fixparser-plugin-mcp 9.1.7-28edb130 → 9.1.7-2924f547

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@@ -1,253 +1,1730 @@
1
1
  // 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 { Field, Fields, Messages } from "fixparser";
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  import { z } from "zod";
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- var MCPLocal = class {
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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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- server = new Server(
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- {
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- name: "fixparser",
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- version: "1.0.0"
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- },
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- {
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- capabilities: {
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- tools: {},
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- resources: {}
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- }
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- }
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- );
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- transport = new StdioServerTransport();
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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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- pendingRequests = /* @__PURE__ */ new Map();
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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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- // Store market data prices with timestamps
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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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- // Maximum number of price points to store per symbol
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  constructor({ logger, onReady }) {
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- if (onReady) this.onReady = onReady;
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+ this.logger = logger;
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+ this.onReady = onReady;
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  }
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- async register(parser) {
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- this.parser = parser;
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- this.parser.addOnMessageCallback((message) => {
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- this.parser?.logger.log({
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- level: "info",
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- message: `MCP Server received message: ${message.messageType}: ${message.description}`
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- });
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- const msgType = message.messageType;
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- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
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- this.parser?.logger.log({
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- level: "info",
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- message: `MCP Server handling message type: ${msgType}`
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- });
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- let id;
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- if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
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- const symbol = message.getField(Fields.Symbol);
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- const price = message.getField(Fields.MDEntryPx);
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- const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
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- if (symbol?.value && price?.value) {
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- const symbolStr = String(symbol.value);
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- const priceNum = Number(price.value);
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- const priceHistory = this.marketDataPrices.get(symbolStr) || [];
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- priceHistory.push({
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- timestamp: Number(timestamp),
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- price: priceNum
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- });
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- if (priceHistory.length > this.MAX_PRICE_HISTORY) {
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- priceHistory.shift();
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- }
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- this.marketDataPrices.set(symbolStr, priceHistory);
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- this.parser?.logger.log({
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- level: "info",
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- message: `MCP Server added ${symbol}: ${priceNum}`
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- });
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- }
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+ };
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+
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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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+ 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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+ 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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- if (msgType === Messages.MarketDataSnapshotFullRefresh) {
