fixparser-plugin-mcp 9.1.7-46844c62 → 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.
- package/build/cjs/MCPLocal.js +328 -306
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/esm/MCPLocal.mjs +330 -308
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +7 -42
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +3 -38
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +4 -4
- package/types/schemas/index.d.ts +6 -2
- package/types/schemas/schemas.d.ts +1 -1
- package/types/tools/index.d.ts +6 -3
- package/types/tools/marketData.d.ts +9 -3
package/build/cjs/MCPLocal.js
CHANGED
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@@ -38,15 +38,246 @@ var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_fixparser3 = require("fixparser");
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var import_zod = require("zod");
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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type: "array",
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items: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"I",
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"J",
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"K",
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"L",
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"M",
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"N",
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"O",
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"P",
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"Q",
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"R",
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"S",
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"T",
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"U",
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"V",
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"W",
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"X",
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"Y",
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"Z"
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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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}
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};
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// src/tools/marketData.ts
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var import_fixparser = require("fixparser");
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var
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var import_quickchart_js = __toESM(require("quickchart-js"), 1);
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var createMarketDataRequestHandler = (parser, pendingRequests) => {
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return async (args) => {
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try {
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const response = new Promise((resolve) => {
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pendingRequests.set(args.mdReqID, resolve);
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});
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const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
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const messageFields = [
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new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
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new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
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@@ -62,8 +293,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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args.symbols.forEach((symbol) => {
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
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});
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes,
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
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entryTypes.forEach((entryType) => {
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
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});
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const mdr = parser.createMessage(...messageFields);
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168
