fixparser-plugin-mcp 9.1.7-33c7782a → 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.
@@ -1,700 +1,1603 @@
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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 {
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- CallToolRequestSchema,
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- GetPromptRequestSchema,
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- ListPromptsRequestSchema,
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- ListResourcesRequestSchema,
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- ListToolsRequestSchema
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- } from "@modelcontextprotocol/sdk/types.js";
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- import {
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- Field,
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- Fields,
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- HandlInst,
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- MDEntryType,
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- Messages,
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- OrdType,
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- SubscriptionRequestType,
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- TimeInForce
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- } from "fixparser";
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- var parseInputSchema = {
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- type: "object",
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- properties: {
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- fixString: {
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- type: "string",
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- description: "FIX message string to parse"
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+ import { z } from "zod";
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+
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+ // src/MCPBase.ts
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+ var MCPBase = class {
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+ /**
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+ * Optional logger instance for diagnostics and output.
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+ * @protected
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+ */
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+ logger;
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+ /**
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+ * FIXParser instance, set during plugin register().
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+ * @protected
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+ */
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+ parser;
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+ /**
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+ * Called when server is setup and listening.
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+ * @protected
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+ */
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+ onReady = void 0;
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+ /**
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+ * Map to store verified orders before execution
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+ * @protected
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+ */
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store pending market data requests
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+ * @protected
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+ */
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+ pendingRequests = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store market data prices
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+ * @protected
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+ */
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ /**
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+ * Maximum number of price history entries to keep per symbol
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+ * @protected
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+ */
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+ MAX_PRICE_HISTORY = 1e5;
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+ constructor({ logger, onReady }) {
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+ this.logger = logger;
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+ this.onReady = onReady;
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+ }
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+ };
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+
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+ // src/schemas/schemas.ts
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+ var toolSchemas = {
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+ parse: {
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+ description: "Parses a FIX message and describes it in plain language",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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  }
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  },
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- required: ["fixString"]
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- };
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- var parseToJSONInputSchema = {
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- type: "object",
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- properties: {
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- fixString: {
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- type: "string",
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- description: "FIX message string to parse"
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+ parseToJSON: {
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+ description: "Parses a FIX message into JSON",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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  }
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  },
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- required: ["fixString"]
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- };
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- var newOrderSingleInputSchema = {
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- type: "object",
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- properties: {
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- clOrdID: {
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- type: "string",
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- description: "Client Order ID"
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- },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- default: HandlInst.AutomatedExecutionNoIntervention,
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- 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)'
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- },
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- quantity: {
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- type: "number",
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- description: "Order quantity"
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- },
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- price: {
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- type: "number",
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- description: "Order price"
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- },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- default: OrdType.Market,
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- 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)'
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- 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)'
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- },
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- symbol: {
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- type: "string",
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- description: "Trading symbol"
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- },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- default: TimeInForce.Day,
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- 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)'
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+ verifyOrder: {
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+ description: "Verifies order parameters before execution. 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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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ 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"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ 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"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ 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"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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  }
