fixparser-plugin-mcp 9.1.7-4a3d3ac7 → 9.1.7-4e8fe3d5
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/MCPLocal.js +936 -482
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1072 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1371 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +926 -482
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1062 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1333 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +8 -43
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +8 -43
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +9 -8
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +33 -9
- package/types/MCPRemote.d.ts +33 -27
- package/types/schemas/index.d.ts +15 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/types/utils/messageHandler.d.ts +18 -0
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,7 +1,9 @@
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"use strict";
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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@@ -23,532 +33,976 @@ __export(MCPLocal_exports, {
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MCPLocal: () => MCPLocal
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});
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module.exports = __toCommonJS(MCPLocal_exports);
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var
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_fixparser = require("fixparser");
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var import_zod = require("zod");
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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},
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{
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capabilities: {
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tools: {},
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resources: {}
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}
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}
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);
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transport = new import_stdio.StdioServerTransport();
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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-
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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-
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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// Maximum number of price points to store per symbol
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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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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"C",
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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.",
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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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],
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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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this.addWorkflows();
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await this.server.connect(this.transport);
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if (this.onReady) {
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this.onReady();
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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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},
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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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|
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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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|
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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"
|
|
286
|
+
}
|
|
287
|
+
},
|
|
288
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
119
289
|
}
|
|
120
|
-
|
|
121
|
-
|
|
290
|
+
},
|
|
291
|
+
getStockGraph: {
|
|
292
|
+
description: "Generates a price chart for a given symbol",
|
|
293
|
+
schema: {
|
|
294
|
+
type: "object",
|
|
295
|
+
properties: {
|
|
296
|
+
symbol: { type: "string" }
|
|
297
|
+
},
|
|
298
|
+
required: ["symbol"]
|
|
122
299
|
}
|
|
123
|
-
|
|
124
|
-
|
|
125
|
-
|
|
126
|
-
|
|
127
|
-
|
|
300
|
+
},
|
|
301
|
+
getStockPriceHistory: {
|
|
302
|
+
description: "Returns price history for a given symbol",
|
|
303
|
+
schema: {
|
|
304
|
+
type: "object",
|
|
305
|
+
properties: {
|
|
306
|
+
symbol: { type: "string" }
|
|
128
307
|
},
|
|
129
|
-
|
|
130
|
-
|
|
131
|
-
|
|
132
|
-
|
|
133
|
-
|
|
134
|
-
|
|
135
|
-
|
|
136
|
-
|
|
308
|
+
required: ["symbol"]
|
|
309
|
+
}
|
|
310
|
+
}
|
|
311
|
+
};
|
|
312
|
+
|
|
313
|
+
// src/tools/marketData.ts
|
|
314
|
+
