fixparser-plugin-mcp 9.1.7-400318ef → 9.1.7-46844c62
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 +818 -623
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/esm/MCPLocal.mjs +808 -623
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +23 -23
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +23 -23
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +3 -2
- package/types/schemas/index.d.ts +27 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +14 -0
- package/types/tools/marketData.d.ts +34 -0
- package/types/tools/order.d.ts +11 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
package/build/esm/MCPLocal.mjs
CHANGED
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@@ -1,187 +1,775 @@
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// src/MCPLocal.ts
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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import {
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import { Fields as Fields3, Messages as Messages3 } from "fixparser";
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import { z } from "zod";
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// src/tools/marketData.ts
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import { Field, Fields, Messages } from "fixparser";
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import sharp from "sharp";
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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 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, args.mdEntryTypes.length));
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args.mdEntryTypes.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 ${symbol}`,
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uri: "getStockGraph"
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}
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]
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};
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}
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const width = 600;
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const height = 300;
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const padding = 40;
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const xScale = (width - 2 * padding) / (priceHistory.length - 1);
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const yMin = Math.min(...priceHistory.map((d) => d.price));
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const yMax = Math.max(...priceHistory.map((d) => d.price));
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const yScale = (height - 2 * padding) / (yMax - yMin);
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const points = priceHistory.map((d, i) => {
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const x = padding + i * xScale;
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const y = height - padding - (d.price - yMin) * yScale;
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return `${x},${y}`;
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}).join(" L ");
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const svg = `<?xml version="1.0" encoding="UTF-8"?>
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<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
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<!-- Background -->
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<rect width="100%" height="100%" fill="#f8f9fa"/>
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<!-- Grid lines -->
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<g stroke="#e9ecef" stroke-width="1">
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${Array.from({ length: 5 }, (_, i) => {
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const y = padding + (height - 2 * padding) * i / 4;
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return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
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}).join("\n")}
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</g>
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<!-- Price line -->
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<path d="M ${points}"
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fill="none"
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stroke="#007bff"
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stroke-width="2"/>
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<!-- Data points -->
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${priceHistory.map((d, i) => {
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const x = padding + i * xScale;
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const y = height - padding - (d.price - yMin) * yScale;
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return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
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}).join("\n")}
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<!-- Labels -->
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<g font-family="Arial" font-size="12" fill="#495057">
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${Array.from({ length: 5 }, (_, i) => {
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const x = padding + (width - 2 * padding) * i / 4;
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const index = Math.floor((priceHistory.length - 1) * i / 4);