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  },
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- required: ["clOrdID", "quantity", "price", "side", "symbol"]
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- };
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- var marketDataRequestInputSchema = {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- default: "0",
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- description: 'Market data update type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for FullRefresh, "1" for IncrementalRefresh)'
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- },
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- symbol: {
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- type: "string",
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- description: "Trading symbol"
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- },
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- mdReqID: {
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- type: "string",
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- description: "Market data request ID"
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- },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- default: SubscriptionRequestType.SnapshotAndUpdates,
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- 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)'
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- },
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- mdEntryType: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "S",
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- "R",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z",
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- "a",
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- "b",
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- "c",
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- "d",
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- "e",
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- "g",
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- "h",
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- "i",
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- "t"
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- ],
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- default: MDEntryType.Bid,
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- 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)'
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+ 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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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ 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"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ 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"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ 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"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ marketDataRequest: {
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+ description: "Requests market data for specified symbols",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ mdUpdateType: {
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+ type: "string",
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+ enum: ["0", "1"],
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+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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+ },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: {
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+ type: "string",
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+ enum: ["0", "1", "2"],
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+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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+ },
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+ mdEntryTypes: {
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+ type: "array",
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+ items: {
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+ type: "string",
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+ enum: [
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+ "0",
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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+ "T",
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+ "U",
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+ "V",
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+ "W",
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+ "X",
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+ "Y",
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+ "Z"
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+ ]
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+ },
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+ 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"
252
+ }
253
+ },
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
255
+ }
256
+ },
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+ getStockGraph: {
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+ description: "Generates a price chart for a given symbol",
259
+ schema: {
260
+ type: "object",
261
+ properties: {
262
+ symbol: { type: "string" }
263
+ },
264
+ required: ["symbol"]
186
265
  }
187
266
  },
188
- required: ["symbol", "mdReqID"]
267
+ getStockPriceHistory: {
268
+ description: "Returns price history for a given symbol",
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+ schema: {
270
+ type: "object",
271
+ properties: {
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+ symbol: { type: "string" }
273
+ },
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+ required: ["symbol"]
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+ }
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+ },
277
+ technicalAnalysis: {
278
+ description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
279
+ schema: {
280
+ type: "object",
281
+ properties: {
282
+ symbol: {
283
+ type: "string",
284
+ description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
285
+ }
286
+ },
287
+ required: ["symbol"]
288
+ }
289
+ }
189
290
  };
190
- var MCPLocal = class {
191
- logger;
192
- parser;
193
- server = new Server(
194
- {
195
- name: "fixparser",
196
- version: "1.0.0"
197
- },
198
- {
199
- capabilities: {
200
- tools: {},
201
- prompts: {},
202
- resources: {}
203
- }
291
+
292
+ // src/tools/analytics.ts
293
+ function sum(numbers) {
294
+ return numbers.reduce((acc, val) => acc + val, 0);
295
+ }
296
+ var TechnicalAnalyzer = class {
297
+ prices;
298
+ volumes;
299
+ highs;
300
+ lows;
301
+ constructor(data) {
302
+ this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
303
+ this.volumes = data.map((d) => d.volume);
304
+ this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
305
+ this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
306
+ }
307
+ // Calculate Simple Moving Average
308
+ calculateSMA(data, period) {
309
+ const sma = [];
310
+ for (let i = period - 1; i < data.length; i++) {
311
+ const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
312
+ sma.push(sum2 / period);
204
313
  }
205
- );
206
- transport = new StdioServerTransport();
207
- onReady = void 0;
208
- pendingRequests = /* @__PURE__ */ new Map();
209
- constructor({ logger, onReady }) {
210
- if (logger && !logger.silent) {
211
- this.logger = logger;
314
+ return sma;
315
+ }
316
+ // Calculate Exponential Moving Average
317
+ calculateEMA(data, period) {
318
+ const multiplier = 2 / (period + 1);
319
+ const ema = [data[0]];
320
+ for (let i = 1; i < data.length; i++) {
321
+ ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
212
322
  }
213
- if (onReady) this.onReady = onReady;
323
+ return ema;
214
324
  }
215
- async register(parser) {
216
- this.parser = parser;
217
- if (parser.logger && !parser.logger.silent) {
218
- this.logger = parser.logger;
325
+ // Calculate RSI
326
+ calculateRSI(data, period = 14) {
327
+ if (data.length < period + 1) return [];
328
+ const changes = [];
329
+ for (let i = 1; i < data.length; i++) {
330
+ changes.push(data[i] - data[i - 1]);
219
331
  }
220
- this.parser.addOnMessageCallback((message) => {
221
- const msgType = message.messageType;
222
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
223
- const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
224
- if (idField) {
225
- const id = idField.value;
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- if (typeof id === "string" || typeof id === "number") {
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- const callback = this.pendingRequests.get(String(id));
228
- if (callback) {
229
- callback(message);
230
- this.pendingRequests.delete(String(id));
231
- }
232
- }
233
- }
234
- }
235
- });
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- this.addWorkflows();
237
- await this.server.connect(this.transport);
238
- if (this.onReady) {
239
- this.onReady();
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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;
335
