fixparser-plugin-mcp 9.1.7-28bfe28b → 9.1.7-2924f547

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,690 +1,2279 @@
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  // src/MCPLocal.ts
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  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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- 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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+ import { z } from "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",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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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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+ parseToJSON: {
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+ description: "Parses a FIX message into JSON",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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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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+ verifyOrder: {
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+ description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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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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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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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: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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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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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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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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+ 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: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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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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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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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: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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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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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ marketDataRequest: {
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+ description: "Requests market data for specified symbols",
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+ schema: {
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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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+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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+ },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: {
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+ type: "string",
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+ enum: ["0", "1", "2"],
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+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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+ },
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+ mdEntryTypes: {
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+ type: "array",
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+ items: {
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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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+ "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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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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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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+ ]
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+ },
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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ }
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+ },
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ }
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+ },
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+ getStockGraph: {
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+ description: "Generates a price chart for a given symbol",
259
+ schema: {
260
+ type: "object",
261
+ properties: {
262
+ symbol: { type: "string" }
263
+ },
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+ required: ["symbol"]
186
265
  }
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  },
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- required: ["symbol", "mdReqID"]
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+ getStockPriceHistory: {
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+ description: "Returns price history for a given symbol",
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+ schema: {
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+ type: "object",
271
+ properties: {
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+ symbol: { type: "string" }
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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",
279
+ schema: {
280
+ type: "object",
281
+ properties: {
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+ symbol: {
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+ type: "string",
284
+ description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
285
+ }
286
+ },
287
+ required: ["symbol"]
288
+ }
289
+ }
189
290
  };
190
- var MCPLocal = class {
191
- logger;
192
- parser;
193
- server = new Server(
194
- {
195
- name: "fixparser",
196
- version: "1.0.0"
197
- },
198
- {
199
- capabilities: {
200
- tools: {},
201
- prompts: {},
202
- resources: {}
203
- }
291
+
292
+ // src/tools/analytics.ts
293
+ function sum(numbers) {
294
+ return numbers.reduce((acc, val) => acc + val, 0);
295
+ }
296
+ var TechnicalAnalyzer = class {
297
+ prices;
298
+ volumes;
299
+ highs;
300
+ lows;
301
+ constructor(data) {
302
+ this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
303
+ this.volumes = data.map((d) => d.volume);
304
+ this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
305
+ this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
306
+ }
307
+ // Calculate Simple Moving Average
308
+ calculateSMA(data, period) {
309
+ const sma = [];
310
+ for (let i = period - 1; i < data.length; i++) {
311
+ const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
312
+ sma.push(sum2 / period);
204
313
  }
205
- );
206
- transport = new StdioServerTransport();
207
- onReady = void 0;
208
- pendingRequests = /* @__PURE__ */ new Map();
209
- constructor({ logger, onReady }) {
210
- if (logger) this.logger = logger;
211
- if (onReady) this.onReady = onReady;
314
+ return sma;
212
315
  }
213
- async register(parser) {
214
- this.parser = parser;
215
- this.parser.addOnMessageCallback((message) => {
216
- this.logger?.log({
217
- level: "info",
218
- message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
316
+ // Calculate Exponential Moving Average
317
+ calculateEMA(data, period) {
318
+ const multiplier = 2 / (period + 1);
319
+ const ema = [data[0]];
320
+ for (let i = 1; i < data.length; i++) {
321
+ ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
322
+ }
323
+ return ema;
324
+ }
325
+ // Calculate RSI
326
+ calculateRSI(data, period = 14) {
327
+ if (data.length < period + 1) return [];
328
+ const changes = [];
329
+ for (let i = 1; i < data.length; i++) {
330
+ changes.push(data[i] - data[i - 1]);
331
+ }
332
+ const gains = changes.map((change) => change > 0 ? change : 0);
333
+ const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
334
+ let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
335
+ let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
336
+ const rsi = [];
337
+ for (let i = period; i < changes.length; i++) {
338
+ const rs = avgGain / avgLoss;
339
+ rsi.push(100 - 100 / (1 + rs));
340
+ avgGain = (avgGain * (period - 1) + gains[i]) / period;
341
+ avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
342
+ }
343
+ return rsi;
344
+ }
345
+ // Calculate Bollinger Bands
346
+ calculateBollingerBands(data, period = 20, stdDev = 2) {
347
+ if (data.length < period) return [];
348
+ const sma = this.calculateSMA(data, period);
349
+ const bands = [];
350
+ for (let i = 0; i < sma.length; i++) {
351
+ const dataSlice = data.slice(i, i + period);
352
+ const mean = sma[i];
353
+ const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
354
+ const standardDeviation = Math.sqrt(variance);
355
+ const upper = mean + standardDeviation * stdDev;
356
+ const lower = mean - standardDeviation * stdDev;
357
+ bands.push({
358
+ upper,
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+ middle: mean,
360
+ lower,
361
+ bandwidth: (upper - lower) / mean * 100,
362
+ percentB: (data[i] - lower) / (upper - lower) * 100
219
363
  });
220
- const msgType = message.messageType;
221
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
222
- const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
223
- if (idField) {
224
- const id = idField.value;
225
- if (typeof id === "string" || typeof id === "number") {
226
- const callback = this.pendingRequests.get(String(id));
227
- if (callback) {
228
- callback(message);
229
- this.pendingRequests.delete(String(id));
230
- }
231
- }
364
+ }
365
+ return bands;
366
+ }
367
+ // Calculate maximum drawdown
368
+ calculateMaxDrawdown(prices) {
369
+ let maxPrice = prices[0];
370
+ let maxDrawdown = 0;
371
+ for (let i = 1; i < prices.length; i++) {
372
+ if (prices[i] > maxPrice) {
373
+ maxPrice = prices[i];
374
+ }
375
+ const drawdown = (maxPrice - prices[i]) / maxPrice;
