fixparser-plugin-mcp 9.1.7-46844c62 → 9.1.7-4a3d3ac7

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@@ -1,775 +1,19 @@
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  // src/MCPLocal.ts
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- import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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+ import { McpServer, ResourceTemplate } from "@modelcontextprotocol/sdk/server/mcp.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 { z } from "zod";
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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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- var createMarketDataRequestHandler = (parser, pendingRequests) => {
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- return async (args) => {
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- try {
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- const response = new Promise((resolve) => {
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- pendingRequests.set(args.mdReqID, resolve);
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- });
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- const messageFields = [
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- new Field(Fields.MsgType, Messages.MarketDataRequest),
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- new Field(Fields.SenderCompID, parser.sender),
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- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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- new Field(Fields.TargetCompID, parser.target),
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- new Field(Fields.SendingTime, parser.getTimestamp()),
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- new Field(Fields.MDReqID, args.mdReqID),
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- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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- new Field(Fields.MarketDepth, 0),
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- new Field(Fields.MDUpdateType, args.mdUpdateType)
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- ];
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- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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- args.symbols.forEach((symbol) => {
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- messageFields.push(new Field(Fields.Symbol, symbol));
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- });
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- messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
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- args.mdEntryTypes.forEach((entryType) => {
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- messageFields.push(new Field(Fields.MDEntryType, entryType));
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- });
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- const mdr = parser.createMessage(...messageFields);
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- if (!parser.connected) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: "Error: Not connected. Ignoring message.",
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- parser.send(mdr);
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- const fixData = await response;
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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- uri: "marketDataRequest"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockGraphHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockGraph"
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- }
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- ]
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- };
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- }
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- const width = 600;
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- const height = 300;
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- const padding = 40;
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- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
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- const yMin = Math.min(...priceHistory.map((d) => d.price));
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- const yMax = Math.max(...priceHistory.map((d) => d.price));
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- const yScale = (height - 2 * padding) / (yMax - yMin);
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- const points = priceHistory.map((d, i) => {
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- const x = padding + i * xScale;
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- const y = height - padding - (d.price - yMin) * yScale;
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- return `${x},${y}`;
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- }).join(" L ");
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- const svg = `<?xml version="1.0" encoding="UTF-8"?>
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- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
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- <!-- Background -->
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- <rect width="100%" height="100%" fill="#f8f9fa"/>
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-
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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>`;
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- }).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");
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- return {
