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/esm/MCPLocal.mjs
CHANGED
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@@ -1,9 +1,51 @@
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// src/MCPLocal.ts
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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-
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
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import { z } from "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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@@ -87,7 +129,7 @@ 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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@@ -231,19 +273,395 @@ 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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477
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return { bullishSignals, bearishSignals, signals };
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}
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479
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// Generate comprehensive JSON analysis
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480
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generateJSONAnalysis(symbol) {
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481
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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;
|
|
489
|
+
const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
|
|
490
|
+
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
491
|
+
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
492
|
+
const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
|
|
493
|
+
const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
|
|
494
|
+
const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
|
|
495
|
+
const totalScore = signals.bullishSignals - signals.bearishSignals;
|
|
496
|
+
const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
|
|
497
|
+
const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
|
|
498
|
+
const stopLoss = analysis.sessionLow * 0.995;
|
|
499
|
+
const profitTarget = analysis.sessionHigh * 0.995;
|
|
500
|
+
const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
|
|
501
|
+
return {
|
|
502
|
+
symbol,
|
|
503
|
+
timestamp: (/* @__PURE__ */ new Date()).toISOString(),
|
|
504
|
+
marketStructure: {
|
|
505
|
+
currentPrice: analysis.currentPrice,
|
|
506
|
+
startPrice: analysis.startPrice,
|
|
507
|
+
sessionHigh: analysis.sessionHigh,
|
|
508
|
+
sessionLow: analysis.sessionLow,
|
|
509
|
+
rangeWidth,
|
|
510
|
+
totalVolume: analysis.totalVolume,
|
|
511
|
+
sessionPerformance: analysis.sessionReturn,
|
|
512
|
+
positionInRange: analysis.pricePosition
|
|
513
|
+
},
|
|
514
|
+
volatility: {
|
|
515
|
+
impliedVolatility: analysis.volatility,
|
|
516
|
+
maxDrawdown: analysis.maxDrawdown * 100,
|
|
517
|
+
currentDrawdown
|
|
518
|
+
},
|
|
519
|
+
technicalIndicators: {
|
|
520
|
+
sma5: currentSMA5,
|
|
521
|
+
sma10: currentSMA10,
|
|
522
|
+
ema8: currentEMA8,
|
|
523
|
+
ema21: currentEMA21,
|
|
524
|
+
rsi: currentRSI,
|
|
525
|
+
bollingerBands: currentBB ? {
|
|
526
|
+
upper: currentBB.upper,
|
|
527
|
+
middle: currentBB.middle,
|
|
528
|
+
lower: currentBB.lower,
|
|
529
|
+
position: (analysis.currentPrice - currentBB.lower) / (currentBB.upper - currentBB.lower) * 100
|
|
530
|
+
} : null
|
|
531
|
+
},
|
|
532
|
+
volumeAnalysis: {
|
|
533
|
+
currentVolume,
|
|
534
|
+
averageVolume: Math.round(analysis.avgVolume),
|
|
535
|
+
volumeRatio,
|
|
536
|
+
trueVWAP: analysis.trueVWAP,
