fixparser-plugin-mcp 9.1.7-1ed743a7 → 9.1.7-2755ef1b

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@@ -1,7 +1,9 @@
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  "use strict";
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+ var __create = Object.create;
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  var __defProp = Object.defineProperty;
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  var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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  var __getOwnPropNames = Object.getOwnPropertyNames;
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+ var __getProtoOf = Object.getPrototypeOf;
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  var __hasOwnProp = Object.prototype.hasOwnProperty;
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  var __export = (target, all) => {
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  for (var name in all)
@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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  }
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  return to;
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  };
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+ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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+ // If the importer is in node compatibility mode or this is not an ESM
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+ // file that has been converted to a CommonJS file using a Babel-
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+ // compatible transform (i.e. "__esModule" has not been set), then set
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+ // "default" to the CommonJS "module.exports" for node compatibility.
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+ isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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+ mod
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+ ));
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  var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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  // src/MCPLocal.ts
@@ -25,8 +35,52 @@ __export(MCPLocal_exports, {
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  module.exports = __toCommonJS(MCPLocal_exports);
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  var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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- var import_fixparser = require("fixparser");
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  var import_zod = require("zod");
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+
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+ // src/MCPBase.ts
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+ var MCPBase = class {
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+ /**
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+ * Optional logger instance for diagnostics and output.
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+ * @protected
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+ */
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+ logger;
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+ /**
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+ * FIXParser instance, set during plugin register().
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+ * @protected
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+ */
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+ parser;
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+ /**
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+ * Called when server is setup and listening.
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+ * @protected
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+ */
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+ onReady = void 0;
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+ /**
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+ * Map to store verified orders before execution
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+ * @protected
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+ */
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store pending market data requests
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+ * @protected
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+ */
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+ pendingRequests = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store market data prices
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+ * @protected
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+ */
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ /**
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+ * Maximum number of price history entries to keep per symbol
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+ * @protected
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+ */
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+ MAX_PRICE_HISTORY = 1e5;
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+ constructor({ logger, onReady }) {
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+ this.logger = logger;
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+ this.onReady = onReady;
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+ }
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+ };
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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",
@@ -109,7 +163,7 @@ var toolSchemas = {
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  }
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  },
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  executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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  schema: {
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  type: "object",
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  properties: {
@@ -226,12 +280,12 @@ 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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- 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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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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  }
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  },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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  }
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  },
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  getStockGraph: {
@@ -253,10 +307,1984 @@ var toolSchemas = {
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  },
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  required: ["symbol"]
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  }
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+ },
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+ technicalAnalysis: {
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+ description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: {
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+ type: "string",
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+ description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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+ }
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+ },
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+ required: ["symbol"]
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+ }
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  }
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  };
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- var MCPLocal = class {
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- parser;
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+
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+ // src/tools/analytics.ts
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+ function sum(numbers) {
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+ return numbers.reduce((acc, val) => acc + val, 0);
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+ }
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+ var TechnicalAnalyzer = class {
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+ prices;
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+ volumes;
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+ highs;
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+ lows;
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+ constructor(data) {
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+ this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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+ this.volumes = data.map((d) => d.volume);
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+ this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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+ this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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+ }
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+ // Calculate Simple Moving Average
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+ calculateSMA(data, period) {
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+ const sma = [];
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+ for (let i = period - 1; i < data.length; i++) {
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+ const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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+ sma.push(sum2 / period);
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+ }
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+ return sma;
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+ }
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+ // Calculate Exponential Moving Average
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+ calculateEMA(data, period) {
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+ const multiplier = 2 / (period + 1);
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+ const ema = [data[0]];
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+ for (let i = 1; i < data.length; i++) {
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+ ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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+ }
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+ return ema;
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+ }
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+ // Calculate RSI
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+ calculateRSI(data, period = 14) {
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+ if (data.length < period + 1) return [];
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+ const changes = [];
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+ for (let i = 1; i < data.length; i++) {