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- content: [
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- {
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- type: "image",
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- text: base64Png,
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- uri: "getStockGraph",
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- mimeType: "image/png"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
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- uri: "getStockGraph"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockPriceHistory"
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- }
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- ]
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- };
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- }
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- return {
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- content: [
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- {
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- type: "text",
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- text: JSON.stringify(
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- {
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- symbol,
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- count: priceHistory.length,
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- prices: priceHistory.map((point) => ({
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- timestamp: new Date(point.timestamp).toISOString(),
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- price: point.price
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- }))
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- },
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- null,
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- 2
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- ),
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- uri: "getStockPriceHistory"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
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- uri: "getStockPriceHistory"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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-
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- // src/tools/order.ts
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- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
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- var ordTypeNames = {
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- "1": "Market",
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- "2": "Limit",
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- "3": "Stop",
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- "4": "StopLimit",
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- "5": "MarketOnClose",
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- "6": "WithOrWithout",
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- "7": "LimitOrBetter",
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- "8": "LimitWithOrWithout",
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- "9": "OnBasis",
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- A: "OnClose",
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- B: "LimitOnClose",
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- C: "ForexMarket",
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- D: "PreviouslyQuoted",
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- E: "PreviouslyIndicated",
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- F: "ForexLimit",
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- G: "ForexSwap",
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- H: "ForexPreviouslyQuoted",
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- I: "Funari",
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- J: "MarketIfTouched",
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- K: "MarketWithLeftOverAsLimit",
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- L: "PreviousFundValuationPoint",
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- M: "NextFundValuationPoint",
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- P: "Pegged",
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- Q: "CounterOrderSelection",
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- R: "StopOnBidOrOffer",
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- S: "StopLimitOnBidOrOffer"
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- };
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- var sideNames = {
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- "1": "Buy",
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- "2": "Sell",
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- "3": "BuyMinus",
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- "4": "SellPlus",
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- "5": "SellShort",
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- "6": "SellShortExempt",
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- "7": "Undisclosed",
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- "8": "Cross",
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- "9": "CrossShort",
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- A: "CrossShortExempt",
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- B: "AsDefined",
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- C: "Opposite",
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- D: "Subscribe",
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- E: "Redeem",
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- F: "Lend",