|
|
537
|
+
priceVsVWAP
|
|
538
|
+
},
|
|
539
|
+
momentum: {
|
|
540
|
+
momentum5: analysis.momentum5,
|
|
541
|
+
momentum10: analysis.momentum10,
|
|
542
|
+
sessionROC: analysis.sessionReturn
|
|
543
|
+
},
|
|
544
|
+
tradingSignals: {
|
|
545
|
+
...signals,
|
|
546
|
+
overallSignal,
|
|
547
|
+
signalScore: totalScore
|
|
548
|
+
},
|
|
549
|
+
riskManagement: {
|
|
550
|
+
targetEntry,
|
|
551
|
+
stopLoss,
|
|
552
|
+
profitTarget,
|
|
553
|
+
riskRewardRatio
|
|
554
|
+
}
|
|
555
|
+
};
|
|
556
|
+
}
|
|
557
|
+
};
|
|
558
|
+
var createTechnicalAnalysisHandler = (marketDataPrices) => {
|
|
559
|
+
return async (args) => {
|
|
560
|
+
try {
|
|
561
|
+
const symbol = args.symbol;
|
|
562
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
563
|
+
if (priceHistory.length === 0) {
|
|
564
|
+
return {
|
|
565
|
+
content: [
|
|
566
|
+
{
|
|
567
|
+
type: "text",
|
|
568
|
+
text: `No price data available for ${symbol}. Please request market data first.`,
|
|
569
|
+
uri: "technicalAnalysis"
|
|
570
|
+
}
|
|
571
|
+
]
|
|
572
|
+
};
|
|
573
|
+
}
|
|
574
|
+
const analyzer = new TechnicalAnalyzer(priceHistory);
|
|
575
|
+
const analysis = analyzer.generateJSONAnalysis(symbol);
|
|
576
|
+
return {
|
|
577
|
+
content: [
|
|
578
|
+
{
|
|
579
|
+
type: "text",
|
|
580
|
+
text: `Technical Analysis for ${symbol}:
|
|
581
|
+
|
|
582
|
+
${JSON.stringify(analysis, null, 2)}`,
|
|
583
|
+
uri: "technicalAnalysis"
|
|
584
|
+
}
|
|
585
|
+
]
|
|
586
|
+
};
|
|
587
|
+
} catch (error) {
|
|
588
|
+
return {
|
|
589
|
+
content: [
|
|
590
|
+
{
|
|
591
|
+
type: "text",
|
|
592
|
+
text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
|
|
593
|
+
uri: "technicalAnalysis"
|
|
594
|
+
}
|
|
595
|
+
],
|
|
596
|
+
isError: true
|
|
597
|
+
};
|
|
598
|
+
}
|
|
599
|
+
};
|
|
600
|
+
};
|
|
601
|
+
|
|
237
602
|
// src/tools/marketData.ts
|
|
238
603
|
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
239
604
|
import QuickChart from "quickchart-js";
|
|
240
605
|
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
241
606
|
return async (args) => {
|
|
242
607
|
try {
|
|
608
|
+
parser.logger.log({
|
|
609
|
+
level: "info",
|
|
610
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
611
|
+
});
|
|
243
612
|
const response = new Promise((resolve) => {
|
|
244
613
|
pendingRequests.set(args.mdReqID, resolve);
|
|
614
|
+
parser.logger.log({
|
|
615
|
+
level: "info",
|
|
616
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
617
|
+
});
|
|
245
618
|
});
|
|
246
|
-
const entryTypes = args.mdEntryTypes || [
|
|
619
|
+
const entryTypes = args.mdEntryTypes || [
|
|
620
|
+
MDEntryType.Bid,
|
|
621
|
+
MDEntryType.Offer,
|
|
622
|
+
MDEntryType.Trade,
|
|
623
|
+
MDEntryType.IndexValue,
|
|
624
|
+
MDEntryType.OpeningPrice,
|
|
625
|
+
MDEntryType.ClosingPrice,
|
|
626
|
+
MDEntryType.SettlementPrice,
|
|
627
|
+
MDEntryType.TradingSessionHighPrice,
|
|
628
|
+
MDEntryType.TradingSessionLowPrice,
|
|
629
|
+
MDEntryType.VWAP,
|
|
630
|
+
MDEntryType.Imbalance,
|
|
631
|
+
MDEntryType.TradeVolume,
|
|
632
|
+
MDEntryType.OpenInterest,
|
|
633
|
+
MDEntryType.CompositeUnderlyingPrice,
|
|
634
|
+
MDEntryType.SimulatedSellPrice,
|
|
635
|
+
MDEntryType.SimulatedBuyPrice,
|
|
636
|
+
MDEntryType.MarginRate,
|
|
637
|
+
MDEntryType.MidPrice,
|
|
638
|
+
MDEntryType.EmptyBook,
|
|
639
|
+
MDEntryType.SettleHighPrice,
|
|
640
|
+
MDEntryType.SettleLowPrice,
|
|
641
|
+
MDEntryType.PriorSettlePrice,
|
|
642
|
+
MDEntryType.SessionHighBid,
|
|
643
|
+
MDEntryType.SessionLowOffer,
|
|
644
|
+
MDEntryType.EarlyPrices,