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182
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183
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-
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184
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-
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354
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+
const chart = new import_quickchart_js.default();
|
|
355
|
+
chart.setWidth(600);
|
|
356
|
+
chart.setHeight(300);
|
|
357
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
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358
|
+
const bidData = priceHistory.map((point) => point.bid);
|
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359
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+
const offerData = priceHistory.map((point) => point.offer);
|
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360
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
361
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
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|
+
const config = {
|
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363
|
+
type: "line",
|
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364
|
+
data: {
|
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365
|
+
labels,
|
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366
|
+
datasets: [
|
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+
{
|
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368
|
+
label: "Bid",
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369
|
+
data: bidData,
|
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370
|
+
borderColor: "#28a745",
|
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371
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
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372
|
+
fill: false,
|
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|
+
tension: 0.4
|
|
374
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+
},
|
|
375
|
+
{
|
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376
|
+
label: "Offer",
|
|
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|
+
data: offerData,
|
|
378
|
+
borderColor: "#dc3545",
|
|
379
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
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|
+
fill: false,
|
|
381
|
+
tension: 0.4
|
|
382
|
+
},
|
|
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|
+
{
|
|
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|
+
label: "Spread",
|
|
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|
+
data: spreadData,
|
|
386
|
+
borderColor: "#6c757d",
|
|
387
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
388
|
+
fill: false,
|
|
389
|
+
tension: 0.4
|
|
390
|
+
},
|
|
391
|
+
{
|
|
392
|
+
label: "Volume",
|
|
393
|
+
data: volumeData,
|
|
394
|
+
borderColor: "#007bff",
|
|
395
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
396
|
+
fill: true,
|
|
397
|
+
tension: 0.4
|
|
398
|
+
}
|
|
399
|
+
]
|
|
400
|
+
},
|
|
401
|
+
options: {
|
|
402
|
+
responsive: true,
|
|
403
|
+
plugins: {
|
|
404
|
+
title: {
|
|
405
|
+
display: true,
|
|
406
|
+
text: `${symbol} Market Data`
|
|
407
|
+
}
|
|
408
|
+
},
|
|
409
|
+
scales: {
|
|
410
|
+
y: {
|
|
411
|
+
beginAtZero: false
|
|
412
|
+
}
|
|
413
|
+
}
|
|
414
|
+
}
|
|
415
|
+
};
|
|
416
|
+
chart.setConfig(config);
|
|
417
|
+
const imageBuffer = await chart.toBinary();
|
|
418
|
+
const base64Image = imageBuffer.toString("base64");
|
|
185
419
|
return {
|
|
186
420
|
content: [
|
|
187
421
|
{
|
|
188
422
|
type: "image",
|
|
189
|
-
|
|
190
|
-
|
|
423
|
+
source: {
|
|
424
|
+
filename: "graph.png",
|
|
425
|
+
data: `data:image/png;base64,${base64Image}`
|
|
426
|
+
},
|
|
191
427
|
mimeType: "image/png"
|
|
192
428
|
}
|
|
193
429
|
]
|
|
@@ -197,7 +433,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
|
|
|
197
433
|
content: [
|
|
198
434
|
{
|
|
199
435
|
type: "text",
|
|
200
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate
|
|
436
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
201
437
|
uri: "getStockGraph"
|
|
202
438
|
}
|
|
203
439
|
],
|
|
@@ -230,9 +466,12 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
230
466
|
{
|
|
231
467
|
symbol,
|
|
232
468
|
count: priceHistory.length,
|
|
233
|
-
|
|
469
|
+
data: priceHistory.map((point) => ({
|
|
234
470
|
