fixparser-plugin-mcp 9.1.7-4423352c → 9.1.7-4a216645

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -1,178 +1,766 @@
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1
  // 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 { CallToolRequestSchema, ListToolsRequestSchema } from "@modelcontextprotocol/sdk/types.js";
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- import {
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- Field,
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- Fields,
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- HandlInst,
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- MDEntryType,
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- Messages,
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- OrdType,
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- SubscriptionRequestType,
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- TimeInForce
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- } from "fixparser";
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- var parseInputSchema = {
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- type: "object",
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- properties: {
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- fixString: {
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- type: "string",
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- description: "FIX message string to parse"
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+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
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+ import { z } from "zod";
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+
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+ // src/schemas/schemas.ts
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+ var toolSchemas = {
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+ parse: {
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+ description: "Parses a FIX message and describes it in plain language",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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  }
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  },
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- required: ["fixString"]
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- };
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- var newOrderSingleInputSchema = {
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- type: "object",
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- properties: {
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- clOrdID: {
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- type: "string",
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- description: "Client Order ID"
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- },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- default: HandlInst.AutomatedExecutionNoIntervention,
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- description: "Handling instruction"
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- },
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- quantity: {
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- type: "number",
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- description: "Order quantity"
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- },
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- price: {
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- type: "number",
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- description: "Order price"
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- },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- default: OrdType.Market,
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- description: "Order type"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Order side (1=Buy, 2=Sell)"
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- },
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- symbol: {
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- type: "string",
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- description: "Trading symbol"
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- },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- default: TimeInForce.Day,
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- description: "Time in force"
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+ parseToJSON: {
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+ description: "Parses a FIX message into JSON",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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  }
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  },
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- required: ["clOrdID", "quantity", "price", "side", "symbol"]
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- };