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const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
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return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
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}).join("\n")}
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${Array.from({ length: 5 }, (_, i) => {
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const y = padding + (height - 2 * padding) * i / 4;
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const price = yMax - (yMax - yMin) * i / 4;
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return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
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}).join("\n")}
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</g>
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<!-- Title -->
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<text x="${width / 2}" y="${padding / 2}"
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font-family="Arial" font-size="16" font-weight="bold"
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text-anchor="middle" fill="#212529">
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${symbol} - Price Chart (${priceHistory.length} points)
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</text>
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</svg>`;
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const pngBuffer = await sharp(Buffer.from(svg)).png().toBuffer();
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const base64Png = pngBuffer.toString("base64");
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return {
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content: [
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{
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type: "image",
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text: base64Png,
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uri: "getStockGraph",
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mimeType: "image/png"
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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 stock graph"}`,
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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}`,
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uri: "getStockPriceHistory"
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}
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};
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}
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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: JSON.stringify(
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{
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symbol,
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count: priceHistory.length,
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prices: priceHistory.map((point) => ({
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timestamp: new Date(point.timestamp).toISOString(),
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price: point.price
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}))
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),
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uri: "getStockPriceHistory"
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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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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
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};
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}
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};
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};
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// src/tools/order.ts
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import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
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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",
|
|
236
|
+
"8": "LimitWithOrWithout",
|
|
237
|
+
"9": "OnBasis",
|
|
238
|
+
A: "OnClose",
|
|
239
|
+
B: "LimitOnClose",
|
|
240
|
+
C: "ForexMarket",
|
|
241
|
+
D: "PreviouslyQuoted",
|
|
242
|
+
E: "PreviouslyIndicated",
|
|
243
|
+
F: "ForexLimit",
|
|
244
|
+
G: "ForexSwap",
|
|
245
|
+
H: "ForexPreviouslyQuoted",
|
|
246
|
+
I: "Funari",
|
|
247
|
+
J: "MarketIfTouched",
|
|
248
|
+
K: "MarketWithLeftOverAsLimit",
|
|
249
|
+
L: "PreviousFundValuationPoint",
|
|
250
|
+
M: "NextFundValuationPoint",
|
|
251
|
+
P: "Pegged",
|
|
252
|
+
Q: "CounterOrderSelection",
|
|
253
|
+
R: "StopOnBidOrOffer",
|
|
254
|
+
S: "StopLimitOnBidOrOffer"
|
|
255
|
+
};
|
|
256
|
+
var sideNames = {
|
|
257
|
+
"1": "Buy",
|
|
258
|
+
"2": "Sell",
|
|
259
|
+
"3": "BuyMinus",
|
|
260
|
+
"4": "SellPlus",
|
|
261
|
+
"5": "SellShort",
|
|
262
|
+
"6": "SellShortExempt",
|
|
263
|
+
"7": "Undisclosed",
|
|
264
|
+
"8": "Cross",
|
|
265
|
+
"9": "CrossShort",
|
|
266
|
+
A: "CrossShortExempt",
|
|
267
|
+
B: "AsDefined",
|
|
268
|
+
C: "Opposite",
|
|
269
|
+
D: "Subscribe",
|
|
270
|
+
E: "Redeem",
|
|
271
|
+
F: "Lend",
|
|
272
|
+
G: "Borrow",
|
|
273
|
+
H: "SellUndisclosed"
|
|
274
|
+
};
|
|
275
|
+
var timeInForceNames = {
|
|
276
|
+
"0": "Day",
|
|
277
|
+
"1": "GoodTillCancel",
|
|
278
|
+
"2": "AtTheOpening",
|
|
279
|
+
"3": "ImmediateOrCancel",