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- const mdReqID = message.getField(Fields.MDReqID);
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- if (mdReqID) id = String(mdReqID.value);
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- } else if (msgType === Messages.ExecutionReport) {
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- const clOrdID = message.getField(Fields.ClOrdID);
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- if (clOrdID) id = String(clOrdID.value);
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- } else if (msgType === Messages.Reject) {
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- const refSeqNum = message.getField(Fields.RefSeqNum);
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- if (refSeqNum) id = String(refSeqNum.value);
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ executeOrder: {
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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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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- if (id) {
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- const callback = this.pendingRequests.get(id);
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- if (callback) {
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- callback(message);
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- this.pendingRequests.delete(id);
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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
+ },
264
+ required: ["symbol"]
265
+ }
266
+ },
267
+ getStockPriceHistory: {
268
+ description: "Returns price history for a given symbol",
269
+ schema: {
270
+ type: "object",
271
+ properties: {
272
+ symbol: { type: "string" }
273
+ },
274
+ required: ["symbol"]
275
+ }
276
+ },
277
+ technicalAnalysis: {
278
+ 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: {
282
+ symbol: {
283
+ type: "string",
284
+ description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
83
285
  }
286
+ },
287
+ required: ["symbol"]
288
+ }
289
+ }
290
+ };
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);
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+ this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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+ this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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);
313
+ }
314
+ return sma;
315
+ }
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,
359
+ middle: mean,
360
+ lower,
361
+ bandwidth: (upper - lower) / mean * 100,
362
+ percentB: (data[i] - lower) / (upper - lower) * 100
363
+ });
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;
84
378
  }
85
- });
86
- this.addWorkflows();
87
- await this.server.connect(this.transport);
88
- if (this.onReady) {
89
- this.onReady();
90
379
  }
380
+ return maxDrawdown;
91
381
  }
92
- addWorkflows() {
93
- if (!this.parser) {
94
- return;
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));
95
394
  }
96
- if (!this.server) {
97
- return;
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
+ }
98
403
  }
99
- this.server.setRequestHandler(z.object({ method: z.literal("parse") }), async (request, extra) => {
100
- try {
101
- const args = request.params;
102
- const parsedMessage = this.parser?.parse(args.fixString);
103
- if (!parsedMessage || parsedMessage.length === 0) {
104
- return {
105
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
106
- isError: true
107
- };
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++;
108
429
  }
430
+ }
431
+ }
432
+ return total > 0 ? wins / total : 0;
433
+ }
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
490
+ });
491
+ }
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
510
+ });
511
+ }
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
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
1224
+ }
1225
+ };
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) {
109
1234
  return {
110
1235
  content: [
111
1236
  {
112
1237
  type: "text",
113
- text: `${parsedMessage[0].description}
114
- ${parsedMessage[0].messageTypeDescription}`
1238
+ text: `No price data available for ${symbol}. Please request market data first.`,
1239
+ uri: "technicalAnalysis"
115
1240
  }
116
1241
  ]
117
1242
  };
118
- } catch (error) {
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);
1252
+ return {
1253
+ content: [
1254
+ {
1255
+ type: "text",
1256
+ text: `Technical Analysis for ${symbol}:
1257
+
1258
+ ${JSON.stringify(analysis, null, 2)}`,
1259
+ uri: "technicalAnalysis"
1260
+ }
1261
+ ]
1262
+ };
1263
+ } catch (error) {
1264
+ return {
1265
+ content: [
1266
+ {
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
+ });
119
1366
  return {
120
1367
  content: [
121
1368
  {
122
1369
  type: "text",
123
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
1370
+ text: "Error: Not connected. Ignoring message.",
1371
+ uri: "marketDataRequest"
124
1372
  }
125
1373
  ],
126
1374
  isError: true
127
1375
  };
128
1376
  }
129
- });
130
- this.server.setRequestHandler(
131
- z.object({ method: z.literal("parseToJSON") }),
132
- async (request, extra) => {
133
- try {
134
- const args = request.params;
135
- const parsedMessage = this.parser?.parse(args.fixString);
136
- if (!parsedMessage || parsedMessage.length === 0) {
137
- return {
138
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
139
- isError: true
140
- };
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: [
1389
+ {
1390
+ type: "text",
1391
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1392
+ uri: "marketDataRequest"
1393
+ }
1394
+ ]
1395
+ };
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"
1403
+ }
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"
