fixparser-plugin-mcp 9.1.7-3c6fd297 → 9.1.7-3f807208

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.
@@ -5,877 +5,38 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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  import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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  import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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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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+ 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 transports = {};
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+ var MCPRemote = class {
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+ /**
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+ * Port number the server will listen on.
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+ * @private
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+ */
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+ port;
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  /**
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  * Optional logger instance for diagnostics and output.
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- * @protected
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+ * @private
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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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- 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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- 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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- executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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- 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"
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- }
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- },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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- }
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- },
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- getStockGraph: {
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- description: "Generates a price chart for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- getStockPriceHistory: {
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- description: "Returns price history for a given symbol",
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- schema: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- }
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- };
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-
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- // src/tools/marketData.ts
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- import { Field, Fields, MDEntryType, Messages } from "fixparser";
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- import QuickChart from "quickchart-js";
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- var createMarketDataRequestHandler = (parser, pendingRequests) => {
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- return async (args) => {
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- try {
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- const response = new Promise((resolve) => {
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- pendingRequests.set(args.mdReqID, resolve);
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- });
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- const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
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- const messageFields = [
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- new Field(Fields.MsgType, Messages.MarketDataRequest),
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- new Field(Fields.SenderCompID, parser.sender),
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- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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- new Field(Fields.TargetCompID, parser.target),
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- new Field(Fields.SendingTime, parser.getTimestamp()),
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- new Field(Fields.MDReqID, args.mdReqID),
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- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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- new Field(Fields.MarketDepth, 0),
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- new Field(Fields.MDUpdateType, args.mdUpdateType)
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- ];
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- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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- args.symbols.forEach((symbol) => {
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- messageFields.push(new Field(Fields.Symbol, symbol));
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- });
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- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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- entryTypes.forEach((entryType) => {
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- messageFields.push(new Field(Fields.MDEntryType, entryType));
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- });
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- const mdr = parser.createMessage(...messageFields);
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- if (!parser.connected) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: "Error: Not connected. Ignoring message.",
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- parser.send(mdr);
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- const fixData = await response;
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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- uri: "marketDataRequest"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockGraphHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockGraph"
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- }
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- ]
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- };
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- }
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- const chart = new QuickChart();
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- chart.setWidth(1200);
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- chart.setHeight(600);
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- chart.setBackgroundColor("transparent");