|
|
645
|
+
MDEntryType.AuctionClearingPrice,
|
|
646
|
+
MDEntryType.SwapValueFactor,
|
|
647
|
+
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
648
|
+
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
649
|
+
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
650
|
+
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
651
|
+
MDEntryType.FixingPrice,
|
|
652
|
+
MDEntryType.CashRate,
|
|
653
|
+
MDEntryType.RecoveryRate,
|
|
654
|
+
MDEntryType.RecoveryRateForLong,
|
|
655
|
+
MDEntryType.RecoveryRateForShort,
|
|
656
|
+
MDEntryType.MarketBid,
|
|
657
|
+
MDEntryType.MarketOffer,
|
|
658
|
+
MDEntryType.ShortSaleMinPrice,
|
|
659
|
+
MDEntryType.PreviousClosingPrice,
|
|
660
|
+
MDEntryType.ThresholdLimitPriceBanding,
|
|
661
|
+
MDEntryType.DailyFinancingValue,
|
|
662
|
+
MDEntryType.AccruedFinancingValue,
|
|
663
|
+
MDEntryType.TWAP
|
|
664
|
+
];
|
|
247
665
|
const messageFields = [
|
|
248
666
|
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
249
667
|
new Field(Fields.SenderCompID, parser.sender),
|
|
@@ -265,6 +683,10 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
|
265
683
|
});
|
|
266
684
|
const mdr = parser.createMessage(...messageFields);
|
|
267
685
|
if (!parser.connected) {
|
|
686
|
+
parser.logger.log({
|
|
687
|
+
level: "error",
|
|
688
|
+
message: "Not connected. Cannot send market data request."
|
|
689
|
+
});
|
|
268
690
|
return {
|
|
269
691
|
content: [
|
|
270
692
|
{
|
|
@@ -276,8 +698,16 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
|
276
698
|
isError: true
|
|
277
699
|
};
|
|
278
700
|
}
|
|
701
|
+
parser.logger.log({
|
|
702
|
+
level: "info",
|
|
703
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
704
|
+
});
|
|
279
705
|
parser.send(mdr);
|
|
280
706
|
const fixData = await response;
|
|
707
|
+
parser.logger.log({
|
|
708
|
+
level: "info",
|
|
709
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
710
|
+
});
|
|
281
711
|
return {
|
|
282
712
|
content: [
|
|
283
713
|
{
|
|
@@ -326,6 +756,9 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
326
756
|
const offerData = priceHistory.map((point) => point.offer);
|
|
327
757
|
const spreadData = priceHistory.map((point) => point.spread);
|
|
328
758
|
const volumeData = priceHistory.map((point) => point.volume);
|
|
759
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
760
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
761
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
329
762
|
const config = {
|
|
330
763
|
type: "line",
|
|
331
764
|
data: {
|
|
@@ -355,6 +788,30 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
355
788
|
fill: false,
|
|
356
789
|
tension: 0.4
|
|
357
790
|
},
|
|
791
|
+
{
|
|
792
|
+
label: "Trade",
|
|
793
|
+
data: tradeData,
|
|
794
|
+
borderColor: "#ffc107",
|
|
795
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
796
|
+
fill: false,
|
|
797
|
+
tension: 0.4
|
|
798
|
+
},
|
|
799
|
+
{
|
|
800
|
+
label: "VWAP",
|
|
801
|
+
data: vwapData,
|
|
802
|
+
borderColor: "#17a2b8",
|
|
803
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
804
|
+
fill: false,
|
|
805
|
+
tension: 0.4
|
|
806
|
+
},
|
|
807
|
+
{
|
|
808
|
+
label: "TWAP",
|
|
809
|
+
data: twapData,
|
|
810
|
+
borderColor: "#6610f2",
|
|
811
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
812
|
+
fill: false,
|
|
813
|
+
tension: 0.4
|
|
814
|
+
},
|
|
358
815
|
{
|
|
359
816
|
label: "Volume",
|
|
360
817
|
data: volumeData,
|
|
@@ -400,7 +857,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
400
857
|
content: [
|
|
401
858
|
{
|
|
402
859
|
type: "text",
|
|
403