1422
+ }
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
1512
+ }
141
1513
  }
142
- return {
143
- content: [
144
- {
145
- type: "text",
146
- text: `${parsedMessage[0].toFIXJSON()}`
147
- }
148
- ]
149
- };
150
- } catch (error) {
151
- return {
152
- content: [
153
- {
154
- type: "text",
155
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
156
- }
157
- ],
158
- isError: true
159
- };
160
1514
  }
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
1527
+ }
1528
+ }
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
+ };
161
1560
  }
162
- );
163
- this.server.setRequestHandler(
164
- z.object({ method: z.literal("verifyOrder") }),
165
- async (request, extra) => {
166
- try {
167
- const args = request.params;
168
- this.verifiedOrders.set(args.clOrdID, {
169
- clOrdID: args.clOrdID,
170
- handlInst: args.handlInst,
171
- quantity: Number.parseFloat(args.quantity),
172
- price: Number.parseFloat(args.price),
173
- ordType: args.ordType,
174
- side: args.side,
175
- symbol: args.symbol,
176
- timeInForce: args.timeInForce
177
- });
178
- const ordTypeNames = {
179
- "1": "Market",
180
- "2": "Limit",
181
- "3": "Stop",
182
- "4": "StopLimit",
183
- "5": "MarketOnClose",
184
- "6": "WithOrWithout",
185
- "7": "LimitOrBetter",
186
- "8": "LimitWithOrWithout",
187
- "9": "OnBasis",
188
- A: "OnClose",
189
- B: "LimitOnClose",
190
- C: "ForexMarket",
191
- D: "PreviouslyQuoted",
192
- E: "PreviouslyIndicated",
193
- F: "ForexLimit",
194
- G: "ForexSwap",
195
- H: "ForexPreviouslyQuoted",
196
- I: "Funari",
197
- J: "MarketIfTouched",
198
- K: "MarketWithLeftOverAsLimit",
199
- L: "PreviousFundValuationPoint",
200
- M: "NextFundValuationPoint",
201
- P: "Pegged",
202
- Q: "CounterOrderSelection",
203
- R: "StopOnBidOrOffer",
204
- S: "StopLimitOnBidOrOffer"
205
- };
206
- const sideNames = {
207
- "1": "Buy",
208
- "2": "Sell",
209
- "3": "BuyMinus",
210
- "4": "SellPlus",
211
- "5": "SellShort",
212
- "6": "SellShortExempt",
213
- "7": "Undisclosed",
214
- "8": "Cross",
215
- "9": "CrossShort",
216
- A: "CrossShortExempt",
217
- B: "AsDefined",
218
- C: "Opposite",
219
- D: "Subscribe",
220
- E: "Redeem",
221
- F: "Lend",
222
- G: "Borrow",
223
- H: "SellUndisclosed"
224
- };
225
- const timeInForceNames = {
226
- "0": "Day",
227
- "1": "GoodTillCancel",
228
- "2": "AtTheOpening",
229
- "3": "ImmediateOrCancel",
230
- "4": "FillOrKill",
231
- "5": "GoodTillCrossing",
232
- "6": "GoodTillDate",
233
- "7": "AtTheClose",
234
- "8": "GoodThroughCrossing",
235
- "9": "AtCrossing",
236
- A: "GoodForTime",
237
- B: "GoodForAuction",
238
- C: "GoodForMonth"
239
- };
240
- const handlInstNames = {
241
- "1": "AutomatedExecutionNoIntervention",
242
- "2": "AutomatedExecutionInterventionOK",
243
- "3": "ManualOrder"
244
- };
245
- return {
246
- content: [
1561
+ return {
1562
+ content: [
1563
+ {
1564
+ type: "text",
1565
+ text: JSON.stringify(
247
1566
  {
248
- type: "text",
249
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
250
-
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: [
1628
+ {
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: [
1724
+ {
1725
+ type: "text",
1726
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1727
+
251
1728
  Parameters verified:
252
1729
  - ClOrdID: ${args.clOrdID}
253
1730
  - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
@@ -258,302 +1735,542 @@ Parameters verified:
258
1735
  - Symbol: ${args.symbol}
259
1736
  - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
260
1737
 
261
- To execute this order, call the executeOrder tool with these exact same parameters.`
262
- }
263
- ]
264
- };
265
- } catch (error) {
266
- return {
267
- content: [
268
- {
269
- type: "text",
270
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
271
- }
272
- ],
273
- isError: true
274
- };
275
- }
276
- }
277
- );
278
- this.server.setRequestHandler(
279
- z.object({ method: z.literal("executeOrder") }),
280
- async (request, extra) => {
281
- try {
282
- const args = request.params;
283
- const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
284
- if (!verifiedOrder) {
285
- return {
286
- content: [
287
- {
288
- type: "text",
289
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
290
- }
291
- ],
292
- isError: true
293
- };
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"
294
1740
  }
295
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
296
- return {
297
- content: [
298
- {
299
- type: "text",
300
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
301
- }
302
- ],
303
- isError: true
304
- };
1741
+ ]
1742
+ };
1743
+ } catch (error) {
1744
+ return {
1745
+ content: [
1746
+ {
1747
+ type: "text",
1748
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1749
+ uri: "verifyOrder"
305
1750
  }
306
- const response = new Promise((resolve) => {
307
- this.pendingRequests.set(args.clOrdID, resolve);
308
- });
309
- const order = this.parser?.createMessage(
310
- new Field(Fields.MsgType, Messages.NewOrderSingle),
311
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
312
- new Field(Fields.SenderCompID, this.parser?.sender),
313
- new Field(Fields.TargetCompID, this.parser?.target),
314
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
315
- new Field(Fields.ClOrdID, args.clOrdID),
316
- new Field(Fields.Side, args.side),
317
- new Field(Fields.Symbol, args.symbol),
318
- new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
319
- new Field(Fields.Price, Number.parseFloat(args.price)),
320
- new Field(Fields.OrdType, args.ordType),
321
- new Field(Fields.HandlInst, args.handlInst),
322
- new Field(Fields.TimeInForce, args.timeInForce),
323
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
324
- );
325
- if (!this.parser?.connected) {
326
- return {
327
- content: [
328
- {
329
- type: "text",
330
- text: "Error: Not connected. Ignoring message."