+ let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
336
+ const rsi = [];
337
+ for (let i = period; i < changes.length; i++) {
338
+ const rs = avgGain / avgLoss;
339
+ rsi.push(100 - 100 / (1 + rs));
340
+ avgGain = (avgGain * (period - 1) + gains[i]) / period;
341
+ avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
240
342
  }
343
+ return rsi;
241
344
  }
242
- addWorkflows() {
243
- if (!this.parser) {
244
- this.logger?.log({
245
- level: "error",
246
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
345
+ // Calculate Bollinger Bands
346
+ calculateBollingerBands(data, period = 20, stdDev = 2) {
347
+ if (data.length < period) return [];
348
+ const sma = this.calculateSMA(data, period);
349
+ const bands = [];
350
+ for (let i = 0; i < sma.length; i++) {
351
+ const dataSlice = data.slice(i, i + period);
352
+ const mean = sma[i];
353
+ const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
354
+ const standardDeviation = Math.sqrt(variance);
355
+ bands.push({
356
+ upper: mean + standardDeviation * stdDev,
357
+ middle: mean,
358
+ lower: mean - standardDeviation * stdDev
247
359
  });
248
- return;
249
360
  }
250
- if (!this.server) {
251
- this.logger?.log({
252
- level: "error",
253
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
254
- });
255
- return;
361
+ return bands;
362
+ }
363
+ // Calculate maximum drawdown
364
+ calculateMaxDrawdown(prices) {
365
+ let maxPrice = prices[0];
366
+ let maxDrawdown = 0;
367
+ for (let i = 1; i < prices.length; i++) {
368
+ if (prices[i] > maxPrice) {
369
+ maxPrice = prices[i];
370
+ }
371
+ const drawdown = (maxPrice - prices[i]) / maxPrice;
372
+ if (drawdown > maxDrawdown) {
373
+ maxDrawdown = drawdown;
374
+ }
256
375
  }
257
- const validateArgs = (args, schema) => {
258
- const result = {};
259
- for (const [key, propSchema] of Object.entries(schema.properties || {})) {
260
- const prop = propSchema;
261
- const value = args?.[key];
262
- if (prop.required && (value === void 0 || value === null)) {
263
- throw new Error(`Required property '${key}' is missing`);
264
- }
265
- if (value !== void 0) {
266
- result[key] = value;
267
- } else if (prop.default !== void 0) {
268
- result[key] = prop.default;
269
- }
376
+ return maxDrawdown;
377
+ }
378
+ // Calculate price changes for volatility
379
+ calculatePriceChanges() {
380
+ const changes = [];
381
+ for (let i = 1; i < this.prices.length; i++) {
382
+ changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
383
+ }
384
+ return changes;
385
+ }
386
+ // Generate comprehensive market analysis
387
+ analyze() {
388
+ const currentPrice = this.prices[this.prices.length - 1];
389
+ const startPrice = this.prices[0];
390
+ const sessionHigh = Math.max(...this.highs);
391
+ const sessionLow = Math.min(...this.lows);
392
+ const totalVolume = sum(this.volumes);
393
+ const avgVolume = totalVolume / this.volumes.length;
394
+ const priceChanges = this.calculatePriceChanges();
395
+ const volatility = priceChanges.length > 0 ? Math.sqrt(
396
+ priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
397
+ ) * Math.sqrt(252) * 100 : 0;
398
+ const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
399
+ const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
400
+ const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
401
+ 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;
402
+ 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;
403
+ const maxDrawdown = this.calculateMaxDrawdown(this.prices);
404
+ return {
405
+ currentPrice,
406
+ startPrice,
407
+ sessionHigh,
408
+ sessionLow,
409
+ totalVolume,
410
+ avgVolume,
411
+ volatility,
412
+ sessionReturn,
413
+ pricePosition,
414
+ trueVWAP,
415
+ momentum5,
416
+ momentum10,
417
+ maxDrawdown
418
+ };
419
+ }
420
+ // Generate technical indicators
421
+ getTechnicalIndicators() {
422
+ return {
423
+ sma5: this.calculateSMA(this.prices, 5),
424
+ sma10: this.calculateSMA(this.prices, 10),
425
+ ema8: this.calculateEMA(this.prices, 8),
426
+ ema21: this.calculateEMA(this.prices, 21),
427
+ rsi: this.calculateRSI(this.prices, 14),
428
+ bollinger: this.calculateBollingerBands(this.prices, 20, 2)
429
+ };
430
+ }
431
+ // Generate trading signals
432
+ generateSignals() {
433
+ const analysis = this.analyze();
434
+ let bullishSignals = 0;
435
+ let bearishSignals = 0;
436
+ const signals = [];
437
+ if (analysis.currentPrice > analysis.trueVWAP) {
438
+ signals.push(
439
+ `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
440
+ );
441
+ bullishSignals++;
442
+ } else {
443
+ signals.push(
444
+ `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
445
+ );
446
+ bearishSignals++;
447
+ }
448
+ if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
449
+ signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
450
+ bullishSignals++;
451
+ } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
452
+ signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
453
+ bearishSignals++;
454
+ } else {
455
+ signals.push("\u25D0 MIXED: Conflicting momentum signals");
456
+ }
457
+ const currentVolume = this.volumes[this.volumes.length - 1];
458
+ const volumeRatio = currentVolume / analysis.avgVolume;
459
+ if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
460
+ signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
461
+ bullishSignals++;
462
+ } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
463
+ signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
464
+ bearishSignals++;
465
+ } else {
466
+ signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
467
+ }
468
+ if (analysis.pricePosition > 65 && analysis.volatility > 30) {
469
+ signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
470
+ bearishSignals++;
471
+ } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
472
+ signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
473
+ bullishSignals++;
474
+ } else {
475
+ signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
476
+ }
477
+ return { bullishSignals, bearishSignals, signals };
478
+ }
479
+ // Generate comprehensive JSON analysis
480
+ generateJSONAnalysis(symbol) {
481
+ const analysis = this.analyze();
482
+ const indicators = this.getTechnicalIndicators();
483
+ const signals = this.generateSignals();
484
+ const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
485
+ const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
486
+ const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
487
+ const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
488
+ 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
270
554
  }
271
- return result;
272
555
  };
273
- this.server.setRequestHandler(ListResourcesRequestSchema, async () => {
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);
274
576
  return {
275
- resources: []
577
+ content: [
578
+ {
579
+ type: "text",
580
+ text: `Technical Analysis for ${symbol}:
581
+
582
+ ${JSON.stringify(analysis, null, 2)}`,
583
+ uri: "technicalAnalysis"
584
+ }
585
+ ]
276
586
  };
277
- });
278
- this.server.setRequestHandler(ListToolsRequestSchema, async () => {
587
+ } catch (error) {
279
588
  return {
280
- tools: [
281
- {
282
- name: "parse",
283
- description: "Parses a FIX message and describes it in plain language",
284
- inputSchema: parseInputSchema
285
- },
286
- {
287
- name: "parseToJSON",
288
- description: "Parses a FIX message into JSON",
289
- inputSchema: parseToJSONInputSchema
290
- },
589
+ content: [
291
590
  {
292
- name: "newOrderSingle",
293
- description: "Creates and sends a New Order Single",
294
- inputSchema: newOrderSingleInputSchema
295
- },
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
+
602
+ // src/tools/marketData.ts
603
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
604
+ import QuickChart from "quickchart-js";
605
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
606
+ return async (args) => {
607
+ try {
608
+ parser.logger.log({
609
+ level: "info",
610
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
611
+ });
612
+ const response = new Promise((resolve) => {
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
+ });
618
+ });
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
+ ];
665
+ const messageFields = [
666
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
667
+ new Field(Fields.SenderCompID, parser.sender),
668
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
669
+ new Field(Fields.TargetCompID, parser.target),
670
+ new Field(Fields.SendingTime, parser.getTimestamp()),
671
+ new Field(Fields.MDReqID, args.mdReqID),
672
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
673
+ new Field(Fields.MarketDepth, 0),
674
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
675
+ ];
676
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
677
+ args.symbols.forEach((symbol) => {
678
+ messageFields.push(new Field(Fields.Symbol, symbol));
679
+ });
680
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
681
+ entryTypes.forEach((entryType) => {
682
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
683
+ });
684
+ const mdr = parser.createMessage(...messageFields);
685
+ if (!parser.connected) {
686
+ parser.logger.log({
687
+ level: "error",
688
+ message: "Not connected. Cannot send market data request."
