fixparser-plugin-mcp 9.1.7-27ef5b7b → 9.1.7-28edb130

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@@ -1,194 +1,9 @@
1
1
  // src/MCPLocal.ts
2
2
  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
4
- import {
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- CallToolRequestSchema,
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- GetPromptRequestSchema,
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- ListPromptsRequestSchema,
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- ListResourcesRequestSchema,
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- ListToolsRequestSchema
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- } from "@modelcontextprotocol/sdk/types.js";
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- import {
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- Field,
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- Fields,
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- HandlInst,
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- MDEntryType,
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- Messages,
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- OrdType,
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- SubscriptionRequestType,
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- TimeInForce
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- } from "fixparser";
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- var parseInputSchema = {
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- type: "object",
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- properties: {
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- fixString: {
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- type: "string",
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- description: "FIX message string to parse"
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- }
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- },
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- required: ["fixString"]
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- };
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- var parseToJSONInputSchema = {
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- type: "object",
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- properties: {
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- fixString: {
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- type: "string",
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- description: "FIX message string to parse"
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- }
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- },
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- required: ["fixString"]
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- };
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- var newOrderSingleInputSchema = {
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- type: "object",
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- properties: {
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- clOrdID: {
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- type: "string",
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- description: "Client Order ID"
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- },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- default: HandlInst.AutomatedExecutionNoIntervention,
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- description: "Handling instruction"
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- },
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- quantity: {
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- type: "number",
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- description: "Order quantity"
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- },
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- price: {
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- type: "number",
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- description: "Order price"
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- },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- default: OrdType.Market,
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- description: "Order type"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Order side (1=Buy, 2=Sell)"
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- },
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- symbol: {
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- type: "string",
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- description: "Trading symbol"
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- },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- default: TimeInForce.Day,
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- description: "Time in force"
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- }
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- },
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- required: ["clOrdID", "quantity", "price", "side", "symbol"]
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- };
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- var marketDataRequestInputSchema = {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- default: "0",
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- description: "Market data update type"
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- },
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- symbol: {
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- type: "string",
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- description: "Trading symbol"
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- },
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- mdReqID: {
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- type: "string",