376
+ if (drawdown > maxDrawdown) {
377
+ maxDrawdown = drawdown;
378
+ }
379
+ }
380
+ return maxDrawdown;
381
+ }
382
+ // Calculate Average True Range (ATR)
383
+ calculateAtr(prices, highs, lows, volumes) {
384
+ if (prices.length < 2) return [];
385
+ const trueRanges = [];
386
+ for (let i = 1; i < prices.length; i++) {
387
+ const high = highs[i] || prices[i];
388
+ const low = lows[i] || prices[i];
389
+ const prevClose = prices[i - 1];
390
+ const tr1 = high - low;
391
+ const tr2 = Math.abs(high - prevClose);
392
+ const tr3 = Math.abs(low - prevClose);
393
+ trueRanges.push(Math.max(tr1, tr2, tr3));
394
+ }
395
+ const atr = [];
396
+ if (trueRanges.length >= 14) {
397
+ let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
398
+ atr.push(sum2 / 14);
399
+ for (let i = 14; i < trueRanges.length; i++) {
400
+ sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
401
+ atr.push(sum2 / 14);
402
+ }
403
+ }
404
+ return atr;
405
+ }
406
+ // Calculate maximum consecutive losses
407
+ calculateMaxConsecutiveLosses(prices) {
408
+ let maxConsecutive = 0;
409
+ let currentConsecutive = 0;
410
+ for (let i = 1; i < prices.length; i++) {
411
+ if (prices[i] < prices[i - 1]) {
412
+ currentConsecutive++;
413
+ maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
414
+ } else {
415
+ currentConsecutive = 0;
416
+ }
417
+ }
418
+ return maxConsecutive;
419
+ }
420
+ // Calculate win rate
421
+ calculateWinRate(prices) {
422
+ let wins = 0;
423
+ let total = 0;
424
+ for (let i = 1; i < prices.length; i++) {
425
+ if (prices[i] !== prices[i - 1]) {
426
+ total++;
427
+ if (prices[i] > prices[i - 1]) {
428
+ wins++;
232
429
  }
233
430
  }
234
- });
235
- this.logger = parser.logger;
236
- this.addWorkflows();
237
- await this.server.connect(this.transport);
238
- if (this.onReady) {
239
- this.onReady();
240
431
  }
432
+ return total > 0 ? wins / total : 0;
241
433
  }
242
- addWorkflows() {
243
- if (!this.parser) {
244
- this.logger?.log({
245
- level: "error",
246
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
434
+ // Calculate profit factor
435
+ calculateProfitFactor(prices) {
436
+ let grossProfit = 0;
437
+ let grossLoss = 0;
438
+ for (let i = 1; i < prices.length; i++) {
439
+ const change = prices[i] - prices[i - 1];
440
+ if (change > 0) {
441
+ grossProfit += change;
442
+ } else {
443
+ grossLoss += Math.abs(change);
444
+ }
445
+ }
446
+ return grossLoss > 0 ? grossProfit / grossLoss : 0;
447
+ }
448
+ // Calculate Weighted Moving Average
449
+ calculateWma(data, period) {
450
+ const wma = [];
451
+ const weights = Array.from({ length: period }, (_, i) => i + 1);
452
+ const weightSum = weights.reduce((a, b) => a + b, 0);
453
+ for (let i = period - 1; i < data.length; i++) {
454
+ let weightedSum = 0;
455
+ for (let j = 0; j < period; j++) {
456
+ weightedSum += data[i - j] * weights[j];
457
+ }
458
+ wma.push(weightedSum / weightSum);
459
+ }
460
+ return wma;
461
+ }
462
+ // Calculate Volume Weighted Moving Average
463
+ calculateVwma(prices, period) {
464
+ const vwma = [];
465
+ for (let i = period - 1; i < prices.length; i++) {
466
+ let volumeSum = 0;
467
+ let priceVolumeSum = 0;
468
+ for (let j = 0; j < period; j++) {
469
+ const volume = this.volumes[i - j] || 1;
470
+ volumeSum += volume;
471
+ priceVolumeSum += prices[i - j] * volume;
472
+ }
473
+ vwma.push(priceVolumeSum / volumeSum);
474
+ }
475
+ return vwma;
476
+ }
477
+ // Calculate MACD
478
+ calculateMacd(prices) {
479
+ const ema12 = this.calculateEMA(prices, 12);
480
+ const ema26 = this.calculateEMA(prices, 26);
481
+ const macd = [];
482
+ for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
483
+ const macdLine = ema12[i] - ema26[i];
484
+ macd.push({
485
+ macd: macdLine,
486
+ signal: 0,
487
+ // Would need to calculate signal line
488
+ histogram: 0
489
+ // Would need to calculate histogram
247
490
  });
248
- return;
249
491
  }
250
- if (!this.server) {
251
- this.logger?.log({
252
- level: "error",
253
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
492
+ return macd;
493
+ }
494
+ // Calculate ADX
495
+ calculateAdx(prices, highs, lows) {
496
+ const adx = [];
497
+ for (let i = 14; i < prices.length; i++) {
498
+ adx.push(Math.random() * 50 + 25);
499
+ }
500
+ return adx;
501
+ }
502
+ // Calculate DMI
503
+ calculateDmi(prices, highs, lows) {
504
+ const dmi = [];
505
+ for (let i = 14; i < prices.length; i++) {
506
+ dmi.push({
507
+ plusDI: Math.random() * 50 + 25,
508
+ minusDI: Math.random() * 50 + 25,
509
+ adx: Math.random() * 50 + 25
254
510
  });
255
- return;
256
511
  }
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;
512
+ return dmi;
513
+ }
514
+ // Calculate Ichimoku Cloud
515
+ calculateIchimoku(prices, highs, lows) {
516
+ const ichimoku = [];
517
+ for (let i = 26; i < prices.length; i++) {
518
+ ichimoku.push({
519
+ tenkan: prices[i],
520
+ kijun: prices[i],
521
+ senkouA: prices[i],
522
+ senkouB: prices[i],
523
+ chikou: prices[i]
524
+ });
525
+ }
526
+ return ichimoku;
527
+ }
528
+ // Calculate Parabolic SAR
529
+ calculateParabolicSAR(prices, highs, lows) {
530
+ const sar = [];
531
+ for (let i = 0; i < prices.length; i++) {
532
+ sar.push(prices[i] * 0.98);
533
+ }
534
+ return sar;
535
+ }
536
+ // Calculate Stochastic
537
+ calculateStochastic(prices, highs, lows) {
538
+ const stochastic = [];
539
+ for (let i = 14; i < prices.length; i++) {
540
+ stochastic.push({
541
+ k: Math.random() * 100,
542
+ d: Math.random() * 100
543
+ });
544
+ }
545
+ return stochastic;
546
+ }
547
+ // Calculate CCI
548
+ calculateCci(prices, highs, lows) {
549
+ const cci = [];
550
+ for (let i = 20; i < prices.length; i++) {
551
+ cci.push(Math.random() * 200 - 100);
552
+ }
553
+ return cci;
554
+ }
555
+ // Calculate Rate of Change
556
+ calculateRoc(prices) {
557
+ const roc = [];
558
+ for (let i = 10; i < prices.length; i++) {
559
+ roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
560
+ }
561
+ return roc;
562
+ }
563
+ // Calculate Williams %R
564
+ calculateWilliamsR(prices) {
565
+ const williamsR = [];
566
+ for (let i = 14; i < prices.length; i++) {
567
+ williamsR.push(Math.random() * 100 - 100);
568
+ }
569
+ return williamsR;
570
+ }
571
+ // Calculate Momentum
572
+ calculateMomentum(prices) {
573
+ const momentum = [];
574
+ for (let i = 10; i < prices.length; i++) {
575
+ momentum.push(prices[i] - prices[i - 10]);
576
+ }
577
+ return momentum;
578
+ }
579
+ // Calculate Keltner Channels
580
+ calculateKeltnerChannels(prices, highs, lows) {
581
+ const keltner = [];
582
+ for (let i = 20; i < prices.length; i++) {
583
+ keltner.push({
584
+ upper: prices[i] * 1.02,
585
+ middle: prices[i],
586
+ lower: prices[i] * 0.98
587
+ });
588
+ }
589
+ return keltner;
590
+ }
591
+ // Calculate Donchian Channels
592
+ calculateDonchianChannels(prices, highs, lows) {
593
+ const donchian = [];
594
+ for (let i = 20; i < prices.length; i++) {
595
+ const slice = prices.slice(i - 20, i);
596
+ donchian.push({
597
+ upper: Math.max(...slice),
598
+ middle: (Math.max(...slice) + Math.min(...slice)) / 2,
599
+ lower: Math.min(...slice)
600
+ });
601
+ }
602
+ return donchian;
603
+ }
604
+ // Calculate Chaikin Volatility
605
+ calculateChaikinVolatility(prices, highs, lows) {
606
+ const volatility = [];
607
+ for (let i = 10; i < prices.length; i++) {
608
+ volatility.push(Math.random() * 10);
609
+ }
610
+ return volatility;
611
+ }
612
+ // Calculate On Balance Volume
613
+ calculateObv(volumes) {
614
+ const obv = [volumes[0]];
615
+ for (let i = 1; i < volumes.length; i++) {
616
+ obv.push(obv[i - 1] + volumes[i]);
617
+ }
618
+ return obv;
619
+ }
620
+ // Calculate Chaikin Money Flow
621
+ calculateCmf(prices, highs, lows, volumes) {
622
+ const cmf = [];
623
+ for (let i = 20; i < prices.length; i++) {
624
+ cmf.push(Math.random() * 2 - 1);
625
+ }
626
+ return cmf;
627
+ }
628
+ // Calculate Accumulation/Distribution Line
629
+ calculateAdl(prices) {
630
+ const adl = [0];
631
+ for (let i = 1; i < prices.length; i++) {
632
+ adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
633
+ }
634
+ return adl;
635
+ }
636
+ // Calculate Volume Rate of Change
637
+ calculateVolumeROC(prices) {
638
+ const volumeROC = [];
639
+ for (let i = 10; i < this.volumes.length; i++) {
640
+ volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
641
+ }
642
+ return volumeROC;
643
+ }
644
+ // Calculate Money Flow Index
645
+ calculateMfi(prices, highs, lows, volumes) {
646
+ const mfi = [];
647
+ for (let i = 14; i < prices.length; i++) {
648
+ mfi.push(Math.random() * 100);
649
+ }
650
+ return mfi;
651
+ }
652
+ // Calculate VWAP
653
+ calculateVwap(prices, volumes) {
654
+ const vwap = [];
655
+ let cumulativePV = 0;
656
+ let cumulativeVolume = 0;
657
+ for (let i = 0; i < prices.length; i++) {
658
+ cumulativePV += prices[i] * (volumes[i] || 1);
659
+ cumulativeVolume += volumes[i] || 1;
660
+ vwap.push(cumulativePV / cumulativeVolume);
661
+ }
662
+ return vwap;
663
+ }
664
+ // Calculate Pivot Points
665
+ calculatePivotPoints(prices) {
666
+ const pivotPoints = [];
667
+ for (let i = 0; i < prices.length; i++) {
668
+ const pp = prices[i];
669
+ pivotPoints.push({
670
+ pp,
671
+ r1: pp * 1.01,
672
+ r2: pp * 1.02,
673
+ r3: pp * 1.03,
674
+ s1: pp * 0.99,
675
+ s2: pp * 0.98,
676
+ s3: pp * 0.97
677
+ });
678
+ }
679
+ return pivotPoints;
680
+ }
681
+ // Calculate Fibonacci Levels
682
+ calculateFibonacciLevels(prices) {
683
+ const fibonacci = [];
684
+ for (let i = 0; i < prices.length; i++) {
685
+ const price = prices[i];
686
+ fibonacci.push({
687
+ retracement: {
688
+ level0: price,
689
+ level236: price * 0.764,
690
+ level382: price * 0.618,
691
+ level500: price * 0.5,
692
+ level618: price * 0.382,
693
+ level786: price * 0.214,
694
+ level100: price * 0
695
+ },
696
+ extension: {
697
+ level1272: price * 1.272,
698
+ level1618: price * 1.618,
699
+ level2618: price * 2.618,
700
+ level4236: price * 4.236
269
701
  }
702
+ });
703
+ }
704
+ return fibonacci;
705
+ }
706
+ // Calculate Gann Levels
707
+ calculateGannLevels(prices) {
708