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- G: "Borrow",
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- H: "SellUndisclosed"
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- };
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- var timeInForceNames = {
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- "0": "Day",
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- "1": "GoodTillCancel",
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- "2": "AtTheOpening",
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- "3": "ImmediateOrCancel",
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- "4": "FillOrKill",
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- "5": "GoodTillCrossing",
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- "6": "GoodTillDate",
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- "7": "AtTheClose",
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- "8": "GoodThroughCrossing",
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- "9": "AtCrossing",
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- A: "GoodForTime",
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- B: "GoodForAuction",
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- C: "GoodForMonth"
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- };
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- var handlInstNames = {
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- "1": "AutomatedExecutionNoIntervention",
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- "2": "AutomatedExecutionInterventionOK",
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- "3": "ManualOrder"
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- };
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- var createVerifyOrderHandler = (parser, verifiedOrders) => {
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- return async (args) => {
297
- try {
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- verifiedOrders.set(args.clOrdID, {
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- clOrdID: args.clOrdID,
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- handlInst: args.handlInst,
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- quantity: Number.parseFloat(String(args.quantity)),
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- price: Number.parseFloat(String(args.price)),
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- ordType: args.ordType,
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- side: args.side,
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- symbol: args.symbol,
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- timeInForce: args.timeInForce
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- });
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- return {
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- content: [
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- {
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- type: "text",
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- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
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-
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- Parameters verified:
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- - ClOrdID: ${args.clOrdID}
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- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
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- - Quantity: ${args.quantity}
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- - Price: ${args.price}
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- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
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- - Side: ${args.side} (${sideNames[args.side]})
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- - Symbol: ${args.symbol}
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- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
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-
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- To execute this order, call the executeOrder tool with these exact same parameters.`,
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- uri: "verifyOrder"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
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- uri: "verifyOrder"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
344
- return async (args) => {
345
- try {
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- const verifiedOrder = verifiedOrders.get(args.clOrdID);
347
- if (!verifiedOrder) {
348
- return {
349
- content: [
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- {
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- type: "text",
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- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
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- uri: "executeOrder"
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- }
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- ],
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- isError: true
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- };
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- }
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- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
360
- return {
361
- content: [
362
- {
363
- type: "text",
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- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
365
- uri: "executeOrder"
366
- }
367
- ],
368
- isError: true
369
- };
370
- }
371
- const response = new Promise((resolve) => {
372
- pendingRequests.set(args.clOrdID, resolve);
373
- });
374
- const order = parser.createMessage(