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- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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- const bidData = priceHistory.map((point) => point.bid);
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- const offerData = priceHistory.map((point) => point.offer);
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- const spreadData = priceHistory.map((point) => point.spread);
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- const volumeData = priceHistory.map((point) => point.volume);
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- const config = {
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- type: "line",
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- data: {
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- labels,
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- datasets: [
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- {
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- label: "Bid",
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- data: bidData,
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- borderColor: "#28a745",
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- backgroundColor: "rgba(40, 167, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Offer",
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- data: offerData,
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- borderColor: "#dc3545",
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- backgroundColor: "rgba(220, 53, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Spread",
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- data: spreadData,
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- borderColor: "#6c757d",
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- backgroundColor: "rgba(108, 117, 125, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Volume",
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- data: volumeData,
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- borderColor: "#007bff",
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- backgroundColor: "rgba(0, 123, 255, 0.1)",
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- fill: true,
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- tension: 0.4
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- }
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- ]
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- },
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- options: {
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- responsive: true,
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- plugins: {
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- title: {
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- display: true,
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- text: `${symbol} Market Data`
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- }
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- },
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- scales: {
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- y: {
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- beginAtZero: false
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- }
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- }
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- }
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- };
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- chart.setConfig(config);
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- const imageBuffer = await chart.toBinary();
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- const base64 = imageBuffer.toString("base64");
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- return {
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- content: [
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- {
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- type: "resource",
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- resource: {
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- uri: "resource://graph",
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- mimeType: "image/png",
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- blob: base64
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- }
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
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- uri: "getStockGraph"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
468
- uri: "getStockPriceHistory"
469
- }
470
- ]
471
- };
472
- }
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- return {
474
- content: [
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- {
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- type: "text",
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- text: JSON.stringify(
478
- {
479
- symbol,
480
- count: priceHistory.length,
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- data: priceHistory.map((point) => ({
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- timestamp: new Date(point.timestamp).toISOString(),
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- bid: point.bid,
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- offer: point.offer,
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- spread: point.spread,
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- volume: point.volume
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- }))
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- },
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- null,
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- 2
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- ),
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- uri: "getStockPriceHistory"
493
- }
494
- ]
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- };
496
- } catch (error) {
497
- return {
498
- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
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- uri: "getStockPriceHistory"
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- }
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- ],
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- isError: true
506
- };
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- }
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- };
509
- };
510
-
511
- // src/tools/order.ts
512
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
513
- var ordTypeNames = {
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- "1": "Market",
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- "2": "Limit",
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- "3": "Stop",
