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/esm/MCPLocal.mjs
CHANGED
|
@@ -1,530 +1,974 @@
|
|
|
1
1
|
// src/MCPLocal.ts
|
|
2
|
-
import {
|
|
2
|
+
import { Server } from "@modelcontextprotocol/sdk/server/index.js";
|
|
3
3
|
import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
|
|
4
|
-
import { Field, Fields, Messages } from "fixparser";
|
|
5
4
|
import { z } from "zod";
|
|
6
|
-
|
|
5
|
+
|
|
6
|
+
// src/MCPBase.ts
|
|
7
|
+
var MCPBase = class {
|
|
8
|
+
/**
|
|
9
|
+
* Optional logger instance for diagnostics and output.
|
|
10
|
+
* @protected
|
|
11
|
+
*/
|
|
12
|
+
logger;
|
|
13
|
+
/**
|
|
14
|
+
* FIXParser instance, set during plugin register().
|
|
15
|
+
* @protected
|
|
16
|
+
*/
|
|
7
17
|
parser;
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
|
|
12
|
-
},
|
|
13
|
-
{
|
|
14
|
-
capabilities: {
|
|
15
|
-
tools: {},
|
|
16
|
-
resources: {}
|
|
17
|
-
}
|
|
18
|
-
}
|
|
19
|
-
);
|
|
20
|
-
transport = new StdioServerTransport();
|
|
18
|
+
/**
|
|
19
|
+
* Called when server is setup and listening.
|
|
20
|
+
* @protected
|
|
21
|
+
*/
|
|
21
22
|
onReady = void 0;
|
|
22
|
-
|
|
23
|
+
/**
|
|
24
|
+
* Map to store verified orders before execution
|
|
25
|
+
* @protected
|
|
26
|
+
*/
|
|
23
27
|
verifiedOrders = /* @__PURE__ */ new Map();
|
|
24
|
-
|
|
28
|
+
/**
|
|
29
|
+
* Map to store pending market data requests
|
|
30
|
+
* @protected
|
|
31
|
+
*/
|
|
32
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
33
|
+
/**
|
|
34
|
+
* Map to store market data prices
|
|
35
|
+
* @protected
|
|
36
|
+
*/
|
|
25
37
|
marketDataPrices = /* @__PURE__ */ new Map();
|
|
38
|
+
/**
|
|
39
|
+
* Maximum number of price history entries to keep per symbol
|
|
40
|
+
* @protected
|
|
41
|
+
*/
|
|
26
42
|
MAX_PRICE_HISTORY = 1e5;
|
|
27
|
-
// Maximum number of price points to store per symbol
|
|
28
43
|
constructor({ logger, onReady }) {
|
|
29
|
-
|
|
44
|
+
this.logger = logger;
|
|
45
|
+
this.onReady = onReady;
|
|
30
46
|
}
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
37
|
-
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
41
|
-
|
|
42
|
-
|
|
43
|
-
|
|
44
|
-
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
|
|
48
|
-
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
52
|
-
|
|
53
|
-
|
|
54
|
-
|
|
55
|
-
|
|
56
|
-
|
|
57
|
-
|
|
58
|
-
|
|
59
|
-
|
|
60
|
-
|
|
61
|
-
|
|
62
|
-
|
|
63
|
-
|
|
64
|
-
|
|
65
|
-
|
|
66
|
-
}
|
|
67
|
-
|
|
68
|
-
|
|
69
|
-
|
|
70
|
-
|
|
71
|
-
|
|
72
|
-
|
|
73
|
-
|
|
74
|
-
|
|
75
|
-
|
|
47
|
+
};
|
|
48
|
+
|
|
49
|
+
// src/schemas/schemas.ts
|
|
50
|
+
var toolSchemas = {
|
|
51
|
+
parse: {
|
|
52
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
53
|
+
schema: {
|
|
54
|
+
type: "object",
|
|
55
|
+
properties: {
|
|
56
|
+
fixString: { type: "string" }
|
|
57
|
+
},
|
|
58
|
+
required: ["fixString"]
|
|
59
|
+
}
|
|
60
|
+
},
|
|
61
|
+
parseToJSON: {
|
|
62
|
+
description: "Parses a FIX message into JSON",
|
|
63
|
+
schema: {
|
|
64
|
+
type: "object",
|
|
65
|
+
properties: {
|
|
66
|
+
fixString: { type: "string" }
|
|
67
|
+
},
|
|
68
|
+
required: ["fixString"]
|
|
69
|
+
}
|
|
70
|
+
},
|
|
71
|
+
verifyOrder: {
|
|
72
|
+
description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
|
|
73
|
+
schema: {
|
|
74
|
+
type: "object",
|
|
75
|
+
properties: {
|
|
76
|
+
clOrdID: { type: "string" },
|
|
77
|
+
handlInst: {
|
|
78
|
+
type: "string",
|
|
79
|
+
enum: ["1", "2", "3"],
|
|
80
|
+
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
81
|
+
},
|
|
82
|
+
quantity: { type: "string" },
|
|
83
|
+
price: { type: "string" },
|
|
84
|
+
ordType: {
|
|
85
|
+
type: "string",
|
|
86
|
+
enum: [
|
|
87
|
+
"1",
|
|
88
|
+
"2",
|
|
89
|
+
"3",
|
|
90
|
+
"4",
|
|
91
|
+
"5",
|
|
92
|
+
"6",
|
|
93
|
+
"7",
|
|
94
|
+
"8",
|
|
95
|
+
"9",
|
|
96
|
+
"A",
|
|
97
|
+
"B",
|
|
98
|
+
"C",
|
|
99
|
+
"D",
|
|
100
|
+
"E",
|
|
101
|
+
"F",
|
|
102
|
+
"G",
|
|
103
|
+
"H",
|
|
104
|
+
"I",
|
|
105
|
+
"J",
|
|
106
|
+
"K",
|
|
107
|
+
"L",
|
|
108
|
+
"M",
|
|
109
|
+
"P",
|
|
110
|
+
"Q",
|
|
111
|
+
"R",
|
|
112
|
+
"S"
|
|
113
|
+
],
|
|
114
|
+
