fixparser-plugin-mcp 9.1.7-3302db05 → 9.1.7-38cee007

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -35,9 +35,51 @@ __export(MCPLocal_exports, {
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  module.exports = __toCommonJS(MCPLocal_exports);
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  var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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- var import_fixparser3 = require("fixparser");
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  var import_zod = require("zod");
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+ // src/MCPBase.ts
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+ var MCPBase = class {
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+ /**
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+ * Optional logger instance for diagnostics and output.
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+ * @protected
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+ */
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+ logger;
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+ /**
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+ * FIXParser instance, set during plugin register().
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+ * @protected
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+ */
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+ parser;
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+ /**
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+ * Called when server is setup and listening.
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+ * @protected
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+ */
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+ onReady = void 0;
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+ /**
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+ * Map to store verified orders before execution
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+ * @protected
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+ */
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store pending market data requests
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+ * @protected
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+ */
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+ pendingRequests = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store market data prices
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+ * @protected
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+ */
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ /**
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+ * Maximum number of price history entries to keep per symbol
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+ * @protected
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+ */
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+ MAX_PRICE_HISTORY = 1e5;
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+ constructor({ logger, onReady }) {
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+ this.logger = logger;
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+ this.onReady = onReady;
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+ }
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+ };
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+
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  // src/schemas/schemas.ts
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  var toolSchemas = {
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  parse: {
@@ -121,7 +163,7 @@ var toolSchemas = {
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  }
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  },
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  executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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  schema: {
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  type: "object",
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  properties: {
@@ -265,19 +307,395 @@ var toolSchemas = {
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  },
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  required: ["symbol"]
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  }
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+ },
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+ technicalAnalysis: {
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+ description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: {
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+ type: "string",
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+ description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
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+ }
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+ },
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+ required: ["symbol"]
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+ }
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  }
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  };
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+ // src/tools/analytics.ts
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+ function sum(numbers) {
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+ return numbers.reduce((acc, val) => acc + val, 0);
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+ }
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+ var TechnicalAnalyzer = class {
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+ prices;
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+ volumes;
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+ highs;
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+ lows;
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+ constructor(data) {
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+ this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
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+ this.volumes = data.map((d) => d.volume);