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate
|
|
860
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
404
861
|
uri: "getStockGraph"
|
|
405
862
|
}
|
|
406
863
|
],
|
|
@@ -438,7 +895,48 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
438
895
|
bid: point.bid,
|
|
439
896
|
offer: point.offer,
|
|
440
897
|
spread: point.spread,
|
|
441
|
-
volume: point.volume
|
|
898
|
+
volume: point.volume,
|
|
899
|
+
trade: point.trade,
|
|
900
|
+
indexValue: point.indexValue,
|
|
901
|
+
openingPrice: point.openingPrice,
|
|
902
|
+
closingPrice: point.closingPrice,
|
|
903
|
+
settlementPrice: point.settlementPrice,
|
|
904
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
905
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
906
|
+
vwap: point.vwap,
|
|
907
|
+
imbalance: point.imbalance,
|
|
908
|
+
openInterest: point.openInterest,
|
|
909
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
910
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
911
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
912
|
+
marginRate: point.marginRate,
|
|
913
|
+
midPrice: point.midPrice,
|
|
914
|
+
emptyBook: point.emptyBook,
|
|
915
|
+
settleHighPrice: point.settleHighPrice,
|
|
916
|
+
settleLowPrice: point.settleLowPrice,
|
|
917
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
918
|
+
sessionHighBid: point.sessionHighBid,
|
|
919
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
920
|
+
earlyPrices: point.earlyPrices,
|
|
921
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
922
|
+
swapValueFactor: point.swapValueFactor,
|
|
923
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
924
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
925
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
926
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
927
|
+
fixingPrice: point.fixingPrice,
|
|
928
|
+
cashRate: point.cashRate,
|
|
929
|
+
recoveryRate: point.recoveryRate,
|
|
930
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
931
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
932
|
+
marketBid: point.marketBid,
|
|
933
|
+
marketOffer: point.marketOffer,
|
|
934
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
935
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
936
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
937
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
938
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
939
|
+
twap: point.twap
|
|
442
940
|
}))
|
|
443
941
|
},
|
|
444
942
|
null,
|
|
@@ -453,7 +951,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
453
951
|
content: [
|
|
454
952
|
{
|
|
455
953
|
type: "text",
|
|
456
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get
|
|
954
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
457
955
|
uri: "getStockPriceHistory"
|
|
458
956
|
}
|
|
459
957
|
],
|
|
@@ -561,7 +1059,7 @@ Parameters verified:
|
|
|
561
1059
|
- Symbol: ${args.symbol}
|
|
562
1060
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
563
1061
|
|
|
564
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
1062
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
565
1063
|
uri: "verifyOrder"
|
|
566
1064
|
}
|
|
567
1065
|
]
|
|
@@ -757,12 +1255,259 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
|
|
|
757
1255
|
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
758
1256
|
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
759
1257
|
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
760
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
1258
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
|