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"
|
|
115
|
+
},
|
|
116
|
+
side: {
|
|
117
|
+
type: "string",
|
|
118
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
119
|
+
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"
|
|
120
|
+
},
|
|
121
|
+
symbol: { type: "string" },
|
|
122
|
+
timeInForce: {
|
|
123
|
+
type: "string",
|
|
124
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
125
|
+
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"
|
|
76
126
|
}
|
|
77
|
-
|
|
78
|
-
|
|
79
|
-
|
|
80
|
-
|
|
81
|
-
|
|
82
|
-
|
|
127
|
+
},
|
|
128
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
129
|
+
}
|
|
130
|
+
},
|
|
131
|
+
executeOrder: {
|
|
132
|
+
description: "Executes a verified order. verifyOrder must be called before executeOrder.",
|
|
133
|
+
schema: {
|
|
134
|
+
type: "object",
|
|
135
|
+
properties: {
|
|
136
|
+
clOrdID: { type: "string" },
|
|
137
|
+
handlInst: {
|
|
138
|
+
type: "string",
|
|
139
|
+
enum: ["1", "2", "3"],
|
|
140
|
+
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
141
|
+
},
|
|
142
|
+
quantity: { type: "string" },
|
|
143
|
+
price: { type: "string" },
|
|
144
|
+
ordType: {
|
|
145
|
+
type: "string",
|
|
146
|
+
enum: [
|
|
147
|
+
"1",
|
|
148
|
+
"2",
|
|
149
|
+
"3",
|
|
150
|
+
"4",
|
|
151
|
+
"5",
|
|
152
|
+
"6",
|
|
153
|
+
"7",
|
|
154
|
+
"8",
|
|
155
|
+
"9",
|
|
156
|
+
"A",
|
|
157
|
+
"B",
|
|
158
|
+
"C",
|
|
159
|
+
"D",
|
|
160
|
+
"E",
|
|
161
|
+
"F",
|
|
162
|
+
"G",
|
|
163
|
+
"H",
|
|
164
|
+
"I",
|
|
165
|
+
"J",
|
|
166
|
+
"K",
|
|
167
|
+
"L",
|
|
168
|
+
"M",
|
|
169
|
+
"P",
|
|
170
|
+
"Q",
|
|
171
|
+
"R",
|
|
172
|
+
"S"
|
|
173
|
+
],
|
|
174
|
+
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"
|
|
175
|
+
},
|
|
176
|
+
side: {
|
|
177
|
+
type: "string",
|
|
178
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
179
|
+
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"
|
|
180
|
+
},
|
|
181
|
+
symbol: { type: "string" },
|
|
182
|
+
timeInForce: {
|
|
183
|
+
type: "string",
|
|
184
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
185
|
+
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"
|
|
83
186
|
}
|
|
84
|
-
}
|
|
85
|
-
|
|
86
|
-
this.addWorkflows();
|
|
87
|
-
await this.server.connect(this.transport);
|
|
88
|
-
if (this.onReady) {
|
|
89
|
-
this.onReady();
|
|
187
|
+
},
|
|
188
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
90
189
|
}
|
|
91
|
-
}
|
|
92
|
-
|
|
93
|
-
|
|
94
|
-
|
|
190
|
+
},
|
|
191
|
+
marketDataRequest: {
|
|
192
|
+
description: "Requests market data for specified symbols",
|
|
193
|
+
schema: {
|
|
194
|
+
type: "object",
|
|
195
|
+
properties: {
|
|
196
|
+
mdUpdateType: {
|
|
197
|
+
type: "string",
|
|
198
|
+
enum: ["0", "1"],
|
|
199
|
+
description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
|
200
|
+
},
|
|
201
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
202
|
+
mdReqID: { type: "string" },
|
|
203
|
+
subscriptionRequestType: {
|
|
204
|
+
type: "string",
|
|
205
|
+
enum: ["0", "1", "2"],
|
|
206
|
+
description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
|
|
207
|
+
},
|
|
208
|
+
mdEntryTypes: {
|
|
209
|
+
type: "array",
|
|
210
|
+
items: {
|
|
211
|
+
type: "string",
|
|
212
|
+
enum: [
|
|
213
|
+
"0",
|
|
214
|
+
"1",
|
|
215
|
+
"2",
|
|
216
|
+
"3",
|
|
217
|
+
"4",
|
|
218
|
+
"5",
|
|
219
|
+
"6",
|
|
220
|
+
"7",
|
|
221
|
+
"8",
|
|
222
|
+
"9",
|
|
223
|
+
"A",
|
|
224
|
+
"B",
|
|
225
|
+
"C",
|
|
226
|
+
"D",
|
|
227
|
+
"E",
|
|
228
|
+
"F",
|
|
229
|
+
"G",
|
|
230
|
+
"H",
|
|
231
|
+
"I",
|
|
232
|
+
"J",
|
|
233
|
+
"K",
|
|
234
|
+
"L",
|
|
235
|
+
"M",
|
|
236
|
+
"N",
|
|
237
|
+
"O",
|
|
238
|
+
"P",
|
|
239
|
+
"Q",
|
|
240
|
+
"R",
|
|
241
|
+
"S",
|
|
242
|
+
"T",
|
|
243
|
+
"U",
|
|
244
|
+
"V",
|
|
245
|
+
"W",
|
|
246
|
+
"X",
|
|
247
|
+
"Y",
|
|
248
|
+
"Z"
|
|
249
|
+
]
|
|
250
|
+
},
|
|
251
|
+
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"
|
|
252
|
+
}
|
|
253
|
+
},
|
|
254
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
95
255
|
}
|
|
96
|
-
|
|
97
|
-
|
|
256
|
+
},
|
|
257
|
+
getStockGraph: {
|
|
258
|
+