689
+ });
690
+ return {
691
+ content: [
692
+ {
693
+ type: "text",
694
+ text: "Error: Not connected. Ignoring message.",
695
+ uri: "marketDataRequest"
696
+ }
697
+ ],
698
+ isError: true
699
+ };
700
+ }
701
+ parser.logger.log({
702
+ level: "info",
703
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
704
+ });
705
+ parser.send(mdr);
706
+ const fixData = await response;
707
+ parser.logger.log({
708
+ level: "info",
709
+ message: `Received market data response for request ID: ${args.mdReqID}`
710
+ });
711
+ return {
712
+ content: [
296
713
  {
297
- name: "marketDataRequest",
298
- description: "Sends a request for Market Data with the given symbol",
299
- inputSchema: marketDataRequestInputSchema
714
+ type: "text",
715
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
716
+ uri: "marketDataRequest"
300
717
  }
301
718
  ]
302
719
  };
303
- });
304
- this.server.setRequestHandler(CallToolRequestSchema, async (request) => {
305
- const { name, arguments: args } = request.params;
306
- switch (name) {
307
- case "parse": {
308
- try {
309
- const { fixString } = validateArgs(args, parseInputSchema);
310
- const parsedMessage = this.parser?.parse(fixString);
311
- if (!parsedMessage || parsedMessage.length === 0) {
312
- return {
313
- isError: true,
314
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
315
- };
316
- }
317
- return {
318
- content: [
319
- {
320
- type: "text",
321
- text: `${parsedMessage[0].description}
322
- ${parsedMessage[0].messageTypeDescription}`
323
- }
324
- ]
325
- };
326
- } catch (error) {
327
- return {
328
- isError: true,
329
- content: [
330
- {
331
- type: "text",
332
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
333
- }
334
- ]
335
- };
720
+ } catch (error) {
721
+ return {
722
+ content: [
723
+ {
724
+ type: "text",
725
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
726
+ uri: "marketDataRequest"
336
727
  }
337
- }
338
- case "parseToJSON": {
339
- try {
340
- const { fixString } = validateArgs(args, parseToJSONInputSchema);
341
- const parsedMessage = this.parser?.parse(fixString);
342
- if (!parsedMessage || parsedMessage.length === 0) {
343
- return {
344
- isError: true,
345
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
346
- };
728
+ ],
729
+ isError: true
730
+ };
731
+ }
732
+ };
733
+ };
734
+ var createGetStockGraphHandler = (marketDataPrices) => {
735
+ return async (args) => {
736
+ try {
737
+ const symbol = args.symbol;
738
+ const priceHistory = marketDataPrices.get(symbol) || [];
739
+ if (priceHistory.length === 0) {
740
+ return {
741
+ content: [
742
+ {
743
+ type: "text",
744
+ text: `No price data available for ${symbol}`,
745
+ uri: "getStockGraph"
347
746
  }
348
- return {
349
- content: [
350
- {
351
- type: "text",
352
- text: `${parsedMessage[0].toFIXJSON()}`
353
- }
354
- ]
355
- };
356
- } catch (error) {
357
- return {
358
- isError: true,
359
- content: [
360
- {
361
- type: "text",
362
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
363
- }
364
- ]
365
- };
366
- }
367
- }
368
- case "newOrderSingle": {
369
- try {
370
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = validateArgs(args, newOrderSingleInputSchema);
371
- const response = new Promise((resolve) => {
372
- this.pendingRequests.set(clOrdID, resolve);
373
- });
374
- const order = this.parser?.createMessage(
375
- new Field(Fields.MsgType, Messages.NewOrderSingle),
376
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
377
- new Field(Fields.SenderCompID, this.parser?.sender),
378
- new Field(Fields.TargetCompID, this.parser?.target),
379
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
380
- new Field(Fields.ClOrdID, clOrdID),
381
- new Field(Fields.Side, side),
382
- new Field(Fields.Symbol, symbol),
383
- new Field(Fields.OrderQty, quantity),
384
- new Field(Fields.Price, price),
385
- new Field(Fields.OrdType, ordType),
386
- new Field(Fields.HandlInst, handlInst),
387
- new Field(Fields.TimeInForce, timeInForce),
388
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
389
- );
390
- if (!this.parser?.connected) {
391
- this.logger?.log({
392
- level: "error",
393
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
394
- });
395
- return {
396
- isError: true,
397
- content: [
398
- {
399
- type: "text",
400
- text: "Error: Not connected. Ignoring message."