|
1259
|
+
technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
|
|
761
1260
|
});
|
|
762
1261
|
|
|
1262
|
+
// src/utils/messageHandler.ts
|
|
1263
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
1264
|
+
function getEnumValue(enumObj, name) {
|
|
1265
|
+
return enumObj[name] || name;
|
|
1266
|
+
}
|
|
1267
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
1268
|
+
const msgType = message.messageType;
|
|
1269
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
1270
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
1271
|
+
const fixJson = message.toFIXJSON();
|
|
1272
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
1273
|
+
const data = {
|
|
1274
|
+
timestamp: Date.now(),
|
|
1275
|
+
bid: 0,
|
|
1276
|
+
offer: 0,
|
|
1277
|
+
spread: 0,
|
|
1278
|
+
volume: 0,
|
|
1279
|
+
trade: 0,
|
|
1280
|
+
indexValue: 0,
|
|
1281
|
+
openingPrice: 0,
|
|
1282
|
+
closingPrice: 0,
|
|
1283
|
+
settlementPrice: 0,
|
|
1284
|
+
tradingSessionHighPrice: 0,
|
|
1285
|
+
tradingSessionLowPrice: 0,
|
|
1286
|
+
vwap: 0,
|
|
1287
|
+
imbalance: 0,
|
|
1288
|
+
openInterest: 0,
|
|
1289
|
+
compositeUnderlyingPrice: 0,
|
|
1290
|
+
simulatedSellPrice: 0,
|
|
1291
|
+
simulatedBuyPrice: 0,
|
|
1292
|
+
marginRate: 0,
|
|
1293
|
+
midPrice: 0,
|
|
1294
|
+
emptyBook: 0,
|
|
1295
|
+
settleHighPrice: 0,
|
|
1296
|
+
settleLowPrice: 0,
|
|
1297
|
+
priorSettlePrice: 0,
|
|
1298
|
+
sessionHighBid: 0,
|
|
1299
|
+
sessionLowOffer: 0,
|
|
1300
|
+
earlyPrices: 0,
|
|
1301
|
+
auctionClearingPrice: 0,
|
|
1302
|
+
swapValueFactor: 0,
|
|
1303
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
1304
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1305
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
1306
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1307
|
+
fixingPrice: 0,
|
|
1308
|
+
cashRate: 0,
|
|
1309
|
+
recoveryRate: 0,
|
|
1310
|
+
recoveryRateForLong: 0,
|
|
1311
|
+
recoveryRateForShort: 0,
|
|
1312
|
+
marketBid: 0,
|
|
1313
|
+
marketOffer: 0,
|
|
1314
|
+
shortSaleMinPrice: 0,
|
|
1315
|
+
previousClosingPrice: 0,
|
|
1316
|
+
thresholdLimitPriceBanding: 0,
|
|
1317
|
+
dailyFinancingValue: 0,
|
|
1318
|
+
accruedFinancingValue: 0,
|
|
1319
|
+
twap: 0
|
|
1320
|
+
};
|
|
1321
|
+
for (const entry of entries) {
|
|
1322
|
+
const entryType = entry.MDEntryType;
|
|
1323
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1324
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1325
|
+
const enumValue = getEnumValue(MDEntryType2, entryType);
|
|
1326
|
+
switch (enumValue) {
|
|
1327
|
+
case MDEntryType2.Bid:
|
|
1328
|
+
data.bid = price;
|
|
1329
|
+
break;
|
|
1330
|
+
case MDEntryType2.Offer:
|
|
1331
|
+
data.offer = price;
|
|
1332
|
+
break;
|
|
1333
|
+
case MDEntryType2.Trade:
|
|
1334
|
+
data.trade = price;
|
|
1335
|
+
break;
|
|
1336
|
+
case MDEntryType2.IndexValue:
|
|
1337
|
+
data.indexValue = price;
|
|
1338
|
+
break;
|
|
1339
|
+
case MDEntryType2.OpeningPrice:
|
|
1340
|
+
data.openingPrice = price;
|
|
1341
|
+
break;
|
|
1342
|
+
case MDEntryType2.ClosingPrice:
|
|
1343
|
+
data.closingPrice = price;
|
|
1344
|
+
break;
|
|
1345
|
+
case MDEntryType2.SettlementPrice:
|
|
1346
|
+
data.settlementPrice = price;
|
|
1347
|
+
break;
|
|
1348
|
+
case MDEntryType2.TradingSessionHighPrice:
|
|
1349
|
+
data.tradingSessionHighPrice = price;
|
|
1350
|
+
break;
|
|
1351
|
+
case MDEntryType2.TradingSessionLowPrice:
|
|
1352
|
+
data.tradingSessionLowPrice = price;
|
|
1353
|
+
break;
|
|
1354
|
+
case MDEntryType2.VWAP:
|
|
1355
|
+
data.vwap = price;
|
|
1356
|
+
break;
|
|
1357
|