375
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
376
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
377
- new Field2(Fields2.SenderCompID, parser.sender),
378
- new Field2(Fields2.TargetCompID, parser.target),
379
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
380
- new Field2(Fields2.ClOrdID, args.clOrdID),
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- new Field2(Fields2.Side, args.side),
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- new Field2(Fields2.Symbol, args.symbol),
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- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
384
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
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- new Field2(Fields2.OrdType, args.ordType),
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- new Field2(Fields2.HandlInst, args.handlInst),
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- new Field2(Fields2.TimeInForce, args.timeInForce),
388
- new Field2(Fields2.TransactTime, parser.getTimestamp())
389
- );
390
- if (!parser.connected) {
391
- return {
392
- content: [
393
- {
394
- type: "text",
395
- text: "Error: Not connected. Ignoring message.",
396
- uri: "executeOrder"
397
- }
398
- ],
399
- isError: true
400
- };
401
- }
402
- parser.send(order);
403
- const fixData = await response;
404
- verifiedOrders.delete(args.clOrdID);
405
- return {
406
- content: [
407
- {
408
- type: "text",
409
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
410
- uri: "executeOrder"
411
- }
412
- ]
413
- };
414
- } catch (error) {
415
- return {
416
- content: [
417
- {
418
- type: "text",
419
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
420
- uri: "executeOrder"
421
- }
422
- ],
423
- isError: true
424
- };
425
- }
426
- };
427
- };
428
-
429
- // src/tools/parse.ts
430
- var createParseHandler = (parser) => {
431
- return async (args) => {
432
- try {
433
- const parsedMessage = parser.parse(args.fixString);
434
- if (!parsedMessage || parsedMessage.length === 0) {
435
- return {
436
- content: [
437
- {
438
- type: "text",
439
- text: "Error: Failed to parse FIX string",
440
- uri: "parse"
441
- }
442
- ],
443
- isError: true
444
- };
445
- }
446
- return {
447
- content: [
448
- {
449
- type: "text",
450
- text: `${parsedMessage[0].description}
451
- ${parsedMessage[0].messageTypeDescription}`,
452
- uri: "parse"
453
- }
454
- ]
455
- };
456
- } catch (error) {
457
- return {
458
- content: [
459
- {
460
- type: "text",
461
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
462
- uri: "parse"
463
- }
464
- ],
465
- isError: true
466
- };
467
- }
468
- };
469
- };
470
-
471
- // src/tools/parseToJSON.ts
472
- var createParseToJSONHandler = (parser) => {
473
- return async (args) => {
474
- try {
475
- const parsedMessage = parser.parse(args.fixString);
476
- if (!parsedMessage || parsedMessage.length === 0) {
477
- return {
478
- content: [
479
- {
480
- type: "text",
481
- text: "Error: Failed to parse FIX string",
482
- uri: "parseToJSON"
483
- }
484
- ],
485
- isError: true
486
- };
487
- }
488
- return {
489
- content: [
490
- {
491
- type: "text",
492
- text: `${parsedMessage[0].toFIXJSON()}`,
493
- uri: "parseToJSON"
494
- }
495
- ]
496
- };
497
- } catch (error) {
498
- return {
499
- content: [
500
- {
501
- type: "text",
502
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
503
- uri: "parseToJSON"
504
- }
505
- ],
506
- isError: true
507
- };
508
- }
509
- };
510
- };
511
-
512
- // src/tools/index.ts
513
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
514
- parse: createParseHandler(parser),
515
- parseToJSON: createParseToJSONHandler(parser),
516
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
517
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
518
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
519
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
520
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
521
- });
522
-
523
- // src/schemas/schemas.ts
524
- var toolSchemas = {
525
- parse: {
526
- description: "Parses a FIX message and describes it in plain language",
527
- schema: {
528
- type: "object",
529
- properties: {
530
- fixString: { type: "string" }
531
- },
532
- required: ["fixString"]
533
- }
534
- },
535
- parseToJSON: {
536
- description: "Parses a FIX message into JSON",
537
- schema: {
538
- type: "object",
539
- properties: {
540
- fixString: { type: "string" }
541
- },
542
- required: ["fixString"]
543
- }
544
- },
545
- verifyOrder: {
546
- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
547
- schema: {
548
- type: "object",
549
- properties: {
550
- clOrdID: { type: "string" },
551
- handlInst: {
552
- type: "string",
553
- enum: ["1", "2", "3"],
554
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
555
- },
556
- quantity: { type: "string" },
557
- price: { type: "string" },
558
- ordType: {
559
- type: "string",
560
- enum: [
561
- "1",
562
- "2",
563
- "3",
564
- "4",
565
- "5",
566
- "6",
567
- "7",
568
- "8",
569
- "9",
570
- "A",
571
- "B",
572
- "C",
573
- "D",
574
- "E",
575
- "F",
576
- "G",
577
- "H",
578
- "I",
579
- "J",
580
- "K",
581
- "L",
582
- "M",
583
- "P",
584
- "Q",
585
- "R",
586
- "S"
587
- ],
588
- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
589
- },
590
- side: {
591
- type: "string",
592
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
593
- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
594
- },
595
- symbol: { type: "string" },
596
- timeInForce: {
597
- type: "string",
598
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
599
- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
600
- }
601
- },
602
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
603
- }