401
- }
402
- ]
403
- };
747
+ ]
748
+ };
749
+ }
750
+ const chart = new QuickChart();
751
+ chart.setWidth(1200);
752
+ chart.setHeight(600);
753
+ chart.setBackgroundColor("transparent");
754
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
755
+ const bidData = priceHistory.map((point) => point.bid);
756
+ const offerData = priceHistory.map((point) => point.offer);
757
+ const spreadData = priceHistory.map((point) => point.spread);
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);
762
+ const config = {
763
+ type: "line",
764
+ data: {
765
+ labels,
766
+ datasets: [
767
+ {
768
+ label: "Bid",
769
+ data: bidData,
770
+ borderColor: "#28a745",
771
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
772
+ fill: false,
773
+ tension: 0.4
774
+ },
775
+ {
776
+ label: "Offer",
777
+ data: offerData,
778
+ borderColor: "#dc3545",
779
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
780
+ fill: false,
781
+ tension: 0.4
782
+ },
783
+ {
784
+ label: "Spread",
785
+ data: spreadData,
786
+ borderColor: "#6c757d",
787
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
788
+ fill: false,
789
+ tension: 0.4
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
+ },
815
+ {
816
+ label: "Volume",
817
+ data: volumeData,
818
+ borderColor: "#007bff",
819
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
820
+ fill: true,
821
+ tension: 0.4
822
+ }
823
+ ]
824
+ },
825
+ options: {
826
+ responsive: true,
827
+ plugins: {
828
+ title: {
829
+ display: true,
830
+ text: `${symbol} Market Data`
831
+ }
832
+ },
833
+ scales: {
834
+ y: {
835
+ beginAtZero: false
404
836
  }
405
- this.parser?.send(order);
406
- this.logger?.log({
407
- level: "info",
408
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
409
- });
410
- const fixData = await response;
411
- return {
412
- content: [
413
- {
414
- type: "text",
415
- text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
416
- }
417
- ]
418
- };
419
- } catch (error) {
420
- return {
421
- isError: true,
422
- content: [
423
- {
424
- type: "text",
425
- text: `Error: ${error instanceof Error ? error.message : "Failed to create order"}`
426
- }
427
- ]
428
- };
429
837
  }
430
838
  }
431
- case "marketDataRequest": {
432
- try {
433
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(
434
- args,
435
- marketDataRequestInputSchema
436
- );
437
- const response = new Promise((resolve) => {
438
- this.pendingRequests.set(mdReqID, resolve);
439
- });
440
- const marketDataRequest = this.parser?.createMessage(
441
- new Field(Fields.MsgType, Messages.MarketDataRequest),
442
- new Field(Fields.SenderCompID, this.parser?.sender),
443
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
444
- new Field(Fields.TargetCompID, this.parser?.target),
445
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
446
- new Field(Fields.MarketDepth, 0),
447
- new Field(Fields.MDUpdateType, mdUpdateType),
448
- new Field(Fields.NoRelatedSym, 1),
449
- new Field(Fields.Symbol, symbol),
450
- new Field(Fields.MDReqID, mdReqID),
451
- new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
452
- new Field(Fields.NoMDEntryTypes, 1),
453
- new Field(Fields.MDEntryType, mdEntryType)
454
- );
455
- if (!this.parser?.connected) {
456
- this.logger?.log({
457
- level: "error",
458
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
459
- });
460
- return {
461
- isError: true,
462
- content: [
463
- {
464
- type: "text",
465
- text: "Error: Not connected. Ignoring message."
466
- }
467
- ]
468
- };
839
+ };
840
+ chart.setConfig(config);
841
+ const imageBuffer = await chart.toBinary();
842
+ const base64 = imageBuffer.toString("base64");
843
+ return {
844
+ content: [
845
+ {
846
+ type: "resource",
847
+ resource: {
848
+ uri: "resource://graph",
849
+ mimeType: "image/png",
850
+ blob: base64
469
851
  }
470
- this.parser?.send(marketDataRequest);
471
- this.logger?.log({
472
- level: "info",
473
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
474
- });
475
- const fixData = await response;
476
- return {
477
- content: [
478
- {
479
- type: "text",
480
- text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
481
- }
482
- ]
483
- };
484
- } catch (error) {
485
- return {
486
- isError: true,
487
- content: [
488
- {
489
- type: "text",
490
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
491
- }
492
- ]
493
- };
494
852
  }
495
- }
496
- default:
497
- throw new Error(`Unknown tool: ${name}`);
853
+ ]
854
+ };
855
+ } catch (error) {
856
+ return {
857
+ content: [
858
+ {
859
+ type: "text",
860
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
861
+ uri: "getStockGraph"
862
+ }
863
+ ],
864
+ isError: true
865
+ };
866
+ }
867
+ };
868
+ };
869
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
870
+ return async (args) => {
871
+ try {
872
+ const symbol = args.symbol;
873
+ const priceHistory = marketDataPrices.get(symbol) || [];
874
+ if (priceHistory.length === 0) {
875
+ return {
876
+ content: [
877
+ {
878
+ type: "text",
879
+ text: `No price data available for ${symbol}`,
880
+ uri: "getStockPriceHistory"
881
+ }
882
+ ]
883
+ };
498
884
  }
499
- });
500
- this.server.setRequestHandler(ListPromptsRequestSchema, async () => {
501
885
  return {
502
- prompts: [
886
+ content: [