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- description: "Market data request ID"
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- },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- default: SubscriptionRequestType.SnapshotAndUpdates,
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- description: "Subscription request type"
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- },
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- mdEntryType: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "S",
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- "R",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z",
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- "a",
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- "b",
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- "c",
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- "d",
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- "e",
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- "g",
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- "h",
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- "i",
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- "t"
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- ],
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- default: MDEntryType.Bid,
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- description: "Market data entry type"
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- }
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- },
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- required: ["symbol", "mdReqID"]
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- };
4
+ import { Field, Fields, Messages } from "fixparser";
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+ import { z } from "zod";
190
6
  var MCPLocal = class {
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- logger;
192
7
  parser;
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8
  server = new Server(
194
9
  {
@@ -198,7 +13,6 @@ var MCPLocal = class {
198
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  {
199
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  capabilities: {
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  tools: {},
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- prompts: {},
202
16
  resources: {}
203
17
  }
204
18
  }
@@ -206,33 +20,69 @@ var MCPLocal = class {
206
20
  transport = new StdioServerTransport();
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21
  onReady = void 0;
208
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  pendingRequests = /* @__PURE__ */ new Map();
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ // Store market data prices with timestamps
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ MAX_PRICE_HISTORY = 1e5;
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+ // Maximum number of price points to store per symbol
209
28
  constructor({ logger, onReady }) {
210
- if (logger) this.logger = logger;
211
29
  if (onReady) this.onReady = onReady;
212
30
  }
213
31
  async register(parser) {
214
32
  this.parser = parser;
215
33
  this.parser.addOnMessageCallback((message) => {
216
- this.logger?.log({
34
+ this.parser?.logger.log({
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35
  level: "info",
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- message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
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+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
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  });
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  const msgType = message.messageType;
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- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
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- const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
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- if (idField) {
224
- const id = idField.value;
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- if (typeof id === "string" || typeof id === "number") {
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- const callback = this.pendingRequests.get(String(id));
227
- if (callback) {
228
- callback(message);
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- this.pendingRequests.delete(String(id));
39
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
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+ this.parser?.logger.log({
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+ level: "info",
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+ message: `MCP Server handling message type: ${msgType}`
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+ });
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+ let id;
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+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
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+ const symbol = message.getField(Fields.Symbol);
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+ const price = message.getField(Fields.MDEntryPx);
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+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
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+ if (symbol?.value && price?.value) {
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+ const symbolStr = String(symbol.value);
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+ const priceNum = Number(price.value);
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+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
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+ priceHistory.push({
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+ timestamp: Number(timestamp),
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+ price: priceNum