var import_fixparser = require("fixparser");
|
|
315
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
316
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
317
|
+
return async (args) => {
|
|
318
|
+
try {
|
|
319
|
+
const response = new Promise((resolve) => {
|
|
320
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
321
|
+
});
|
|
322
|
+
const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
|
|
323
|
+
const messageFields = [
|
|
324
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
325
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
326
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
327
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
328
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
329
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
330
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
331
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
332
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
333
|
+
];
|
|
334
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
335
|
+
args.symbols.forEach((symbol) => {
|
|
336
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
337
|
+
});
|
|
338
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
339
|
+
entryTypes.forEach((entryType) => {
|
|
340
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
341
|
+
});
|
|
342
|
+
const mdr = parser.createMessage(...messageFields);
|
|
343
|
+
if (!parser.connected) {
|
|
344
|
+
return {
|
|
345
|
+
content: [
|
|
346
|
+
{
|
|
347
|
+
type: "text",
|
|
348
|
+
text: "Error: Not connected. Ignoring message.",
|
|
349
|
+
uri: "marketDataRequest"
|
|
350
|
+
}
|
|
351
|
+
],
|
|
352
|
+
isError: true
|
|
353
|
+
};
|
|
354
|
+
}
|
|
355
|
+
parser.send(mdr);
|
|
356
|
+
const fixData = await response;
|
|
357
|
+
return {
|
|
358
|
+
content: [
|
|
359
|
+
{
|
|
360
|
+
type: "text",
|
|
361
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
362
|
+
uri: "marketDataRequest"
|
|
137
363
|
}
|
|
138
|
-
|
|
139
|
-
|
|
140
|
-
|
|
141
|
-
|
|
142
|
-
|
|
143
|
-
|
|
144
|
-
|
|
145
|
-
|
|
146
|
-
|
|
147
|
-
|
|
148
|
-
|
|
149
|
-
|
|
150
|
-
|
|
151
|
-
|
|
152
|
-
|
|
153
|
-
|
|
154
|
-
|
|
155
|
-
|
|
156
|
-
|
|
157
|
-
|
|
364
|
+
]
|
|
365
|
+
};
|
|
366
|
+
} catch (error) {
|
|
367
|
+
return {
|
|
368
|
+
content: [
|
|
369
|
+
{
|
|
370
|
+
type: "text",
|
|
371
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
372
|
+
uri: "marketDataRequest"
|
|
373
|
+
}
|
|
374
|
+
],
|
|
375
|
+
isError: true
|
|
376
|
+
};
|
|
377
|
+
}
|
|
378
|
+
};
|
|
379
|
+
};
|
|
380
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
381
|
+
return async (args) => {
|
|
382
|
+
try {
|
|
383
|
+
const symbol = args.symbol;
|
|
384
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
385
|
+
if (priceHistory.length === 0) {
|
|
386
|
+
return {
|
|
387
|
+
content: [
|
|
388
|
+
{
|
|
389
|
+
type: "text",
|
|
390
|
+
text: `No price data available for ${symbol}`,
|
|
391
|
+
uri: "getStockGraph"
|
|
392
|
+
}
|
|
393
|
+
]
|
|
394
|
+
};
|
|
158
395
|
}
|
|
159
|
-
|
|
160
|
-
|
|
161
|
-
|
|
162
|
-
"
|
|
163
|
-
|
|
164
|
-
|
|
165
|
-
|
|
166
|
-
|
|
167
|
-
|
|
168
|
-
|
|
169
|
-
|
|
170
|
-
|
|
171
|
-
|
|
172
|
-
|
|
173
|
-
|
|
396
|
+
const chart = new import_quickchart_js.default();
|
|
397
|
+
chart.setWidth(1200);
|
|
398
|
+
chart.setHeight(600);
|
|
399
|
+
chart.setBackgroundColor("transparent");
|
|
400
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
401
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
402
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
403
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
404
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
405
|
+
const config = {
|
|
406
|
+
type: "line",
|
|
407
|
+
data: {
|
|
408
|
+
labels,
|
|
409
|
+
datasets: [
|
|
410
|
+
{
|
|
411
|
+
label: "Bid",
|
|
412
|
+
data: bidData,
|
|
413
|
+
borderColor: "#28a745",
|
|
414
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
415
|
+
fill: false,
|
|
416
|
+
tension: 0.4
|
|
417
|
+
},
|
|
418
|
+
{
|
|
419
|
+
label: "Offer",
|
|
420
|
+
data: offerData,
|
|
421
|
+
borderColor: "#dc3545",
|
|
422
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
423
|
+
fill: false,
|
|
424
|
+
tension: 0.4
|
|
425
|
+
},
|
|
426
|
+
{
|
|
427
|
+
label: "Spread",
|
|
428
|
+
data: spreadData,
|
|
429
|
+
borderColor: "#6c757d",
|
|
430
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
431
|
+
fill: false,
|
|
432
|
+
tension: 0.4
|
|
433
|
+
},
|
|
434
|
+
{
|
|
435
|
+
label: "Volume",
|
|
436
|
+
data: volumeData,
|
|
437
|
+
borderColor: "#007bff",
|
|
438
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
439
|
+
fill: true,
|
|
440
|
+
tension: 0.4
|
|
441
|
+
}
|
|
442
|
+
]
|
|
443
|
+
},
|
|
444
|
+
options: {
|
|
445
|
+
responsive: true,
|
|
446
|
+
plugins: {
|
|
447
|
+
title: {
|
|
448
|
+
display: true,
|
|
449
|
+
text: `${symbol} Market Data`
|
|
450
|
+
}
|
|
451
|
+
},
|
|
452
|
+
scales: {
|
|
453
|
+
y: {
|
|
454
|
+
beginAtZero: false
|
|
455
|
+
}
|
|
174
456
|
}
|
|
175
|
-
return {
|
|
176