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- "4": "StopLimit",
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- "5": "MarketOnClose",
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- "6": "WithOrWithout",
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- "7": "LimitOrBetter",
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- "8": "LimitWithOrWithout",
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- "9": "OnBasis",
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- A: "OnClose",
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- B: "LimitOnClose",
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- C: "ForexMarket",
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- D: "PreviouslyQuoted",
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- E: "PreviouslyIndicated",
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- F: "ForexLimit",
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- G: "ForexSwap",
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- H: "ForexPreviouslyQuoted",
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- I: "Funari",
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- J: "MarketIfTouched",
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- K: "MarketWithLeftOverAsLimit",
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- L: "PreviousFundValuationPoint",
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- M: "NextFundValuationPoint",
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- P: "Pegged",
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- Q: "CounterOrderSelection",
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- R: "StopOnBidOrOffer",
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- S: "StopLimitOnBidOrOffer"
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- };
541
- var sideNames = {
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- "1": "Buy",
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- "2": "Sell",
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- "3": "BuyMinus",
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- "4": "SellPlus",
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- "5": "SellShort",
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- "6": "SellShortExempt",
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- "7": "Undisclosed",
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- "8": "Cross",
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- "9": "CrossShort",
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- A: "CrossShortExempt",
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- B: "AsDefined",
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- C: "Opposite",
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- D: "Subscribe",
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- E: "Redeem",
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- F: "Lend",
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- G: "Borrow",
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- H: "SellUndisclosed"
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- };
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- var timeInForceNames = {
561
- "0": "Day",
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- "1": "GoodTillCancel",
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- "2": "AtTheOpening",
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- "3": "ImmediateOrCancel",
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- "4": "FillOrKill",
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- "5": "GoodTillCrossing",
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- "6": "GoodTillDate",
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- "7": "AtTheClose",
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- "8": "GoodThroughCrossing",
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- "9": "AtCrossing",
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- A: "GoodForTime",
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- B: "GoodForAuction",
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- C: "GoodForMonth"
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- };
575
- var handlInstNames = {
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- "1": "AutomatedExecutionNoIntervention",
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- "2": "AutomatedExecutionInterventionOK",
578
- "3": "ManualOrder"
579
- };
580
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
581
- return async (args) => {
582
- try {
583
- verifiedOrders.set(args.clOrdID, {
584
- clOrdID: args.clOrdID,
585
- handlInst: args.handlInst,
586
- quantity: Number.parseFloat(String(args.quantity)),
587
- price: Number.parseFloat(String(args.price)),
588
- ordType: args.ordType,
589
- side: args.side,
590
- symbol: args.symbol,
591
- timeInForce: args.timeInForce
592
- });
593
- return {
594
- content: [
595
- {
596
- type: "text",
597
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
598
-
599
- Parameters verified:
600
- - ClOrdID: ${args.clOrdID}
601
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
602
- - Quantity: ${args.quantity}
603
- - Price: ${args.price}
604
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
605
- - Side: ${args.side} (${sideNames[args.side]})
606
- - Symbol: ${args.symbol}
607
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
608
-
609
- To execute this order, call the executeOrder tool with these exact same parameters.`,
610
- uri: "verifyOrder"
611
- }
612
- ]
613
- };
614
- } catch (error) {
615
- return {
616
- content: [
617
- {
618
- type: "text",
619
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
620
- uri: "verifyOrder"
621
- }
622
- ],
623
- isError: true
624
- };
625
- }
626
- };
627
- };
628
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
629
- return async (args) => {
630
- try {
631
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
632
- if (!verifiedOrder) {
633
- return {
634
- content: [
635
- {
636
- type: "text",
637
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
638
- uri: "executeOrder"
639
- }
640
- ],
641
- isError: true
642
- };
643
- }
644
- 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) {
645
- return {
646
- content: [
647
- {
648
- type: "text",
649
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
650
- uri: "executeOrder"
651
- }
652
- ],
653
- isError: true
654
- };
655
- }
656
- const response = new Promise((resolve) => {
657
- pendingRequests.set(args.clOrdID, resolve);
658
- });
659
- const order = parser.createMessage(
660
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
661
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
662
- new Field2(Fields2.SenderCompID, parser.sender),
663