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+ });
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+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
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+ priceHistory.shift();
230
59
  }
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+ this.marketDataPrices.set(symbolStr, priceHistory);
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+ this.parser?.logger.log({
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+ level: "info",
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+ message: `MCP Server added ${symbol}: ${priceNum}`
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+ });
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+ }
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+ }
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+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
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+ const mdReqID = message.getField(Fields.MDReqID);
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+ if (mdReqID) id = String(mdReqID.value);
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+ } else if (msgType === Messages.ExecutionReport) {
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+ const clOrdID = message.getField(Fields.ClOrdID);
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+ if (clOrdID) id = String(clOrdID.value);
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+ } else if (msgType === Messages.Reject) {
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+ const refSeqNum = message.getField(Fields.RefSeqNum);
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+ if (refSeqNum) id = String(refSeqNum.value);
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+ }
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+ if (id) {
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+ const callback = this.pendingRequests.get(id);
79
+ if (callback) {
80
+ callback(message);
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+ this.pendingRequests.delete(id);
231
82
  }
232
83
  }
233
84
  }
234
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  });
235
- this.logger = parser.logger;
236
86
  this.addWorkflows();
237
87
  await this.server.connect(this.transport);
238
88
  if (this.onReady) {
@@ -241,450 +91,472 @@ var MCPLocal = class {
241
91
  }
242
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  addWorkflows() {
243
93
  if (!this.parser) {
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- this.logger?.log({
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- level: "error",
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- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
247
- });
248
94
  return;
249
95
  }
250
96
  if (!this.server) {
251
- this.logger?.log({
252
- level: "error",
253
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
254
- });
255
97
  return;
256
98
  }
257
- const validateArgs = (args, schema) => {
258
- const result = {};
259
- for (const [key, propSchema] of Object.entries(schema.properties || {})) {
260
- const prop = propSchema;
261
- const value = args?.[key];
262
- if (prop.required && (value === void 0 || value === null)) {
263
- throw new Error(`Required property '${key}' is missing`);
264
- }
265
- if (value !== void 0) {
266
- result[key] = value;
267
- } else if (prop.default !== void 0) {
268
- result[key] = prop.default;
99
+ this.server.setRequestHandler(z.object({ method: z.literal("parse") }), async (request, extra) => {
100
+ try {
101
+ const args = request.params;
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+ const parsedMessage = this.parser?.parse(args.fixString);
103
+ if (!parsedMessage || parsedMessage.length === 0) {
104
+ return {
105
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
106
+ isError: true
107
+ };
269
108
  }
109
+ return {
110
+ content: [
111
+ {
112
+ type: "text",
113
+ text: `${parsedMessage[0].description}
114
+ ${parsedMessage[0].messageTypeDescription}`
115
+ }
116
+ ]
117
+ };
118
+ } catch (error) {
119
+ return {
120
+ content: [
121
+ {
122
+ type: "text",
123
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
124
+ }
125
+ ],
126
+ isError: true
127
+ };
270
128
  }
271
- return result;
272
- };
273
- this.server.setRequestHandler(ListResourcesRequestSchema, async () => {
274
- return {
275
- resources: []
276
- };
277
129
  });
278
- this.server.setRequestHandler(ListToolsRequestSchema, async () => {
279
- return {
280
- tools: [
281
- {
282
- name: "parse",
283
- description: "Parses a FIX message and describes it in plain language",
284
- inputSchema: parseInputSchema
285
- },
286
- {
287
- name: "parseToJSON",
288
- description: "Parses a FIX message into JSON",
289
- inputSchema: parseToJSONInputSchema
290
- },
291
- {
292
- name: "newOrderSingle",
293
- description: "Creates and sends a New Order Single",
294
- inputSchema: newOrderSingleInputSchema
295
- },
296
- {
297
- name: "marketDataRequest",
298
- description: "Sends a request for Market Data with the given symbol",
299
- inputSchema: marketDataRequestInputSchema
300
- }
301
- ]
302
- };
303
- });
304
- this.server.setRequestHandler(CallToolRequestSchema, async (request) => {
305
- const { name, arguments: args } = request.params;
306
- switch (name) {
307
- case "parse": {
308
- try {
309
- const { fixString } = validateArgs(args, parseInputSchema);
310
- const parsedMessage = this.parser?.parse(fixString);
311
- if (!parsedMessage || parsedMessage.length === 0) {
312
- return {
313
- isError: true,
314
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
315
- };
316
- }
130
+ this.server.setRequestHandler(
131
+ z.object({ method: z.literal("parseToJSON") }),
132
+ async (request, extra) => {
133
+ try {
134
+ const args = request.params;
135
+ const parsedMessage = this.parser?.parse(args.fixString);