503
887
  {
504
- name: "parse",
505
- description: "Parses a FIX message and describes it in plain language",
506
- arguments: [
888
+ type: "text",
889
+ text: JSON.stringify(
507
890
  {
508
- name: "fixString",
509
- description: "FIX message string to parse",
510
- required: true
511
- }
512
- ]
513
- },
891
+ symbol,
892
+ count: priceHistory.length,
893
+ data: priceHistory.map((point) => ({
894
+ timestamp: new Date(point.timestamp).toISOString(),
895
+ bid: point.bid,
896
+ offer: point.offer,
897
+ spread: point.spread,
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
940
+ }))
941
+ },
942
+ null,
943
+ 2
944
+ ),
945
+ uri: "getStockPriceHistory"
946
+ }
947
+ ]
948
+ };
949
+ } catch (error) {
950
+ return {
951
+ content: [
514
952
  {
515
- name: "parseToJSON",
516
- description: "Parses a FIX message into JSON",
517
- arguments: [
518
- {
519
- name: "fixString",
520
- description: "FIX message string to parse",
521
- required: true
522
- }
523
- ]
524
- },
953
+ type: "text",
954
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
955
+ uri: "getStockPriceHistory"
956
+ }
957
+ ],
958
+ isError: true
959
+ };
960
+ }
961
+ };
962
+ };
963
+
964
+ // src/tools/order.ts
965
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
966
+ var ordTypeNames = {
967
+ "1": "Market",
968
+ "2": "Limit",
969
+ "3": "Stop",
970
+ "4": "StopLimit",
971
+ "5": "MarketOnClose",
972
+ "6": "WithOrWithout",
973
+ "7": "LimitOrBetter",
974
+ "8": "LimitWithOrWithout",
975
+ "9": "OnBasis",
976
+ A: "OnClose",
977
+ B: "LimitOnClose",
978
+ C: "ForexMarket",
979
+ D: "PreviouslyQuoted",
980
+ E: "PreviouslyIndicated",
981
+ F: "ForexLimit",
982
+ G: "ForexSwap",
983
+ H: "ForexPreviouslyQuoted",
984
+ I: "Funari",
985
+ J: "MarketIfTouched",
986
+ K: "MarketWithLeftOverAsLimit",
987
+ L: "PreviousFundValuationPoint",
988
+ M: "NextFundValuationPoint",
989
+ P: "Pegged",
990
+ Q: "CounterOrderSelection",
991
+ R: "StopOnBidOrOffer",
992
+ S: "StopLimitOnBidOrOffer"
993
+ };
994
+ var sideNames = {
995
+ "1": "Buy",
996
+ "2": "Sell",
997
+ "3": "BuyMinus",
998
+ "4": "SellPlus",
999
+ "5": "SellShort",
1000
+ "6": "SellShortExempt",
1001
+ "7": "Undisclosed",
1002
+ "8": "Cross",
1003
+ "9": "CrossShort",
1004
+ A: "CrossShortExempt",
1005
+ B: "AsDefined",
1006
+ C: "Opposite",
1007
+ D: "Subscribe",
1008
+ E: "Redeem",
1009
+ F: "Lend",
1010
+ G: "Borrow",
1011
+ H: "SellUndisclosed"
1012
+ };
1013
+ var timeInForceNames = {
1014
+ "0": "Day",
1015
+ "1": "GoodTillCancel",
1016
+ "2": "AtTheOpening",
1017
+ "3": "ImmediateOrCancel",
1018
+ "4": "FillOrKill",
1019
+ "5": "GoodTillCrossing",
1020
+ "6": "GoodTillDate",
1021
+ "7": "AtTheClose",
1022
+ "8": "GoodThroughCrossing",
1023
+ "9": "AtCrossing",
1024
+ A: "GoodForTime",
1025
+ B: "GoodForAuction",
1026
+ C: "GoodForMonth"
1027
+ };
1028
+ var handlInstNames = {
1029
+ "1": "AutomatedExecutionNoIntervention",
1030
+ "2": "AutomatedExecutionInterventionOK",
1031
+ "3": "ManualOrder"
1032
+ };
1033
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
1034
+ return async (args) => {
1035
+ try {
1036
+ verifiedOrders.set(args.clOrdID, {
1037
+ clOrdID: args.clOrdID,
1038
+ handlInst: args.handlInst,
1039
+ quantity: Number.parseFloat(String(args.quantity)),
1040
+ price: Number.parseFloat(String(args.price)),
1041
+ ordType: args.ordType,
1042
+ side: args.side,
1043
+ symbol: args.symbol,
1044
+ timeInForce: args.timeInForce
1045
+ });
1046
+ return {
1047
+ content: [
525
1048
  {
526
- name: "newOrderSingle",
527
- description: "Creates and sends a New Order Single",
528
- arguments: [
529
- {
530
- name: "clOrdID",
531
- description: "Client Order ID",
532
- required: true
533
- },
534
- {
535
- name: "handlInst",
536
- description: "Handling instruction",
537
- required: false
538
- },
539
- {
540
- name: "quantity",
541
- description: "Order quantity",
542
- required: true
543
- },
544
- {
545
- name: "price",
546
- description: "Order price",
547
- required: true
548
- },
549
- {
550
- name: "ordType",
551
- description: "Order type",
552
- required: false
553
- },
554
- {
555
- name: "side",
556
- 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)",
557
- required: true
558
- },
559
- {
560
- name: "symbol",
561
- description: "Trading symbol",
562
- required: true
563
- },
564
- {
565
- name: "timeInForce",
566
- description: "Time in force",
567
- required: false
568
- }
569
- ]
570
- },
1049
+ type: "text",
1050
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
1051
+
1052
+ Parameters verified:
1053
+ - ClOrdID: ${args.clOrdID}
1054
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
1055
+ - Quantity: ${args.quantity}
1056
+ - Price: ${args.price}
1057
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
1058
+ - Side: ${args.side} (${sideNames[args.side]})
1059
+ - Symbol: ${args.symbol}
1060
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
1061
+
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!`,
1063
+ uri: "verifyOrder"
1064
+ }
1065
+ ]
1066
+ };
1067
+ } catch (error) {
1068
+ return {
1069
+ content: [
571
1070
  {
572
- name: "marketDataRequest",
573
- description: "Sends a request for Market Data with the given symbol",
574
- arguments: [
575
- {
576