+
case MDEntryType2.Imbalance:
|
|
1358
|
+
data.imbalance = size;
|
|
1359
|
+
break;
|
|
1360
|
+
case MDEntryType2.TradeVolume:
|
|
1361
|
+
data.volume = size;
|
|
1362
|
+
break;
|
|
1363
|
+
case MDEntryType2.OpenInterest:
|
|
1364
|
+
data.openInterest = size;
|
|
1365
|
+
break;
|
|
1366
|
+
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1367
|
+
data.compositeUnderlyingPrice = price;
|
|
1368
|
+
break;
|
|
1369
|
+
case MDEntryType2.SimulatedSellPrice:
|
|
1370
|
+
data.simulatedSellPrice = price;
|
|
1371
|
+
break;
|
|
1372
|
+
case MDEntryType2.SimulatedBuyPrice:
|
|
1373
|
+
data.simulatedBuyPrice = price;
|
|
1374
|
+
break;
|
|
1375
|
+
case MDEntryType2.MarginRate:
|
|
1376
|
+
data.marginRate = price;
|
|
1377
|
+
break;
|
|
1378
|
+
case MDEntryType2.MidPrice:
|
|
1379
|
+
data.midPrice = price;
|
|
1380
|
+
break;
|
|
1381
|
+
case MDEntryType2.EmptyBook:
|
|
1382
|
+
data.emptyBook = 1;
|
|
1383
|
+
break;
|
|
1384
|
+
case MDEntryType2.SettleHighPrice:
|
|
1385
|
+
data.settleHighPrice = price;
|
|
1386
|
+
break;
|
|
1387
|
+
case MDEntryType2.SettleLowPrice:
|
|
1388
|
+
data.settleLowPrice = price;
|
|
1389
|
+
break;
|
|
1390
|
+
case MDEntryType2.PriorSettlePrice:
|
|
1391
|
+
data.priorSettlePrice = price;
|
|
1392
|
+
break;
|
|
1393
|
+
case MDEntryType2.SessionHighBid:
|
|
1394
|
+
data.sessionHighBid = price;
|
|
1395
|
+
break;
|
|
1396
|
+
case MDEntryType2.SessionLowOffer:
|
|
1397
|
+
data.sessionLowOffer = price;
|
|
1398
|
+
break;
|
|
1399
|
+
case MDEntryType2.EarlyPrices:
|
|
1400
|
+
data.earlyPrices = price;
|
|
1401
|
+
break;
|
|
1402
|
+
case MDEntryType2.AuctionClearingPrice:
|
|
1403
|
+
data.auctionClearingPrice = price;
|
|
1404
|
+
break;
|
|
1405
|
+
case MDEntryType2.SwapValueFactor:
|
|
1406
|
+
data.swapValueFactor = price;
|
|
1407
|
+
break;
|
|
1408
|
+
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1409
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1410
|
+
break;
|
|
1411
|
+
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1412
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1413
|
+
break;
|
|
1414
|
+
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1415
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1416
|
+
break;
|
|
1417
|
+
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1418
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1419
|
+
break;
|
|
1420
|
+
case MDEntryType2.FixingPrice:
|
|
1421
|
+
data.fixingPrice = price;
|
|
1422
|
+
break;
|
|
1423
|
+
case MDEntryType2.CashRate:
|
|
1424
|
+
data.cashRate = price;
|
|
1425
|
+
break;
|
|
1426
|
+
case MDEntryType2.RecoveryRate:
|
|
1427
|
+
data.recoveryRate = price;
|
|
1428
|
+
break;
|
|
1429
|
+
case MDEntryType2.RecoveryRateForLong:
|
|
1430
|
+
data.recoveryRateForLong = price;
|
|
1431
|
+
break;
|
|
1432
|
+
case MDEntryType2.RecoveryRateForShort:
|
|
1433
|
+
data.recoveryRateForShort = price;
|
|
1434
|
+
break;
|
|
1435
|
+
case MDEntryType2.MarketBid:
|
|
1436
|
+
data.marketBid = price;
|
|
1437
|
+
break;
|
|
1438
|
+
case MDEntryType2.MarketOffer:
|
|
1439
|
+
data.marketOffer = price;
|
|
1440
|
+
break;
|
|
1441
|
+
case MDEntryType2.ShortSaleMinPrice:
|
|
1442
|
+
data.shortSaleMinPrice = price;
|
|
1443
|
+
break;
|
|
1444
|
+
case MDEntryType2.PreviousClosingPrice:
|
|
1445
|
+
data.previousClosingPrice = price;
|
|
1446
|
+
break;
|
|
1447
|
+
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1448
|
+
data.thresholdLimitPriceBanding = price;
|
|
1449
|
+
break;
|
|
1450
|
+
case MDEntryType2.DailyFinancingValue:
|
|
1451
|
+
data.dailyFinancingValue = price;