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- var marketDataRequestInputSchema = {
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- type: "object",
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- properties: {
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- mdUpdateType: {
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- type: "string",
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- enum: ["0", "1"],
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- default: "0",
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- description: "Market data update type"
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- },
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- symbol: {
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- type: "string",
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- description: "Trading symbol"
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- },
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- mdReqID: {
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- type: "string",
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- description: "Market data request ID"
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- },
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- subscriptionRequestType: {
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- type: "string",
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- enum: ["0", "1", "2"],
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- default: SubscriptionRequestType.SnapshotAndUpdates,
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- description: "Subscription request type"
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- },
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- mdEntryType: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "S",
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- "R",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z",
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- "a",
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- "b",
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- "c",
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- "d",
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- "e",
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- "g",
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- "h",
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- "i",
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- "t"
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- ],
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- default: MDEntryType.Bid,
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- description: "Market data entry type"
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+ verifyOrder: {
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+ description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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  }
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  },
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- required: ["symbol", "mdReqID"]
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+ executeOrder: {
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ marketDataRequest: {
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+ description: "Requests market data for specified symbols",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ mdUpdateType: {
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+ type: "string",
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+ enum: ["0", "1"],
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+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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+ },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: {
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+ type: "string",
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+ enum: ["0", "1", "2"],
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+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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+ },
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+ mdEntryTypes: {
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+ type: "array",
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+ items: {
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+ type: "string",
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+ enum: [
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+ "0",
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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+ "T",
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+ "U",
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+ "V",
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+ "W",
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+ "X",
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+ "Y",
