fixparser-plugin-mcp 9.1.7-33c7782a → 9.1.7-38cee007

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Files changed (25) hide show
  1. package/build/cjs/MCPLocal.js +1555 -627
  2. package/build/cjs/MCPLocal.js.map +4 -4
  3. package/build/cjs/MCPRemote.js +1618 -435
  4. package/build/cjs/MCPRemote.js.map +4 -4
  5. package/build/cjs/index.js +1917 -0
  6. package/build/cjs/index.js.map +7 -0
  7. package/build/esm/MCPLocal.mjs +1545 -642
  8. package/build/esm/MCPLocal.mjs.map +4 -4
  9. package/build/esm/MCPRemote.mjs +1608 -444
  10. package/build/esm/MCPRemote.mjs.map +4 -4
  11. package/build/esm/index.mjs +1879 -0
  12. package/build/esm/index.mjs.map +7 -0
  13. package/build-examples/cjs/example_mcp_local.js +16 -4
  14. package/build-examples/cjs/example_mcp_local.js.map +4 -4
  15. package/build-examples/cjs/example_mcp_remote.js +18 -0
  16. package/build-examples/cjs/example_mcp_remote.js.map +7 -0
  17. package/build-examples/esm/example_mcp_local.mjs +16 -4
  18. package/build-examples/esm/example_mcp_local.mjs.map +4 -4
  19. package/build-examples/esm/example_mcp_remote.mjs +18 -0
  20. package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
  21. package/package.json +10 -10
  22. package/types/MCPLocal.d.ts +0 -14
  23. package/types/MCPRemote.d.ts +0 -60
  24. package/types/PluginOptions.d.ts +0 -6
  25. package/types/index.d.ts +0 -3
package/build/cjs/MCPLocal.js CHANGED
@@ -1,7 +1,9 @@
1
1
  "use strict";
2
+ var __create = Object.create;
2
3
  var __defProp = Object.defineProperty;
3
4
  var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
4
5
  var __getOwnPropNames = Object.getOwnPropertyNames;
6
+ var __getProtoOf = Object.getPrototypeOf;
5
7
  var __hasOwnProp = Object.prototype.hasOwnProperty;
6
8
  var __export = (target, all) => {
7
9
  for (var name in all)
@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
15
17
  }
16
18
  return to;
17
19
  };
20
+ var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
21
+ // If the importer is in node compatibility mode or this is not an ESM
22
+ // file that has been converted to a CommonJS file using a Babel-
23
+ // compatible transform (i.e. "__esModule" has not been set), then set
24
+ // "default" to the CommonJS "module.exports" for node compatibility.
25
+ isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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+ mod
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+ ));
18
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  var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
19
29
 
20
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  // src/MCPLocal.ts
@@ -25,685 +35,1603 @@ __export(MCPLocal_exports, {
25
35
  module.exports = __toCommonJS(MCPLocal_exports);
26
36
  var import_server = require("@modelcontextprotocol/sdk/server/index.js");
27
37
  var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
28
- var import_types = require("@modelcontextprotocol/sdk/types.js");
29
- var import_fixparser = require("fixparser");
30
- var parseInputSchema = {
31
- type: "object",
32
- properties: {
33
- fixString: {
34
- type: "string",
35
- description: "FIX message string to parse"
38
+ var import_zod = require("zod");
39
+
40
+ // src/MCPBase.ts
41
+ var MCPBase = class {
42
+ /**
43
+ * Optional logger instance for diagnostics and output.
44
+ * @protected
45
+ */
46
+ logger;
47
+ /**
48
+ * FIXParser instance, set during plugin register().
49
+ * @protected
50
+ */
51
+ parser;
52
+ /**
53
+ * Called when server is setup and listening.
54
+ * @protected
55
+ */
56
+ onReady = void 0;
57
+ /**
58
+ * Map to store verified orders before execution
59
+ * @protected
60
+ */
61
+ verifiedOrders = /* @__PURE__ */ new Map();
62
+ /**
63
+ * Map to store pending market data requests
64
+ * @protected
65
+ */
66
+ pendingRequests = /* @__PURE__ */ new Map();
67
+ /**
68
+ * Map to store market data prices
69
+ * @protected
70
+ */
71
+ marketDataPrices = /* @__PURE__ */ new Map();
72
+ /**
73
+ * Maximum number of price history entries to keep per symbol
74
+ * @protected
75
+ */
76
+ MAX_PRICE_HISTORY = 1e5;
77
+ constructor({ logger, onReady }) {
78
+ this.logger = logger;
79
+ this.onReady = onReady;
80
+ }
81
+ };
82
+
83
+ // src/schemas/schemas.ts
84
+ var toolSchemas = {
85
+ parse: {
86
+ description: "Parses a FIX message and describes it in plain language",
87
+ schema: {
88
+ type: "object",
89
+ properties: {
90
+ fixString: { type: "string" }
91
+ },
92
+ required: ["fixString"]
36
93
  }
37
94
  },
38
- required: ["fixString"]
39
- };
40
- var parseToJSONInputSchema = {
41
- type: "object",
42
- properties: {
43
- fixString: {
44
- type: "string",
45
- description: "FIX message string to parse"
95
+ parseToJSON: {
96
+ description: "Parses a FIX message into JSON",
97
+ schema: {
98
+ type: "object",
99
+ properties: {
100
+ fixString: { type: "string" }
101
+ },
102
+ required: ["fixString"]
46
103
  }
47
104
  },
48
- required: ["fixString"]
49
- };
50
- var newOrderSingleInputSchema = {
51
- type: "object",
52
- properties: {
53
- clOrdID: {
54
- type: "string",
55
- description: "Client Order ID"
56
- },
57
- handlInst: {
58
- type: "string",
59
- enum: ["1", "2", "3"],
60
- default: import_fixparser.HandlInst.AutomatedExecutionNoIntervention,
61
- description: 'Handling instruction (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "1" for Manual, "2" for Automated, "3" for AutomatedNoIntervention)'
62
- },
63
- quantity: {
64
- type: "number",
65
- description: "Order quantity"
66
- },
67
- price: {
68
- type: "number",
69
- description: "Order price"
70
- },
71
- ordType: {
72
- type: "string",
73
- enum: [
74
- "1",
75
- "2",
76
- "3",
77
- "4",
78
- "5",
79
- "6",
80
- "7",
81
- "8",
82
- "9",
83
- "A",
84
- "B",
85
- "C",
86
- "D",
87
- "E",
88
- "F",
89
- "G",
90
- "H",
91
- "I",
92
- "J",
93
- "K",
94
- "L",
95
- "M",
96
- "P",
97
- "Q",
98
- "R",
99
- "S"
100
- ],
101
- default: import_fixparser.OrdType.Market,
102
- description: 'Order type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "1" for Market, "2" for Limit, "3" for Stop)'
103
- },
104
- side: {
105
- type: "string",
106
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
107