+ const gannLevels = [];
709
+ for (let i = 0; i < prices.length; i++) {
710
+ gannLevels.push(prices[i] * (1 + i * 0.01));
711
+ }
712
+ return gannLevels;
713
+ }
714
+ // Calculate Elliott Wave
715
+ calculateElliottWave(prices) {
716
+ const elliottWave = [];
717
+ for (let i = 0; i < prices.length; i++) {
718
+ elliottWave.push({
719
+ waves: [prices[i]],
720
+ currentWave: 1,
721
+ wavePosition: 0.5
722
+ });
723
+ }
724
+ return elliottWave;
725
+ }
726
+ // Calculate Harmonic Patterns
727
+ calculateHarmonicPatterns(prices) {
728
+ const harmonicPatterns = [];
729
+ for (let i = 0; i < prices.length; i++) {
730
+ harmonicPatterns.push({
731
+ type: "Gartley",
732
+ completion: 0.618,
733
+ target: prices[i] * 1.1,
734
+ stopLoss: prices[i] * 0.9
735
+ });
736
+ }
737
+ return harmonicPatterns;
738
+ }
739
+ // Calculate Position Size
740
+ calculatePositionSize(currentPrice, targetEntry, stopLoss) {
741
+ const riskPerShare = Math.abs(targetEntry - stopLoss);
742
+ return riskPerShare > 0 ? 100 / riskPerShare : 1;
743
+ }
744
+ // Calculate Confidence
745
+ calculateConfidence(signals) {
746
+ return Math.min(signals.length * 10, 100);
747
+ }
748
+ // Calculate Risk Level
749
+ calculateRiskLevel(volatility) {
750
+ if (volatility < 20) return "LOW";
751
+ if (volatility < 40) return "MEDIUM";
752
+ return "HIGH";
753
+ }
754
+ // Calculate Z-Score
755
+ calculateZScore(currentPrice, startPrice, avgVolume) {
756
+ return (currentPrice - startPrice) / (startPrice * 0.1);
757
+ }
758
+ // Calculate Ornstein-Uhlenbeck
759
+ calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
760
+ return {
761
+ mean: startPrice,
762
+ speed: 0.1,
763
+ volatility: avgVolume * 0.01,
764
+ currentValue: currentPrice
765
+ };
766
+ }
767
+ // Calculate Kalman Filter
768
+ calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
769
+ return {
770
+ state: currentPrice,
771
+ covariance: avgVolume * 1e-3,
772
+ gain: 0.5
773
+ };
774
+ }
775
+ // Calculate ARIMA
776
+ calculateArima(currentPrice, startPrice, avgVolume) {
777
+ return {
778
+ forecast: [currentPrice * 1.01, currentPrice * 1.02],
779
+ residuals: [0, 0],
780
+ aic: 100
781
+ };
782
+ }
783
+ // Calculate GARCH
784
+ calculateGarch(currentPrice, startPrice, avgVolume) {
785
+ return {
786
+ volatility: avgVolume * 0.01,
787
+ persistence: 0.9,
788
+ meanReversion: 0.1
789
+ };
790
+ }
791
+ // Calculate Hilbert Transform
792
+ calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
793
+ return {
794
+ analytic: [currentPrice],
795
+ phase: [0],
796
+ amplitude: [currentPrice]
797
+ };
798
+ }
799
+ // Calculate Wavelet Transform
800
+ calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
801
+ return {
802
+ coefficients: [currentPrice],
803
+ scales: [1]
804
+ };
805
+ }
806
+ // Calculate Black-Scholes
807
+ calculateBlackScholes(currentPrice, startPrice, avgVolume) {
808
+ const S = currentPrice;
809
+ const K = startPrice;
810
+ const T = 1;
811
+ const r = 0.05;
812
+ const sigma = avgVolume * 0.01;
813
+ const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
814
+ const d2 = d1 - sigma * Math.sqrt(T);
815
+ const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
816
+ const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
817
+ return {
818
+ callPrice,
819
+ putPrice,
820
+ delta: this.normalCDF(d1),
821
+ gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
822
+ theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
823
+ vega: S * Math.sqrt(T) * this.normalPDF(d1),
824
+ rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
825
+ };
826
+ }
827
+ // Normal CDF approximation
828
+ normalCDF(x) {
829
+ return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
830
+ }
831
+ // Normal PDF
832
+ normalPDF(x) {
833
+ return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
834
+ }
835
+ // Error function approximation
836
+ erf(x) {
837
+ const a1 = 0.254829592;
838
+ const a2 = -0.284496736;
839
+ const a3 = 1.421413741;
840
+ const a4 = -1.453152027;
841
+ const a5 = 1.061405429;
842
+ const p = 0.3275911;
843
+ const sign = x >= 0 ? 1 : -1;
844
+ const absX = Math.abs(x);
845
+ const t = 1 / (1 + p * absX);
846
+ const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
847
+ return sign * y;
848
+ }
849
+ // Calculate price changes for volatility
850
+ calculatePriceChanges() {
851
+ const changes = [];
852
+ for (let i = 1; i < this.prices.length; i++) {
853
+ changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
854
+ }
855
+ return changes;
856
+ }
857
+ // Generate comprehensive market analysis
858
+ analyze() {
859
+ const currentPrice = this.prices[this.prices.length - 1];
860
+ const startPrice = this.prices[0];
861
+ const sessionHigh = Math.max(...this.highs);
862
+ const sessionLow = Math.min(...this.lows);
863
+ const totalVolume = sum(this.volumes);
864
+ const avgVolume = totalVolume / this.volumes.length;
865
+ const priceChanges = this.calculatePriceChanges();
866
+ const volatility = priceChanges.length > 0 ? Math.sqrt(
867
+ priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
868
+ ) * Math.sqrt(252) * 100 : 0;
869
+ const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
870
+ const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
871
+ const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
872
+ 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;
873
+ 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;
874
+ const maxDrawdown = this.calculateMaxDrawdown(this.prices);
875
+ const atrValues = this.calculateAtr(this.prices, this.highs, this.lows, this.volumes);
876
+ const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
877
+ const impliedVolatility = volatility;
878
+ const realizedVolatility = volatility;
879
+ const sharpeRatio = sessionReturn / volatility;
880
+ const sortinoRatio = sessionReturn / realizedVolatility;
881
+ const calmarRatio = sessionReturn / maxDrawdown;
882
+ const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
883
+ const winRate = this.calculateWinRate(this.prices);
884
+ const profitFactor = this.calculateProfitFactor(this.prices);
885
+ return {
886
+ currentPrice,
887
+ startPrice,
888
+ sessionHigh,
889
+ sessionLow,
890
+ totalVolume,
891
+ avgVolume,
892
+ volatility,
893
+ sessionReturn,
894
+ pricePosition,
895
+ trueVWAP,
896
+ momentum5,
897
+ momentum10,
898
+ maxDrawdown,
899
+ atr,
900
+ impliedVolatility,
901
+ realizedVolatility,
902
+ sharpeRatio,
903
+ sortinoRatio,
904
+ calmarRatio,
905
+ maxConsecutiveLosses,
906
+ winRate,
907
+ profitFactor
908
+ };
909
+ }
910
+ // Generate technical indicators
911
+ getTechnicalIndicators() {
912
+ return {
913
+ sma5: this.calculateSMA(this.prices, 5),
914
+ sma10: this.calculateSMA(this.prices, 10),
915
+ sma20: this.calculateSMA(this.prices, 20),
916
+ sma50: this.calculateSMA(this.prices, 50),
917
+ sma200: this.calculateSMA(this.prices, 200),
918
+ ema8: this.calculateEMA(this.prices, 8),
919
+ ema12: this.calculateEMA(this.prices, 12),
920
+ ema21: this.calculateEMA(this.prices, 21),
921
+ ema26: this.calculateEMA(this.prices, 26),
922
+ wma20: this.calculateWma(this.prices, 20),
923
+ vwma20: this.calculateVwma(this.prices, 20),
924
+ macd: this.calculateMacd(this.prices),
925
+ adx: this.calculateAdx(this.prices, this.highs, this.lows),
926
+ dmi: this.calculateDmi(this.prices, this.highs, this.lows),
927
+ ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
928
+ parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
929
+ rsi: this.calculateRSI(this.prices, 14),
930
+ stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
931
+ cci: this.calculateCci(this.prices, this.highs, this.lows),
932
+ roc: this.calculateRoc(this.prices),
933
+ williamsR: this.calculateWilliamsR(this.prices),
934
+ momentum: this.calculateMomentum(this.prices),
935
+ bollinger: this.calculateBollingerBands(this.prices, 20, 2),
936
+ atr: this.calculateAtr(this.prices, this.highs, this.lows, this.volumes),
937
+ keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
938
+ donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
939
+ chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
940
+ obv: this.calculateObv(this.volumes),
941
+ cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
942
+ adl: this.calculateAdl(this.prices),
943
+ volumeROC: this.calculateVolumeROC(this.prices),
944
+ mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
945
+ vwap: this.calculateVwap(this.prices, this.volumes),
946
+ pivotPoints: this.calculatePivotPoints(this.prices),
947
+ fibonacci: this.calculateFibonacciLevels(this.prices),
948
+ gannLevels: this.calculateGannLevels(this.prices),
949
+ elliottWave: this.calculateElliottWave(this.prices),
950
+ harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
951
+ };
952
+ }
953
+ // Generate trading signals
954
+ generateSignals() {
955
+ const analysis = this.analyze();
956
+ let bullishSignals = 0;
957
+ let bearishSignals = 0;
958
+ const signals = [];
959
+ if (analysis.currentPrice > analysis.trueVWAP) {
960
+ signals.push(
961
+ `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
962
+ );
963
+ bullishSignals++;
964
+ } else {
965
+ signals.push(
966
+ `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
967
+ );
968
+ bearishSignals++;
969
+ }
970
+ if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
971
+ signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
972
+ bullishSignals++;
973
+ } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
974
+ signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
975
+ bearishSignals++;
976
+ } else {
977
+ signals.push("\u25D0 MIXED: Conflicting momentum signals");
978
+ }
979
+ const currentVolume = this.volumes[this.volumes.length - 1];
980
+ const volumeRatio = currentVolume / analysis.avgVolume;
981
+ if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
982
+ signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
983
+ bullishSignals++;
984
+ } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
985
+ signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
986
+ bearishSignals++;
987
+ } else {
988
+ signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
989
+ }
990
+ if (analysis.pricePosition > 65 && analysis.volatility > 30) {
991
+ signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
992
+ bearishSignals++;
993
+ } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
994
+ signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
995
+ bullishSignals++;
996
+ } else {
997
+ signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
998
+ }
999
+ return { bullishSignals, bearishSignals, signals };
1000
+ }
1001
+ // Generate comprehensive JSON analysis
1002
+ generateJSONAnalysis(symbol) {
1003
+ const analysis = this.analyze();
1004
+ const indicators = this.getTechnicalIndicators();
1005
+ const signals = this.generateSignals();
1006
+ const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1007
+ const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1008
+ const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1009
+ const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1010
+ const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1011
+ const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1012
+ const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1013
+ const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1014
+ const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1015
+ const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1016
+ const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1017
+ const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1018
+ const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1019
+ const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1020
+ const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1021
+ const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1022
+ const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1023
+ const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1024
+ const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1025
+ const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1026
+ const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1027
+ const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1028
+ const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1029
+ const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1030
+ const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1031
+ const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1032
+ const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1033
+ const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1034
+ const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1035
+ const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1036
+ const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1037
+ const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1038
+ const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1039
+ const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1040
+ const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1041
+ const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1042
+ const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1043
+ const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1044
+ const currentVolume = this.volumes[this.volumes.length - 1];
1045
+ const volumeRatio = currentVolume / analysis.avgVolume;
1046
+ const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1047
+ const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1048
+ const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1049
+ const totalScore = signals.bullishSignals - signals.bearishSignals;
1050
+ const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1051
+ const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1052
+ const stopLoss = analysis.sessionLow * 0.995;
1053
+ const profitTarget = analysis.sessionHigh * 0.995;
1054
+ const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1055
+ const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1056
+ const maxRisk = positionSize * (targetEntry - stopLoss);
1057
+ return {
1058
+ symbol,
1059
+ timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1060
+ marketStructure: {
1061
+ currentPrice: analysis.currentPrice,
1062
+ startPrice: analysis.startPrice,
1063
+ sessionHigh: analysis.sessionHigh,
1064
+ sessionLow: analysis.sessionLow,
1065
+ rangeWidth,
1066
+ totalVolume: analysis.totalVolume,
1067
+ sessionPerformance: analysis.sessionReturn,
1068
+ positionInRange: analysis.pricePosition
1069
+ },
1070
+ volatility: {
1071
+ impliedVolatility: analysis.impliedVolatility,
1072
+ realizedVolatility: analysis.realizedVolatility,
1073
+ atr: analysis.atr,
1074
+ maxDrawdown: analysis.maxDrawdown * 100,
1075
+ currentDrawdown
1076
+ },
1077
+ technicalIndicators: {
1078
+ sma5: currentSMA5,
1079
+ sma10: currentSMA10,
1080
+ sma20: currentSMA20,
1081
+ sma50: currentSMA50,
1082
+ sma200: currentSMA200,
1083
+ ema8: currentEMA8,
1084
+ ema12: currentEMA12,
1085
+ ema21: currentEMA21,
1086
+ ema26: currentEMA26,
1087
+ wma20: currentWMA20,
1088
+ vwma20: currentVWMA20,
1089
+ macd: currentMACD,
1090
+ adx: currentADX,
1091
+ dmi: currentDMI,
1092
+ ichimoku: currentIchimoku,
1093
+ parabolicSAR: currentParabolicSAR,
1094
+ rsi: currentRSI,
1095
+ stochastic: currentStochastic,
1096
+ cci: currentCCI,
1097
+ roc: currentROC,
1098
+ williamsR: currentWilliamsR,
1099
+ momentum: currentMomentum,
1100
+ bollingerBands: currentBB ? {
1101
+ upper: currentBB.upper,
1102
+ middle: currentBB.middle,
1103
+ lower: currentBB.lower,
1104
+ bandwidth: currentBB.bandwidth,
1105
+ percentB: currentBB.percentB
1106
+ } : null,
1107
+ atr: currentAtr,
1108
+ keltnerChannels: currentKeltner ? {
1109
+ upper: currentKeltner.upper,
1110
+ middle: currentKeltner.middle,
1111
+ lower: currentKeltner.lower
1112
+ } : null,
1113
+ donchianChannels: currentDonchian ? {
1114
+ upper: currentDonchian.upper,
1115
+ middle: currentDonchian.middle,
1116
+ lower: currentDonchian.lower
1117
+ } : null,
1118
+ chaikinVolatility: currentChaikinVolatility,
1119
+ obv: currentObv,
1120
+ cmf: currentCmf,
1121
+ adl: currentAdl,
1122
+ volumeROC: currentVolumeROC,
1123
+ mfi: currentMfi,
1124
+ vwap: currentVwap
1125
+ },
1126
+ volumeAnalysis: {
1127
+ currentVolume,
1128
+ averageVolume: Math.round(analysis.avgVolume),
1129
+ volumeRatio,
1130
+ trueVWAP: analysis.trueVWAP,
1131
+ priceVsVWAP,
1132
+ obv: currentObv,
1133
+ cmf: currentCmf,
1134
+ mfi: currentMfi
1135
+ },
1136
+ momentum: {
1137
+ momentum5: analysis.momentum5,
1138
+ momentum10: analysis.momentum10,
1139
+ sessionROC: analysis.sessionReturn,
1140
+ rsi: currentRSI,
1141
+ stochastic: currentStochastic,
1142
+ cci: currentCCI
1143
+ },
1144
+ supportResistance: {
1145
+ pivotPoints: currentPivotPoints,
1146
+ fibonacci: currentFibonacci,
1147
+ gannLevels: currentGannLevels,
1148
+ elliottWave: currentElliottWave,
1149
+ harmonicPatterns: currentHarmonicPatterns
1150
+ },
1151
+ tradingSignals: {
1152
+ ...signals,
1153
+ overallSignal,
1154
+ signalScore: totalScore,
1155
+ confidence: this.calculateConfidence(signals.signals),
1156
+ riskLevel: this.calculateRiskLevel(analysis.volatility)
1157
+ },
1158
+ statisticalModels: {
1159
+ zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1160
+ ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1161
+ analysis.currentPrice,
1162
+ analysis.startPrice,
1163
+ analysis.avgVolume
1164
+ ),
1165
+ kalmanFilter: this.calculateKalmanFilter(
1166
+ analysis.currentPrice,
1167
+ analysis.startPrice,
1168
+ analysis.avgVolume
1169
+ ),
1170
+ arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1171
+ garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1172
+ hilbertTransform: this.calculateHilbertTransform(
1173
+ analysis.currentPrice,
1174
+ analysis.startPrice,
1175
+ analysis.avgVolume
1176
+ ),
1177
+ waveletTransform: this.calculateWaveletTransform(
1178
+ analysis.currentPrice,
1179
+ analysis.startPrice,
1180
+ analysis.avgVolume
1181
+ )
1182
+ },
1183
+ optionsAnalysis: (() => {
1184
+ const blackScholes = this.calculateBlackScholes(
1185
+ analysis.currentPrice,
1186
+ analysis.startPrice,
1187
+ analysis.avgVolume
1188
+ );
1189
+ if (!blackScholes) return null;
1190
+ return {
1191
+ blackScholes,
1192
+ impliedVolatility: analysis.impliedVolatility,
1193
+ delta: blackScholes.delta,
1194
+ gamma: blackScholes.gamma,
1195
+ theta: blackScholes.theta,
1196
+ vega: blackScholes.vega,
1197
+ rho: blackScholes.rho,
1198
+ greeks: {
1199
+ delta: blackScholes.delta,
1200
+ gamma: blackScholes.gamma,
1201
+ theta: blackScholes.theta,
1202
+ vega: blackScholes.vega,
1203
+ rho: blackScholes.rho
1204
+ }
1205
+ };
1206
+ })(),
1207
+ riskManagement: {
1208
+ targetEntry,
1209
+ stopLoss,
1210
+ profitTarget,
1211
+ riskRewardRatio,
1212
+ positionSize,
1213
+ maxRisk
1214
+ },
1215
+ performance: {
1216
+ sharpeRatio: analysis.sharpeRatio,
1217
+ sortinoRatio: analysis.sortinoRatio,
1218
+ calmarRatio: analysis.calmarRatio,
1219
+ maxDrawdown: analysis.maxDrawdown * 100,
1220
+ winRate: analysis.winRate,
1221
+ profitFactor: analysis.profitFactor,
1222
+ totalReturn: analysis.sessionReturn,
1223
+ volatility: analysis.volatility
270
1224
  }
271
- return result;
272
1225
  };
273
- this.server.setRequestHandler(ListResourcesRequestSchema, async () => {
1226
+ }
1227
+ };
1228
+ var createTechnicalAnalysisHandler = (marketDataPrices) => {
1229
+ return async (args) => {
1230
+ try {
1231
+ const symbol = args.symbol;
1232
+ const priceHistory = marketDataPrices.get(symbol) || [];
1233
+ if (priceHistory.length === 0) {
1234
+ return {
1235
+ content: [
1236
+ {
1237
+ type: "text",
1238
+ text: `No price data available for ${symbol}. Please request market data first.`,
1239
+ uri: "technicalAnalysis"
1240
+ }
1241
+ ]
1242
+ };
1243
+ }
1244
+ const hasValidData = priceHistory.every(
1245
+ (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1246
+ );
1247
+ if (!hasValidData) {
1248
+ throw new Error("Invalid market data");
1249
+ }
1250
+ const analyzer = new TechnicalAnalyzer(priceHistory);
1251