136
+ if (!parsedMessage || parsedMessage.length === 0) {
317
137
  return {
318
- content: [
319
- {
320
- type: "text",
321
- text: `Parsed FIX message: ${fixString} (placeholder implementation)`
322
- }
323
- ]
324
- };
325
- } catch (error) {
326
- return {
327
- isError: true,
328
- content: [
329
- {
330
- type: "text",
331
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
332
- }
333
- ]
138
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
139
+ isError: true
334
140
  };
335
141
  }
142
+ return {
143
+ content: [
144
+ {
145
+ type: "text",
146
+ text: `${parsedMessage[0].toFIXJSON()}`
147
+ }
148
+ ]
149
+ };
150
+ } catch (error) {
151
+ return {
152
+ content: [
153
+ {
154
+ type: "text",
155
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
156
+ }
157
+ ],
158
+ isError: true
159
+ };
336
160
  }
337
- case "parseToJSON": {
338
- try {
339
- const { fixString } = validateArgs(args, parseToJSONInputSchema);
340
- const parsedMessage = this.parser?.parse(fixString);
341
- if (!parsedMessage || parsedMessage.length === 0) {
342
- return {
343
- isError: true,
344
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
345
- };
346
- }
347
- return {
348
- content: [
349
- {
350
- type: "text",
351
- text: JSON.stringify({ fixString, parsed: "placeholder" })
352
- }
353
- ]
354
- };
355
- } catch (error) {
356
- return {
357
- isError: true,
358
- content: [
359
- {
360
- type: "text",
361
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
362
- }
363
- ]
364
- };
365
- }
161
+ }
162
+ );
163
+ this.server.setRequestHandler(
164
+ z.object({ method: z.literal("verifyOrder") }),
165
+ async (request, extra) => {
166
+ try {
167
+ const args = request.params;
168
+ this.verifiedOrders.set(args.clOrdID, {
169
+ clOrdID: args.clOrdID,
170
+ handlInst: args.handlInst,
171
+ quantity: Number.parseFloat(args.quantity),
172
+ price: Number.parseFloat(args.price),
173
+ ordType: args.ordType,
174
+ side: args.side,
175
+ symbol: args.symbol,
176
+ timeInForce: args.timeInForce
177
+ });
178
+ const ordTypeNames = {
179
+ "1": "Market",
180
+ "2": "Limit",
181
+ "3": "Stop",
182
+ "4": "StopLimit",
183
+ "5": "MarketOnClose",
184
+ "6": "WithOrWithout",
185
+ "7": "LimitOrBetter",
186
+ "8": "LimitWithOrWithout",
187
+ "9": "OnBasis",
188
+ A: "OnClose",
189
+ B: "LimitOnClose",
190
+ C: "ForexMarket",
191
+ D: "PreviouslyQuoted",
192
+ E: "PreviouslyIndicated",
193
+ F: "ForexLimit",
194
+ G: "ForexSwap",
195
+ H: "ForexPreviouslyQuoted",
196
+ I: "Funari",
197
+ J: "MarketIfTouched",
198
+ K: "MarketWithLeftOverAsLimit",
199
+ L: "PreviousFundValuationPoint",
200
+ M: "NextFundValuationPoint",
201
+ P: "Pegged",
202
+ Q: "CounterOrderSelection",
203
+ R: "StopOnBidOrOffer",
204
+ S: "StopLimitOnBidOrOffer"
205
+ };
206
+ const sideNames = {
207
+ "1": "Buy",
208
+ "2": "Sell",
209
+ "3": "BuyMinus",
210
+ "4": "SellPlus",
211
+ "5": "SellShort",
212
+ "6": "SellShortExempt",
213
+ "7": "Undisclosed",
214
+ "8": "Cross",
215
+ "9": "CrossShort",
216
+ A: "CrossShortExempt",
217
+ B: "AsDefined",
218
+ C: "Opposite",
219
+ D: "Subscribe",
220
+ E: "Redeem",
221
+ F: "Lend",
222
+ G: "Borrow",
223
+ H: "SellUndisclosed"
224
+ };
225
+ const timeInForceNames = {
226
+ "0": "Day",
227
+ "1": "GoodTillCancel",
228
+ "2": "AtTheOpening",
229
+ "3": "ImmediateOrCancel",
230
+ "4": "FillOrKill",
231
+ "5": "GoodTillCrossing",
232
+ "6": "GoodTillDate",
233
+ "7": "AtTheClose",
234
+ "8": "GoodThroughCrossing",
235
+ "9": "AtCrossing",
236
+ A: "GoodForTime",
237
+ B: "GoodForAuction",
238
+ C: "GoodForMonth"
239
+ };
240
+ const handlInstNames = {
241
+ "1": "AutomatedExecutionNoIntervention",
242
+ "2": "AutomatedExecutionInterventionOK",
243
+ "3": "ManualOrder"
244
+ };
245
+ return {
246
+ content: [
247
+ {
248
+ type: "text",
249
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
250
+
251
+ Parameters verified:
252
+ - ClOrdID: ${args.clOrdID}
253
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
254
+ - Quantity: ${args.quantity}
255
+ - Price: ${args.price}
256
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
257
+ - Side: ${args.side} (${sideNames[args.side]})
258
+ - Symbol: ${args.symbol}
259
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
260
+
261
+ To execute this order, call the executeOrder tool with these exact same parameters.`
262
+ }
263
+ ]
264
+ };
265
+ } catch (error) {
266
+ return {
267
+ content: [
268
+ {
269
+ type: "text",
270
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
271
+ }
272
+ ],
273
+ isError: true
274
+ };
366
275
  }
367
- case "newOrderSingle": {
368
- try {
369
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = validateArgs(args, newOrderSingleInputSchema);
370
- const response = new Promise((resolve) => {
371
- this.pendingRequests.set(clOrdID, resolve);
372
- });
373
- const order = this.parser?.createMessage(
374
- new Field(Fields.MsgType, Messages.NewOrderSingle),
375
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
376
- new Field(Fields.SenderCompID, this.parser?.sender),
377
- new Field(Fields.TargetCompID, this.parser?.target),
378
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
379
- new Field(Fields.ClOrdID, clOrdID),
380
- new Field(Fields.Side, side),
381
- new Field(Fields.Symbol, symbol),
382
- new Field(Fields.OrderQty, quantity),
383
- new Field(Fields.Price, price),
384
- new Field(Fields.OrdType, ordType),
385
- new Field(Fields.HandlInst, handlInst),
386
- new Field(Fields.TimeInForce, timeInForce),
387
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
388
- );
389
- if (!this.parser?.connected) {
390
- this.logger?.log({
391
- level: "error",
392
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
393
- });
394
- return {
395
- isError: true,
396
- content: [
397
- {
398
- type: "text",
399
- text: "Error: Not connected. Ignoring message."