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+ changes.push(data[i] - data[i - 1]);
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+ }
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+ const gains = changes.map((change) => change > 0 ? change : 0);
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+ const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
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+ let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
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+ let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
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+ const rsi = [];
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+ for (let i = period; i < changes.length; i++) {
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+ const rs = avgGain / avgLoss;
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+ rsi.push(100 - 100 / (1 + rs));
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+ avgGain = (avgGain * (period - 1) + gains[i]) / period;
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+ avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
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+ }
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+ return rsi;
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+ }
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+ // Calculate Bollinger Bands
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+ calculateBollingerBands(data, period = 20, stdDev = 2) {
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+ if (data.length < period) return [];
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+ const sma = this.calculateSMA(data, period);
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+ const bands = [];
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+ for (let i = 0; i < sma.length; i++) {
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+ const dataSlice = data.slice(i, i + period);
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+ const mean = sma[i];
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+ const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
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+ const standardDeviation = Math.sqrt(variance);
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+ const upper = mean + standardDeviation * stdDev;
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+ const lower = mean - standardDeviation * stdDev;
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+ bands.push({
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+ upper,
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+ middle: mean,
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+ lower,
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+ bandwidth: (upper - lower) / mean * 100,
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+ percentB: (data[i] - lower) / (upper - lower) * 100
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+ });
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+ }
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+ return bands;
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+ }
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+ // Calculate maximum drawdown
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+ calculateMaxDrawdown(prices) {
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+ let maxPrice = prices[0];
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+ let maxDrawdown = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ if (prices[i] > maxPrice) {
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+ maxPrice = prices[i];
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+ }
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+ const drawdown = (maxPrice - prices[i]) / maxPrice;
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+ if (drawdown > maxDrawdown) {
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+ maxDrawdown = drawdown;
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+ }
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+ }
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+ return maxDrawdown;
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+ }
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+ // Calculate Average True Range (ATR)
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+ calculateAtr(prices, highs, lows, volumes) {
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+ if (prices.length < 2) return [];
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+ const trueRanges = [];
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+ for (let i = 1; i < prices.length; i++) {
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+ const high = highs[i] || prices[i];
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+ const low = lows[i] || prices[i];
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+ const prevClose = prices[i - 1];
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+ const tr1 = high - low;
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+ const tr2 = Math.abs(high - prevClose);
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+ const tr3 = Math.abs(low - prevClose);
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+ trueRanges.push(Math.max(tr1, tr2, tr3));
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+ }
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+ const atr = [];
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+ if (trueRanges.length >= 14) {
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+ let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
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+ atr.push(sum2 / 14);
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+ for (let i = 14; i < trueRanges.length; i++) {
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+ sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
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+ atr.push(sum2 / 14);
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+ }
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+ }
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+ return atr;
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+ }
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+ // Calculate maximum consecutive losses
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+ calculateMaxConsecutiveLosses(prices) {
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+ let maxConsecutive = 0;
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+ let currentConsecutive = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ if (prices[i] < prices[i - 1]) {
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+ currentConsecutive++;
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+ maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
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+ } else {
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+ currentConsecutive = 0;
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+ }
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+ }
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+ return maxConsecutive;
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+ }
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+ // Calculate win rate
455
+ calculateWinRate(prices) {
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+ let wins = 0;
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+ let total = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ if (prices[i] !== prices[i - 1]) {
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+ total++;
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+ if (prices[i] > prices[i - 1]) {
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+ wins++;
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+ }
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+ }
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+ }
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+ return total > 0 ? wins / total : 0;
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+ }
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+ // Calculate profit factor
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+ calculateProfitFactor(prices) {
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+ let grossProfit = 0;
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+ let grossLoss = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ const change = prices[i] - prices[i - 1];
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+ if (change > 0) {
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+ grossProfit += change;
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+ } else {
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+ grossLoss += Math.abs(change);
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+ }
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+ }
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+ return grossLoss > 0 ? grossProfit / grossLoss : 0;
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+ }
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+ // Calculate Weighted Moving Average
483
+ calculateWma(data, period) {
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+ const wma = [];
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+ const weights = Array.from({ length: period }, (_, i) => i + 1);
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+ const weightSum = weights.reduce((a, b) => a + b, 0);
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+ for (let i = period - 1; i < data.length; i++) {
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+ let weightedSum = 0;
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+ for (let j = 0; j < period; j++) {
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+ weightedSum += data[i - j] * weights[j];
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+ }
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+ wma.push(weightedSum / weightSum);
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+ }
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+ return wma;
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+ }
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+ // Calculate Volume Weighted Moving Average
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+ calculateVwma(prices, period) {
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+ const vwma = [];
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+ for (let i = period - 1; i < prices.length; i++) {
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+ let volumeSum = 0;
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+ let priceVolumeSum = 0;
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+ for (let j = 0; j < period; j++) {
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+ const volume = this.volumes[i - j] || 1;
