
+
749
+ <!-- Labels -->
750
+ <g font-family="Arial" font-size="12" fill="#495057">
751
+ ${Array.from({ length: 5 }, (_, i) => {
752
+ const x = padding + (width - 2 * padding) * i / 4;
753
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
754
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
755
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
756
+ }).join("\n")}
757
+ ${Array.from({ length: 5 }, (_, i) => {
758
+ const y = padding + (height - 2 * padding) * i / 4;
759
+ const price = yMax - (yMax - yMin) * i / 4;
760
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
761
+ }).join("\n")}
762
+ </g>
763
+
764
+ <!-- Title -->
765
+ <text x="${width / 2}" y="${padding / 2}"
766
+ font-family="Arial" font-size="16" font-weight="bold"
767
+ text-anchor="middle" fill="#212529">
768
+ ${symbol} - Price Chart (${priceHistory.length} points)
769
+ </text>
770
+ </svg>`;
771
+ return {
772
+ content: [
773
+ {
774
+ type: "text",
775
+ text: svg,
776
+ uri: "getStockGraph",
777
+ mimeType: "image/svg+xml"
778
+ }
779
+ ]
780
+ };
781
+ } catch (error) {
782
+ return {
783
+ content: [
784
+ {
785
+ type: "text",
786
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
787
+ uri: "getStockGraph"
788
+ }
789
+ ],
790
+ isError: true
791
+ };
792
+ }
793
+ case "getStockPriceHistory":
794
+ try {
795
+ const symbol = args.symbol;
796
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
797
+ if (priceHistory.length === 0) {
798
+ return {
799
+ content: [
800
+ {
801
+ type: "text",
802
+ text: `No price data available for ${symbol}`,
803
+ uri: "getStockPriceHistory"
804
+ }
805
+ ]
806
+ };
807
+ }
808
+ return {
809
+ content: [
810
+ {
811
+ type: "text",
812
+ text: JSON.stringify(
813
+ {
814
+ symbol,
815
+ count: priceHistory.length,
816
+ prices: priceHistory.map((point) => ({
817
+ timestamp: new Date(point.timestamp).toISOString(),
818
+ price: point.price
819
+ }))
820
+ },
821
+ null,
822
+ 2
823
+ ),
824
+ uri: "getStockPriceHistory"
825
+ }
826
+ ]
827
+ };
828
+ } catch (error) {
829
+ return {
830
+ content: [
831
+ {
832
+ type: "text",
833
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
834
+ uri: "getStockPriceHistory"
835
+ }
836
+ ],
837
+ isError: true
838
+ };
839
+ }
840
+ default:
841
+ return {
842
+ content: [
843
+ {
844
+ type: "text",
845
+ text: `Tool not found: ${name}`,
846
+ uri: name
847
+ }
848
+ ],
849
+ isError: true
850
+ };
928
851
  }
929
- const result = await handler(args);
930
- return {
931
- content: result.content,
932
- isError: result.isError
933
- };
934
852
  }
935
853
  );
936
854
  process.on("SIGINT", async () => {