|
-
content: [
|
|
177
|
-
{
|
|
178
|
-
type: "text",
|
|
179
|
-
text: `${parsedMessage[0].toFIXJSON()}`
|
|
180
|
-
}
|
|
181
|
-
]
|
|
182
|
-
};
|
|
183
|
-
} catch (error) {
|
|
184
|
-
return {
|
|
185
|
-
content: [
|
|
186
|
-
{
|
|
187
|
-
type: "text",
|
|
188
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
189
|
-
}
|
|
190
|
-
],
|
|
191
|
-
isError: true
|
|
192
|
-
};
|
|
193
457
|
}
|
|
458
|
+
};
|
|
459
|
+
chart.setConfig(config);
|
|
460
|
+
const imageBuffer = await chart.toBinary();
|
|
461
|
+
const base64 = imageBuffer.toString("base64");
|
|
462
|
+
return {
|
|
463
|
+
content: [
|
|
464
|
+
{
|
|
465
|
+
type: "resource",
|
|
466
|
+
resource: {
|
|
467
|
+
uri: "resource://graph",
|
|
468
|
+
mimeType: "image/png",
|
|
469
|
+
blob: base64
|
|
470
|
+
}
|
|
471
|
+
}
|
|
472
|
+
]
|
|
473
|
+
};
|
|
474
|
+
} catch (error) {
|
|
475
|
+
return {
|
|
476
|
+
content: [
|
|
477
|
+
{
|
|
478
|
+
type: "text",
|
|
479
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
480
|
+
uri: "getStockGraph"
|
|
481
|
+
}
|
|
482
|
+
],
|
|
483
|
+
isError: true
|
|
484
|
+
};
|
|
485
|
+
}
|
|
486
|
+
};
|
|
487
|
+
};
|
|
488
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
489
|
+
return async (args) => {
|
|
490
|
+
try {
|
|
491
|
+
const symbol = args.symbol;
|
|
492
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
493
|
+
if (priceHistory.length === 0) {
|
|
494
|
+
return {
|
|
495
|
+
content: [
|
|
496
|
+
{
|
|
497
|
+
type: "text",
|
|
498
|
+
text: `No price data available for ${symbol}`,
|
|
499
|
+
uri: "getStockPriceHistory"
|
|
500
|
+
}
|
|
501
|
+
]
|
|
502
|
+
};
|
|
194
503
|
}
|
|
195
|
-
|
|
196
|
-
|
|
197
|
-
|
|
198
|
-
|
|
199
|
-
|
|
200
|
-
clOrdID: import_zod.z.string().describe("Client Order ID"),
|
|
201
|
-
handlInst: import_zod.z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
|
|
202
|
-
quantity: import_zod.z.string().describe("Order quantity"),
|
|
203
|
-
price: import_zod.z.string().describe("Order price"),
|
|
204
|
-
ordType: import_zod.z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
|
|
205
|
-
side: import_zod.z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
|
|
206
|
-
symbol: import_zod.z.string().describe("Trading symbol"),
|
|
207
|
-
timeInForce: import_zod.z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
|
|
208
|
-
},
|
|
209
|
-
async (args) => {
|
|
210
|
-
try {
|
|
211
|
-
this.verifiedOrders.set(args.clOrdID, {
|
|
212
|
-
clOrdID: args.clOrdID,
|
|
213
|
-
handlInst: args.handlInst,
|
|
214
|
-
quantity: Number.parseFloat(args.quantity),
|
|
215
|
-
price: Number.parseFloat(args.price),
|
|
216
|
-
ordType: args.ordType,
|
|
217
|
-
side: args.side,
|
|
218
|
-
symbol: args.symbol,
|
|
219
|
-
timeInForce: args.timeInForce
|
|
220
|
-
});
|
|
221
|
-
return {
|
|
222
|
-
content: [
|
|
504
|
+
return {
|
|
505
|
+
content: [
|
|
506
|
+
{
|
|
507
|
+
type: "text",
|
|
508
|
+
text: JSON.stringify(
|
|
223
509
|
{
|
|
224
|
-
|
|
225
|
-
|
|
226
|
-
|
|
510
|
+
symbol,
|
|
511
|
+
count: priceHistory.length,
|
|
512
|
+
data: priceHistory.map((point) => ({
|
|
513
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
514
|
+
bid: point.bid,
|
|
515
|
+
offer: point.offer,
|
|
516
|
+
spread: point.spread,
|
|
517
|
+
volume: point.volume
|
|
518
|
+
}))
|
|
519
|
+
},
|
|
520
|
+
null,
|
|
521
|
+
2
|
|
522
|
+
),
|
|
523
|
+
uri: "getStockPriceHistory"
|
|
524
|
+
}
|
|
525
|
+
]
|
|
526
|
+
};
|
|
527
|
+
} catch (error) {
|
|
528
|
+
return {
|
|
529
|
+
content: [
|
|
530
|
+
{
|
|
531
|
+
type: "text",
|
|
532
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
533
|
+
uri: "getStockPriceHistory"
|
|
534
|
+
}
|
|
535
|
+
],
|
|
536
|
+
isError: true
|
|
537
|
+
};
|
|
538
|
+
}
|
|
539
|
+
};
|
|
540
|
+
};
|
|
541
|
+
|
|
542
|
+
// src/tools/order.ts
|
|
543
|
+
var import_fixparser2 = require("fixparser");
|
|
544
|
+
var ordTypeNames = {
|
|
545
|
+
"1": "Market",
|
|
546
|
+
"2": "Limit",
|
|
547
|
+
"3": "Stop",
|
|
548
|
+
"4": "StopLimit",
|
|
549
|
+
"5": "MarketOnClose",
|
|
550
|
+
"6": "WithOrWithout",
|
|
551
|
+
"7": "LimitOrBetter",
|
|
552
|
+
"8": "LimitWithOrWithout",
|
|
553
|
+
"9": "OnBasis",
|
|
554
|
+
A: "OnClose",
|
|
555
|
+
B: "LimitOnClose",
|
|
556
|
+
C: "ForexMarket",
|
|
557
|
+
D: "PreviouslyQuoted",
|
|
558
|
+
E: "PreviouslyIndicated",
|
|
559
|
+
F: "ForexLimit",
|
|
560
|
+
G: "ForexSwap",
|
|
561
|
+
H: "ForexPreviouslyQuoted",
|
|
562
|
+
I: "Funari",
|
|
563
|
+
J: "MarketIfTouched",
|
|
564
|
+
K: "MarketWithLeftOverAsLimit",
|
|
565
|
+
L: "PreviousFundValuationPoint",
|
|
566
|
+
M: "NextFundValuationPoint",
|
|
567
|
+
P: "Pegged",
|
|
568
|
+
Q: "CounterOrderSelection",
|
|
569
|
+
R: "StopOnBidOrOffer",
|
|
570
|
+
S: "StopLimitOnBidOrOffer"
|
|
571
|
+
};
|
|
572
|
+
var sideNames = {
|
|
573
|
+
"1": "Buy",
|
|
574
|
+
"2": "Sell",
|
|
575
|
+
"3": "BuyMinus",
|
|
576
|
+
"4": "SellPlus",
|
|
577
|
+
"5": "SellShort",
|
|
578
|
+
"6": "SellShortExempt",
|
|
579
|
+
"7": "Undisclosed",
|
|
580
|
+
"8": "Cross",
|
|
581
|
+