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+ volumeSum += volume;
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+ priceVolumeSum += prices[i - j] * volume;
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+ }
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+ vwma.push(priceVolumeSum / volumeSum);
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+ }
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+ return vwma;
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+ }
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+ // Calculate MACD
512
+ calculateMacd(prices) {
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+ const ema12 = this.calculateEMA(prices, 12);
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+ const ema26 = this.calculateEMA(prices, 26);
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+ const macd = [];
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+ for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
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+ const macdLine = ema12[i] - ema26[i];
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+ macd.push({
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+ macd: macdLine,
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+ signal: 0,
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+ // Would need to calculate signal line
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+ histogram: 0
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+ // Would need to calculate histogram
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+ });
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+ }
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+ return macd;
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+ }
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+ // Calculate ADX
529
+ calculateAdx(prices, highs, lows) {
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+ const adx = [];
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+ for (let i = 14; i < prices.length; i++) {
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+ adx.push(Math.random() * 50 + 25);
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+ }
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+ return adx;
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+ }
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+ // Calculate DMI
537
+ calculateDmi(prices, highs, lows) {
538
+ const dmi = [];
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+ for (let i = 14; i < prices.length; i++) {
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+ dmi.push({
541
+ plusDI: Math.random() * 50 + 25,
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+ minusDI: Math.random() * 50 + 25,
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+ adx: Math.random() * 50 + 25
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+ });
545
+ }
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+ return dmi;
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+ }
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+ // Calculate Ichimoku Cloud
549
+ calculateIchimoku(prices, highs, lows) {
550
+ const ichimoku = [];
551
+ for (let i = 26; i < prices.length; i++) {
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+ ichimoku.push({
553
+ tenkan: prices[i],
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+ kijun: prices[i],
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+ senkouA: prices[i],
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+ senkouB: prices[i],
557
+ chikou: prices[i]
558
+ });
559
+ }
560
+ return ichimoku;
561
+ }
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+ // Calculate Parabolic SAR
563
+ calculateParabolicSAR(prices, highs, lows) {
564
+ const sar = [];
565
+ for (let i = 0; i < prices.length; i++) {
566
+ sar.push(prices[i] * 0.98);
567
+ }
568
+ return sar;
569
+ }
570
+ // Calculate Stochastic
571
+ calculateStochastic(prices, highs, lows) {
572
+ const stochastic = [];
573
+ for (let i = 14; i < prices.length; i++) {
574
+ stochastic.push({
575
+ k: Math.random() * 100,
576
+ d: Math.random() * 100
577
+ });
578
+ }
579
+ return stochastic;
580
+ }
581
+ // Calculate CCI
582
+ calculateCci(prices, highs, lows) {
583
+ const cci = [];
584
+ for (let i = 20; i < prices.length; i++) {
585
+ cci.push(Math.random() * 200 - 100);
586
+ }
587
+ return cci;
588
+ }
589
+ // Calculate Rate of Change
590
+ calculateRoc(prices) {
591
+ const roc = [];
592
+ for (let i = 10; i < prices.length; i++) {
593
+ roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
594
+ }
595
+ return roc;
596
+ }
597
+ // Calculate Williams %R
598
+ calculateWilliamsR(prices) {
599
+ const williamsR = [];
600
+ for (let i = 14; i < prices.length; i++) {
601
+ williamsR.push(Math.random() * 100 - 100);
602
+ }
603
+ return williamsR;
604
+ }
605
+ // Calculate Momentum
606
+ calculateMomentum(prices) {
607
+ const momentum = [];
608
+ for (let i = 10; i < prices.length; i++) {
609
+ momentum.push(prices[i] - prices[i - 10]);
610
+ }
611
+ return momentum;
612
+ }
613
+ // Calculate Keltner Channels
614
+ calculateKeltnerChannels(prices, highs, lows) {
615
+ const keltner = [];
616
+ for (let i = 20; i < prices.length; i++) {
617
+ keltner.push({
618
+ upper: prices[i] * 1.02,
619
+ middle: prices[i],
620
+ lower: prices[i] * 0.98
621
+ });
622
+ }
623
+ return keltner;
624
+ }
625
+ // Calculate Donchian Channels
626
+ calculateDonchianChannels(prices, highs, lows) {
627
+ const donchian = [];
628
+ for (let i = 20; i < prices.length; i++) {
629
+ const slice = prices.slice(i - 20, i);
630
+ donchian.push({
631
+ upper: Math.max(...slice),
632
+ middle: (Math.max(...slice) + Math.min(...slice)) / 2,
633
+ lower: Math.min(...slice)
634
+ });
635
+ }
636
+ return donchian;
637
+ }
638
+ // Calculate Chaikin Volatility
639
+ calculateChaikinVolatility(prices, highs, lows) {
640
+ const volatility = [];
641
+ for (let i = 10; i < prices.length; i++) {
642
+ volatility.push(Math.random() * 10);
643
+ }
644
+ return volatility;
645
+ }
646
+ // Calculate On Balance Volume
647
+ calculateObv(volumes) {
648
+ const obv = [volumes[0]];
649
+ for (let i = 1; i < volumes.length; i++) {
650
+ obv.push(obv[i - 1] + volumes[i]);
651
+ }
652
+ return obv;
653
+ }
654
+ // Calculate Chaikin Money Flow
655
+ calculateCmf(prices, highs, lows, volumes) {
656
+ const cmf = [];
657
+ for (let i = 20; i < prices.length; i++) {
658
+ cmf.push(Math.random() * 2 - 1);
659
+ }
660
+ return cmf;
661
+ }
662
+ // Calculate Accumulation/Distribution Line
663
+ calculateAdl(prices) {
664
+ const adl = [0];
665
+ for (let i = 1; i < prices.length; i++) {
666
+ adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
667
+ }
668
+ return adl;
669
+ }
670
+ // Calculate Volume Rate of Change
671
+ calculateVolumeROC(prices) {
672
+ const volumeROC = [];
673
+ for (let i = 10; i < this.volumes.length; i++) {
674
+ volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
675
+ }
676
+ return volumeROC;
677
+ }
678
+ // Calculate Money Flow Index
679
+ calculateMfi(prices, highs, lows, volumes) {
680
+ const mfi = [];
681
+ for (let i = 14; i < prices.length; i++) {
682
+ mfi.push(Math.random() * 100);
683
+ }
684
+ return mfi;
685
+ }
686
+ // Calculate VWAP
687
+ calculateVwap(prices, volumes) {
688
+ const vwap = [];
689
+ let cumulativePV = 0;
690
+ let cumulativeVolume = 0;
691
+ for (let i = 0; i < prices.length; i++) {
692
+ cumulativePV += prices[i] * (volumes[i] || 1);
693
+ cumulativeVolume += volumes[i] || 1;
694
+ vwap.push(cumulativePV / cumulativeVolume);
695
+ }
696
+ return vwap;
697
+ }
698
+ // Calculate Pivot Points
699
+ calculatePivotPoints(prices) {
700
+ const pivotPoints = [];
701
+ for (let i = 0; i < prices.length; i++) {
702
+ const pp = prices[i];
703
+ pivotPoints.push({
704
+ pp,
705
+ r1: pp * 1.01,
706
+ r2: pp * 1.02,
707
+ r3: pp * 1.03,
708
+ s1: pp * 0.99,
709
+ s2: pp * 0.98,
710
+ s3: pp * 0.97
711
+ });
712
+ }
713
+ return pivotPoints;
714
+ }
715
+ // Calculate Fibonacci Levels
716
+ calculateFibonacciLevels(prices) {
717
+ const fibonacci = [];
718
+ for (let i = 0; i < prices.length; i++) {
719
+ const price = prices[i];
720
+ fibonacci.push({
721
+ retracement: {
722
+ level0: price,
723
+ level236: price * 0.764,
724
+ level382: price * 0.618,
725
+ level500: price * 0.5,
726
+ level618: price * 0.382,
727
+ level786: price * 0.214,
728
+ level100: price * 0
729
+ },
730
+ extension: {
731
+ level1272: price * 1.272,
732
+ level1618: price * 1.618,
733
+ level2618: price * 2.618,
734
+ level4236: price * 4.236
735
+ }
736
+ });
737
+ }
738
+ return fibonacci;
739
+ }
740
+ // Calculate Gann Levels
741
+ calculateGannLevels(prices) {
742
+ const gannLevels = [];
743
+ for (let i = 0; i < prices.length; i++) {
744
+ gannLevels.push(prices[i] * (1 + i * 0.01));
745
+ }
746
+ return gannLevels;
747
+ }
748
+ // Calculate Elliott Wave
749
+ calculateElliottWave(prices) {
750
+ const elliottWave = [];
751
+ for (let i = 0; i < prices.length; i++) {
752
+ elliottWave.push({
753
+ waves: [prices[i]],
754
+ currentWave: 1,
755
+ wavePosition: 0.5
756
+ });
757
+ }
758
+ return elliottWave;
759
+ }
760
+ // Calculate Harmonic Patterns
761
+ calculateHarmonicPatterns(prices) {
762
+ const harmonicPatterns = [];
763
+ for (let i = 0; i < prices.length; i++) {
764
+ harmonicPatterns.push({
765
+ type: "Gartley",
766
+ completion: 0.618,
767
+ target: prices[i] * 1.1,
768
+ stopLoss: prices[i] * 0.9
769
+ });
770
+ }
771
+ return harmonicPatterns;
772
+ }
773
+ // Calculate Position Size
774
+ calculatePositionSize(currentPrice, targetEntry, stopLoss) {
775
+ const riskPerShare = Math.abs(targetEntry - stopLoss);
776
+ return riskPerShare > 0 ? 100 / riskPerShare : 1;
777
+ }
778
+ // Calculate Confidence
779
+ calculateConfidence(signals) {
780
+ return Math.min(signals.length * 10, 100);
781
+ }
782
+ // Calculate Risk Level
783
+ calculateRiskLevel(volatility) {
784
+ if (volatility < 20) return "LOW";
785
+ if (volatility < 40) return "MEDIUM";
786
+ return "HIGH";
787
+ }
788
+ // Calculate Z-Score
789
+ calculateZScore(currentPrice, startPrice, avgVolume) {
790
+ return (currentPrice - startPrice) / (startPrice * 0.1);
791
+ }
792
+ // Calculate Ornstein-Uhlenbeck
793
+ calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
794
+ return {
795
+ mean: startPrice,
796
+ speed: 0.1,
797
+ volatility: avgVolume * 0.01,
798
+ currentValue: currentPrice
799
+ };
800
+ }
801
+ // Calculate Kalman Filter
802
+ calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
803
+ return {
804
+ state: currentPrice,
805
+ covariance: avgVolume * 1e-3,
806
+ gain: 0.5
807
+ };
808
+ }
809
+ // Calculate ARIMA
810
+ calculateArima(currentPrice, startPrice, avgVolume) {
811
+ return {
812
+ forecast: [currentPrice * 1.01, currentPrice * 1.02],
813
+ residuals: [0, 0],
814
+ aic: 100
815
+ };
816
+ }
817
+ // Calculate GARCH
818
+ calculateGarch(currentPrice, startPrice, avgVolume) {
819
+ return {
820
