fixparser-plugin-mcp 9.1.7-2eb6d03c → 9.1.7-3302db05

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Files changed (17) hide show
  1. package/build/cjs/MCPLocal.js +886 -609
  2. package/build/cjs/MCPLocal.js.map +4 -4
  3. package/build/esm/MCPLocal.mjs +876 -624
  4. package/build/esm/MCPLocal.mjs.map +4 -4
  5. package/build-examples/cjs/example_mcp_local.js +14 -3
  6. package/build-examples/cjs/example_mcp_local.js.map +4 -4
  7. package/build-examples/esm/example_mcp_local.mjs +14 -3
  8. package/build-examples/esm/example_mcp_local.mjs.map +4 -4
  9. package/package.json +12 -11
  10. package/types/MCPLocal.d.ts +3 -1
  11. package/types/schemas/index.d.ts +15 -0
  12. package/types/schemas/schemas.d.ts +168 -0
  13. package/types/tools/index.d.ts +17 -0
  14. package/types/tools/marketData.d.ts +40 -0
  15. package/types/tools/order.d.ts +12 -0
  16. package/types/tools/parse.d.ts +5 -0
  17. package/types/tools/parseToJSON.d.ts +5 -0
package/build/esm/MCPLocal.mjs.map CHANGED
@@ -1,7 +1,7 @@
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  {
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  "version": 3,
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- "sources": ["../../src/MCPLocal.ts"],
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- "sourcesContent": ["import { Server } from '@modelcontextprotocol/sdk/server/index.js';\nimport { StdioServerTransport } from '@modelcontextprotocol/sdk/server/stdio.js';\nimport {\n CallToolRequestSchema,\n GetPromptRequestSchema,\n ListPromptsRequestSchema,\n ListResourcesRequestSchema,\n ListToolsRequestSchema,\n} from '@modelcontextprotocol/sdk/types.js';\n\nimport {\n Field,\n Fields,\n HandlInst,\n type IFIXParser,\n type Logger,\n MDEntryType,\n type Message,\n Messages,\n OrdType,\n SubscriptionRequestType,\n TimeInForce,\n} from 'fixparser';\nimport type { IPlugin } from 'fixparser-common';\nimport type { PluginOptions } from './PluginOptions';\n\n// Define JSON Schemas\nconst parseInputSchema = {\n type: 'object',\n properties: {\n fixString: {\n type: 'string',\n description: 'FIX message string to parse',\n },\n },\n required: ['fixString'],\n};\n\nconst parseToJSONInputSchema = {\n type: 'object',\n properties: {\n fixString: {\n type: 'string',\n description: 'FIX message string to parse',\n },\n },\n required: ['fixString'],\n};\n\nconst newOrderSingleInputSchema = {\n type: 'object',\n properties: {\n clOrdID: {\n type: 'string',\n description: 'Client Order ID',\n },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n default: HandlInst.AutomatedExecutionNoIntervention,\n description: 'Handling instruction',\n },\n quantity: {\n type: 'number',\n description: 'Order quantity',\n },\n price: {\n type: 'number',\n description: 'Order price',\n },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n default: OrdType.Market,\n description: 'Order type',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description: 'Order side (1=Buy, 2=Sell)',\n },\n symbol: {\n type: 'string',\n description: 'Trading symbol',\n },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n default: TimeInForce.Day,\n description: 'Time in force',\n },\n },\n required: ['clOrdID', 'quantity', 'price', 'side', 'symbol'],\n};\n\nconst marketDataRequestInputSchema = {\n type: 'object',\n properties: {\n mdUpdateType: {\n type: 'string',\n enum: ['0', '1'],\n default: '0',\n description: 'Market data update type',\n },\n symbol: {\n type: 'string',\n description: 'Trading symbol',\n },\n mdReqID: {\n type: 'string',\n description: 'Market data request ID',\n },\n subscriptionRequestType: {\n type: 'string',\n enum: ['0', '1', '2'],\n default: SubscriptionRequestType.SnapshotAndUpdates,\n description: 'Subscription request type',\n },\n mdEntryType: {\n type: 'string',\n enum: [\n '0',\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'J',\n 'K',\n 'L',\n 'M',\n 'N',\n 'O',\n 'P',\n 'Q',\n 'S',\n 'R',\n 'T',\n 'U',\n 'V',\n 'W',\n 'X',\n 'Y',\n 'Z',\n 'a',\n 'b',\n 'c',\n 'd',\n 'e',\n 'g',\n 'h',\n 'i',\n 't',\n ],\n default: MDEntryType.Bid,\n description: 'Market data entry type',\n },\n },\n required: ['symbol', 'mdReqID'],\n};\n\nexport class MCPLocal implements IPlugin<IFIXParser> {\n private logger: Logger | undefined;\n private parser: IFIXParser | undefined;\n private server: Server = new Server(\n {\n name: 'fixparser',\n version: '1.0.0',\n },\n {\n capabilities: { tools: {} },\n },\n );\n private transport: StdioServerTransport = new StdioServerTransport();\n private onReady: (() => void) | undefined = undefined;\n\n private pendingRequests: Map<string, (data: Message) => void> = new Map();\n\n constructor({ logger, onReady }: PluginOptions) {\n if (logger) this.logger = logger;\n if (onReady) this.onReady = onReady;\n }\n\n public async register(parser: IFIXParser): Promise<void> {\n this.parser = parser;\n this.parser.addOnMessageCallback((message: Message) => {\n this.logger?.log({\n level: 'info',\n message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`,\n });\n const msgType = message.messageType;\n if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {\n const idField =\n msgType === Messages.MarketDataSnapshotFullRefresh\n ? message.getField(Fields.MDReqID)\n : message.getField(Fields.ClOrdID);\n if (idField) {\n const id = idField.value;\n if (typeof id === 'string' || typeof id === 'number') {\n const callback = this.pendingRequests.get(String(id));\n if (callback) {\n callback(message);\n this.pendingRequests.delete(String(id));\n }\n }\n }\n }\n });\n\n this.logger = parser.logger;\n\n this.addWorkflows();\n\n await this.server.connect(this.transport);\n\n if (this.onReady) {\n this.onReady();\n }\n }\n\n private addWorkflows() {\n if (!this.parser) {\n this.logger?.log({\n level: 'error',\n message: 'FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows...',\n });\n return;\n }\n\n if (!this.server) {\n this.logger?.log({\n level: 'error',\n message: 'FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows...',\n });\n return;\n }\n\n // Helper function to validate and parse arguments\n const validateArgs = (args: any, schema: any): any => {\n // Basic validation - in a real implementation, you might want to use a proper JSON Schema validator\n const result: any = {};\n\n for (const [key, propSchema] of Object.entries(schema.properties || {})) {\n const prop = propSchema as any;\n const value = args?.[key];\n\n if (prop.required && (value === undefined || value === null)) {\n throw new Error(`Required property '${key}' is missing`);\n }\n\n if (value !== undefined) {\n // Apply defaults\n result[key] = value;\n } else if (prop.default !== undefined) {\n result[key] = prop.default;\n }\n }\n\n return result;\n };\n\n // Empty handler for resources\n this.server.setRequestHandler(ListResourcesRequestSchema, async () => {\n return {\n resources: [],\n };\n });\n\n // Handler for listing available tools\n this.server.setRequestHandler(ListToolsRequestSchema, async () => {\n return {\n tools: [\n {\n name: 'parse',\n description: 'Parses a FIX message and describes it in plain language',\n inputSchema: parseInputSchema,\n },\n {\n name: 'parseToJSON',\n description: 'Parses a FIX message into JSON',\n inputSchema: parseToJSONInputSchema,\n },\n {\n name: 'newOrderSingle',\n description: 'Creates and sends a New Order Single',\n inputSchema: newOrderSingleInputSchema,\n },\n {\n name: 'marketDataRequest',\n description: 'Sends a request for Market Data with the given symbol',\n inputSchema: marketDataRequestInputSchema,\n },\n ],\n };\n });\n\n // Handler for tool calls\n this.server.setRequestHandler(CallToolRequestSchema, async (request) => {\n const { name, arguments: args } = request.params;\n\n switch (name) {\n case 'parse': {\n try {\n const { fixString } = validateArgs(args, parseInputSchema);\n const parsedMessage = this.parser?.parse(fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n isError: true,\n content: [{ type: 'text', text: 'Error: Failed to parse FIX string' }],\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `Parsed FIX message: ${fixString} (placeholder implementation)`,\n },\n ],\n };\n } catch (error) {\n return {\n isError: true,\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n },\n ],\n };\n }\n }\n\n case 'parseToJSON': {\n try {\n const { fixString } = validateArgs(args, parseToJSONInputSchema);\n const parsedMessage = this.parser?.parse(fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n isError: true,\n content: [{ type: 'text', text: 'Error: Failed to parse FIX string' }],\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: JSON.stringify({ fixString, parsed: 'placeholder' }),\n },\n ],\n };\n } catch (error) {\n return {\n