timestamp: new Date(point.timestamp).toISOString(),
|
|
235
|
-
|
|
471
|
+
bid: point.bid,
|
|
472
|
+
offer: point.offer,
|
|
473
|
+
spread: point.spread,
|
|
474
|
+
volume: point.volume
|
|
236
475
|
}))
|
|
237
476
|
},
|
|
238
477
|
null,
|
|
@@ -554,236 +793,6 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
|
|
|
554
793
|
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
555
794
|
});
|
|
556
795
|
|
|
557
|
-
// src/schemas/schemas.ts
|
|
558
|
-
var toolSchemas = {
|
|
559
|
-
parse: {
|
|
560
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
561
|
-
schema: {
|
|
562
|
-
type: "object",
|
|
563
|
-
properties: {
|
|
564
|
-
fixString: { type: "string" }
|
|
565
|
-
},
|
|
566
|
-
required: ["fixString"]
|
|
567
|
-
}
|
|
568
|
-
},
|
|
569
|
-
parseToJSON: {
|
|
570
|
-
description: "Parses a FIX message into JSON",
|
|
571
|
-
schema: {
|
|
572
|
-
type: "object",
|
|
573
|
-
properties: {
|
|
574
|
-
fixString: { type: "string" }
|
|
575
|
-
},
|
|
576
|
-
required: ["fixString"]
|
|
577
|
-
}
|
|
578
|
-
},
|
|
579
|
-
verifyOrder: {
|
|
580
|
-
description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
|
|
581
|
-
schema: {
|
|
582
|
-
type: "object",
|
|
583
|
-
properties: {
|
|
584
|
-
clOrdID: { type: "string" },
|
|
585
|
-
handlInst: {
|
|
586
|
-
type: "string",
|
|
587
|
-
enum: ["1", "2", "3"],
|
|
588
|
-
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
589
|
-
},
|
|
590
|
-
quantity: { type: "string" },
|
|
591
|
-
price: { type: "string" },
|
|
592
|
-
ordType: {
|
|
593
|
-
type: "string",
|
|
594
|
-
enum: [
|
|
595
|
-
"1",
|
|
596
|
-
"2",
|
|
597
|
-
"3",
|
|
598
|
-
"4",
|
|
599
|
-
"5",
|
|
600
|
-
"6",
|
|
601
|
-
"7",
|
|
602
|
-
"8",
|
|
603
|
-
"9",
|
|
604
|
-
"A",
|
|
605
|
-
"B",
|
|
606
|
-
"C",
|
|
607
|
-
"D",
|
|
608
|
-
"E",
|
|
609
|
-
"F",
|
|
610
|
-
"G",
|
|
611
|
-
"H",
|
|
612
|
-
"I",
|
|
613
|
-
"J",
|
|
614
|
-
"K",
|
|
615
|
-
"L",
|
|
616
|
-
"M",
|
|
617
|
-
"P",
|
|
618
|
-
"Q",
|
|
619
|
-
"R",
|
|
620
|
-
"S"
|
|
621
|
-
],
|
|
622
|
-
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"
|
|
623
|
-
},
|
|
624
|
-
side: {
|
|
625
|
-
type: "string",
|
|
626
|
-
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
627
|
-
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"
|
|
628
|
-
},
|
|
629
|
-
symbol: { type: "string" },
|
|
630
|
-
timeInForce: {
|
|
631
|
-
type: "string",
|
|
632
|
-
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
633
|
-
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"
|
|
634
|
-
}
|
|
635
|
-
},
|
|
636
|
-
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
637
|
-
}
|
|
638
|
-
},
|
|
639
|
-
executeOrder: {
|
|
640
|
-
description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
|
|
641
|
-
schema: {
|
|
642
|
-
type: "object",
|
|
643
|
-
properties: {
|
|
644
|
-
clOrdID: { type: "string" },
|
|
645
|
-
handlInst: {
|
|
646
|
-
type: "string",
|
|
647
|
-
enum: ["1", "2", "3"],
|
|
648
|
-
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
649
|
-
},
|
|
650
|
-
quantity: { type: "string" },
|
|
651
|
-
price: { type: "string" },
|
|
652
|
-
ordType: {
|
|
653
|
-
type: "string",
|
|
654
|
-
enum: [
|
|
655
|
-
"1",
|
|
656
|
-
"2",
|
|
657
|
-
"3",
|
|
658
|
-
"4",
|
|
659
|
-
"5",
|
|
660
|
-
"6",
|
|
661
|
-
"7",
|
|
662
|
-
"8",
|
|
663
|
-
"9",
|
|
664
|
-
"A",
|
|
665
|
-
"B",
|
|
666
|
-
"C",
|
|
667
|
-
"D",
|
|
668
|
-
"E",
|
|
669
|
-
"F",
|
|
670
|
-
"G",
|
|
671
|
-
"H",
|
|
672
|
-
"I",
|
|
673
|
-
"J",
|
|
674
|
-
"K",
|
|
675
|
-
"L",
|
|
676
|
-
"M",
|
|
677
|
-
"P",
|
|
678
|
-
"Q",
|
|
679
|
-
"R",
|
|
680
|
-
"S"
|
|
681
|
-
],
|
|
682
|
-
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"
|
|
683
|
-
},
|
|
684
|
-
side: {
|
|
685
|
-
type: "string",
|
|
686
|
-
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
687
|
-
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"
|
|
688
|
-
},
|
|
689
|
-
symbol: { type: "string" },
|
|
690
|
-
timeInForce: {
|
|
691
|
-
type: "string",
|
|
692
|
-
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
693
|
-
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"
|
|
694
|
-
}
|
|
695
|
-
},
|
|
696
|
-
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
697
|
-
}
|
|
698
|
-
},
|
|
699
|
-
marketDataRequest: {
|
|
700
|
-
description: "Requests market data for specified symbols",
|
|
701
|
-