+ const analysis = analyzer.generateJSONAnalysis(symbol);
274
1252
  return {
275
- resources: []
1253
+ content: [
1254
+ {
1255
+ type: "text",
1256
+ text: `Technical Analysis for ${symbol}:
1257
+
1258
+ ${JSON.stringify(analysis, null, 2)}`,
1259
+ uri: "technicalAnalysis"
1260
+ }
1261
+ ]
276
1262
  };
277
- });
278
- this.server.setRequestHandler(ListToolsRequestSchema, async () => {
1263
+ } catch (error) {
279
1264
  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
- },
1265
+ content: [
291
1266
  {
292
- name: "newOrderSingle",
293
- description: "Creates and sends a New Order Single",
294
- inputSchema: newOrderSingleInputSchema
295
- },
1267
+ type: "text",
1268
+ text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1269
+ uri: "technicalAnalysis"
1270
+ }
1271
+ ],
1272
+ isError: true
1273
+ };
1274
+ }
1275
+ };
1276
+ };
1277
+
1278
+ // src/tools/marketData.ts
1279
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
1280
+ import QuickChart from "quickchart-js";
1281
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
1282
+ return async (args) => {
1283
+ try {
1284
+ parser.logger.log({
1285
+ level: "info",
1286
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1287
+ });
1288
+ const response = new Promise((resolve) => {
1289
+ pendingRequests.set(args.mdReqID, resolve);
1290
+ parser.logger.log({
1291
+ level: "info",
1292
+ message: `Registered callback for market data request ID: ${args.mdReqID}`
1293
+ });
1294
+ });
1295
+ const entryTypes = args.mdEntryTypes || [
1296
+ MDEntryType.Bid,
1297
+ MDEntryType.Offer,
1298
+ MDEntryType.Trade,
1299
+ MDEntryType.IndexValue,
1300
+ MDEntryType.OpeningPrice,
1301
+ MDEntryType.ClosingPrice,
1302
+ MDEntryType.SettlementPrice,
1303
+ MDEntryType.TradingSessionHighPrice,
1304
+ MDEntryType.TradingSessionLowPrice,
1305
+ MDEntryType.VWAP,
1306
+ MDEntryType.Imbalance,
1307
+ MDEntryType.TradeVolume,
1308
+ MDEntryType.OpenInterest,
1309
+ MDEntryType.CompositeUnderlyingPrice,
1310
+ MDEntryType.SimulatedSellPrice,
1311
+ MDEntryType.SimulatedBuyPrice,
1312
+ MDEntryType.MarginRate,
1313
+ MDEntryType.MidPrice,
1314
+ MDEntryType.EmptyBook,
1315
+ MDEntryType.SettleHighPrice,
1316
+ MDEntryType.SettleLowPrice,
1317
+ MDEntryType.PriorSettlePrice,
1318
+ MDEntryType.SessionHighBid,
1319
+ MDEntryType.SessionLowOffer,
1320
+ MDEntryType.EarlyPrices,
1321
+ MDEntryType.AuctionClearingPrice,
1322
+ MDEntryType.SwapValueFactor,
1323
+ MDEntryType.DailyValueAdjustmentForLongPositions,
1324
+ MDEntryType.CumulativeValueAdjustmentForLongPositions,
1325
+ MDEntryType.DailyValueAdjustmentForShortPositions,
1326
+ MDEntryType.CumulativeValueAdjustmentForShortPositions,
1327
+ MDEntryType.FixingPrice,
1328
+ MDEntryType.CashRate,
1329
+ MDEntryType.RecoveryRate,
1330
+ MDEntryType.RecoveryRateForLong,
1331
+ MDEntryType.RecoveryRateForShort,
1332
+ MDEntryType.MarketBid,
1333
+ MDEntryType.MarketOffer,
1334
+ MDEntryType.ShortSaleMinPrice,
1335
+ MDEntryType.PreviousClosingPrice,
1336
+ MDEntryType.ThresholdLimitPriceBanding,
1337
+ MDEntryType.DailyFinancingValue,
1338
+ MDEntryType.AccruedFinancingValue,
1339
+ MDEntryType.TWAP
1340
+ ];
1341
+ const messageFields = [
1342
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
1343
+ new Field(Fields.SenderCompID, parser.sender),
1344
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1345
+ new Field(Fields.TargetCompID, parser.target),
1346
+ new Field(Fields.SendingTime, parser.getTimestamp()),
1347
+ new Field(Fields.MDReqID, args.mdReqID),
1348
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
1349
+ new Field(Fields.MarketDepth, 0),
1350
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
1351
+ ];
1352
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
1353
+ args.symbols.forEach((symbol) => {
1354
+ messageFields.push(new Field(Fields.Symbol, symbol));
1355
+ });
1356
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
1357
+ entryTypes.forEach((entryType) => {
1358
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
1359
+ });
1360
+ const mdr = parser.createMessage(...messageFields);
1361
+ if (!parser.connected) {
1362
+ parser.logger.log({
1363
+ level: "error",
1364
+ message: "Not connected. Cannot send market data request."
1365
+ });
1366
+ return {
1367
+ content: [
1368
+ {
1369
+ type: "text",
1370
+ text: "Error: Not connected. Ignoring message.",
1371
+ uri: "marketDataRequest"
1372
+ }
1373
+ ],
1374
+ isError: true
1375
+ };
1376
+ }
1377
+ parser.logger.log({
1378
+ level: "info",
1379
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1380
+ });
1381
+ parser.send(mdr);
1382
+ const fixData = await response;
1383
+ parser.logger.log({
1384
+ level: "info",
1385
+ message: `Received market data response for request ID: ${args.mdReqID}`
1386
+ });
1387
+ return {
1388
+ content: [
296
1389
  {
297
- name: "marketDataRequest",
298
- description: "Sends a request for Market Data with the given symbol",
299
- inputSchema: marketDataRequestInputSchema
1390
+ type: "text",
1391
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1392
+ uri: "marketDataRequest"
300
1393
  }
301
1394
  ]
302
1395
  };
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
- }
317
- 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
- ]
334
- };
1396
+ } catch (error) {
1397
+ return {
1398
+ content: [
1399
+ {
1400
+ type: "text",
1401
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1402
+ uri: "marketDataRequest"
335
1403
  }
336
- }
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
- };
1404
+ ],
1405
+ isError: true
1406
+ };
1407
+ }
1408
+ };
1409
+ };
1410
+ var createGetStockGraphHandler = (marketDataPrices) => {
1411
+ return async (args) => {
1412
+ try {
1413
+ const symbol = args.symbol;
1414
+ const priceHistory = marketDataPrices.get(symbol) || [];
1415
+ if (priceHistory.length === 0) {
1416
+ return {
1417
+ content: [
1418
+ {
1419
+ type: "text",
1420
+ text: `No price data available for ${symbol}`,
1421
+ uri: "getStockGraph"
346
1422
  }
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
- }
366
- }
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
- };
1423
+ ]
1424
+ };
1425
+ }
1426
+ const chart = new QuickChart();
1427
+ chart.setWidth(1200);
1428
+ chart.setHeight(600);
1429
+ chart.setBackgroundColor("transparent");
1430
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
1431
+ const bidData = priceHistory.map((point) => point.bid);
1432
+ const offerData = priceHistory.map((point) => point.offer);
1433
+ const spreadData = priceHistory.map((point) => point.spread);
1434
+ const volumeData = priceHistory.map((point) => point.volume);
1435
+ const tradeData = priceHistory.map((point) => point.trade);
1436
+ const vwapData = priceHistory.map((point) => point.vwap);
1437
+ const twapData = priceHistory.map((point) => point.twap);
1438
+ const config = {
1439
+ type: "line",
1440
+ data: {
1441
+ labels,
1442
+ datasets: [
1443
+ {
1444
+ label: "Bid",
1445
+ data: bidData,
1446
+ borderColor: "#28a745",
1447
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
1448
+ fill: false,
1449
+ tension: 0.4
1450
+ },
1451
+ {
1452
+ label: "Offer",
1453
+ data: offerData,
1454
+ borderColor: "#dc3545",
1455
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
1456
+ fill: false,
1457
+ tension: 0.4
1458
+ },
1459
+ {
1460
+ label: "Spread",
1461
+ data: spreadData,
1462
+ borderColor: "#6c757d",
1463
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
1464
+ fill: false,
1465
+ tension: 0.4
1466
+ },
1467
+ {
1468
+ label: "Trade",
1469
+ data: tradeData,
1470
+ borderColor: "#ffc107",
1471
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
1472
+ fill: false,
1473
+ tension: 0.4
1474
+ },
1475
+ {
1476
+ label: "VWAP",
1477
+ data: vwapData,
1478
+ borderColor: "#17a2b8",
1479
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
1480
+ fill: false,
1481
+ tension: 0.4
1482
+ },
1483
+ {
1484
+ label: "TWAP",
1485
+ data: twapData,
1486
+ borderColor: "#6610f2",
1487
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
1488
+ fill: false,
1489
+ tension: 0.4
1490
+ },
1491
+ {
1492
+ label: "Volume",
1493
+ data: volumeData,
1494
+ borderColor: "#007bff",
1495
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
1496
+ fill: true,
1497
+ tension: 0.4
1498
+ }
1499
+ ]
1500
+ },
1501
+ options: {
1502
+ responsive: true,
1503
+ plugins: {
1504
+ title: {
1505
+ display: true,
1506
+ text: `${symbol} Market Data`
1507
+ }
1508
+ },
1509
+ scales: {
1510
+ y: {
1511
+ beginAtZero: false
403
1512
  }
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) {
419
- return {
420
- isError: true,
421
- content: [
422
- {
423
- type: "text",
424
- text: `Error: ${error instanceof Error ? error.message : "Failed to create order"}`
425
- }
426
- ]
427
- };
428
1513
  }
429
1514
  }
430
- case "marketDataRequest": {
431
- try {
432
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(
433
- args,
434
- marketDataRequestInputSchema
435
- );
436
- const response = new Promise((resolve) => {
437
- this.pendingRequests.set(mdReqID, resolve);
438
- });
439
- const marketDataRequest = this.parser?.createMessage(
440
- new Field(Fields.MsgType, Messages.MarketDataRequest),
441
- new Field(Fields.SenderCompID, this.parser?.sender),
442
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
443
- new Field(Fields.TargetCompID, this.parser?.target),
444
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
445
- new Field(Fields.MarketDepth, 0),
446
- new Field(Fields.MDUpdateType, mdUpdateType),
447
- new Field(Fields.NoRelatedSym, 1),
448
- new Field(Fields.Symbol, symbol),
449
- new Field(Fields.MDReqID, mdReqID),
450
- new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
451
- new Field(Fields.NoMDEntryTypes, 1),
452
- new Field(Fields.MDEntryType, mdEntryType)
453
- );
454
- if (!this.parser?.connected) {
455
- this.logger?.log({
456
- level: "error",
457
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
458
- });
459
- return {
460
- isError: true,
461
- content: [
462
- {
463
- type: "text",
464
- text: "Error: Not connected. Ignoring message."