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+ this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
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+ this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
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+ }
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+ // Calculate Simple Moving Average
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+ calculateSMA(data, period) {
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+ const sma = [];
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+ for (let i = period - 1; i < data.length; i++) {
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+ const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
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+ sma.push(sum2 / period);
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+ }
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+ return sma;
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+ }
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+ // Calculate Exponential Moving Average
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+ calculateEMA(data, period) {
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+ const multiplier = 2 / (period + 1);
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+ const ema = [data[0]];
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+ for (let i = 1; i < data.length; i++) {
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+ ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
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+ }
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+ return ema;
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+ }
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+ // Calculate RSI
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+ calculateRSI(data, period = 14) {
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+ if (data.length < period + 1) return [];
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+ const changes = [];
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+ for (let i = 1; i < data.length; i++) {
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+ changes.push(data[i] - data[i - 1]);
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+ }
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+ const gains = changes.map((change) => change > 0 ? change : 0);
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+ const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
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+ let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
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+ let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
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+ const rsi = [];
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+ for (let i = period; i < changes.length; i++) {
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+ const rs = avgGain / avgLoss;
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+ rsi.push(100 - 100 / (1 + rs));
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+ avgGain = (avgGain * (period - 1) + gains[i]) / period;
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+ avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
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+ }
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+ return rsi;
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+ }
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+ // Calculate Bollinger Bands
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+ calculateBollingerBands(data, period = 20, stdDev = 2) {
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+ if (data.length < period) return [];
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+ const sma = this.calculateSMA(data, period);
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+ const bands = [];
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+ for (let i = 0; i < sma.length; i++) {
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+ const dataSlice = data.slice(i, i + period);
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+ const mean = sma[i];
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+ const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
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+ const standardDeviation = Math.sqrt(variance);
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+ bands.push({
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+ upper: mean + standardDeviation * stdDev,
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+ middle: mean,
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+ lower: mean - standardDeviation * stdDev
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+ });
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+ }
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+ return bands;
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+ }
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+ // Calculate maximum drawdown
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+ calculateMaxDrawdown(prices) {
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+ let maxPrice = prices[0];
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+ let maxDrawdown = 0;
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+ for (let i = 1; i < prices.length; i++) {
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+ if (prices[i] > maxPrice) {
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+ maxPrice = prices[i];
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+ }
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+ const drawdown = (maxPrice - prices[i]) / maxPrice;
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+ if (drawdown > maxDrawdown) {
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+ maxDrawdown = drawdown;
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+ }