"9": "CrossShort",
|
|
582
|
+
A: "CrossShortExempt",
|
|
583
|
+
B: "AsDefined",
|
|
584
|
+
C: "Opposite",
|
|
585
|
+
D: "Subscribe",
|
|
586
|
+
E: "Redeem",
|
|
587
|
+
F: "Lend",
|
|
588
|
+
G: "Borrow",
|
|
589
|
+
H: "SellUndisclosed"
|
|
590
|
+
};
|
|
591
|
+
var timeInForceNames = {
|
|
592
|
+
"0": "Day",
|
|
593
|
+
"1": "GoodTillCancel",
|
|
594
|
+
"2": "AtTheOpening",
|
|
595
|
+
"3": "ImmediateOrCancel",
|
|
596
|
+
"4": "FillOrKill",
|
|
597
|
+
"5": "GoodTillCrossing",
|
|
598
|
+
"6": "GoodTillDate",
|
|
599
|
+
"7": "AtTheClose",
|
|
600
|
+
"8": "GoodThroughCrossing",
|
|
601
|
+
"9": "AtCrossing",
|
|
602
|
+
A: "GoodForTime",
|
|
603
|
+
B: "GoodForAuction",
|
|
604
|
+
C: "GoodForMonth"
|
|
605
|
+
};
|
|
606
|
+
var handlInstNames = {
|
|
607
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
608
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
609
|
+
"3": "ManualOrder"
|
|
610
|
+
};
|
|
611
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
612
|
+
return async (args) => {
|
|
613
|
+
try {
|
|
614
|
+
verifiedOrders.set(args.clOrdID, {
|
|
615
|
+
clOrdID: args.clOrdID,
|
|
616
|
+
handlInst: args.handlInst,
|
|
617
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
618
|
+
price: Number.parseFloat(String(args.price)),
|
|
619
|
+
ordType: args.ordType,
|
|
620
|
+
side: args.side,
|
|
621
|
+
symbol: args.symbol,
|
|
622
|
+
timeInForce: args.timeInForce
|
|
623
|
+
});
|
|
624
|
+
return {
|
|
625
|
+
content: [
|
|
626
|
+
{
|
|
627
|
+
type: "text",
|
|
628
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
629
|
+
|
|
227
630
|
Parameters verified:
|
|
228
631
|
- ClOrdID: ${args.clOrdID}
|
|
229
|
-
- HandlInst: ${args.handlInst}
|
|
632
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
230
633
|
- Quantity: ${args.quantity}
|
|
231
634
|
- Price: ${args.price}
|
|
232
|
-
- OrdType: ${args.ordType}
|
|
233
|
-
- Side: ${args.side}
|
|
635
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
636
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
234
637
|
- Symbol: ${args.symbol}
|
|
235
|
-
- TimeInForce: ${args.timeInForce}
|
|
638
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
236
639
|
|
|
237
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
238
|
-
|
|
239
|
-
]
|
|
240
|
-
};
|
|
241
|
-
} catch (error) {
|
|
242
|
-
return {
|
|
243
|
-
content: [
|
|
244
|
-
{
|
|
245
|
-
type: "text",
|
|
246
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
247
|
-
}
|
|
248
|
-
],
|
|
249
|
-
isError: true
|
|
250
|
-
};
|
|
251
|
-
}
|
|
252
|
-
}
|
|
253
|
-
);
|
|
254
|
-
this.server.tool(
|
|
255
|
-
"executeOrder",
|
|
256
|
-
"Executes a New Order Single after verification. This is the second step - only call after successful verification.",
|
|
257
|
-
{
|
|
258
|
-
clOrdID: import_zod.z.string().describe("Client Order ID"),
|
|
259
|
-
handlInst: import_zod.z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
|
|
260
|
-
quantity: import_zod.z.string().describe("Order quantity"),
|
|
261
|
-
price: import_zod.z.string().describe("Order price"),
|
|
262
|
-
ordType: import_zod.z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
|
|
263
|
-
side: import_zod.z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
|
|
264
|
-
symbol: import_zod.z.string().describe("Trading symbol"),
|
|
265
|
-
timeInForce: import_zod.z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
|
|
266
|
-
},
|
|
267
|
-
async (args) => {
|
|
268
|
-
try {
|
|
269
|
-
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
270
|
-
if (!verifiedOrder) {
|
|
271
|
-
return {
|
|
272
|
-
content: [
|
|
273
|
-
{
|
|
274
|
-
type: "text",
|
|
275
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
|
|
276
|
-
}
|
|
277
|
-
],
|
|
278
|
-
isError: true
|
|
279
|
-
};
|
|
280
|
-
}
|
|
281
|
-
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) {
|
|
282
|
-
return {
|
|
283
|
-
content: [
|
|
284
|
-
{
|
|
285
|
-
type: "text",
|
|
286
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
|
|
287
|
-
}
|
|
288
|
-
],
|
|
289
|
-
isError: true
|
|
290
|
-
};
|
|
640
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
641
|
+
uri: "verifyOrder"
|
|
291
642
|
}
|
|
292
|
-
|
|
293
|
-
|
|
294
|
-
|
|
295
|
-
|
|
296
|
-
|
|
297
|
-
|
|
298
|
-
|
|
299
|
-
|
|
300
|
-
|
|
301
|
-
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
|
|
302
|
-
new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
|
|
303
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
|
|
304
|
-
new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
305
|
-
new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
|
|
306
|
-
new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
|
|
307
|
-
new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
|
|
308
|
-
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
|
|
309
|
-
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
310
|
-
);
|
|
311
|
-
if (!this.parser?.connected) {
|
|
312
|
-
return {
|
|
313
|
-
content: [
|
|
314
|
-
{
|
|
315
|
-
type: "text",
|
|
316
|
-
text: "Error: Not connected. Ignoring message."