- name: "mdUpdateType",
577
- description: "Market data update type",
578
- required: false
579
- },
580
- {
581
- name: "symbol",
582
- description: "Trading symbol",
583
- required: true
584
- },
585
- {
586
- name: "mdReqID",
587
- description: "Market data request ID",
588
- required: true
589
- },
590
- {
591
- name: "subscriptionRequestType",
592
- description: "Subscription request type",
593
- required: false
594
- },
595
- {
596
- name: "mdEntryType",
597
- description: "Market data entry type",
598
- required: false
599
- }
600
- ]
1071
+ type: "text",
1072
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
1073
+ uri: "verifyOrder"
1074
+ }
1075
+ ],
1076
+ isError: true
1077
+ };
1078
+ }
1079
+ };
1080
+ };
1081
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
1082
+ return async (args) => {
1083
+ try {
1084
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
1085
+ if (!verifiedOrder) {
1086
+ return {
1087
+ content: [
1088
+ {
1089
+ type: "text",
1090
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
1091
+ uri: "executeOrder"
1092
+ }
1093
+ ],
1094
+ isError: true
1095
+ };
1096
+ }
1097
+ 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) {
1098
+ return {
1099
+ content: [
1100
+ {
1101
+ type: "text",
1102
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
1103
+ uri: "executeOrder"
1104
+ }
1105
+ ],
1106
+ isError: true
1107
+ };
1108
+ }
1109
+ const response = new Promise((resolve) => {
1110
+ pendingRequests.set(args.clOrdID, resolve);
1111
+ });
1112
+ const order = parser.createMessage(
1113
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
1114
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1115
+ new Field2(Fields2.SenderCompID, parser.sender),
1116
+ new Field2(Fields2.TargetCompID, parser.target),
1117
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
1118
+ new Field2(Fields2.ClOrdID, args.clOrdID),
1119
+ new Field2(Fields2.Side, args.side),
1120
+ new Field2(Fields2.Symbol, args.symbol),
1121
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
1122
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
1123
+ new Field2(Fields2.OrdType, args.ordType),
1124
+ new Field2(Fields2.HandlInst, args.handlInst),
1125
+ new Field2(Fields2.TimeInForce, args.timeInForce),
1126
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
1127
+ );
1128
+ if (!parser.connected) {
1129
+ return {
1130
+ content: [
1131
+ {
1132
+ type: "text",
1133
+ text: "Error: Not connected. Ignoring message.",
1134
+ uri: "executeOrder"
1135
+ }
1136
+ ],
1137
+ isError: true
1138
+ };
1139
+ }
1140
+ parser.send(order);
1141
+ const fixData = await response;
1142
+ verifiedOrders.delete(args.clOrdID);
1143
+ return {
1144
+ content: [
1145
+ {
1146
+ type: "text",
1147
+ text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
1148
+ uri: "executeOrder"
601
1149
  }
602
1150
  ]
603
1151
  };
1152
+ } catch (error) {
1153
+ return {
1154
+ content: [
1155
+ {
1156
+ type: "text",
1157
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
1158
+ uri: "executeOrder"
1159
+ }
1160
+ ],
1161
+ isError: true
1162
+ };
1163
+ }
1164
+ };
1165
+ };
1166
+
1167
+ // src/tools/parse.ts
1168
+ var createParseHandler = (parser) => {
1169
+ return async (args) => {
1170
+ try {
1171
+ const parsedMessage = parser.parse(args.fixString);
1172
+ if (!parsedMessage || parsedMessage.length === 0) {
1173
+ return {
1174
+ content: [
1175
+ {
1176
+ type: "text",
1177
+ text: "Error: Failed to parse FIX string",
1178
+ uri: "parse"
1179
+ }
1180
+ ],
1181
+ isError: true
1182
+ };
1183
+ }
1184
+ return {
1185
+ content: [
1186
+ {
1187
+ type: "text",
1188
+ text: `${parsedMessage[0].description}
1189
+ ${parsedMessage[0].messageTypeDescription}`,
1190
+ uri: "parse"
1191
+ }
1192
+ ]
1193
+ };
1194
+ } catch (error) {
1195
+ return {
1196
+ content: [
1197
+ {
1198
+ type: "text",
1199
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1200
+ uri: "parse"
1201
+ }
1202
+ ],
1203
+ isError: true
1204
+ };
1205
+ }
1206
+ };
1207
+ };
1208
+
1209
+ // src/tools/parseToJSON.ts
1210
+ var createParseToJSONHandler = (parser) => {
1211
+ return async (args) => {
1212
+ try {
1213
+ const parsedMessage = parser.parse(args.fixString);
1214
+ if (!parsedMessage || parsedMessage.length === 0) {
1215
+ return {
1216
+ content: [
1217
+ {
1218
+ type: "text",
1219
+ text: "Error: Failed to parse FIX string",
1220
+ uri: "parseToJSON"
1221
+ }
1222
+ ],
1223
+ isError: true
1224
+ };
1225
+ }
1226
+ return {
1227
+ content: [
1228
+ {
1229
+ type: "text",
1230
+ text: `${parsedMessage[0].toFIXJSON()}`,
1231
+ uri: "parseToJSON"
1232
+ }
1233
+ ]
1234
+ };
1235
+ } catch (error) {
1236
+ return {
1237
+ content: [
1238
+ {
1239
+ type: "text",
1240
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
1241
+ uri: "parseToJSON"
1242
+ }
1243
+ ],
1244
+ isError: true
1245
+ };
1246
+ }
1247
+ };
1248
+ };
1249
+
1250
+ // src/tools/index.ts
1251
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
1252
+ parse: createParseHandler(parser),
1253
+ parseToJSON: createParseToJSONHandler(parser),
1254
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
1255
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
1256
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