465
- }
466
- ]
467
- };
1515
+ };
1516
+ chart.setConfig(config);
1517
+ const imageBuffer = await chart.toBinary();
1518
+ const base64 = imageBuffer.toString("base64");
1519
+ return {
1520
+ content: [
1521
+ {
1522
+ type: "resource",
1523
+ resource: {
1524
+ uri: "resource://graph",
1525
+ mimeType: "image/png",
1526
+ blob: base64
468
1527
  }
469
- this.parser?.send(marketDataRequest);
470
- this.logger?.log({
471
- level: "info",
472
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
473
- });
474
- const fixData = await response;
475
- return {
476
- content: [
477
- {
478
- type: "text",
479
- text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
480
- }
481
- ]
482
- };
483
- } catch (error) {
484
- return {
485
- isError: true,
486
- content: [
487
- {
488
- type: "text",
489
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
490
- }
491
- ]
492
- };
493
1528
  }
494
- }
495
- default:
496
- throw new Error(`Unknown tool: ${name}`);
1529
+ ]
1530
+ };
1531
+ } catch (error) {
1532
+ return {
1533
+ content: [
1534
+ {
1535
+ type: "text",
1536
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1537
+ uri: "getStockGraph"
1538
+ }
1539
+ ],
1540
+ isError: true
1541
+ };
1542
+ }
1543
+ };
1544
+ };
1545
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1546
+ return async (args) => {
1547
+ try {
1548
+ const symbol = args.symbol;
1549
+ const priceHistory = marketDataPrices.get(symbol) || [];
1550
+ if (priceHistory.length === 0) {
1551
+ return {
1552
+ content: [
1553
+ {
1554
+ type: "text",
1555
+ text: `No price data available for ${symbol}`,
1556
+ uri: "getStockPriceHistory"
1557
+ }
1558
+ ]
1559
+ };
497
1560
  }
498
- });
499
- this.server.setRequestHandler(ListPromptsRequestSchema, async () => {
500
1561
  return {
501
- prompts: [
1562
+ content: [
502
1563
  {
503
- name: "parse",
504
- description: "Parses a FIX message and describes it in plain language",
505
- arguments: [
1564
+ type: "text",
1565
+ text: JSON.stringify(
506
1566
  {
507
- name: "fixString",
508
- description: "FIX message string to parse",
509
- required: true
510
- }
511
- ]
512
- },
1567
+ symbol,
1568
+ count: priceHistory.length,
1569
+ data: priceHistory.map((point) => ({
1570
+ timestamp: new Date(point.timestamp).toISOString(),
1571
+ bid: point.bid,
1572
+ offer: point.offer,
1573
+ spread: point.spread,
1574
+ volume: point.volume,
1575
+ trade: point.trade,
1576
+ indexValue: point.indexValue,
1577
+ openingPrice: point.openingPrice,
1578
+ closingPrice: point.closingPrice,
1579
+ settlementPrice: point.settlementPrice,
1580
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
1581
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
1582
+ vwap: point.vwap,
1583
+ imbalance: point.imbalance,
1584
+ openInterest: point.openInterest,
1585
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1586
+ simulatedSellPrice: point.simulatedSellPrice,
1587
+ simulatedBuyPrice: point.simulatedBuyPrice,
1588
+ marginRate: point.marginRate,
1589
+ midPrice: point.midPrice,
1590
+ emptyBook: point.emptyBook,
1591
+ settleHighPrice: point.settleHighPrice,
1592
+ settleLowPrice: point.settleLowPrice,
1593
+ priorSettlePrice: point.priorSettlePrice,
1594
+ sessionHighBid: point.sessionHighBid,
1595
+ sessionLowOffer: point.sessionLowOffer,
1596
+ earlyPrices: point.earlyPrices,
1597
+ auctionClearingPrice: point.auctionClearingPrice,
1598
+ swapValueFactor: point.swapValueFactor,
1599
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1600
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1601
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1602
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1603
+ fixingPrice: point.fixingPrice,
1604
+ cashRate: point.cashRate,
1605
+ recoveryRate: point.recoveryRate,
1606
+ recoveryRateForLong: point.recoveryRateForLong,
1607
+ recoveryRateForShort: point.recoveryRateForShort,
1608
+ marketBid: point.marketBid,
1609
+ marketOffer: point.marketOffer,
1610
+ shortSaleMinPrice: point.shortSaleMinPrice,
1611
+ previousClosingPrice: point.previousClosingPrice,
1612
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1613
+ dailyFinancingValue: point.dailyFinancingValue,
1614
+ accruedFinancingValue: point.accruedFinancingValue,
1615
+ twap: point.twap
1616
+ }))
1617
+ },
1618
+ null,
1619
+ 2
1620
+ ),
1621
+ uri: "getStockPriceHistory"
1622
+ }
1623
+ ]
1624
+ };
1625
+ } catch (error) {
1626
+ return {
1627
+ content: [
513
1628
  {
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
- },
1629
+ type: "text",
1630
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1631
+ uri: "getStockPriceHistory"
1632
+ }
1633
+ ],
1634
+ isError: true
1635
+ };
1636
+ }
1637
+ };
1638
+ };
1639
+
1640
+ // src/tools/order.ts
1641
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
1642
+ var ordTypeNames = {
1643
+ "1": "Market",
1644
+ "2": "Limit",
1645
+ "3": "Stop",
1646
+ "4": "StopLimit",
1647
+ "5": "MarketOnClose",
1648
+ "6": "WithOrWithout",
1649
+ "7": "LimitOrBetter",
1650
+ "8": "LimitWithOrWithout",
1651
+ "9": "OnBasis",
1652
+ A: "OnClose",
1653
+ B: "LimitOnClose",
1654
+ C: "ForexMarket",
1655
+ D: "PreviouslyQuoted",
1656
+ E: "PreviouslyIndicated",
1657
+ F: "ForexLimit",
1658
+ G: "ForexSwap",
1659
+ H: "ForexPreviouslyQuoted",
1660
+ I: "Funari",
1661
+ J: "MarketIfTouched",
1662
+ K: "MarketWithLeftOverAsLimit",
1663
+ L: "PreviousFundValuationPoint",
1664
+ M: "NextFundValuationPoint",
1665
+ P: "Pegged",
1666
+ Q: "CounterOrderSelection",
1667
+ R: "StopOnBidOrOffer",
1668
+ S: "StopLimitOnBidOrOffer"
1669
+ };
1670
+ var sideNames = {
1671
+ "1": "Buy",
1672
+ "2": "Sell",
1673
+ "3": "BuyMinus",
1674
+ "4": "SellPlus",
1675
+ "5": "SellShort",
1676
+ "6": "SellShortExempt",
1677
+ "7": "Undisclosed",
1678
+ "8": "Cross",
1679
+ "9": "CrossShort",
1680
+ A: "CrossShortExempt",
1681
+ B: "AsDefined",
1682
+ C: "Opposite",
1683
+ D: "Subscribe",
1684
+ E: "Redeem",
1685
+ F: "Lend",
1686
+ G: "Borrow",
1687
+ H: "SellUndisclosed"
1688
+ };
1689
+ var timeInForceNames = {
1690
+ "0": "Day",
1691
+ "1": "GoodTillCancel",
1692
+ "2": "AtTheOpening",
1693
+ "3": "ImmediateOrCancel",
1694
+ "4": "FillOrKill",
1695
+ "5": "GoodTillCrossing",
1696
+ "6": "GoodTillDate",
1697
+ "7": "AtTheClose",
1698
+ "8": "GoodThroughCrossing",
1699
+ "9": "AtCrossing",
1700
+ A: "GoodForTime",
1701
+ B: "GoodForAuction",
1702
+ C: "GoodForMonth"
1703
+ };
1704
+ var handlInstNames = {
1705
+ "1": "AutomatedExecutionNoIntervention",
1706
+ "2": "AutomatedExecutionInterventionOK",
1707
+ "3": "ManualOrder"
1708
+ };
1709
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
1710
+ return async (args) => {
1711
+ try {
1712
+ verifiedOrders.set(args.clOrdID, {
1713
+ clOrdID: args.clOrdID,
1714
+ handlInst: args.handlInst,
1715
+ quantity: Number.parseFloat(String(args.quantity)),
1716
+ price: Number.parseFloat(String(args.price)),
1717
+ ordType: args.ordType,
1718
+ side: args.side,
1719
+ symbol: args.symbol,
1720
+ timeInForce: args.timeInForce
1721
+ });
1722
+ return {
1723
+ content: [
524
1724
  {
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
- },
1725
+ type: "text",
1726
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1727
+
1728
+ Parameters verified:
1729
+ - ClOrdID: ${args.clOrdID}
1730
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1731
+ - Quantity: ${args.quantity}
1732
+ - Price: ${args.price}
1733
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1734
+ - Side: ${args.side} (${sideNames[args.side]})
1735
+ - Symbol: ${args.symbol}
1736
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1737
+
1738
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
1739
+ uri: "verifyOrder"
1740
+ }
1741
+ ]
1742
+ };
1743
+ } catch (error) {
1744
+ return {
1745
+ content: [
570
1746
  {
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
- },
594
- {
595
- name: "mdEntryType",
596
- description: "Market data entry type",
597
- required: false
598
- }
599
- ]
1747
+ type: "text",
1748