description: "Generates a price chart for a given symbol",
|
|
259
|
+
schema: {
|
|
260
|
+
type: "object",
|
|
261
|
+
properties: {
|
|
262
|
+
symbol: { type: "string" }
|
|
263
|
+
},
|
|
264
|
+
required: ["symbol"]
|
|
98
265
|
}
|
|
99
|
-
|
|
100
|
-
|
|
101
|
-
|
|
102
|
-
|
|
103
|
-
|
|
266
|
+
},
|
|
267
|
+
getStockPriceHistory: {
|
|
268
|
+
description: "Returns price history for a given symbol",
|
|
269
|
+
schema: {
|
|
270
|
+
type: "object",
|
|
271
|
+
properties: {
|
|
272
|
+
symbol: { type: "string" }
|
|
104
273
|
},
|
|
105
|
-
|
|
106
|
-
|
|
107
|
-
|
|
108
|
-
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
|
|
112
|
-
|
|
274
|
+
required: ["symbol"]
|
|
275
|
+
}
|
|
276
|
+
}
|
|
277
|
+
};
|
|
278
|
+
|
|
279
|
+
// src/tools/marketData.ts
|
|
280
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
281
|
+
import QuickChart from "quickchart-js";
|
|
282
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
283
|
+
return async (args) => {
|
|
284
|
+
try {
|
|
285
|
+
const response = new Promise((resolve) => {
|
|
286
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
287
|
+
});
|
|
288
|
+
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
|
289
|
+
const messageFields = [
|
|
290
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
291
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
292
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
293
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
294
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
295
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
296
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
297
|
+
new Field(Fields.MarketDepth, 0),
|
|
298
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
299
|
+
];
|
|
300
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
301
|
+
args.symbols.forEach((symbol) => {
|
|
302
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
303
|
+
});
|
|
304
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
305
|
+
entryTypes.forEach((entryType) => {
|
|
306
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
307
|
+
});
|
|
308
|
+
const mdr = parser.createMessage(...messageFields);
|
|
309
|
+
if (!parser.connected) {
|
|
310
|
+
return {
|
|
311
|
+
content: [
|
|
312
|
+
{
|
|
313
|
+
type: "text",
|
|
314
|
+
text: "Error: Not connected. Ignoring message.",
|
|
315
|
+
uri: "marketDataRequest"
|
|
316
|
+
}
|
|
317
|
+
],
|
|
318
|
+
isError: true
|
|
319
|
+
};
|
|
320
|
+
}
|
|
321
|
+
parser.send(mdr);
|
|
322
|
+
const fixData = await response;
|
|
323
|
+
return {
|
|
324
|
+
content: [
|
|
325
|
+
{
|
|
326
|
+
type: "text",
|
|
327
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
328
|
+
uri: "marketDataRequest"
|
|
113
329
|
}
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
117
|
-
|
|
118
|
-
|
|
119
|
-
|
|
120
|
-
|
|
121
|
-
|
|
122
|
-
|
|
123
|
-
|
|
124
|
-
|
|
125
|
-
|
|
126
|
-
|
|
127
|
-
|
|
128
|
-
|
|
129
|
-
|
|
130
|
-
|
|
131
|
-
|
|
132
|
-
|
|
133
|
-
|
|
330
|
+
]
|
|
331
|
+
};
|
|
332
|
+
} catch (error) {
|
|
333
|
+
return {
|
|
334
|
+
content: [
|
|
335
|
+
{
|
|
336
|
+
type: "text",
|
|
337
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
338
|
+
uri: "marketDataRequest"
|
|
339
|
+
}
|
|
340
|
+
],
|
|
341
|
+
isError: true
|
|
342
|
+
};
|
|
343
|
+
}
|
|
344
|
+
};
|
|
345
|
+
};
|
|
346
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
347
|
+
return async (args) => {
|
|
348
|
+
try {
|
|
349
|
+
const symbol = args.symbol;
|
|
350
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
351
|
+
if (priceHistory.length === 0) {
|
|
352
|
+
return {
|
|
353
|
+
content: [
|
|
354
|
+
{
|
|
355
|
+
type: "text",
|
|
356
|
+
text: `No price data available for ${symbol}`,
|
|
357
|
+
uri: "getStockGraph"
|
|
358
|
+
}
|
|
359
|
+
]
|
|
360
|
+
};
|
|
134
361
|
}
|
|
135
|
-
|
|
136
|
-
|
|
137
|
-
|
|
138
|
-
"
|
|
139
|
-
|
|
140
|
-
|
|
141
|
-
|
|
142
|
-
|
|
143
|
-
|
|
144
|
-
|
|
145
|
-
|
|
146
|
-
|
|
147
|
-
|
|
148
|
-
|
|
149
|
-
|
|
362
|
+
const chart = new QuickChart();
|
|
363
|
+
chart.setWidth(1200);
|
|
364
|
+
chart.setHeight(600);
|
|
365
|
+
chart.setBackgroundColor("transparent");
