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.
- package/build/cjs/MCPLocal.js +767 -102
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1618 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1917 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +767 -102
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1608 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1879 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +9 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +18 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +9 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +18 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +6 -6
- package/types/MCPLocal.d.ts +0 -16
- package/types/MCPRemote.d.ts +0 -60
- package/types/PluginOptions.d.ts +0 -6
- package/types/index.d.ts +0 -3
- package/types/schemas/index.d.ts +0 -15
- package/types/schemas/schemas.d.ts +0 -168
- package/types/tools/index.d.ts +0 -17
- package/types/tools/marketData.d.ts +0 -40
- package/types/tools/order.d.ts +0 -12
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
package/build/cjs/MCPLocal.js
CHANGED
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@@ -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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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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@@ -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.
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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@@ -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 (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
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);
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bullishSignals++;
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} else {
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477
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signals.push(
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`\u2717 BEARISH: Price below VWAP (${((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;
|
|
523
|
+
const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
|
|
524
|
+
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
525
|
+
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
526
|
+
const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
|
|
527
|
+
const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
|
|
528
|
+
const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
|
|
529
|
+
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;
|
|
534
|
+
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,
|
|
544
|
+
totalVolume: analysis.totalVolume,
|
|
545
|
+
sessionPerformance: analysis.sessionReturn,
|
|
546
|
+
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 || [
|
|
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
|
|
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
|
|
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
|
-
|
|
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
|
-
|
|
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
|
|
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
|
-
|
|
921
|
-
|
|
922
|
-
|
|
923
|
-
|
|
924
|
-
|
|
925
|
-
|
|
926
|
-
|
|
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
|
|
1607
|
+
async (request) => {
|
|
943
1608
|
const { name, arguments: args } = request.params;
|
|
944
1609
|
const toolHandlers = createToolHandlers(
|
|
945
1610
|
this.parser,
|