isError: true,\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n },\n ],\n };\n }\n }\n\n case 'newOrderSingle': {\n try {\n const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } =\n validateArgs(args, newOrderSingleInputSchema);\n\n const response = new Promise((resolve) => {\n this.pendingRequests.set(clOrdID, resolve);\n });\n\n const order: Message | undefined = this.parser?.createMessage(\n new Field(Fields.MsgType, Messages.NewOrderSingle),\n new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),\n new Field(Fields.SenderCompID, this.parser?.sender),\n new Field(Fields.TargetCompID, this.parser?.target),\n new Field(Fields.SendingTime, this.parser?.getTimestamp()),\n new Field(Fields.ClOrdID, clOrdID),\n new Field(Fields.Side, side),\n new Field(Fields.Symbol, symbol),\n new Field(Fields.OrderQty, quantity),\n new Field(Fields.Price, price),\n new Field(Fields.OrdType, ordType),\n new Field(Fields.HandlInst, handlInst),\n new Field(Fields.TimeInForce, timeInForce),\n new Field(Fields.TransactTime, this.parser?.getTimestamp()),\n );\n\n if (!this.parser?.connected) {\n this.logger?.log({\n level: 'error',\n message: 'FIXParser (MCP): -- Not connected. Ignoring message.',\n });\n return {\n isError: true,\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n },\n ],\n };\n }\n\n this.parser?.send(order!);\n this.logger?.log({\n level: 'info',\n message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`,\n });\n\n const fixData = await response;\n return {\n content: [\n {\n type: 'text',\n text: `Execution Report for order ${clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n },\n ],\n };\n } catch (error) {\n return {\n isError: true,\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to create order'}`,\n },\n ],\n };\n }\n }\n\n case 'marketDataRequest': {\n try {\n const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(\n args,\n marketDataRequestInputSchema,\n );\n\n const response = new Promise((resolve) => {\n this.pendingRequests.set(mdReqID, resolve);\n });\n\n const marketDataRequest = this.parser?.createMessage(\n new Field(Fields.MsgType, Messages.MarketDataRequest),\n new Field(Fields.SenderCompID, this.parser?.sender),\n new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),\n new Field(Fields.TargetCompID, this.parser?.target),\n new Field(Fields.SendingTime, this.parser?.getTimestamp()),\n new Field(Fields.MarketDepth, 0),\n new Field(Fields.MDUpdateType, mdUpdateType),\n new Field(Fields.NoRelatedSym, 1),\n new Field(Fields.Symbol, symbol),\n new Field(Fields.MDReqID, mdReqID),\n new Field(Fields.SubscriptionRequestType, subscriptionRequestType),\n new Field(Fields.NoMDEntryTypes, 1),\n new Field(Fields.MDEntryType, mdEntryType),\n );\n\n if (!this.parser?.connected) {\n this.logger?.log({\n level: 'error',\n message: 'FIXParser (MCP): -- Not connected. Ignoring message.',\n });\n return {\n isError: true,\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n },\n ],\n };\n }\n\n this.parser?.send(marketDataRequest!);\n this.logger?.log({\n level: 'info',\n message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`,\n });\n\n const fixData = await response;\n\n return {\n content: [\n {\n type: 'text',\n text: `Market data for ${symbol}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n },\n ],\n };\n } catch (error) {\n return {\n isError: true,\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to request market data'}`,\n },\n ],\n };\n }\n }\n\n default:\n throw new Error(`Unknown tool: ${name}`);\n }\n });\n\n this.server.setRequestHandler(ListPromptsRequestSchema, async () => {\n return {\n prompts: [\n {\n name: 'parse',\n description: 'Parses a FIX message and describes it in plain language',\n arguments: [\n {\n name: 'fixString',\n description: 'FIX message string to parse',\n required: true,\n },\n ],\n },\n {\n name: 'parseToJSON',\n description: 'Parses a FIX message into JSON',\n arguments: [\n {\n name: 'fixString',\n description: 'FIX message string to parse',\n required: true,\n },\n ],\n },\n {\n name: 'newOrderSingle',\n description: 'Creates and sends a New Order Single',\n arguments: [\n {\n name: 'clOrdID',\n description: 'Client Order ID',\n required: true,\n },\n {\n name: 'handlInst',\n description: 'Handling instruction',\n required: false,\n },\n {\n name: 'quantity',\n description: 'Order quantity',\n required: true,\n },\n {\n name: 'price',\n description: 'Order price',\n required: true,\n },\n {\n name: 'ordType',\n description: 'Order type',\n required: false,\n },\n {\n name: 'side',\n description: 'Order side (1=Buy, 2=Sell)',\n required: true,\n },\n {\n name: 'symbol',\n description: 'Trading symbol',\n required: true,\n },\n {\n name: 'timeInForce',\n description: 'Time in force',\n required: false,\n },\n ],\n },\n {\n name: 'marketDataRequest',\n description: 'Sends a request for Market Data with the given symbol',\n arguments: [\n {\n name: 'mdUpdateType',\n description: 'Market data update type',\n required: false,\n },\n {\n name: 'symbol',\n description: 'Trading symbol',\n required: true,\n },\n {\n name: 'mdReqID',\n description: 'Market data request ID',\n required: true,\n },\n {\n name: 'subscriptionRequestType',\n description: 'Subscription request type',\n required: false,\n },\n {\n name: 'mdEntryType',\n description: 'Market data entry type',\n required: false,\n },\n ],\n },\n ],\n };\n });\n\n // Handler for getting specific prompts\n this.server.setRequestHandler(GetPromptRequestSchema, async (request) => {\n const { name, arguments: args } = request.params;\n\n switch (name) {\n case 'parse': {\n const fixString = args?.fixString || '';\n return {\n messages: [\n {\n role: 'user',\n content: {\n type: 'text',\n text: `Please parse and explain this FIX message: ${fixString}`,\n },\n },\n ],\n };\n }\n\n case 'parseToJSON': {\n const fixString = args?.fixString || '';\n return {\n messages: [\n {\n role: 'user',\n content: {\n type: 'text',\n text: `Please parse the FIX message to JSON: ${fixString}`,\n },\n },\n ],\n };\n }\n\n case 'newOrderSingle': {\n const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};\n return {\n messages: [\n {\n role: 'user',\n content: {\n type: 'text',\n text: [\n 'Create a New Order Single FIX message with the following parameters:',\n `- ClOrdID: ${clOrdID}`,\n `- HandlInst: ${handlInst ?? 'default'}`,\n `- Quantity: ${quantity}`,\n `- Price: ${price}`,\n `- OrdType: ${ordType ?? 'default (Market)'}`,\n `- Side: ${side}`,\n `- Symbol: ${symbol}`,\n `- TimeInForce: ${timeInForce ?? 'default (Day)'}`,\n '',\n 'Format the response as a JSON object with FIX tag numbers as keys and their corresponding values.',\n ].join('\\n'),\n },\n },\n ],\n };\n }\n\n case 'marketDataRequest': {\n const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};\n return {\n messages: [\n {\n role: 'user',\n content: {\n type: 'text',\n text: [\n 'Create a Market Data Request FIX message with the following parameters:',\n `- MDUpdateType: ${mdUpdateType ?? 'default (0 = FullRefresh)'}`,\n `- Symbol: ${symbol}`,\n `- MDReqID: ${mdReqID}`,\n `- SubscriptionRequestType: ${subscriptionRequestType ?? 'default (0 = Snapshot + Updates)'}`,\n `- MDEntryType: ${mdEntryType ?? 'default (0 = Bid)'}`,\n '',\n 'Format the response as a JSON object with FIX tag numbers as keys and their corresponding values.',\n ].join('\\n'),\n },\n },\n ],\n };\n }\n\n default:\n throw new Error(`Unknown prompt: ${name}`);\n }\n });\n\n process.on('SIGINT', async () => {\n await this.server.close();\n process.exit(0);\n });\n }\n}\n"],
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- "names": []
3
+ "sources": ["../../src/MCPLocal.ts", "../../src/schemas/schemas.ts", "../../src/tools/marketData.ts", "../../src/tools/order.ts", "../../src/tools/parse.ts", "../../src/tools/parseToJSON.ts", "../../src/tools/index.ts"],
4