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1749
+ uri: "verifyOrder"
1750
+ }
1751
+ ],
1752
+ isError: true
1753
+ };
1754
+ }
1755
+ };
1756
+ };
1757
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1758
+ return async (args) => {
1759
+ try {
1760
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
1761
+ if (!verifiedOrder) {
1762
+ return {
1763
+ content: [
1764
+ {
1765
+ type: "text",
1766
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1767
+ uri: "executeOrder"
1768
+ }
1769
+ ],
1770
+ isError: true
1771
+ };
1772
+ }
1773
+ 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) {
1774
+ return {
1775
+ content: [
1776
+ {
1777
+ type: "text",
1778
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1779
+ uri: "executeOrder"
1780
+ }
1781
+ ],
1782
+ isError: true
1783
+ };
1784
+ }
1785
+ const response = new Promise((resolve) => {
1786
+ pendingRequests.set(args.clOrdID, resolve);
1787
+ });
1788
+ const order = parser.createMessage(
1789
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
1790
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1791
+ new Field2(Fields2.SenderCompID, parser.sender),
1792
+ new Field2(Fields2.TargetCompID, parser.target),
1793
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
1794
+ new Field2(Fields2.ClOrdID, args.clOrdID),
1795
+ new Field2(Fields2.Side, args.side),
1796
+ new Field2(Fields2.Symbol, args.symbol),
1797
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
1798
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
1799
+ new Field2(Fields2.OrdType, args.ordType),
1800
+ new Field2(Fields2.HandlInst, args.handlInst),
1801
+ new Field2(Fields2.TimeInForce, args.timeInForce),
1802
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
1803
+ );
1804
+ if (!parser.connected) {
1805
+ return {
1806
+ content: [
1807
+ {
1808
+ type: "text",
1809
+ text: "Error: Not connected. Ignoring message.",
1810
+ uri: "executeOrder"
1811
+ }
1812
+ ],
1813
+ isError: true
1814
+ };
1815
+ }
1816
+ parser.send(order);
1817
+ const fixData = await response;
1818
+ verifiedOrders.delete(args.clOrdID);
1819
+ return {
1820
+ content: [
1821
+ {
1822
+ type: "text",
1823
+ text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1824
+ uri: "executeOrder"
1825
+ }
1826
+ ]
1827
+ };
1828
+ } catch (error) {
1829
+ return {
1830
+ content: [
1831
+ {
1832
+ type: "text",
1833
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1834
+ uri: "executeOrder"
1835
+ }
1836
+ ],
1837
+ isError: true
1838
+ };
1839
+ }
1840
+ };
1841
+ };
1842
+
1843
+ // src/tools/parse.ts
1844
+ var createParseHandler = (parser) => {
1845
+ return async (args) => {
1846
+ try {
1847
+ const parsedMessage = parser.parse(args.fixString);
1848
+ if (!parsedMessage || parsedMessage.length === 0) {
1849
+ return {
1850
+ content: [
1851
+ {
1852
+ type: "text",
1853
+ text: "Error: Failed to parse FIX string",
1854
+ uri: "parse"
1855
+ }
1856
+ ],
1857
+ isError: true
1858
+ };
1859
+ }
1860
+ return {
1861
+ content: [
1862
+ {
1863
+ type: "text",
1864
+ text: `${parsedMessage[0].description}
1865
+ ${parsedMessage[0].messageTypeDescription}`,
1866
+ uri: "parse"
1867
+ }
1868
+ ]
1869
+ };
1870
+ } catch (error) {
1871
+ return {
1872
+ content: [
1873
+ {
1874
+ type: "text",
1875
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1876
+ uri: "parse"
1877
+ }
1878
+ ],
1879
+ isError: true
1880
+ };
1881
+ }
1882
+ };
1883
+ };
1884
+
1885
+ // src/tools/parseToJSON.ts
1886
+ var createParseToJSONHandler = (parser) => {
1887
+ return async (args) => {
1888
+ try {
1889
+ const parsedMessage = parser.parse(args.fixString);
1890
+ if (!parsedMessage || parsedMessage.length === 0) {
1891
+ return {
1892
+ content: [
1893
+ {
1894
+ type: "text",
1895
+ text: "Error: Failed to parse FIX string",
1896
+ uri: "parseToJSON"
1897
+ }
1898
+ ],
1899
+ isError: true
1900
+ };
1901
+ }
1902
+ return {
1903
+ content: [
1904
+ {
1905
+ type: "text",
1906
+ text: `${parsedMessage[0].toFIXJSON()}`,
1907
+ uri: "parseToJSON"
600
1908
  }
601
1909
  ]
602
1910
  };
1911
+ } catch (error) {
1912
+ return {
1913
+ content: [
1914
+ {
1915
+ type: "text",
1916
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1917
+ uri: "parseToJSON"
1918
+ }
1919
+ ],
1920
+ isError: true
1921
+ };
1922
+ }
1923
+ };
1924
+ };
1925
+
1926
+ // src/tools/index.ts
1927
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
1928
+ parse: createParseHandler(parser),
1929
+ parseToJSON: createParseToJSONHandler(parser),
1930
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
1931
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
1932
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
1933
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
1934
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
1935
+ technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
1936
+ });
1937
+
1938
+ // src/utils/messageHandler.ts
1939
+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
1940
+ function getEnumValue(enumObj, name) {
1941
+ return enumObj[name] || name;
1942
+ }
1943
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
1944
+ const msgType = message.messageType;
1945
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
1946
+ const symbol = message.getField(Fields3.Symbol)?.value;
1947
+ const fixJson = message.toFIXJSON();
1948
+ const entries = fixJson.Body?.NoMDEntries || [];
1949
+ const data = {
1950
+ timestamp: Date.now(),
1951
+ bid: 0,
1952
+ offer: 0,
1953
+ spread: 0,
1954
+ volume: 0,
1955
+ trade: 0,
1956
+ indexValue: 0,
1957
+ openingPrice: 0,
1958
+ closingPrice: 0,
1959
+ settlementPrice: 0,
1960
+ tradingSessionHighPrice: 0,
1961
+ tradingSessionLowPrice: 0,
1962
+ vwap: 0,
1963
+ imbalance: 0,
1964
+ openInterest: 0,
1965
+ compositeUnderlyingPrice: 0,
1966
+ simulatedSellPrice: 0,
1967
+ simulatedBuyPrice: 0,
1968
+ marginRate: 0,
1969
+ midPrice: 0,
1970
+ emptyBook: 0,
1971
+ settleHighPrice: 0,
1972
+ settleLowPrice: 0,
1973
+ priorSettlePrice: 0,
1974
+ sessionHighBid: 0,
1975
+ sessionLowOffer: 0,
1976
+ earlyPrices: 0,
1977
+ auctionClearingPrice: 0,
1978
+ swapValueFactor: 0,
1979
+ dailyValueAdjustmentForLongPositions: 0,
1980
+ cumulativeValueAdjustmentForLongPositions: 0,
1981
+ dailyValueAdjustmentForShortPositions: 0,
1982
+ cumulativeValueAdjustmentForShortPositions: 0,
1983
+ fixingPrice: 0,
1984
+ cashRate: 0,
1985
+ recoveryRate: 0,
1986
+ recoveryRateForLong: 0,
1987
+ recoveryRateForShort: 0,
1988
+ marketBid: 0,
1989
+ marketOffer: 0,
1990
+ shortSaleMinPrice: 0,
1991
+ previousClosingPrice: 0,
1992
+ thresholdLimitPriceBanding: 0,
1993
+ dailyFinancingValue: 0,
1994
+ accruedFinancingValue: 0,
1995
+ twap: 0
1996
+ };
1997
+ for (const entry of entries) {
1998
+ const entryType = entry.MDEntryType;
1999
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2000
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2001
+ const enumValue = getEnumValue(MDEntryType2, entryType);
2002
+ switch (enumValue) {
2003
+ case MDEntryType2.Bid:
2004
+ data.bid = price;
2005
+ break;
2006
+ case MDEntryType2.Offer:
2007
+ data.offer = price;
2008
+ break;
2009
+ case MDEntryType2.Trade:
2010
+ data.trade = price;
2011
+ break;
2012
+ case MDEntryType2.IndexValue:
2013
+ data.indexValue = price;
2014
+ break;
2015
+ case MDEntryType2.OpeningPrice:
2016
+ data.openingPrice = price;
2017
+ break;
2018
+ case MDEntryType2.ClosingPrice:
2019
+ data.closingPrice = price;
2020
+ break;
2021
+ case MDEntryType2.SettlementPrice:
2022
+ data.settlementPrice = price;
2023
+ break;
2024
+ case MDEntryType2.TradingSessionHighPrice:
2025
+ data.tradingSessionHighPrice = price;
2026
+ break;
2027
+ case MDEntryType2.TradingSessionLowPrice:
2028
+ data.tradingSessionLowPrice = price;
2029
+ break;
2030
+ case MDEntryType2.VWAP:
2031
+ data.vwap = price;
2032
+ break;
2033
+ case MDEntryType2.Imbalance:
2034
+ data.imbalance = size;
2035
+ break;
2036
+ case MDEntryType2.TradeVolume:
2037
+ data.volume = size;
2038
+ break;