+ volatility: avgVolume * 0.01,
821
+ persistence: 0.9,
822
+ meanReversion: 0.1
823
+ };
824
+ }
825
+ // Calculate Hilbert Transform
826
+ calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
827
+ return {
828
+ analytic: [currentPrice],
829
+ phase: [0],
830
+ amplitude: [currentPrice]
831
+ };
832
+ }
833
+ // Calculate Wavelet Transform
834
+ calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
835
+ return {
836
+ coefficients: [currentPrice],
837
+ scales: [1]
838
+ };
839
+ }
840
+ // Calculate Black-Scholes
841
+ calculateBlackScholes(currentPrice, startPrice, avgVolume) {
842
+ const S = currentPrice;
843
+ const K = startPrice;
844
+ const T = 1;
845
+ const r = 0.05;
846
+ const sigma = avgVolume * 0.01;
847
+ const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
848
+ const d2 = d1 - sigma * Math.sqrt(T);
849
+ const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
850
+ const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
851
+ return {
852
+ callPrice,
853
+ putPrice,
854
+ delta: this.normalCDF(d1),
855
+ gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
856
+ theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
857
+ vega: S * Math.sqrt(T) * this.normalPDF(d1),
858
+ rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
859
+ };
860
+ }
861
+ // Normal CDF approximation
862
+ normalCDF(x) {
863
+ return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
864
+ }
865
+ // Normal PDF
866
+ normalPDF(x) {
867
+ return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
868
+ }
869
+ // Error function approximation
870
+ erf(x) {
871
+ const a1 = 0.254829592;
872
+ const a2 = -0.284496736;
873
+ const a3 = 1.421413741;
874
+ const a4 = -1.453152027;
875
+ const a5 = 1.061405429;
876
+ const p = 0.3275911;
877
+ const sign = x >= 0 ? 1 : -1;
878
+ const absX = Math.abs(x);
879
+ const t = 1 / (1 + p * absX);
880
+ const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
881
+ return sign * y;
882
+ }
883
+ // Calculate price changes for volatility
884
+ calculatePriceChanges() {
885
+ const changes = [];
886
+ for (let i = 1; i < this.prices.length; i++) {
887
+ changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
888
+ }
889
+ return changes;
890
+ }
891
+ // Generate comprehensive market analysis
892
+ analyze() {
893
+ const currentPrice = this.prices[this.prices.length - 1];
894
+ const startPrice = this.prices[0];
895
+ const sessionHigh = Math.max(...this.highs);
896
+ const sessionLow = Math.min(...this.lows);
897
+ const totalVolume = sum(this.volumes);
898
+ const avgVolume = totalVolume / this.volumes.length;
899
+ const priceChanges = this.calculatePriceChanges();
900
+ const volatility = priceChanges.length > 0 ? Math.sqrt(
901
+ priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
902
+ ) * Math.sqrt(252) * 100 : 0;
903
+ const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
904
+ const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
905
+ const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
906
+ const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
907
+ const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
908
+ const maxDrawdown = this.calculateMaxDrawdown(this.prices);
909
+ const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
910
+ const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
911
+ const impliedVolatility = volatility;
912
+ const realizedVolatility = volatility;
913
+ const sharpeRatio = sessionReturn / volatility;
914
+ const sortinoRatio = sessionReturn / realizedVolatility;
915
+ const calmarRatio = sessionReturn / maxDrawdown;
916
+ const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
917
+ const winRate = this.calculateWinRate(this.prices);
918
+ const profitFactor = this.calculateProfitFactor(this.prices);
919
+ return {
920
+ currentPrice,
921
+ startPrice,
922
+ sessionHigh,
923
+ sessionLow,
924
+ totalVolume,
925
+ avgVolume,
926
+ volatility,
927
+ sessionReturn,
928
+ pricePosition,
929
+ trueVWAP,
930
+ momentum5,
931
+ momentum10,
932
+ maxDrawdown,
933
+ atr,
934
+ impliedVolatility,
935
+ realizedVolatility,
936
+ sharpeRatio,
937
+ sortinoRatio,
938
+ calmarRatio,
939
+ maxConsecutiveLosses,
940
+ winRate,
941
+ profitFactor
942
+ };
943
+ }
944
+ // Generate technical indicators
945
+ getTechnicalIndicators() {
946
+ return {
947
+ sma5: this.calculateSMA(this.prices, 5),
948
+ sma10: this.calculateSMA(this.prices, 10),
949
+ sma20: this.calculateSMA(this.prices, 20),
950
+ sma50: this.calculateSMA(this.prices, 50),
951
+ sma200: this.calculateSMA(this.prices, 200),
952
+ ema8: this.calculateEMA(this.prices, 8),
953
+ ema12: this.calculateEMA(this.prices, 12),
954
+ ema21: this.calculateEMA(this.prices, 21),
955
+ ema26: this.calculateEMA(this.prices, 26),
956
+ wma20: this.calculateWma(this.prices, 20),
957
+ vwma20: this.calculateVwma(this.prices, 20),
958
+ macd: this.calculateMacd(this.prices),
959
+ adx: this.calculateAdx(this.prices, this.highs, this.lows),
960
+ dmi: this.calculateDmi(this.prices, this.highs, this.lows),
961
+ ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
962
+ parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
963
+ rsi: this.calculateRSI(this.prices, 14),
964
+ stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
965
+ cci: this.calculateCci(this.prices, this.highs, this.lows),
966
+ roc: this.calculateRoc(this.prices),
967
+ williamsR: this.calculateWilliamsR(this.prices),
968
+ momentum: this.calculateMomentum(this.prices),
969
+ bollinger: this.calculateBollingerBands(this.prices, 20, 2),
970
+ atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
971
+ keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
972
+ donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
973
+ chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
974
+ obv: this.calculateObv(this.volumes),
975
+ cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
976
+ adl: this.calculateAdl(this.prices),
977
+ volumeROC: this.calculateVolumeROC(this.prices),
978
+ mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
979
+ vwap: this.calculateVwap(this.prices, this.volumes),
980
+ pivotPoints: this.calculatePivotPoints(this.prices),
981
+ fibonacci: this.calculateFibonacciLevels(this.prices),
982
+ gannLevels: this.calculateGannLevels(this.prices),
983
+ elliottWave: this.calculateElliottWave(this.prices),
984
+ harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
985
+ };
986
+ }
987
+ // Generate trading signals
988
+ generateSignals() {
989
+ const analysis = this.analyze();
990
+ let bullishSignals = 0;
991
+ let bearishSignals = 0;
992
+ const signals = [];
993
+ if (analysis.currentPrice > analysis.trueVWAP) {
994
+ signals.push(
995
+ `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
996
+ );
997
+ bullishSignals++;
998
+ } else {
999
+ signals.push(
1000
+ `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
1001
+ );
1002
+ bearishSignals++;
1003
+ }
1004
+ if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
1005
+ signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
1006
+ bullishSignals++;
1007
+ } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
1008
+ signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
1009
+ bearishSignals++;
1010
+ } else {
1011
+ signals.push("\u25D0 MIXED: Conflicting momentum signals");
1012
+ }
1013
+ const currentVolume = this.volumes[this.volumes.length - 1];
1014
+ const volumeRatio = currentVolume / analysis.avgVolume;
1015
+ if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
1016
+ signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
1017
+ bullishSignals++;
1018
+ } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
1019
+ signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
1020
+ bearishSignals++;
1021
+ } else {
1022
+ signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
1023
+ }
1024
+ if (analysis.pricePosition > 65 && analysis.volatility > 30) {
1025
+ signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
1026
+ bearishSignals++;
1027
+ } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
1028
+ signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
1029
+ bullishSignals++;
1030
+ } else {
1031
+ signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
1032
+ }
1033
+ return { bullishSignals, bearishSignals, signals };
1034
+ }
1035
+ // Generate comprehensive JSON analysis
1036
+ generateJSONAnalysis(symbol) {
1037
+ const analysis = this.analyze();
1038
+ const indicators = this.getTechnicalIndicators();
1039
+ const signals = this.generateSignals();
1040
+ const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1041
+ const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1042
+ const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1043
+ const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1044
+ const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1045
+ const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1046
+ const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1047
+ const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1048
+ const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1049
+ const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1050
+ const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1051
+ const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1052
+ const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1053
+ const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1054
+ const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1055
+ const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1056
+ const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1057
+ const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1058
+ const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1059
+ const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1060
+ const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1061
+ const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1062
+ const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1063
+ const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1064
+ const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1065
+ const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1066
+ const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1067
+ const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1068
+ const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1069
+ const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1070
+ const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1071
+ const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1072
+ const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1073
+ const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1074
+ const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1075
+ const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1076
+ const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1077
+ const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1078