- new Field2(Fields2.TargetCompID, parser.target),
664
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
665
- new Field2(Fields2.ClOrdID, args.clOrdID),
666
- new Field2(Fields2.Side, args.side),
667
- new Field2(Fields2.Symbol, args.symbol),
668
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
669
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
670
- new Field2(Fields2.OrdType, args.ordType),
671
- new Field2(Fields2.HandlInst, args.handlInst),
672
- new Field2(Fields2.TimeInForce, args.timeInForce),
673
- new Field2(Fields2.TransactTime, parser.getTimestamp())
674
- );
675
- if (!parser.connected) {
676
- return {
677
- content: [
678
- {
679
- type: "text",
680
- text: "Error: Not connected. Ignoring message.",
681
- uri: "executeOrder"
682
- }
683
- ],
684
- isError: true
685
- };
686
- }
687
- parser.send(order);
688
- const fixData = await response;
689
- verifiedOrders.delete(args.clOrdID);
690
- return {
691
- content: [
692
- {
693
- type: "text",
694
- 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())}`,
695
- uri: "executeOrder"
696
- }
697
- ]
698
- };
699
- } catch (error) {
700
- return {
701
- content: [
702
- {
703
- type: "text",
704
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
705
- uri: "executeOrder"
706
- }
707
- ],
708
- isError: true
709
- };
710
- }
711
- };
712
- };
713
-
714
- // src/tools/parse.ts
715
- var createParseHandler = (parser) => {
716
- return async (args) => {
717
- try {
718
- const parsedMessage = parser.parse(args.fixString);
719
- if (!parsedMessage || parsedMessage.length === 0) {
720
- return {
721
- content: [
722
- {
723
- type: "text",
724
- text: "Error: Failed to parse FIX string",
725
- uri: "parse"
726
- }
727
- ],
728
- isError: true
729
- };
730
- }
731
- return {
732
- content: [
733
- {
734
- type: "text",
735
- text: `${parsedMessage[0].description}
736
- ${parsedMessage[0].messageTypeDescription}`,
737
- uri: "parse"
738
- }
739
- ]
740
- };
741
- } catch (error) {
742
- return {
743
- content: [
744
- {
745
- type: "text",
746
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
747
- uri: "parse"
748
- }
749
- ],
750
- isError: true
751
- };
752
- }
753
- };
754
- };
755
-
756
- // src/tools/parseToJSON.ts
757
- var createParseToJSONHandler = (parser) => {
758
- return async (args) => {
759
- try {
760
- const parsedMessage = parser.parse(args.fixString);
761
- if (!parsedMessage || parsedMessage.length === 0) {
762
- return {
763
- content: [
764
- {
765
- type: "text",
766
- text: "Error: Failed to parse FIX string",
767
- uri: "parseToJSON"
768
- }
769
- ],
770
- isError: true
771
- };
772
- }
773
- return {
774
- content: [
775
- {
776
- type: "text",
777
- text: `${parsedMessage[0].toFIXJSON()}`,
778
- uri: "parseToJSON"
779
- }
780
- ]
781
- };
782
- } catch (error) {
783
- return {
784
- content: [
785
- {
786
- type: "text",
787
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
788
- uri: "parseToJSON"
789
- }
790
- ],
791
- isError: true
792
- };
793
- }
794
- };
795
- };
796
-
797
- // src/tools/index.ts
798
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
799
- parse: createParseHandler(parser),
800
- parseToJSON: createParseToJSONHandler(parser),
801
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
802
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
803
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
804
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
805
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
806
- });
807
-
808
- // src/utils/messageHandler.ts
809
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
810
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
811
- parser.logger.log({
812
- level: "info",
813
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
814
- });
815
- const msgType = message.messageType;
816
- if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
817
- const symbol = message.getField(Fields3.Symbol)?.value;
818
- const entries = message.getField(Fields3.NoMDEntries)?.value;
819
- let bid = 0;
820
- let offer = 0;
821
- let volume = 0;
822
- const entryTypes = message.getFields(Fields3.MDEntryType);
823
- const entryPrices = message.getFields(Fields3.MDEntryPx);
824
- const entrySizes = message.getFields(Fields3.MDEntrySize);
825
- if (entryTypes && entryPrices && entrySizes) {
826
- for (let i = 0; i < entries; i++) {
827
- const entryType = entryTypes[i]?.value;
828
- const entryPrice = Number.parseFloat(entryPrices[i]?.value);
829
- const entrySize = Number.parseFloat(entrySizes[i]?.value);
830
- if (entryType === MDEntryType2.Bid) {
831
- bid = entryPrice;
832
- } else if (entryType === MDEntryType2.Offer) {
833
- offer = entryPrice;
834
- }
835
- volume += entrySize;
836
- }
837
- }
838
- const spread = offer - bid;
839
- const timestamp = Date.now();
840
- const data = {
841
- timestamp,
842
- bid,
843
- offer,
844
- spread,
845
- volume
846
- };
847
- if (!marketDataPrices.has(symbol)) {
848
- marketDataPrices.set(symbol, []);
849
- }
850
- const prices = marketDataPrices.get(symbol);
851
- prices.push(data);
852
- if (prices.length > maxPriceHistory) {
853
- prices.splice(0, prices.length - maxPriceHistory);
854
- }
855
- onPriceUpdate?.(symbol, data);
856
- } else if (msgType === Messages3.ExecutionReport) {
857
- const reqId = message.getField(Fields3.ClOrdID)?.value;
858
- const callback = pendingRequests.get(reqId);
859
- if (callback) {
860
- callback(message);
861
- pendingRequests.delete(reqId);
862
- }
863
- }
864
- }
865
-
866
- // src/MCPRemote.ts
867
- var transports = {};
868
- var MCPRemote = class extends MCPBase {
869
- /**
870
- * Port number the server will listen on.
871
32
  * @private
872
33
  */
873
- port;
34
+ parser;
874
35
  /**
875
36
  * Node.js HTTP server instance created internally.
876
37
  * @private
877
38
  */
878
- httpServer;
39
+ server;
879
40
  /**
880
41
  * MCP server instance handling MCP protocol logic.
881
42
  * @private
@@ -885,85 +46,89 @@ var MCPRemote = class extends MCPBase {
885
46
  * Optional name of the plugin/server instance.
886
47
  * @private
887
48
  */
888
- serverName;
49
+ name;
889
50
  /**
890
51
  * Optional version string of the plugin/server.
891
52
  * @private
892
53
  */
893
- serverVersion;
54
+ version;
894
55
  /**
895
- * Map to store verified orders before execution
56
+ * Called when server is setup and listening.
896
57
  * @private
897
58
  */
898
- verifiedOrders = /* @__PURE__ */ new Map();
59
+ onReady = void 0;
899
60
  /**
900
- * Map to store pending requests and their callbacks
61
+ * A map of pending market data requests, keyed by MDReqID.
62
+ * Each entry contains a resolver function that is called when the corresponding
63
+ * FIX Message is received.
