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.
- package/build/cjs/MCPLocal.js +925 -924
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +411 -968
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +925 -914
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +420 -958
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +47 -12
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +47 -12
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +8 -9
- package/types/MCPLocal.d.ts +9 -33
- package/types/MCPRemote.d.ts +27 -33
- package/build/cjs/index.js +0 -1291
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1253
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
- package/types/MCPBase.d.ts +0 -49
- package/types/schemas/index.d.ts +0 -15
- package/types/schemas/schemas.d.ts +0 -168
- package/types/tools/index.d.ts +0 -17
- package/types/tools/marketData.d.ts +0 -40
- package/types/tools/order.d.ts +0 -12
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
- package/types/utils/messageHandler.d.ts +0 -18
package/build/esm/MCPRemote.mjs
CHANGED
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@@ -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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-
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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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* @
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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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// 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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"A",
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"B",
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"C",
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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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enum: [
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"M",
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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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|
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type: "object",
|
|
274
|
-
properties: {
|
|
275
|
-
symbol: { type: "string" }
|
|
276
|
-
},
|
|
277
|
-
required: ["symbol"]
|
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278
|
-
}
|
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279
|
-
}
|
|
280
|
-
};
|
|
281
|
-
|
|
282
|
-
// src/tools/marketData.ts
|
|
283
|
-
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
-
import QuickChart from "quickchart-js";
|
|
285
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
-
return async (args) => {
|
|
287
|
-
try {
|
|
288
|
-
const response = new Promise((resolve) => {
|
|
289
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
290
|
-
});
|
|
291
|
-
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
|
292
|
-
const messageFields = [
|
|
293
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
294
|
-
new Field(Fields.SenderCompID, parser.sender),
|
|
295
|
-
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
296
|
-
new Field(Fields.TargetCompID, parser.target),
|
|
297
|
-
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
298
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
299
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
300
|
-
new Field(Fields.MarketDepth, 0),
|
|
301
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
302
|
-
];
|
|
303
|
-
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
304
|
-
args.symbols.forEach((symbol) => {
|
|
305
|
-
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
306
|
-
});
|
|
307
|
-
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
308
|
-
entryTypes.forEach((entryType) => {
|
|
309
|
-
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
310
|
-
});
|
|
311
|
-
const mdr = parser.createMessage(...messageFields);
|
|
312
|
-
if (!parser.connected) {
|
|
313
|
-
return {
|
|
314
|
-
content: [
|
|
315
|
-
{
|
|
316
|