- description: 'Order side (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "1" for Buy, "2" for Sell, "3" for BuyMinus, "4" for SellPlus, "5" for SellShort, "6" for SellShortExempt, "7" for Undisclosed, "8" for Cross, "9" for CrossShort, "A" for CrossShortExempt, "B" for AsDefined, "C" for Opposite, "D" for Subscribe, "E" for Redeem, "F" for Lend, "G" for Borrow, "H" for SellUndisclosed)'
108
- },
109
- symbol: {
110
- type: "string",
111
- description: "Trading symbol"
112
- },
113
- timeInForce: {
114
- type: "string",
115
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
116
- default: import_fixparser.TimeInForce.Day,
117
- description: 'Time in force (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Day, "1" for Good Till Cancel, "2" for At Opening, "3" for Immediate or Cancel, "4" for Fill or Kill, "5" for Good Till Crossing, "6" for Good Till Date)'
105
+ verifyOrder: {
106
+ description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
107
+ schema: {
108
+ type: "object",
109
+ properties: {
110
+ clOrdID: { type: "string" },
111
+ handlInst: {
112
+ type: "string",
113
+ enum: ["1", "2", "3"],
114
+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
115
+ },
116
+ quantity: { type: "string" },
117
+ price: { type: "string" },
118
+ ordType: {
119
+ type: "string",
120
+ enum: [
121
+ "1",
122
+ "2",
123
+ "3",
124
+ "4",
125
+ "5",
126
+ "6",
127
+ "7",
128
+ "8",
129
+ "9",
130
+ "A",
131
+ "B",
132
+ "C",
133
+ "D",
134
+ "E",
135
+ "F",
136
+ "G",
137
+ "H",
138
+ "I",
139
+ "J",
140
+ "K",
141
+ "L",
142
+ "M",
143
+ "P",
144
+ "Q",
145
+ "R",
146
+ "S"
147
+ ],
148
+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
149
+ },
150
+ side: {
151
+ type: "string",
152
+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
153
+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
154
+ },
155
+ symbol: { type: "string" },
156
+ timeInForce: {
157
+ type: "string",
158
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
159
+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
160
+ }
161
+ },
162
+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
118
163
  }
119
164
  },
120
- required: ["clOrdID", "quantity", "price", "side", "symbol"]
121
- };
122
- var marketDataRequestInputSchema = {
123
- type: "object",
124
- properties: {
125
- mdUpdateType: {
126
- type: "string",
127
- enum: ["0", "1"],
128
- default: "0",
129
- description: 'Market data update type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for FullRefresh, "1" for IncrementalRefresh)'
130
- },
131
- symbol: {
132
- type: "string",
133
- description: "Trading symbol"
134
- },
135
- mdReqID: {
136
- type: "string",
137
- description: "Market data request ID"
138
- },
139
- subscriptionRequestType: {
140
- type: "string",
141
- enum: ["0", "1", "2"],
142
- default: import_fixparser.SubscriptionRequestType.SnapshotAndUpdates,
143
- description: 'Subscription request type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Snapshot + Updates, "1" for Snapshot, "2" for Unsubscribe)'
144
- },
145
- mdEntryType: {
146
- type: "string",
147
- enum: [
148
- "0",
149
- "1",
150
- "2",
151
- "3",
152
- "4",
153
- "5",
154
- "6",
155
- "7",
156
- "8",
157
- "9",
158
- "A",
159
- "B",
160
- "C",
161
- "D",
162
- "E",
163
- "F",
164
- "G",
165
- "H",
166
- "J",
167
- "K",
168
- "L",
169
- "M",
170
- "N",
171
- "O",
172
- "P",
173
- "Q",
174
- "S",
175
- "R",
176
- "T",
177
- "U",
178
- "V",
179
- "W",
180
- "X",
181
- "Y",
182
- "Z",
183
- "a",
184
- "b",
185
- "c",
186
- "d",
187
- "e",
188
- "g",
189
- "h",
190
- "i",
191
- "t"
192
- ],
193
- default: import_fixparser.MDEntryType.Bid,
194
- description: 'Market data entry type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Bid, "1" for Offer, "2" for Trade, "3" for Index Value, "4" for Opening Price)'
165
+ executeOrder: {
166
+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
167
+ schema: {
168
+ type: "object",
169
+ properties: {
170
+ clOrdID: { type: "string" },
171
+ handlInst: {
172
+ type: "string",
173
+ enum: ["1", "2", "3"],
174
+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
175
+ },
176
+ quantity: { type: "string" },
177
+ price: { type: "string" },
178
+ ordType: {
179
+ type: "string",
180
+ enum: [
181
+ "1",
182
+ "2",
183
+ "3",
184
+ "4",
185
+ "5",
186
+ "6",
187
+ "7",
188
+ "8",
189
+ "9",
190
+ "A",
191
+ "B",
192
+ "C",
193
+ "D",
194
+ "E",
195
+ "F",
196
+ "G",
197
+ "H",
198
+ "I",
199
+ "J",
200
+ "K",
201
+ "L",
202
+ "M",
203
+ "P",
204
+ "Q",
205
+ "R",
206
+ "S"
207
+ ],
208
+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
209
+ },
210
+ side: {
211
+ type: "string",
212
+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
213
+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
214
+ },
215
+ symbol: { type: "string" },
216
+ timeInForce: {
217
+ type: "string",
218
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
219
+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
220
+ }
221
+ },
222
+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
195
223
  }
196
224
  },
197
- required: ["symbol", "mdReqID"]
225
+ marketDataRequest: {
226
+ description: "Requests market data for specified symbols",
227
+ schema: {
228
+ type: "object",
229
+ properties: {
230
+ mdUpdateType: {
231
+ type: "string",
232
+ enum: ["0", "1"],
233
+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
234
+ },
235
+ symbols: { type: "array", items: { type: "string" } },
236
+ mdReqID: { type: "string" },
237
+ subscriptionRequestType: {
238
+ type: "string",
239
+ enum: ["0", "1", "2"],
240
+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
241
+ },
242
+ mdEntryTypes: {
243
+ type: "array",
244
+ items: {
245
+ type: "string",
246
+ enum: [
247
+ "0",
248
+ "1",
249
+ "2",
250
+ "3",
251
+ "4",
252
+ "5",
253
+ "6",
254
+ "7",
255
+ "8",
256
+ "9",
257
+ "A",
258
+ "B",
259
+ "C",
260
+ "D",
261
+ "E",
262
+ "F",
263
+ "G",
264
+ "H",
265
+ "I",
266
+ "J",
267
+ "K",
268
+ "L",
269
+ "M",
270
+ "N",
271
+ "O",
272
+ "P",
273
+ "Q",
274
+ "R",
275
+ "S",
276
+ "T",
277
+ "U",
278
+ "V",
279
+ "W",
280
+ "X",
281
+ "Y",
282
+ "Z"
283
+ ]
284
+ },
285
+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
286
+ }
287
+ },
288
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
289
+ }
290
+ },
291
+ getStockGraph: {
292
+ description: "Generates a price chart for a given symbol",
293
+ schema: {
294
+ type: "object",
295
+ properties: {
296
+ symbol: { type: "string" }
297
+ },
298
+ required: ["symbol"]
299
+ }
300
+ },
301
+ getStockPriceHistory: {
302