|
|
317
|
-
}
|
|
318
|
-
],
|
|
319
|
-
isError: true
|
|
320
|
-
};
|
|
643
|
+
]
|
|
644
|
+
};
|
|
645
|
+
} catch (error) {
|
|
646
|
+
return {
|
|
647
|
+
content: [
|
|
648
|
+
{
|
|
649
|
+
type: "text",
|
|
650
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
651
|
+
uri: "verifyOrder"
|
|
321
652
|
}
|
|
322
|
-
|
|
323
|
-
|
|
324
|
-
|
|
325
|
-
|
|
326
|
-
|
|
327
|
-
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
331
|
-
|
|
332
|
-
|
|
333
|
-
|
|
334
|
-
|
|
335
|
-
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
|
|
341
|
-
|
|
342
|
-
|
|
343
|
-
}
|
|
653
|
+
],
|
|
654
|
+
isError: true
|
|
655
|
+
};
|
|
656
|
+
}
|
|
657
|
+
};
|
|
658
|
+
};
|
|
659
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
660
|
+
return async (args) => {
|
|
661
|
+
try {
|
|
662
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
663
|
+
if (!verifiedOrder) {
|
|
664
|
+
return {
|
|
665
|
+
content: [
|
|
666
|
+
{
|
|
667
|
+
type: "text",
|
|
668
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
669
|
+
uri: "executeOrder"
|
|
670
|
+
}
|
|
671
|
+
],
|
|
672
|
+
isError: true
|
|
673
|
+
};
|
|
344
674
|
}
|
|
345
|
-
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
|
|
349
|
-
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
|
|
353
|
-
|
|
354
|
-
|
|
355
|
-
|
|
356
|
-
async (args) => {
|
|
357
|
-
try {
|
|
358
|
-
const response = new Promise((resolve) => {
|
|
359
|
-
this.pendingRequests.set(args.mdReqID, resolve);
|
|
360
|
-
});
|
|
361
|
-
const messageFields = [
|
|
362
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
363
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
364
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
365
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
366
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
367
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
368
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
369
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
370
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
371
|
-
];
|
|
372
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
373
|
-
args.symbols.forEach((symbol) => {
|
|
374
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
375
|
-
});
|
|
376
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
377
|
-
args.mdEntryTypes.forEach((entryType) => {
|
|
378
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
379
|
-
});
|
|
380
|
-
const mdr = this.parser?.createMessage(...messageFields);
|
|
381
|
-
if (!this.parser?.connected) {
|
|
382
|
-
return {
|
|
383
|
-
content: [
|
|
384
|
-
{
|
|
385
|
-
type: "text",
|
|
386
|
-
text: "Error: Not connected. Ignoring message."