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+ "Z"
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+ ]
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+ },
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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
210
+ }
211
+ },
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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",
217
+ schema: {
218
+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
221
+ },
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+ required: ["symbol"]
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+ }
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+ },
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+ getStockPriceHistory: {
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+ description: "Returns price history for a given symbol",
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+ schema: {
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+ type: "object",
229
+ properties: {
230
+ symbol: { type: "string" }
231
+ },
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+ required: ["symbol"]
233
+ }
234
+ }
173
235
  };
236
+
237
+ // src/tools/marketData.ts
238
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
239
+ import QuickChart from "quickchart-js";
240
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
241
+ return async (args) => {
242
+ try {
243
+ const response = new Promise((resolve) => {
244
+ pendingRequests.set(args.mdReqID, resolve);
245
+ });
246
+ const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
247
+ const messageFields = [
248
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
249
+ new Field(Fields.SenderCompID, parser.sender),
250
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
251
+ new Field(Fields.TargetCompID, parser.target),
252
+ new Field(Fields.SendingTime, parser.getTimestamp()),
253
+ new Field(Fields.MDReqID, args.mdReqID),
254
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
255
+ new Field(Fields.MarketDepth, 0),
256
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
257
+ ];
258
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
259
+ args.symbols.forEach((symbol) => {
260
+ messageFields.push(new Field(Fields.Symbol, symbol));
261
+ });
262
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
263
+ entryTypes.forEach((entryType) => {
264
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
265
+ });
266
+ const mdr = parser.createMessage(...messageFields);
267
+ if (!parser.connected) {
268
+ return {
269
+ content: [
270
+ {
271
+ type: "text",
272
+ text: "Error: Not connected. Ignoring message.",
273
+ uri: "marketDataRequest"
274
+ }
275
+ ],
276
+ isError: true
277
+ };
278
+ }
279
+ parser.send(mdr);
280
+ const fixData = await response;
281
+ return {
282
+ content: [
283
+ {
284
+ type: "text",
285
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
286
+ uri: "marketDataRequest"
287
+ }
288
+ ]
289
+ };
290
+ } catch (error) {
291
+ return {
292
+ content: [
293
+ {
294
+ type: "text",
295
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
296
+ uri: "marketDataRequest"
297
+ }
298
+ ],
299
+ isError: true
300
+ };
301
+ }
302
+ };
303
+ };
304
+ var createGetStockGraphHandler = (marketDataPrices) => {
305
+ return async (args) => {
306
+ try {
307
+ const symbol = args.symbol;
308
+ const priceHistory = marketDataPrices.get(symbol) || [];
309
+ if (priceHistory.length === 0) {
310
+ return {
311
+ content: [
312
+ {
313
+ type: "text",
314
+ text: `No price data available for ${symbol}`,
315
+ uri: "getStockGraph"
316
+ }
317
+ ]
318
+ };
319
+ }
320
+ const chart = new QuickChart();
321
+ chart.setWidth(600);
322
+ chart.setHeight(300);
323
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
324
+ const bidData = priceHistory.map((point) => point.bid);
325
+ const offerData = priceHistory.map((point) => point.offer);
326
+ const spreadData = priceHistory.map((point) => point.spread);
327
+ const volumeData = priceHistory.map((point) => point.volume);
328
+ const config = {
329
+ type: "line",
330
+ data: {
331
+ labels,
332
+ datasets: [
333
+ {
334
+ label: "Bid",
335
+ data: bidData,
336
+ borderColor: "#28a745",
337
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
338
+ fill: false,
339
+ tension: 0.4
340
+ },
341
+ {
342
+ label: "Offer",
343
+ data: offerData,
344
+ borderColor: "#dc3545",
345
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
346
+ fill: false,
347
+ tension: 0.4
348
+ },
349
+ {
350
+ label: "Spread",
351
+ data: spreadData,
352
+ borderColor: "#6c757d",
353
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
354
+ fill: false,
355
+ tension: 0.4
356
+ },
357
+ {
358
+ label: "Volume",
359
+ data: volumeData,
360
+ borderColor: "#007bff",
361
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
362
+ fill: true,
363
+ tension: 0.4
364
+ }
365
+ ]
366
+ },
367
+ options: {
368