-
type: "text",
|
|
317
|
-
text: "Error: Not connected. Ignoring message.",
|
|
318
|
-
uri: "marketDataRequest"
|
|
319
|
-
}
|
|
320
|
-
],
|
|
321
|
-
isError: true
|
|
322
|
-
};
|
|
323
|
-
}
|
|
324
|
-
parser.send(mdr);
|
|
325
|
-
const fixData = await response;
|
|
326
|
-
return {
|
|
327
|
-
content: [
|
|
328
|
-
{
|
|
329
|
-
type: "text",
|
|
330
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
331
|
-
uri: "marketDataRequest"
|
|
332
|
-
}
|
|
333
|
-
]
|
|
334
|
-
};
|
|
335
|
-
} catch (error) {
|
|
336
|
-
return {
|
|
337
|
-
content: [
|
|
338
|
-
{
|
|
339
|
-
type: "text",
|
|
340
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
341
|
-
uri: "marketDataRequest"
|
|
342
|
-
}
|
|
343
|
-
],
|
|
344
|
-
isError: true
|
|
345
|
-
};
|
|
346
|
-
}
|
|
347
|
-
};
|
|
348
|
-
};
|
|
349
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
350
|
-
return async (args) => {
|
|
351
|
-
try {
|
|
352
|
-
const symbol = args.symbol;
|
|
353
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
354
|
-
if (priceHistory.length === 0) {
|
|
355
|
-
return {
|
|
356
|
-
content: [
|
|
357
|
-
{
|
|
358
|
-
type: "text",
|
|
359
|
-
text: `No price data available for ${symbol}`,
|
|
360
|
-
uri: "getStockGraph"
|
|
361
|
-
}
|
|
362
|
-
]
|
|
363
|
-
};
|
|
364
|
-
}
|
|
365
|
-
const chart = new QuickChart();
|
|
366
|
-
chart.setWidth(1200);
|
|
367
|
-
chart.setHeight(600);
|
|
368
|
-
chart.setBackgroundColor("transparent");
|
|
369
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
370
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
371
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
372
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
373
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
374
|
-
const config = {
|
|
375
|
-
type: "line",
|
|
376
|
-
data: {
|
|
377
|
-
labels,
|
|
378
|
-
datasets: [
|
|
379
|
-
{
|
|
380
|
-
label: "Bid",
|
|
381
|
-
data: bidData,
|
|
382
|
-
borderColor: "#28a745",
|
|
383
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
384
|
-
fill: false,
|
|
385
|
-
tension: 0.4
|
|
386
|
-
},
|
|
387
|
-
{
|
|
388
|
-
label: "Offer",
|
|
389
|
-
data: offerData,
|
|
390
|
-
borderColor: "#dc3545",
|
|
391
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
392
|
-
fill: false,
|
|
393
|
-
tension: 0.4
|
|
394
|
-
},
|
|
395
|
-
{
|
|
396
|
-
label: "Spread",
|
|
397
|
-
data: spreadData,
|
|
398
|
-
borderColor: "#6c757d",
|
|
399
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
400
|
-
fill: false,
|
|
401
|
-
tension: 0.4
|
|
402
|
-
},
|
|
403
|
-
{
|
|
404
|
-
label: "Volume",
|
|
405
|
-
data: volumeData,
|
|
406
|
-
borderColor: "#007bff",
|
|
407
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
408
|
-
fill: true,
|
|
409
|
-
tension: 0.4
|
|
410
|
-
}
|
|
411
|
-
]
|
|
412
|
-
},
|
|
413
|
-
options: {
|
|
414
|
-
responsive: true,
|
|
415
|
-
plugins: {
|
|
416
|
-
title: {
|
|
417
|
-
display: true,
|
|
418
|
-
text: `${symbol} Market Data`
|
|
419
|
-
}
|
|
420
|
-
},
|
|
421
|
-
scales: {
|
|
422
|
-
y: {
|
|
423
|
-
beginAtZero: false
|
|
424
|
-
}
|
|
425
|
-
}
|
|
426
|
-
}
|
|
427
|
-
};
|
|
428
|
-
chart.setConfig(config);
|
|
429
|
-
const imageBuffer = await chart.toBinary();
|
|
430
|
-
const base64 = imageBuffer.toString("base64");
|
|
431
|
-
return {
|
|
432
|
-
content: [
|
|
433
|
-
{
|
|
434
|
-
type: "resource",
|
|
435
|
-
resource: {
|
|
436
|
-
uri: "resource://graph",
|
|
437
|
-
mimeType: "image/png",
|
|
438
|
-
blob: base64
|
|
439
|
-
}
|
|
440
|
-
}
|
|
441
|
-
]
|
|
442
|
-
};
|
|
443
|
-
} catch (error) {
|
|
444
|
-
return {
|
|
445
|
-
content: [
|
|
446
|
-
{
|
|
447
|
-
type: "text",
|
|
448
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
449
|
-
uri: "getStockGraph"
|
|
450
|
-
}
|
|
451
|
-
],
|
|
452
|
-
isError: true
|
|
453
|
-
};
|
|
454
|
-
}
|
|
455
|
-
};
|
|
456
|
-
};
|
|
457
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
458
|
-
return async (args) => {
|
|
459
|
-
try {
|
|
460
|
-
const symbol = args.symbol;
|
|
461
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