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+ }
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+ return maxDrawdown;
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+ }
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+ // Calculate price changes for volatility
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+ calculatePriceChanges() {
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+ const changes = [];
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+ for (let i = 1; i < this.prices.length; i++) {
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+ changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
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+ }
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+ return changes;
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+ }
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+ // Generate comprehensive market analysis
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+ analyze() {
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+ const currentPrice = this.prices[this.prices.length - 1];
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+ const startPrice = this.prices[0];
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+ const sessionHigh = Math.max(...this.highs);
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+ const sessionLow = Math.min(...this.lows);
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+ const totalVolume = sum(this.volumes);
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+ const avgVolume = totalVolume / this.volumes.length;
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+ const priceChanges = this.calculatePriceChanges();
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+ const volatility = priceChanges.length > 0 ? Math.sqrt(
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+ priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
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+ ) * Math.sqrt(252) * 100 : 0;
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+ const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
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+ const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
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+ const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
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+ 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;
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+ 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;
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+ const maxDrawdown = this.calculateMaxDrawdown(this.prices);
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+ return {
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+ currentPrice,
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+ startPrice,
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+ sessionHigh,
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+ sessionLow,
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+ totalVolume,
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+ avgVolume,
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+ volatility,
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+ sessionReturn,
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+ pricePosition,
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+ trueVWAP,
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+ momentum5,
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+ momentum10,
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+ maxDrawdown
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+ };
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+ }
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+ // Generate technical indicators
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+ getTechnicalIndicators() {
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+ return {
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+ sma5: this.calculateSMA(this.prices, 5),
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+ sma10: this.calculateSMA(this.prices, 10),
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+ ema8: this.calculateEMA(this.prices, 8),
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+ ema21: this.calculateEMA(this.prices, 21),
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+ rsi: this.calculateRSI(this.prices, 14),
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+ bollinger: this.calculateBollingerBands(this.prices, 20, 2)
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+ };
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+ }
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+ // Generate trading signals
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+ generateSignals() {
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+ const analysis = this.analyze();
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+ let bullishSignals = 0;
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+ let bearishSignals = 0;
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+ const signals = [];
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+ if (analysis.currentPrice > analysis.trueVWAP) {
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+ signals.push(
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+ `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
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+ );
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+ bullishSignals++;
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+ } else {
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+ signals.push(
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+ `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
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+ );
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+ bearishSignals++;
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+ }