901
64
  * @private
65
+ * @type {Map<string, (data: Message) => void>}
902
66
  */
903
67
  pendingRequests = /* @__PURE__ */ new Map();
904
- /**
905
- * Map to store market data prices for each symbol
906
- * @private
907
- */
908
- marketDataPrices = /* @__PURE__ */ new Map();
909
- /**
910
- * Maximum number of price points to store per symbol
911
- * @private
912
- */
913
- MAX_PRICE_HISTORY = 1e5;
914
68
  constructor({ port, logger, onReady }) {
915
- super({ logger, onReady });
916
69
  this.port = port;
70
+ if (logger) this.logger = logger;
71
+ if (onReady) this.onReady = onReady;
917
72
  }
918
73
  async register(parser) {
919
74
  this.parser = parser;
75
+ this.parser.addOnMessageCallback((message) => {
76
+ this.logger?.log({
77
+ level: "info",
78
+ message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
79
+ });
80
+ const msgType = message.messageType;
81
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
82
+ const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
83
+ if (idField) {
84
+ const id = idField.value;
85
+ if (typeof id === "string" || typeof id === "number") {
86
+ const callback = this.pendingRequests.get(String(id));
87
+ if (callback) {
88
+ callback(message);
89
+ this.pendingRequests.delete(String(id));
90
+ }
91
+ }
92
+ }
93
+ }
94
+ });
920
95
  this.logger = parser.logger;
921
96
  this.logger?.log({
922
97
  level: "info",
923
98
  message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
924
99
  });
925
- this.parser.addOnMessageCallback((message) => {
926
- if (this.parser) {
927
- handleMessage(
928
- message,
929
- this.parser,
930
- this.pendingRequests,
931
- this.marketDataPrices,
932
- this.MAX_PRICE_HISTORY,
933
- (symbol, data) => {
934
- this.mcpServer?.tool(
935
- "priceUpdate",
936
- {
937
- description: "Price update notification",
938
- schema: z.object({
939
- symbol: z.string(),
940
- timestamp: z.number(),
941
- bid: z.number(),
942
- offer: z.number(),
943
- spread: z.number(),
944
- volume: z.number()
945
- })
946
- },
947
- () => ({
948
- content: [
949
- {
950
- type: "text",
951
- text: JSON.stringify({ symbol, ...data })
952
- }
953
- ]
954
- })
955
- );
956
- }
957
- );
958
- }
959
- });
960
- this.httpServer = createServer(async (req, res) => {
100
+ this.server = createServer(async (req, res) => {
961
101
  if (!req.url || !req.method) {
962
102
  res.writeHead(400);
963
103
  res.end("Bad Request");
964
104
  return;
965
105
  }
966
- if (req.url === "/mcp") {
106
+ const url = new URL(req.url, `http://${req.headers.host}`);
107
+ if (url.pathname === "/.well-known/oauth-authorization-server") {
108
+ const config = {
109
+ issuer: "https://accounts.google.com",
110
+ authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
111
+ token_endpoint: "https://oauth2.googleapis.com/token",
112
+ jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
113
+ response_types_supported: [
114
+ "code",
115
+ "token",
116
+ "id_token",
117
+ "code token",
118
+ "code id_token",
119
+ "token id_token",
120
+ "code token id_token"
121
+ ],
122
+ subject_types_supported: ["public"],
123
+ id_token_signing_alg_values_supported: ["RS256"],
124
+ scopes_supported: ["openid", "email", "profile"],
125
+ token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
126
+ };
127
+ res.writeHead(200, { "Content-Type": "application/json" });
128
+ res.end(JSON.stringify(config));
129
+ return;
130
+ }
131
+ if (url.pathname === "/") {
967
132
  const sessionId = req.headers["mcp-session-id"];
968
133
  if (req.method === "POST") {
969
134
  const bodyChunks = [];
@@ -996,10 +161,10 @@ var MCPRemote = class extends MCPBase {
996
161
  }
997
162
  };
998
163
  this.mcpServer = new McpServer({
999
- name: this.serverName || "FIXParser",
1000
- version: this.serverVersion || "1.0.0"
164
+ name: this.name || "FIXParser",
165
+ version: this.version || "1.0.0"
1001
166
  });
1002
- this.setupTools();
167
+ this.addWorkflows();
1003
168
  await this.mcpServer.connect(transport);
1004
169
  } else {
1005
170
  res.writeHead(400, { "Content-Type": "application/json" });
@@ -1029,12 +194,12 @@ var MCPRemote = class extends MCPBase {