604
- },
605
- executeOrder: {
606
- description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
607
- schema: {
608
- type: "object",
609
- properties: {
610
- clOrdID: { type: "string" },
611
- handlInst: {
612
- type: "string",
613
- enum: ["1", "2", "3"],
614
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
615
- },
616
- quantity: { type: "string" },
617
- price: { type: "string" },
618
- ordType: {
619
- type: "string",
620
- enum: [
621
- "1",
622
- "2",
623
- "3",
624
- "4",
625
- "5",
626
- "6",
627
- "7",
628
- "8",
629
- "9",
630
- "A",
631
- "B",
632
- "C",
633
- "D",
634
- "E",
635
- "F",
636
- "G",
637
- "H",
638
- "I",
639
- "J",
640
- "K",
641
- "L",
642
- "M",
643
- "P",
644
- "Q",
645
- "R",
646
- "S"
647
- ],
648
- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
649
- },
650
- side: {
651
- type: "string",
652
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
653
- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
654
- },
655
- symbol: { type: "string" },
656
- timeInForce: {
657
- type: "string",
658
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
659
- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
660
- }
661
- },
662
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
663
- }
664
- },
665
- marketDataRequest: {
666
- description: "Requests market data for specified symbols",
667
- schema: {
668
- type: "object",
669
- properties: {
670
- mdUpdateType: {
671
- type: "string",
672
- enum: ["0", "1"],
673
- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
674
- },
675
- symbols: { type: "array", items: { type: "string" } },
676
- mdReqID: { type: "string" },
677
- subscriptionRequestType: {
678
- type: "string",
679
- enum: ["0", "1", "2"],
680
- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
681
- },
682
- mdEntryTypes: {
683
- type: "array",
684
- items: {
685
- type: "string",
686
- enum: [
687
- "0",
688
- "1",
689
- "2",
690
- "3",
691
- "4",
692
- "5",
693
- "6",
694
- "7",
695
- "8",
696
- "9",
697
- "A",
698
- "B",
699
- "C",
700
- "D",
701
- "E",
702
- "F",
703
- "G",
704
- "H",
705
- "I",
706
- "J",
707
- "K",
708
- "L",
709
- "M",
710
- "N",
711
- "O",
712
- "P",
713
- "Q",
714
- "R",
715
- "S",
716
- "T",
717
- "U",
718
- "V",
719
- "W",
720
- "X",
721
- "Y",
722
- "Z"
723
- ],
724
- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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
- // src/MCPLocal.ts
5
+ import { z } from "zod";
754
6
  var MCPLocal = class {
755
7
  parser;
756
- server = new Server(
8
+ server = new McpServer(
757
9
  {
758
10
  name: "fixparser",
759
11
  version: "1.0.0"
760
12
  },
761
13
  {
762
14
  capabilities: {
763
- tools: Object.entries(toolSchemas).reduce(
764
- (acc, [name, { description, schema }]) => {
765
- acc[name] = {
766
- description,
767
- parameters: schema
768
- };
769
- return acc;
770
- },
771
- {}
772
- )
15
+ tools: {},
16
+ resources: {}
773
17
  }
774
18
  }
775
19
  );
@@ -777,6 +21,7 @@ var MCPLocal = class {
777
21
  onReady = void 0;
778
22
  pendingRequests = /* @__PURE__ */ new Map();
779
23
  verifiedOrders = /* @__PURE__ */ new Map();
24
+ // Store market data prices with timestamps
780
25
  marketDataPrices = /* @__PURE__ */ new Map();
781
26
  MAX_PRICE_HISTORY = 1e5;
782
27
  // Maximum number of price points to store per symbol
@@ -791,16 +36,16 @@ var MCPLocal = class {
791
36
  message: `MCP Server received message: ${message.messageType}: ${message.description}`
792
37
  });
793
38
  const msgType = message.messageType;
794
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
39
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
795
40
  this.parser?.logger.log({
796
41
  level: "info",
797
42
  message: `MCP Server handling message type: ${msgType}`
798
43
  });
799
44
  let id;
800
- if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
801
- const symbol = message.getField(Fields3.Symbol);
802
- const price = message.getField(Fields3.MDEntryPx);
803
- const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
45
+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
46
+ const symbol = message.getField(Fields.Symbol);
47
+ const price = message.getField(Fields.MDEntryPx);
48
+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
804
49
  if (symbol?.value && price?.value) {
805
50
  const symbolStr = String(symbol.value);
806
51
  const priceNum = Number(price.value);
@@ -817,24 +62,16 @@ var MCPLocal = class {
817
62
  level: "info",
818
63
  message: `MCP Server added ${symbol}: ${priceNum}`
819
64
  });
820
- this.server.notification({
821
- method: "priceUpdate",
822
- params: {
823
- symbol: symbolStr,
824
- price: priceNum,
825
- timestamp: Number(timestamp)
826
- }
827
- });
828
65
  }
829
66
  }
830
- if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
831
- const mdReqID = message.getField(Fields3.MDReqID);
67
+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
68
+ const mdReqID = message.getField(Fields.MDReqID);
832
69
  if (mdReqID) id = String(mdReqID.value);
833
- } else if (msgType === Messages3.ExecutionReport) {
834
- const clOrdID = message.getField(Fields3.ClOrdID);
70
+ } else if (msgType === Messages.ExecutionReport) {
71
+ const clOrdID = message.getField(Fields.ClOrdID);
835
72
  if (clOrdID) id = String(clOrdID.value);
836
- } else if (msgType === Messages3.Reject) {
837
- const refSeqNum = message.getField(Fields3.RefSeqNum);
73
+ } else if (msgType === Messages.Reject) {
74
+ const refSeqNum = message.getField(Fields.RefSeqNum);
838
75
  if (refSeqNum) id = String(refSeqNum.value);
839
76
  }
840
77
  if (id) {
@@ -859,54 +96,435 @@ var MCPLocal = class {
859
96
  if (!this.server) {
860
97
  return;
861
98
  }
862
- this.server.setRequestHandler(
863