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+ if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
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+ signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
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+ bullishSignals++;
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+ } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
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+ signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
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+ bearishSignals++;
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+ } else {
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+ signals.push("\u25D0 MIXED: Conflicting momentum signals");
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+ }
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+ const currentVolume = this.volumes[this.volumes.length - 1];
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+ const volumeRatio = currentVolume / analysis.avgVolume;
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+ if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
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+ signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
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+ bullishSignals++;
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+ } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
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+ signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
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+ bearishSignals++;
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+ } else {
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+ signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
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+ }
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+ if (analysis.pricePosition > 65 && analysis.volatility > 30) {
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+ signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
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+ bearishSignals++;
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+ } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
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+ signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
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+ bullishSignals++;
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+ } else {
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+ signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
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+ }
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+ return { bullishSignals, bearishSignals, signals };
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+ }
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+ // Generate comprehensive JSON analysis
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+ generateJSONAnalysis(symbol) {
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+ const analysis = this.analyze();
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+ const indicators = this.getTechnicalIndicators();
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+ const signals = this.generateSignals();
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+ const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
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+ const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
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+ const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
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+ const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
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+ const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
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+ const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
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+ const currentVolume = this.volumes[this.volumes.length - 1];
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+ const volumeRatio = currentVolume / analysis.avgVolume;
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+ const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
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+ const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
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+ const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
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+ const totalScore = signals.bullishSignals - signals.bearishSignals;
530
+ const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
531
+ const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
532
+ const stopLoss = analysis.sessionLow * 0.995;
533
+ const profitTarget = analysis.sessionHigh * 0.995;
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+ const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
535
+ return {
536
+ symbol,
537
+ timestamp: (/* @__PURE__ */ new Date()).toISOString(),
538
+ marketStructure: {
539
+ currentPrice: analysis.currentPrice,
540
+ startPrice: analysis.startPrice,
541
+ sessionHigh: analysis.sessionHigh,
542
+ sessionLow: analysis.sessionLow,
543
+ rangeWidth,
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+ totalVolume: analysis.totalVolume,
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+ sessionPerformance: analysis.sessionReturn,
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+ positionInRange: analysis.pricePosition
547
+ },
548
+ volatility: {
549
+ impliedVolatility: analysis.volatility,
550
+ maxDrawdown: analysis.maxDrawdown * 100,
551
+ currentDrawdown
552
+ },
553
+ technicalIndicators: {
554
+ sma5: currentSMA5,
555
+ sma10: currentSMA10,
556
+ ema8: currentEMA8,
557
+ ema21: currentEMA21,
558
+ rsi: currentRSI,
559
+ bollingerBands: currentBB ? {
560
+ upper: currentBB.upper,
561