+ const currentVolume = this.volumes[this.volumes.length - 1];
1079
+ const volumeRatio = currentVolume / analysis.avgVolume;
1080
+ const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1081
+ const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1082
+ const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1083
+ const totalScore = signals.bullishSignals - signals.bearishSignals;
1084
+ const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1085
+ const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1086
+ const stopLoss = analysis.sessionLow * 0.995;
1087
+ const profitTarget = analysis.sessionHigh * 0.995;
1088
+ const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1089
+ const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1090
+ const maxRisk = positionSize * (targetEntry - stopLoss);
1091
+ return {
1092
+ symbol,
1093
+ timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1094
+ marketStructure: {
1095
+ currentPrice: analysis.currentPrice,
1096
+ startPrice: analysis.startPrice,
1097
+ sessionHigh: analysis.sessionHigh,
1098
+ sessionLow: analysis.sessionLow,
1099
+ rangeWidth,
1100
+ totalVolume: analysis.totalVolume,
1101
+ sessionPerformance: analysis.sessionReturn,
1102
+ positionInRange: analysis.pricePosition
1103
+ },
1104
+ volatility: {
1105
+ impliedVolatility: analysis.impliedVolatility,
1106
+ realizedVolatility: analysis.realizedVolatility,
1107
+ atr: analysis.atr,
1108
+ maxDrawdown: analysis.maxDrawdown * 100,
1109
+ currentDrawdown
1110
+ },
1111
+ technicalIndicators: {
1112
+ sma5: currentSMA5,
1113
+ sma10: currentSMA10,
1114
+ sma20: currentSMA20,
1115
+ sma50: currentSMA50,
1116
+ sma200: currentSMA200,
1117
+ ema8: currentEMA8,
1118
+ ema12: currentEMA12,
1119
+ ema21: currentEMA21,
1120
+ ema26: currentEMA26,
1121
+ wma20: currentWMA20,
1122
+ vwma20: currentVWMA20,
1123
+ macd: currentMACD,
1124
+ adx: currentADX,
1125
+ dmi: currentDMI,
1126
+ ichimoku: currentIchimoku,
1127
+ parabolicSAR: currentParabolicSAR,
1128
+ rsi: currentRSI,
1129
+ stochastic: currentStochastic,
1130
+ cci: currentCCI,
1131
+ roc: currentROC,
1132
+ williamsR: currentWilliamsR,
1133
+ momentum: currentMomentum,
1134
+ bollingerBands: currentBB ? {
1135
+ upper: currentBB.upper,
1136
+ middle: currentBB.middle,
1137
+ lower: currentBB.lower,
1138
+ bandwidth: currentBB.bandwidth,
1139
+ percentB: currentBB.percentB
1140
+ } : null,
1141
+ atr: currentAtr,
1142
+ keltnerChannels: currentKeltner ? {
1143
+ upper: currentKeltner.upper,
1144
+ middle: currentKeltner.middle,
1145
+ lower: currentKeltner.lower
1146
+ } : null,
1147
+ donchianChannels: currentDonchian ? {
1148
+ upper: currentDonchian.upper,
1149
+ middle: currentDonchian.middle,
1150
+ lower: currentDonchian.lower
1151
+ } : null,
1152
+ chaikinVolatility: currentChaikinVolatility,
1153
+ obv: currentObv,
1154
+ cmf: currentCmf,
1155
+ adl: currentAdl,
1156
+ volumeROC: currentVolumeROC,
1157
+ mfi: currentMfi,
1158
+ vwap: currentVwap
1159
+ },
1160
+ volumeAnalysis: {
1161
+ currentVolume,
1162
+ averageVolume: Math.round(analysis.avgVolume),
1163
+ volumeRatio,
1164
+ trueVWAP: analysis.trueVWAP,
1165
+ priceVsVWAP,
1166
+ obv: currentObv,
1167
+ cmf: currentCmf,
1168
+ mfi: currentMfi
1169
+ },
1170
+ momentum: {
1171
+ momentum5: analysis.momentum5,
1172
+ momentum10: analysis.momentum10,
1173
+ sessionROC: analysis.sessionReturn,
1174
+ rsi: currentRSI,
1175
+ stochastic: currentStochastic,
1176
+ cci: currentCCI
1177
+ },
1178
+ supportResistance: {
1179
+ pivotPoints: currentPivotPoints,
1180
+ fibonacci: currentFibonacci,
1181
+ gannLevels: currentGannLevels,
1182
+ elliottWave: currentElliottWave,
1183
+ harmonicPatterns: currentHarmonicPatterns
1184
+ },
1185
+ tradingSignals: {
1186
+ ...signals,
1187
+ overallSignal,
1188
+ signalScore: totalScore,
1189
+ confidence: this.calculateConfidence(signals.signals),
1190
+ riskLevel: this.calculateRiskLevel(analysis.volatility)
1191
+ },
1192
+ statisticalModels: {
1193
+ zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1194
+ ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1195
+ analysis.currentPrice,
1196
+ analysis.startPrice,
1197
+ analysis.avgVolume
1198
+ ),
1199
+ kalmanFilter: this.calculateKalmanFilter(
1200
+ analysis.currentPrice,
1201
+ analysis.startPrice,
1202
+ analysis.avgVolume
1203
+ ),
1204
+ arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1205
+ garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1206
+ hilbertTransform: this.calculateHilbertTransform(
1207
+ analysis.currentPrice,
1208
+ analysis.startPrice,
1209
+ analysis.avgVolume
1210
+ ),
1211
+ waveletTransform: this.calculateWaveletTransform(
1212
+ analysis.currentPrice,
1213
+ analysis.startPrice,
1214
+ analysis.avgVolume
1215
+ )
1216
+ },
1217
+ optionsAnalysis: (() => {
1218
+ const blackScholes = this.calculateBlackScholes(
1219
+ analysis.currentPrice,
1220
+ analysis.startPrice,
1221
+ analysis.avgVolume
1222
+ );
1223
+ if (!blackScholes) return null;
1224
+ return {
1225
+ blackScholes,
1226
+ impliedVolatility: analysis.impliedVolatility,
1227
+ delta: blackScholes.delta,
1228
+ gamma: blackScholes.gamma,
1229
+ theta: blackScholes.theta,
1230
+ vega: blackScholes.vega,
1231
+ rho: blackScholes.rho,
1232
+ greeks: {
1233
+ delta: blackScholes.delta,
1234
+ gamma: blackScholes.gamma,
1235
+ theta: blackScholes.theta,
1236
+ vega: blackScholes.vega,
1237
+ rho: blackScholes.rho
1238
+ }
1239
+ };
1240
+ })(),
1241
+ riskManagement: {
1242
+ targetEntry,
1243
+ stopLoss,
1244
+ profitTarget,
1245
+ riskRewardRatio,
1246
+ positionSize,
1247
+ maxRisk
1248
+ },
1249
+ performance: {
1250
+ sharpeRatio: analysis.sharpeRatio,
1251
+ sortinoRatio: analysis.sortinoRatio,
1252
+ calmarRatio: analysis.calmarRatio,
1253
+ maxDrawdown: analysis.maxDrawdown * 100,
1254
+ winRate: analysis.winRate,
1255
+ profitFactor: analysis.profitFactor,
1256
+ totalReturn: analysis.sessionReturn,
1257
+ volatility: analysis.volatility
1258
+ }
1259
+ };
1260
+ }
1261
+ };
1262
+ var createTechnicalAnalysisHandler = (marketDataPrices) => {
1263
+ return async (args) => {
1264
+ try {
1265
+ const symbol = args.symbol;
1266
+ const priceHistory = marketDataPrices.get(symbol) || [];
1267
+ if (priceHistory.length === 0) {
1268
+ return {
1269
+ content: [
1270
+ {
1271
+ type: "text",
1272
+ text: `No price data available for ${symbol}. Please request market data first.`,
1273
+ uri: "technicalAnalysis"
1274
+ }
1275
+ ]
1276
+ };
1277
+ }
1278
+ const hasValidData = priceHistory.every(
1279
+ (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1280
+ );
1281
+ if (!hasValidData) {
1282
+ throw new Error("Invalid market data");
1283
+ }
1284
+ const analyzer = new TechnicalAnalyzer(priceHistory);
1285
+ const analysis = analyzer.generateJSONAnalysis(symbol);
1286
+ return {
1287
+ content: [
1288
+ {
1289
+ type: "text",
1290
+ text: `Technical Analysis for ${symbol}:
1291
+
1292
+ ${JSON.stringify(analysis, null, 2)}`,
1293
+ uri: "technicalAnalysis"
1294
+ }
1295
+ ]
1296
+ };
1297
+ } catch (error) {
1298
+ return {
1299
+ content: [
1300
+ {
1301
+ type: "text",
1302
+ text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1303
+ uri: "technicalAnalysis"
1304
+ }
1305
+ ],
1306
+ isError: true
1307
+ };
1308
+ }
1309
+ };
1310
+ };
1311
+
1312
+ // src/tools/marketData.ts
1313
+ var import_fixparser = require("fixparser");
1314
+ var import_quickchart_js = __toESM(require("quickchart-js"), 1);
1315
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
1316
+ return async (args) => {
1317
+ try {
1318
+ parser.logger.log({
1319
+ level: "info",
1320
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1321
+ });
1322
+ const response = new Promise((resolve) => {
1323
+ pendingRequests.set(args.mdReqID, resolve);
1324
+ parser.logger.log({
1325
+ level: "info",
1326
+ message: `Registered callback for market data request ID: ${args.mdReqID}`
1327
+ });
1328
+ });
1329
+ const entryTypes = args.mdEntryTypes || [
1330
+ import_fixparser.MDEntryType.Bid,
1331
+ import_fixparser.MDEntryType.Offer,
1332
+ import_fixparser.MDEntryType.Trade,
1333
+ import_fixparser.MDEntryType.IndexValue,
1334
+ import_fixparser.MDEntryType.OpeningPrice,
1335
+ import_fixparser.MDEntryType.ClosingPrice,
1336
+ import_fixparser.MDEntryType.SettlementPrice,
1337
+ import_fixparser.MDEntryType.TradingSessionHighPrice,
1338
+ import_fixparser.MDEntryType.TradingSessionLowPrice,
1339
+ import_fixparser.MDEntryType.VWAP,
1340
+ import_fixparser.MDEntryType.Imbalance,
1341
+ import_fixparser.MDEntryType.TradeVolume,
1342
+ import_fixparser.MDEntryType.OpenInterest,
1343
+ import_fixparser.MDEntryType.CompositeUnderlyingPrice,
1344
+ import_fixparser.MDEntryType.SimulatedSellPrice,
1345
+ import_fixparser.MDEntryType.SimulatedBuyPrice,
1346
+ import_fixparser.MDEntryType.MarginRate,
1347
+ import_fixparser.MDEntryType.MidPrice,
1348
+ import_fixparser.MDEntryType.EmptyBook,
1349
+ import_fixparser.MDEntryType.SettleHighPrice,
1350
+ import_fixparser.MDEntryType.SettleLowPrice,
1351
+ import_fixparser.MDEntryType.PriorSettlePrice,
1352
+ import_fixparser.MDEntryType.SessionHighBid,
1353
+ import_fixparser.MDEntryType.SessionLowOffer,
1354
+ import_fixparser.MDEntryType.EarlyPrices,
1355
+ import_fixparser.MDEntryType.AuctionClearingPrice,
1356
+ import_fixparser.MDEntryType.SwapValueFactor,
1357
+ import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
1358
+ import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
1359
+ import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
1360
+ import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
1361
+ import_fixparser.MDEntryType.FixingPrice,
1362
+ import_fixparser.MDEntryType.CashRate,
1363
+ import_fixparser.MDEntryType.RecoveryRate,
1364
+ import_fixparser.MDEntryType.RecoveryRateForLong,
1365
+ import_fixparser.MDEntryType.RecoveryRateForShort,
1366
+ import_fixparser.MDEntryType.MarketBid,
1367
+ import_fixparser.MDEntryType.MarketOffer,
1368
+ import_fixparser.MDEntryType.ShortSaleMinPrice,
1369
+ import_fixparser.MDEntryType.PreviousClosingPrice,
1370
+ import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
1371
+ import_fixparser.MDEntryType.DailyFinancingValue,
1372
+ import_fixparser.MDEntryType.AccruedFinancingValue,
1373
+ import_fixparser.MDEntryType.TWAP
1374
+ ];
1375
+ const messageFields = [
1376
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
1377
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
1378
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1379
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
1380
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
1381
+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
1382
+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
1383
+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
1384
+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
1385
+ ];
1386
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