|
|
280
|
+
"4": "FillOrKill",
|
|
281
|
+
"5": "GoodTillCrossing",
|
|
282
|
+
"6": "GoodTillDate",
|
|
283
|
+
"7": "AtTheClose",
|
|
284
|
+
"8": "GoodThroughCrossing",
|
|
285
|
+
"9": "AtCrossing",
|
|
286
|
+
A: "GoodForTime",
|
|
287
|
+
B: "GoodForAuction",
|
|
288
|
+
C: "GoodForMonth"
|
|
289
|
+
};
|
|
290
|
+
var handlInstNames = {
|
|
291
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
292
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
293
|
+
"3": "ManualOrder"
|
|
294
|
+
};
|
|
295
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
296
|
+
return async (args) => {
|
|
297
|
+
try {
|
|
298
|
+
verifiedOrders.set(args.clOrdID, {
|
|
299
|
+
clOrdID: args.clOrdID,
|
|
300
|
+
handlInst: args.handlInst,
|
|
301
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
302
|
+
price: Number.parseFloat(String(args.price)),
|
|
303
|
+
ordType: args.ordType,
|
|
304
|
+
side: args.side,
|
|
305
|
+
symbol: args.symbol,
|
|
306
|
+
timeInForce: args.timeInForce
|
|
307
|
+
});
|
|
308
|
+
return {
|
|
309
|
+
content: [
|
|
310
|
+
{
|
|
311
|
+
type: "text",
|
|
312
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
313
|
+
|
|
314
|
+
Parameters verified:
|
|
315
|
+
- ClOrdID: ${args.clOrdID}
|
|
316
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
317
|
+
- Quantity: ${args.quantity}
|
|
318
|
+
- Price: ${args.price}
|
|
319
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
320
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
321
|
+
- Symbol: ${args.symbol}
|
|
322
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
323
|
+
|
|
324
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
325
|
+
uri: "verifyOrder"
|
|
326
|
+
}
|
|
327
|
+
]
|
|
328
|
+
};
|
|
329
|
+
} catch (error) {
|
|
330
|
+
return {
|
|
331
|
+
content: [
|
|
332
|
+
{
|
|
333
|
+
type: "text",
|
|
334
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
335
|
+
uri: "verifyOrder"
|
|
336
|
+
}
|
|
337
|
+
],
|
|
338
|
+
isError: true
|
|
339
|
+
};
|
|
340
|
+
}
|
|
341
|
+
};
|
|
342
|
+
};
|
|
343
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
344
|
+
return async (args) => {
|
|
345
|
+
try {
|
|
346
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
347
|
+
if (!verifiedOrder) {
|
|
348
|
+
return {
|
|
349
|
+
content: [
|
|
350
|
+
{
|
|
351
|
+
type: "text",
|
|
352
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
353
|
+
uri: "executeOrder"
|
|
140
354
|
}
|
|
141
|
-
|
|
142
|
-
|
|
143
|
-
|
|
144
|
-
|
|
145
|
-
|
|
146
|
-
|
|
147
|
-
|
|
148
|
-
|
|
149
|
-
|
|
150
|
-
|
|
151
|
-
|
|
152
|
-
},
|
|
153
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
|
|
355
|
+
],
|
|
356
|
+
isError: true
|
|
357
|
+
};
|
|
358
|
+
}
|
|
359
|
+
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) {
|
|
360
|
+
return {
|
|
361
|
+
content: [
|
|
362
|
+
{
|
|
363
|
+
type: "text",
|
|
364
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
365
|
+
uri: "executeOrder"
|
|
154
366
|
}
|
|
367
|
+
],
|
|
368
|
+
isError: true
|
|
369
|
+
};
|
|
370
|
+
}
|
|
371
|
+
const response = new Promise((resolve) => {
|
|
372
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
373
|
+
});
|
|
374
|
+
const order = parser.createMessage(
|
|
375
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
376
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
377
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
378
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
379
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
380
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
381
|
+
new Field2(Fields2.Side, args.side),
|
|
382
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
383
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
384
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
385
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
386
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
387
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
388
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
389
|
+
);
|
|
390
|
+
if (!parser.connected) {
|
|
391
|
+
return {
|
|
392
|
+
content: [
|
|
393
|
+
{
|
|
394
|
+
type: "text",
|
|
395
|
+
text: "Error: Not connected. Ignoring message.",
|
|
396
|
+
uri: "executeOrder"
|
|
397
|
+
}
|
|
398
|
+
],
|
|
399
|
+
isError: true
|
|
400
|
+
};
|
|
401
|
+
}
|
|
402
|
+
parser.send(order);
|
|
403
|
+
const fixData = await response;
|
|
404
|
+
verifiedOrders.delete(args.clOrdID);
|
|
405
|
+
return {
|
|
406
|
+
content: [
|
|
407
|
+
{
|
|
408
|
+
type: "text",
|
|
409
|
+
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())}`,
|
|
410
|
+
uri: "executeOrder"
|
|
155
411
|
}
|
|
156
|
-
|
|
157
|
-
|
|
158
|
-
|
|
159
|
-
|
|
160
|
-
|
|
161
|
-
|
|
162
|
-
|
|
163
|
-
|
|
164
|
-
uri: "
|
|
165
|
-
|
|
166
|
-
|
|
167
|
-
|
|
168
|
-
|
|
169
|
-
|
|
170
|
-
|
|
412
|
+
]
|
|
413
|
+
};
|
|
414
|
+
} catch (error) {
|
|
415
|
+
return {
|
|
416
|
+
content: [
|
|
417
|
+
{
|
|
418
|
+
type: "text",
|
|
419
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
420
|
+
uri: "executeOrder"
|
|
421
|
+
}
|
|
422
|
+
],
|
|
423
|
+
isError: true
|
|
424
|
+
};
|
|
425
|
+
}
|
|
426
|
+
};
|
|
427
|
+
};
|
|
428
|
+
|
|
429
|
+
// src/tools/parse.ts
|
|
430
|
+
var createParseHandler = (parser) => {
|
|
431
|
+
return async (args) => {
|
|
432
|
+
try {
|
|
433
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
434
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