+ middle: currentBB.middle,
562
+ lower: currentBB.lower,
563
+ position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
564
+ } : null
565
+ },
566
+ volumeAnalysis: {
567
+ currentVolume,
568
+ averageVolume: Math.round(analysis.avgVolume),
569
+ volumeRatio,
570
+ trueVWAP: analysis.trueVWAP,
571
+ priceVsVWAP
572
+ },
573
+ momentum: {
574
+ momentum5: analysis.momentum5,
575
+ momentum10: analysis.momentum10,
576
+ sessionROC: analysis.sessionReturn
577
+ },
578
+ tradingSignals: {
579
+ ...signals,
580
+ overallSignal,
581
+ signalScore: totalScore
582
+ },
583
+ riskManagement: {
584
+ targetEntry,
585
+ stopLoss,
586
+ profitTarget,
587
+ riskRewardRatio
588
+ }
589
+ };
590
+ }
591
+ };
592
+ var createTechnicalAnalysisHandler = (marketDataPrices) => {
593
+ return async (args) => {
594
+ try {
595
+ const symbol = args.symbol;
596
+ const priceHistory = marketDataPrices.get(symbol) || [];
597
+ if (priceHistory.length === 0) {
598
+ return {
599
+ content: [
600
+ {
601
+ type: "text",
602
+ text: `No price data available for ${symbol}. Please request market data first.`,
603
+ uri: "technicalAnalysis"
604
+ }
605
+ ]
606
+ };
607
+ }
608
+ const analyzer = new TechnicalAnalyzer(priceHistory);
609
+ const analysis = analyzer.generateJSONAnalysis(symbol);
610
+ return {
611
+ content: [
612
+ {
613
+ type: "text",
614
+ text: `Technical Analysis for ${symbol}:
615
+
616
+ ${JSON.stringify(analysis, null, 2)}`,
617
+ uri: "technicalAnalysis"
618
+ }
619
+ ]
620
+ };
621
+ } catch (error) {
622
+ return {
623
+ content: [
624
+ {
625
+ type: "text",
626
+ text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
627
+ uri: "technicalAnalysis"
628
+ }
629
+ ],
630
+ isError: true
631
+ };
632
+ }
633
+ };
634
+ };
635
+
271
636
  // src/tools/marketData.ts
272
637
  var import_fixparser = require("fixparser");
273
638
  var import_quickchart_js = __toESM(require("quickchart-js"), 1);
274
639
  var createMarketDataRequestHandler = (parser, pendingRequests) => {
275
640
  return async (args) => {
276
641
  try {
642
+ parser.logger.log({
643
+ level: "info",
644
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
645
+ });
277
646
  const response = new Promise((resolve) => {
278
647
  pendingRequests.set(args.mdReqID, resolve);
648
+ parser.logger.log({
649
+ level: "info",
650
+ message: `Registered callback for market data request ID: ${args.mdReqID}`
651
+ });
279
652
  });
280
- const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
653
+ const entryTypes = args.mdEntryTypes || [
654
+ import_fixparser.MDEntryType.Bid,
655
+ import_fixparser.MDEntryType.Offer,
656
+ import_fixparser.MDEntryType.Trade,
657
+ import_fixparser.MDEntryType.IndexValue,
658
+ import_fixparser.MDEntryType.OpeningPrice,
659
+ import_fixparser.MDEntryType.ClosingPrice,
660
+ import_fixparser.MDEntryType.SettlementPrice,
661
+ import_fixparser.MDEntryType.TradingSessionHighPrice,
662
+ import_fixparser.MDEntryType.TradingSessionLowPrice,
663
+ import_fixparser.MDEntryType.VWAP,
664
+ import_fixparser.MDEntryType.Imbalance,
665
+ import_fixparser.MDEntryType.TradeVolume,
666
+ import_fixparser.MDEntryType.OpenInterest,
667
+ import_fixparser.MDEntryType.CompositeUnderlyingPrice,
668
+ import_fixparser.MDEntryType.SimulatedSellPrice,
669
+ import_fixparser.MDEntryType.SimulatedBuyPrice,
670
+ import_fixparser.MDEntryType.MarginRate,
671
+ import_fixparser.MDEntryType.MidPrice,
672
+ import_fixparser.MDEntryType.EmptyBook,
673
+ import_fixparser.MDEntryType.SettleHighPrice,
674
+ import_fixparser.MDEntryType.SettleLowPrice,
675
+ import_fixparser.MDEntryType.PriorSettlePrice,
676
+ import_fixparser.MDEntryType.SessionHighBid,
677
+ import_fixparser.MDEntryType.SessionLowOffer,
678
+ import_fixparser.MDEntryType.EarlyPrices,
679
+ import_fixparser.MDEntryType.AuctionClearingPrice,
680
+ import_fixparser.MDEntryType.SwapValueFactor,
681
+ import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
682
+ import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
683
+ import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
684
+ import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
685
+ import_fixparser.MDEntryType.FixingPrice,
686
+ import_fixparser.MDEntryType.CashRate,
687
+ import_fixparser.MDEntryType.RecoveryRate,
688
+ import_fixparser.MDEntryType.RecoveryRateForLong,
689
+ import_fixparser.MDEntryType.RecoveryRateForShort,
690
+ import_fixparser.MDEntryType.MarketBid,
691
+ import_fixparser.MDEntryType.MarketOffer,
692
+ import_fixparser.MDEntryType.ShortSaleMinPrice,
693
+ import_fixparser.MDEntryType.PreviousClosingPrice,
694
+ import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
695
+ import_fixparser.MDEntryType.DailyFinancingValue,
696
+ import_fixparser.MDEntryType.AccruedFinancingValue,
697
+ import_fixparser.MDEntryType.TWAP
698
+ ];
281
699
  const messageFields = [
282
700
  new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
283
701
  new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
@@ -299,6 +717,10 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
299
717
  });
300
718
  const mdr = parser.createMessage(...messageFields);
301
719
  if (!parser.connected) {
720
+ parser.logger.log({
721
+ level: "error",
722
+ message: "Not connected. Cannot send market data request."
723
+ });
302
724
  return {
303
725
  content: [
304
726
  {
@@ -310,8 +732,16 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
310
732
  isError: true
311
733
  };
312
734
  }
735
+ parser.logger.log({
736
+ level: "info",
737
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
738
+ });
313
739
  parser.send(mdr);
314
740
  const fixData = await response;
741
+ parser.logger.log({
742
+ level: "info",
743
+ message: `Received market data response for request ID: ${args.mdReqID}`
744
+ });
315
745
  return {
316
746
  content: [
317
747
  {
@@ -360,6 +790,9 @@ var createGetStockGraphHandler = (marketDataPrices) => {
360
790
  const offerData = priceHistory.map((point) => point.offer);
361
791