400
- }
401
- ]
402
- };
403
- }
404
- this.parser?.send(order);
405
- this.logger?.log({
406
- level: "info",
407
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
408
- });
409
- const fixData = await response;
410
- return {
411
- content: [
412
- {
413
- type: "text",
414
- text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
415
- }
416
- ]
417
- };
418
- } catch (error) {
276
+ }
277
+ );
278
+ this.server.setRequestHandler(
279
+ z.object({ method: z.literal("executeOrder") }),
280
+ async (request, extra) => {
281
+ try {
282
+ const args = request.params;
283
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
284
+ if (!verifiedOrder) {
419
285
  return {
420
- isError: true,
421
286
  content: [
422
287
  {
423
288
  type: "text",
424
- text: `Error: ${error instanceof Error ? error.message : "Failed to create order"}`
289
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
425
290
  }
426
- ]
291
+ ],
292
+ isError: true
427
293
  };
428
294
  }
429
- }
430
- case "marketDataRequest": {
431
- try {
432
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(
433
- args,
434
- marketDataRequestInputSchema
435
- );
436
- const response = new Promise((resolve) => {
437
- this.pendingRequests.set(mdReqID, resolve);
438
- });
439
- const marketDataRequest = this.parser?.createMessage(
440
- new Field(Fields.MsgType, Messages.MarketDataRequest),
441
- new Field(Fields.SenderCompID, this.parser?.sender),
442
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
443
- new Field(Fields.TargetCompID, this.parser?.target),
444
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
445
- new Field(Fields.MarketDepth, 0),
446
- new Field(Fields.MDUpdateType, mdUpdateType),
447
- new Field(Fields.NoRelatedSym, 1),
448
- new Field(Fields.Symbol, symbol),
449
- new Field(Fields.MDReqID, mdReqID),
450
- new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
451
- new Field(Fields.NoMDEntryTypes, 1),
452
- new Field(Fields.MDEntryType, mdEntryType)
453
- );
454
- if (!this.parser?.connected) {
455
- this.logger?.log({
456
- level: "error",
457
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
458
- });
459
- return {
460
- isError: true,
461
- content: [
462
- {
463
- type: "text",
464
- text: "Error: Not connected. Ignoring message."
465
- }
466
- ]
467
- };
468
- }
469
- this.parser?.send(marketDataRequest);
470
- this.logger?.log({
471
- level: "info",
472
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
473
- });
474
- const fixData = await response;
295
+ 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) {
475
296
  return {
476
297
  content: [
477
298
  {
478
299
  type: "text",
479
- text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
300
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
480
301
  }
481
- ]
302
+ ],
303
+ isError: true
482
304
  };
483
- } catch (error) {
305
+ }
306
+ const response = new Promise((resolve) => {
307
+ this.pendingRequests.set(args.clOrdID, resolve);
308
+ });
309
+ const order = this.parser?.createMessage(
310
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
311
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
312
+ new Field(Fields.SenderCompID, this.parser?.sender),
313
+ new Field(Fields.TargetCompID, this.parser?.target),
314
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
315
+ new Field(Fields.ClOrdID, args.clOrdID),
316
+ new Field(Fields.Side, args.side),
317
+ new Field(Fields.Symbol, args.symbol),
318
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
319
+ new Field(Fields.Price, Number.parseFloat(args.price)),
320
+ new Field(Fields.OrdType, args.ordType),
321
+ new Field(Fields.HandlInst, args.handlInst),
322
+ new Field(Fields.TimeInForce, args.timeInForce),
323
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
324
+ );
325
+ if (!this.parser?.connected) {
484
326
  return {
485
- isError: true,
486
327
  content: [
487
328
  {
488
329
  type: "text",
489
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
330
+ text: "Error: Not connected. Ignoring message."