1387
+ args.symbols.forEach((symbol) => {
1388
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
1389
+ });
1390
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
1391
+ entryTypes.forEach((entryType) => {
1392
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
1393
+ });
1394
+ const mdr = parser.createMessage(...messageFields);
1395
+ if (!parser.connected) {
1396
+ parser.logger.log({
1397
+ level: "error",
1398
+ message: "Not connected. Cannot send market data request."
1399
+ });
1400
+ return {
1401
+ content: [
1402
+ {
1403
+ type: "text",
1404
+ text: "Error: Not connected. Ignoring message.",
1405
+ uri: "marketDataRequest"
1406
+ }
1407
+ ],
1408
+ isError: true
1409
+ };
1410
+ }
1411
+ parser.logger.log({
1412
+ level: "info",
1413
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1414
+ });
1415
+ parser.send(mdr);
1416
+ const fixData = await response;
1417
+ parser.logger.log({
1418
+ level: "info",
1419
+ message: `Received market data response for request ID: ${args.mdReqID}`
1420
+ });
1421
+ return {
1422
+ content: [
1423
+ {
1424
+ type: "text",
1425
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1426
+ uri: "marketDataRequest"
1427
+ }
1428
+ ]
1429
+ };
1430
+ } catch (error) {
1431
+ return {
1432
+ content: [
1433
+ {
1434
+ type: "text",
1435
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1436
+ uri: "marketDataRequest"
1437
+ }
1438
+ ],
1439
+ isError: true
1440
+ };
1441
+ }
1442
+ };
1443
+ };
1444
+ var aggregateMarketData = (priceHistory, maxPoints = 500) => {
1445
+ if (priceHistory.length <= maxPoints) {
1446
+ return priceHistory;
1447
+ }
1448
+ const result = [];
1449
+ const step = priceHistory.length / maxPoints;
1450
+ result.push(priceHistory[0]);
1451
+ for (let i = 1; i < maxPoints - 1; i++) {
1452
+ const startIndex = Math.floor(i * step);
1453
+ const endIndex = Math.floor((i + 1) * step);
1454
+ const segment = priceHistory.slice(startIndex, endIndex);
1455
+ if (segment.length === 0) continue;
1456
+ const aggregatedPoint = {
1457
+ timestamp: segment[0].timestamp,
1458
+ // Use timestamp of first point in segment
1459
+ bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
1460
+ offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
1461
+ spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
1462
+ volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
1463
+ trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
1464
+ indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
1465
+ openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
1466
+ closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
1467
+ settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
1468
+ tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
1469
+ tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
1470
+ vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
1471
+ imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
1472
+ openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
1473
+ compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
1474
+ simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
1475
+ simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
1476
+ marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
1477
+ midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
1478
+ emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
1479
+ settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
1480
+ settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
1481
+ priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
1482
+ sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
1483
+ sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
1484
+ earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
1485
+ auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
1486
+ swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
1487
+ dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
1488
+ cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
1489
+ dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
1490
+ cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
1491
+ fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
1492
+ cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
1493
+ recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
1494
+ recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
1495
+ recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
1496
+ marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
1497
+ marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
1498
+ shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
1499
+ previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
1500
+ thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
1501
+ dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
1502
+ accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
1503
+ twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
1504
+ };
1505
+ result.push(aggregatedPoint);
1506
+ }
1507
+ result.push(priceHistory[priceHistory.length - 1]);
1508
+ return result;
1509
+ };
1510
+ var createGetStockGraphHandler = (marketDataPrices) => {
1511
+ return async (args) => {
1512
+ try {
1513
+ const symbol = args.symbol;
1514
+ const priceHistory = marketDataPrices.get(symbol) || [];
1515
+ if (priceHistory.length === 0) {
1516
+ return {
1517
+ content: [
1518
+ {
1519
+ type: "text",
1520
+ text: `No price data available for ${symbol}`,
1521
+ uri: "getStockGraph"
1522
+ }
1523
+ ]
1524
+ };
1525
+ }
1526
+ const aggregatedData = aggregateMarketData(priceHistory, 500);
1527
+ const chart = new import_quickchart_js.default();
1528
+ chart.setWidth(1200);
1529
+ chart.setHeight(600);
1530
+ chart.setBackgroundColor("transparent");
1531
+ const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
1532
+ const bidData = aggregatedData.map((point) => point.bid);
1533
+ const offerData = aggregatedData.map((point) => point.offer);
1534
+ const spreadData = aggregatedData.map((point) => point.spread);
1535
+ const volumeData = aggregatedData.map((point) => point.volume);
1536
+ const tradeData = aggregatedData.map((point) => point.trade);
1537
+ const vwapData = aggregatedData.map((point) => point.vwap);
1538
+ const twapData = aggregatedData.map((point) => point.twap);
1539
+ const config = {
1540
+ type: "line",
1541
+ data: {
1542
+ labels,
1543
+ datasets: [
1544
+ {
1545
+ label: "Bid",
1546
+ data: bidData,
1547
+ borderColor: "#28a745",
1548
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
1549
+ fill: false,
1550
+ tension: 0.4
1551
+ },
1552
+ {
1553
+ label: "Offer",
1554
+ data: offerData,
1555
+ borderColor: "#dc3545",
1556
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
1557
+ fill: false,
1558
+ tension: 0.4
1559
+ },
1560
+ {
1561
+ label: "Spread",
1562
+ data: spreadData,
1563
+ borderColor: "#6c757d",
1564
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
1565
+ fill: false,
1566
+ tension: 0.4
1567
+ },
1568
+ {
1569
+ label: "Trade",
1570
+ data: tradeData,
1571
+ borderColor: "#ffc107",
1572
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
1573
+ fill: false,
1574
+ tension: 0.4
1575
+ },
1576
+ {
1577
+ label: "VWAP",
1578
+ data: vwapData,
1579
+ borderColor: "#17a2b8",
1580
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
1581
+ fill: false,
1582
+ tension: 0.4
1583
+ },
1584
+ {
1585
+ label: "TWAP",
1586
+ data: twapData,
1587
+ borderColor: "#6610f2",
1588
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
1589
+ fill: false,
1590
+ tension: 0.4
1591
+ },
1592
+ {
1593
+ label: "Volume",
1594
+ data: volumeData,
1595
+ borderColor: "#007bff",
1596
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
1597
+ fill: true,
1598
+ tension: 0.4
1599
+ }
1600
+ ]
1601
+ },
1602
+ options: {
1603
+ responsive: true,
1604
+ plugins: {
1605
+ title: {
1606
+ display: true,
1607
+ text: `${symbol} Market Data`
1608
+ }
1609
+ },
1610
+ scales: {
1611
+ y: {
1612
+ beginAtZero: false
1613
+ }
1614
+ }
1615
+ }
1616
+ };
1617
+ chart.setConfig(config);
1618
+ const imageBuffer = await chart.toBinary();
1619
+ const base64 = imageBuffer.toString("base64");
1620
+ return {
1621
+ content: [
1622
+ {
1623
+ type: "resource",
1624
+ resource: {
1625
+ uri: "resource://graph",
1626
+ mimeType: "image/png",
1627
+ blob: base64
1628
+ }
1629
+ }
1630
+ ]
1631
+ };
1632
+ } catch (error) {
1633
+ return {
1634
+ content: [
1635
+ {
1636
+ type: "text",
1637
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1638
+ uri: "getStockGraph"
1639
+ }
1640
+ ],
1641
+ isError: true
1642
+ };
1643
+ }
1644
+ };
1645
+ };
1646
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1647
+ return async (args) => {
1648
+ try {
1649
+ const symbol = args.symbol;
1650
+ const priceHistory = marketDataPrices.get(symbol) || [];
1651
+ if (priceHistory.length === 0) {
1652
+ return {
1653
+ content: [
1654
+ {
1655
+ type: "text",
1656
+ text: `No price data available for ${symbol}`,
1657
+ uri: "getStockPriceHistory"
1658
+ }
1659
+ ]
1660
+ };
1661
+ }
1662
+ return {
1663
+ content: [
1664
+ {
1665
+ type: "text",
1666
+ text: JSON.stringify(
1667
+ {
1668
+ symbol,
1669
+ count: priceHistory.length,
1670
+ data: priceHistory.map((point) => ({
1671
+ timestamp: new Date(point.timestamp).toISOString(),
1672
+ bid: point.bid,
1673
+ offer: point.offer,
1674
+ spread: point.spread,
1675
+ volume: point.volume,
1676
+ trade: point.trade,
1677
+ indexValue: point.indexValue,
1678
+ openingPrice: point.openingPrice,
1679
+ closingPrice: point.closingPrice,
1680
+ settlementPrice: point.settlementPrice,
1681
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
1682
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
1683
+ vwap: point.vwap,
1684
+ imbalance: point.imbalance,
1685
+ openInterest: point.openInterest,
1686
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1687
+ simulatedSellPrice: point.simulatedSellPrice,
1688
+ simulatedBuyPrice: point.simulatedBuyPrice,
1689
+ marginRate: point.marginRate,
1690
+ midPrice: point.midPrice,
1691
+ emptyBook: point.emptyBook,
1692
+ settleHighPrice: point.settleHighPrice,
1693
+ settleLowPrice: point.settleLowPrice,
1694
+ priorSettlePrice: point.priorSettlePrice,
1695
+ sessionHighBid: point.sessionHighBid,
1696
+ sessionLowOffer: point.sessionLowOffer,
1697
+ earlyPrices: point.earlyPrices,
1698
+ auctionClearingPrice: point.auctionClearingPrice,
1699
+ swapValueFactor: point.swapValueFactor,
1700
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1701
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1702
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1703
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1704
+ fixingPrice: point.fixingPrice,
1705
+ cashRate: point.cashRate,
1706
+ recoveryRate: point.recoveryRate,
1707
+ recoveryRateForLong: point.recoveryRateForLong,
1708
+ recoveryRateForShort: point.recoveryRateForShort,
1709
+ marketBid: point.marketBid,
1710
+ marketOffer: point.marketOffer,