+ description: "Returns price history for a given symbol",
303
+ schema: {
304
+ type: "object",
305
+ properties: {
306
+ symbol: { type: "string" }
307
+ },
308
+ required: ["symbol"]
309
+ }
310
+ },
311
+ technicalAnalysis: {
312
+ description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
313
+ schema: {
314
+ type: "object",
315
+ properties: {
316
+ symbol: {
317
+ type: "string",
318
+ description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
319
+ }
320
+ },
321
+ required: ["symbol"]
322
+ }
323
+ }
198
324
  };
199
- var MCPLocal = class {
200
- logger;
201
- parser;
202
- server = new import_server.Server(
203
- {
204
- name: "fixparser",
205
- version: "1.0.0"
206
- },
207
- {
208
- capabilities: {
209
- tools: {},
210
- prompts: {},
211
- resources: {}
212
- }
325
+
326
+ // src/tools/analytics.ts
327
+ function sum(numbers) {
328
+ return numbers.reduce((acc, val) => acc + val, 0);
329
+ }
330
+ var TechnicalAnalyzer = class {
331
+ prices;
332
+ volumes;
333
+ highs;
334
+ lows;
335
+ constructor(data) {
336
+ this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
337
+ this.volumes = data.map((d) => d.volume);
338
+ this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
339
+ this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
340
+ }
341
+ // Calculate Simple Moving Average
342
+ calculateSMA(data, period) {
343
+ const sma = [];
344
+ for (let i = period - 1; i < data.length; i++) {
345
+ const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
346
+ sma.push(sum2 / period);
213
347
  }
214
- );
215
- transport = new import_stdio.StdioServerTransport();
216
- onReady = void 0;
217
- pendingRequests = /* @__PURE__ */ new Map();
218
- constructor({ logger, onReady }) {
219
- if (logger && !logger.silent) {
220
- this.logger = logger;
348
+ return sma;
349
+ }
350
+ // Calculate Exponential Moving Average
351
+ calculateEMA(data, period) {
352
+ const multiplier = 2 / (period + 1);
353
+ const ema = [data[0]];
354
+ for (let i = 1; i < data.length; i++) {
355
+ ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
221
356
  }
222
- if (onReady) this.onReady = onReady;
357
+ return ema;
223
358
  }
224
- async register(parser) {
225
- this.parser = parser;
226
- if (parser.logger && !parser.logger.silent) {
227
- this.logger = parser.logger;
359
+ // Calculate RSI
360
+ calculateRSI(data, period = 14) {
361
+ if (data.length < period + 1) return [];
362
+ const changes = [];
363
+ for (let i = 1; i < data.length; i++) {
364
+ changes.push(data[i] - data[i - 1]);
228
365
  }
229
- this.parser.addOnMessageCallback((message) => {
230
- const msgType = message.messageType;
231
- if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
232
- const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
233
- if (idField) {
234
- const id = idField.value;
235
- if (typeof id === "string" || typeof id === "number") {
236
- const callback = this.pendingRequests.get(String(id));
237
- if (callback) {
238
- callback(message);
239
- this.pendingRequests.delete(String(id));
240
- }
241
- }
242
- }
243
- }
244
- });
245
- this.addWorkflows();
246
- await this.server.connect(this.transport);
247
- if (this.onReady) {
248
- this.onReady();
366
+ const gains = changes.map((change) => change > 0 ? change : 0);
367
+ const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
368
+ let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
369
+ let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
370
+ const rsi = [];
371
+ for (let i = period; i < changes.length; i++) {
372
+ const rs = avgGain / avgLoss;
373
+ rsi.push(100 - 100 / (1 + rs));
374
+ avgGain = (avgGain * (period - 1) + gains[i]) / period;
375
+ avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
249
376
  }
377
+ return rsi;
250
378
  }
251
- addWorkflows() {
252
- if (!this.parser) {
253
- this.logger?.log({
254
- level: "error",
255
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
379
+ // Calculate Bollinger Bands
380
+ calculateBollingerBands(data, period = 20, stdDev = 2) {
381
+ if (data.length < period) return [];
382
+ const sma = this.calculateSMA(data, period);
383
+ const bands = [];
384
+ for (let i = 0; i < sma.length; i++) {
385
+ const dataSlice = data.slice(i, i + period);
386
+ const mean = sma[i];
387
+ const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
388
+ const standardDeviation = Math.sqrt(variance);
389
+ bands.push({
390
+ upper: mean + standardDeviation * stdDev,
391
+ middle: mean,
392
+ lower: mean - standardDeviation * stdDev
256
393
  });
257
- return;
258
394
  }
259
- if (!this.server) {
260
- this.logger?.log({
261
- level: "error",
262
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
263
- });
264
- return;
395
+ return bands;
396
+ }
397
+ // Calculate maximum drawdown
398
+ calculateMaxDrawdown(prices) {
399
+ let maxPrice = prices[0];
400
+ let maxDrawdown = 0;
401
+ for (let i = 1; i < prices.length; i++) {
402
+ if (prices[i] > maxPrice) {
403
+ maxPrice = prices[i];
404
+ }
405
+ const drawdown = (maxPrice - prices[i]) / maxPrice;
406
+ if (drawdown > maxDrawdown) {
407
+ maxDrawdown = drawdown;
408
+ }
265
409
  }
266
- const validateArgs = (args, schema) => {
267
- const result = {};
268
- for (const [key, propSchema] of Object.entries(schema.properties || {})) {
269
- const prop = propSchema;
270
- const value = args?.[key];
271
- if (prop.required && (value === void 0 || value === null)) {
272
- throw new Error(`Required property '${key}' is missing`);
273
- }
274
- if (value !== void 0) {
275
- result[key] = value;
276
- } else if (prop.default !== void 0) {
277
- result[key] = prop.default;
278
- }
410
+ return maxDrawdown;
411
+ }
412
+ // Calculate price changes for volatility
413
+ calculatePriceChanges() {
414
+ const changes = [];
415
+ for (let i = 1; i < this.prices.length; i++) {
416
+ changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
417
+ }
418
+ return changes;
419
+ }
420
+ // Generate comprehensive market analysis
421
+ analyze() {
422
+ const currentPrice = this.prices[this.prices.length - 1];
423
+ const startPrice = this.prices[0];
424
+ const sessionHigh = Math.max(...this.highs);
425
+ const sessionLow = Math.min(...this.lows);
426
+ const totalVolume = sum(this.volumes);
427
+ const avgVolume = totalVolume / this.volumes.length;
428
+ const priceChanges = this.calculatePriceChanges();
429