  const spreadData = priceHistory.map((point) => point.spread);
362
792
  const volumeData = priceHistory.map((point) => point.volume);
793
+ const tradeData = priceHistory.map((point) => point.trade);
794
+ const vwapData = priceHistory.map((point) => point.vwap);
795
+ const twapData = priceHistory.map((point) => point.twap);
363
796
  const config = {
364
797
  type: "line",
365
798
  data: {
@@ -389,6 +822,30 @@ var createGetStockGraphHandler = (marketDataPrices) => {
389
822
  fill: false,
390
823
  tension: 0.4
391
824
  },
825
+ {
826
+ label: "Trade",
827
+ data: tradeData,
828
+ borderColor: "#ffc107",
829
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
830
+ fill: false,
831
+ tension: 0.4
832
+ },
833
+ {
834
+ label: "VWAP",
835
+ data: vwapData,
836
+ borderColor: "#17a2b8",
837
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
838
+ fill: false,
839
+ tension: 0.4
840
+ },
841
+ {
842
+ label: "TWAP",
843
+ data: twapData,
844
+ borderColor: "#6610f2",
845
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
846
+ fill: false,
847
+ tension: 0.4
848
+ },
392
849
  {
393
850
  label: "Volume",
394
851
  data: volumeData,
@@ -434,7 +891,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
434
891
  content: [
435
892
  {
436
893
  type: "text",
437
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
894
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
438
895
  uri: "getStockGraph"
439
896
  }
440
897
  ],
@@ -472,7 +929,48 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
472
929
  bid: point.bid,
473
930
  offer: point.offer,
474
931
  spread: point.spread,
475
- volume: point.volume
932
+ volume: point.volume,
933
+ trade: point.trade,
934
+ indexValue: point.indexValue,
935
+ openingPrice: point.openingPrice,
936
+ closingPrice: point.closingPrice,
937
+ settlementPrice: point.settlementPrice,
938
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
939
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
940
+ vwap: point.vwap,
941
+ imbalance: point.imbalance,
942
+ openInterest: point.openInterest,
943
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
944
+ simulatedSellPrice: point.simulatedSellPrice,
945
+ simulatedBuyPrice: point.simulatedBuyPrice,
946
+ marginRate: point.marginRate,
947
+ midPrice: point.midPrice,
948
+ emptyBook: point.emptyBook,
949
+ settleHighPrice: point.settleHighPrice,
950
+ settleLowPrice: point.settleLowPrice,
951
+ priorSettlePrice: point.priorSettlePrice,
952
+ sessionHighBid: point.sessionHighBid,
953
+ sessionLowOffer: point.sessionLowOffer,
954
+ earlyPrices: point.earlyPrices,
955
+ auctionClearingPrice: point.auctionClearingPrice,
956
+ swapValueFactor: point.swapValueFactor,
957
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
958
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
959
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
960
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
961
+ fixingPrice: point.fixingPrice,
962
+ cashRate: point.cashRate,
963
+ recoveryRate: point.recoveryRate,
964
+ recoveryRateForLong: point.recoveryRateForLong,
965
+ recoveryRateForShort: point.recoveryRateForShort,
966
+ marketBid: point.marketBid,
967
+ marketOffer: point.marketOffer,
968
+ shortSaleMinPrice: point.shortSaleMinPrice,
969
+ previousClosingPrice: point.previousClosingPrice,
970
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
971
+ dailyFinancingValue: point.dailyFinancingValue,
972
+ accruedFinancingValue: point.accruedFinancingValue,
973
+ twap: point.twap
476
974
  }))
477
975
  },
478
976
  null,
@@ -487,7 +985,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
487
985
  content: [
488
986
  {
489
987
  type: "text",
490
- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
988
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
491
989
  uri: "getStockPriceHistory"
492
990
  }
493
991
  ],
@@ -595,7 +1093,7 @@ Parameters verified:
595
1093
  - Symbol: ${args.symbol}
596
1094
  - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
597
1095
 
598
- To execute this order, call the executeOrder tool with these exact same parameters.`,
1096
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
599
1097
  uri: "verifyOrder"
600
1098
  }
601
1099
  ]
@@ -791,12 +1289,259 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
791
1289
  executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
792
1290
  marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
793
1291
  getStockGraph: createGetStockGraphHandler(marketDataPrices),
794
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
1292
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
1293
+ technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
795
1294
  });
796
1295
 
1296
+ // src/utils/messageHandler.ts
1297
+ var import_fixparser3 = require("fixparser");
1298
+ function getEnumValue(enumObj, name) {
1299
+ return enumObj[name] || name;
1300
+ }
1301
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
1302
+ const msgType = message.messageType;
1303
+ if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
1304
+ const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
1305
+ const fixJson = message.toFIXJSON();
1306
+ const entries = fixJson.Body?.NoMDEntries || [];
1307
+ const data = {
1308
+ timestamp: Date.now(),
1309
+ bid: 0,
1310
+ offer: 0,
1311
+ spread: 0,
1312
+ volume: 0,
1313
+ trade: 0,
1314
+ indexValue: 0,
1315
+ openingPrice: 0,
1316
+ closingPrice: 0,
1317
+ settlementPrice: 0,
1318
+ tradingSessionHighPrice: 0,
1319
+ tradingSessionLowPrice: 0,
1320
+ vwap: 0,
1321
+ imbalance: 0,
1322
+ openInterest: 0,
1323
+ compositeUnderlyingPrice: 0,
1324
+ simulatedSellPrice: 0,
1325
+ simulatedBuyPrice: 0,
1326
+ marginRate: 0,
1327
+ midPrice: 0,
1328
+ emptyBook: 0,
1329
+ settleHighPrice: 0,
1330
+ settleLowPrice: 0,
1331
+ priorSettlePrice: 0,
1332
+ sessionHighBid: 0,
1333
+ sessionLowOffer: 0,
1334
+ earlyPrices: 0,
1335
+ auctionClearingPrice: 0,
1336
+ swapValueFactor: 0,
1337
+ dailyValueAdjustmentForLongPositions: 0,