1257
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
1258
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
1259
+ technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
1260
+ });
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
+
1489
+ // src/MCPLocal.ts
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;
1511
+ server = new Server(
1512
+ {
1513
+ name: "fixparser",
1514
+ version: "1.0.0"
1515
+ },
1516
+ {
1517
+ capabilities: {
1518
+ tools: Object.entries(toolSchemas).reduce(
1519
+ (acc, [name, { description, schema }]) => {
1520
+ acc[name] = {
1521
+ description,
1522
+ parameters: schema
1523
+ };
1524
+ return acc;
1525
+ },
1526
+ {}
1527
+ )
1528
+ }
1529
+ }
1530
+ );
1531
+ transport = new StdioServerTransport();
1532
+ constructor({ logger, onReady }) {
1533
+ super({ logger, onReady });
1534
+ }
1535
+ async register(parser) {
1536
+ this.parser = parser;
1537
+ this.parser.addOnMessageCallback((message) => {
1538
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
604
1539
  });
605
- this.server.setRequestHandler(GetPromptRequestSchema, async (request) => {
606
- const { name, arguments: args } = request.params;
607
- switch (name) {
608
- case "parse": {
609
- const fixString = args?.fixString || "";
610
- return {
611
- messages: [
612
- {
613
- role: "user",
614
- content: {
615
- type: "text",
616
- text: `Please parse and explain this FIX message: ${fixString}`
617
- }
618
- }
619
- ]
620
- };
621
- }
622
- case "parseToJSON": {
623
- const fixString = args?.fixString || "";
624
- return {
625
- messages: [
626
- {
627
- role: "user",
628
- content: {
629
- type: "text",
630
- text: `Please parse the FIX message to JSON: ${fixString}`
631
- }
632
- }
633
- ]
634
- };
635
- }
636
- case "newOrderSingle": {
637
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
638
- return {
639
- messages: [
640
- {
641
- role: "user",
642
- content: {
643
- type: "text",
644
- text: [
645
- "Create a New Order Single FIX message with the following parameters:",
646
- `- ClOrdID: ${clOrdID}`,
647
- `- 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)`,
648
- `- Quantity: ${quantity}`,
649
- `- Price: ${price}`,
650
- `- 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)`,
651
- `- Side: ${side} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '1' for Buy, '2' for Sell)`,
652
- `- Symbol: ${symbol}`,
653
- `- 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)`,
654
- "",
655
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values.",
656
- "",
657
- '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.',
658
- '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.',
659
- '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.',
660
- '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.'
661
- ].join("\n")
662
- }
663
- }
664
- ]
665
- };
666
- }
667
- case "marketDataRequest": {
668
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
1540
+ this.addWorkflows();
1541
+ await this.server.connect(this.transport);
1542
+ if (this.onReady) {
1543
+ this.onReady();
1544
+ }
1545
+ }
1546
+ addWorkflows() {
1547
+ if (!this.parser) {
1548
+ return;
1549
+ }
1550
+ if (!this.server) {
1551
+ return;
1552
+ }
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
+ });
1562
+ this.server.setRequestHandler(
1563
+ z.object({
1564
+ method: z.literal("tools/call"),
1565
+ params: z.object({
1566
+ name: z.string(),
1567
+ arguments: z.any(),
1568
+ _meta: z.object({
1569
+ progressToken: z.number()
1570
+ }).optional()
1571
+ })
1572
+ }),
1573
+ async (request) => {
1574
+ const { name, arguments: args } = request.params;
1575
+ const toolHandlers = createToolHandlers(
1576
+ this.parser,
1577
+ this.verifiedOrders,
1578
+ this.pendingRequests,
1579
+ this.marketDataPrices
1580
+ );
1581
+ const handler = toolHandlers[name];
1582
+ if (!handler) {
669
1583
  return {
670
- messages: [
1584
+ content: [
671
1585
  {
672
- role: "user",
673
- content: {
674
- type: "text",
675
- text: [
676
- "Create a Market Data Request FIX message with the following parameters:",
677
- `- MDUpdateType: ${mdUpdateType ?? "0"} (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use '0' for FullRefresh, '1' for IncrementalRefresh)`,
678
- `- Symbol: ${symbol}`,
679
- `- MDReqID: ${mdReqID}`,
680
- `- 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)`,
681
- `- 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)`,
682
- "",
683
- "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values.",
684
- "",
685
- '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.',
686
- '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.',
687
- '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.'
688
- ].join("\n")
689
- }
1586
+ type: "text",
1587
+ text: `Tool not found: ${name}`,
1588
+ uri: name
690
1589
  }
691
- ]
1590
+ ],
1591
+ isError: true
692
1592
  };
693
1593
  }
694
- default:
695
- throw new Error(`Unknown prompt: ${name}`);
1594
+ const result = await handler(args);
1595
+ return {
1596
+ content: result.content,
1597
+ isError: result.isError
1598
+ };
696
1599
  }
697
- });
1600
+ );
698
1601
  process.on("SIGINT", async () => {
699
1602
  await this.server.close();
700
1603
  process.exit(0);