|
|
366
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
367
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
368
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
369
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
370
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
371
|
+
const config = {
|
|
372
|
+
type: "line",
|
|
373
|
+
data: {
|
|
374
|
+
labels,
|
|
375
|
+
datasets: [
|
|
376
|
+
{
|
|
377
|
+
label: "Bid",
|
|
378
|
+
data: bidData,
|
|
379
|
+
borderColor: "#28a745",
|
|
380
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
381
|
+
fill: false,
|
|
382
|
+
tension: 0.4
|
|
383
|
+
},
|
|
384
|
+
{
|
|
385
|
+
label: "Offer",
|
|
386
|
+
data: offerData,
|
|
387
|
+
borderColor: "#dc3545",
|
|
388
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
389
|
+
fill: false,
|
|
390
|
+
tension: 0.4
|
|
391
|
+
},
|
|
392
|
+
{
|
|
393
|
+
label: "Spread",
|
|
394
|
+
data: spreadData,
|
|
395
|
+
borderColor: "#6c757d",
|
|
396
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
397
|
+
fill: false,
|
|
398
|
+
tension: 0.4
|
|
399
|
+
},
|
|
400
|
+
{
|
|
401
|
+
label: "Volume",
|
|
402
|
+
data: volumeData,
|
|
403
|
+
borderColor: "#007bff",
|
|
404
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
405
|
+
fill: true,
|
|
406
|
+
tension: 0.4
|
|
407
|
+
}
|
|
408
|
+
]
|
|
409
|
+
},
|
|
410
|
+
options: {
|
|
411
|
+
responsive: true,
|
|
412
|
+
plugins: {
|
|
413
|
+
title: {
|
|
414
|
+
display: true,
|
|
415
|
+
text: `${symbol} Market Data`
|
|
416
|
+
}
|
|
417
|
+
},
|
|
418
|
+
scales: {
|
|
419
|
+
y: {
|
|
420
|
+
beginAtZero: false
|
|
421
|
+
}
|
|
150
422
|
}
|
|
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
423
|
}
|
|
424
|
+
};
|
|
425
|
+
chart.setConfig(config);
|
|
426
|
+
const imageBuffer = await chart.toBinary();
|
|
427
|
+
const base64 = imageBuffer.toString("base64");
|
|
428
|
+
return {
|
|
429
|
+
content: [
|
|
430
|
+
{
|
|
431
|
+
type: "resource",
|
|
432
|
+
resource: {
|
|
433
|
+
uri: "resource://graph",
|
|
434
|
+
mimeType: "image/png",
|
|
435
|
+
blob: base64
|
|
436
|
+
}
|
|
437
|
+
}
|
|
438
|
+
]
|
|
439
|
+
};
|
|
440
|
+
} catch (error) {
|
|
441
|
+
return {
|
|
442
|
+
content: [
|
|
443
|
+
{
|
|
444
|
+
type: "text",
|
|
445
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
446
|
+
uri: "getStockGraph"
|
|
447
|
+
}
|
|
448
|
+
],
|
|
449
|
+
isError: true
|
|
450
|
+
};
|
|
451
|
+
}
|
|
452
|
+
};
|
|
453
|
+
};
|
|
454
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
455
|
+
return async (args) => {
|
|
456
|
+
try {
|
|
457
|
+
const symbol = args.symbol;
|
|
458
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
459
|
+
if (priceHistory.length === 0) {
|
|
460
|
+
return {
|
|
461
|
+
content: [
|
|
462
|
+
{
|
|
463
|
+
type: "text",
|
|
464
|
+
text: `No price data available for ${symbol}`,
|
|
465
|
+
uri: "getStockPriceHistory"
|
|
466
|
+
}
|
|
467
|
+
]
|
|
468
|
+
};
|
|
170
469
|
}
|
|
171
|
-
|
|
172
|
-
|
|
173
|
-
|
|
174
|
-
|
|
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: [
|
|
470
|
+
return {
|
|
471
|
+
content: [
|
|
472
|
+
{
|
|
473
|
+
type: "text",
|
|
474
|
+
text: JSON.stringify(
|
|
199
475
|
{
|
|
200
|
-
|
|
201
|
-
|
|
202
|
-
|
|
476
|
+
symbol,
|
|
477
|
+
count: priceHistory.length,
|
|
478
|
+
data: priceHistory.map((point) => ({
|
|
479
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
480
|
+
bid: point.bid,
|
|
481
|
+
offer: point.offer,
|
|
482
|
+
spread: point.spread,
|
|
483
|
+
volume: point.volume
|
|
484
|
+
}))
|
|
485
|
+
},
|
|
486
|
+
null,
|
|
487
|
+
2
|
|
488
|
+
),
|
|
489
|
+
uri: "getStockPriceHistory"
|
|
490
|
+
}
|
|
491
|
+
]
|
|
492
|
+
};
|
|
493
|
+
} catch (error) {
|
|
494
|
+
return {
|
|
495
|
+
content: [
|
|
496
|
+
{
|
|
497
|
+
type: "text",
|
|
498
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
499
|
+
uri: "getStockPriceHistory"
|
|
500
|
+
}
|
|
501
|
+
],
|
|
502
|
+
isError: true
|
|
503
|
+
};
|
|
504
|
+
}
|
|
505
|
+
};
|
|
506
|
+
};
|
|
507
|
+
|
|
508
|
+
// src/tools/order.ts
|
|
509
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
510
|
+
var ordTypeNames = {