+ const volatility = priceChanges.length > 0 ? Math.sqrt(
430
+ priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
431
+ ) * Math.sqrt(252) * 100 : 0;
432
+ const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
433
+ const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
434
+ const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
435
+ 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;
436
+ 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;
437
+ const maxDrawdown = this.calculateMaxDrawdown(this.prices);
438
+ return {
439
+ currentPrice,
440
+ startPrice,
441
+ sessionHigh,
442
+ sessionLow,
443
+ totalVolume,
444
+ avgVolume,
445
+ volatility,
446
+ sessionReturn,
447
+ pricePosition,
448
+ trueVWAP,
449
+ momentum5,
450
+ momentum10,
451
+ maxDrawdown
452
+ };
453
+ }
454
+ // Generate technical indicators
455
+ getTechnicalIndicators() {
456
+ return {
457
+ sma5: this.calculateSMA(this.prices, 5),
458
+ sma10: this.calculateSMA(this.prices, 10),
459
+ ema8: this.calculateEMA(this.prices, 8),
460
+ ema21: this.calculateEMA(this.prices, 21),
461
+ rsi: this.calculateRSI(this.prices, 14),
462
+ bollinger: this.calculateBollingerBands(this.prices, 20, 2)
463
+ };
464
+ }
465
+ // Generate trading signals
466
+ generateSignals() {
467
+ const analysis = this.analyze();
468
+ let bullishSignals = 0;
469
+ let bearishSignals = 0;
470
+ const signals = [];
471
+ if (analysis.currentPrice > analysis.trueVWAP) {
472
+ signals.push(
473
+ `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
474
+ );
475
+ bullishSignals++;
476
+ } else {
477
+ signals.push(
478
+ `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
479
+ );
480
+ bearishSignals++;
481
+ }
482
+ if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
483
+ signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
484
+ bullishSignals++;
485
+ } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
486
+ signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
487
+ bearishSignals++;
488
+ } else {
489
+ signals.push("\u25D0 MIXED: Conflicting momentum signals");
490
+ }
491
+ const currentVolume = this.volumes[this.volumes.length - 1];
492
+ const volumeRatio = currentVolume / analysis.avgVolume;
493
+ if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
494
+ signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
495
+ bullishSignals++;
496
+ } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
497
+ signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
498
+ bearishSignals++;
499
+ } else {
500
+ signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
501
+ }
502
+ if (analysis.pricePosition > 65 && analysis.volatility > 30) {
503
+ signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
504
+ bearishSignals++;
505
+ } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
506
+ signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
507
+ bullishSignals++;
508
+ } else {
509
+ signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
510
+ }
511
+ return { bullishSignals, bearishSignals, signals };
512
+ }
513
+ // Generate comprehensive JSON analysis
514
+ generateJSONAnalysis(symbol) {
515
+ const analysis = this.analyze();
516
+ const indicators = this.getTechnicalIndicators();
517
+ const signals = this.generateSignals();
518
+ const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
519
+ const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
520
+ const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
521
+ const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
522
+ 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
279
588
  }
280
- return result;
281
589
  };
282
- this.server.setRequestHandler(import_types.ListResourcesRequestSchema, async () => {
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);
283
610
  return {
284
- resources: []
611
+ content: [
612
+ {
613
+ type: "text",
614
+ text: `Technical Analysis for ${symbol}:
615
+
616
+ ${JSON.stringify(analysis, null, 2)}`,
617
+ uri: "technicalAnalysis"
618
+ }
619
+ ]
285
620
  };
286
- });
287
- this.server.setRequestHandler(import_types.ListToolsRequestSchema, async () => {
621
+ } catch (error) {
288
622
  return {
289
- tools: [
290
- {
291
- name: "parse",
292
- description: "Parses a FIX message and describes it in plain language",
293
- inputSchema: parseInputSchema
294
- },
295
- {
296
- name: "parseToJSON",
297
- description: "Parses a FIX message into JSON",
298
- inputSchema: parseToJSONInputSchema
299
- },
623
+ content: [
300
624
  {
301
- name: "newOrderSingle",
302
- description: "Creates and sends a New Order Single",
303
- inputSchema: newOrderSingleInputSchema
304
- },
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
+
636
+ // src/tools/marketData.ts
637
+ var import_fixparser = require("fixparser");
638
+ var import_quickchart_js = __toESM(require("quickchart-js"), 1);
639
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
640
+ return async (args) => {
641
+ try {
642
+ parser.logger.log({
643
+ level: "info",
644
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
645
+ });
646
+ const response = new Promise((resolve) => {
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
+ });
652
+ });
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
+ ];
699
+ const messageFields = [
700
+ new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
701
+ new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
702
+ new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
703
+ new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
704
+ new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
705
+ new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
706
+ new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
707
+ new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
708
+ new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
709
+ ];
710
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
711
+ args.symbols.forEach((symbol) => {
712
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
713
+ });
714
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
715
+ entryTypes.forEach((entryType) => {
716
+ messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
717
+ });
718
+ const mdr = parser.createMessage(...messageFields);
719
+ if (!parser.connected) {
720
+ parser.logger.log({
721
+ level: "error",
722
+ message: "Not connected. Cannot send market data request."