+ "sourcesContent": ["import { Server } from '@modelcontextprotocol/sdk/server/index.js';\nimport { StdioServerTransport } from '@modelcontextprotocol/sdk/server/stdio.js';\nimport type { Request } from '@modelcontextprotocol/sdk/types.js';\nimport { Fields, type IFIXParser, MDEntryType, type Message, Messages } from 'fixparser';\nimport type { IPlugin } from 'fixparser-common';\nimport { z } from 'zod';\nimport type { PluginOptions } from './PluginOptions';\nimport type { VerifiedOrder } from './schemas';\nimport { toolSchemas } from './schemas/schemas';\nimport { createToolHandlers } from './tools';\n\nexport class MCPLocal implements IPlugin<IFIXParser> {\n private parser: IFIXParser | undefined;\n private server: Server = new Server(\n {\n name: 'fixparser',\n version: '1.0.0',\n },\n {\n capabilities: {\n tools: Object.entries(toolSchemas).reduce(\n (acc, [name, { description, schema }]) => {\n acc[name] = {\n description,\n parameters: schema,\n };\n return acc;\n },\n {} as Record<string, { description: string; parameters: any }>,\n ),\n },\n },\n );\n private transport: StdioServerTransport = new StdioServerTransport();\n private onReady: (() => void) | undefined = undefined;\n\n private pendingRequests: Map<string, (data: Message) => void> = new Map();\n private verifiedOrders: Map<string, VerifiedOrder> = new Map();\n private marketDataPrices: Map<\n string,\n Array<{\n timestamp: number;\n bid: number;\n offer: number;\n spread: number;\n volume: number;\n }>\n > = new Map();\n private readonly MAX_PRICE_HISTORY = 100000; // Maximum number of price points to store per symbol\n\n constructor({ logger, onReady }: PluginOptions) {\n if (onReady) this.onReady = onReady;\n }\n\n public async register(parser: IFIXParser): Promise<void> {\n this.parser = parser;\n this.parser.addOnMessageCallback((message: Message) => {\n this.parser?.logger.log({\n level: 'info',\n message: `MCP Server received message: ${message.messageType}: ${message.description}`,\n });\n const msgType = message.messageType;\n if (\n msgType === Messages.MarketDataSnapshotFullRefresh ||\n msgType === Messages.ExecutionReport ||\n msgType === Messages.Reject ||\n msgType === Messages.MarketDataIncrementalRefresh\n ) {\n this.parser?.logger.log({\n level: 'info',\n message: `MCP Server handling message type: ${msgType}`,\n });\n\n let id: string | undefined;\n\n // Handle market data messages\n if (\n msgType === Messages.MarketDataIncrementalRefresh ||\n msgType === Messages.MarketDataSnapshotFullRefresh\n ) {\n const symbol = message.getField(Fields.Symbol);\n const entryType = message.getField(Fields.MDEntryType);\n const price = message.getField(Fields.MDEntryPx);\n const size = message.getField(Fields.MDEntrySize);\n const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();\n\n if (symbol?.value && price?.value) {\n const symbolStr = String(symbol.value);\n const priceNum = Number(price.value);\n const sizeNum = size?.value ? Number(size.value) : 0;\n\n // Get or create price history array for this symbol\n const priceHistory = this.marketDataPrices.get(symbolStr) || [];\n const lastEntry = priceHistory[priceHistory.length - 1] || {\n timestamp: 0,\n bid: 0,\n offer: 0,\n spread: 0,\n volume: 0,\n };\n\n // Create new entry based on entry type\n const newEntry = {\n timestamp: Number(timestamp),\n bid: entryType?.value === MDEntryType.Bid ? priceNum : lastEntry.bid,\n offer: entryType?.value === MDEntryType.Offer ? priceNum : lastEntry.offer,\n spread:\n entryType?.value === MDEntryType.Offer\n ? priceNum - lastEntry.bid\n : entryType?.value === MDEntryType.Bid\n ? lastEntry.offer - priceNum\n : lastEntry.spread,\n volume: entryType?.value === MDEntryType.TradeVolume ? sizeNum : lastEntry.volume,\n };\n\n // Add new price point\n priceHistory.push(newEntry);\n\n // Trim history if it exceeds maximum size\n if (priceHistory.length > this.MAX_PRICE_HISTORY) {\n priceHistory.shift(); // Remove oldest price\n }\n\n // Update the map\n this.marketDataPrices.set(symbolStr, priceHistory);\n\n this.parser?.logger.log({\n level: 'info',\n message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`,\n });\n\n // Send notification about the new price\n this.server.notification({\n method: 'priceUpdate',\n params: {\n symbol: symbolStr,\n ...newEntry,\n },\n });\n }\n }\n\n // Extract the appropriate ID based on message type\n if (msgType === Messages.MarketDataSnapshotFullRefresh) {\n const mdReqID = message.getField(Fields.MDReqID);\n if (mdReqID) id = String(mdReqID.value);\n } else if (msgType === Messages.ExecutionReport) {\n const clOrdID = message.getField(Fields.ClOrdID);\n if (clOrdID) id = String(clOrdID.value);\n } else if (msgType === Messages.Reject) {\n const refSeqNum = message.getField(Fields.RefSeqNum);\n if (refSeqNum) id = String(refSeqNum.value);\n }\n\n // If we have an ID and it matches a pending request, resolve it\n if (id) {\n const callback = this.pendingRequests.get(id);\n if (callback) {\n callback(message);\n this.pendingRequests.delete(id);\n }\n }\n }\n });\n\n this.addWorkflows();\n\n await this.server.connect(this.transport);\n\n if (this.onReady) {\n this.onReady();\n }\n }\n\n private addWorkflows() {\n if (!this.parser) {\n return;\n }\n\n if (!this.server) {\n return;\n }\n\n // Add handler for tools/list\n this.server.setRequestHandler(\n z.object({ method: z.literal('tools/list') }),\n async (request: Request, extra) => {\n return {\n tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({\n name,\n description,\n inputSchema: schema,\n })),\n };\n },\n );\n\n // Add handler for tools/call\n this.server.setRequestHandler(\n z.object({\n method: z.literal('tools/call'),\n params: z.object({\n name: z.string(),\n arguments: z.any(),\n _meta: z\n .object({\n progressToken: z.number(),\n })\n .optional(),\n }),\n }),\n async (request: Request, extra) => {\n const { name, arguments: args } = request.params as { name: string; arguments: any };\n\n const toolHandlers = createToolHandlers(\n this.parser!,\n this.verifiedOrders,\n this.pendingRequests,\n this.marketDataPrices,\n );\n\n const handler = toolHandlers[name];\n if (!handler) {\n return {\n content: [\n {\n type: 'text',\n text: `Tool not found: ${name}`,\n uri: name,\n },\n ],\n isError: true,\n };\n }\n\n const result = await handler(args);\n return {\n content: result.content,\n isError: result.isError,\n };\n },\n );\n\n process.on('SIGINT', async () => {\n await this.server.close();\n process.exit(0);\n });\n }\n}\n", "export const toolSchemas = {\n parse: {\n description: 'Parses a FIX message and describes it in plain language',\n schema: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n parseToJSON: {\n description: 'Parses a FIX message into JSON',\n schema: {\n type: 'object',\n properties: {\n fixString: { type: 'string' },\n },\n required: ['fixString'],\n },\n },\n verifyOrder: {\n description: 'Verifies order parameters before execution. verifyOrder must be called before executeOrder.',\n schema: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n description:\n 'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n description:\n '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',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description:\n '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',\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n description:\n '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',\n },\n },\n required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n },\n },\n executeOrder: {\n description:\n 'Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.',\n schema: {\n type: 'object',\n properties: {\n clOrdID: { type: 'string' },\n handlInst: {\n type: 'string',\n enum: ['1', '2', '3'],\n description:\n 'Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order',\n },\n quantity: { type: 'string' },\n price: { type: 'string' },\n ordType: {\n type: 'string',\n enum: [\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'P',\n 'Q',\n 'R',\n 'S',\n ],\n description:\n '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',\n },\n side: {\n type: 'string',\n enum: ['1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F', 'G', 'H'],\n description:\n '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',\n },\n symbol: { type: 'string' },\n timeInForce: {\n type: 'string',\n enum: ['0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C'],\n description:\n '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',\n },\n },\n required: ['clOrdID', 'handlInst', 'quantity', 'price', 'ordType', 'side', 'symbol', 'timeInForce'],\n },\n },\n marketDataRequest: {\n description: 'Requests market data for specified symbols',\n schema: {\n type: 'object',\n properties: {\n mdUpdateType: {\n type: 'string',\n enum: ['0', '1'],\n description: 'Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh',\n },\n symbols: { type: 'array', items: { type: 'string' } },\n mdReqID: { type: 'string' },\n subscriptionRequestType: {\n type: 'string',\n enum: ['0', '1', '2'],\n description:\n 'Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request',\n },\n mdEntryTypes: {\n type: 'array',\n items: {\n type: 'string',\n enum: [\n '0',\n '1',\n '2',\n '3',\n '4',\n '5',\n '6',\n '7',\n '8',\n '9',\n 'A',\n 'B',\n 'C',\n 'D',\n 'E',\n 'F',\n 'G',\n 'H',\n 'I',\n 'J',\n 'K',\n 'L',\n 'M',\n 'N',\n 'O',\n 'P',\n 'Q',\n 'R',\n 'S',\n 'T',\n 'U',\n 'V',\n 'W',\n 'X',\n 'Y',\n 'Z',\n ],\n },\n description:\n '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',\n },\n },\n required: ['mdUpdateType', 'symbols', 