|
|
511
|
+
"1": "Market",
|
|
512
|
+
"2": "Limit",
|
|
513
|
+
"3": "Stop",
|
|
514
|
+
"4": "StopLimit",
|
|
515
|
+
"5": "MarketOnClose",
|
|
516
|
+
"6": "WithOrWithout",
|
|
517
|
+
"7": "LimitOrBetter",
|
|
518
|
+
"8": "LimitWithOrWithout",
|
|
519
|
+
"9": "OnBasis",
|
|
520
|
+
A: "OnClose",
|
|
521
|
+
B: "LimitOnClose",
|
|
522
|
+
C: "ForexMarket",
|
|
523
|
+
D: "PreviouslyQuoted",
|
|
524
|
+
E: "PreviouslyIndicated",
|
|
525
|
+
F: "ForexLimit",
|
|
526
|
+
G: "ForexSwap",
|
|
527
|
+
H: "ForexPreviouslyQuoted",
|
|
528
|
+
I: "Funari",
|
|
529
|
+
J: "MarketIfTouched",
|
|
530
|
+
K: "MarketWithLeftOverAsLimit",
|
|
531
|
+
L: "PreviousFundValuationPoint",
|
|
532
|
+
M: "NextFundValuationPoint",
|
|
533
|
+
P: "Pegged",
|
|
534
|
+
Q: "CounterOrderSelection",
|
|
535
|
+
R: "StopOnBidOrOffer",
|
|
536
|
+
S: "StopLimitOnBidOrOffer"
|
|
537
|
+
};
|
|
538
|
+
var sideNames = {
|
|
539
|
+
"1": "Buy",
|
|
540
|
+
"2": "Sell",
|
|
541
|
+
"3": "BuyMinus",
|
|
542
|
+
"4": "SellPlus",
|
|
543
|
+
"5": "SellShort",
|
|
544
|
+
"6": "SellShortExempt",
|
|
545
|
+
"7": "Undisclosed",
|
|
546
|
+
"8": "Cross",
|
|
547
|
+
"9": "CrossShort",
|
|
548
|
+
A: "CrossShortExempt",
|
|
549
|
+
B: "AsDefined",
|
|
550
|
+
C: "Opposite",
|
|
551
|
+
D: "Subscribe",
|
|
552
|
+
E: "Redeem",
|
|
553
|
+
F: "Lend",
|
|
554
|
+
G: "Borrow",
|
|
555
|
+
H: "SellUndisclosed"
|
|
556
|
+
};
|
|
557
|
+
var timeInForceNames = {
|
|
558
|
+
"0": "Day",
|
|
559
|
+
"1": "GoodTillCancel",
|
|
560
|
+
"2": "AtTheOpening",
|
|
561
|
+
"3": "ImmediateOrCancel",
|
|
562
|
+
"4": "FillOrKill",
|
|
563
|
+
"5": "GoodTillCrossing",
|
|
564
|
+
"6": "GoodTillDate",
|
|
565
|
+
"7": "AtTheClose",
|
|
566
|
+
"8": "GoodThroughCrossing",
|
|
567
|
+
"9": "AtCrossing",
|
|
568
|
+
A: "GoodForTime",
|
|
569
|
+
B: "GoodForAuction",
|
|
570
|
+
C: "GoodForMonth"
|
|
571
|
+
};
|
|
572
|
+
var handlInstNames = {
|
|
573
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
574
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
575
|
+
"3": "ManualOrder"
|
|
576
|
+
};
|
|
577
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
578
|
+
return async (args) => {
|
|
579
|
+
try {
|
|
580
|
+
verifiedOrders.set(args.clOrdID, {
|
|
581
|
+
clOrdID: args.clOrdID,
|
|
582
|
+
handlInst: args.handlInst,
|
|
583
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
584
|
+
price: Number.parseFloat(String(args.price)),
|
|
585
|
+
ordType: args.ordType,
|
|
586
|
+
side: args.side,
|
|
587
|
+
symbol: args.symbol,
|
|
588
|
+
timeInForce: args.timeInForce
|
|
589
|
+
});
|
|
590
|
+
return {
|
|
591
|
+
content: [
|
|
592
|
+
{
|
|
593
|
+
type: "text",
|
|
594
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
595
|
+
|
|
203
596
|
Parameters verified:
|
|
204
597
|
- ClOrdID: ${args.clOrdID}
|
|
205
|
-
- HandlInst: ${args.handlInst}
|
|
598
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
206
599
|
- Quantity: ${args.quantity}
|
|
207
600
|
- Price: ${args.price}
|
|
208
|
-
- OrdType: ${args.ordType}
|
|
209
|
-
- Side: ${args.side}
|
|
601
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
602
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
210
603
|
- Symbol: ${args.symbol}
|
|
211
|
-
- TimeInForce: ${args.timeInForce}
|
|
604
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
212
605
|
|
|
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
|
-
};
|
|
606
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
607
|
+
uri: "verifyOrder"
|
|
267
608
|
}
|
|
268
|
-
|
|
269
|
-
|
|
270
|
-
|
|
271
|
-
|
|
272
|
-
|
|
273
|
-
|
|
274
|
-
|
|
275
|
-
|
|
276
|
-
|
|
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
|
-
};
|
|
609
|
+
]
|
|
610
|
+
};
|
|
611
|
+
} catch (error) {
|
|
612
|
+
return {
|
|
613
|
+
content: [
|
|
614
|
+
{
|
|
615
|
+
type: "text",
|
|
616
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
617
|
+
uri: "verifyOrder"
|
|
297
618
|
}
|
|
298
|
-
|
|
299
|
-
|
|
300
|
-
|
|
301
|
-
|
|
302
|
-
|
|
303
|
-
|
|
304
|
-
|
|
305
|
-
|
|
306
|
-
|
|
307
|
-
|
|
308
|
-
|
|
309
|
-
|
|
310
|
-
|
|
311
|
-
|
|
312
|
-
|
|
313
|
-
|
|
314
|
-
|
|
315
|
-
|
|
316
|
-
|
|