435
|
+
return {
|
|
436
|
+
content: [
|
|
437
|
+
{
|
|
438
|
+
type: "text",
|
|
439
|
+
text: "Error: Failed to parse FIX string",
|
|
440
|
+
uri: "parse"
|
|
171
441
|
}
|
|
172
|
-
|
|
173
|
-
|
|
174
|
-
|
|
175
|
-
|
|
176
|
-
|
|
177
|
-
|
|
178
|
-
|
|
179
|
-
|
|
180
|
-
|
|
181
|
-
|
|
442
|
+
],
|
|
443
|
+
isError: true
|
|
444
|
+
};
|
|
445
|
+
}
|
|
446
|
+
return {
|
|
447
|
+
content: [
|
|
448
|
+
{
|
|
449
|
+
type: "text",
|
|
450
|
+
text: `${parsedMessage[0].description}
|
|
451
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
452
|
+
uri: "parse"
|
|
453
|
+
}
|
|
454
|
+
]
|
|
455
|
+
};
|
|
456
|
+
} catch (error) {
|
|
457
|
+
return {
|
|
458
|
+
content: [
|
|
459
|
+
{
|
|
460
|
+
type: "text",
|
|
461
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
462
|
+
uri: "parse"
|
|
463
|
+
}
|
|
464
|
+
],
|
|
465
|
+
isError: true
|
|
466
|
+
};
|
|
467
|
+
}
|
|
468
|
+
};
|
|
469
|
+
};
|
|
470
|
+
|
|
471
|
+
// src/tools/parseToJSON.ts
|
|
472
|
+
var createParseToJSONHandler = (parser) => {
|
|
473
|
+
return async (args) => {
|
|
474
|
+
try {
|
|
475
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
476
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
477
|
+
return {
|
|
478
|
+
content: [
|
|
479
|
+
{
|
|
480
|
+
type: "text",
|
|
481
|
+
text: "Error: Failed to parse FIX string",
|
|
482
|
+
uri: "parseToJSON"
|
|
182
483
|
}
|
|
484
|
+
],
|
|
485
|
+
isError: true
|
|
486
|
+
};
|
|
487
|
+
}
|
|
488
|
+
return {
|
|
489
|
+
content: [
|
|
490
|
+
{
|
|
491
|
+
type: "text",
|
|
492
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
493
|
+
uri: "parseToJSON"
|
|
494
|
+
}
|
|
495
|
+
]
|
|
496
|
+
};
|
|
497
|
+
} catch (error) {
|
|
498
|
+
return {
|
|
499
|
+
content: [
|
|
500
|
+
{
|
|
501
|
+
type: "text",
|
|
502
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
503
|
+
uri: "parseToJSON"
|
|
504
|
+
}
|
|
505
|
+
],
|
|
506
|
+
isError: true
|
|
507
|
+
};
|
|
508
|
+
}
|
|
509
|
+
};
|
|
510
|
+
};
|
|
511
|
+
|
|
512
|
+
// src/tools/index.ts
|
|
513
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
514
|
+
parse: createParseHandler(parser),
|
|
515
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
516
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
517
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
518
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
519
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
520
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
521
|
+
});
|
|
522
|
+
|
|
523
|
+
// src/schemas/schemas.ts
|
|
524
|
+
var toolSchemas = {
|
|
525
|
+
parse: {
|
|
526
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
527
|
+
schema: {
|
|
528
|
+
type: "object",
|
|
529
|
+
properties: {
|
|
530
|
+
fixString: { type: "string" }
|
|
531
|
+
},
|
|
532
|
+
required: ["fixString"]
|
|
533
|
+
}
|
|
534
|
+
},
|
|
535
|
+
parseToJSON: {
|
|
536
|
+
description: "Parses a FIX message into JSON",
|
|
537
|
+
schema: {
|
|
538
|
+
type: "object",
|
|
539
|
+
properties: {
|
|
540
|
+
fixString: { type: "string" }
|
|
541
|
+
},
|
|
542
|
+
required: ["fixString"]
|
|
543
|
+
}
|
|
544
|
+
},
|
|
545
|
+
verifyOrder: {
|
|
546
|
+
description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
|
|
547
|
+
schema: {
|
|
548
|
+
type: "object",
|
|
549
|
+
properties: {
|
|
550
|
+
clOrdID: { type: "string" },
|
|
551
|
+
handlInst: {
|
|
552
|
+
type: "string",
|
|
553
|
+
enum: ["1", "2", "3"],
|
|
554
|
+
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
555
|
+
},
|
|
556
|
+
quantity: { type: "string" },
|
|
557
|
+
price: { type: "string" },
|
|
558
|
+
ordType: {
|
|
559
|
+
type: "string",
|
|
560
|
+
enum: [
|
|
561
|
+
"1",
|
|
562
|
+
"2",
|
|
563
|
+
"3",
|
|
564
|
+
"4",
|
|
565
|
+
"5",
|
|
566
|
+
"6",
|
|
567
|
+
"7",
|
|
568
|
+
"8",
|
|
569
|
+
"9",
|
|
570
|
+
"A",
|
|
571
|
+
"B",
|
|
572
|
+
"C",
|
|
573
|
+
"D",
|
|
574
|
+
"E",
|
|
575
|
+
"F",
|
|
576
|
+
"G",
|
|
577
|
+
"H",
|
|
578
|
+
"I",
|
|
579
|
+
"J",
|
|
580
|
+
"K",
|
|
581
|
+
"L",
|
|
582
|
+
"M",
|
|
583
|
+
"P",
|
|
584
|
+
"Q",
|
|
585
|
+
"R",
|
|
586
|
+
"S"
|
|
587
|
+
],
|
|
588
|
+
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"
|
|
589
|
+
},
|
|
590
|
+
side: {
|
|
591
|
+
type: "string",
|
|
592
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
593
|
+
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"
|
|
594
|
+
},
|
|
595
|
+
symbol: { type: "string" },
|
|
596
|
+
timeInForce: {
|
|
597
|
+
type: "string",
|
|
598
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
599
|
+
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"
|
|
600
|
+
}
|
|
601
|
+
},
|
|
602
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
603
|
+
}
|
|
604
|
+
},
|
|
605
|
+
executeOrder: {
|
|
606
|
+
description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
|
|
607
|
+
schema: {
|
|
608
|
+
type: "object",
|
|
609
|
+
properties: {
|
|
610
|
+
clOrdID: { type: "string" },
|
|
611
|
+
handlInst: {
|
|
612
|
+
type: "string",
|
|
613
|
+
enum: ["1", "2", "3"],
|
|
614
|
+
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
615
|
+
},
|
|
616
|
+
quantity: { type: "string" },
|
|
617
|
+
price: { type: "string" },
|
|
618
|
+
ordType: {
|
|
619
|
+
type: "string",
|
|
620
|
+
enum: [
|
|
621
|
+
"1",
|
|
622
|
+
"2",
|
|
623
|
+
"3",
|
|
624
|
+
"4",
|
|
625
|
+
"5",
|
|
626
|
+
"6",
|
|
627
|
+
"7",
|
|
628
|
+
"8",
|
|
629
|
+