|
|
1452
|
+
break;
|
|
1453
|
+
case MDEntryType2.AccruedFinancingValue:
|
|
1454
|
+
data.accruedFinancingValue = price;
|
|
1455
|
+
break;
|
|
1456
|
+
case MDEntryType2.TWAP:
|
|
1457
|
+
data.twap = price;
|
|
1458
|
+
break;
|
|
1459
|
+
}
|
|
1460
|
+
}
|
|
1461
|
+
data.spread = data.offer - data.bid;
|
|
1462
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1463
|
+
marketDataPrices.set(symbol, []);
|
|
1464
|
+
}
|
|
1465
|
+
const prices = marketDataPrices.get(symbol);
|
|
1466
|
+
prices.push(data);
|
|
1467
|
+
if (prices.length > maxPriceHistory) {
|
|
1468
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1469
|
+
}
|
|
1470
|
+
onPriceUpdate?.(symbol, data);
|
|
1471
|
+
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1472
|
+
if (mdReqID) {
|
|
1473
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1474
|
+
if (callback) {
|
|
1475
|
+
callback(message);
|
|
1476
|
+
pendingRequests.delete(mdReqID);
|
|
1477
|
+
}
|
|
1478
|
+
}
|
|
1479
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
1480
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1481
|
+
const callback = pendingRequests.get(reqId);
|
|
1482
|
+
if (callback) {
|
|
1483
|
+
callback(message);
|
|
1484
|
+
pendingRequests.delete(reqId);
|
|
1485
|
+
}
|
|
1486
|
+
}
|
|
1487
|
+
}
|
|
1488
|
+
|
|
763
1489
|
// src/MCPLocal.ts
|
|
764
|
-
var MCPLocal = class {
|
|
765
|
-
|
|
1490
|
+
var MCPLocal = class extends MCPBase {
|
|
1491
|
+
/**
|
|
1492
|
+
* Map to store verified orders before execution
|
|
1493
|
+
* @private
|
|
1494
|
+
*/
|
|
1495
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1496
|
+
/**
|
|
1497
|
+
* Map to store pending requests and their callbacks
|
|
1498
|
+
* @private
|
|
1499
|
+
*/
|
|
1500
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
1501
|
+
/**
|
|
1502
|
+
* Map to store market data prices for each symbol
|
|
1503
|
+
* @private
|
|
1504
|
+
*/
|
|
1505
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1506
|
+
/**
|
|
1507
|
+
* Maximum number of price history entries to keep per symbol
|
|
1508
|
+
* @private
|
|
1509
|
+
*/
|
|
1510
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
766
1511
|
server = new Server(
|
|
767
1512
|
{
|
|
768
1513
|
name: "fixparser",
|
|
@@ -784,90 +1529,13 @@ var MCPLocal = class {
|
|
|
784
1529
|
}
|
|
785
1530
|
);
|
|
786
1531
|
transport = new StdioServerTransport();
|
|
787
|
-
onReady = void 0;
|
|
788
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
789
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
790
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
791
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
792
|
-
// Maximum number of price points to store per symbol
|
|
793
1532
|
constructor({ logger, onReady }) {
|
|
794
|
-
|
|
1533
|
+
super({ logger, onReady });
|
|
795
1534
|
}
|
|
796
1535
|
async register(parser) {
|
|
797
1536
|
this.parser = parser;
|
|
798
1537
|
this.parser.addOnMessageCallback((message) => {
|
|
799
|
-
this.parser
|
|
800
|
-
level: "info",
|
|
801
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
802
|
-
});
|
|
803
|
-
const msgType = message.messageType;
|
|
804
|
-
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
805
|
-
this.parser?.logger.log({
|
|
806
|
-
level: "info",
|
|
807
|
-
message: `MCP Server handling message type: ${msgType}`
|
|
808
|
-
});
|
|
809
|
-
let id;
|
|
810
|
-
if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
811
|
-
const symbol = message.getField(Fields3.Symbol);
|
|
812
|
-
const entryType = message.getField(Fields3.MDEntryType);
|
|
813
|