+ responsive: true,
369
+ plugins: {
370
+ title: {
371
+ display: true,
372
+ text: `${symbol} Market Data`
373
+ }
374
+ },
375
+ scales: {
376
+ y: {
377
+ beginAtZero: false
378
+ }
379
+ }
380
+ }
381
+ };
382
+ chart.setConfig(config);
383
+ const imageBuffer = await chart.toBinary();
384
+ const base64Image = imageBuffer.toString("base64");
385
+ return {
386
+ content: [
387
+ {
388
+ type: "image",
389
+ source: {
390
+ filename: "graph.png",
391
+ data: `data:image/png;base64,${base64Image}`
392
+ },
393
+ mimeType: "image/png"
394
+ }
395
+ ]
396
+ };
397
+ } catch (error) {
398
+ return {
399
+ content: [
400
+ {
401
+ type: "text",
402
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
403
+ uri: "getStockGraph"
404
+ }
405
+ ],
406
+ isError: true
407
+ };
408
+ }
409
+ };
410
+ };
411
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
412
+ return async (args) => {
413
+ try {
414
+ const symbol = args.symbol;
415
+ const priceHistory = marketDataPrices.get(symbol) || [];
416
+ if (priceHistory.length === 0) {
417
+ return {
418
+ content: [
419
+ {
420
+ type: "text",
421
+ text: `No price data available for ${symbol}`,
422
+ uri: "getStockPriceHistory"
423
+ }
424
+ ]
425
+ };
426
+ }
427
+ return {
428
+ content: [
429
+ {
430
+ type: "text",
431
+ text: JSON.stringify(
432
+ {
433
+ symbol,
434
+ count: priceHistory.length,
435
+ data: priceHistory.map((point) => ({
436
+ timestamp: new Date(point.timestamp).toISOString(),
437
+ bid: point.bid,
438
+ offer: point.offer,
439
+ spread: point.spread,
440
+ volume: point.volume
441
+ }))
442
+ },
443
+ null,
444
+ 2
445
+ ),
446
+ uri: "getStockPriceHistory"
447
+ }
448
+ ]
449
+ };
450
+ } catch (error) {
451
+ return {
452
+ content: [
453
+ {
454
+ type: "text",
455
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
456
+ uri: "getStockPriceHistory"
457
+ }
458
+ ],
459
+ isError: true
460
+ };
461
+ }
462
+ };
463
+ };
464
+
465
+ // src/tools/order.ts
466
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
467
+ var ordTypeNames = {
468
+ "1": "Market",
469
+ "2": "Limit",
470
+ "3": "Stop",
471
+ "4": "StopLimit",
472
+ "5": "MarketOnClose",
473
+ "6": "WithOrWithout",
474
+ "7": "LimitOrBetter",
475
+ "8": "LimitWithOrWithout",
476
+ "9": "OnBasis",
477
+ A: "OnClose",
478
+ B: "LimitOnClose",
479
+ C: "ForexMarket",
480
+ D: "PreviouslyQuoted",
481
+ E: "PreviouslyIndicated",
482
+ F: "ForexLimit",
483
+ G: "ForexSwap",
484
+ H: "ForexPreviouslyQuoted",
485
+ I: "Funari",
486
+ J: "MarketIfTouched",
487
+ K: "MarketWithLeftOverAsLimit",
488
+ L: "PreviousFundValuationPoint",
489
+ M: "NextFundValuationPoint",
490
+ P: "Pegged",
491
+ Q: "CounterOrderSelection",
492
+ R: "StopOnBidOrOffer",
493
+ S: "StopLimitOnBidOrOffer"
494
+ };
495
+ var sideNames = {
496
+ "1": "Buy",
497
+ "2": "Sell",
498
+ "3": "BuyMinus",
499
+ "4": "SellPlus",
500
+ "5": "SellShort",
501
+ "6": "SellShortExempt",
502
+ "7": "Undisclosed",
503
+ "8": "Cross",
504
+ "9": "CrossShort",
505
+ A: "CrossShortExempt",
506
+ B: "AsDefined",
507
+ C: "Opposite",
508
+ D: "Subscribe",
509
+ E: "Redeem",
510
+ F: "Lend",
511
+ G: "Borrow",
512
+ H: "SellUndisclosed"
513
+ };
514
+ var timeInForceNames = {
515
+ "0": "Day",
516
+ "1": "GoodTillCancel",
517
+ "2": "AtTheOpening",
518
+ "3": "ImmediateOrCancel",
519
+ "4": "FillOrKill",
520
+ "5": "GoodTillCrossing",
521
+ "6": "GoodTillDate",
522
+ "7": "AtTheClose",
523
+ "8": "GoodThroughCrossing",
524
+ "9": "AtCrossing",
525
+ A: "GoodForTime",
526
+ B: "GoodForAuction",
527
+ C: "GoodForMonth"
528
+ };
529
+ var handlInstNames = {
530
+ "1": "AutomatedExecutionNoIntervention",
531
+ "2": "AutomatedExecutionInterventionOK",
532
+ "3": "ManualOrder"
533
+ };
534
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
535
+ return async (args) => {
536
+ try {
537
+ verifiedOrders.set(args.clOrdID, {
538
+ clOrdID: args.clOrdID,
539
+ handlInst: args.handlInst,
540
+ quantity: Number.parseFloat(String(args.quantity)),
541
+ price: Number.parseFloat(String(args.price)),
542
+ ordType: args.ordType,
543
+ side: args.side,
544
+ symbol: args.symbol,
545
+ timeInForce: args.timeInForce
546
+ });
547
+ return {
548
+ content: [
549
+ {
550
+ type: "text",
551
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
552
+
553
+ Parameters verified:
554
+ - ClOrdID: ${args.clOrdID}
555
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
556
+ - Quantity: ${args.quantity}
557
+ - Price: ${args.price}
558
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
559
+ - Side: ${args.side} (${sideNames[args.side]})
560
+ - Symbol: ${args.symbol}
561
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
562
+
563
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
564
+ uri: "verifyOrder"
565
+ }
566
+ ]
567
+ };
568
+ } catch (error) {
569
+ return {
570
+ content: [
571
+ {
572
+ type: "text",
573
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
574