331
- }
332
- ],
333
- isError: true
334
- };
335
- }
336
- this.parser?.send(order);
337
- const fixData = await response;
338
- this.verifiedOrders.delete(args.clOrdID);
339
- return {
340
- content: [
341
- {
342
- type: "text",
343
- text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
344
- }
345
- ]
346
- };
347
- } catch (error) {
348
- return {
349
- content: [
350
- {
351
- type: "text",
352
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
353
- }
354
- ],
355
- isError: true
356
- };
357
- }
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
+ };
358
1772
  }
359
- );
360
- this.server.setRequestHandler(
361
- z.object({ method: z.literal("marketDataRequest") }),
362
- async (request, extra) => {
363
- try {
364
- const args = request.params;
365
- const response = new Promise((resolve) => {
366
- this.pendingRequests.set(args.mdReqID, resolve);
367
- });
368
- const messageFields = [
369
- new Field(Fields.MsgType, Messages.MarketDataRequest),
370
- new Field(Fields.SenderCompID, this.parser?.sender),
371
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
372
- new Field(Fields.TargetCompID, this.parser?.target),
373
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
374
- new Field(Fields.MDReqID, args.mdReqID),
375
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
376
- new Field(Fields.MarketDepth, 0),
377
- new Field(Fields.MDUpdateType, args.mdUpdateType)
378
- ];
379
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
380
- args.symbols.forEach((symbol) => {
381
- messageFields.push(new Field(Fields.Symbol, symbol));
382
- });
383
- messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
384
- args.mdEntryTypes.forEach((entryType) => {
385
- messageFields.push(new Field(Fields.MDEntryType, entryType));
386
- });
387
- const mdr = this.parser?.createMessage(...messageFields);
388
- if (!this.parser?.connected) {
389
- return {
390
- content: [
391
- {
392
- type: "text",
393
- text: "Error: Not connected. Ignoring message."
394
- }
395
- ],
396
- isError: true
397
- };
398
- }
399
- this.parser?.send(mdr);
400
- const fixData = await response;
401
- return {
402
- content: [
403
- {
404
- type: "text",
405
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
406
- }
407
- ]
408
- };
409
- } catch (error) {
410
- return {
411
- content: [
412
- {
413
- type: "text",
414
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
415
- }
416
- ],
417
- isError: true
418
- };
419
- }
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
+ };
420
1784
  }
421
- );
422
- this.server.setRequestHandler(
423
- z.object({ method: z.literal("greeting-resource") }),
424
- async (request, extra) => {
425
- this.parser?.logger.log({
426
- level: "info",
427
- message: "MCP Server Resource called: greeting-resource"
428
- });
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) {
429
1805
  return {
430
1806
  content: [
431
1807
  {
432
1808
  type: "text",
433
- text: "Hello, world!"
1809
+ text: "Error: Not connected. Ignoring message.",
1810
+ uri: "executeOrder"
434
1811
  }
435
- ]
1812
+ ],
1813
+ isError: true
436
1814
  };
437
1815
  }
438
- );
439
- this.server.setRequestHandler(
440
- z.object({ method: z.literal("stockGraph") }),
441
- async (request, extra) => {
442
- this.parser?.logger.log({
443
- level: "info",
444
- message: "MCP Server Resource called: stockGraph"
445
- });
446
- const args = request.params;
447
- const symbol = args.symbol;
448
- const priceHistory = this.marketDataPrices.get(symbol) || [];
449
- if (priceHistory.length === 0) {
450
- return {
451
- content: [
452
- {
453
- type: "text",
454
- text: `No price data available for ${symbol}`
455
- }
456
- ]
457
- };
458
- }
459
- const width = 600;
460
- const height = 300;
461
- const padding = 40;
462
- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
463
- const yMin = Math.min(...priceHistory.map((d) => d.price));
464
- const yMax = Math.max(...priceHistory.map((d) => d.price));
465
- const yScale = (height - 2 * padding) / (yMax - yMin);
466
- const points = priceHistory.map((d, i) => {
467
- const x = padding + i * xScale;
468
- const y = height - padding - (d.price - yMin) * yScale;
469
- return `${x},${y}`;
470
- }).join(" L ");
471
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
472
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
473
- <!-- Background -->
474