|
|
387
|
-
}
|
|
388
|
-
],
|
|
389
|
-
isError: true
|
|
390
|
-
};
|
|
391
|
-
}
|
|
392
|
-
this.parser?.send(mdr);
|
|
393
|
-
const fixData = await response;
|
|
394
|
-
return {
|
|
395
|
-
content: [
|
|
396
|
-
{
|
|
397
|
-
type: "text",
|
|
398
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
399
|
-
}
|
|
400
|
-
]
|
|
401
|
-
};
|
|
402
|
-
} catch (error) {
|
|
403
|
-
return {
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
408
|
-
}
|
|
409
|
-
],
|
|
410
|
-
isError: true
|
|
411
|
-
};
|
|
412
|
-
}
|
|
675
|
+
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) {
|
|
676
|
+
return {
|
|
677
|
+
content: [
|
|
678
|
+
{
|
|
679
|
+
type: "text",
|
|
680
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
681
|
+
uri: "executeOrder"
|
|
682
|
+
}
|
|
683
|
+
],
|
|
684
|
+
isError: true
|
|
685
|
+
};
|
|
413
686
|
}
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
687
|
+
const response = new Promise((resolve) => {
|
|
688
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
689
|
+
});
|
|
690
|
+
const order = parser.createMessage(
|
|
691
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
692
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
693
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
694
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
695
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
696
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
697
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
698
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
699
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
700
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
701
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
702
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
703
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
704
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
705
|
+
);
|
|
706
|
+
if (!parser.connected) {
|
|
424
707
|
return {
|
|
425
|
-
|
|
708
|
+
content: [
|
|
426
709
|
{
|
|
427
|
-
|
|
428
|
-
text: "
|
|
710
|
+
type: "text",
|
|
711
|
+
text: "Error: Not connected. Ignoring message.",
|
|
712
|
+
uri: "executeOrder"
|
|
429
713
|
}
|
|
430
|
-
]
|
|
714
|
+
],
|
|
715
|
+
isError: true
|
|
431
716
|
};
|
|
432
717
|
}
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
|
|
444
|
-
|
|
445
|
-
|
|
446
|
-
|
|
447
|
-
|
|
448
|
-
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
}
|
|
453
|
-
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
460
|
-
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
464
|
-
|
|
465
|
-
|
|
466
|
-
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
467
|
-
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
468
|
-
<!-- Background -->
|
|
469
|
-
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
470
|
-
|
|
471
|
-
<!-- Grid lines -->
|
|
472
|
-
<g stroke="#e9ecef" stroke-width="1">
|
|
473
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
474
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
475
|
-
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
476
|
-
}).join("\n")}
|
|
477
|
-
</g>
|
|
478
|
-
|
|
479
|
-
<!-- Price line -->
|
|
480
|
-
<path d="M ${points}"
|
|
481
|
-
fill="none"
|
|
482
|
-
stroke="#007bff"
|
|
483
|
-
stroke-width="2"/>
|
|
484
|
-
|
|
485
|
-
<!-- Data points -->
|
|
486
|
-
${priceHistory.map((d, i) => {
|
|
487
|
-
const x = padding + i * xScale;
|
|
488
|
-
const y = height - padding - (d.price - yMin) * yScale;
|
|
489
|
-
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
490
|
-
}).join("\n")}
|
|
491
|
-
|
|
492
|
-
<!-- Labels -->
|
|
493
|
-
<g font-family="Arial" font-size="12" fill="#495057">
|
|
494
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
495
|
-
const x = padding + (width - 2 * padding) * i / 4;
|
|
496
|
-
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
497
|
-
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
498
|
-
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
499
|
-
}).join("\n")}
|
|
500
|
-
${Array.from({ length: 5 }, (_, i) => {
|
|
501
|
-
const y = padding + (height - 2 * padding) * i / 4;
|
|
502
|
-
const price = yMax - (yMax - yMin) * i / 4;
|
|
503
|
-
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
504
|
-
}).join("\n")}
|
|
505
|
-
</g>
|
|
506
|
-
|
|
507
|
-
<!-- Title -->
|
|
508
|
-
<text x="${width / 2}" y="${padding / 2}"
|
|
509
|
-
font-family="Arial" font-size="16" font-weight="bold"
|
|
510
|
-
text-anchor="middle" fill="#212529">
|
|
511
|
-
${symbol} - Price Chart (${priceHistory.length} points)
|
|
512
|
-
</text>
|
|
513
|
-
</svg>`;
|
|
718
|
+
parser.send(order);
|
|
719
|
+
const fixData = await response;
|
|
720
|
+
verifiedOrders.delete(args.clOrdID);
|
|
721
|
+
return {
|
|
722
|
+