"9",
|
|
630
|
+
"A",
|
|
631
|
+
"B",
|
|
632
|
+
"C",
|
|
633
|
+
"D",
|
|
634
|
+
"E",
|
|
635
|
+
"F",
|
|
636
|
+
"G",
|
|
637
|
+
"H",
|
|
638
|
+
"I",
|
|
639
|
+
"J",
|
|
640
|
+
"K",
|
|
641
|
+
"L",
|
|
642
|
+
"M",
|
|
643
|
+
"P",
|
|
644
|
+
"Q",
|
|
645
|
+
"R",
|
|
646
|
+
"S"
|
|
647
|
+
],
|
|
648
|
+
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"
|
|
649
|
+
},
|
|
650
|
+
side: {
|
|
651
|
+
type: "string",
|
|
652
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
653
|
+
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"
|
|
654
|
+
},
|
|
655
|
+
symbol: { type: "string" },
|
|
656
|
+
timeInForce: {
|
|
657
|
+
type: "string",
|
|
658
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
659
|
+
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"
|
|
660
|
+
}
|
|
661
|
+
},
|
|
662
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
663
|
+
}
|
|
664
|
+
},
|
|
665
|
+
marketDataRequest: {
|
|
666
|
+
description: "Requests market data for specified symbols",
|
|
667
|
+
schema: {
|
|
668
|
+
type: "object",
|
|
669
|
+
properties: {
|
|
670
|
+
mdUpdateType: {
|
|
671
|
+
type: "string",
|
|
672
|
+
enum: ["0", "1"],
|
|
673
|
+
description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
|
674
|
+
},
|
|
675
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
676
|
+
mdReqID: { type: "string" },
|
|
677
|
+
subscriptionRequestType: {
|
|
678
|
+
type: "string",
|
|
679
|
+
enum: ["0", "1", "2"],
|
|
680
|
+
description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
|
|
681
|
+
},
|
|
682
|
+
mdEntryTypes: {
|
|
683
|
+
type: "array",
|
|
684
|
+
items: {
|
|
685
|
+
type: "string",
|
|
686
|
+
enum: [
|
|
687
|
+
"0",
|
|
688
|
+
"1",
|
|
689
|
+
"2",
|
|
690
|
+
"3",
|
|
691
|
+
"4",
|
|
692
|
+
"5",
|
|
693
|
+
"6",
|
|
694
|
+
"7",
|
|
695
|
+
"8",
|
|
696
|
+
"9",
|
|
697
|
+
"A",
|
|
698
|
+
"B",
|
|
699
|
+
"C",
|
|
700
|
+
"D",
|
|
701
|
+
"E",
|
|
702
|
+
"F",
|
|
703
|
+
"G",
|
|
704
|
+
"H",
|
|
705
|
+
"I",
|
|
706
|
+
"J",
|
|
707
|
+
"K",
|
|
708
|
+
"L",
|
|
709
|
+
"M",
|
|
710
|
+
"N",
|
|
711
|
+
"O",
|
|
712
|
+
"P",
|
|
713
|
+
"Q",
|
|
714
|
+
"R",
|
|
715
|
+
"S",
|
|
716
|
+
"T",
|
|
717
|
+
"U",
|
|
718
|
+
"V",
|
|
719
|
+
"W",
|
|
720
|
+
"X",
|
|
721
|
+
"Y",
|
|
722
|
+
"Z"
|
|
723
|
+
],
|
|
724
|
+
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"
|
|
183
725
|
}
|
|
184
726
|
}
|
|
727
|
+
},
|
|
728
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
|
|
729
|
+
}
|
|
730
|
+
},
|
|
731
|
+
getStockGraph: {
|
|
732
|
+
description: "Generates a price chart for a given symbol",
|
|
733
|
+
schema: {
|
|
734
|
+
type: "object",
|
|
735
|
+
properties: {
|
|
736
|
+
symbol: { type: "string" }
|
|
737
|
+
},
|
|
738
|
+
required: ["symbol"]
|
|
739
|
+
}
|
|
740
|
+
},
|
|
741
|
+
getStockPriceHistory: {
|
|
742
|
+
description: "Returns price history for a given symbol",
|
|
743
|
+
schema: {
|
|
744
|
+
type: "object",
|
|
745
|
+
properties: {
|
|
746
|
+
symbol: { type: "string" }
|
|
747
|
+
},
|
|
748
|
+
required: ["symbol"]
|
|
749
|
+
}
|
|
750
|
+
}
|
|
751
|
+
};
|
|
752
|
+
|
|
753
|
+
// src/MCPLocal.ts
|
|
754
|
+
var MCPLocal = class {
|
|
755
|
+
parser;
|
|
756
|
+
server = new Server(
|
|
757
|
+
{
|
|
758
|
+
name: "fixparser",
|
|
759
|
+
version: "1.0.0"
|
|
760
|
+
},
|
|
761
|
+
{
|
|
762
|
+
capabilities: {
|
|
763
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
764
|
+
(acc, [name, { description, schema }]) => {
|
|
765
|
+
acc[name] = {
|
|
766
|
+
description,
|
|
767
|
+
parameters: schema
|
|
768
|
+
};
|
|
769
|
+
return acc;
|
|
770
|
+
},
|
|
771
|
+
{}
|
|
772
|
+
)
|
|
185
773
|
}
|
|
186
774
|
}
|
|
187
775
|
);
|
|
@@ -189,7 +777,6 @@ var MCPLocal = class {
|
|
|
189
777
|
onReady = void 0;
|
|
190
778
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
191
779
|
verifiedOrders = /* @__PURE__ */ new Map();
|
|
192
|
-
// Store market data prices with timestamps
|
|
193
780
|
marketDataPrices = /* @__PURE__ */ new Map();
|
|
194
781
|
MAX_PRICE_HISTORY = 1e5;
|
|
195
782
|
// Maximum number of price points to store per symbol
|
|
@@ -204,16 +791,16 @@ var MCPLocal = class {
|
|
|
204
791
|
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
205
792
|
});
|
|
206
793
|
const msgType = message.messageType;
|
|
207
|
-
if (msgType ===
|
|
794
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
208
795
|
this.parser?.logger.log({
|
|
209
796
|
level: "info",
|
|
210
797
|
message: `MCP Server handling message type: ${msgType}`
|
|
211
798
|
});
|
|
212
799
|
let id;
|
|
213
|
-
if (msgType ===
|
|
214
|
-
const symbol = message.getField(
|
|
215
|
-
const price = message.getField(
|
|
216
|
-
const timestamp = message.getField(
|
|
800
|
+
if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
801
|
+
const symbol = message.getField(Fields3.Symbol);
|
|
802
|
+
const price = message.getField(Fields3.MDEntryPx);
|
|
803
|
+
const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
|
|
217
804
|
if (symbol?.value && price?.value) {
|
|
218
805
|
const symbolStr = String(symbol.value);
|
|
219
806
|
const priceNum = Number(price.value);
|
|
@@ -230,16 +817,24 @@ var MCPLocal = class {
|
|
|
230
817
|
level: "info",
|
|
231
818
|
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
232
819
|
});
|
|
820
|
+
this.server.notification({
|
|
821
|
+
method: "priceUpdate",
|
|
822
|
+
params: {
|
|
823
|
+
symbol: symbolStr,
|
|
824
|
+