462
|
-
if (priceHistory.length === 0) {
|
|
463
|
-
return {
|
|
464
|
-
content: [
|
|
465
|
-
{
|
|
466
|
-
type: "text",
|
|
467
|
-
text: `No price data available for ${symbol}`,
|
|
468
|
-
uri: "getStockPriceHistory"
|
|
469
|
-
}
|
|
470
|
-
]
|
|
471
|
-
};
|
|
472
|
-
}
|
|
473
|
-
return {
|
|
474
|
-
content: [
|
|
475
|
-
{
|
|
476
|
-
type: "text",
|
|
477
|
-
text: JSON.stringify(
|
|
478
|
-
{
|
|
479
|
-
symbol,
|
|
480
|
-
count: priceHistory.length,
|
|
481
|
-
data: priceHistory.map((point) => ({
|
|
482
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
483
|
-
bid: point.bid,
|
|
484
|
-
offer: point.offer,
|
|
485
|
-
spread: point.spread,
|
|
486
|
-
volume: point.volume
|
|
487
|
-
}))
|
|
488
|
-
},
|
|
489
|
-
null,
|
|
490
|
-
2
|
|
491
|
-
),
|
|
492
|
-
uri: "getStockPriceHistory"
|
|
493
|
-
}
|
|
494
|
-
]
|
|
495
|
-
};
|
|
496
|
-
} catch (error) {
|
|
497
|
-
return {
|
|
498
|
-
content: [
|
|
499
|
-
{
|
|
500
|
-
type: "text",
|
|
501
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
502
|
-
uri: "getStockPriceHistory"
|
|
503
|
-
}
|
|
504
|
-
],
|
|
505
|
-
isError: true
|
|
506
|
-
};
|
|
507
|
-
}
|
|
508
|
-
};
|
|
509
|
-
};
|
|
510
|
-
|
|
511
|
-
// src/tools/order.ts
|
|
512
|
-
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
513
|
-
var ordTypeNames = {
|
|
514
|
-
"1": "Market",
|
|
515
|
-
"2": "Limit",
|
|
516
|
-
"3": "Stop",
|
|
517
|
-
"4": "StopLimit",
|
|
518
|
-
"5": "MarketOnClose",
|
|
519
|
-
"6": "WithOrWithout",
|
|
520
|
-
"7": "LimitOrBetter",
|
|
521
|
-
"8": "LimitWithOrWithout",
|
|
522
|
-
"9": "OnBasis",
|
|
523
|
-
A: "OnClose",
|
|
524
|
-
B: "LimitOnClose",
|
|
525
|
-
C: "ForexMarket",
|
|
526
|
-
D: "PreviouslyQuoted",
|
|
527
|
-
E: "PreviouslyIndicated",
|
|
528
|
-
F: "ForexLimit",
|
|
529
|
-
G: "ForexSwap",
|
|
530
|
-
H: "ForexPreviouslyQuoted",
|
|
531
|
-
I: "Funari",
|
|
532
|
-
J: "MarketIfTouched",
|
|
533
|
-
K: "MarketWithLeftOverAsLimit",
|
|
534
|
-
L: "PreviousFundValuationPoint",
|
|
535
|
-
M: "NextFundValuationPoint",
|
|
536
|
-
P: "Pegged",
|
|
537
|
-
Q: "CounterOrderSelection",
|
|
538
|
-
R: "StopOnBidOrOffer",
|
|
539
|
-
S: "StopLimitOnBidOrOffer"
|
|
540
|
-
};
|
|
541
|
-
var sideNames = {
|
|
542
|
-
"1": "Buy",
|
|
543
|
-
"2": "Sell",
|
|
544
|
-
"3": "BuyMinus",
|
|
545
|
-
"4": "SellPlus",
|
|
546
|
-
"5": "SellShort",
|
|
547
|
-
"6": "SellShortExempt",
|
|
548
|
-
"7": "Undisclosed",
|
|
549
|
-
"8": "Cross",
|
|
550
|
-
"9": "CrossShort",
|
|
551
|
-
A: "CrossShortExempt",
|
|
552
|
-
B: "AsDefined",
|
|
553
|
-
C: "Opposite",
|
|
554
|
-
D: "Subscribe",
|
|
555
|
-
E: "Redeem",
|
|
556
|
-
F: "Lend",
|
|
557
|
-
G: "Borrow",
|
|
558
|
-
H: "SellUndisclosed"
|
|
559
|
-
};
|
|
560
|
-
var timeInForceNames = {
|
|
561
|
-
"0": "Day",
|
|
562
|
-
"1": "GoodTillCancel",
|
|
563
|
-
"2": "AtTheOpening",
|
|
564
|
-
"3": "ImmediateOrCancel",
|
|
565
|
-
"4": "FillOrKill",
|
|
566
|
-
"5": "GoodTillCrossing",
|
|
567
|
-
"6": "GoodTillDate",
|
|
568
|
-
"7": "AtTheClose",
|
|
569
|
-
"8": "GoodThroughCrossing",
|
|
570
|
-
"9": "AtCrossing",
|
|
571
|
-
A: "GoodForTime",
|
|
572
|
-
B: "GoodForAuction",
|
|
573
|
-
C: "GoodForMonth"
|
|
574
|
-
};
|
|
575
|
-
var handlInstNames = {
|
|
576
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
577
|
-
"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
|
-
|
|
34
|
+
parser;
|
|
874
35
|
/**
|
|
875
36
|
* Node.js HTTP server instance created internally.
|
|
876
37
|
* @private
|
|
877
38
|
*/
|
|
878
|
-
|
|
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
|
-
|
|
49
|
+
name;
|
|
889
50
|
/**
|
|
890
51
|
* Optional version string of the plugin/server.
|
|
891
52
|
* @private
|
|
892
53
|
*/
|
|
893
|
-
|
|
54
|
+
version;
|
|
894
55
|
/**
|
|
895
|
-
*
|
|
56
|
+
* Called when server is setup and listening.
|
|
896
57
|
* @private
|
|
897
58
|
*/
|
|
898
|
-
|
|
59
|
+
onReady = void 0;
|
|
899
60
|
/**
|
|
900
|
-
*
|
|
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 ${this.port}...`
|
|
924
99
|
});
|
|
925
|
-
this.