490
331
  }
491
- ]
332
+ ],
333
+ isError: true
492
334
  };
493
335
  }
494
- }
495
- default:
496
- throw new Error(`Unknown tool: ${name}`);
497
- }
498
- });
499
- this.server.setRequestHandler(ListPromptsRequestSchema, async () => {
500
- return {
501
- prompts: [
502
- {
503
- name: "parse",
504
- description: "Parses a FIX message and describes it in plain language",
505
- arguments: [
506
- {
507
- name: "fixString",
508
- description: "FIX message string to parse",
509
- required: true
510
- }
511
- ]
512
- },
513
- {
514
- name: "parseToJSON",
515
- description: "Parses a FIX message into JSON",
516
- arguments: [
517
- {
518
- name: "fixString",
519
- description: "FIX message string to parse",
520
- required: true
521
- }
522
- ]
523
- },
524
- {
525
- name: "newOrderSingle",
526
- description: "Creates and sends a New Order Single",
527
- arguments: [
528
- {
529
- name: "clOrdID",
530
- description: "Client Order ID",
531
- required: true
532
- },
533
- {
534
- name: "handlInst",
535
- description: "Handling instruction",
536
- required: false
537
- },
538
- {
539
- name: "quantity",
540
- description: "Order quantity",
541
- required: true
542
- },
543
- {
544
- name: "price",
545
- description: "Order price",
546
- required: true
547
- },
548
- {
549
- name: "ordType",
550
- description: "Order type",
551
- required: false
552
- },
553
- {
554
- name: "side",
555
- description: "Order side (1=Buy, 2=Sell)",
556
- required: true
557
- },
558
- {
559
- name: "symbol",
560
- description: "Trading symbol",
561
- required: true
562
- },
563
- {
564
- name: "timeInForce",
565
- description: "Time in force",
566
- required: false
567
- }
568
- ]
569
- },
570
- {
571
- name: "marketDataRequest",
572
- description: "Sends a request for Market Data with the given symbol",
573
- arguments: [
574
- {
575
- name: "mdUpdateType",
576
- description: "Market data update type",
577
- required: false
578
- },
579
- {
580
- name: "symbol",
581
- description: "Trading symbol",
582
- required: true
583
- },
584
- {
585
- name: "mdReqID",
586
- description: "Market data request ID",
587
- required: true
588
- },
589
- {
590
- name: "subscriptionRequestType",
591
- description: "Subscription request type",
592
- required: false
593
- },
336
+ this.parser?.send(order);
337
+ const fixData = await response;
338
+ this.verifiedOrders.delete(args.clOrdID);
339
+ return {
340
+ content: [
594
341
  {
595
- name: "mdEntryType",
596
- description: "Market data entry type",
597
- required: false
342
+ type: "text",
343
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
598
344
  }
599
345
  ]
600
- }
601
- ]
602
- };
603
- });
604
- this.server.setRequestHandler(GetPromptRequestSchema, async (request) => {
605
- const { name, arguments: args } = request.params;
606
- switch (name) {
607
- case "parse": {
608
- const fixString = args?.fixString || "";
346
+ };
347
+ } catch (error) {
609
348
  return {
610
- messages: [
349
+ content: [
611
350
  {
612
- role: "user",
613
- content: {
614
- type: "text",
615
- text: `Please parse and explain this FIX message: ${fixString}`
616
- }
351
+ type: "text",
352
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
617
353
  }
618
- ]
354
+ ],
355
+ isError: true
619
356