- z.object({ method: z.literal("tools/list") }),
864
- async (request, extra) => {
865
- return {
866
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
867
- name,
868
- description,
869
- inputSchema: schema
870
- }))
871
- };
99
+ this.server.tool(
100
+ "parse",
101
+ "Parses a FIX message and describes it in plain language",
102
+ {
103
+ fixString: z.string().describe("FIX message string to parse")
104
+ },
105
+ async (args) => {
106
+ try {
107
+ const parsedMessage = this.parser?.parse(args.fixString);
108
+ if (!parsedMessage || parsedMessage.length === 0) {
109
+ return {
110
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
111
+ isError: true
112
+ };
113
+ }
114
+ return {
115
+ content: [
116
+ {
117
+ type: "text",
118
+ text: `${parsedMessage[0].description}
119
+ ${parsedMessage[0].messageTypeDescription}`
120
+ }
121
+ ]
122
+ };
123
+ } catch (error) {
124
+ return {
125
+ content: [
126
+ {
127
+ type: "text",
128
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
129
+ }
130
+ ],
131
+ isError: true
132
+ };
133
+ }
134
+ }
135
+ );
136
+ this.server.tool(
137
+ "parseToJSON",
138
+ "Parses a FIX message into JSON",
139
+ {
140
+ fixString: z.string().describe("FIX message string to parse")
141
+ },
142
+ async (args) => {
143
+ try {
144
+ const parsedMessage = this.parser?.parse(args.fixString);
145
+ if (!parsedMessage || parsedMessage.length === 0) {
146
+ return {
147
+ content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
148
+ isError: true
149
+ };
150
+ }
151
+ return {
152
+ content: [
153
+ {
154
+ type: "text",
155
+ text: `${parsedMessage[0].toFIXJSON()}`
156
+ }
157
+ ]
158
+ };
159
+ } catch (error) {
160
+ return {
161
+ content: [
162
+ {
163
+ type: "text",
164
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
165
+ }
166
+ ],
167
+ isError: true
168
+ };
169
+ }
170
+ }
171
+ );
172
+ this.server.tool(
173
+ "verifyOrder",
174
+ "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
175
+ {
176
+ clOrdID: z.string().describe("Client Order ID"),
177
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
178
+ quantity: z.string().describe("Order quantity"),
179
+ price: z.string().describe("Order price"),
180
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
181
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
182
+ symbol: z.string().describe("Trading symbol"),
183
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
184
+ },
185
+ async (args) => {
186
+ try {
187
+ this.verifiedOrders.set(args.clOrdID, {
188
+ clOrdID: args.clOrdID,
189
+ handlInst: args.handlInst,
190
+ quantity: Number.parseFloat(args.quantity),
191
+ price: Number.parseFloat(args.price),
192
+ ordType: args.ordType,
193
+ side: args.side,
194
+ symbol: args.symbol,
195
+ timeInForce: args.timeInForce
196
+ });
197
+ return {
198
+ content: [
199
+ {
200
+ type: "text",
201
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
202
+
203
+ Parameters verified:
204
+ - ClOrdID: ${args.clOrdID}
205
+ - HandlInst: ${args.handlInst}
206
+ - Quantity: ${args.quantity}
207
+ - Price: ${args.price}
208
+ - OrdType: ${args.ordType}
209
+ - Side: ${args.side}
210
+ - Symbol: ${args.symbol}
211
+ - TimeInForce: ${args.timeInForce}
212
+
213
+ To execute this order, call the executeOrder tool with these exact same parameters.`
214
+ }
215
+ ]
216
+ };
217
+ } catch (error) {
218
+ return {
219
+ content: [
220
+ {
221
+ type: "text",
222
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
223
+ }
224
+ ],
225
+ isError: true
226
+ };
227
+ }
228
+ }
229
+ );
230
+ this.server.tool(
231
+ "executeOrder",
232
+ "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
233
+ {
234
+ clOrdID: z.string().describe("Client Order ID"),
235
+ handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
236
+ quantity: z.string().describe("Order quantity"),
237
+ price: z.string().describe("Order price"),
238
+ ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
239
+ side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
240
+ symbol: z.string().describe("Trading symbol"),
241
+ timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
242
+ },
243
+ async (args) => {
244
+ try {
245
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
246
+ if (!verifiedOrder) {
247
+ return {
248
+ content: [
249
+ {
250
+ type: "text",
251
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
252
+ }
253
+ ],
254
+ isError: true
255
+ };
256
+ }
257
+ if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
258
+ return {
259
+ content: [
260
+ {
261
+ type: "text",
262
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
263
+ }
264
+ ],
265
+ isError: true
266
+ };
267
+ }
268
+ const response = new Promise((resolve) => {
269
+ this.pendingRequests.set(args.clOrdID, resolve);
270
+ });
271
+ const order = this.parser?.createMessage(
272
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
273
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
274
+ new Field(Fields.SenderCompID, this.parser?.sender),
275
+ new Field(Fields.TargetCompID, this.parser?.target),
276
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
277
+ new Field(Fields.ClOrdID, args.clOrdID),
278
+ new Field(Fields.Side, args.side),
279
+ new Field(Fields.Symbol, args.symbol),
280
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
281
+ new Field(Fields.Price, Number.parseFloat(args.price)),
282
+ new Field(Fields.OrdType, args.ordType),
283
+ new Field(Fields.HandlInst, args.handlInst),
284
+ new Field(Fields.TimeInForce, args.timeInForce),
285
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
286
+ );
287
+ if (!this.parser?.connected) {
288
+ return {
289
+ content: [
290
+ {
291
+ type: "text",
292
+ text: "Error: Not connected. Ignoring message."