'mdReqID', 'subscriptionRequestType'],\n },\n },\n getStockGraph: {\n description: 'Generates a price chart for a given symbol',\n schema: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n getStockPriceHistory: {\n description: 'Returns price history for a given symbol',\n schema: {\n type: 'object',\n properties: {\n symbol: { type: 'string' },\n },\n required: ['symbol'],\n },\n },\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, MDEntryType, type Message, Messages } from 'fixparser';\nimport QuickChart from 'quickchart-js';\n\nexport const createMarketDataRequestHandler = (\n parser: IFIXParser,\n pendingRequests: Map<string, (data: Message) => void>,\n): ((args: {\n mdUpdateType: string;\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: string;\n mdEntryTypes?: string[];\n}) => Promise<CallToolResult>) => {\n return async (args: {\n mdUpdateType: string;\n symbols: string[];\n mdReqID: string;\n subscriptionRequestType: string;\n mdEntryTypes?: string[];\n }): Promise<CallToolResult> => {\n try {\n const response = new Promise((resolve) => {\n pendingRequests.set(args.mdReqID, resolve);\n });\n\n // Set default entry types if not provided\n const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];\n\n const messageFields = [\n new Field(Fields.MsgType, Messages.MarketDataRequest),\n new Field(Fields.SenderCompID, parser.sender),\n new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),\n new Field(Fields.TargetCompID, parser.target),\n new Field(Fields.SendingTime, parser.getTimestamp()),\n new Field(Fields.MDReqID, args.mdReqID),\n new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),\n new Field(Fields.MarketDepth, 0),\n new Field(Fields.MDUpdateType, args.mdUpdateType),\n ];\n\n // Add each symbol to the message\n messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));\n args.symbols.forEach((symbol: string) => {\n messageFields.push(new Field(Fields.Symbol, symbol));\n });\n\n // Add NoMDEntryTypes and each MDEntryType to the message\n messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));\n entryTypes.forEach((entryType: string) => {\n messageFields.push(new Field(Fields.MDEntryType, entryType));\n });\n\n const mdr = parser.createMessage(...messageFields);\n\n if (!parser.connected) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n uri: 'marketDataRequest',\n },\n ],\n isError: true,\n };\n }\n\n parser.send(mdr!);\n\n const fixData = await response;\n\n return {\n content: [\n {\n type: 'text',\n text: `Market data for ${args.symbols.join(', ')}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n uri: 'marketDataRequest',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to request market data'}`,\n uri: 'marketDataRequest',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createGetStockGraphHandler = (\n marketDataPrices: Map<\n string,\n Array<{\n timestamp: number;\n bid: number;\n offer: number;\n spread: number;\n volume: number;\n }>\n >,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}`,\n uri: 'getStockGraph',\n },\n ],\n };\n }\n\n const chart = new QuickChart();\n chart.setWidth(1200);\n chart.setHeight(600);\n chart.setBackgroundColor('transparent');\n\n // Prepare the data\n const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());\n const bidData = priceHistory.map((point) => point.bid);\n const offerData = priceHistory.map((point) => point.offer);\n const spreadData = priceHistory.map((point) => point.spread);\n const volumeData = priceHistory.map((point) => point.volume);\n\n const config = {\n type: 'line',\n data: {\n labels: labels,\n datasets: [\n {\n label: 'Bid',\n data: bidData,\n borderColor: '#28a745',\n backgroundColor: 'rgba(40, 167, 69, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Offer',\n data: offerData,\n borderColor: '#dc3545',\n backgroundColor: 'rgba(220, 53, 69, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Spread',\n data: spreadData,\n borderColor: '#6c757d',\n backgroundColor: 'rgba(108, 117, 125, 0.1)',\n fill: false,\n tension: 0.4,\n },\n {\n label: 'Volume',\n data: volumeData,\n borderColor: '#007bff',\n backgroundColor: 'rgba(0, 123, 255, 0.1)',\n fill: true,\n tension: 0.4,\n },\n ],\n },\n options: {\n responsive: true,\n plugins: {\n title: {\n display: true,\n text: `${symbol} Market Data`,\n },\n },\n scales: {\n y: {\n beginAtZero: false,\n },\n },\n },\n };\n\n chart.setConfig(config);\n\n const imageBuffer = await chart.toBinary();\n const base64 = imageBuffer.toString('base64');\n\n return {\n content: [\n {\n type: 'resource',\n resource: {\n uri: 'resource://graph',\n mimeType: 'image/png',\n blob: base64,\n },\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to generate chart'}`,\n uri: 'getStockGraph',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createGetStockPriceHistoryHandler = (\n marketDataPrices: Map<\n string,\n Array<{\n timestamp: number;\n bid: number;\n offer: number;\n spread: number;\n volume: number;\n }>\n >,\n): ((args: { symbol: string }) => Promise<CallToolResult>) => {\n return async (args: { symbol: string }): Promise<CallToolResult> => {\n try {\n const symbol = args.symbol;\n const priceHistory = marketDataPrices.get(symbol) || [];\n\n if (priceHistory.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: `No price data available for ${symbol}`,\n uri: 'getStockPriceHistory',\n },\n ],\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: JSON.stringify(\n {\n symbol,\n count: priceHistory.length,\n data: priceHistory.map((point) => ({\n timestamp: new Date(point.timestamp).toISOString(),\n bid: point.bid,\n offer: point.offer,\n spread: point.spread,\n volume: point.volume,\n })),\n },\n null,\n 2,\n ),\n uri: 'getStockPriceHistory',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to get stock price history'}`,\n uri: 'getStockPriceHistory',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport { Field, Fields, type IFIXParser, type Message, Messages } from 'fixparser';\nimport type { VerifiedOrder } from '../schemas';\n\nconst ordTypeNames: Record<string, string> = {\n '1': 'Market',\n '2': 'Limit',\n '3': 'Stop',\n '4': 'StopLimit',\n '5': 'MarketOnClose',\n '6': 'WithOrWithout',\n '7': 'LimitOrBetter',\n '8': 'LimitWithOrWithout',\n '9': 'OnBasis',\n A: 'OnClose',\n B: 'LimitOnClose',\n C: 'ForexMarket',\n D: 'PreviouslyQuoted',\n E: 'PreviouslyIndicated',\n F: 'ForexLimit',\n G: 'ForexSwap',\n H: 'ForexPreviouslyQuoted',\n I: 'Funari',\n J: 'MarketIfTouched',\n K: 'MarketWithLeftOverAsLimit',\n L: 'PreviousFundValuationPoint',\n M: 'NextFundValuationPoint',\n P: 'Pegged',\n Q: 'CounterOrderSelection',\n R: 'StopOnBidOrOffer',\n S: 'StopLimitOnBidOrOffer',\n};\n\nconst sideNames: Record<string, string> = {\n '1': 'Buy',\n '2': 'Sell',\n '3': 'BuyMinus',\n '4': 'SellPlus',\n '5': 'SellShort',\n '6': 'SellShortExempt',\n '7': 'Undisclosed',\n '8': 'Cross',\n '9': 'CrossShort',\n A: 'CrossShortExempt',\n B: 'AsDefined',\n C: 'Opposite',\n D: 'Subscribe',\n E: 'Redeem',\n F: 'Lend',\n G: 'Borrow',\n H: 'SellUndisclosed',\n};\n\nconst timeInForceNames: Record<string, string> = {\n '0': 'Day',\n '1': 'GoodTillCancel',\n '2': 'AtTheOpening',\n '3': 'ImmediateOrCancel',\n '4': 'FillOrKill',\n '5': 'GoodTillCrossing',\n '6': 'GoodTillDate',\n '7': 'AtTheClose',\n '8': 'GoodThroughCrossing',\n '9': 'AtCrossing',\n A: 'GoodForTime',\n B: 'GoodForAuction',\n C: 'GoodForMonth',\n};\n\nconst handlInstNames: Record<string, string> = {\n '1': 'AutomatedExecutionNoIntervention',\n '2': 'AutomatedExecutionInterventionOK',\n '3': 'ManualOrder',\n};\n\nexport const createVerifyOrderHandler = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n): ((args: VerifiedOrder) => Promise<CallToolResult>) => {\n return async (args: VerifiedOrder): Promise<CallToolResult> => {\n try {\n // Store the verified order parameters\n verifiedOrders.set(args.clOrdID, {\n clOrdID: args.clOrdID,\n handlInst: args.handlInst,\n quantity: Number.parseFloat(String(args.quantity)),\n price: Number.parseFloat(String(args.price)),\n ordType: args.ordType,\n side: args.side,\n symbol: args.symbol,\n timeInForce: args.timeInForce,\n });\n\n return {\n content: [\n {\n type: 'text',\n text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.\n \nParameters verified:\n- ClOrdID: ${args.clOrdID}\n- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})\n- Quantity: ${args.quantity}\n- Price: ${args.price}\n- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})\n- Side: ${args.side} (${sideNames[args.side]})\n- Symbol: ${args.symbol}\n- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})\n\nTo execute this order, call the executeOrder tool with these exact same parameters.