+ uri: "verifyOrder"
575
+ }
576
+ ],
577
+ isError: true
578
+ };
579
+ }
580
+ };
581
+ };
582
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
583
+ return async (args) => {
584
+ try {
585
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
586
+ if (!verifiedOrder) {
587
+ return {
588
+ content: [
589
+ {
590
+ type: "text",
591
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
592
+ uri: "executeOrder"
593
+ }
594
+ ],
595
+ isError: true
596
+ };
597
+ }
598
+ 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) {
599
+ return {
600
+ content: [
601
+ {
602
+ type: "text",
603
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
604
+ uri: "executeOrder"
605
+ }
606
+ ],
607
+ isError: true
608
+ };
609
+ }
610
+ const response = new Promise((resolve) => {
611
+ pendingRequests.set(args.clOrdID, resolve);
612
+ });
613
+ const order = parser.createMessage(
614
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
615
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
616
+ new Field2(Fields2.SenderCompID, parser.sender),
617
+ new Field2(Fields2.TargetCompID, parser.target),
618
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
619
+ new Field2(Fields2.ClOrdID, args.clOrdID),
620
+ new Field2(Fields2.Side, args.side),
621
+ new Field2(Fields2.Symbol, args.symbol),
622
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
623
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
624
+ new Field2(Fields2.OrdType, args.ordType),
625
+ new Field2(Fields2.HandlInst, args.handlInst),
626
+ new Field2(Fields2.TimeInForce, args.timeInForce),
627
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
628
+ );
629
+ if (!parser.connected) {
630
+ return {
631
+ content: [
632
+ {
633
+ type: "text",
634
+ text: "Error: Not connected. Ignoring message.",
635
+ uri: "executeOrder"
636
+ }
637
+ ],
638
+ isError: true
639
+ };
640
+ }
641
+ parser.send(order);
642
+ const fixData = await response;
643
+ verifiedOrders.delete(args.clOrdID);
644
+ return {
645
+ content: [
646
+ {
647
+ type: "text",
648
+ 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())}`,
649
+ uri: "executeOrder"
650
+ }
651
+ ]
652
+ };
653
+ } catch (error) {
654
+ return {
655
+ content: [
656
+ {
657
+ type: "text",
658
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
659
+ uri: "executeOrder"
660
+ }
661
+ ],
662
+ isError: true
663
+ };
664
+ }
665
+ };
666
+ };
667
+
668
+ // src/tools/parse.ts
669
+ var createParseHandler = (parser) => {
670
+ return async (args) => {
671
+ try {
672
+ const parsedMessage = parser.parse(args.fixString);
673
+ if (!parsedMessage || parsedMessage.length === 0) {
674
+ return {
675
+ content: [
676
+ {
677
+ type: "text",
678
+ text: "Error: Failed to parse FIX string",
679
+ uri: "parse"
680
+ }
681
+ ],
682
+ isError: true
683
+ };
684
+ }
685
+ return {
686
+ content: [
687
+ {
688
+ type: "text",
689
+ text: `${parsedMessage[0].description}
690
+ ${parsedMessage[0].messageTypeDescription}`,
691
+ uri: "parse"
692
+ }
693
+ ]
694
+ };
695
+ } catch (error) {
696
+ return {
697
+ content: [
698
+ {
699
+ type: "text",
700
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
701
+ uri: "parse"
702
+ }
703
+ ],
704
+ isError: true
705
+ };
706
+ }
707
+ };
708
+ };
709
+
710
+ // src/tools/parseToJSON.ts
711
+ var createParseToJSONHandler = (parser) => {
712
+ return async (args) => {
713
+ try {
714
+ const parsedMessage = parser.parse(args.fixString);
715
+ if (!parsedMessage || parsedMessage.length === 0) {
716
+ return {
717
+ content: [
718
+ {
719
+ type: "text",
720
+ text: "Error: Failed to parse FIX string",
721
+ uri: "parseToJSON"
722
+ }
723
+ ],
724
+ isError: true
725
+ };
726
+ }
727
+ return {
728
+ content: [
729
+ {
730
+ type: "text",
731
+ text: `${parsedMessage[0].toFIXJSON()}`,
732
+ uri: "parseToJSON"
733
+ }
734
+ ]
735
+ };
736
+ } catch (error) {
737
+ return {
738
+ content: [
739
+ {
740
+ type: "text",
741
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
742
+ uri: "parseToJSON"
743
+ }
744
+ ],
745
+ isError: true
746
+ };
747
+ }
748
+ };
749
+ };
750
+
751
+ // src/tools/index.ts
752
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
753
+ parse: createParseHandler(parser),
754
+ parseToJSON: createParseToJSONHandler(parser),
755
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
756
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
757
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
758
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
759
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
760
+ });
761
+
762
+ // src/MCPLocal.ts
174
763
  var MCPLocal = class {
175
- logger;
176
764
  parser;
177
765
  server = new Server(
178
766
  {
@@ -180,39 +768,106 @@ var MCPLocal = class {
180
768
  version: "1.0.0"
181
769
  },
182
770
  {
183
- capabilities: { tools: {} }
771
+ capabilities: {
772
+ tools: Object.entries(toolSchemas).reduce(
773
+ (acc, [name, { description, schema }]) => {