293
+ }
294
+ ],
295
+ isError: true
296
+ };
297
+ }
298
+ this.parser?.send(order);
299
+ const fixData = await response;
300
+ this.verifiedOrders.delete(args.clOrdID);
301
+ return {
302
+ content: [
303
+ {
304
+ type: "text",
305
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
306
+ }
307
+ ]
308
+ };
309
+ } catch (error) {
310
+ return {
311
+ content: [
312
+ {
313
+ type: "text",
314
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
315
+ }
316
+ ],
317
+ isError: true
318
+ };
319
+ }
872
320
  }
873
321
  );
874
- this.server.setRequestHandler(
875
- z.object({
876
- method: z.literal("tools/call"),
877
- params: z.object({
878
- name: z.string(),
879
- arguments: z.any(),
880
- _meta: z.object({
881
- progressToken: z.number()
882
- }).optional()
883
- })
884
- }),
885
- async (request, extra) => {
886
- const { name, arguments: args } = request.params;
887
- const toolHandlers = createToolHandlers(
888
- this.parser,
889
- this.verifiedOrders,
890
- this.pendingRequests,
891
- this.marketDataPrices
892
- );
893
- const handler = toolHandlers[name];
894
- if (!handler) {
322
+ this.server.tool(
323
+ "marketDataRequest",
324
+ "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
325
+ {
326
+ mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
327
+ symbols: z.array(z.string()).min(1).describe("Array of trading symbols"),
328
+ mdReqID: z.string().describe("Market data request ID"),
329
+ subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
330
+ mdEntryTypes: z.array(z.string()).min(1).describe("Array of market data entry types (0=Bid, 1=Offer, 2=Trade, etc.)")
331
+ },
332
+ async (args) => {
333
+ try {
334
+ const response = new Promise((resolve) => {
335
+ this.pendingRequests.set(args.mdReqID, resolve);
336
+ });
337
+ const messageFields = [
338
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
339
+ new Field(Fields.SenderCompID, this.parser?.sender),
340
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
341
+ new Field(Fields.TargetCompID, this.parser?.target),
342
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
343
+ new Field(Fields.MDReqID, args.mdReqID),
344
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
345
+ new Field(Fields.MarketDepth, 0),
346
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
347
+ ];
348
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
349
+ args.symbols.forEach((symbol) => {
350
+ messageFields.push(new Field(Fields.Symbol, symbol));
351
+ });
352
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
353
+ args.mdEntryTypes.forEach((entryType) => {
354
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
355
+ });
356
+ const mdr = this.parser?.createMessage(...messageFields);
357
+ if (!this.parser?.connected) {
358
+ return {
359
+ content: [
360
+ {
361
+ type: "text",
362
+ text: "Error: Not connected. Ignoring message."
363
+ }
364
+ ],
365
+ isError: true
366
+ };
367
+ }
368
+ this.parser?.send(mdr);
369
+ const fixData = await response;
370
+ return {
371
+ content: [
372
+ {
373
+ type: "text",
374
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
375
+ }
376
+ ]
377
+ };
378
+ } catch (error) {
895
379
  return {
896
380
  content: [
897
381
  {
898
382
  type: "text",
899
- text: `Tool not found: ${name}`,
900
- uri: name
383
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
901
384
  }
902
385
  ],
903
386
  isError: true
904
387
  };
905
388
  }
906
- const result = await handler(args);
389
+ }
390
+ );
391
+ this.server.resource(
392
+ "greeting-resource",
393
+ "https://example.com/greetings/default",
394
+ { mimeType: "text/plain" },
395
+ async () => {
396
+ this.parser?.logger.log({
397
+ level: "info",
398
+ message: "MCP Server Resource called: greeting-resource"
399
+ });
400
+ return {
401
+ contents: [
402
+ {
403
+ uri: "https://example.com/greetings/default",
404
+ text: "Hello, world!"