`,\n uri: 'verifyOrder',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to verify order parameters'}`,\n uri: 'verifyOrder',\n },\n ],\n isError: true,\n };\n }\n };\n};\n\nexport const createExecuteOrderHandler = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n pendingRequests: Map<string, (data: Message) => void>,\n): ((args: VerifiedOrder) => Promise<CallToolResult>) => {\n return async (args: VerifiedOrder): Promise<CallToolResult> => {\n try {\n // Check if this order was previously verified\n const verifiedOrder = verifiedOrders.get(args.clOrdID);\n if (!verifiedOrder) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n // Verify that all parameters match the verified order\n if (\n verifiedOrder.handlInst !== args.handlInst ||\n verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) ||\n verifiedOrder.price !== Number.parseFloat(String(args.price)) ||\n verifiedOrder.ordType !== args.ordType ||\n verifiedOrder.side !== args.side ||\n verifiedOrder.symbol !== args.symbol ||\n verifiedOrder.timeInForce !== args.timeInForce\n ) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.',\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n const response = new Promise((resolve) => {\n pendingRequests.set(args.clOrdID, resolve);\n });\n\n const order: Message | undefined = parser.createMessage(\n new Field(Fields.MsgType, Messages.NewOrderSingle),\n new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),\n new Field(Fields.SenderCompID, parser.sender),\n new Field(Fields.TargetCompID, parser.target),\n new Field(Fields.SendingTime, parser.getTimestamp()),\n new Field(Fields.ClOrdID, args.clOrdID),\n new Field(Fields.Side, args.side),\n new Field(Fields.Symbol, args.symbol),\n new Field(Fields.OrderQty, Number.parseFloat(String(args.quantity))),\n new Field(Fields.Price, Number.parseFloat(String(args.price))),\n new Field(Fields.OrdType, args.ordType),\n new Field(Fields.HandlInst, args.handlInst),\n new Field(Fields.TimeInForce, args.timeInForce),\n new Field(Fields.TransactTime, parser.getTimestamp()),\n );\n\n if (!parser.connected) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Not connected. Ignoring message.',\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n\n parser.send(order!);\n\n const fixData = await response;\n\n // Remove the verified order after execution\n verifiedOrders.delete(args.clOrdID);\n\n return {\n content: [\n {\n type: 'text',\n text:\n (fixData as Message).messageType === Messages.Reject\n ? `Reject message for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`\n : `Execution Report for order ${args.clOrdID}: ${JSON.stringify((fixData as Message).toFIXJSON())}`,\n uri: 'executeOrder',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to execute order'}`,\n uri: 'executeOrder',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser, Message } from 'fixparser';\n\nexport const createParseHandler = (parser: IFIXParser): ((args: { fixString: string }) => Promise<CallToolResult>) => {\n return async (args: { fixString: string }): Promise<CallToolResult> => {\n try {\n const parsedMessage: Message[] | undefined = parser.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Failed to parse FIX string',\n uri: 'parse',\n },\n ],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].description}\\n${parsedMessage[0].messageTypeDescription}`,\n uri: 'parse',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n uri: 'parse',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { CallToolResult } from '@modelcontextprotocol/sdk/types.js';\nimport type { IFIXParser } from 'fixparser';\n\nexport const createParseToJSONHandler = (\n parser: IFIXParser,\n): ((args: { fixString: string }) => Promise<CallToolResult>) => {\n return async (args: { fixString: string }): Promise<CallToolResult> => {\n try {\n const parsedMessage = parser.parse(args.fixString);\n if (!parsedMessage || parsedMessage.length === 0) {\n return {\n content: [\n {\n type: 'text',\n text: 'Error: Failed to parse FIX string',\n uri: 'parseToJSON',\n },\n ],\n isError: true,\n };\n }\n\n return {\n content: [\n {\n type: 'text',\n text: `${parsedMessage[0].toFIXJSON()}`,\n uri: 'parseToJSON',\n },\n ],\n };\n } catch (error) {\n return {\n content: [\n {\n type: 'text',\n text: `Error: ${error instanceof Error ? error.message : 'Failed to parse FIX string'}`,\n uri: 'parseToJSON',\n },\n ],\n isError: true,\n };\n }\n };\n};\n", "import type { IFIXParser, Message } from 'fixparser';\nimport type { ToolHandlers, VerifiedOrder } from '../schemas';\nimport {\n createGetStockGraphHandler,\n createGetStockPriceHistoryHandler,\n createMarketDataRequestHandler,\n} from './marketData';\nimport { createExecuteOrderHandler, createVerifyOrderHandler } from './order';\nimport { createParseHandler } from './parse';\nimport { createParseToJSONHandler } from './parseToJSON';\n\nexport const createToolHandlers = (\n parser: IFIXParser,\n verifiedOrders: Map<string, VerifiedOrder>,\n pendingRequests: Map<string, (data: Message) => void>,\n marketDataPrices: Map<\n string,\n {\n timestamp: number;\n bid: number;\n offer: number;\n spread: number;\n volume: number;\n }[]\n >,\n): ToolHandlers => ({\n parse: createParseHandler(parser),\n parseToJSON: createParseToJSONHandler(parser),\n verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),\n executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),\n marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),\n getStockGraph: createGetStockGraphHandler(marketDataPrices),\n getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),\n});\n"],
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6
+ "names": ["Fields", "MDEntryType", "Messages", "Field", "Fields", "Messages", "Messages", "Fields", "MDEntryType"]
7
7
  }
package/build-examples/cjs/example_mcp_local.js CHANGED
@@ -1,5 +1,16 @@
1
1
  #!/usr/bin/env node
2
- "use strict";var r=require("fixparser");var w=require("@modelcontextprotocol/sdk/server/index.js"),T=require("@modelcontextprotocol/sdk/server/stdio.js"),c=require("@modelcontextprotocol/sdk/types.js"),e=require("fixparser"),S={type:"object",properties:{fixString:{type:"string",description:"FIX message string to parse"}},required:["fixString"]},f={type:"object",properties:{fixString:{type:"string",description:"FIX message string to parse"}},required:["fixString"]},I={type:"object",properties:{clOrdID:{type:"string",description:"Client Order ID"},handlInst:{type:"string",enum:["1","2","3"],default:e.HandlInst.AutomatedExecutionNoIntervention,description:"Handling instruction"},quantity:{type:"number",description:"Order quantity"},price:{type:"number",description:"Order price"},ordType:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M","P","Q","R","S"],default:e.OrdType.Market,description:"Order type"},side:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H"],description:"Order side (1=Buy, 2=Sell)"},symbol:{type:"string",description:"Trading symbol"},timeInForce:{type:"string",enum:["0","1","2","3","4","5","6","7","8","9","A","B","C"],default:e.TimeInForce.Day,description:"Time in force"}},required:["clOrdID","quantity","price","side","symbol"]},q={type:"object",properties:{mdUpdateType:{type:"string",enum:["0","1"],default:"0",description:"Market data update type"},symbol:{type:"string",description:"Trading symbol"},mdReqID:{type:"string",description:"Market data request ID"},subscriptionRequestType:{type:"string",enum:["0","1","2"],default:e.SubscriptionRequestType.SnapshotAndUpdates,description:"Subscription request type"},mdEntryType:{type:"string",enum:["0","1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","J","K","L","M","N","O","P","Q","S","R","T","U","V","W","X","Y","Z","a","b","c","d","e","g","h","i","t"],default:e.MDEntryType.Bid,description:"Market data entry type"}},required:["symbol","mdReqID"]},F=class{logger;parser;server=new w.Server({name:"fixparser",version:"1.0.0"},{capabilities:{tools:{}}});transport=new T.StdioServerTransport;onReady=void 0;pendingRequests=new Map;constructor({logger:n,onReady:a}){n&&(this.logger=n),a&&(this.onReady=a)}async register(n){this.parser=n,this.parser.addOnMessageCallback(a=>{this.logger?.log({level:"info",message:`FIXParser (MCP): (${n.protocol?.toUpperCase()}): << received ${a.description}`});let o=a.messageType;if(o===e.Messages.MarketDataSnapshotFullRefresh||o===e.Messages.ExecutionReport){let i=o===e.Messages.MarketDataSnapshotFullRefresh?a.getField(e.Fields.MDReqID):a.getField(e.Fields.ClOrdID);if(i){let t=i.value;if(typeof t=="string"||typeof t=="number"){let s=this.pendingRequests.get(String(t));s&&(s(a),this.pendingRequests.delete(String(t)))}}}}),this.logger=n.logger,this.addWorkflows(),await this.server.connect(this.transport),this.onReady&&this.onReady()}addWorkflows(){if(!this.parser){this.logger?.log({level:"error",message:"FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."