774
+ acc[name] = {
775
+ description,
776
+ parameters: schema
777
+ };
778
+ return acc;
779
+ },
780
+ {}
781
+ )
782
+ }
184
783
  }
185
784
  );
186
785
  transport = new StdioServerTransport();
187
786
  onReady = void 0;
188
787
  pendingRequests = /* @__PURE__ */ new Map();
788
+ verifiedOrders = /* @__PURE__ */ new Map();
789
+ marketDataPrices = /* @__PURE__ */ new Map();
790
+ MAX_PRICE_HISTORY = 1e5;
791
+ // Maximum number of price points to store per symbol
189
792
  constructor({ logger, onReady }) {
190
- if (logger) this.logger = logger;
191
793
  if (onReady) this.onReady = onReady;
192
794
  }
193
795
  async register(parser) {
194
796
  this.parser = parser;
195
797
  this.parser.addOnMessageCallback((message) => {
196
- this.logger?.log({
798
+ this.parser?.logger.log({
197
799
  level: "info",
198
- message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
800
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
199
801
  });
200
802
  const msgType = message.messageType;
201
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
202
- const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
203
- if (idField) {
204
- const id = idField.value;
205
- if (typeof id === "string" || typeof id === "number") {
206
- const callback = this.pendingRequests.get(String(id));
207
- if (callback) {
208
- callback(message);
209
- this.pendingRequests.delete(String(id));
803
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
804
+ this.parser?.logger.log({
805
+ level: "info",
806
+ message: `MCP Server handling message type: ${msgType}`
807
+ });
808
+ let id;
809
+ if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
810
+ const symbol = message.getField(Fields3.Symbol);
811
+ const entryType = message.getField(Fields3.MDEntryType);
812
+ const price = message.getField(Fields3.MDEntryPx);
813
+ const size = message.getField(Fields3.MDEntrySize);
814
+ const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
815
+ if (symbol?.value && price?.value) {
816
+ const symbolStr = String(symbol.value);
817
+ const priceNum = Number(price.value);
818
+ const sizeNum = size?.value ? Number(size.value) : 0;
819
+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
820
+ const lastEntry = priceHistory[priceHistory.length - 1] || {
821
+ timestamp: 0,
822
+ bid: 0,
823
+ offer: 0,
824
+ spread: 0,
825
+ volume: 0
826
+ };
827
+ const newEntry = {
828
+ timestamp: Number(timestamp),
829
+ bid: entryType?.value === MDEntryType2.Bid ? priceNum : lastEntry.bid,
830
+ offer: entryType?.value === MDEntryType2.Offer ? priceNum : lastEntry.offer,
831
+ spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
832
+ volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
833
+ };
834
+ priceHistory.push(newEntry);
835
+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
836
+ priceHistory.shift();
210
837
  }
838
+ this.marketDataPrices.set(symbolStr, priceHistory);
839
+ this.parser?.logger.log({
840
+ level: "info",
841
+ message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
842
+ });
843
+ this.server.notification({
844
+ method: "priceUpdate",
845
+ params: {
846
+ symbol: symbolStr,
847
+ ...newEntry
848
+ }
849
+ });
850
+ }
851
+ }
852
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
853
+ const mdReqID = message.getField(Fields3.MDReqID);
854
+ if (mdReqID) id = String(mdReqID.value);
855
+ } else if (msgType === Messages3.ExecutionReport) {
856
+ const clOrdID = message.getField(Fields3.ClOrdID);
857
+ if (clOrdID) id = String(clOrdID.value);
858
+ } else if (msgType === Messages3.Reject) {
859
+ const refSeqNum = message.getField(Fields3.RefSeqNum);
860
+ if (refSeqNum) id = String(refSeqNum.value);
861
+ }
862
+ if (id) {
863
+ const callback = this.pendingRequests.get(id);
864
+ if (callback) {
865
+ callback(message);
866
+ this.pendingRequests.delete(id);
211
867
  }
212
868
  }
213
869
  }
214
870
  });
215
- this.logger = parser.logger;
216
871
  this.addWorkflows();
217
872
  await this.server.connect(this.transport);
218
873
  if (this.onReady) {
@@ -221,280 +876,62 @@ var MCPLocal = class {
221
876
  }
222
877
  addWorkflows() {
223
878
  if (!this.parser) {
224
- this.logger?.log({
225
- level: "error",
226
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
227
- });
228
879
  return;
229
880
  }
230
881
  if (!this.server) {
231
- this.logger?.log({
232
- level: "error",
233
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
234
- });
235
882
  return;
236
883
  }
237
- this.server.setRequestHandler(ListToolsRequestSchema, async () => {
238
- return {
239
- tools: [
240
- {
241
- name: "parse",
242
- description: "Parses a FIX message and describes it in plain language",
243
- inputSchema: parseInputSchema
244
- },
245
- {
246
- name: "parseToJSON",
247
- description: "Parses a FIX message into JSON",
248
- inputSchema: parseInputSchema
249
- },
250
- {
251
- name: "newOrderSingle",
252