schema: {
|
|
702
|
-
type: "object",
|
|
703
|
-
properties: {
|
|
704
|
-
mdUpdateType: {
|
|
705
|
-
type: "string",
|
|
706
|
-
enum: ["0", "1"],
|
|
707
|
-
description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
|
708
|
-
},
|
|
709
|
-
symbols: { type: "array", items: { type: "string" } },
|
|
710
|
-
mdReqID: { type: "string" },
|
|
711
|
-
subscriptionRequestType: {
|
|
712
|
-
type: "string",
|
|
713
|
-
enum: ["0", "1", "2"],
|
|
714
|
-
description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
|
|
715
|
-
},
|
|
716
|
-
mdEntryTypes: {
|
|
717
|
-
type: "array",
|
|
718
|
-
items: {
|
|
719
|
-
type: "string",
|
|
720
|
-
enum: [
|
|
721
|
-
"0",
|
|
722
|
-
"1",
|
|
723
|
-
"2",
|
|
724
|
-
"3",
|
|
725
|
-
"4",
|
|
726
|
-
"5",
|
|
727
|
-
"6",
|
|
728
|
-
"7",
|
|
729
|
-
"8",
|
|
730
|
-
"9",
|
|
731
|
-
"A",
|
|
732
|
-
"B",
|
|
733
|
-
"C",
|
|
734
|
-
"D",
|
|
735
|
-
"E",
|
|
736
|
-
"F",
|
|
737
|
-
"G",
|
|
738
|
-
"H",
|
|
739
|
-
"I",
|
|
740
|
-
"J",
|
|
741
|
-
"K",
|
|
742
|
-
"L",
|
|
743
|
-
"M",
|
|
744
|
-
"N",
|
|
745
|
-
"O",
|
|
746
|
-
"P",
|
|
747
|
-
"Q",
|
|
748
|
-
"R",
|
|
749
|
-
"S",
|
|
750
|
-
"T",
|
|
751
|
-
"U",
|
|
752
|
-
"V",
|
|
753
|
-
"W",
|
|
754
|
-
"X",
|
|
755
|
-
"Y",
|
|
756
|
-
"Z"
|
|
757
|
-
],
|
|
758
|
-
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"
|
|
759
|
-
}
|
|
760
|
-
}
|
|
761
|
-
},
|
|
762
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
|
|
763
|
-
}
|
|
764
|
-
},
|
|
765
|
-
getStockGraph: {
|
|
766
|
-
description: "Generates a price chart for a given symbol",
|
|
767
|
-
schema: {
|
|
768
|
-
type: "object",
|
|
769
|
-
properties: {
|
|
770
|
-
symbol: { type: "string" }
|
|
771
|
-
},
|
|
772
|
-
required: ["symbol"]
|
|
773
|
-
}
|
|
774
|
-
},
|
|
775
|
-
getStockPriceHistory: {
|
|
776
|
-
description: "Returns price history for a given symbol",
|
|
777
|
-
schema: {
|
|
778
|
-
type: "object",
|
|
779
|
-
properties: {
|
|
780
|
-
symbol: { type: "string" }
|
|
781
|
-
},
|
|
782
|
-
required: ["symbol"]
|
|
783
|
-
}
|
|
784
|
-
}
|
|
785
|
-
};
|
|
786
|
-
|
|
787
796
|
// src/MCPLocal.ts
|
|
788
797
|
var MCPLocal = class {
|
|
789
798
|
parser;
|
|
@@ -833,30 +842,43 @@ var MCPLocal = class {
|
|
|
833
842
|
let id;
|
|
834
843
|
if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
835
844
|
const symbol = message.getField(import_fixparser3.Fields.Symbol);
|
|
845
|
+
const entryType = message.getField(import_fixparser3.Fields.MDEntryType);
|
|
836
846
|
const price = message.getField(import_fixparser3.Fields.MDEntryPx);
|
|
847
|
+
const size = message.getField(import_fixparser3.Fields.MDEntrySize);
|
|
837
848
|
const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
|
|
838
849
|
if (symbol?.value && price?.value) {
|
|
839
850
|
const symbolStr = String(symbol.value);
|
|
840
851
|
const priceNum = Number(price.value);
|
|
852
|
+
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
841
853
|
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
842
|
-
priceHistory.
|
|
854
|
+
const lastEntry = priceHistory[priceHistory.length - 1] || {
|
|
855
|
+
timestamp: 0,
|
|
856
|
+
bid: 0,
|
|
857
|
+
offer: 0,
|
|
858
|
+
spread: 0,
|
|
859
|
+
volume: 0
|
|
860
|
+
};
|
|
861
|
+
const newEntry = {
|
|
843
862
|
timestamp: Number(timestamp),
|
|
844
|
-
|
|
845
|
-
|
|
863
|
+
bid: entryType?.value === import_fixparser3.MDEntryType.Bid ? priceNum : lastEntry.bid,
|
|
864
|
+
offer: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum : lastEntry.offer,
|
|
865
|
+
spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
866
|
+
volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
|
|
867
|
+
};
|
|
868
|
+
priceHistory.push(newEntry);
|
|
846
869
|
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
847
870
|
priceHistory.shift();
|
|
848
871
|
}
|
|
849
872
|
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
850
873
|
this.parser?.logger.log({
|
|
851
874
|
level: "info",
|
|
852
|
-
message: `MCP Server added ${symbol}: ${
|
|
875
|
+
message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
|
|
853
876
|
});
|
|
854
877
|
this.server.notification({
|
|
855
878
|
method: "priceUpdate",
|
|
856
879
|
params: {
|
|
857
880
|
symbol: symbolStr,
|
|
858
|
-
|
|
859
|
-
timestamp: Number(timestamp)
|
|
881
|
+
...newEntry
|
|
860
882
|
}
|
|
861
883
|
});
|
|
862
884
|
}
|