});return}if(!this.server){this.logger?.log({level:"error",message:"FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."});return}let n=(a,o)=>{let i={};for(let[t,s]of Object.entries(o.properties||{})){let p=s,d=a?.[t];if(p.required&&d==null)throw new Error(`Required property '${t}' is missing`);d!==void 0?i[t]=d:p.default!==void 0&&(i[t]=p.default)}return i};this.server.setRequestHandler(c.ListResourcesRequestSchema,async()=>({resources:[]})),this.server.setRequestHandler(c.ListToolsRequestSchema,async()=>({tools:[{name:"parse",description:"Parses a FIX message and describes it in plain language",inputSchema:S},{name:"parseToJSON",description:"Parses a FIX message into JSON",inputSchema:f},{name:"newOrderSingle",description:"Creates and sends a New Order Single",inputSchema:I},{name:"marketDataRequest",description:"Sends a request for Market Data with the given symbol",inputSchema:q}]})),this.server.setRequestHandler(c.CallToolRequestSchema,async a=>{let{name:o,arguments:i}=a.params;switch(o){case"parse":try{let{fixString:t}=n(i,S),s=this.parser?.parse(t);return!s||s.length===0?{isError:!0,content:[{type:"text",text:"Error: Failed to parse FIX string"}]}:{content:[{type:"text",text:`Parsed FIX message: ${t} (placeholder implementation)`}]}}catch(t){return{isError:!0,content:[{type:"text",text:`Error: ${t instanceof Error?t.message:"Failed to parse FIX string"}`}]}}case"parseToJSON":try{let{fixString:t}=n(i,f),s=this.parser?.parse(t);return!s||s.length===0?{isError:!0,content:[{type:"text",text:"Error: Failed to parse FIX string"}]}:{content:[{type:"text",text:JSON.stringify({fixString:t,parsed:"placeholder"})}]}}catch(t){return{isError:!0,content:[{type:"text",text:`Error: ${t instanceof Error?t.message:"Failed to parse FIX string"}`}]}}case"newOrderSingle":try{let{clOrdID:t,handlInst:s,quantity:p,price:d,ordType:g,side:u,symbol:l,timeInForce:m}=n(i,I),y=new Promise(x=>{this.pendingRequests.set(t,x)}),h=this.parser?.createMessage(new e.Field(e.Fields.MsgType,e.Messages.NewOrderSingle),new e.Field(e.Fields.MsgSeqNum,this.parser?.getNextTargetMsgSeqNum()),new e.Field(e.Fields.SenderCompID,this.parser?.sender),new e.Field(e.Fields.TargetCompID,this.parser?.target),new e.Field(e.Fields.SendingTime,this.parser?.getTimestamp()),new e.Field(e.Fields.ClOrdID,t),new e.Field(e.Fields.Side,u),new e.Field(e.Fields.Symbol,l),new e.Field(e.Fields.OrderQty,p),new e.Field(e.Fields.Price,d),new e.Field(e.Fields.OrdType,g),new e.Field(e.Fields.HandlInst,s),new e.Field(e.Fields.TimeInForce,m),new e.Field(e.Fields.TransactTime,this.parser?.getTimestamp()));if(!this.parser?.connected)return this.logger?.log({level:"error",message:"FIXParser (MCP): -- Not connected. Ignoring message."}),{isError:!0,content:[{type:"text",text:"Error: Not connected. Ignoring message."}]};this.parser?.send(h),this.logger?.log({level:"info",message:`FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${h?.description}`});let M=await y;return{content:[{type:"text",text:`Execution Report for order ${t}: ${JSON.stringify(M.toFIXJSON())}`}]}}catch(t){return{isError:!0,content:[{type:"text",text:`Error: ${t instanceof Error?t.message:"Failed to create order"}`}]}}case"marketDataRequest":try{let{mdUpdateType:t,symbol:s,mdReqID:p,subscriptionRequestType:d,mdEntryType:g}=n(i,q),u=new Promise(y=>{this.pendingRequests.set(p,y)}),l=this.parser?.createMessage(new e.Field(e.Fields.MsgType,e.Messages.MarketDataRequest),new e.Field(e.Fields.SenderCompID,this.parser?.sender),new e.Field(e.Fields.MsgSeqNum,this.parser?.getNextTargetMsgSeqNum()),new e.Field(e.Fields.TargetCompID,this.parser?.target),new e.Field(e.Fields.SendingTime,this.parser?.getTimestamp()),new e.Field(e.Fields.MarketDepth,0),new e.Field(e.Fields.MDUpdateType,t),new e.Field(e.Fields.NoRelatedSym,1),new e.Field(e.Fields.Symbol,s),new e.Field(e.Fields.MDReqID,p),new e.Field(e.Fields.SubscriptionRequestType,d),new e.Field(e.Fields.NoMDEntryTypes,1),new e.Field(e.Fields.MDEntryType,g));if(!this.parser?.connected)return this.logger?.log({level:"error",message:"FIXParser (MCP): -- Not connected. Ignoring message."}),{isError:!0,content:[{type:"text",text:"Error: Not connected. Ignoring message."}]};this.parser?.send(l),this.logger?.log({level:"info",message:`FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${l?.description}`});let m=await u;return{content:[{type:"text",text:`Market data for ${s}: ${JSON.stringify(m.toFIXJSON())}`}]}}catch(t){return{isError:!0,content:[{type:"text",text:`Error: ${t instanceof Error?t.message:"Failed to request market data"}`}]}}default:throw new Error(`Unknown tool: ${o}`)}}),this.server.setRequestHandler(c.ListPromptsRequestSchema,async()=>({prompts:[{name:"parse",description:"Parses a FIX message and describes it in plain language",arguments:[{name:"fixString",description:"FIX message string to parse",required:!0}]},{name:"parseToJSON",description:"Parses a FIX message into JSON",arguments:[{name:"fixString",description:"FIX message string to parse",required:!0}]},{name:"newOrderSingle",description:"Creates and sends a New Order Single",arguments:[{name:"clOrdID",description:"Client Order ID",required:!0},{name:"handlInst",description:"Handling instruction",required:!1},{name:"quantity",description:"Order quantity",required:!0},{name:"price",description:"Order price",required:!0},{name:"ordType",description:"Order type",required:!1},{name:"side",description:"Order side (1=Buy, 2=Sell)",required:!0},{name:"symbol",description:"Trading symbol",required:!0},{name:"timeInForce",description:"Time in force",required:!1}]},{name:"marketDataRequest",description:"Sends a request for Market Data with the given symbol",arguments:[{name:"mdUpdateType",description:"Market data update type",required:!1},{name:"symbol",description:"Trading symbol",required:!0},{name:"mdReqID",description:"Market data request ID",required:!0},{name:"subscriptionRequestType",description:"Subscription request type",required:!1},{name:"mdEntryType",description:"Market data entry type",required:!1}]}]})),this.server.setRequestHandler(c.GetPromptRequestSchema,async a=>{let{name:o,arguments:i}=a.params;switch(o){case"parse":return{messages:[{role:"user",content:{type:"text",text:`Please parse and explain this FIX message: ${i?.fixString||""}`}}]};case"parseToJSON":return{messages:[{role:"user",content:{type:"text",text:`Please parse the FIX message to JSON: ${i?.fixString||""}`}}]};case"newOrderSingle":{let{clOrdID:t,handlInst:s,quantity:p,price:d,ordType:g,side:u,symbol:l,timeInForce:m}=i||{};return{messages:[{role:"user",content:{type:"text",text:["Create a New Order Single FIX message with the following parameters:",`- ClOrdID: ${t}`,`- HandlInst: ${s??"default"}`,`- Quantity: ${p}`,`- Price: ${d}`,`- OrdType: ${g??"default (Market)"}`,`- Side: ${u}`,`- Symbol: ${l}`,`- TimeInForce: ${m??"default (Day)"}`,"","Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."].join(`
3
- `)}}]}}case"marketDataRequest":{let{mdUpdateType:t,symbol:s,mdReqID:p,subscriptionRequestType:d,mdEntryType:g}=i||{};return{messages:[{role:"user",content:{type:"text",text:["Create a Market Data Request FIX message with the following parameters:",`- MDUpdateType: ${t??"default (0 = FullRefresh)"}`,`- Symbol: ${s}`,`- MDReqID: ${p}`,`- SubscriptionRequestType: ${d??"default (0 = Snapshot + Updates)"}`,`- MDEntryType: ${g??"default (0 = Bid)"}`,"","Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."].join(`
4
- `)}}]}}default:throw new Error(`Unknown prompt: ${o}`)}}),process.on("SIGINT",async()=>{await this.server.close(),process.exit(0)})}};var R=async()=>{await r.LicenseManager.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY);let n=new r.FIXParser({plugins:[new F({port:3099,onReady:()=>{}})]}),a=()=>{let s=n.createMessage(new r.Field(r.Fields.MsgType,r.Messages.Logon),new r.Field(r.Fields.MsgSeqNum,n.getNextTargetMsgSeqNum()),new r.Field(r.Fields.SenderCompID,o),new r.Field(r.Fields.SendingTime,n.getTimestamp()),new r.Field(r.Fields.TargetCompID,i),new r.Field(r.Fields.ResetSeqNumFlag,r.ResetSeqNumFlag.Yes),new r.Field(r.Fields.EncryptMethod,r.EncryptMethod.None),new r.Field(r.Fields.HeartBtInt,10));n.send(s)},o="CLIENT2",i="EXECUTOR",t={host:"localhost",port:5001,protocol:"tcp",sender:o,target:i,fixVersion:"FIX.4.4",logging:!1,onOpen:()=>{a()},onMessage:s=>{},onClose:()=>{}};n.connect(t)};R().catch(n=>console.error("Error initializing server:",n));
2
