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.
@@ -1,18 +1,249 @@
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  // src/MCPLocal.ts
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  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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- import { Fields as Fields3, Messages as Messages3 } from "fixparser";
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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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+ // src/schemas/schemas.ts
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+ var toolSchemas = {
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+ parse: {
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+ description: "Parses a FIX message and describes it in plain language",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ parseToJSON: {
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+ description: "Parses a FIX message into JSON",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ fixString: { type: "string" }
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+ },
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+ required: ["fixString"]
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+ }
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+ },
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+ verifyOrder: {
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+ description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ executeOrder: {
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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+ }
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+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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+ }
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+ },
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+ marketDataRequest: {
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+ description: "Requests market data for specified symbols",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ mdUpdateType: {
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+ type: "string",
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+ enum: ["0", "1"],
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+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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+ },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: {
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+ type: "string",
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+ enum: ["0", "1", "2"],
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+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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+ },
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+ mdEntryTypes: {
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+ type: "array",
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+ items: {
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+ type: "string",
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+ enum: [
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+ "0",
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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+ "T",
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+ "U",
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+ "V",
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+ "W",
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+ "X",
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+ "Y",
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+ "Z"
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+ ]
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+ },
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+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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+ }
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+ },
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ }
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+ },
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+ getStockGraph: {
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+ description: "Generates a price chart for a given symbol",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
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+ },
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+ required: ["symbol"]
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+ }
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+ },
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+ getStockPriceHistory: {
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+ description: "Returns price history for a given symbol",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ symbol: { type: "string" }
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+ },
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+ required: ["symbol"]
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+ }
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+ }
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+ };
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+
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  // src/tools/marketData.ts
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- import { Field, Fields, Messages } from "fixparser";
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- import sharp from "sharp";
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+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
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+ import QuickChart from "quickchart-js";
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  var createMarketDataRequestHandler = (parser, pendingRequests) => {
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  return async (args) => {
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  try {
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  const response = new Promise((resolve) => {
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  pendingRequests.set(args.mdReqID, resolve);
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  });
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+ const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
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  const messageFields = [
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  new Field(Fields.MsgType, Messages.MarketDataRequest),
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  new Field(Fields.SenderCompID, parser.sender),
@@ -28,8 +259,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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  args.symbols.forEach((symbol) => {
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  messageFields.push(new Field(Fields.Symbol, symbol));
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  });
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- messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
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- args.mdEntryTypes.forEach((entryType) => {
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+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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+ entryTypes.forEach((entryType) => {
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  messageFields.push(new Field(Fields.MDEntryType, entryType));
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  });
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  const mdr = parser.createMessage(...messageFields);
@@ -86,74 +317,79 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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  ]