723
+ });
724
+ return {
725
+ content: [
726
+ {
727
+ type: "text",
728
+ text: "Error: Not connected. Ignoring message.",
729
+ uri: "marketDataRequest"
730
+ }
731
+ ],
732
+ isError: true
733
+ };
734
+ }
735
+ parser.logger.log({
736
+ level: "info",
737
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
738
+ });
739
+ parser.send(mdr);
740
+ const fixData = await response;
741
+ parser.logger.log({
742
+ level: "info",
743
+ message: `Received market data response for request ID: ${args.mdReqID}`
744
+ });
745
+ return {
746
+ content: [
305
747
  {
306
- name: "marketDataRequest",
307
- description: "Sends a request for Market Data with the given symbol",
308
- inputSchema: marketDataRequestInputSchema
748
+ type: "text",
749
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
750
+ uri: "marketDataRequest"
309
751
  }
310
752
  ]
311
753
  };
312
- });
313
- this.server.setRequestHandler(import_types.CallToolRequestSchema, async (request) => {
314
- const { name, arguments: args } = request.params;
315
- switch (name) {
316
- case "parse": {
317
- try {
318
- const { fixString } = validateArgs(args, parseInputSchema);
319
- const parsedMessage = this.parser?.parse(fixString);
320
- if (!parsedMessage || parsedMessage.length === 0) {
321
- return {
322
- isError: true,
323
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
324
- };
325
- }
326
- return {
327
- content: [
328
- {
329
- type: "text",
330
- text: `${parsedMessage[0].description}
331
- ${parsedMessage[0].messageTypeDescription}`
332
- }
333
- ]
334
- };
335
- } catch (error) {
336
- return {
337
- isError: true,
338
- content: [
339
- {
340
- type: "text",
341
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
342
- }
343
- ]
344
- };
754
+ } catch (error) {
755
+ return {
756
+ content: [
757
+ {
758
+ type: "text",
759
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
760
+ uri: "marketDataRequest"
345
761
  }
346
- }
347
- case "parseToJSON": {
348
- try {
349
- const { fixString } = validateArgs(args, parseToJSONInputSchema);
350
- const parsedMessage = this.parser?.parse(fixString);
351
- if (!parsedMessage || parsedMessage.length === 0) {
352
- return {
353
- isError: true,
354
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
355
- };
762
+ ],
763
+ isError: true
764
+ };
765
+ }
766
+ };
767
+ };
768
+ var createGetStockGraphHandler = (marketDataPrices) => {
769
+ return async (args) => {
770
+ try {
771
+ const symbol = args.symbol;
772
+ const priceHistory = marketDataPrices.get(symbol) || [];
773
+ if (priceHistory.length === 0) {
774
+ return {
775
+ content: [
776
+ {
777
+ type: "text",
778
+ text: `No price data available for ${symbol}`,
779
+ uri: "getStockGraph"
356
780
  }
357
- return {
358
- content: [
359
- {
360
- type: "text",
361
- text: `${parsedMessage[0].toFIXJSON()}`
362
- }
363
- ]
364
- };
365
- } catch (error) {
366
- return {
367
- isError: true,
368
- content: [
369
- {
370
- type: "text",
371
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
372
- }
373
- ]
374
- };
375
- }
376
- }
377
- case "newOrderSingle": {
378
- try {
379
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = validateArgs(args, newOrderSingleInputSchema);
380
- const response = new Promise((resolve) => {
381
- this.pendingRequests.set(clOrdID, resolve);
382
- });
383
- const order = this.parser?.createMessage(
384
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
385
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
386
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
387
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
388
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
389
- new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
390
- new import_fixparser.Field(import_fixparser.Fields.Side, side),
391
- new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
392
- new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
393
- new import_fixparser.Field(import_fixparser.Fields.Price, price),
394
- new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
395
- new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
396
- new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
397
- new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
398
- );
399
- if (!this.parser?.connected) {
400
- this.logger?.log({
401
- level: "error",
402
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
403
- });
404
- return {
405
- isError: true,
406
- content: [
407
- {
408
- type: "text",
409
- text: "Error: Not connected. Ignoring message."
410
- }
411
- ]
412
- };
781
+ ]
782
+ };
783
+ }
784
+ const chart = new import_quickchart_js.default();
785
+ chart.setWidth(1200);
786
+ chart.setHeight(600);
787
+ chart.setBackgroundColor("transparent");
788
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
789
+ const bidData = priceHistory.map((point) => point.bid);
790
+ const offerData = priceHistory.map((point) => point.offer);
791
+ const spreadData = priceHistory.map((point) => point.spread);
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);
796
+ const config = {
797
+ type: "line",
798
+ data: {
799
+ labels,
800
+ datasets: [
801
+ {
802
+ label: "Bid",
803
+ data: bidData,
804
+ borderColor: "#28a745",
805
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
806
+ fill: false,
807
+ tension: 0.4
808
+ },
809
+ {
810
+ label: "Offer",
811
+ data: offerData,
812
+ borderColor: "#dc3545",
813
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
814
+ fill: false,
815
+ tension: 0.4
816
+ },
817
+ {
818
+ label: "Spread",
819
+ data: spreadData,
820
+ borderColor: "#6c757d",
821
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
822
+ fill: false,
823
+ tension: 0.4
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
+ },
849
+ {
850
+ label: "Volume",
851
+ data: volumeData,
852
+ borderColor: "#007bff",
853
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
854
+ fill: true,
855
+ tension: 0.4
856
+ }
857
+ ]
858
+ },
859
+ options: {
860
+ responsive: true,
861
+ plugins: {
862
+ title: {
863
+ display: true,
864
+ text: `${symbol} Market Data`
865
+ }
866
+ },
867
+ scales: {
868
+ y: {
869
+ beginAtZero: false
413
870
  }
414
- this.parser?.send(order);
415
- this.logger?.log({
416
- level: "info",
417
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
418
- });
419
- const fixData = await response;
420
- return {
421
- content: [
422
- {
423
- type: "text",
424
- text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
425
- }
426
- ]
427
- };
428
- } catch (error) {
429
- return {
430
- isError: true,
431
- content: [
432
- {
433
- type: "text",
434
- text: `Error: ${error instanceof Error ? error.message : "Failed to create order"}`
435
- }
436
- ]
437
- };
438
871
  }
439
872
  }
440
- case "marketDataRequest": {
441
- try {
442
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(
443
- args,
444
- marketDataRequestInputSchema
445
- );
446
- const response = new Promise((resolve) => {
447
- this.pendingRequests.set(mdReqID, resolve);
448
- });
449
- const marketDataRequest = this.parser?.createMessage(
450
- new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
451
- new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
452
- new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
453
- new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
454
- new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
455
- new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
456
- new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
457
- new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
458
- new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
459
- new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
460
- new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
461
- new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
462
- new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
463
- );
464
- if (!this.parser?.connected) {
465
- this.logger?.log({
466
- level: "error",
467
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
468
- });
469
- return {
470
- isError: true,
471
- content: [
472
- {
473
- type: "text",
474
- text: "Error: Not connected. Ignoring message."