1029
194
  res.writeHead(405);
1030
195
  res.end("Method Not Allowed");
1031
196
  }
1032
- } else {
1033
- res.writeHead(404);
1034
- res.end("Not Found");
197
+ return;
1035
198
  }
199
+ res.writeHead(404);
200
+ res.end("Not Found");
1036
201
  });
1037
- this.httpServer.listen(this.port, () => {
202
+ this.server.listen(this.port, () => {
1038
203
  this.logger?.log({
1039
204
  level: "info",
1040
205
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -1044,84 +209,381 @@ var MCPRemote = class extends MCPBase {
1044
209
  this.onReady();
1045
210
  }
1046
211
  }
1047
- setupTools() {
212
+ addWorkflows() {
1048
213
  if (!this.parser) {
1049
214
  this.logger?.log({
1050
215
  level: "error",
1051
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
216
+ message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
1052
217
  });
1053
218
  return;
1054
219
  }
1055
220
  if (!this.mcpServer) {
1056
221
  this.logger?.log({
1057
222
  level: "error",
1058
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
223
+ message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
1059
224
  });
1060
225
  return;
1061
226
  }
1062
227
  this.mcpServer.tool(
1063
- "tools/list",
228
+ "parse",
229
+ "Parses a FIX message and describes it in plain language",
230
+ { fixString: z.string() },
231
+ async ({ fixString }) => {
232
+ const parsedMessage = this.parser?.parse(fixString);
233
+ if (!parsedMessage || parsedMessage.length === 0) {
234
+ this.logger?.log({
235
+ level: "error",
236
+ message: "FIXParser (MCP): -- Failed to parse FIX string"
237
+ });
238
+ return {
239
+ isError: true,
240
+ content: [
241
+ {
242
+ type: "text",
243
+ text: "Error: Failed to parse FIX string"
244
+ }
245
+ ]
246
+ };
247
+ }
248
+ return {
249
+ content: [
250
+ {
251
+ type: "text",
252
+ text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
253
+ }
254
+ ]
255
+ };
256
+ }
257
+ );
258
+ this.mcpServer.prompt(
259
+ "parse",
260
+ "Parses a FIX message and describes it in plain language",
261
+ { fixString: z.string() },
262
+ ({ fixString }) => ({
263
+ messages: [
264
+ {
265
+ role: "user",
266
+ content: {
267
+ type: "text",
268
+ text: `Please parse and explain this FIX message: ${fixString}`
269
+ }
270
+ }
271
+ ]
272
+ })
273
+ );
274
+ this.mcpServer.tool(
275
+ "parseToJSON",
276
+ "Parses a FIX message into JSON",
277
+ { fixString: z.string() },
278
+ async ({ fixString }) => {
279
+ const parsedMessage = this.parser?.parse(fixString);
280
+ if (!parsedMessage || parsedMessage.length === 0) {
281
+ this.logger?.log({
282
+ level: "error",
283
+ message: "FIXParser (MCP): -- Failed to parse FIX string"
284
+ });
285
+ return {
286
+ isError: true,
287
+ content: [
288
+ {
289
+ type: "text",
290
+ text: "Error: Failed to parse FIX string"
291
+ }
292
+ ]
293
+ };
294
+ }
295
+ return {
296
+ content: [
297
+ {
298
+ type: "text",
299
+ text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
300
+ }
301
+ ]
302
+ };
303
+ }
304
+ );
305
+ this.mcpServer.prompt(
306
+ "parseToJSON",
307
+ "Parses a FIX message into JSON",
308
+ { fixString: z.string() },
309
+ ({ fixString }) => ({
310
+ messages: [
311
+ {
312
+ role: "user",
313
+ content: {
314
+ type: "text",
315
+ text: `Please parse the FIX message to JSON: ${fixString}`
316
+ }
317
+ }
318
+ ]
319
+ })
320
+ );
321
+ this.mcpServer.tool(
322
+ "newOrderSingle",
323
+ "Creates and sends a New Order Single",
1064
324
  {
1065
- description: "List available tools",
1066
- schema: z.object({})
325
+ clOrdID: z.string(),
326
+ handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
327
+ quantity: z.number(),
328
+ price: z.number(),
329
+ ordType: z.enum([
330
+ "1",
331
+ "2",
332
+ "3",
333
+ "4",
334
+ "5",
335
+ "6",
336
+ "7",
337
+ "8",
338
+ "9",
339
+ "A",
340
+ "B",
341
+ "C",
342
+ "D",
343
+ "E",
344
+ "F",
345
+ "G",
346
+ "H",
347
+ "I",
348
+ "J",
349
+ "K",
350
+ "L",
351
+ "M",
352
+ "P",
353
+ "Q",
354
+ "R",
355
+ "S"
356
+ ]).default(OrdType.Market).optional(),
357
+ side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
358
+ // 1 = Buy, 2 = Sell...