- description: "Creates and sends a New Order Single",
253
- inputSchema: newOrderSingleInputSchema
254
- },
255
- {
256
- name: "marketDataRequest",
257
- description: "Sends a request for Market Data with the given symbol",
258
- inputSchema: marketDataRequestInputSchema
259
- }
260
- ]
261
- };
262
- });
263
- this.server.setRequestHandler(CallToolRequestSchema, async (request) => {
264
- const { name, arguments: args } = request.params;
265
- switch (name) {
266
- case "parse": {
267
- const { fixString } = args || {};
268
- if (!fixString || typeof fixString !== "string") {
269
- throw new Error("Invalid arguments: fixString is required and must be a string");
270
- }
271
- try {
272
- const parsedMessage = this.parser?.parse(fixString);
273
- if (!parsedMessage || parsedMessage.length === 0) {
274
- return {
275
- isError: true,
276
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
277
- };
278
- }
279
- return {
280
- content: [
281
- {
282
- type: "text",
283
- text: `Parsed FIX message: ${fixString} (placeholder implementation)`
284
- }
285
- ]
286
- };
287
- } catch (error) {
288
- return {
289
- isError: true,
290
- content: [
291
- {
292
- type: "text",
293
- text: "Error: Failed to parse FIX string"
294
- }
295
- ]
296
- };
297
- }
298
- }
299
- case "parseToJSON": {
300
- const { fixString } = args || {};
301
- if (!fixString || typeof fixString !== "string") {
302
- throw new Error("Invalid arguments: fixString is required and must be a string");
303
- }
304
- try {
305
- const parsedMessage = this.parser?.parse(fixString);
306
- if (!parsedMessage || parsedMessage.length === 0) {
307
- return {
308
- isError: true,
309
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
310
- };
311
- }
312
- return {
313
- content: [
314
- {
315
- type: "text",
316
- text: JSON.stringify({ fixString, parsed: "placeholder" })
317
- }
318
- ]
319
- };
320
- } catch (error) {
321
- return {
322
- isError: true,
323
- content: [
324
- {
325
- type: "text",
326
- text: "Error: Failed to parse FIX string"
327
- }
328
- ]
329
- };
330
- }
331
- }
332
- case "newOrderSingle": {
333
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
334
- if (!clOrdID || typeof clOrdID !== "string") {
335
- throw new Error("Invalid arguments: clOrdID is required and must be a string");
336
- }
337
- if (ordType && typeof ordType !== "string") {
338
- throw new Error("Invalid arguments: ordType is required and must be a string");
339
- }
340
- if (handlInst && typeof handlInst !== "string") {
341
- throw new Error("Invalid arguments: handlInst is required and must be a string");
342
- }
343
- if (timeInForce && typeof timeInForce !== "string") {
344
- throw new Error("Invalid arguments: timeInForce is required and must be a string");
345
- }
346
- if (typeof quantity !== "number") {
347
- throw new Error("Invalid arguments: quantity is required and must be a number");
348
- }
349
- if (typeof price !== "number") {
350
- throw new Error("Invalid arguments: price is required and must be a number");
351
- }
352
- if (!side || typeof side !== "string" || !["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"].includes(
353
- side
354
- )) {
355
- throw new Error("Invalid arguments: side is required and must be a valid order side");
356
- }
357
- if (!symbol || typeof symbol !== "string") {
358
- throw new Error("Invalid arguments: symbol is required and must be a string");
359
- }
360
- const response = new Promise((resolve) => {
361
- this.pendingRequests.set(clOrdID, resolve);
362
- });
363
- const msgSeqNum = this.parser?.getNextTargetMsgSeqNum();
364
- const sender = this.parser?.sender;
365
- const target = this.parser?.target;
366
- const timestamp = this.parser?.getTimestamp();
367
- if (!msgSeqNum || !sender || !target || !timestamp) {
368
- throw new Error("Parser not properly initialized");
369
- }
370
- const order = this.parser?.createMessage(
371
- new Field(Fields.MsgType, Messages.NewOrderSingle),
372
- new Field(Fields.MsgSeqNum, msgSeqNum),
373
- new Field(Fields.SenderCompID, sender),
374
- new Field(Fields.TargetCompID, target),
375
- new Field(Fields.SendingTime, timestamp),
376
- new Field(Fields.ClOrdID, clOrdID),
377
- new Field(Fields.Side, side),
378
- new Field(Fields.Symbol, symbol),
379
- new Field(Fields.OrderQty, quantity),
380
- new Field(Fields.Price, price),
381
- new Field(Fields.OrdType, ordType || OrdType.Market),
382
- new Field(
383
- Fields.HandlInst,
384
- handlInst || HandlInst.AutomatedExecutionNoIntervention
385
- ),
386
- new Field(Fields.TimeInForce, timeInForce || TimeInForce.Day),
387
- new Field(Fields.TransactTime, timestamp)
388
- );
389
- if (!this.parser?.connected) {
390
- this.logger?.log({
391
- level: "error",
392
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
393
- });
394
- return {
395
- isError: true,
396
- content: [
397
- {
398
- type: "text",
399
- text: "Error: Not connected. Ignoring message."