475
- }
476
- ]
477
- };
873
+ };
874
+ chart.setConfig(config);
875
+ const imageBuffer = await chart.toBinary();
876
+ const base64 = imageBuffer.toString("base64");
877
+ return {
878
+ content: [
879
+ {
880
+ type: "resource",
881
+ resource: {
882
+ uri: "resource://graph",
883
+ mimeType: "image/png",
884
+ blob: base64
478
885
  }
479
- this.parser?.send(marketDataRequest);
480
- this.logger?.log({
481
- level: "info",
482
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
483
- });
484
- const fixData = await response;
485
- return {
486
- content: [
487
- {
488
- type: "text",
489
- text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
490
- }
491
- ]
492
- };
493
- } catch (error) {
494
- return {
495
- isError: true,
496
- content: [
497
- {
498
- type: "text",
499
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
500
- }
501
- ]
502
- };
503
886
  }
504
- }
505
- default:
506
- throw new Error(`Unknown tool: ${name}`);
887
+ ]
888
+ };
889
+ } catch (error) {
890
+ return {
891
+ content: [
892
+ {
893
+ type: "text",
894
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
895
+ uri: "getStockGraph"
896
+ }
897
+ ],
898
+ isError: true
899
+ };
900
+ }
901
+ };
902
+ };
903
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
904
+ return async (args) => {
905
+ try {
906
+ const symbol = args.symbol;
907
+ const priceHistory = marketDataPrices.get(symbol) || [];
908
+ if (priceHistory.length === 0) {
909
+ return {
910
+ content: [
911
+ {
912
+ type: "text",
913
+ text: `No price data available for ${symbol}`,
914
+ uri: "getStockPriceHistory"
915
+ }
916
+ ]
917
+ };
507
918
  }
508
- });
509
- this.server.setRequestHandler(import_types.ListPromptsRequestSchema, async () => {
510
919
  return {
511
- prompts: [
920
+ content: [
512
921
  {
513
- name: "parse",
514
- description: "Parses a FIX message and describes it in plain language",
515
- arguments: [
922
+ type: "text",
923
+ text: JSON.stringify(
516
924
  {
517
- name: "fixString",
518
- description: "FIX message string to parse",
519
- required: true
520
- }
521
- ]
522
- },
925
+ symbol,
926
+ count: priceHistory.length,
927
+ data: priceHistory.map((point) => ({
928
+ timestamp: new Date(point.timestamp).toISOString(),
929
+ bid: point.bid,
930
+ offer: point.offer,
931
+ spread: point.spread,
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
974
+ }))
975
+ },
976
+ null,
977
+ 2
978
+ ),
979
+ uri: "getStockPriceHistory"
980
+ }
981
+ ]
982
+ };
983
+ } catch (error) {
984
+ return {
985
+ content: [
523
986
  {
524
- name: "parseToJSON",
525
- description: "Parses a FIX message into JSON",
526
- arguments: [
527
- {
528
- name: "fixString",
529
- description: "FIX message string to parse",
530
- required: true
531
- }
532
- ]
533
- },
987
+ type: "text",
988
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
989
+ uri: "getStockPriceHistory"
990
+ }
991
+ ],
992
+ isError: true
993
+ };
994
+ }
995
+ };
996
+ };
997
+
998
+ // src/tools/order.ts
999
+ var import_fixparser2 = require("fixparser");
1000
+ var ordTypeNames = {
1001
+ "1": "Market",
1002
+ "2": "Limit",
1003
+ "3": "Stop",
1004
+ "4": "StopLimit",
1005
+ "5": "MarketOnClose",
1006
+ "6": "WithOrWithout",
1007
+ "7": "LimitOrBetter",
1008
+ "8": "LimitWithOrWithout",
1009
+ "9": "OnBasis",
1010
+ A: "OnClose",
1011
+ B: "LimitOnClose",
1012
+ C: "ForexMarket",
1013
+ D: "PreviouslyQuoted",
1014
+ E: "PreviouslyIndicated",
1015
+ F: "ForexLimit",
1016
+ G: "ForexSwap",
1017
+ H: "ForexPreviouslyQuoted",
1018
+ I: "Funari",
1019
+ J: "MarketIfTouched",
1020
+ K: "MarketWithLeftOverAsLimit",
1021
+ L: "PreviousFundValuationPoint",
1022
+ M: "NextFundValuationPoint",
1023
+ P: "Pegged",
1024
+ Q: "CounterOrderSelection",
1025
+ R: "StopOnBidOrOffer",
1026
+ S: "StopLimitOnBidOrOffer"
1027
+ };
1028
+ var sideNames = {
1029
+ "1": "Buy",
1030
+ "2": "Sell",
1031
+ "3": "BuyMinus",
1032
+ "4": "SellPlus",
1033
+ "5": "SellShort",
1034
+ "6": "SellShortExempt",
1035
+ "7": "Undisclosed",
1036
+ "8": "Cross",
1037
+ "9": "CrossShort",
1038
+ A: "CrossShortExempt",
1039
+ B: "AsDefined",
1040
+ C: "Opposite",
1041
+ D: "Subscribe",
1042
+ E: "Redeem",
1043
+ F: "Lend",
1044
+ G: "Borrow",
1045
+ H: "SellUndisclosed"
1046
+ };
1047
+ var timeInForceNames = {
1048
+ "0": "Day",
1049
+ "1": "GoodTillCancel",
1050
+ "2": "AtTheOpening",
1051
+ "3": "ImmediateOrCancel",
1052
+ "4": "FillOrKill",
1053
+ "5": "GoodTillCrossing",
1054
+ "6": "GoodTillDate",
1055
+ "7": "AtTheClose",
1056
+ "8": "GoodThroughCrossing",
1057
+ "9": "AtCrossing",
1058
+ A: "GoodForTime",
1059
+ B: "GoodForAuction",
1060
+ C: "GoodForMonth"
1061
+ };
1062
+ var handlInstNames = {
1063
+ "1": "AutomatedExecutionNoIntervention",
1064
+ "2": "AutomatedExecutionInterventionOK",
1065
+ "3": "ManualOrder"
1066
+ };
1067
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
1068
+ return async (args) => {
1069
+ try {
1070
+ verifiedOrders.set(args.clOrdID, {
1071
+ clOrdID: args.clOrdID,
1072
+ handlInst: args.handlInst,
1073
+ quantity: Number.parseFloat(String(args.quantity)),
1074
+ price: Number.parseFloat(String(args.price)),
1075
+ ordType: args.ordType,
1076
+ side: args.side,
1077
+ symbol: args.symbol,
1078
+ timeInForce: args.timeInForce
1079
+ });
1080
+ return {
1081
+ content: [
534
1082
  {
535
- name: "newOrderSingle",
536
- description: "Creates and sends a New Order Single",
537
- arguments: [
538
- {
539
- name: "clOrdID",
540
- description: "Client Order ID",
541
- required: true
542
- },
543
- {
544
- name: "handlInst",
545
- description: "Handling instruction",
546
- required: false
547
- },
548
- {
549
- name: "quantity",
550
- description: "Order quantity",
551
- required: true
552
- },
553
- {
554
- name: "price",
555
- description: "Order price",
556
- required: true
557
- },
558
- {
559
- name: "ordType",
560
- description: "Order type",
561
- required: false
562
- },
563
- {
564
- name: "side",
565
- description: "Order side (1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed)",
566
- required: true
567
- },
568
- {
569
- name: "symbol",
570
- description: "Trading symbol",
571
- required: true
572
- },
573
- {
574
- name: "timeInForce",
575
- description: "Time in force",
576
- required: false
577
- }
578
- ]
579
- },
1083
+ type: "text",
1084
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1085
+
1086
+ Parameters verified:
1087
+ - ClOrdID: ${args.clOrdID}
1088