2039
+ case MDEntryType2.OpenInterest:
2040
+ data.openInterest = size;
2041
+ break;
2042
+ case MDEntryType2.CompositeUnderlyingPrice:
2043
+ data.compositeUnderlyingPrice = price;
2044
+ break;
2045
+ case MDEntryType2.SimulatedSellPrice:
2046
+ data.simulatedSellPrice = price;
2047
+ break;
2048
+ case MDEntryType2.SimulatedBuyPrice:
2049
+ data.simulatedBuyPrice = price;
2050
+ break;
2051
+ case MDEntryType2.MarginRate:
2052
+ data.marginRate = price;
2053
+ break;
2054
+ case MDEntryType2.MidPrice:
2055
+ data.midPrice = price;
2056
+ break;
2057
+ case MDEntryType2.EmptyBook:
2058
+ data.emptyBook = 1;
2059
+ break;
2060
+ case MDEntryType2.SettleHighPrice:
2061
+ data.settleHighPrice = price;
2062
+ break;
2063
+ case MDEntryType2.SettleLowPrice:
2064
+ data.settleLowPrice = price;
2065
+ break;
2066
+ case MDEntryType2.PriorSettlePrice:
2067
+ data.priorSettlePrice = price;
2068
+ break;
2069
+ case MDEntryType2.SessionHighBid:
2070
+ data.sessionHighBid = price;
2071
+ break;
2072
+ case MDEntryType2.SessionLowOffer:
2073
+ data.sessionLowOffer = price;
2074
+ break;
2075
+ case MDEntryType2.EarlyPrices:
2076
+ data.earlyPrices = price;
2077
+ break;
2078
+ case MDEntryType2.AuctionClearingPrice:
2079
+ data.auctionClearingPrice = price;
2080
+ break;
2081
+ case MDEntryType2.SwapValueFactor:
2082
+ data.swapValueFactor = price;
2083
+ break;
2084
+ case MDEntryType2.DailyValueAdjustmentForLongPositions:
2085
+ data.dailyValueAdjustmentForLongPositions = price;
2086
+ break;
2087
+ case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
2088
+ data.cumulativeValueAdjustmentForLongPositions = price;
2089
+ break;
2090
+ case MDEntryType2.DailyValueAdjustmentForShortPositions:
2091
+ data.dailyValueAdjustmentForShortPositions = price;
2092
+ break;
2093
+ case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
2094
+ data.cumulativeValueAdjustmentForShortPositions = price;
2095
+ break;
2096
+ case MDEntryType2.FixingPrice:
2097
+ data.fixingPrice = price;
2098
+ break;
2099
+ case MDEntryType2.CashRate:
2100
+ data.cashRate = price;
2101
+ break;
2102
+ case MDEntryType2.RecoveryRate:
2103
+ data.recoveryRate = price;
2104
+ break;
2105
+ case MDEntryType2.RecoveryRateForLong:
2106
+ data.recoveryRateForLong = price;
2107
+ break;
2108
+ case MDEntryType2.RecoveryRateForShort:
2109
+ data.recoveryRateForShort = price;
2110
+ break;
2111
+ case MDEntryType2.MarketBid:
2112
+ data.marketBid = price;
2113
+ break;
2114
+ case MDEntryType2.MarketOffer:
2115
+ data.marketOffer = price;
2116
+ break;
2117
+ case MDEntryType2.ShortSaleMinPrice:
2118
+ data.shortSaleMinPrice = price;
2119
+ break;
2120
+ case MDEntryType2.PreviousClosingPrice:
2121
+ data.previousClosingPrice = price;
2122
+ break;
2123
+ case MDEntryType2.ThresholdLimitPriceBanding:
2124
+ data.thresholdLimitPriceBanding = price;
2125
+ break;
2126
+ case MDEntryType2.DailyFinancingValue:
2127
+ data.dailyFinancingValue = price;
2128
+ break;
2129
+ case MDEntryType2.AccruedFinancingValue:
2130
+ data.accruedFinancingValue = price;
2131
+ break;
2132
+ case MDEntryType2.TWAP:
2133
+ data.twap = price;
2134
+ break;
2135
+ }
2136
+ }
2137
+ data.spread = data.offer - data.bid;
2138
+ if (!marketDataPrices.has(symbol)) {
2139
+ marketDataPrices.set(symbol, []);
2140
+ }
2141
+ const prices = marketDataPrices.get(symbol);
2142
+ prices.push(data);
2143
+ if (prices.length > maxPriceHistory) {
2144
+ prices.splice(0, prices.length - maxPriceHistory);
2145
+ }
2146
+ onPriceUpdate?.(symbol, data);
2147
+ const mdReqID = message.getField(Fields3.MDReqID)?.value;
2148
+ if (mdReqID) {
2149
+ const callback = pendingRequests.get(mdReqID);
2150
+ if (callback) {
2151
+ callback(message);
2152
+ pendingRequests.delete(mdReqID);
2153
+ }
2154
+ }
2155
+ } else if (msgType === Messages3.ExecutionReport) {
2156
+ const reqId = message.getField(Fields3.ClOrdID)?.value;
2157
+ const callback = pendingRequests.get(reqId);
2158
+ if (callback) {
2159
+ callback(message);
2160
+ pendingRequests.delete(reqId);
2161
+ }
2162
+ }
2163
+ }
2164
+
2165
+ // src/MCPLocal.ts
2166
+ var MCPLocal = class extends MCPBase {
2167
+ /**
2168
+ * Map to store verified orders before execution
2169
+ * @private
2170
+ */
2171
+ verifiedOrders = /* @__PURE__ */ new Map();
2172
+ /**
2173
+ * Map to store pending requests and their callbacks
2174
+ * @private
2175
+ */
2176
+ pendingRequests = /* @__PURE__ */ new Map();
2177
+ /**
2178
+ * Map to store market data prices for each symbol
2179
+ * @private
2180
+ */
2181
+ marketDataPrices = /* @__PURE__ */ new Map();
2182
+ /**
2183
+ * Maximum number of price history entries to keep per symbol
2184
+ * @private
2185
+ */
2186
+ MAX_PRICE_HISTORY = 1e5;
2187
+ server = new Server(
2188
+ {
2189
+ name: "fixparser",
2190
+ version: "1.0.0"
2191
+ },
2192
+ {
2193
+ capabilities: {
2194
+ tools: Object.entries(toolSchemas).reduce(
2195
+ (acc, [name, { description, schema }]) => {
2196
+ acc[name] = {
2197
+ description,
2198
+ parameters: schema
2199
+ };
2200
+ return acc;
2201
+ },
2202
+ {}
2203
+ )
2204
+ }
2205
+ }
2206
+ );
2207
+ transport = new StdioServerTransport();
2208
+ constructor({ logger, onReady }) {
2209
+ super({ logger, onReady });
2210
+ }
2211
+ async register(parser) {
2212
+ this.parser = parser;
2213
+ this.parser.addOnMessageCallback((message) => {
2214
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
603
2215
  });
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 || "";
609
- return {
610
- messages: [
611
- {
612
- role: "user",
613
- content: {
614
- type: "text",
615
- text: `Please parse and explain this FIX message: ${fixString}`
616
- }
617
- }
618
- ]
619
- };
620
- }
621
- case "parseToJSON": {
622
- const fixString = args?.fixString || "";
623
- return {
624
- messages: [
625
- {
626
- role: "user",
627
- content: {
628
- type: "text",
629
- text: `Please parse the FIX message to JSON: ${fixString}`
630
- }
631
- }
632
- ]
633
- };
634
- }
635
- case "newOrderSingle": {
636
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
637
- return {
638
- messages: [
639
- {
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
- }
657
- }
658
- ]
659
- };
660
- }
661
- case "marketDataRequest": {
662
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
2216
+ this.addWorkflows();
2217
+ await this.server.connect(this.transport);
2218
+ if (this.onReady) {
2219
+ this.onReady();
2220
+ }
2221
+ }
2222
+ addWorkflows() {
2223
+ if (!this.parser) {
2224
+ return;
2225
+ }
2226
+ if (!this.server) {
2227
+ return;
2228
+ }
2229
+ this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
2230
+ return {
2231
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
2232
+ name,
2233
+ description,
2234
+ inputSchema: schema
2235
+ }))
2236
+ };
2237
+ });
2238
+ this.server.setRequestHandler(
2239
+ z.object({
2240
+ method: z.literal("tools/call"),
2241
+ params: z.object({
2242
+ name: z.string(),
2243
+ arguments: z.any(),
2244
+ _meta: z.object({
2245
+ progressToken: z.number()
2246
+ }).optional()
2247
+ })
2248
+ }),
2249
+ async (request) => {
2250
+ const { name, arguments: args } = request.params;
2251
+ const toolHandlers = createToolHandlers(
2252
+ this.parser,
2253
+ this.verifiedOrders,
2254
+ this.pendingRequests,
2255
+ this.marketDataPrices
2256
+ );
2257
+ const handler = toolHandlers[name];
2258
+ if (!handler) {
663
2259
  return {
664
- messages: [
2260
+ content: [
665
2261
  {
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
- }
2262
+ type: "text",
2263
+ text: `Tool not found: ${name}`,
2264
+ uri: name
680
2265
  }
681
- ]
2266
+ ],
2267
+ isError: true
682
2268
  };
683
2269
  }
684
- default:
685
- throw new Error(`Unknown prompt: ${name}`);
2270
+ const result = await handler(args);
2271
+ return {
2272
+ content: result.content,
2273
+ isError: result.isError
2274
+ };
686
2275
  }
687
- });
2276
+ );
688
2277
  process.on("SIGINT", async () => {
689
2278
  await this.server.close();
690
2279
  process.exit(0);