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  };
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  }
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- const width = 600;
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- const height = 300;
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- const padding = 40;
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- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
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- const yMin = Math.min(...priceHistory.map((d) => d.price));
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- const yMax = Math.max(...priceHistory.map((d) => d.price));
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- const yScale = (height - 2 * padding) / (yMax - yMin);
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- const points = priceHistory.map((d, i) => {
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- const x = padding + i * xScale;
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- const y = height - padding - (d.price - yMin) * yScale;
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- return `${x},${y}`;
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- }).join(" L ");
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- const svg = `<?xml version="1.0" encoding="UTF-8"?>
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- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
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- <!-- Background -->
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- <rect width="100%" height="100%" fill="#f8f9fa"/>
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-
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- <!-- Grid lines -->
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- <g stroke="#e9ecef" stroke-width="1">
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- ${Array.from({ length: 5 }, (_, i) => {
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- const y = padding + (height - 2 * padding) * i / 4;
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- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
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- }).join("\n")}
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- </g>
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-
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- <!-- Price line -->
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- <path d="M ${points}"
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- fill="none"
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- stroke="#007bff"
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- stroke-width="2"/>
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-
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- <!-- Data points -->
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- ${priceHistory.map((d, i) => {
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- const x = padding + i * xScale;
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- const y = height - padding - (d.price - yMin) * yScale;
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- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
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- }).join("\n")}
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-
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- <!-- Labels -->
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- <g font-family="Arial" font-size="12" fill="#495057">
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- ${Array.from({ length: 5 }, (_, i) => {
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- const x = padding + (width - 2 * padding) * i / 4;
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- const index = Math.floor((priceHistory.length - 1) * i / 4);
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- const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
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- return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
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- }).join("\n")}
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- ${Array.from({ length: 5 }, (_, i) => {
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- const y = padding + (height - 2 * padding) * i / 4;
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- const price = yMax - (yMax - yMin) * i / 4;
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- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
139
- }).join("\n")}
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- </g>
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-
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- <!-- Title -->
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- <text x="${width / 2}" y="${padding / 2}"
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- font-family="Arial" font-size="16" font-weight="bold"
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- text-anchor="middle" fill="#212529">
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- ${symbol} - Price Chart (${priceHistory.length} points)
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- </text>
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- </svg>`;
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- const pngBuffer = await sharp(Buffer.from(svg)).png().toBuffer();
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- const base64Png = pngBuffer.toString("base64");
320
+ const chart = new QuickChart();
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+ chart.setWidth(600);
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+ chart.setHeight(300);
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+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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+ const bidData = priceHistory.map((point) => point.bid);
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+ const offerData = priceHistory.map((point) => point.offer);
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+ const spreadData = priceHistory.map((point) => point.spread);
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+ const volumeData = priceHistory.map((point) => point.volume);
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+ const config = {
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+ type: "line",
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+ data: {
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+ labels,
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+ datasets: [
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+ {
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+ label: "Bid",
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+ data: bidData,
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+ borderColor: "#28a745",
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+ backgroundColor: "rgba(40, 167, 69, 0.1)",
338
+ fill: false,
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+ tension: 0.4
340
+ },
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+ {
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+ label: "Offer",
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+ data: offerData,
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+ borderColor: "#dc3545",
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+ backgroundColor: "rgba(220, 53, 69, 0.1)",
346
+ fill: false,
347
+ tension: 0.4
348
+ },
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+ {
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
+ },
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+ {
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: `${symbol} Market Data`