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1089
+ - Quantity: ${args.quantity}
1090
+ - Price: ${args.price}
1091
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1092
+ - Side: ${args.side} (${sideNames[args.side]})
1093
+ - Symbol: ${args.symbol}
1094
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1095
+
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!`,
1097
+ uri: "verifyOrder"
1098
+ }
1099
+ ]
1100
+ };
1101
+ } catch (error) {
1102
+ return {
1103
+ content: [
580
1104
  {
581
- name: "marketDataRequest",
582
- description: "Sends a request for Market Data with the given symbol",
583
- arguments: [
584
- {
585
- name: "mdUpdateType",
586
- description: "Market data update type",
587
- required: false
588
- },
589
- {
590
- name: "symbol",
591
- description: "Trading symbol",
592
- required: true
593
- },
594
- {
595
- name: "mdReqID",
596
- description: "Market data request ID",
597
- required: true
598
- },
599
- {
600
- name: "subscriptionRequestType",
601
- description: "Subscription request type",
602
- required: false
603
- },
604
- {
605
- name: "mdEntryType",
606
- description: "Market data entry type",
607
- required: false
608
- }
609
- ]
1105
+ type: "text",
1106
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1107
+ uri: "verifyOrder"
1108
+ }
1109
+ ],
1110
+ isError: true
1111
+ };
1112
+ }
1113
+ };
1114
+ };
1115
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1116
+ return async (args) => {
1117
+ try {
1118
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
1119
+ if (!verifiedOrder) {
1120
+ return {
1121
+ content: [
1122
+ {
1123
+ type: "text",
1124
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1125
+ uri: "executeOrder"
1126
+ }
1127
+ ],
1128
+ isError: true
1129
+ };
1130
+ }
1131
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
1132
+ return {
1133
+ content: [
1134
+ {
1135
+ type: "text",
1136
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1137
+ uri: "executeOrder"
1138
+ }
1139
+ ],
1140
+ isError: true
1141
+ };
1142
+ }
1143
+ const response = new Promise((resolve) => {
1144
+ pendingRequests.set(args.clOrdID, resolve);
1145
+ });
1146
+ const order = parser.createMessage(
1147
+ new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
1148
+ new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1149
+ new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
1150
+ new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
1151
+ new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
1152
+ new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
1153
+ new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
1154
+ new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
1155
+ new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
1156
+ new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
1157
+ new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
1158
+ new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
1159
+ new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
1160
+ new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
1161
+ );
1162
+ if (!parser.connected) {
1163
+ return {
1164
+ content: [
1165
+ {
1166
+ type: "text",
1167
+ text: "Error: Not connected. Ignoring message.",
1168
+ uri: "executeOrder"
1169
+ }
1170
+ ],
1171
+ isError: true
1172
+ };
1173
+ }
1174
+ parser.send(order);
1175
+ const fixData = await response;
1176
+ verifiedOrders.delete(args.clOrdID);
1177
+ return {
1178
+ content: [
1179
+ {
1180
+ type: "text",
1181
+ text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1182
+ uri: "executeOrder"
1183
+ }
1184
+ ]
1185
+ };
1186
+ } catch (error) {
1187
+ return {
1188
+ content: [
1189
+ {
1190
+ type: "text",
1191
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1192
+ uri: "executeOrder"
1193
+ }
1194
+ ],
1195
+ isError: true
1196
+ };
1197
+ }
1198
+ };
1199
+ };
1200
+
1201
+ // src/tools/parse.ts
1202
+ var createParseHandler = (parser) => {
1203
+ return async (args) => {
1204
+ try {
1205
+ const parsedMessage = parser.parse(args.fixString);
1206
+ if (!parsedMessage || parsedMessage.length === 0) {
1207
+ return {
1208
+ content: [
1209
+ {
1210
+ type: "text",
1211
+ text: "Error: Failed to parse FIX string",
1212
+ uri: "parse"
1213
+ }
1214
+ ],
1215
+ isError: true
1216
+ };
1217
+ }
1218
+ return {
1219
+ content: [
1220
+ {
1221
+ type: "text",
1222
+ text: `${parsedMessage[0].description}
1223
+ ${parsedMessage[0].messageTypeDescription}`,
1224
+ uri: "parse"
1225
+ }
1226
+ ]
1227
+ };
1228
+ } catch (error) {
1229
+ return {
1230
+ content: [
1231
+ {
1232
+ type: "text",
1233
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1234
+ uri: "parse"
1235
+ }
1236
+ ],
1237
+ isError: true
1238
+ };
1239
+ }
1240
+ };
1241
+ };
1242
+
1243
+ // src/tools/parseToJSON.ts
1244
+ var createParseToJSONHandler = (parser) => {
1245
+ return async (args) => {
1246
+ try {
1247
+ const parsedMessage = parser.parse(args.fixString);
1248
+ if (!parsedMessage || parsedMessage.length === 0) {
1249
+ return {
1250
+ content: [
1251
+ {
1252
+ type: "text",
1253
+ text: "Error: Failed to parse FIX string",
1254
+ uri: "parseToJSON"
1255
+ }
1256
+ ],
1257
+ isError: true
1258
+ };
1259
+ }
1260
+ return {
1261
+ content: [
1262
+ {
1263
+ type: "text",
1264
+ text: `${parsedMessage[0].toFIXJSON()}`,
1265
+ uri: "parseToJSON"
610
1266
  }
611
1267
  ]
612
1268
  };
1269
+ } catch (error) {
1270
+ return {
1271
+ content: [
1272
+ {
1273
+ type: "text",
1274
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1275
+ uri: "parseToJSON"
1276
+ }
1277
+ ],
1278
+ isError: true
1279
+ };
1280
+ }
1281
+ };
1282
+ };
1283
+
1284
+ // src/tools/index.ts
1285
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
1286
+ parse: createParseHandler(parser),
1287
+ parseToJSON: createParseToJSONHandler(parser),
1288
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
1289
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
1290
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
1291
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
1292
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
1293
+ technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
1294
+ });
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
+
1523
+ // src/MCPLocal.ts
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;
1545
+ server = new import_server.Server(
1546
+ {
1547
+ name: "fixparser",
1548
+ version: "1.0.0"