  };
620
357
  }
621
- case "parseToJSON": {
622
- const fixString = args?.fixString || "";
623
- return {
624
- messages: [
625
- {
626
- role: "user",
627
- content: {
358
+ }
359
+ );
360
+ this.server.setRequestHandler(
361
+ z.object({ method: z.literal("marketDataRequest") }),
362
+ async (request, extra) => {
363
+ try {
364
+ const args = request.params;
365
+ const response = new Promise((resolve) => {
366
+ this.pendingRequests.set(args.mdReqID, resolve);
367
+ });
368
+ const messageFields = [
369
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
370
+ new Field(Fields.SenderCompID, this.parser?.sender),
371
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
372
+ new Field(Fields.TargetCompID, this.parser?.target),
373
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
374
+ new Field(Fields.MDReqID, args.mdReqID),
375
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
376
+ new Field(Fields.MarketDepth, 0),
377
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
378
+ ];
379
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
380
+ args.symbols.forEach((symbol) => {
381
+ messageFields.push(new Field(Fields.Symbol, symbol));
382
+ });
383
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
384
+ args.mdEntryTypes.forEach((entryType) => {
385
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
386
+ });
387
+ const mdr = this.parser?.createMessage(...messageFields);
388
+ if (!this.parser?.connected) {
389
+ return {
390
+ content: [
391
+ {
628
392
  type: "text",
629
- text: `Please parse the FIX message to JSON: ${fixString}`
393
+ text: "Error: Not connected. Ignoring message."
630
394
  }
395
+ ],
396
+ isError: true
397
+ };
398
+ }
399
+ this.parser?.send(mdr);
400
+ const fixData = await response;
401
+ return {
402
+ content: [
403
+ {
404
+ type: "text",
405
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
631
406
  }
632
407
  ]
633
408
  };
634
- }
635
- case "newOrderSingle": {
636
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
409
+ } catch (error) {
637
410
  return {
638
- messages: [
411
+ content: [
639
412
  {
640
- role: "user",
641
- content: {
642
- type: "text",
643
- text: [
644
- "Create a New Order Single FIX message with the following parameters:",
645
- `- ClOrdID: ${clOrdID}`,
646
- `- HandlInst: ${handlInst ?? "default"}`,
647
- `- Quantity: ${quantity}`,
648
- `- Price: ${price}`,
649
- `- OrdType: ${ordType ?? "default (Market)"}`,
650
- `- Side: ${side}`,
651
- `- Symbol: ${symbol}`,
652
- `- TimeInForce: ${timeInForce ?? "default (Day)"}`,
653
- "",
654
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
655
- ].join("\n")
656
- }
413
+ type: "text",
414
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
657
415
  }
658
- ]
416
+ ],
417
+ isError: true
659
418
  };
660
419
  }
661
- case "marketDataRequest": {
662
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
420
+ }
421
+ );
422
+ this.server.setRequestHandler(
423
+ z.object({ method: z.literal("greeting-resource") }),
424
+ async (request, extra) => {
425
+ this.parser?.logger.log({
426
+ level: "info",
427
+ message: "MCP Server Resource called: greeting-resource"
428
+ });
429
+ return {
430
+ content: [
431
+ {
432
+ type: "text",
433
+ text: "Hello, world!"