+ "use strict";var C=Object.create;var T=Object.defineProperty;var D=Object.getOwnPropertyDescriptor;var P=Object.getOwnPropertyNames;var M=Object.getPrototypeOf,R=Object.prototype.hasOwnProperty;var w=(t,i,e,r)=>{if(i&&typeof i=="object"||typeof i=="function")for(let o of P(i))!R.call(t,o)&&o!==e&&T(t,o,{get:()=>i[o],enumerable:!(r=D(i,o))||r.enumerable});return t};var N=(t,i,e)=>(e=t!=null?C(M(t)):{},w(i||!t||!t.__esModule?T(e,"default",{value:t,enumerable:!0}):e,t));var a=require("fixparser");var I=class{format;useStderr;constructor({format:t="json",useStderr:i=!1}){this.format=t,this.useStderr=i}configure(t){this.format=t.format||"json",t.useStderr!==void 0&&(this.useStderr=t.useStderr)}async send(t){let i=this.useStderr?console.error:console.log;if(this.format==="json")i(JSON.stringify(t));else if(this.format==="jsonrpc"){let{message:e,...r}=t,o={jsonrpc:"2.0",method:t.level,params:{message:e,...r},id:t.id||Date.now()};i(JSON.stringify(o))}else{let{name:e,id:r,message:o,level:d,...u}=t,m=Object.entries(u).map(([f,g])=>`${f}: ${g}`),p="";e&&(p+=`${e} `),p+=`${r}: ${o}`,i(p,m.join(", "))}}async flush(){}async close(){}status(){return"connected"}};var x=require("@modelcontextprotocol/sdk/server/index.js"),b=require("@modelcontextprotocol/sdk/server/stdio.js"),c=require("fixparser"),y=require("zod"),n=require("fixparser"),v=N(require("quickchart-js"),1),s=require("fixparser"),F={parse:{description:"Parses a FIX message and describes it in plain language",schema:{type:"object",properties:{fixString:{type:"string"}},required:["fixString"]}},parseToJSON:{description:"Parses a FIX message into JSON",schema:{type:"object",properties:{fixString:{type:"string"}},required:["fixString"]}},verifyOrder:{description:"Verifies order parameters before execution. verifyOrder must be called before executeOrder.",schema:{type:"object",properties:{clOrdID:{type:"string"},handlInst:{type:"string",enum:["1","2","3"],description:"Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"},quantity:{type:"string"},price:{type:"string"},ordType:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M","P","Q","R","S"],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"},side:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H"],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"},symbol:{type:"string"},timeInForce:{type:"string",enum:["0","1","2","3","4","5","6","7","8","9","A","B","C"],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"}},required:["clOrdID","handlInst","quantity","price","ordType","side","symbol","timeInForce"]}},executeOrder:{description:"Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",schema:{type:"object",properties:{clOrdID:{type:"string"},handlInst:{type:"string",enum:["1","2","3"],description:"Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"},quantity:{type:"string"},price:{type:"string"},ordType:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M","P","Q","R","S"],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"},side:{type:"string",enum:["1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H"],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"},symbol:{type:"string"},timeInForce:{type:"string",enum:["0","1","2","3","4","5","6","7","8","9","A","B","C"],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"}},required:["clOrdID","handlInst","quantity","price","ordType","side","symbol","timeInForce"]}},marketDataRequest:{description:"Requests market data for specified symbols",schema:{type:"object",properties:{mdUpdateType:{type:"string",enum:["0","1"],description:"Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"},symbols:{type:"array",items:{type:"string"}},mdReqID:{type:"string"},subscriptionRequestType:{type:"string",enum:["0","1","2"],description:"Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"},mdEntryTypes:{type:"array",items:{type:"string",enum:["0","1","2","3","4","5","6","7","8","9","A","B","C","D","E","F","G","H","I","J","K","L","M","N","O","P","Q","R","S","T","U","V","W","X","Y","Z"]},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"}},required:["mdUpdateType","symbols","mdReqID","subscriptionRequestType"]}},getStockGraph:{description:"Generates a price chart for a given symbol",schema:{type:"object",properties:{symbol:{type:"string"}},required:["symbol"]}},getStockPriceHistory:{description:"Returns price history for a given symbol",schema:{type:"object",properties:{symbol:{type:"string"}},required:["symbol"]}}},k=(t,i)=>async e=>{try{let r=new Promise(p=>{i.set(e.mdReqID,p)}),o=e.mdEntryTypes||[n.MDEntryType.Bid,n.MDEntryType.Offer,n.MDEntryType.TradeVolume],d=[new n.Field(n.Fields.MsgType,n.Messages.MarketDataRequest),new n.Field(n.Fields.SenderCompID,t.sender),new n.Field(n.Fields.MsgSeqNum,t.getNextTargetMsgSeqNum()),new n.Field(n.Fields.TargetCompID,t.target),new n.Field(n.Fields.SendingTime,t.getTimestamp()),new n.Field(n.Fields.MDReqID,e.mdReqID),new n.Field(n.Fields.SubscriptionRequestType,e.subscriptionRequestType),new n.Field(n.Fields.MarketDepth,0),new n.Field(n.Fields.MDUpdateType,e.mdUpdateType)];d.push(new n.Field(n.Fields.NoRelatedSym,e.symbols.length)),e.symbols.forEach(p=>{d.push(new n.Field(n.Fields.Symbol,p))}),d.push(new n.Field(n.Fields.NoMDEntryTypes,o.length)),o.forEach(p=>{d.push(new n.Field(n.Fields.MDEntryType,p))});let u=t.createMessage(...d);if(!t.connected)return{content:[{type:"text",text:"Error: Not connected. Ignoring message.",uri:"marketDataRequest"}],isError:!0};t.send(u);let m=await r;return{content:[{type:"text",text:`Market data for ${e.symbols.join(", ")}: ${JSON.stringify(m.toFIXJSON())}`,uri:"marketDataRequest"}]}}catch(r){return{content:[{type:"text",text:`Error: ${r instanceof Error?r.message:"Failed to request market data"}`,uri:"marketDataRequest"}],isError:!0}}},L=t=>async i=>{try{let e=i.symbol,r=t.get(e)||[];if(r.length===0)return{content:[{type:"text",text:`No price data available for ${e}`,uri:"getStockGraph"}]};let o=new v.default;o.setWidth(1200),o.setHeight(600),o.setBackgroundColor("transparent");let d=r.map(l=>new Date(l.timestamp).toLocaleTimeString()),u=r.map(l=>l.bid),m=r.map(l=>l.offer),p=r.map(l=>l.spread),f=r.map(l=>l.volume),g={type:"line",data:{labels:d,datasets:[{label:"Bid",data:u,borderColor:"#28a745",backgroundColor:"rgba(40, 167, 69, 0.1)",fill:!1,tension:.4},{label:"Offer",data:m,borderColor:"#dc3545",backgroundColor:"rgba(220, 53, 69, 0.1)",fill:!1,tension:.4},{label:"Spread",data:p,borderColor:"#6c757d",backgroundColor:"rgba(108, 117, 125, 0.1)",fill:!1,tension:.4},{label:"Volume",data:f,borderColor:"#007bff",backgroundColor:"rgba(0, 123, 255, 0.1)",fill:!0,tension:.4}]},options:{responsive:!0,plugins:{title:{display:!0,text:`${e} Market Data`}},scales:{y:{beginAtZero:!1}}}};return o.setConfig(g),{content:[{type:"resource",resource:{uri:"resource://graph",mimeType:"image/png",blob:(await o.toBinary()).toString("base64")}}]}}catch(e){return{content:[{type:"text",text:`Error: ${e instanceof Error?e.message:"Failed to generate chart"}`,uri:"getStockGraph"}],isError:!0}}},A=t=>async i=>{try{let e=i.symbol,r=t.get(e)||[];return r.length===0?{content:[{type:"text",text:`No price data available for ${e}`,uri:"getStockPriceHistory"}]}:{content:[{type:"text",text:JSON.stringify({symbol:e,count:r.length,data:r.map(o=>({timestamp:new Date(o.timestamp).toISOString(),bid:o.bid,offer:o.offer,spread:o.spread,volume:o.volume}))},null,2),uri:"getStockPriceHistory"}]}}catch(e){return{content:[{type:"text",text:`Error: ${e instanceof Error?e.message:"Failed to get stock price history"}`,uri:"getStockPriceHistory"}],isError:!0}}},q={1:"Market",2:"Limit",3:"Stop",4:"StopLimit",5:"MarketOnClose",6:"WithOrWithout",7:"LimitOrBetter",8:"LimitWithOrWithout",9:"OnBasis",A:"OnClose",B:"LimitOnClose",C:"ForexMarket",D:"PreviouslyQuoted",E:"PreviouslyIndicated",F:"ForexLimit",G:"ForexSwap",H:"ForexPreviouslyQuoted",I:"Funari",J:"MarketIfTouched",K:"MarketWithLeftOverAsLimit",L:"PreviousFundValuationPoint",M:"NextFundValuationPoint",P:"Pegged",Q:"CounterOrderSelection",R:"StopOnBidOrOffer",S:"StopLimitOnBidOrOffer"},B={1:"Buy",2:"Sell",3:"BuyMinus",4:"SellPlus",5:"SellShort",6:"SellShortExempt",7:"Undisclosed",8:"Cross",9:"CrossShort",A:"CrossShortExempt",B:"AsDefined",C:"Opposite",D:"Subscribe",E:"Redeem",F:"Lend",G:"Borrow",H:"SellUndisclosed"},G={0:"Day",1:"GoodTillCancel",2:"AtTheOpening",3:"ImmediateOrCancel",4:"FillOrKill",5:"GoodTillCrossing",6:"GoodTillDate",7:"AtTheClose",8:"GoodThroughCrossing",9:"AtCrossing",A:"GoodForTime",B:"GoodForAuction",C:"GoodForMonth"},H={1:"AutomatedExecutionNoIntervention",2:"AutomatedExecutionInterventionOK",3:"ManualOrder"},$=(t,i)=>async e=>{try{return i.set(e.clOrdID,{clOrdID:e.clOrdID,handlInst:e.handlInst,quantity:Number.parseFloat(String(e.quantity)),price:Number.parseFloat(String(e.price)),ordType:e.ordType,side:e.side,symbol:e.symbol,timeInForce:e.timeInForce}),{content:[{type:"text",text:`VERIFICATION: All parameters valid. Ready to proceed with order execution.