359
+ symbol: z.string(),
360
+ timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
1067
361
  },
1068
- async () => {
362
+ async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
363
+ const response = new Promise((resolve) => {
364
+ this.pendingRequests.set(clOrdID, resolve);
365
+ });
366
+ const order = this.parser?.createMessage(
367
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
368
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
369
+ new Field(Fields.SenderCompID, this.parser?.sender),
370
+ new Field(Fields.TargetCompID, this.parser?.target),
371
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
372
+ new Field(Fields.ClOrdID, clOrdID),
373
+ new Field(Fields.Side, side),
374
+ new Field(Fields.Symbol, symbol),
375
+ new Field(Fields.OrderQty, quantity),
376
+ new Field(Fields.Price, price),
377
+ new Field(Fields.OrdType, ordType),
378
+ new Field(Fields.HandlInst, handlInst),
379
+ new Field(Fields.TimeInForce, timeInForce),
380
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
381
+ );
382
+ if (!this.parser?.connected) {
383
+ this.logger?.log({
384
+ level: "error",
385
+ message: "FIXParser (MCP): -- Not connected. Ignoring message."
386
+ });
387
+ return {
388
+ isError: true,
389
+ content: [
390
+ {
391
+ type: "text",
392
+ text: "Error: Not connected. Ignoring message."
393
+ }
394
+ ]
395
+ };
396
+ }
397
+ this.parser?.send(order);
398
+ this.logger?.log({
399
+ level: "info",
400
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
401
+ });
402
+ const fixData = await response;
1069
403
  return {
1070
404
  content: [
1071
405
  {
1072
406
  type: "text",
1073
- text: JSON.stringify(
1074
- Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1075
- name,
1076
- description,
1077
- inputSchema: schema
1078
- }))
1079
- )
407
+ text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
1080
408
  }
1081
409
  ]
1082
410
  };
1083
411
  }
1084
412
  );
413
+ this.mcpServer.prompt(
414
+ "newOrderSingle",
415
+ "Creates and sends a New Order Single",
416
+ {
417
+ clOrdID: z.string(),
418
+ handlInst: z.string(),
419
+ quantity: z.string(),
420
+ price: z.string(),
421
+ ordType: z.string(),
422
+ side: z.string(),
423
+ symbol: z.string(),
424
+ timeInForce: z.string()
425
+ },
426
+ ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
427
+ messages: [
428
+ {
429
+ role: "user",
430
+ content: {
431
+ type: "text",
432
+ text: [
433
+ "Create a New Order Single FIX message with the following parameters:",
434
+ `- ClOrdID: ${clOrdID}`,
435
+ `- HandlInst: ${handlInst ?? "default"}`,
436
+ `- Quantity: ${quantity}`,
437
+ `- Price: ${price}`,
438
+ `- OrdType: ${ordType ?? "default (Market)"}`,
439
+ `- Side: ${side}`,
440
+ `- Symbol: ${symbol}`,
441
+ `- TimeInForce: ${timeInForce ?? "default (Day)"}`,
442
+ "",
443
+ "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
444
+ ].join("\n")
445
+ }
446
+ }
447
+ ]
448
+ })
449
+ );
1085
450
  this.mcpServer.tool(
1086
- "tools/call",
451
+ "marketDataRequest",
452
+ "Sends a request for Market Data with the given symbol",
1087
453
  {
1088
- description: "Call a tool",
1089
- schema: z.object({
1090
- name: z.string(),
1091
- arguments: z.any(),
1092
- _meta: z.object({
1093
- progressToken: z.number()
1094
- }).optional()
1095
- })
454
+ mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
455
+ // MDUpdateType.FullRefresh
456
+ symbol: z.string(),
457
+ mdReqID: z.string(),
458
+ subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
459
+ mdEntryType: z.enum([
460
+ "0",
461
+ "1",
462
+ "2",
463
+ "3",
464
+ "4",