|
|
926
|
-
if (this.parser) {
|
|
927
|
-
handleMessage(
|
|
928
|
-
message,
|
|
929
|
-
this.parser,
|
|
930
|
-
this.pendingRequests,
|
|
931
|
-
this.marketDataPrices,
|
|
932
|
-
this.MAX_PRICE_HISTORY,
|
|
933
|
-
(symbol, data) => {
|
|
934
|
-
this.mcpServer?.tool(
|
|
935
|
-
"priceUpdate",
|
|
936
|
-
{
|
|
937
|
-
description: "Price update notification",
|
|
938
|
-
schema: z.object({
|
|
939
|
-
symbol: z.string(),
|
|
940
|
-
timestamp: z.number(),
|
|
941
|
-
bid: z.number(),
|
|
942
|
-
offer: z.number(),
|
|
943
|
-
spread: z.number(),
|
|
944
|
-
volume: z.number()
|
|
945
|
-
})
|
|
946
|
-
},
|
|
947
|
-
() => ({
|
|
948
|
-
content: [
|
|
949
|
-
{
|
|
950
|
-
type: "text",
|
|
951
|
-
text: JSON.stringify({ symbol, ...data })
|
|
952
|
-
}
|
|
953
|
-
]
|
|
954
|
-
})
|
|
955
|
-
);
|
|
956
|
-
}
|
|
957
|
-
);
|
|
958
|
-
}
|
|
959
|
-
});
|
|
960
|
-
this.httpServer = createServer(async (req, res) => {
|
|
100
|
+
this.server = createServer(async (req, res) => {
|
|
961
101
|
if (!req.url || !req.method) {
|
|
962
102
|
res.writeHead(400);
|
|
963
103
|
res.end("Bad Request");
|
|
964
104
|
return;
|
|
965
105
|
}
|
|
966
|
-
|
|
106
|
+
const url = new URL(req.url, `http://${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.
|
|
1000
|
-
version: this.
|
|
164
|
+
name: this.name || "FIXParser",
|
|
165
|
+
version: this.version || "1.0.0"
|
|
1001
166
|
});
|
|
1002
|
-
this.
|
|
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
|
-
|
|
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.
|
|
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:${this.port}...`
|
|
@@ -1044,84 +209,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1044
209
|
this.onReady();
|
|
1045
210
|
}
|
|
1046
211
|
}
|
|
1047
|
-
|
|
212
|
+
addWorkflows() {
|
|
1048
213
|
if (!this.parser) {
|
|
1049
214
|
this.logger?.log({
|
|
1050
215
|
level: "error",
|
|
1051
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
216
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1052
217
|
});
|
|
1053
218
|
return;
|
|
1054
219
|
}
|
|
1055
220
|
if (!this.mcpServer) {
|
|
1056
221
|
this.logger?.log({
|
|
1057
222
|
level: "error",
|
|
1058
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
223
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1059
224
|
});
|
|
1060
225
|
return;
|
|
1061
226
|
}
|
|
1062
227
|
this.mcpServer.tool(
|
|
1063
|
-
"
|
|
228
|
+
"parse",
|
|
229
|
+
"Parses a FIX message and describes it in plain language",
|
|
230
|
+
{ fixString: z.string() },
|
|
231
|
+
async ({ fixString }) => {
|
|
232
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
+
this.logger?.log({
|
|
235
|
+
level: "error",
|
|
236
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
+
});
|
|
238
|
+
return {
|
|
239
|
+
isError: true,
|
|
240
|
+
content: [
|
|
241
|
+
{
|
|
242
|
+
type: "text",
|
|
243
|
+
text: "Error: Failed to parse FIX string"
|
|
244
|
+
}
|
|
245
|
+
]
|
|
246
|
+
};
|
|
247
|
+
}
|
|
248
|
+
return {
|
|
249
|
+
content: [
|
|
250
|
+
{
|
|
251
|
+
type: "text",
|
|
252
|
+
text: parsedMessage ? `${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
|
-
|
|
1066
|
-
|
|
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
|
-
"
|
|
451
|
+
"marketDataRequest",
|
|
452
|
+
"Sends a request for Market Data with the given symbol",
|
|
1087
453
|
{
|
|
1088
|
-
|
|
1089
|
-
|
|
1090
|
-
|
|
1091
|
-
|
|
1092
|
-
|
|
1093
|
-
|
|
1094
|
-
|
|
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 (
|
|
1098
|
-
const
|
|
1099
|
-
|
|
1100
|
-
|
|
1101
|
-
|
|
1102
|
-
|
|
1103
|
-
this.
|
|
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
|
-
|
|
1106
|
-
|
|
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:
|
|
1112
|
-
uri: name
|
|
535
|
+
text: "Error: Not connected. Ignoring message."
|
|
1113
536
|
}
|
|
1114
|
-
]
|
|
1115
|
-
isError: true
|
|
537
|
+
]
|
|
1116
538
|
};
|
|
1117
539
|
}
|
|
1118
|
-
|
|
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:
|
|
1121
|
-
|
|
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 {
|