1549
+ },
1550
+ {
1551
+ capabilities: {
1552
+ tools: Object.entries(toolSchemas).reduce(
1553
+ (acc, [name, { description, schema }]) => {
1554
+ acc[name] = {
1555
+ description,
1556
+ parameters: schema
1557
+ };
1558
+ return acc;
1559
+ },
1560
+ {}
1561
+ )
1562
+ }
1563
+ }
1564
+ );
1565
+ transport = new import_stdio.StdioServerTransport();
1566
+ constructor({ logger, onReady }) {
1567
+ super({ logger, onReady });
1568
+ }
1569
+ async register(parser) {
1570
+ this.parser = parser;
1571
+ this.parser.addOnMessageCallback((message) => {
1572
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
1573
+ });
1574
+ this.addWorkflows();
1575
+ await this.server.connect(this.transport);
1576
+ if (this.onReady) {
1577
+ this.onReady();
1578
+ }
1579
+ }
1580
+ addWorkflows() {
1581
+ if (!this.parser) {
1582
+ return;
1583
+ }
1584
+ if (!this.server) {
1585
+ return;
1586
+ }
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
+ };
613
1595
  });
614
- this.server.setRequestHandler(import_types.GetPromptRequestSchema, async (request) => {
615
- const { name, arguments: args } = request.params;
616
- switch (name) {
617
- case "parse": {
618
- const fixString = args?.fixString || "";
1596
+ this.server.setRequestHandler(
1597
+ import_zod.z.object({
1598
+ method: import_zod.z.literal("tools/call"),
1599
+ params: import_zod.z.object({
1600
+ name: import_zod.z.string(),
1601
+ arguments: import_zod.z.any(),
1602
+ _meta: import_zod.z.object({
1603
+ progressToken: import_zod.z.number()
1604
+ }).optional()
1605
+ })
1606
+ }),
1607
+ async (request) => {
1608
+ const { name, arguments: args } = request.params;
1609
+ const toolHandlers = createToolHandlers(
1610
+ this.parser,
1611
+ this.verifiedOrders,
1612
+ this.pendingRequests,
1613
+ this.marketDataPrices
1614
+ );
1615
+ const handler = toolHandlers[name];
1616
+ if (!handler) {
619
1617
  return {
620
- messages: [
1618
+ content: [
621
1619
  {
622
- role: "user",
623
- content: {
624
- type: "text",
625
- text: `Please parse and explain this FIX message: ${fixString}`
626
- }
1620
+ type: "text",
1621
+ text: `Tool not found: ${name}`,
1622
+ uri: name
627
1623
  }
628
- ]
629
- };
630
- }
631
- case "parseToJSON": {
632
- const fixString = args?.fixString || "";
633
- return {
634
- messages: [
635
- {
636
- role: "user",
637
- content: {
638
- type: "text",
639
- text: `Please parse the FIX message to JSON: ${fixString}`
640
- }
641
- }
642
- ]
643
- };
644
- }
645
- case "newOrderSingle": {
646
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
647
- return {
648
- messages: [
649
- {
650
- role: "user",
651
- content: {
652
- type: "text",
653
- text: [
654
- "Create a New Order Single FIX message with the following parameters:",
655
- `- ClOrdID: ${clOrdID}`,
656
- `- HandlInst: ${handlInst ?? "3"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Manual, '2' for Automated, '3' for AutomatedNoIntervention)`,
657
- `- Quantity: ${quantity}`,
658
- `- Price: ${price}`,
659
- `- OrdType: ${ordType ?? "1"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Market, '2' for Limit, '3' for Stop)`,
660
- `- Side: ${side} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Buy, '2' for Sell)`,
661
- `- Symbol: ${symbol}`,
662
- `- TimeInForce: ${timeInForce ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Day, '1' for Good Till Cancel, '2' for At Opening, '3' for Immediate or Cancel, '4' for Fill or Kill, '5' for Good Till Crossing, '6' for Good Till Date)`,
663
- "",
664
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values.",
665
- "",
666
- 'Note: For the Side parameter, always use the numeric/alphabetic value (e.g., "1" for Buy, "2" for Sell) as defined in the FIX protocol, not the descriptive name.',
667
- 'Note: For the HandlInst parameter, always use the numeric/alphabetic value (e.g., "1" for Manual, "2" for Automated, "3" for AutomatedNoIntervention) as defined in the FIX protocol, not the descriptive name.',
668
- 'Note: For the OrdType parameter, always use the numeric/alphabetic value (e.g., "1" for Market, "2" for Limit, "3" for Stop) as defined in the FIX protocol, not the descriptive name.',
669
- 'Note: For the TimeInForce parameter, always use the numeric/alphabetic value (e.g., "0" for Day, "1" for Good Till Cancel, "2" for At Opening) as defined in the FIX protocol, not the descriptive name.'
670
- ].join("\n")
671
- }
672
- }
673
- ]
674
- };
675
- }
676
- case "marketDataRequest": {
677
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
678
- return {
679
- messages: [
680
- {
681
- role: "user",
682
- content: {
683
- type: "text",
684
- text: [
685
- "Create a Market Data Request FIX message with the following parameters:",
686
- `- MDUpdateType: ${mdUpdateType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for FullRefresh, '1' for IncrementalRefresh)`,
687
- `- Symbol: ${symbol}`,
688
- `- MDReqID: ${mdReqID}`,
689
- `- SubscriptionRequestType: ${subscriptionRequestType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Snapshot + Updates, '1' for Snapshot, '2' for Unsubscribe)`,
690
- `- MDEntryType: ${mdEntryType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for Bid, '1' for Offer, '2' for Trade, '3' for Index Value, '4' for Opening Price)`,
691
- "",
692
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values.",
693
- "",
694
- 'Note: For the MDUpdateType parameter, always use the numeric/alphabetic value (e.g., "0" for FullRefresh, "1" for IncrementalRefresh) as defined in the FIX protocol, not the descriptive name.',
695
- 'Note: For the SubscriptionRequestType parameter, always use the numeric/alphabetic value (e.g., "0" for Snapshot + Updates, "1" for Snapshot, "2" for Unsubscribe) as defined in the FIX protocol, not the descriptive name.',
696
- 'Note: For the MDEntryType parameter, always use the numeric/alphabetic value (e.g., "0" for Bid, "1" for Offer, "2" for Trade, "3" for Index Value, "4" for Opening Price) as defined in the FIX protocol, not the descriptive name.'
697
- ].join("\n")
698
- }
699
- }
700
- ]
1624
+ ],
1625
+ isError: true
701
1626
  };
702
1627
  }
703
- default:
704
- throw new Error(`Unknown prompt: ${name}`);
1628
+ const result = await handler(args);
1629
+ return {
1630
+ content: result.content,
1631
+ isError: result.isError
1632
+ };
705
1633
  }
706
- });
1634
+ );
707
1635
  process.on("SIGINT", async () => {
708
1636
  await this.server.close();
709
1637
  process.exit(0);