price: priceNum,
|
|
825
|
+
timestamp: Number(timestamp)
|
|
826
|
+
}
|
|
827
|
+
});
|
|
233
828
|
}
|
|
234
829
|
}
|
|
235
|
-
if (msgType ===
|
|
236
|
-
const mdReqID = message.getField(
|
|
830
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
831
|
+
const mdReqID = message.getField(Fields3.MDReqID);
|
|
237
832
|
if (mdReqID) id = String(mdReqID.value);
|
|
238
|
-
} else if (msgType ===
|
|
239
|
-
const clOrdID = message.getField(
|
|
833
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
834
|
+
const clOrdID = message.getField(Fields3.ClOrdID);
|
|
240
835
|
if (clOrdID) id = String(clOrdID.value);
|
|
241
|
-
} else if (msgType ===
|
|
242
|
-
const refSeqNum = message.getField(
|
|
836
|
+
} else if (msgType === Messages3.Reject) {
|
|
837
|
+
const refSeqNum = message.getField(Fields3.RefSeqNum);
|
|
243
838
|
if (refSeqNum) id = String(refSeqNum.value);
|
|
244
839
|
}
|
|
245
840
|
if (id) {
|
|
@@ -264,464 +859,54 @@ var MCPLocal = class {
|
|
|
264
859
|
if (!this.server) {
|
|
265
860
|
return;
|
|
266
861
|
}
|
|
267
|
-
this.server.setRequestHandler(z.object({ method: z.literal("parse") }), async (request, extra) => {
|
|
268
|
-
try {
|
|
269
|
-
const args = request.params;
|
|
270
|
-
const parsedMessage = this.parser?.parse(args.fixString);
|
|
271
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
272
|
-
return {
|
|
273
|
-
content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
274
|
-
isError: true
|
|
275
|
-
};
|
|
276
|
-
}
|
|
277
|
-
return {
|
|
278
|
-
content: [
|
|
279
|
-
{
|
|
280
|
-
type: "text",
|
|
281
|
-
text: `${parsedMessage[0].description}
|
|
282
|
-
${parsedMessage[0].messageTypeDescription}`
|
|
283
|
-
}
|
|
284
|
-
]
|
|
285
|
-
};
|
|
286
|
-
} catch (error) {
|
|
287
|
-
return {
|
|
288
|
-
content: [
|
|
289
|
-
{
|
|
290
|
-
type: "text",
|
|
291
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
292
|
-
}
|
|
293
|
-
],
|
|
294
|
-
isError: true
|
|
295
|
-
};
|
|
296
|
-
}
|
|
297
|
-
});
|
|
298
|
-
this.server.setRequestHandler(
|
|
299
|
-
z.object({ method: z.literal("parseToJSON") }),
|
|
300
|
-
async (request, extra) => {
|
|
301
|
-
try {
|
|
302
|
-
const args = request.params;
|
|
303
|
-
const parsedMessage = this.parser?.parse(args.fixString);
|
|
304
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
305
|
-
return {
|
|
306
|
-
content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
|
|
307
|
-
isError: true
|
|
308
|
-
};
|
|
309
|
-
}
|
|
310
|
-
return {
|
|
311
|
-
content: [
|
|
312
|
-
{
|
|
313
|
-
type: "text",
|
|
314
|
-
text: `${parsedMessage[0].toFIXJSON()}`
|
|
315
|
-
}
|
|
316
|
-
]
|
|
317
|
-
};
|
|
318
|
-
} catch (error) {
|
|
319
|
-
return {
|
|
320
|
-
content: [
|
|
321
|
-
{
|
|
322
|
-
type: "text",
|
|
323
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
324
|
-
}
|
|
325
|
-
],
|
|
326
|
-
isError: true
|
|
327
|
-
};
|
|
328
|
-
}
|
|
329
|
-
}
|
|
330
|
-
);
|
|
331
|
-
this.server.setRequestHandler(
|
|
332
|
-
z.object({ method: z.literal("verifyOrder") }),
|
|
333
|
-
async (request, extra) => {
|
|
334
|
-
try {
|
|
335
|
-
const args = request.params;
|
|
336
|
-
this.verifiedOrders.set(args.clOrdID, {
|
|
337
|
-
clOrdID: args.clOrdID,
|
|
338
|
-
handlInst: args.handlInst,
|
|
339
|
-
quantity: Number.parseFloat(args.quantity),
|
|
340
|
-
price: Number.parseFloat(args.price),
|
|
341
|
-
ordType: args.ordType,
|
|
342
|
-
side: args.side,
|
|
343
|
-
symbol: args.symbol,
|
|
344
|
-
timeInForce: args.timeInForce
|
|
345
|
-
});
|
|
346
|
-
const ordTypeNames = {
|
|
347
|
-
"1": "Market",
|
|
348
|
-
"2": "Limit",
|
|
349
|
-
"3": "Stop",
|
|
350
|
-
"4": "StopLimit",
|
|
351
|
-
"5": "MarketOnClose",
|
|
352
|
-
"6": "WithOrWithout",
|
|
353
|
-
"7": "LimitOrBetter",
|
|
354
|
-
"8": "LimitWithOrWithout",
|
|
355
|
-
"9": "OnBasis",
|
|
356
|
-
A: "OnClose",
|
|
357
|
-
B: "LimitOnClose",
|
|
358
|
-
C: "ForexMarket",
|
|
359
|
-
D: "PreviouslyQuoted",
|
|
360
|
-
E: "PreviouslyIndicated",
|
|
361
|
-
F: "ForexLimit",
|
|
362
|
-
G: "ForexSwap",
|
|
363
|
-
H: "ForexPreviouslyQuoted",
|
|
364
|
-
I: "Funari",
|
|
365
|
-
J: "MarketIfTouched",
|
|
366
|
-
K: "MarketWithLeftOverAsLimit",
|
|
367
|
-
L: "PreviousFundValuationPoint",
|
|
368
|
-
M: "NextFundValuationPoint",
|
|
369
|
-
P: "Pegged",
|
|
370
|
-
Q: "CounterOrderSelection",
|
|
371
|
-
R: "StopOnBidOrOffer",
|
|
372
|
-
S: "StopLimitOnBidOrOffer"
|
|
373
|
-
};
|
|
374
|
-
const sideNames = {
|
|
375
|
-
"1": "Buy",
|
|
376
|
-
"2": "Sell",
|
|
377
|
-
"3": "BuyMinus",
|
|
378
|
-
"4": "SellPlus",
|
|
379
|
-
"5": "SellShort",
|
|
380
|
-
"6": "SellShortExempt",
|
|
381
|
-
"7": "Undisclosed",
|
|
382
|
-
"8": "Cross",
|
|
383
|
-
"9": "CrossShort",
|
|
384
|
-
A: "CrossShortExempt",
|
|
385
|
-
B: "AsDefined",
|
|
386
|
-
C: "Opposite",
|
|
387
|
-
D: "Subscribe",
|
|
388
|
-
E: "Redeem",
|
|
389
|
-
F: "Lend",
|
|
390
|
-
G: "Borrow",
|
|
391
|
-
H: "SellUndisclosed"
|
|
392
|
-
};
|
|
393
|
-
const timeInForceNames = {
|
|
394
|
-
"0": "Day",
|
|
395
|
-
"1": "GoodTillCancel",
|
|
396
|
-
"2": "AtTheOpening",
|
|
397
|
-
"3": "ImmediateOrCancel",
|
|
398
|
-
"4": "FillOrKill",
|
|
399
|
-
"5": "GoodTillCrossing",
|
|
400
|
-
"6": "GoodTillDate",
|
|
401
|
-
"7": "AtTheClose",
|
|
402
|
-
"8": "GoodThroughCrossing",
|
|
403
|
-
"9": "AtCrossing",
|
|
404
|
-
A: "GoodForTime",
|
|
405
|
-
B: "GoodForAuction",
|
|
406
|
-
C: "GoodForMonth"
|
|
407
|
-
};
|
|