405
+ }
406
+ ]
407
+ };
408
+ }
409
+ );
410
+ this.server.resource(
411
+ "stockGraph",
412
+ new ResourceTemplate("stock://{symbol}", { list: void 0 }),
413
+ async (uri, variables) => {
414
+ this.parser?.logger.log({
415
+ level: "info",
416
+ message: "MCP Server Resource called: stockGraph"
417
+ });
418
+ const symbol = String(variables.symbol);
419
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
420
+ if (priceHistory.length === 0) {
421
+ return {
422
+ contents: [
423
+ {
424
+ uri: uri.href,
425
+ text: `No price data available for ${symbol}`
426
+ }
427
+ ]
428
+ };
429
+ }
430
+ const width = 600;
431
+ const height = 300;
432
+ const padding = 40;
433
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
434
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
435
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
436
+ const yScale = (height - 2 * padding) / (yMax - yMin);
437
+ const points = priceHistory.map((d, i) => {
438
+ const x = padding + i * xScale;
439
+ const y = height - padding - (d.price - yMin) * yScale;
440
+ return `${x},${y}`;
441
+ }).join(" L ");
442
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
443
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
444
+ <!-- Background -->
445
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
446
+
447
+ <!-- Grid lines -->
448
+ <g stroke="#e9ecef" stroke-width="1">
449
+ ${Array.from({ length: 5 }, (_, i) => {
450
+ const y = padding + (height - 2 * padding) * i / 4;
451
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
452
+ }).join("\n")}
453
+ </g>
454
+
455
+ <!-- Price line -->
456
+ <path d="M ${points}"
457
+ fill="none"
458
+ stroke="#007bff"
459
+ stroke-width="2"/>
460
+
461
+ <!-- Data points -->
462
+ ${priceHistory.map((d, i) => {
463
+ const x = padding + i * xScale;
464
+ const y = height - padding - (d.price - yMin) * yScale;
465
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
466
+ }).join("\n")}
467
+
468
+ <!-- Labels -->
469
+ <g font-family="Arial" font-size="12" fill="#495057">
470
+ ${Array.from({ length: 5 }, (_, i) => {
471
+ const x = padding + (width - 2 * padding) * i / 4;
472
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
473
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
474
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
475
+ }).join("\n")}
476
+ ${Array.from({ length: 5 }, (_, i) => {
477
+ const y = padding + (height - 2 * padding) * i / 4;
478
+ const price = yMax - (yMax - yMin) * i / 4;
479
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
480
+ }).join("\n")}
481
+ </g>
482
+
483
+ <!-- Title -->
484
+ <text x="${width / 2}" y="${padding / 2}"
485
+ font-family="Arial" font-size="16" font-weight="bold"
486
+ text-anchor="middle" fill="#212529">
487
+ ${symbol} - Price Chart (${priceHistory.length} points)
488
+ </text>
489
+ </svg>`;
907
490
  return {
908
- content: result.content,
909
- isError: result.isError
491
+ contents: [
492
+ {
493
+ uri: uri.href,
494
+ text: svg
495
+ }
496
+ ]
497
+ };
498
+ }
499
+ );
500
+ this.server.resource(
501
+ "stockPriceHistory",
502
+ new ResourceTemplate("price-history://{symbol}", { list: void 0 }),
503
+ async (uri, variables) => {
504
+ this.parser?.logger.log({
505
+ level: "info",
506
+ message: "MCP Server Resource called: stockPriceHistory"
507
+ });
508
+ const symbol = String(variables.symbol);
509
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
510
+ return {
511
+ contents: [
512
+ {
513
+ uri: uri.href,
514
+ text: JSON.stringify(
515
+ {
516
+ symbol,
517
+ count: priceHistory.length,
518
+ prices: priceHistory.map((point) => ({
519
+ timestamp: new Date(point.timestamp).toISOString(),
520
+ price: point.price
521
+ }))
522
+ },
523
+ null,
524
+ 2
525
+ )
526
+ }
527
+ ]
910
528
  };
911
529
  }
912
530
  );