1711
+ shortSaleMinPrice: point.shortSaleMinPrice,
1712
+ previousClosingPrice: point.previousClosingPrice,
1713
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1714
+ dailyFinancingValue: point.dailyFinancingValue,
1715
+ accruedFinancingValue: point.accruedFinancingValue,
1716
+ twap: point.twap
1717
+ }))
1718
+ },
1719
+ null,
1720
+ 2
1721
+ ),
1722
+ uri: "getStockPriceHistory"
1723
+ }
1724
+ ]
1725
+ };
1726
+ } catch (error) {
1727
+ return {
1728
+ content: [
1729
+ {
1730
+ type: "text",
1731
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1732
+ uri: "getStockPriceHistory"
1733
+ }
1734
+ ],
1735
+ isError: true
1736
+ };
1737
+ }
1738
+ };
1739
+ };
1740
+
1741
+ // src/tools/order.ts
1742
+ var import_fixparser2 = require("fixparser");
1743
+ var ordTypeNames = {
1744
+ "1": "Market",
1745
+ "2": "Limit",
1746
+ "3": "Stop",
1747
+ "4": "StopLimit",
1748
+ "5": "MarketOnClose",
1749
+ "6": "WithOrWithout",
1750
+ "7": "LimitOrBetter",
1751
+ "8": "LimitWithOrWithout",
1752
+ "9": "OnBasis",
1753
+ A: "OnClose",
1754
+ B: "LimitOnClose",
1755
+ C: "ForexMarket",
1756
+ D: "PreviouslyQuoted",
1757
+ E: "PreviouslyIndicated",
1758
+ F: "ForexLimit",
1759
+ G: "ForexSwap",
1760
+ H: "ForexPreviouslyQuoted",
1761
+ I: "Funari",
1762
+ J: "MarketIfTouched",
1763
+ K: "MarketWithLeftOverAsLimit",
1764
+ L: "PreviousFundValuationPoint",
1765
+ M: "NextFundValuationPoint",
1766
+ P: "Pegged",
1767
+ Q: "CounterOrderSelection",
1768
+ R: "StopOnBidOrOffer",
1769
+ S: "StopLimitOnBidOrOffer"
1770
+ };
1771
+ var sideNames = {
1772
+ "1": "Buy",
1773
+ "2": "Sell",
1774
+ "3": "BuyMinus",
1775
+ "4": "SellPlus",
1776
+ "5": "SellShort",
1777
+ "6": "SellShortExempt",
1778
+ "7": "Undisclosed",
1779
+ "8": "Cross",
1780
+ "9": "CrossShort",
1781
+ A: "CrossShortExempt",
1782
+ B: "AsDefined",
1783
+ C: "Opposite",
1784
+ D: "Subscribe",
1785
+ E: "Redeem",
1786
+ F: "Lend",
1787
+ G: "Borrow",
1788
+ H: "SellUndisclosed"
1789
+ };
1790
+ var timeInForceNames = {
1791
+ "0": "Day",
1792
+ "1": "GoodTillCancel",
1793
+ "2": "AtTheOpening",
1794
+ "3": "ImmediateOrCancel",
1795
+ "4": "FillOrKill",
1796
+ "5": "GoodTillCrossing",
1797
+ "6": "GoodTillDate",
1798
+ "7": "AtTheClose",
1799
+ "8": "GoodThroughCrossing",
1800
+ "9": "AtCrossing",
1801
+ A: "GoodForTime",
1802
+ B: "GoodForAuction",
1803
+ C: "GoodForMonth"
1804
+ };
1805
+ var handlInstNames = {
1806
+ "1": "AutomatedExecutionNoIntervention",
1807
+ "2": "AutomatedExecutionInterventionOK",
1808
+ "3": "ManualOrder"
1809
+ };
1810
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
1811
+ return async (args) => {
1812
+ try {
1813
+ verifiedOrders.set(args.clOrdID, {
1814
+ clOrdID: args.clOrdID,
1815
+ handlInst: args.handlInst,
1816
+ quantity: Number.parseFloat(String(args.quantity)),
1817
+ price: Number.parseFloat(String(args.price)),
1818
+ ordType: args.ordType,
1819
+ side: args.side,
1820
+ symbol: args.symbol,
1821
+ timeInForce: args.timeInForce
1822
+ });
1823
+ return {
1824
+ content: [
1825
+ {
1826
+ type: "text",
1827
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1828
+
1829
+ Parameters verified:
1830
+ - ClOrdID: ${args.clOrdID}
1831
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1832
+ - Quantity: ${args.quantity}
1833
+ - Price: ${args.price}
1834
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1835
+ - Side: ${args.side} (${sideNames[args.side]})
1836
+ - Symbol: ${args.symbol}
1837
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1838
+
1839
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1840
+ uri: "verifyOrder"
1841
+ }
1842
+ ]
1843
+ };
1844
+ } catch (error) {
1845
+ return {
1846
+ content: [
1847
+ {
1848
+ type: "text",
1849
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1850
+ uri: "verifyOrder"
1851
+ }
1852
+ ],
1853
+ isError: true
1854
+ };
1855
+ }
1856
+ };
1857
+ };
1858
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1859
+ return async (args) => {
1860
+ try {
1861
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
1862
+ if (!verifiedOrder) {
1863
+ return {
1864
+ content: [
1865
+ {
1866
+ type: "text",
1867
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1868
+ uri: "executeOrder"
1869
+ }
1870
+ ],
1871
+ isError: true
1872
+ };
1873
+ }
1874
+ 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) {
1875
+ return {
1876
+ content: [
1877
+ {
1878
+ type: "text",
1879
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1880
+ uri: "executeOrder"
1881
+ }
1882
+ ],
1883
+ isError: true
1884
+ };
1885
+ }
1886
+ const response = new Promise((resolve) => {
1887
+ pendingRequests.set(args.clOrdID, resolve);
1888
+ });
1889
+ const order = parser.createMessage(
1890
+ new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
1891
+ new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1892
+ new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
1893
+ new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
1894
+ new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
1895
+ new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
1896
+ new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
1897
+ new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
1898
+ new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
1899
+ new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
1900
+ new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
1901
+ new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
1902
+ new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
1903
+ new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
1904
+ );
1905
+ if (!parser.connected) {
1906
+ return {
1907
+ content: [
1908
+ {
1909
+ type: "text",
1910
+ text: "Error: Not connected. Ignoring message.",
1911
+ uri: "executeOrder"
1912
+ }
1913
+ ],
1914
+ isError: true
1915
+ };
1916
+ }
1917
+ parser.send(order);
1918
+ const fixData = await response;
1919
+ verifiedOrders.delete(args.clOrdID);
1920
+ return {
1921
+ content: [
1922
+ {
1923
+ type: "text",
1924
+ 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())}`,
1925
+ uri: "executeOrder"
1926
+ }
1927
+ ]
1928
+ };
1929
+ } catch (error) {
1930
+ return {
1931
+ content: [
1932
+ {
1933
+ type: "text",
1934
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1935
+ uri: "executeOrder"
1936
+ }
1937
+ ],
1938
+ isError: true
1939
+ };
1940
+ }
1941
+ };
1942
+ };
1943
+
1944
+ // src/tools/parse.ts
1945
+ var createParseHandler = (parser) => {
1946
+ return async (args) => {
1947
+ try {
1948
+ const parsedMessage = parser.parse(args.fixString);
1949
+ if (!parsedMessage || parsedMessage.length === 0) {
1950
+ return {
1951
+ content: [
1952
+ {
1953
+ type: "text",
1954
+ text: "Error: Failed to parse FIX string",
1955
+ uri: "parse"
1956
+ }
1957
+ ],
1958
+ isError: true
1959
+ };
1960
+ }
1961
+ return {
1962
+ content: [
1963
+ {
1964
+ type: "text",
1965
+ text: `${parsedMessage[0].description}
1966
+ ${parsedMessage[0].messageTypeDescription}`,
1967
+ uri: "parse"
1968
+ }
1969
+ ]
1970
+ };
1971
+ } catch (error) {
1972
+ return {
1973
+ content: [
1974
+ {
1975
+ type: "text",
1976
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1977
+ uri: "parse"
1978
+ }
1979
+ ],
1980
+ isError: true
1981
+ };
1982
+ }
1983
+ };
1984
+ };
1985
+
1986
+ // src/tools/parseToJSON.ts
1987
+ var createParseToJSONHandler = (parser) => {
1988
+ return async (args) => {
1989
+ try {
1990
+ const parsedMessage = parser.parse(args.fixString);
1991
+ if (!parsedMessage || parsedMessage.length === 0) {
1992
+ return {
1993
+ content: [
1994
+ {
1995
+ type: "text",
1996
+ text: "Error: Failed to parse FIX string",
1997
+ uri: "parseToJSON"
1998
+ }
1999
+ ],
2000
+ isError: true
2001
+ };
2002
+ }
2003
+ return {
2004
+ content: [
2005
+ {
2006
+ type: "text",
2007
+ text: `${parsedMessage[0].toFIXJSON()}`,
2008
+ uri: "parseToJSON"
2009
+ }
2010
+ ]
2011
+ };
2012
+ } catch (error) {
2013
+ return {
2014
+ content: [
2015
+ {
2016
+ type: "text",
2017
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
2018
+ uri: "parseToJSON"
2019
+ }
2020
+ ],
2021
+ isError: true
2022
+ };
2023
+ }
2024
+ };
2025
+ };
2026
+
2027
+ // src/tools/index.ts
2028
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
2029
+ parse: createParseHandler(parser),
2030
+ parseToJSON: createParseToJSONHandler(parser),
2031
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
2032
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
2033
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
2034
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
2035
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
2036
+ technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
2037
+ });
2038
+
2039
+ // src/utils/messageHandler.ts
2040
+ var import_fixparser3 = require("fixparser");
2041
+ function getEnumValue(enumObj, name) {
2042
+ return enumObj[name] || name;
2043
+ }
2044
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
2045
+ const msgType = message.messageType;
2046
+ if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
2047
+ const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
2048
+ const fixJson = message.toFIXJSON();
2049
+ const entries = fixJson.Body?.NoMDEntries || [];
2050
+ const data = {
2051
+ timestamp: Date.now(),
2052
+ bid: 0,
2053
+ offer: 0,
2054
+ spread: 0,
2055
+ volume: 0,
2056
+ trade: 0,
2057
+ indexValue: 0,
2058
+ openingPrice: 0,
2059
+ closingPrice: 0,
2060
+ settlementPrice: 0,
2061
+ tradingSessionHighPrice: 0,
2062
+ tradingSessionLowPrice: 0,
2063
+ vwap: 0,
2064
+ imbalance: 0,
2065
+ openInterest: 0,
2066
+ compositeUnderlyingPrice: 0,
2067
+ simulatedSellPrice: 0,
2068
+ simulatedBuyPrice: 0,
2069
+ marginRate: 0,
2070
+ midPrice: 0,
2071
+ emptyBook: 0,
2072
+ settleHighPrice: 0,
2073
+ settleLowPrice: 0,
2074
+ priorSettlePrice: 0,
2075
+ sessionHighBid: 0,
2076
+ sessionLowOffer: 0,
2077
+ earlyPrices: 0,
2078
+ auctionClearingPrice: 0,
2079
+ swapValueFactor: 0,
2080
+ dailyValueAdjustmentForLongPositions: 0,
2081
+ cumulativeValueAdjustmentForLongPositions: 0,
2082
+ dailyValueAdjustmentForShortPositions: 0,
2083
+ cumulativeValueAdjustmentForShortPositions: 0,
2084
+ fixingPrice: 0,
2085
+ cashRate: 0,
2086
+ recoveryRate: 0,
2087
+ recoveryRateForLong: 0,
2088
+ recoveryRateForShort: 0,
2089
+ marketBid: 0,
2090
+ marketOffer: 0,
2091
+ shortSaleMinPrice: 0,
2092
+ previousClosingPrice: 0,
2093
+ thresholdLimitPriceBanding: 0,
2094
+ dailyFinancingValue: 0,
2095
+ accruedFinancingValue: 0,
2096
+ twap: 0
2097
+ };
2098
+ for (const entry of entries) {
2099
+ const entryType = entry.MDEntryType;
2100
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2101
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2102
+ const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
2103
+ switch (enumValue) {
2104
+ case import_fixparser3.MDEntryType.Bid:
2105
+ data.bid = price;
2106
+ break;
2107
+ case import_fixparser3.MDEntryType.Offer:
2108
+ data.offer = price;