317
|
-
|
|
318
|
-
|
|
319
|
-
}
|
|
619
|
+
],
|
|
620
|
+
isError: true
|
|
621
|
+
};
|
|
622
|
+
}
|
|
623
|
+
};
|
|
624
|
+
};
|
|
625
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
626
|
+
return async (args) => {
|
|
627
|
+
try {
|
|
628
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
629
|
+
if (!verifiedOrder) {
|
|
630
|
+
return {
|
|
631
|
+
content: [
|
|
632
|
+
{
|
|
633
|
+
type: "text",
|
|
634
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
635
|
+
uri: "executeOrder"
|
|
636
|
+
}
|
|
637
|
+
],
|
|
638
|
+
isError: true
|
|
639
|
+
};
|
|
320
640
|
}
|
|
321
|
-
|
|
322
|
-
|
|
323
|
-
|
|
324
|
-
|
|
325
|
-
|
|
326
|
-
|
|
327
|
-
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
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) {
|
|
379
|
-
return {
|
|
380
|
-
content: [
|
|
381
|
-
{
|
|
382
|
-
type: "text",
|
|
383
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
384
|
-
}
|
|
385
|
-
],
|
|
386
|
-
isError: true
|
|
387
|
-
};
|
|
388
|
-
}
|
|
641
|
+
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) {
|
|
642
|
+
return {
|
|
643
|
+
content: [
|
|
644
|
+
{
|
|
645
|
+
type: "text",
|
|
646
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
647
|
+
uri: "executeOrder"
|
|
648
|
+
}
|
|
649
|
+
],
|
|
650
|
+
isError: true
|
|
651
|
+
};
|
|
389
652
|
}
|
|
390
|
-
|
|
391
|
-
|
|
392
|
-
|
|
393
|
-
|
|
394
|
-
|
|
395
|
-
|
|
396
|
-
|
|
397
|
-
|
|
398
|
-
|
|
399
|
-
|
|
653
|
+
const response = new Promise((resolve) => {
|
|
654
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
655
|
+
});
|
|
656
|
+
const order = parser.createMessage(
|
|
657
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
658
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
659
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
660
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
661
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
662
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
663
|
+
new Field2(Fields2.Side, args.side),
|
|
664
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
665
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
666
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
667
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
668
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
669
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
670
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
671
|
+
);
|
|
672
|
+
if (!parser.connected) {
|
|
400
673
|
return {
|
|
401
|
-
|
|
674
|
+
content: [
|
|
402
675
|
{
|
|
403
|
-
|
|
404
|
-
text: "
|
|
676
|
+
type: "text",
|
|
677
|
+
text: "Error: Not connected. Ignoring message.",
|
|
678
|
+
uri: "executeOrder"
|
|
405
679
|
}
|
|
406
|
-
]
|
|
680
|
+
],
|
|
681
|
+
isError: true
|
|
407
682
|
};
|
|
408
683
|
}
|
|
409
|
-
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
}
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
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>`;
|
|
684
|
+
parser.send(order);
|
|
685
|
+
const fixData = await response;
|
|
686
|
+
verifiedOrders.delete(args.clOrdID);
|
|
687
|
+
return {
|
|
688
|
+
content: [
|
|
689
|
+
{
|
|
690
|
+
type: "text",
|
|
691
|
+
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())}`,
|
|
692
|
+
uri: "executeOrder"
|
|
693
|
+
}
|
|
694
|
+
]
|
|
695
|
+
};
|
|
696
|
+
} catch (error) {
|
|
697
|
+
return {
|
|
698
|
+
content: [
|
|
699
|
+
{
|
|
700
|
+
type: "text",
|
|
701
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
702
|
+
uri: "executeOrder"
|
|
703
|
+
}
|
|
704
|
+
],
|
|
705
|
+
isError: true
|
|
706
|
+
};
|
|
707
|
+
}
|
|
708
|
+
};
|
|
709
|
+
};
|
|
710
|
+
|
|
711
|
+
// src/tools/parse.ts
|
|
712
|
+
var createParseHandler = (parser) => {
|
|
713
|
+
return async (args) => {
|
|
714
|
+
try {
|
|
715
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
716
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
490
717
|
return {
|
|
491
|
-
|
|
718
|
+
content: [
|
|
492
719
|
{
|
|
493
|
-
|
|
494
|
-
text:
|
|
720
|
+
type: "text",
|
|
721
|
+
text: "Error: Failed to parse FIX string",
|
|
722
|
+
uri: "parse"
|
|
495