400
- }
401
- ]
402
- };
403
- }
404
- this.parser?.send(order);
405
- this.logger?.log({
406
- level: "info",
407
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
408
- });
409
- const fixData = await response;
410
- return {
411
- content: [
412
- {
413
- type: "text",
414
- text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
415
- }
416
- ]
417
- };
418
- }
419
- case "marketDataRequest": {
420
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
421
- if (!symbol || typeof symbol !== "string") {
422
- throw new Error("Invalid arguments: symbol is required and must be a string");
423
- }
424
- if (!mdReqID || typeof mdReqID !== "string") {
425
- throw new Error("Invalid arguments: mdReqID is required and must be a string");
426
- }
427
- if (mdUpdateType && typeof mdUpdateType !== "string") {
428
- throw new Error("Invalid arguments: mdUpdateType is required and must be a string");
429
- }
430
- if (subscriptionRequestType && typeof subscriptionRequestType !== "string") {
431
- throw new Error("Invalid arguments: subscriptionRequestType is required and must be a string");
432
- }
433
- if (mdEntryType && typeof mdEntryType !== "string") {
434
- throw new Error("Invalid arguments: mdEntryType is required and must be a string");
435
- }
436
- const response = new Promise((resolve) => {
437
- this.pendingRequests.set(mdReqID, resolve);
438
- });
439
- const msgSeqNum = this.parser?.getNextTargetMsgSeqNum();
440
- const sender = this.parser?.sender;
441
- const target = this.parser?.target;
442
- const timestamp = this.parser?.getTimestamp();
443
- if (!msgSeqNum || !sender || !target || !timestamp) {
444
- throw new Error("Parser not properly initialized");
445
- }
446
- const marketDataRequest = this.parser?.createMessage(
447
- new Field(Fields.MsgType, Messages.MarketDataRequest),
448
- new Field(Fields.SenderCompID, sender),
449
- new Field(Fields.MsgSeqNum, msgSeqNum),
450
- new Field(Fields.TargetCompID, target),
451
- new Field(Fields.SendingTime, timestamp),
452
- new Field(Fields.MarketDepth, 0),
453
- new Field(Fields.MDUpdateType, mdUpdateType || "0"),
454
- new Field(Fields.NoRelatedSym, 1),
455
- new Field(Fields.Symbol, symbol),
456
- new Field(Fields.MDReqID, mdReqID),
457
- new Field(
458
- Fields.SubscriptionRequestType,
459
- subscriptionRequestType || SubscriptionRequestType.SnapshotAndUpdates
460
- ),
461
- new Field(Fields.NoMDEntryTypes, 1),
462
- new Field(Fields.MDEntryType, mdEntryType || MDEntryType.Bid)
463
- );
464
- if (!this.parser?.connected) {
465
- this.logger?.log({
466
- level: "error",
467
- message: "FIXParser (MCP): -- Not connected. Ignoring message."
468
- });
469
- return {
470
- isError: true,
471
- content: [
472
- {
473
- type: "text",
474
- text: "Error: Not connected. Ignoring message."
475
- }
476
- ]
477
- };
478
- }
479
- this.parser?.send(marketDataRequest);
480
- this.logger?.log({
481
- level: "info",
482
- message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
483
- });
484
- const fixData = await response;
884
+ this.server.setRequestHandler(
885
+ z.object({ method: z.literal("tools/list") }),
886
+ async (request, extra) => {
887
+ return {
888
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
889
+ name,
890
+ description,
891
+ inputSchema: schema
892
+ }))
893
+ };
894
+ }
895
+ );
896
+ this.server.setRequestHandler(
897
+ z.object({
898
+ method: z.literal("tools/call"),
899
+ params: z.object({
900
+ name: z.string(),
901
+ arguments: z.any(),
902
+ _meta: z.object({
903
+ progressToken: z.number()
904
+ }).optional()
905
+ })
906
+ }),
907
+ async (request, extra) => {
908
+ const { name, arguments: args } = request.params;
909
+ const toolHandlers = createToolHandlers(
910
+ this.parser,
911
+ this.verifiedOrders,
912
+ this.pendingRequests,
913
+ this.marketDataPrices
914
+ );
915
+ const handler = toolHandlers[name];
916
+ if (!handler) {
485
917
  return {
486
918
  content: [
487
919
  {
488
920
  type: "text",
489
- text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
921
+ text: `Tool not found: ${name}`,
922
+ uri: name
490
923
  }
491
- ]
924
+ ],
925
+ isError: true
492
926
  };
493
927
  }
494
- default:
495
- throw new Error(`Unknown tool: ${name}`);
928
+ const result = await handler(args);
929
+ return {
930
+ content: result.content,
931
+ isError: result.isError
932
+ };
496
933
  }
497
- });
934
+ );
498
935
  process.on("SIGINT", async () => {
499
936
  await this.server.close();
500
937
  process.exit(0);