408
|
-
const handlInstNames = {
|
|
409
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
410
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
411
|
-
"3": "ManualOrder"
|
|
412
|
-
};
|
|
413
|
-
return {
|
|
414
|
-
content: [
|
|
415
|
-
{
|
|
416
|
-
type: "text",
|
|
417
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
418
|
-
|
|
419
|
-
Parameters verified:
|
|
420
|
-
- ClOrdID: ${args.clOrdID}
|
|
421
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
422
|
-
- Quantity: ${args.quantity}
|
|
423
|
-
- Price: ${args.price}
|
|
424
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
425
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
426
|
-
- Symbol: ${args.symbol}
|
|
427
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
428
|
-
|
|
429
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`
|
|
430
|
-
}
|
|
431
|
-
]
|
|
432
|
-
};
|
|
433
|
-
} catch (error) {
|
|
434
|
-
return {
|
|
435
|
-
content: [
|
|
436
|
-
{
|
|
437
|
-
type: "text",
|
|
438
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
439
|
-
}
|
|
440
|
-
],
|
|
441
|
-
isError: true
|
|
442
|
-
};
|
|
443
|
-
}
|
|
444
|
-
}
|
|
445
|
-
);
|
|
446
|
-
this.server.setRequestHandler(
|
|
447
|
-
z.object({ method: z.literal("executeOrder") }),
|
|
448
|
-
async (request, extra) => {
|
|
449
|
-
try {
|
|
450
|
-
const args = request.params;
|
|
451
|
-
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
452
|
-
if (!verifiedOrder) {
|
|
453
|
-
return {
|
|
454
|
-
content: [
|
|
455
|
-
{
|
|
456
|
-
type: "text",
|
|
457
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
458
|
-
}
|
|
459
|
-
],
|
|
460
|
-
isError: true
|
|
461
|
-
};
|
|
462
|
-
}
|
|
463
|
-
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
464
|
-
return {
|
|
465
|
-
content: [
|
|
466
|
-
{
|
|
467
|
-
type: "text",
|
|
468
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
|
|
469
|
-
}
|
|
470
|
-
],
|
|
471
|
-
isError: true
|
|
472
|
-
};
|
|
473
|
-
}
|
|
474
|
-
const response = new Promise((resolve) => {
|
|
475
|
-
this.pendingRequests.set(args.clOrdID, resolve);
|
|
476
|
-
});
|
|
477
|
-
const order = this.parser?.createMessage(
|
|
478
|
-
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
479
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
480
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
481
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
482
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
483
|
-
new Field(Fields.ClOrdID, args.clOrdID),
|
|
484
|
-
new Field(Fields.Side, args.side),
|
|
485
|
-
new Field(Fields.Symbol, args.symbol),
|
|
486
|
-
new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
487
|
-
new Field(Fields.Price, Number.parseFloat(args.price)),
|
|
488
|
-
new Field(Fields.OrdType, args.ordType),
|
|
489
|
-
new Field(Fields.HandlInst, args.handlInst),
|
|
490
|
-
new Field(Fields.TimeInForce, args.timeInForce),
|
|
491
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
492
|
-
);
|
|
493
|
-
if (!this.parser?.connected) {
|
|
494
|
-
return {
|
|
495
|
-
content: [
|
|
496
|
-
{
|
|
497
|
-
type: "text",
|
|
498
|
-
text: "Error: Not connected. Ignoring message."
|
|
499
|
-
}
|
|
500
|
-
],
|
|
501
|
-
isError: true
|
|
502
|
-
};
|
|
503
|
-
}
|
|
504
|
-
this.parser?.send(order);
|
|
505
|
-
const fixData = await response;
|
|
506
|
-
this.verifiedOrders.delete(args.clOrdID);
|
|
507
|
-
return {
|
|
508
|
-
content: [
|
|
509
|
-
{
|
|
510
|
-
type: "text",
|
|
511
|
-
text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
512
|
-
}
|
|
513
|
-
]
|
|
514
|
-
};
|
|
515
|
-
} catch (error) {
|
|
516
|
-
return {
|
|
517
|
-
content: [
|
|
518
|
-
{
|
|
519
|
-
type: "text",
|
|
520
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
|
|
521
|
-
}
|
|
522
|
-
],
|
|
523
|
-
isError: true
|
|
524
|
-
};
|
|
525
|
-
}
|
|
526
|
-
}
|
|
527
|
-
);
|
|
528
862
|
this.server.setRequestHandler(
|
|
529
|
-
z.object({ method: z.literal("
|
|
863
|
+
z.object({ method: z.literal("tools/list") }),
|
|
530
864
|
async (request, extra) => {
|
|
531
|
-
try {
|
|
532
|
-
const args = request.params;
|
|
533
|
-
const response = new Promise((resolve) => {
|
|
534
|
-
this.pendingRequests.set(args.mdReqID, resolve);
|
|
535
|
-
});
|
|
536
|
-
const messageFields = [
|
|
537
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
538
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
539
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
540
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
541
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
542
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
543
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
544
|
-
new Field(Fields.MarketDepth, 0),
|
|
545
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
546
|
-
];
|
|
547
|
-
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
548
|
-
args.symbols.forEach((symbol) => {
|
|
549
|
-
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
550
|
-
});
|
|
551
|
-
messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
552
|
-
args.mdEntryTypes.forEach((entryType) => {
|
|
553
|
-
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
554
|
-
});
|
|
555
|
-
const mdr = this.parser?.createMessage(...messageFields);
|
|
556
|
-
if (!this.parser?.connected) {
|
|
557
|
-
return {
|
|
558
|
-
content: [
|
|
559
|
-
{
|
|
560
|
-
type: "text",
|
|
561
|
-
text: "Error: Not connected. Ignoring message."