1338
+ cumulativeValueAdjustmentForLongPositions: 0,
1339
+ dailyValueAdjustmentForShortPositions: 0,
1340
+ cumulativeValueAdjustmentForShortPositions: 0,
1341
+ fixingPrice: 0,
1342
+ cashRate: 0,
1343
+ recoveryRate: 0,
1344
+ recoveryRateForLong: 0,
1345
+ recoveryRateForShort: 0,
1346
+ marketBid: 0,
1347
+ marketOffer: 0,
1348
+ shortSaleMinPrice: 0,
1349
+ previousClosingPrice: 0,
1350
+ thresholdLimitPriceBanding: 0,
1351
+ dailyFinancingValue: 0,
1352
+ accruedFinancingValue: 0,
1353
+ twap: 0
1354
+ };
1355
+ for (const entry of entries) {
1356
+ const entryType = entry.MDEntryType;
1357
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1358
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1359
+ const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
1360
+ switch (enumValue) {
1361
+ case import_fixparser3.MDEntryType.Bid:
1362
+ data.bid = price;
1363
+ break;
1364
+ case import_fixparser3.MDEntryType.Offer:
1365
+ data.offer = price;
1366
+ break;
1367
+ case import_fixparser3.MDEntryType.Trade:
1368
+ data.trade = price;
1369
+ break;
1370
+ case import_fixparser3.MDEntryType.IndexValue:
1371
+ data.indexValue = price;
1372
+ break;
1373
+ case import_fixparser3.MDEntryType.OpeningPrice:
1374
+ data.openingPrice = price;
1375
+ break;
1376
+ case import_fixparser3.MDEntryType.ClosingPrice:
1377
+ data.closingPrice = price;
1378
+ break;
1379
+ case import_fixparser3.MDEntryType.SettlementPrice:
1380
+ data.settlementPrice = price;
1381
+ break;
1382
+ case import_fixparser3.MDEntryType.TradingSessionHighPrice:
1383
+ data.tradingSessionHighPrice = price;
1384
+ break;
1385
+ case import_fixparser3.MDEntryType.TradingSessionLowPrice:
1386
+ data.tradingSessionLowPrice = price;
1387
+ break;
1388
+ case import_fixparser3.MDEntryType.VWAP:
1389
+ data.vwap = price;
1390
+ break;
1391
+ case import_fixparser3.MDEntryType.Imbalance:
1392
+ data.imbalance = size;
1393
+ break;
1394
+ case import_fixparser3.MDEntryType.TradeVolume:
1395
+ data.volume = size;
1396
+ break;
1397
+ case import_fixparser3.MDEntryType.OpenInterest:
1398
+ data.openInterest = size;
1399
+ break;
1400
+ case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
1401
+ data.compositeUnderlyingPrice = price;
1402
+ break;
1403
+ case import_fixparser3.MDEntryType.SimulatedSellPrice:
1404
+ data.simulatedSellPrice = price;
1405
+ break;
1406
+ case import_fixparser3.MDEntryType.SimulatedBuyPrice:
1407
+ data.simulatedBuyPrice = price;
1408
+ break;
1409
+ case import_fixparser3.MDEntryType.MarginRate:
1410
+ data.marginRate = price;
1411
+ break;
1412
+ case import_fixparser3.MDEntryType.MidPrice:
1413
+ data.midPrice = price;
1414
+ break;
1415
+ case import_fixparser3.MDEntryType.EmptyBook:
1416
+ data.emptyBook = 1;
1417
+ break;
1418
+ case import_fixparser3.MDEntryType.SettleHighPrice:
1419
+ data.settleHighPrice = price;
1420
+ break;
1421
+ case import_fixparser3.MDEntryType.SettleLowPrice:
1422
+ data.settleLowPrice = price;
1423
+ break;
1424
+ case import_fixparser3.MDEntryType.PriorSettlePrice:
1425
+ data.priorSettlePrice = price;
1426
+ break;
1427
+ case import_fixparser3.MDEntryType.SessionHighBid:
1428
+ data.sessionHighBid = price;
1429
+ break;
1430
+ case import_fixparser3.MDEntryType.SessionLowOffer:
1431
+ data.sessionLowOffer = price;
1432
+ break;
1433
+ case import_fixparser3.MDEntryType.EarlyPrices:
1434
+ data.earlyPrices = price;
1435
+ break;
1436
+ case import_fixparser3.MDEntryType.AuctionClearingPrice:
1437
+ data.auctionClearingPrice = price;
1438
+ break;
1439
+ case import_fixparser3.MDEntryType.SwapValueFactor:
1440
+ data.swapValueFactor = price;
1441
+ break;
1442
+ case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
1443
+ data.dailyValueAdjustmentForLongPositions = price;
1444
+ break;
1445
+ case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
1446
+ data.cumulativeValueAdjustmentForLongPositions = price;
1447
+ break;
1448
+ case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
1449
+ data.dailyValueAdjustmentForShortPositions = price;
1450
+ break;
1451
+ case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
1452
+ data.cumulativeValueAdjustmentForShortPositions = price;
1453
+ break;
1454
+ case import_fixparser3.MDEntryType.FixingPrice:
1455
+ data.fixingPrice = price;
1456
+ break;
1457
+ case import_fixparser3.MDEntryType.CashRate:
1458
+ data.cashRate = price;
1459
+ break;
1460
+ case import_fixparser3.MDEntryType.RecoveryRate:
1461
+ data.recoveryRate = price;
1462
+ break;
1463
+ case import_fixparser3.MDEntryType.RecoveryRateForLong:
1464
+ data.recoveryRateForLong = price;
1465
+ break;
1466
+ case import_fixparser3.MDEntryType.RecoveryRateForShort:
1467
+ data.recoveryRateForShort = price;
1468
+ break;
1469
+ case import_fixparser3.MDEntryType.MarketBid:
1470
+ data.marketBid = price;
1471
+ break;
1472
+ case import_fixparser3.MDEntryType.MarketOffer:
1473
+ data.marketOffer = price;
1474
+ break;
1475
+ case import_fixparser3.MDEntryType.ShortSaleMinPrice:
1476
+ data.shortSaleMinPrice = price;
1477
+ break;
1478
+ case import_fixparser3.MDEntryType.PreviousClosingPrice:
1479
+ data.previousClosingPrice = price;
1480
+ break;
1481
+ case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
1482
+ data.thresholdLimitPriceBanding = price;
1483
+ break;
1484
+ case import_fixparser3.MDEntryType.DailyFinancingValue:
1485
+ data.dailyFinancingValue = price;
1486
+ break;
1487
+ case import_fixparser3.MDEntryType.AccruedFinancingValue:
1488
+ data.accruedFinancingValue = price;
1489
+ break;
1490
+ case import_fixparser3.MDEntryType.TWAP:
1491
+ data.twap = price;
1492
+ break;
1493
+ }
1494
+ }
1495
+ data.spread = data.offer - data.bid;
1496
+ if (!marketDataPrices.has(symbol)) {
1497
+ marketDataPrices.set(symbol, []);
1498
+ }
1499
+ const prices = marketDataPrices.get(symbol);
1500
+ prices.push(data);
1501
+ if (prices.length > maxPriceHistory) {
1502
+ prices.splice(0, prices.length - maxPriceHistory);
1503
+ }
1504
+ onPriceUpdate?.(symbol, data);