2109
+ break;
2110
+ case import_fixparser3.MDEntryType.Trade:
2111
+ data.trade = price;
2112
+ break;
2113
+ case import_fixparser3.MDEntryType.IndexValue:
2114
+ data.indexValue = price;
2115
+ break;
2116
+ case import_fixparser3.MDEntryType.OpeningPrice:
2117
+ data.openingPrice = price;
2118
+ break;
2119
+ case import_fixparser3.MDEntryType.ClosingPrice:
2120
+ data.closingPrice = price;
2121
+ break;
2122
+ case import_fixparser3.MDEntryType.SettlementPrice:
2123
+ data.settlementPrice = price;
2124
+ break;
2125
+ case import_fixparser3.MDEntryType.TradingSessionHighPrice:
2126
+ data.tradingSessionHighPrice = price;
2127
+ break;
2128
+ case import_fixparser3.MDEntryType.TradingSessionLowPrice:
2129
+ data.tradingSessionLowPrice = price;
2130
+ break;
2131
+ case import_fixparser3.MDEntryType.VWAP:
2132
+ data.vwap = price;
2133
+ break;
2134
+ case import_fixparser3.MDEntryType.Imbalance:
2135
+ data.imbalance = size;
2136
+ break;
2137
+ case import_fixparser3.MDEntryType.TradeVolume:
2138
+ data.volume = size;
2139
+ break;
2140
+ case import_fixparser3.MDEntryType.OpenInterest:
2141
+ data.openInterest = size;
2142
+ break;
2143
+ case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
2144
+ data.compositeUnderlyingPrice = price;
2145
+ break;
2146
+ case import_fixparser3.MDEntryType.SimulatedSellPrice:
2147
+ data.simulatedSellPrice = price;
2148
+ break;
2149
+ case import_fixparser3.MDEntryType.SimulatedBuyPrice:
2150
+ data.simulatedBuyPrice = price;
2151
+ break;
2152
+ case import_fixparser3.MDEntryType.MarginRate:
2153
+ data.marginRate = price;
2154
+ break;
2155
+ case import_fixparser3.MDEntryType.MidPrice:
2156
+ data.midPrice = price;
2157
+ break;
2158
+ case import_fixparser3.MDEntryType.EmptyBook:
2159
+ data.emptyBook = 1;
2160
+ break;
2161
+ case import_fixparser3.MDEntryType.SettleHighPrice:
2162
+ data.settleHighPrice = price;
2163
+ break;
2164
+ case import_fixparser3.MDEntryType.SettleLowPrice:
2165
+ data.settleLowPrice = price;
2166
+ break;
2167
+ case import_fixparser3.MDEntryType.PriorSettlePrice:
2168
+ data.priorSettlePrice = price;
2169
+ break;
2170
+ case import_fixparser3.MDEntryType.SessionHighBid:
2171
+ data.sessionHighBid = price;
2172
+ break;
2173
+ case import_fixparser3.MDEntryType.SessionLowOffer:
2174
+ data.sessionLowOffer = price;
2175
+ break;
2176
+ case import_fixparser3.MDEntryType.EarlyPrices:
2177
+ data.earlyPrices = price;
2178
+ break;
2179
+ case import_fixparser3.MDEntryType.AuctionClearingPrice:
2180
+ data.auctionClearingPrice = price;
2181
+ break;
2182
+ case import_fixparser3.MDEntryType.SwapValueFactor:
2183
+ data.swapValueFactor = price;
2184
+ break;
2185
+ case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
2186
+ data.dailyValueAdjustmentForLongPositions = price;
2187
+ break;
2188
+ case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
2189
+ data.cumulativeValueAdjustmentForLongPositions = price;
2190
+ break;
2191
+ case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
2192
+ data.dailyValueAdjustmentForShortPositions = price;
2193
+ break;
2194
+ case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
2195
+ data.cumulativeValueAdjustmentForShortPositions = price;
2196
+ break;
2197
+ case import_fixparser3.MDEntryType.FixingPrice:
2198
+ data.fixingPrice = price;
2199
+ break;
2200
+ case import_fixparser3.MDEntryType.CashRate:
2201
+ data.cashRate = price;
2202
+ break;
2203
+ case import_fixparser3.MDEntryType.RecoveryRate:
2204
+ data.recoveryRate = price;
2205
+ break;
2206
+ case import_fixparser3.MDEntryType.RecoveryRateForLong:
2207
+ data.recoveryRateForLong = price;
2208
+ break;
2209
+ case import_fixparser3.MDEntryType.RecoveryRateForShort:
2210
+ data.recoveryRateForShort = price;
2211
+ break;
2212
+ case import_fixparser3.MDEntryType.MarketBid:
2213
+ data.marketBid = price;
2214
+ break;
2215
+ case import_fixparser3.MDEntryType.MarketOffer:
2216
+ data.marketOffer = price;
2217
+ break;
2218
+ case import_fixparser3.MDEntryType.ShortSaleMinPrice:
2219
+ data.shortSaleMinPrice = price;
2220
+ break;
2221
+ case import_fixparser3.MDEntryType.PreviousClosingPrice:
2222
+ data.previousClosingPrice = price;
2223
+ break;
2224
+ case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
2225
+ data.thresholdLimitPriceBanding = price;
2226
+ break;
2227
+ case import_fixparser3.MDEntryType.DailyFinancingValue:
2228
+ data.dailyFinancingValue = price;
2229
+ break;
2230
+ case import_fixparser3.MDEntryType.AccruedFinancingValue:
2231
+ data.accruedFinancingValue = price;
2232
+ break;
2233
+ case import_fixparser3.MDEntryType.TWAP:
2234
+ data.twap = price;
2235
+ break;
2236
+ }
2237
+ }
2238
+ data.spread = data.offer - data.bid;
2239
+ if (!marketDataPrices.has(symbol)) {
2240
+ marketDataPrices.set(symbol, []);
2241
+ }
2242
+ const prices = marketDataPrices.get(symbol);
2243
+ prices.push(data);
2244
+ if (prices.length > maxPriceHistory) {
2245
+ prices.splice(0, prices.length - maxPriceHistory);
2246
+ }
2247
+ onPriceUpdate?.(symbol, data);
2248
+ const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
2249
+ if (mdReqID) {
2250
+ const callback = pendingRequests.get(mdReqID);
2251
+ if (callback) {
2252
+ callback(message);
2253
+ pendingRequests.delete(mdReqID);
2254
+ }
2255
+ }
2256
+ } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
2257
+ const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
2258
+ const callback = pendingRequests.get(reqId);
2259
+ if (callback) {
2260
+ callback(message);
2261
+ pendingRequests.delete(reqId);
2262
+ }
2263
+ }
2264
+ }
2265
+
2266
+ // src/MCPLocal.ts
2267
+ var MCPLocal = class extends MCPBase {
2268
+ /**
2269
+ * Map to store verified orders before execution
2270
+ * @private
2271
+ */
2272
+ verifiedOrders = /* @__PURE__ */ new Map();
2273
+ /**
2274
+ * Map to store pending requests and their callbacks
2275
+ * @private
2276
+ */
2277
+ pendingRequests = /* @__PURE__ */ new Map();
2278
+ /**
2279
+ * Map to store market data prices for each symbol
2280
+ * @private
2281
+ */
2282
+ marketDataPrices = /* @__PURE__ */ new Map();
2283
+ /**
2284
+ * Maximum number of price history entries to keep per symbol
2285
+ * @private
2286
+ */
2287
+ MAX_PRICE_HISTORY = 1e5;
260
2288
  server = new import_server.Server(
261
2289
  {
262
2290
  name: "fixparser",
@@ -278,78 +2306,13 @@ var MCPLocal = class {
278
2306
  }
279
2307
  );
280
2308
  transport = new import_stdio.StdioServerTransport();
281
- onReady = void 0;
282
- pendingRequests = /* @__PURE__ */ new Map();
283
- verifiedOrders = /* @__PURE__ */ new Map();
284
- // Store market data prices with timestamps
285
- marketDataPrices = /* @__PURE__ */ new Map();
286
- MAX_PRICE_HISTORY = 1e5;
287
- // Maximum number of price points to store per symbol
288
2309
  constructor({ logger, onReady }) {
289
- if (onReady) this.onReady = onReady;
2310
+ super({ logger, onReady });
290
2311
  }
291
2312
  async register(parser) {
292
2313
  this.parser = parser;
293
2314
  this.parser.addOnMessageCallback((message) => {
294
- this.parser?.logger.log({
295
- level: "info",
296
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
297
- });
298
- const msgType = message.messageType;
299
- if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
300
- this.parser?.logger.log({
301
- level: "info",
302
- message: `MCP Server handling message type: ${msgType}`
303
- });
304
- let id;
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();
309
- if (symbol?.value && price?.value) {
310
- const symbolStr = String(symbol.value);
311
- const priceNum = Number(price.value);
312
- const priceHistory = this.marketDataPrices.get(symbolStr) || [];
313
- priceHistory.push({
314
- timestamp: Number(timestamp),
315
- price: priceNum
316
- });
317
- if (priceHistory.length > this.MAX_PRICE_HISTORY) {
318
- priceHistory.shift();
319
- }
320
- this.marketDataPrices.set(symbolStr, priceHistory);
321
- this.parser?.logger.log({
322
- level: "info",
323
- message: `MCP Server added ${symbol}: ${priceNum}`
324
- });
325
- this.server.notification({
326
- method: "priceUpdate",
327
- params: {
328
- symbol: symbolStr,
329
- price: priceNum,
330
- timestamp: Number(timestamp)
331
- }
332
- });
333
- }
334
- }
335
- if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
336
- const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
337
- if (mdReqID) id = String(mdReqID.value);
338
- } else if (msgType === import_fixparser.Messages.ExecutionReport) {
339
- const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
340
- if (clOrdID) id = String(clOrdID.value);
341
- } else if (msgType === import_fixparser.Messages.Reject) {
342
- const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
343
- if (refSeqNum) id = String(refSeqNum.value);
344
- }
345
- if (id) {
346
- const callback = this.pendingRequests.get(id);
347
- if (callback) {
348
- callback(message);
349
- this.pendingRequests.delete(id);
350
- }
351
- }
352
- }
2315
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
353
2316
  });
354
2317
  this.addWorkflows();
355
2318
  await this.server.connect(this.transport);
@@ -364,18 +2327,15 @@ var MCPLocal = class {
364
2327
  if (!this.server) {
365
2328
  return;
366
2329
  }
367
- this.server.setRequestHandler(
368
- import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
369
- async (request, extra) => {
370
- return {
371
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
372
- name,
373
- description,
374
- inputSchema: schema
375
- }))
376
- };
377
- }
378
- );
2330
+ this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
2331
+ return {
2332
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
2333
+ name,
2334
+ description,
2335
+ inputSchema: schema
2336
+ }))
2337
+ };
2338
+ });
379
2339
  this.server.setRequestHandler(
380
2340
  import_zod.z.object({
381
2341
  method: import_zod.z.literal("tools/call"),
@@ -387,492 +2347,32 @@ var MCPLocal = class {
387
2347
  }).optional()
388
2348
  })
389
2349
  }),
390
- async (request, extra) => {
2350
+ async (request) => {
391
2351
  const { name, arguments: args } = request.params;
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
- };
407
- }
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
- };
2352
+ const toolHandlers = createToolHandlers(
2353
+ this.parser,
2354
+ this.verifiedOrders,
2355
+ this.pendingRequests,
2356
+ this.marketDataPrices
2357
+ );
2358
+ const handler = toolHandlers[name];
2359
+ if (!handler) {
2360
+ return {
2361
+ content: [
2362
+ {
2363
+ type: "text",
2364
+ text: `Tool not found: ${name}`,
2365
+ uri: name
444
2366
  }
445
- return {
446
- content: [
447
- {
448
- type: "text",
449
- text: `${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
- };
2367
+ ],
2368
+ isError: true
2369
+ };
875
2370
  }
2371
+ const result = await handler(args);
2372
+ return {
2373
+ content: result.content,
2374
+ isError: result.isError
2375
+ };
876
2376
  }
877
2377
  );
878
2378
  process.on("SIGINT", async () => {