-
const price = message.getField(Fields3.MDEntryPx);
|
|
814
|
-
const size = message.getField(Fields3.MDEntrySize);
|
|
815
|
-
const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
|
|
816
|
-
if (symbol?.value && price?.value) {
|
|
817
|
-
const symbolStr = String(symbol.value);
|
|
818
|
-
const priceNum = Number(price.value);
|
|
819
|
-
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
820
|
-
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
821
|
-
const lastEntry = priceHistory[priceHistory.length - 1] || {
|
|
822
|
-
timestamp: 0,
|
|
823
|
-
bid: 0,
|
|
824
|
-
offer: 0,
|
|
825
|
-
spread: 0,
|
|
826
|
-
volume: 0
|
|
827
|
-
};
|
|
828
|
-
const newEntry = {
|
|
829
|
-
timestamp: Number(timestamp),
|
|
830
|
-
bid: entryType?.value === MDEntryType2.Bid ? priceNum : lastEntry.bid,
|
|
831
|
-
offer: entryType?.value === MDEntryType2.Offer ? priceNum : lastEntry.offer,
|
|
832
|
-
spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
833
|
-
volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
|
|
834
|
-
};
|
|
835
|
-
priceHistory.push(newEntry);
|
|
836
|
-
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
837
|
-
priceHistory.shift();
|
|
838
|
-
}
|
|
839
|
-
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
840
|
-
this.parser?.logger.log({
|
|
841
|
-
level: "info",
|
|
842
|
-
message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
|
|
843
|
-
});
|
|
844
|
-
this.server.notification({
|
|
845
|
-
method: "priceUpdate",
|
|
846
|
-
params: {
|
|
847
|
-
symbol: symbolStr,
|
|
848
|
-
...newEntry
|
|
849
|
-
}
|
|
850
|
-
});
|
|
851
|
-
}
|
|
852
|
-
}
|
|
853
|
-
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
854
|
-
const mdReqID = message.getField(Fields3.MDReqID);
|
|
855
|
-
if (mdReqID) id = String(mdReqID.value);
|
|
856
|
-
} else if (msgType === Messages3.ExecutionReport) {
|
|
857
|
-
const clOrdID = message.getField(Fields3.ClOrdID);
|
|
858
|
-
if (clOrdID) id = String(clOrdID.value);
|
|
859
|
-
} else if (msgType === Messages3.Reject) {
|
|
860
|
-
const refSeqNum = message.getField(Fields3.RefSeqNum);
|
|
861
|
-
if (refSeqNum) id = String(refSeqNum.value);
|
|
862
|
-
}
|
|
863
|
-
if (id) {
|
|
864
|
-
const callback = this.pendingRequests.get(id);
|
|
865
|
-
if (callback) {
|
|
866
|
-
callback(message);
|
|
867
|
-
this.pendingRequests.delete(id);
|
|
868
|
-
}
|
|
869
|
-
}
|
|
870
|
-
}
|
|
1538
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
871
1539
|
});
|
|
872
1540
|
this.addWorkflows();
|
|
873
1541
|
await this.server.connect(this.transport);
|
|
@@ -882,18 +1550,15 @@ var MCPLocal = class {
|
|
|
882
1550
|
if (!this.server) {
|
|
883
1551
|
return;
|
|
884
1552
|
}
|
|
885
|
-
this.server.setRequestHandler(
|
|
886
|
-
|
|
887
|
-
|
|
888
|
-
|
|
889
|
-
|
|
890
|
-
|
|
891
|
-
|
|
892
|
-
|
|
893
|
-
|
|
894
|
-
};
|
|
895
|
-
}
|
|
896
|
-
);
|
|
1553
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
1554
|
+
return {
|
|
1555
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1556
|
+
name,
|
|
1557
|
+
description,
|
|
1558
|
+
inputSchema: schema
|
|
1559
|
+
}))
|
|
1560
|
+
};
|
|
1561
|
+
});
|
|
897
1562
|
this.server.setRequestHandler(
|
|
898
1563
|
z.object({
|
|
899
1564
|
method: z.literal("tools/call"),
|
|
@@ -905,7 +1570,7 @@ var MCPLocal = class {
|
|
|
905
1570
|
}).optional()
|
|
906
1571
|
})
|
|
907
1572
|
}),
|
|
908
|
-
async (request
|
|
1573
|
+
async (request) => {
|
|
909
1574
|
const { name, arguments: args } = request.params;
|
|
910
1575
|
const toolHandlers = createToolHandlers(
|
|
911
1576
|
this.parser,
|