3
+
4
+ Parameters verified:
5
+ - ClOrdID: ${e.clOrdID}
6
+ - HandlInst: ${e.handlInst} (${H[e.handlInst]})
7
+ - Quantity: ${e.quantity}
8
+ - Price: ${e.price}
9
+ - OrdType: ${e.ordType} (${q[e.ordType]})
10
+ - Side: ${e.side} (${B[e.side]})
11
+ - Symbol: ${e.symbol}
12
+ - TimeInForce: ${e.timeInForce} (${G[e.timeInForce]})
13
+
14
+ To execute this order, call the executeOrder tool with these exact same parameters.`,uri:"verifyOrder"}]}}catch(r){return{content:[{type:"text",text:`Error: ${r instanceof Error?r.message:"Failed to verify order parameters"}`,uri:"verifyOrder"}],isError:!0}}},j=(t,i,e)=>async r=>{try{let o=i.get(r.clOrdID);if(!o)return{content:[{type:"text",text:`Error: Order ${r.clOrdID} has not been verified. Please call verifyOrder first.`,uri:"executeOrder"}],isError:!0};if(o.handlInst!==r.handlInst||o.quantity!==Number.parseFloat(String(r.quantity))||o.price!==Number.parseFloat(String(r.price))||o.ordType!==r.ordType||o.side!==r.side||o.symbol!==r.symbol||o.timeInForce!==r.timeInForce)return{content:[{type:"text",text:"Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",uri:"executeOrder"}],isError:!0};let d=new Promise(p=>{e.set(r.clOrdID,p)}),u=t.createMessage(new s.Field(s.Fields.MsgType,s.Messages.NewOrderSingle),new s.Field(s.Fields.MsgSeqNum,t.getNextTargetMsgSeqNum()),new s.Field(s.Fields.SenderCompID,t.sender),new s.Field(s.Fields.TargetCompID,t.target),new s.Field(s.Fields.SendingTime,t.getTimestamp()),new s.Field(s.Fields.ClOrdID,r.clOrdID),new s.Field(s.Fields.Side,r.side),new s.Field(s.Fields.Symbol,r.symbol),new s.Field(s.Fields.OrderQty,Number.parseFloat(String(r.quantity))),new s.Field(s.Fields.Price,Number.parseFloat(String(r.price))),new s.Field(s.Fields.OrdType,r.ordType),new s.Field(s.Fields.HandlInst,r.handlInst),new s.Field(s.Fields.TimeInForce,r.timeInForce),new s.Field(s.Fields.TransactTime,t.getTimestamp()));if(!t.connected)return{content:[{type:"text",text:"Error: Not connected. Ignoring message.",uri:"executeOrder"}],isError:!0};t.send(u);let m=await d;return i.delete(r.clOrdID),{content:[{type:"text",text:m.messageType===s.Messages.Reject?`Reject message for order ${r.clOrdID}: ${JSON.stringify(m.toFIXJSON())}`:`Execution Report for order ${r.clOrdID}: ${JSON.stringify(m.toFIXJSON())}`,uri:"executeOrder"}]}}catch(o){return{content:[{type:"text",text:`Error: ${o instanceof Error?o.message:"Failed to execute order"}`,uri:"executeOrder"}],isError:!0}}},J=t=>async i=>{try{let e=t.parse(i.fixString);return!e||e.length===0?{content:[{type:"text",text:"Error: Failed to parse FIX string",uri:"parse"}],isError:!0}:{content:[{type:"text",text:`${e[0].description}
15
+ ${e[0].messageTypeDescription}`,uri:"parse"}]}}catch(e){return{content:[{type:"text",text:`Error: ${e instanceof Error?e.message:"Failed to parse FIX string"}`,uri:"parse"}],isError:!0}}},X=t=>async i=>{try{let e=t.parse(i.fixString);return!e||e.length===0?{content:[{type:"text",text:"Error: Failed to parse FIX string",uri:"parseToJSON"}],isError:!0}:{content:[{type:"text",text:`${e[0].toFIXJSON()}`,uri:"parseToJSON"}]}}catch(e){return{content:[{type:"text",text:`Error: ${e instanceof Error?e.message:"Failed to parse FIX string"}`,uri:"parseToJSON"}],isError:!0}}},V=(t,i,e,r)=>({parse:J(t),parseToJSON:X(t),verifyOrder:$(t,i),executeOrder:j(t,i,e),marketDataRequest:k(t,e),getStockGraph:L(r),getStockPriceHistory:A(r)}),E=class{parser;server=new x.Server({name:"fixparser",version:"1.0.0"},{capabilities:{tools:Object.entries(F).reduce((t,[i,{description:e,schema:r}])=>(t[i]={description:e,parameters:r},t),{})}});transport=new b.StdioServerTransport;onReady=void 0;pendingRequests=new Map;verifiedOrders=new Map;marketDataPrices=new Map;MAX_PRICE_HISTORY=1e5;constructor({logger:t,onReady:i}){i&&(this.onReady=i)}async register(t){this.parser=t,this.parser.addOnMessageCallback(i=>{this.parser?.logger.log({level:"info",message:`MCP Server received message: ${i.messageType}: ${i.description}`});let e=i.messageType;if(e===c.Messages.MarketDataSnapshotFullRefresh||e===c.Messages.ExecutionReport||e===c.Messages.Reject||e===c.Messages.MarketDataIncrementalRefresh){this.parser?.logger.log({level:"info",message:`MCP Server handling message type: ${e}`});let r;if(e===c.Messages.MarketDataIncrementalRefresh||e===c.Messages.MarketDataSnapshotFullRefresh){let o=i.getField(c.Fields.Symbol),d=i.getField(c.Fields.MDEntryType),u=i.getField(c.Fields.MDEntryPx),m=i.getField(c.Fields.MDEntrySize),p=i.getField(c.Fields.MDEntryTime)?.value||Date.now();if(o?.value&&u?.value){let f=String(o.value),g=Number(u.value),O=m?.value?Number(m.value):0,h=this.marketDataPrices.get(f)||[],l=h[h.length-1]||{timestamp:0,bid:0,offer:0,spread:0,volume:0},S={timestamp:Number(p),bid:d?.value===c.MDEntryType.Bid?g:l.bid,offer:d?.value===c.MDEntryType.Offer?g:l.offer,spread:d?.value===c.MDEntryType.Offer?g-l.bid:d?.value===c.MDEntryType.Bid?l.offer-g:l.spread,volume:d?.value===c.MDEntryType.TradeVolume?O:l.volume};h.push(S),h.length>this.MAX_PRICE_HISTORY&&h.shift(),this.marketDataPrices.set(f,h),this.parser?.logger.log({level:"info",message:`MCP Server added ${o}: ${JSON.stringify(S)}`}),this.server.notification({method:"priceUpdate",params:{symbol:f,...S}})}}if(e===c.Messages.MarketDataSnapshotFullRefresh){let o=i.getField(c.Fields.MDReqID);o&&(r=String(o.value))}else if(e===c.Messages.ExecutionReport){let o=i.getField(c.Fields.ClOrdID);o&&(r=String(o.value))}else if(e===c.Messages.Reject){let o=i.getField(c.Fields.RefSeqNum);o&&(r=String(o.value))}if(r){let o=this.pendingRequests.get(r);o&&(o(i),this.pendingRequests.delete(r))}}}),this.addWorkflows(),await this.server.connect(this.transport),this.onReady&&this.onReady()}addWorkflows(){this.parser&&this.server&&(this.server.setRequestHandler(y.z.object({method:y.z.literal("tools/list")}),async(t,i)=>({tools:Object.entries(F).map(([e,{description:r,schema:o}])=>({name:e,description:r,inputSchema:o}))})),this.server.setRequestHandler(y.z.object({method:y.z.literal("tools/call"),params:y.z.object({name:y.z.string(),arguments:y.z.any(),_meta:y.z.object({progressToken:y.z.number()}).optional()})}),async(t,i)=>{let{name:e,arguments:r}=t.params,d=V(this.parser,this.verifiedOrders,this.pendingRequests,this.marketDataPrices)[e];if(!d)return{content:[{type:"text",text:`Tool not found: ${e}`,uri:e}],isError:!0};let u=await d(r);return{content:u.content,isError:u.isError}}),process.on("SIGINT",async()=>{await this.server.close(),process.exit(0)}))}};var W=async()=>{await a.LicenseManager.setLicenseKey(process.env.FIXPARSER_LICENSE_KEY);let t=process.env.FIXPARSER_SENDER||"SENDER",i=process.env.FIXPARSER_TARGET||"TARGET",e=new a.FIXParser({logging:!0,logOptions:{level:"info",format:"jsonrpc",transport:new I({format:"jsonrpc"})},plugins:[new E({port:3099,onReady:()=>{}})]}),r=()=>{let d=e.createMessage(new a.Field(a.Fields.MsgType,a.Messages.Logon),new a.Field(a.Fields.MsgSeqNum,e.getNextTargetMsgSeqNum()),new a.Field(a.Fields.SenderCompID,t),new a.Field(a.Fields.SendingTime,e.getTimestamp()),new a.Field(a.Fields.TargetCompID,i),new a.Field(a.Fields.ResetSeqNumFlag,a.ResetSeqNumFlag.Yes),new a.Field(a.Fields.EncryptMethod,a.EncryptMethod.None),new a.Field(a.Fields.HeartBtInt,10));e.send(d)},o={host:process.env.FIXPARSER_HOST||"10.0.1.42",port:process.env.FIXPARSER_PORT?Number.parseInt(process.env.FIXPARSER_PORT,10):5001,protocol:"tcp",sender:t,target:i,fixVersion:"FIX.4.4",onOpen:()=>{e.logger.log({level:"info",message:"FIXParser logging in..."}),r()},onClose:()=>{e.logger.log({level:"info",message:"FIXParser disconnected. Reconnecting in 1 second..."}),setTimeout(()=>{e.connect(o)},1e3)}};e.connect(o)};W().catch(t=>console.error("Error initializing server:",t));
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