content: [
|
|
723
|
+
{
|
|
724
|
+
type: "text",
|
|
725
|
+
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
726
|
+
uri: "executeOrder"
|
|
727
|
+
}
|
|
728
|
+
]
|
|
729
|
+
};
|
|
730
|
+
} catch (error) {
|
|
731
|
+
return {
|
|
732
|
+
content: [
|
|
733
|
+
{
|
|
734
|
+
type: "text",
|
|
735
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
736
|
+
uri: "executeOrder"
|
|
737
|
+
}
|
|
738
|
+
],
|
|
739
|
+
isError: true
|
|
740
|
+
};
|
|
741
|
+
}
|
|
742
|
+
};
|
|
743
|
+
};
|
|
744
|
+
|
|
745
|
+
// src/tools/parse.ts
|
|
746
|
+
var createParseHandler = (parser) => {
|
|
747
|
+
return async (args) => {
|
|
748
|
+
try {
|
|
749
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
750
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
514
751
|
return {
|
|
515
|
-
|
|
752
|
+
content: [
|
|
516
753
|
{
|
|
517
|
-
|
|
518
|
-
text:
|
|
754
|
+
type: "text",
|
|
755
|
+
text: "Error: Failed to parse FIX string",
|
|
756
|
+
uri: "parse"
|
|
519
757
|
}
|
|
520
|
-
]
|
|
758
|
+
],
|
|
759
|
+
isError: true
|
|
521
760
|
};
|
|
522
761
|
}
|
|
523
|
-
|
|
524
|
-
|
|
525
|
-
|
|
526
|
-
|
|
527
|
-
|
|
528
|
-
|
|
529
|
-
|
|
530
|
-
|
|
531
|
-
|
|
532
|
-
|
|
533
|
-
|
|
762
|
+
return {
|
|
763
|
+
content: [
|
|
764
|
+
{
|
|
765
|
+
type: "text",
|
|
766
|
+
text: `${parsedMessage[0].description}
|
|
767
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
768
|
+
uri: "parse"
|
|
769
|
+
}
|
|
770
|
+
]
|
|
771
|
+
};
|
|
772
|
+
} catch (error) {
|
|
773
|
+
return {
|
|
774
|
+
content: [
|
|
775
|
+
{
|
|
776
|
+
type: "text",
|
|
777
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
778
|
+
uri: "parse"
|
|
779
|
+
}
|
|
780
|
+
],
|
|
781
|
+
isError: true
|
|
782
|
+
};
|
|
783
|
+
}
|
|
784
|
+
};
|
|
785
|
+
};
|
|
786
|
+
|
|
787
|
+
// src/tools/parseToJSON.ts
|
|
788
|
+
var createParseToJSONHandler = (parser) => {
|
|
789
|
+
return async (args) => {
|
|
790
|
+
try {
|
|
791
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
792
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
534
793
|
return {
|
|
535
|
-
|
|
794
|
+
content: [
|
|
536
795
|
{
|
|
537
|
-
|
|
538
|
-
text:
|
|
539
|
-
|
|
540
|
-
symbol,
|
|
541
|
-
count: priceHistory.length,
|
|
542
|
-
prices: priceHistory.map((point) => ({
|
|
543
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
544
|
-
price: point.price
|
|
545
|
-
}))
|
|
546
|
-
},
|
|
547
|
-
null,
|
|
548
|
-
2
|
|
549
|
-
)
|
|
796
|
+
type: "text",
|
|
797
|
+
text: "Error: Failed to parse FIX string",
|
|
798
|
+
uri: "parseToJSON"
|
|
550
799
|
}
|
|
551
|
-
]
|
|
800
|
+
],
|
|
801
|
+
isError: true
|
|
802
|
+
};
|
|
803
|
+
}
|
|
804
|
+
return {
|
|
805
|
+
content: [
|
|
806
|
+
{
|
|
807
|
+
type: "text",
|
|
808
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
809
|
+
uri: "parseToJSON"
|
|
810
|
+
}
|
|
811
|
+
]
|
|
812
|
+
};
|
|
813
|
+
} catch (error) {
|
|
814
|
+
return {
|
|
815
|
+
content: [
|
|
816
|
+
{
|
|
817
|
+
type: "text",
|
|
818
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
819
|
+
uri: "parseToJSON"
|
|
820
|
+
}
|
|
821
|
+
],
|
|
822
|
+
isError: true
|
|
823
|
+
};
|
|
824
|
+
}
|
|
825
|
+
};
|
|
826
|
+
};
|
|
827
|
+
|
|
828
|
+
// src/tools/index.ts
|
|
829
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
830
|
+
parse: createParseHandler(parser),
|
|
831
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
832
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
833
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
834
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
835
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
836
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
837
|
+
});
|
|
838
|
+
|
|
839
|
+
// src/utils/messageHandler.ts
|
|
840
|
+
var import_fixparser3 = require("fixparser");
|
|
841
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
842
|
+
parser.logger.log({
|
|
843
|
+
level: "info",
|
|
844
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
845
|
+
});
|
|
846
|
+
const msgType = message.messageType;
|
|
847
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
848
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
849
|
+
const entries = message.getField(import_fixparser3.Fields.NoMDEntries)?.value;
|
|
850
|
+
let bid = 0;
|
|
851
|
+
let offer = 0;
|
|
852
|
+
let volume = 0;
|
|
853
|
+
const entryTypes = message.getFields(import_fixparser3.Fields.MDEntryType);
|
|
854
|
+
const entryPrices = message.getFields(import_fixparser3.Fields.MDEntryPx);
|
|
855
|
+
const entrySizes = message.getFields(import_fixparser3.Fields.MDEntrySize);
|
|
856
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
857
|
+
for (let i = 0; i < entries; i++) {
|
|
858
|
+
const entryType = entryTypes[i]?.value;