- <rect width="100%" height="100%" fill="#f8f9fa"/>
475
-
476
- <!-- Grid lines -->
477
- <g stroke="#e9ecef" stroke-width="1">
478
- ${Array.from({ length: 5 }, (_, i) => {
479
- const y = padding + (height - 2 * padding) * i / 4;
480
- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
481
- }).join("\n")}
482
- </g>
483
-
484
- <!-- Price line -->
485
- <path d="M ${points}"
486
- fill="none"
487
- stroke="#007bff"
488
- stroke-width="2"/>
489
-
490
- <!-- Data points -->
491
- ${priceHistory.map((d, i) => {
492
- const x = padding + i * xScale;
493
- const y = height - padding - (d.price - yMin) * yScale;
494
- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
495
- }).join("\n")}
496
-
497
- <!-- Labels -->
498
- <g font-family="Arial" font-size="12" fill="#495057">
499
- ${Array.from({ length: 5 }, (_, i) => {
500
- const x = padding + (width - 2 * padding) * i / 4;
501
- const index = Math.floor((priceHistory.length - 1) * i / 4);
502
- const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
503
- return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
504
- }).join("\n")}
505
- ${Array.from({ length: 5 }, (_, i) => {
506
- const y = padding + (height - 2 * padding) * i / 4;
507
- const price = yMax - (yMax - yMin) * i / 4;
508
- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
509
- }).join("\n")}
510
- </g>
511
-
512
- <!-- Title -->
513
- <text x="${width / 2}" y="${padding / 2}"
514
- font-family="Arial" font-size="16" font-weight="bold"
515
- text-anchor="middle" fill="#212529">
516
- ${symbol} - Price Chart (${priceHistory.length} points)
517
- </text>
518
- </svg>`;
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: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1834
+ uri: "executeOrder"
1835
+ }
1836
+ ],
1837
+ isError: true
1838
+ };
1839
+ }
1840
+ };
1841
+ };
1842
+
1843
+ // src/tools/parse.ts
1844
+ var createParseHandler = (parser) => {
1845
+ return async (args) => {
1846
+ try {
1847
+ const parsedMessage = parser.parse(args.fixString);
1848
+ if (!parsedMessage || parsedMessage.length === 0) {
519
1849
  return {
520
1850
  content: [
521
1851
  {
522
1852
  type: "text",
523
- text: svg
1853
+ text: "Error: Failed to parse FIX string",
1854
+ uri: "parse"
524
1855
  }
525
- ]
1856
+ ],
1857
+ isError: true
526
1858
  };
527
1859
  }
528
- );
529
- this.server.setRequestHandler(
530
- z.object({ method: z.literal("stockPriceHistory") }),
531
- async (request, extra) => {
532
- this.parser?.logger.log({
533
- level: "info",
534
- message: "MCP Server Resource called: stockPriceHistory"
535
- });
536
- const args = request.params;
537
- const symbol = args.symbol;
538
- const priceHistory = this.marketDataPrices.get(symbol) || [];
1860
+ return {
1861
+ content: [
1862
+ {
1863
+ type: "text",
1864
+ text: `${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: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1876
+ uri: "parse"
1877
+ }
1878
+ ],
1879
+ isError: true
1880
+ };
1881
+ }
1882
+ };
1883
+ };
1884
+
1885
+ // src/tools/parseToJSON.ts
1886
+ var createParseToJSONHandler = (parser) => {
1887
+ return async (args) => {
1888
+ try {
1889
+ const parsedMessage = parser.parse(args.fixString);
1890
+ if (!parsedMessage || parsedMessage.length === 0) {
539
1891
  return {
540
1892
  content: [
541
1893
  {
542
1894
  type: "text",
543
- text: JSON.stringify(
544
- {
545
- symbol,
546
- count: priceHistory.length,
547
- prices: priceHistory.map((point) => ({
548
- timestamp: new Date(point.timestamp).toISOString(),
549
- price: point.price
550
- }))
551
- },
552
- null,
553
- 2
554
- )
1895
+ text: "Error: Failed to parse FIX string",
1896
+ uri: "parseToJSON"
555
1897
  }
556
- ]
1898
+ ],
1899
+ isError: true
1900
+ };
1901
+ }
1902
+ return {
1903
+ content: [
1904
+ {
1905
+ type: "text",
1906
+ text: `${parsedMessage[0].toFIXJSON()}`,
1907
+ uri: "parseToJSON"
1908
+ }
1909
+ ]
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);
2215
+ });
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) {
2259
+ return {
2260
+ content: [
2261
+ {
2262
+ type: "text",
2263
+ text: `Tool not found: ${name}`,
2264
+ uri: name
2265
+ }
2266
+ ],
2267
+ isError: true
2268
+ };
2269
+ }
2270
+ const result = await handler(args);
2271
+ return {
2272
+ content: result.content,
2273
+ isError: result.isError
557
2274
  };
558
2275
  }
559
2276
  );