|
|
562
|
-
}
|
|
563
|
-
],
|
|
564
|
-
isError: true
|
|
565
|
-
};
|
|
566
|
-
}
|
|
567
|
-
this.parser?.send(mdr);
|
|
568
|
-
const fixData = await response;
|
|
569
|
-
return {
|
|
570
|
-
content: [
|
|
571
|
-
{
|
|
572
|
-
type: "text",
|
|
573
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
574
|
-
}
|
|
575
|
-
]
|
|
576
|
-
};
|
|
577
|
-
} catch (error) {
|
|
578
|
-
return {
|
|
579
|
-
content: [
|
|
580
|
-
{
|
|
581
|
-
type: "text",
|
|
582
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
583
|
-
}
|
|
584
|
-
],
|
|
585
|
-
isError: true
|
|
586
|
-
};
|
|
587
|
-
}
|
|
588
|
-
}
|
|
589
|
-
);
|
|
590
|
-
this.server.setRequestHandler(
|
|
591
|
-
z.object({ method: z.literal("greeting-resource") }),
|
|
592
|
-
async (request, extra) => {
|
|
593
|
-
this.parser?.logger.log({
|
|
594
|
-
level: "info",
|
|
595
|
-
message: "MCP Server Resource called: greeting-resource"
|
|
596
|
-
});
|
|
597
865
|
return {
|
|
598
|
-
|
|
599
|
-
|
|
600
|
-
|
|
601
|
-
|
|
602
|
-
|
|
603
|
-
]
|
|
866
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
867
|
+
name,
|
|
868
|
+
description,
|
|
869
|
+
inputSchema: schema
|
|
870
|
+
}))
|
|
604
871
|
};
|
|
605
872
|
}
|
|
606
873
|
);
|
|
607
874
|
this.server.setRequestHandler(
|
|
608
|
-
z.object({
|
|
875
|
+
z.object({
|
|
876
|
+
method: z.literal("tools/call"),
|
|
877
|
+
params: z.object({
|
|
878
|
+
name: z.string(),
|
|
879
|
+
arguments: z.any(),
|
|
880
|
+
_meta: z.object({
|
|
881
|
+
progressToken: z.number()
|
|
882
|
+
}).optional()
|
|
883
|
+
})
|
|
884
|
+
}),
|
|
609
885
|
async (request, extra) => {
|
|
610
|
-
|
|
611
|
-
|
|
612
|
-
|
|
613
|
-
|
|
614
|
-
|
|
615
|
-
|
|
616
|
-
|
|
617
|
-
|
|
886
|
+
const { name, arguments: args } = request.params;
|
|
887
|
+
const toolHandlers = createToolHandlers(
|
|
888
|
+
this.parser,
|
|
889
|
+
this.verifiedOrders,
|
|
890
|
+
this.pendingRequests,
|
|
891
|
+
this.marketDataPrices
|
|
892
|
+
);
|
|
893
|
+
const handler = toolHandlers[name];
|
|
894
|
+
if (!handler) {
|
|
618
895
|
return {
|
|
619
896
|
content: [
|
|
620
897
|
{
|
|
621
898
|
type: "text",
|
|
622
|
-
text: `
|
|
899
|
+
text: `Tool not found: ${name}`,
|
|
900
|
+
uri: name
|
|
623
901
|
}
|
|
624
|
-
]
|
|
902
|
+
],
|
|
903
|
+
isError: true
|
|
625
904
|
};
|
|
626
905
|
}
|
|
627
|
-
const
|
|
628
|
-
const height = 300;
|
|
629
|
-
const padding = 40;
|
|
630
|
-
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
631
|
-
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
632
|
-
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
633
|
-
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
634
|
-
const points = priceHistory.map((d, i) => {
|
|
635
|
-
const x = padding + i * xScale;
|
|
636
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
637
|
-
return `${x},${y}`;
|
|
638
|
-
}).join(" L ");
|
|
639
|
-
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
640
|
-
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
641
|
-
<!-- Background -->
|
|
642
|
-
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
643
|
-
|
|
644
|
-
<!-- Grid lines -->
|
|
645
|
-
<g stroke="#e9ecef" stroke-width="1">
|
|
646
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
647
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
648
|
-
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
649
|
-
}).join("\n")}
|
|
650
|
-
</g>
|
|
651
|
-
|
|
652
|
-
<!-- Price line -->
|
|
653
|
-
<path d="M ${points}"
|
|
654
|
-
fill="none"
|
|
655
|
-
stroke="#007bff"
|
|
656
|
-
stroke-width="2"/>
|
|
657
|
-
|
|
658
|
-
<!-- Data points -->
|
|
659
|
-
${priceHistory.map((d, i) => {
|
|
660
|
-
const x = padding + i * xScale;
|
|
661
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
662
|
-
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
663
|
-
}).join("\n")}
|
|
664
|
-
|
|
665
|
-
<!-- Labels -->
|
|
666
|
-
<g font-family="Arial" font-size="12" fill="#495057">
|
|
667
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
668
|
-
const x = padding + (width - 2 * padding) * i / 4;
|
|
669
|
-
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
670
|
-
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
671
|
-
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
672
|
-
}).join("\n")}
|
|
673
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
674
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
675
|
-
const price = yMax - (yMax - yMin) * i / 4;
|
|
676
|
-
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
677
|
-
}).join("\n")}
|
|
678
|
-
</g>
|
|
679
|
-
|
|
680
|
-
<!-- Title -->
|
|
681
|
-
<text x="${width / 2}" y="${padding / 2}"
|
|
682
|
-
font-family="Arial" font-size="16" font-weight="bold"
|
|
683
|
-
text-anchor="middle" fill="#212529">
|
|
684
|
-
${symbol} - Price Chart (${priceHistory.length} points)
|
|
685
|
-
</text>
|
|
686
|
-
</svg>`;
|
|
687
|
-
return {
|
|
688
|
-
content: [
|
|
689
|
-
{
|
|
690
|
-
type: "text",
|
|
691
|
-
text: svg
|
|
692
|
-
}
|
|
693
|
-
]
|
|
694
|
-
};
|
|
695
|
-
}
|
|
696
|
-
);
|
|
697
|
-
this.server.setRequestHandler(
|
|
698
|
-
z.object({ method: z.literal("stockPriceHistory") }),
|
|
699
|
-
async (request, extra) => {
|
|
700
|
-
this.parser?.logger.log({
|
|
701
|
-
level: "info",
|
|
702
|
-
message: "MCP Server Resource called: stockPriceHistory"
|
|
703
|
-
});
|
|
704
|
-
const args = request.params;
|
|
705
|
-
const symbol = args.symbol;
|
|
706
|
-
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
906
|
+
const result = await handler(args);
|
|
707
907
|
return {
|
|
708
|
-
content:
|
|
709
|
-
|
|
710
|
-
type: "text",
|
|
711
|
-
text: JSON.stringify(
|
|
712
|
-
{
|
|
713
|
-
symbol,
|
|
714
|
-
count: priceHistory.length,
|
|
715
|
-
prices: priceHistory.map((point) => ({
|
|
716
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
717
|
-
price: point.price
|
|
718
|
-
}))
|
|
719
|
-
},
|
|
720
|
-
null,
|
|
721
|
-
2
|
|
722
|
-
)
|
|
723
|
-
}
|
|
724
|
-
]
|
|
908
|
+
content: result.content,
|
|
909
|
+
isError: result.isError
|
|
725
910
|
};
|
|
726
911
|
}
|
|
727
912
|
);
|