723
|
}
|
|
496
|
-
]
|
|
724
|
+
],
|
|
725
|
+
isError: true
|
|
497
726
|
};
|
|
498
727
|
}
|
|
499
|
-
|
|
500
|
-
|
|
501
|
-
|
|
502
|
-
|
|
503
|
-
|
|
504
|
-
|
|
505
|
-
|
|
506
|
-
|
|
507
|
-
|
|
508
|
-
|
|
509
|
-
|
|
728
|
+
return {
|
|
729
|
+
content: [
|
|
730
|
+
{
|
|
731
|
+
type: "text",
|
|
732
|
+
text: `${parsedMessage[0].description}
|
|
733
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
734
|
+
uri: "parse"
|
|
735
|
+
}
|
|
736
|
+
]
|
|
737
|
+
};
|
|
738
|
+
} catch (error) {
|
|
739
|
+
return {
|
|
740
|
+
content: [
|
|
741
|
+
{
|
|
742
|
+
type: "text",
|
|
743
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
744
|
+
uri: "parse"
|
|
745
|
+
}
|
|
746
|
+
],
|
|
747
|
+
isError: true
|
|
748
|
+
};
|
|
749
|
+
}
|
|
750
|
+
};
|
|
751
|
+
};
|
|
752
|
+
|
|
753
|
+
// src/tools/parseToJSON.ts
|
|
754
|
+
var createParseToJSONHandler = (parser) => {
|
|
755
|
+
return async (args) => {
|
|
756
|
+
try {
|
|
757
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
758
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
510
759
|
return {
|
|
511
|
-
|
|
760
|
+
content: [
|
|
512
761
|
{
|
|
513
|
-
|
|
514
|
-
text:
|
|
515
|
-
|
|
516
|
-
symbol,
|
|
517
|
-
count: priceHistory.length,
|
|
518
|
-
prices: priceHistory.map((point) => ({
|
|
519
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
520
|
-
price: point.price
|
|
521
|
-
}))
|
|
522
|
-
},
|
|
523
|
-
null,
|
|
524
|
-
2
|
|
525
|
-
)
|
|
762
|
+
type: "text",
|
|
763
|
+
text: "Error: Failed to parse FIX string",
|
|
764
|
+
uri: "parseToJSON"
|
|
526
765
|
}
|
|
527
|
-
]
|
|
766
|
+
],
|
|
767
|
+
isError: true
|
|
768
|
+
};
|
|
769
|
+
}
|
|
770
|
+
return {
|
|
771
|
+
content: [
|
|
772
|
+
{
|
|
773
|
+
type: "text",
|
|
774
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
775
|
+
uri: "parseToJSON"
|
|
776
|
+
}
|
|
777
|
+
]
|
|
778
|
+
};
|
|
779
|
+
} catch (error) {
|
|
780
|
+
return {
|
|
781
|
+
content: [
|
|
782
|
+
{
|
|
783
|
+
type: "text",
|
|
784
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
785
|
+
uri: "parseToJSON"
|
|
786
|
+
}
|
|
787
|
+
],
|
|
788
|
+
isError: true
|
|
789
|
+
};
|
|
790
|
+
}
|
|
791
|
+
};
|
|
792
|
+
};
|
|
793
|
+
|
|
794
|
+
// src/tools/index.ts
|
|
795
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
796
|
+
parse: createParseHandler(parser),
|
|
797
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
798
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
799
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
800
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
801
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
802
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
803
|
+
});
|
|
804
|
+
|
|
805
|
+
// src/utils/messageHandler.ts
|
|
806
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
807
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
808
|
+
parser.logger.log({
|
|
809
|
+
level: "info",
|
|
810
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
811
|
+
});
|
|
812
|
+
const msgType = message.messageType;
|
|
813
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
814
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
815
|
+
const entries = message.getField(Fields3.NoMDEntries)?.value;
|
|
816
|
+
let bid = 0;
|
|
817
|
+
let offer = 0;
|
|
818
|
+
let volume = 0;
|
|
819
|
+
const entryTypes = message.getFields(Fields3.MDEntryType);
|
|
820
|
+
const entryPrices = message.getFields(Fields3.MDEntryPx);
|
|
821
|
+
const entrySizes = message.getFields(Fields3.MDEntrySize);
|
|
822
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
823
|
+
for (let i = 0; i < entries; i++) {
|
|
824
|
+
const entryType = entryTypes[i]?.value;
|
|
825
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
826
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
827
|
+
if (entryType === MDEntryType2.Bid) {
|
|
828
|
+
bid = entryPrice;
|
|
829
|
+
} else if (entryType === MDEntryType2.Offer) {
|
|
830
|
+
offer = entryPrice;
|
|
831
|
+
}
|
|
832
|
+
volume += entrySize;
|
|
833
|
+
}
|
|
834
|
+
}
|
|
835
|
+
const spread = offer - bid;
|
|
836
|
+
const timestamp = Date.now();
|
|