1505
+ const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
1506
+ if (mdReqID) {
1507
+ const callback = pendingRequests.get(mdReqID);
1508
+ if (callback) {
1509
+ callback(message);
1510
+ pendingRequests.delete(mdReqID);
1511
+ }
1512
+ }
1513
+ } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
1514
+ const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
1515
+ const callback = pendingRequests.get(reqId);
1516
+ if (callback) {
1517
+ callback(message);
1518
+ pendingRequests.delete(reqId);
1519
+ }
1520
+ }
1521
+ }
1522
+
797
1523
  // src/MCPLocal.ts
798
- var MCPLocal = class {
799
- parser;
1524
+ var MCPLocal = class extends MCPBase {
1525
+ /**
1526
+ * Map to store verified orders before execution
1527
+ * @private
1528
+ */
1529
+ verifiedOrders = /* @__PURE__ */ new Map();
1530
+ /**
1531
+ * Map to store pending requests and their callbacks
1532
+ * @private
1533
+ */
1534
+ pendingRequests = /* @__PURE__ */ new Map();
1535
+ /**
1536
+ * Map to store market data prices for each symbol
1537
+ * @private
1538
+ */
1539
+ marketDataPrices = /* @__PURE__ */ new Map();
1540
+ /**
1541
+ * Maximum number of price history entries to keep per symbol
1542
+ * @private
1543
+ */
1544
+ MAX_PRICE_HISTORY = 1e5;
800
1545
  server = new import_server.Server(
801
1546
  {
802
1547
  name: "fixparser",
@@ -818,90 +1563,13 @@ var MCPLocal = class {
818
1563
  }
819
1564
  );
820
1565
  transport = new import_stdio.StdioServerTransport();
821
- onReady = void 0;
822
- pendingRequests = /* @__PURE__ */ new Map();
823
- verifiedOrders = /* @__PURE__ */ new Map();
824
- marketDataPrices = /* @__PURE__ */ new Map();
825
- MAX_PRICE_HISTORY = 1e5;
826
- // Maximum number of price points to store per symbol
827
1566
  constructor({ logger, onReady }) {
828
- if (onReady) this.onReady = onReady;
1567
+ super({ logger, onReady });
829
1568
  }
830
1569
  async register(parser) {
831
1570
  this.parser = parser;
832
1571
  this.parser.addOnMessageCallback((message) => {
833
- this.parser?.logger.log({
834
- level: "info",
835
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
836
- });
837
- const msgType = message.messageType;
838
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
839
- this.parser?.logger.log({
840
- level: "info",
841
- message: `MCP Server handling message type: ${msgType}`
842
- });
843
- let id;
844
- if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
845
- const symbol = message.getField(import_fixparser3.Fields.Symbol);
846
- const entryType = message.getField(import_fixparser3.Fields.MDEntryType);
847
- const price = message.getField(import_fixparser3.Fields.MDEntryPx);
848
- const size = message.getField(import_fixparser3.Fields.MDEntrySize);
849
- const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
850
- if (symbol?.value && price?.value) {
851
- const symbolStr = String(symbol.value);
852
- const priceNum = Number(price.value);
853
- const sizeNum = size?.value ? Number(size.value) : 0;
854
- const priceHistory = this.marketDataPrices.get(symbolStr) || [];
855
- const lastEntry = priceHistory[priceHistory.length - 1] || {
856
- timestamp: 0,
857
- bid: 0,
858
- offer: 0,
859
- spread: 0,
860
- volume: 0
861
- };
862
- const newEntry = {
863
- timestamp: Number(timestamp),
864
- bid: entryType?.value === import_fixparser3.MDEntryType.Bid ? priceNum : lastEntry.bid,
865
- offer: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum : lastEntry.offer,
866
- spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
867
- volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
868
- };
869
- priceHistory.push(newEntry);
870
- if (priceHistory.length > this.MAX_PRICE_HISTORY) {
871
- priceHistory.shift();
872
- }
873
- this.marketDataPrices.set(symbolStr, priceHistory);
874
- this.parser?.logger.log({
875
- level: "info",
876
- message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
877
- });
878
- this.server.notification({
879
- method: "priceUpdate",
880
- params: {
881
- symbol: symbolStr,
882
- ...newEntry
883
- }
884
- });
885
- }
886
- }
887
- if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
888
- const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
889
- if (mdReqID) id = String(mdReqID.value);
890
- } else if (msgType === import_fixparser3.Messages.ExecutionReport) {
891
- const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
892
- if (clOrdID) id = String(clOrdID.value);
893
- } else if (msgType === import_fixparser3.Messages.Reject) {
894
- const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
895
- if (refSeqNum) id = String(refSeqNum.value);
896
- }
897
- if (id) {
898
- const callback = this.pendingRequests.get(id);
899
- if (callback) {
900
- callback(message);
901
- this.pendingRequests.delete(id);
902
- }
903
- }
904
- }
1572
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
905
1573
  });
906
1574
  this.addWorkflows();
907
1575
  await this.server.connect(this.transport);
@@ -916,18 +1584,15 @@ var MCPLocal = class {
916
1584
  if (!this.server) {
917
1585
  return;
918
1586
  }
919
- this.server.setRequestHandler(
920
- import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
921
- async (request, extra) => {
922
- return {
923
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
924
- name,
925
- description,
926
- inputSchema: schema
927
- }))
928
- };
929
- }
930
- );
1587
+ this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
1588
+ return {
1589
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1590
+ name,
1591
+ description,
1592
+ inputSchema: schema
1593
+ }))
1594
+ };
1595
+ });
931
1596
  this.server.setRequestHandler(
932
1597
  import_zod.z.object({
933
1598
  method: import_zod.z.literal("tools/call"),
@@ -939,7 +1604,7 @@ var MCPLocal = class {
939
1604
  }).optional()
940
1605
  })
941
1606
  }),
942
- async (request, extra) => {
1607
+ async (request) => {
943
1608
  const { name, arguments: args } = request.params;
944
1609
  const toolHandlers = createToolHandlers(
945
1610
  this.parser,