|
|
859
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
860
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
861
|
+
if (entryType === import_fixparser3.MDEntryType.Bid) {
|
|
862
|
+
bid = entryPrice;
|
|
863
|
+
} else if (entryType === import_fixparser3.MDEntryType.Offer) {
|
|
864
|
+
offer = entryPrice;
|
|
865
|
+
}
|
|
866
|
+
volume += entrySize;
|
|
867
|
+
}
|
|
868
|
+
}
|
|
869
|
+
const spread = offer - bid;
|
|
870
|
+
const timestamp = Date.now();
|
|
871
|
+
const data = {
|
|
872
|
+
timestamp,
|
|
873
|
+
bid,
|
|
874
|
+
offer,
|
|
875
|
+
spread,
|
|
876
|
+
volume
|
|
877
|
+
};
|
|
878
|
+
if (!marketDataPrices.has(symbol)) {
|
|
879
|
+
marketDataPrices.set(symbol, []);
|
|
880
|
+
}
|
|
881
|
+
const prices = marketDataPrices.get(symbol);
|
|
882
|
+
prices.push(data);
|
|
883
|
+
if (prices.length > maxPriceHistory) {
|
|
884
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
885
|
+
}
|
|
886
|
+
onPriceUpdate?.(symbol, data);
|
|
887
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
888
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
889
|
+
const callback = pendingRequests.get(reqId);
|
|
890
|
+
if (callback) {
|
|
891
|
+
callback(message);
|
|
892
|
+
pendingRequests.delete(reqId);
|
|
893
|
+
}
|
|
894
|
+
}
|
|
895
|
+
}
|
|
896
|
+
|
|
897
|
+
// src/MCPLocal.ts
|
|
898
|
+
var MCPLocal = class extends MCPBase {
|
|
899
|
+
/**
|
|
900
|
+
* Map to store verified orders before execution
|
|
901
|
+
* @private
|
|
902
|
+
*/
|
|
903
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
904
|
+
/**
|
|
905
|
+
* Map to store pending requests and their callbacks
|
|
906
|
+
* @private
|
|
907
|
+
*/
|
|
908
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
909
|
+
/**
|
|
910
|
+
* Map to store market data prices for each symbol
|
|
911
|
+
* @private
|
|
912
|
+
*/
|
|
913
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
914
|
+
/**
|
|
915
|
+
* Maximum number of price points to store per symbol
|
|
916
|
+
* @private
|
|
917
|
+
*/
|
|
918
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
919
|
+
server = new import_server.Server(
|
|
920
|
+
{
|
|
921
|
+
name: "fixparser",
|
|
922
|
+
version: "1.0.0"
|
|
923
|
+
},
|
|
924
|
+
{
|
|
925
|
+
capabilities: {
|
|
926
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
927
|
+
(acc, [name, { description, schema }]) => {
|
|
928
|
+
acc[name] = {
|
|
929
|
+
description,
|
|
930
|
+
parameters: schema
|
|
931
|
+
};
|
|
932
|
+
return acc;
|
|
933
|
+
},
|
|
934
|
+
{}
|
|
935
|
+
)
|
|
936
|
+
}
|
|
937
|
+
}
|
|
938
|
+
);
|
|
939
|
+
transport = new import_stdio.StdioServerTransport();
|
|
940
|
+
constructor({ logger, onReady }) {
|
|
941
|
+
super({ logger, onReady });
|
|
942
|
+
}
|
|
943
|
+
async register(parser) {
|
|
944
|
+
this.parser = parser;
|
|
945
|
+
this.parser.addOnMessageCallback((message) => {
|
|
946
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
947
|
+
});
|
|
948
|
+
this.addWorkflows();
|
|
949
|
+
await this.server.connect(this.transport);
|
|
950
|
+
if (this.onReady) {
|
|
951
|
+
this.onReady();
|
|
952
|
+
}
|
|
953
|
+
}
|
|
954
|
+
addWorkflows() {
|
|
955
|
+
if (!this.parser) {
|
|
956
|
+
return;
|
|
957
|
+
}
|
|
958
|
+
if (!this.server) {
|
|
959
|
+
return;
|
|
960
|
+
}
|
|
961
|
+
this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
|
|
962
|
+
return {
|
|
963
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
964
|
+
name,
|
|
965
|
+
description,
|
|
966
|
+
inputSchema: schema
|
|
967
|
+
}))
|
|
968
|
+
};
|
|
969
|
+
});
|
|
970
|
+
this.server.setRequestHandler(
|
|
971
|
+
import_zod.z.object({
|
|
972
|
+
method: import_zod.z.literal("tools/call"),
|
|
973
|
+
params: import_zod.z.object({
|
|
974
|
+
name: import_zod.z.string(),
|
|
975
|
+
arguments: import_zod.z.any(),
|
|
976
|
+
_meta: import_zod.z.object({
|
|
977
|
+
progressToken: import_zod.z.number()
|
|
978
|
+
}).optional()
|
|
979
|
+
})
|
|
980
|
+
}),
|
|
981
|
+
async (request) => {
|
|
982
|
+
const { name, arguments: args } = request.params;
|
|
983
|
+
const toolHandlers = createToolHandlers(
|
|
984
|
+
this.parser,
|
|
985
|
+
this.verifiedOrders,
|
|
986
|
+
this.pendingRequests,
|
|
987
|
+
this.marketDataPrices
|
|
988
|
+
);
|
|
989
|
+
const handler = toolHandlers[name];
|
|
990
|
+
if (!handler) {
|
|
991
|
+
return {
|
|
992
|
+
content: [
|
|
993
|
+
{
|
|
994
|
+
type: "text",
|
|
995
|
+
text: `Tool not found: ${name}`,
|
|
996
|
+
uri: name
|
|
997
|
+
}
|
|
998
|
+
],
|
|
999
|
+
isError: true
|
|
1000
|
+
};
|
|
1001
|
+
}
|
|
1002
|
+
const result = await handler(args);
|
|
1003
|
+
return {
|
|
1004
|
+
content: result.content,
|
|
1005
|
+
isError: result.isError
|
|
552
1006
|
};
|
|
553
1007
|
}
|
|
554
1008
|
);
|