373
+ }
374
+ },
375
+ scales: {
376
+ y: {
377
+ beginAtZero: false
378
+ }
379
+ }
380
+ }
381
+ };
382
+ chart.setConfig(config);
383
+ const imageBuffer = await chart.toBinary();
384
+ const base64Image = imageBuffer.toString("base64");
151
385
  return {
152
386
  content: [
153
387
  {
154
388
  type: "image",
155
- text: base64Png,
156
- uri: "getStockGraph",
389
+ source: {
390
+ filename: "graph.png",
391
+ data: `data:image/png;base64,${base64Image}`
392
+ },
157
393
  mimeType: "image/png"
158
394
  }
159
395
  ]
@@ -163,7 +399,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
163
399
  content: [
164
400
  {
165
401
  type: "text",
166
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
402
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
167
403
  uri: "getStockGraph"
168
404
  }
169
405
  ],
@@ -196,9 +432,12 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
196
432
  {
197
433
  symbol,
198
434
  count: priceHistory.length,
199
- prices: priceHistory.map((point) => ({
435
+ data: priceHistory.map((point) => ({
200
436
  timestamp: new Date(point.timestamp).toISOString(),
201
- price: point.price
437
+ bid: point.bid,
438
+ offer: point.offer,
439
+ spread: point.spread,
440
+ volume: point.volume
202
441
  }))
203
442
  },
204
443
  null,
@@ -520,236 +759,6 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
520
759
  getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
521
760
  });
522
761
 
523
- // src/schemas/schemas.ts
524
- var toolSchemas = {
525
- parse: {
526
- description: "Parses a FIX message and describes it in plain language",
527
- schema: {
528
- type: "object",
529
- properties: {
530
- fixString: { type: "string" }
531
- },
532
- required: ["fixString"]
533
- }
534
- },
535
- parseToJSON: {
536
- description: "Parses a FIX message into JSON",
537
- schema: {
538
- type: "object",
539
- properties: {
540
- fixString: { type: "string" }
541
- },
542
- required: ["fixString"]
543
- }
544
- },
545
- verifyOrder: {
546
- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
547
- schema: {
548
- type: "object",
549
- properties: {
550
- clOrdID: { type: "string" },
551
- handlInst: {
552
- type: "string",
553
- enum: ["1", "2", "3"],
554
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
555
- },
556
- quantity: { type: "string" },
557
- price: { type: "string" },
558
- ordType: {
559
- type: "string",
560
- enum: [
561
- "1",
562
- "2",
563
- "3",
564
- "4",
565
- "5",
566
- "6",
567
- "7",
568
- "8",
569
- "9",
570
- "A",
571
- "B",
572
- "C",
573
- "D",
574
- "E",
575
- "F",
576
- "G",
577
- "H",
578
- "I",
579
- "J",
580
- "K",
581
- "L",
582
- "M",
583
- "P",
584
- "Q",
585
- "R",
586
- "S"
587
- ],
588
- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
589
- },
590
- side: {
591
- type: "string",
592
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
593
- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
594
- },
595
- symbol: { type: "string" },
596
- timeInForce: {
597
- type: "string",
598
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
599
- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
600
- }
601
- },
602
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
603
- }
604
- },
605
- executeOrder: {
606
- description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
607
- schema: {
608
- type: "object",
609
- properties: {
610
- clOrdID: { type: "string" },
611
- handlInst: {
612
- type: "string",
613
- enum: ["1", "2", "3"],
614
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
615
- },
616
- quantity: { type: "string" },
617
- price: { type: "string" },
618
- ordType: {
619
- type: "string",
620
- enum: [
621
- "1",
622
- "2",
623
- "3",
624
- "4",
625
- "5",
626
- "6",
627
- "7",
628
- "8",
629
- "9",
630
- "A",
631
- "B",
632
- "C",
633
- "D",
634
- "E",
635
- "F",
636
- "G",
637
- "H",
638
- "I",
639
- "J",
640
- "K",
641
- "L",
642
- "M",
643
- "P",
644
- "Q",
645
- "R",
646
- "S"
647
- ],
648
- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
649
- },
650
- side: {
651
- type: "string",
652
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
653
- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
654
- },
655
- symbol: { type: "string" },
656
- timeInForce: {
657
- type: "string",
658
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
659
- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
660
- }
661
- },
662
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
663
- }
664
- },
665
- marketDataRequest: {
666
- description: "Requests market data for specified symbols",
667
- schema: {
668
- type: "object",
669
- properties: {
670
- mdUpdateType: {
671
- type: "string",
672
- enum: ["0", "1"],
673
- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
674
- },
675
- symbols: { type: "array", items: { type: "string" } },
676
- mdReqID: { type: "string" },
677
- subscriptionRequestType: {
678
- type: "string",
679
- enum: ["0", "1", "2"],
680
- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
681
- },
682
- mdEntryTypes: {
683
- type: "array",
684
- items: {
685
- type: "string",
686
- enum: [
687
- "0",
688
- "1",
689
- "2",
690
- "3",
691
- "4",
692
- "5",
693
- "6",
694
- "7",
695
- "8",
696
- "9",
697
- "A",
698
- "B",
699
- "C",
700
- "D",
701
- "E",
702
- "F",
703
- "G",
704
- "H",
705
- "I",
706
- "J",
707
- "K",
708
- "L",
709
- "M",
710
- "N",
711
- "O",
712
- "P",
713
- "Q",
714
- "R",
715
- "S",
716
- "T",
717
- "U",
718
- "V",
719
- "W",
720
- "X",
721
- "Y",
722
- "Z"
723
- ],
724
- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
725
- }
726
- }
727
- },
728
- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
729
- }
730
- },
731
- getStockGraph: {
732
- description: "Generates a price chart for a given symbol",
733
- schema: {
734
- type: "object",
735
- properties: {
736
- symbol: { type: "string" }
737
- },
738
- required: ["symbol"]
739
- }
740
- },
741
- getStockPriceHistory: {
742
- description: "Returns price history for a given symbol",
743
- schema: {
744
- type: "object",
745
- properties: {
746
- symbol: { type: "string" }
747
- },
748
- required: ["symbol"]
749
- }
750
- }
751
- };
752
-
753
762
  // src/MCPLocal.ts
754
763
  var MCPLocal = class {
755
764
  parser;
@@ -799,30 +808,43 @@ var MCPLocal = class {
799
808
  let id;
800
809
  if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
801
810
  const symbol = message.getField(Fields3.Symbol);
811
+ const entryType = message.getField(Fields3.MDEntryType);
802
812
  const price = message.getField(Fields3.MDEntryPx);
813
+ const size = message.getField(Fields3.MDEntrySize);
803
814
  const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
804
815
  if (symbol?.value && price?.value) {
805
816
  const symbolStr = String(symbol.value);
806
817
  const priceNum = Number(price.value);
818
+ const sizeNum = size?.value ? Number(size.value) : 0;
807
819
  const priceHistory = this.marketDataPrices.get(symbolStr) || [];
808
- priceHistory.push({
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 = {
809
828
  timestamp: Number(timestamp),
810
- price: priceNum
811
- });
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);
812
835
  if (priceHistory.length > this.MAX_PRICE_HISTORY) {
813
836
  priceHistory.shift();
814
837
  }
815
838
  this.marketDataPrices.set(symbolStr, priceHistory);
816
839
  this.parser?.logger.log({
817
840
  level: "info",
818
- message: `MCP Server added ${symbol}: ${priceNum}`
841
+ message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
819
842
  });
820
843
  this.server.notification({
821
844
  method: "priceUpdate",
822
845
  params: {
823
846
  symbol: symbolStr,
824
- price: priceNum,
825
- timestamp: Number(timestamp)
847
+ ...newEntry
826
848
  }
827
849
  });
828
850
  }