434
+ }
435
+ ]
436
+ };
437
+ }
438
+ );
439
+ this.server.setRequestHandler(
440
+ z.object({ method: z.literal("stockGraph") }),
441
+ async (request, extra) => {
442
+ this.parser?.logger.log({
443
+ level: "info",
444
+ message: "MCP Server Resource called: stockGraph"
445
+ });
446
+ const args = request.params;
447
+ const symbol = args.symbol;
448
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
449
+ if (priceHistory.length === 0) {
663
450
  return {
664
- messages: [
451
+ content: [
665
452
  {
666
- role: "user",
667
- content: {
668
- type: "text",
669
- text: [
670
- "Create a Market Data Request FIX message with the following parameters:",
671
- `- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
672
- `- Symbol: ${symbol}`,
673
- `- MDReqID: ${mdReqID}`,
674
- `- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
675
- `- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
676
- "",
677
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
678
- ].join("\n")
679
- }
453
+ type: "text",
454
+ text: `No price data available for ${symbol}`
680
455
  }
681
456
  ]
682
457
  };
683
458
  }
684
- default:
685
- throw new Error(`Unknown prompt: ${name}`);
459
+ const width = 600;
460
+ const height = 300;
461
+ const padding = 40;
462
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
463
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
464
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
465
+ const yScale = (height - 2 * padding) / (yMax - yMin);
466
+ const points = priceHistory.map((d, i) => {
467
+ const x = padding + i * xScale;
468
+ const y = height - padding - (d.price - yMin) * yScale;
469
+ return `${x},${y}`;
470
+ }).join(" L ");
471
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
472
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
473
+ <!-- Background -->
474
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
475
+
476
+ <!-- Grid lines -->
477
+ <g stroke="#e9ecef" stroke-width="1">
478
+ ${Array.from({ length: 5 }, (_, i) => {
479
+ const y = padding + (height - 2 * padding) * i / 4;
480
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
481
+ }).join("\n")}
482
+ </g>
483
+
484
+ <!-- Price line -->
485
+ <path d="M ${points}"
486
+ fill="none"
487
+ stroke="#007bff"
488
+ stroke-width="2"/>
489
+
490
+ <!-- Data points -->
491
+ ${priceHistory.map((d, i) => {
492
+ const x = padding + i * xScale;
493
+ const y = height - padding - (d.price - yMin) * yScale;
494
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
495
+ }).join("\n")}
496
+
497
+ <!-- Labels -->
498
+ <g font-family="Arial" font-size="12" fill="#495057">
499
+ ${Array.from({ length: 5 }, (_, i) => {
500
+ const x = padding + (width - 2 * padding) * i / 4;
501
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
502
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
503
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
504
+ }).join("\n")}
505
+ ${Array.from({ length: 5 }, (_, i) => {
506
+ const y = padding + (height - 2 * padding) * i / 4;
507
+ const price = yMax - (yMax - yMin) * i / 4;
508
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
509
+ }).join("\n")}
510
+ </g>
511
+
512
+ <!-- Title -->
513
+ <text x="${width / 2}" y="${padding / 2}"
514
+ font-family="Arial" font-size="16" font-weight="bold"
515
+ text-anchor="middle" fill="#212529">
516
+ ${symbol} - Price Chart (${priceHistory.length} points)
517
+ </text>
518
+ </svg>`;
519
+ return {
520
+ content: [
521
+ {
522
+ type: "text",
523
+ text: svg
524
+ }
525
+ ]
526
+ };
686
527
  }
687
- });
528
+ );
529
+ this.server.setRequestHandler(
530
+ z.object({ method: z.literal("stockPriceHistory") }),
531
+ async (request, extra) => {
532
+ this.parser?.logger.log({
533
+ level: "info",
534
+ message: "MCP Server Resource called: stockPriceHistory"
535
+ });
536
+ const args = request.params;
537
+ const symbol = args.symbol;
538
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
539
+ return {
540
+ content: [
541
+ {
542
+ type: "text",
543
+ text: JSON.stringify(
544
+ {
545
+ symbol,
546
+ count: priceHistory.length,
547
+ prices: priceHistory.map((point) => ({
548
+ timestamp: new Date(point.timestamp).toISOString(),
549
+ price: point.price
550
+ }))
551
+ },
552
+ null,
553
+ 2
554
+ )
555
+ }
556
+ ]
557
+ };
558
+ }
559
+ );
688
560
  process.on("SIGINT", async () => {
689
561
  await this.server.close();
690
562
  process.exit(0);