465
+ "5",
466
+ "6",
467
+ "7",
468
+ "8",
469
+ "9",
470
+ "A",
471
+ "B",
472
+ "C",
473
+ "D",
474
+ "E",
475
+ "F",
476
+ "G",
477
+ "H",
478
+ "J",
479
+ "K",
480
+ "L",
481
+ "M",
482
+ "N",
483
+ "O",
484
+ "P",
485
+ "Q",
486
+ "S",
487
+ "R",
488
+ "T",
489
+ "U",
490
+ "V",
491
+ "W",
492
+ "X",
493
+ "Y",
494
+ "Z",
495
+ "a",
496
+ "b",
497
+ "c",
498
+ "d",
499
+ "e",
500
+ "g",
501
+ "h",
502
+ "i",
503
+ "t"
504
+ ]).default(MDEntryType.Bid).optional()
1096
505
  },
1097
- async (request) => {
1098
- const { name, arguments: args } = request;
1099
- const toolHandlers = createToolHandlers(
1100
- this.parser,
1101
- this.verifiedOrders,
1102
- this.pendingRequests,
1103
- this.marketDataPrices
506
+ async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
507
+ const response = new Promise((resolve) => {
508
+ this.pendingRequests.set(mdReqID, resolve);
509
+ });
510
+ const marketDataRequest = this.parser?.createMessage(
511
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
512
+ new Field(Fields.SenderCompID, this.parser?.sender),
513
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
514
+ new Field(Fields.TargetCompID, this.parser?.target),
515
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
516
+ new Field(Fields.MarketDepth, 0),
517
+ new Field(Fields.MDUpdateType, mdUpdateType),
518
+ new Field(Fields.NoRelatedSym, 1),
519
+ new Field(Fields.Symbol, symbol),
520
+ new Field(Fields.MDReqID, mdReqID),
521
+ new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
522
+ new Field(Fields.NoMDEntryTypes, 1),
523
+ new Field(Fields.MDEntryType, mdEntryType)
1104
524
  );
1105
- const handler = toolHandlers[name];
1106
- if (!handler) {
525
+ if (!this.parser?.connected) {
526
+ this.logger?.log({
527
+ level: "error",
528
+ message: "FIXParser (MCP): -- Not connected. Ignoring message."
529
+ });
1107
530
  return {
531
+ isError: true,
1108
532
  content: [
1109
533
  {
1110
534
  type: "text",
1111
- text: `Tool not found: ${name}`,
1112
- uri: name
535
+ text: "Error: Not connected. Ignoring message."
1113
536
  }
1114
- ],
1115
- isError: true
537
+ ]
1116
538
  };
1117
539
  }
1118
- const result = await handler(args);
540
+ this.parser?.send(marketDataRequest);
541
+ this.logger?.log({
542
+ level: "info",
543
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
544
+ });
545
+ const fixData = await response;
1119
546
  return {
1120
- content: result.content,
1121
- isError: result.isError
547
+ content: [
548
+ {
549
+ type: "text",
550
+ text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
551
+ }
552
+ ]
1122
553
  };
1123
554
  }
1124
555
  );
556
+ this.mcpServer.prompt(
557
+ "marketDataRequest",
558
+ "Sends a request for Market Data with the given symbol",
559
+ {
560
+ mdUpdateType: z.string(),
561
+ symbol: z.string(),
562
+ mdReqID: z.string(),
563
+ subscriptionRequestType: z.string(),
564
+ mdEntryType: z.string()
565
+ },
566
+ ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
567
+ messages: [
568
+ {
569
+ role: "user",
570
+ content: {
571
+ type: "text",
572
+ text: [
573
+ "Create a Market Data Request FIX message with the following parameters:",
574
+ `- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
575
+ `- Symbol: ${symbol}`,
576
+ `- MDReqID: ${mdReqID}`,
577
+ `- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
578
+ `- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
579
+ "",
580
+ "Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
581
+ ].join("\n")
582
+ }
583
+ }
584
+ ]
585
+ })
586
+ );
1125
587
  }
1126
588
  };
1127
589
  export {