837
|
+
const data = {
|
|
838
|
+
timestamp,
|
|
839
|
+
bid,
|
|
840
|
+
offer,
|
|
841
|
+
spread,
|
|
842
|
+
volume
|
|
843
|
+
};
|
|
844
|
+
if (!marketDataPrices.has(symbol)) {
|
|
845
|
+
marketDataPrices.set(symbol, []);
|
|
846
|
+
}
|
|
847
|
+
const prices = marketDataPrices.get(symbol);
|
|
848
|
+
prices.push(data);
|
|
849
|
+
if (prices.length > maxPriceHistory) {
|
|
850
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
851
|
+
}
|
|
852
|
+
onPriceUpdate?.(symbol, data);
|
|
853
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
854
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
855
|
+
const callback = pendingRequests.get(reqId);
|
|
856
|
+
if (callback) {
|
|
857
|
+
callback(message);
|
|
858
|
+
pendingRequests.delete(reqId);
|
|
859
|
+
}
|
|
860
|
+
}
|
|
861
|
+
}
|
|
862
|
+
|
|
863
|
+
// src/MCPLocal.ts
|
|
864
|
+
var MCPLocal = class extends MCPBase {
|
|
865
|
+
/**
|
|
866
|
+
* Map to store verified orders before execution
|
|
867
|
+
* @private
|
|
868
|
+
*/
|
|
869
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
870
|
+
/**
|
|
871
|
+
* Map to store pending requests and their callbacks
|
|
872
|
+
* @private
|
|
873
|
+
*/
|
|
874
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
875
|
+
/**
|
|
876
|
+
* Map to store market data prices for each symbol
|
|
877
|
+
* @private
|
|
878
|
+
*/
|
|
879
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
880
|
+
/**
|
|
881
|
+
* Maximum number of price points to store per symbol
|
|
882
|
+
* @private
|
|
883
|
+
*/
|
|
884
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
885
|
+
server = new Server(
|
|
886
|
+
{
|
|
887
|
+
name: "fixparser",
|
|
888
|
+
version: "1.0.0"
|
|
889
|
+
},
|
|
890
|
+
{
|
|
891
|
+
capabilities: {
|
|
892
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
893
|
+
(acc, [name, { description, schema }]) => {
|
|
894
|
+
acc[name] = {
|
|
895
|
+
description,
|
|
896
|
+
parameters: schema
|
|
897
|
+
};
|
|
898
|
+
return acc;
|
|
899
|
+
},
|
|
900
|
+
{}
|
|
901
|
+
)
|
|
902
|
+
}
|
|
903
|
+
}
|
|
904
|
+
);
|
|
905
|
+
transport = new StdioServerTransport();
|
|
906
|
+
constructor({ logger, onReady }) {
|
|
907
|
+
super({ logger, onReady });
|
|
908
|
+
}
|
|
909
|
+
async register(parser) {
|
|
910
|
+
this.parser = parser;
|
|
911
|
+
this.parser.addOnMessageCallback((message) => {
|
|
912
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
913
|
+
});
|
|
914
|
+
this.addWorkflows();
|
|
915
|
+
await this.server.connect(this.transport);
|
|
916
|
+
if (this.onReady) {
|
|
917
|
+
this.onReady();
|
|
918
|
+
}
|
|
919
|
+
}
|
|
920
|
+
addWorkflows() {
|
|
921
|
+
if (!this.parser) {
|
|
922
|
+
return;
|
|
923
|
+
}
|
|
924
|
+
if (!this.server) {
|
|
925
|
+
return;
|
|
926
|
+
}
|
|
927
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
928
|
+
return {
|
|
929
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
930
|
+
name,
|
|
931
|
+
description,
|
|
932
|
+
inputSchema: schema
|
|
933
|
+
}))
|
|
934
|
+
};
|
|
935
|
+
});
|
|
936
|
+
this.server.setRequestHandler(
|
|
937
|
+
z.object({
|
|
938
|
+
method: z.literal("tools/call"),
|
|
939
|
+
params: z.object({
|
|
940
|
+
name: z.string(),
|
|
941
|
+
arguments: z.any(),
|
|
942
|
+
_meta: z.object({
|
|
943
|
+
progressToken: z.number()
|
|
944
|
+
}).optional()
|
|
945
|
+
})
|
|
946
|
+
}),
|
|
947
|
+
async (request) => {
|
|
948
|
+
const { name, arguments: args } = request.params;
|
|
949
|
+
const toolHandlers = createToolHandlers(
|
|
950
|
+
this.parser,
|
|
951
|
+
this.verifiedOrders,
|
|
952
|
+
this.pendingRequests,
|
|
953
|
+
this.marketDataPrices
|
|
954
|
+
);
|
|
955
|
+
const handler = toolHandlers[name];
|
|
956
|
+
if (!handler) {
|
|
957
|
+
return {
|
|
958
|
+
content: [
|
|
959
|
+
{
|
|
960
|
+
type: "text",
|
|
961
|
+
text: `Tool not found: ${name}`,
|
|
962
|
+
uri: name
|
|
963
|
+
}
|
|
964
|
+
],
|
|
965
|
+
isError: true
|
|
966
|
+
};
|
|
967
|
+
}
|
|
968
|
+
const result = await handler(args);
|
|
969
|
+
return {
|
|
970
|
+
content: result.content,
|
|
971
|
+
isError: result.isError
|
|
528
972
|
};
|
|
529
973
|
}
|
|
530
974
|
);
|