fixparser-plugin-mcp 9.1.7-4a3d3ac7 → 9.1.7-4e8fe3d5

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@@ -1,530 +1,974 @@
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1
  // src/MCPLocal.ts
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- import { McpServer, ResourceTemplate } from "@modelcontextprotocol/sdk/server/mcp.js";
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+ import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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3
  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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- import { Field, Fields, Messages } from "fixparser";
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  import { z } from "zod";
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- var MCPLocal = class {
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+
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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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- server = new McpServer(
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- {
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- name: "fixparser",
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- version: "1.0.0"
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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 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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- pendingRequests = /* @__PURE__ */ new Map();
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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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- // Store market data prices with timestamps
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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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- if (onReady) this.onReady = onReady;
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+ this.logger = logger;
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+ this.onReady = onReady;
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  }
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- async register(parser) {
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- this.parser = parser;
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- this.parser.addOnMessageCallback((message) => {
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- this.parser?.logger.log({
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- level: "info",
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- message: `MCP Server received message: ${message.messageType}: ${message.description}`
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- });
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- const msgType = message.messageType;
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- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
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- this.parser?.logger.log({
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- level: "info",
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- message: `MCP Server handling message type: ${msgType}`
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- });
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- let id;
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- if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
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- const symbol = message.getField(Fields.Symbol);
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- const price = message.getField(Fields.MDEntryPx);
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- const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
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- if (symbol?.value && price?.value) {
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- const symbolStr = String(symbol.value);
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- const priceNum = Number(price.value);
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- const priceHistory = this.marketDataPrices.get(symbolStr) || [];
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- priceHistory.push({
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- timestamp: Number(timestamp),
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- price: priceNum
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- });
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- if (priceHistory.length > this.MAX_PRICE_HISTORY) {
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- priceHistory.shift();
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- }
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- this.marketDataPrices.set(symbolStr, priceHistory);
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- this.parser?.logger.log({
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- level: "info",
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- message: `MCP Server added ${symbol}: ${priceNum}`
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- });
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- }
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- }
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- if (msgType === Messages.MarketDataSnapshotFullRefresh) {
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- const mdReqID = message.getField(Fields.MDReqID);
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- if (mdReqID) id = String(mdReqID.value);
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- } else if (msgType === Messages.ExecutionReport) {
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- const clOrdID = message.getField(Fields.ClOrdID);
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- if (clOrdID) id = String(clOrdID.value);
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- } else if (msgType === Messages.Reject) {
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- const refSeqNum = message.getField(Fields.RefSeqNum);
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- if (refSeqNum) id = String(refSeqNum.value);
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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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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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  }
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- if (id) {
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- const callback = this.pendingRequests.get(id);
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- if (callback) {
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- callback(message);
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- this.pendingRequests.delete(id);
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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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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ],
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+ description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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+ },
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+ side: {
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+ type: "string",
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+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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+ description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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+ },
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+ symbol: { type: "string" },
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+ timeInForce: {
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+ type: "string",
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+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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+ description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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186
  }
84
- }
85
- });
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- this.addWorkflows();
87
- await this.server.connect(this.transport);
88
- if (this.onReady) {
89
- this.onReady();
187
+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
90
189
  }
91
- }
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- addWorkflows() {
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- if (!this.parser) {
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- return;
190
+ },
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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"
200
+ },
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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"
207
+ },
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+ mdEntryTypes: {
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+ type: "array",
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+ items: {
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+ type: "string",
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+ enum: [
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+ "0",
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
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+ "R",
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+ "S",
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+ "T",
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+ "U",
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+ "V",
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+ "W",
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+ "X",
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+ "Y",
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+ "Z"
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+ ]
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
- if (!this.server) {
97
- return;
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
- this.server.tool(
100
- "parse",
101
- "Parses a FIX message and describes it in plain language",
102
- {
103
- fixString: z.string().describe("FIX message string to parse")
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
- async (args) => {
106
- try {
107
- const parsedMessage = this.parser?.parse(args.fixString);
108
- if (!parsedMessage || parsedMessage.length === 0) {
109
- return {
110
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
111
- isError: true
112
- };
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(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
328
+ uri: "marketDataRequest"
113
329
  }
114
- return {
115
- content: [
116
- {
117
- type: "text",
118
- text: `${parsedMessage[0].description}
119
- ${parsedMessage[0].messageTypeDescription}`
120
- }
121
- ]
122
- };
123
- } catch (error) {
124
- return {
125
- content: [
126
- {
127
- type: "text",
128
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
129
- }
130
- ],
131
- isError: true
132
- };
133
- }
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 ${symbol}`,
357
+ uri: "getStockGraph"
358
+ }
359
+ ]
360
+ };
134
361
  }
135
- );
136
- this.server.tool(
137
- "parseToJSON",
138
- "Parses a FIX message into JSON",
139
- {
140
- fixString: z.string().describe("FIX message string to parse")
141
- },
142
- async (args) => {
143
- try {
144
- const parsedMessage = this.parser?.parse(args.fixString);
145
- if (!parsedMessage || parsedMessage.length === 0) {
146
- return {
147
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
148
- isError: true
149
- };
362
+ const chart = new QuickChart();
363
+ chart.setWidth(1200);
364
+ chart.setHeight(600);
365
+ chart.setBackgroundColor("transparent");
366
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
367
+ const bidData = priceHistory.map((point) => point.bid);
368
+ const offerData = priceHistory.map((point) => point.offer);
369
+ const spreadData = priceHistory.map((point) => point.spread);
370
+ const volumeData = priceHistory.map((point) => point.volume);
371
+ const config = {
372
+ type: "line",
373
+ data: {
374
+ labels,
375
+ datasets: [
376
+ {
377
+ label: "Bid",
378
+ data: bidData,
379
+ borderColor: "#28a745",
380
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
381
+ fill: false,
382
+ tension: 0.4
383
+ },
384
+ {
385
+ label: "Offer",
386
+ data: offerData,
387
+ borderColor: "#dc3545",
388
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
389
+ fill: false,
390
+ tension: 0.4
391
+ },
392
+ {
393
+ label: "Spread",
394
+ data: spreadData,
395
+ borderColor: "#6c757d",
396
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
397
+ fill: false,
398
+ tension: 0.4
399
+ },
400
+ {
401
+ label: "Volume",
402
+ data: volumeData,
403
+ borderColor: "#007bff",
404
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
405
+ fill: true,
406
+ tension: 0.4
407
+ }
408
+ ]
409
+ },
410
+ options: {
411
+ responsive: true,
412
+ plugins: {
413
+ title: {
414
+ display: true,
415
+ text: `${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
- this.server.tool(
173
- "verifyOrder",
174
- "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
175
- {
176
- clOrdID: z.string().describe("Client Order ID"),
177
- handlInst: z.enum(["1", "2", "3"]).describe("Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"),
178
- quantity: z.string().describe("Order quantity"),
179
- price: z.string().describe("Order price"),
180
- ordType: z.string().describe("Order type (1=Market, 2=Limit, 3=Stop)"),
181
- side: z.string().describe("Order side (1=Buy, 2=Sell, etc.)"),
182
- symbol: z.string().describe("Trading symbol"),
183
- timeInForce: z.string().describe("Time in force (0=Day, 1=Good Till Cancel, etc.)")
184
- },
185
- async (args) => {
186
- try {
187
- this.verifiedOrders.set(args.clOrdID, {
188
- clOrdID: args.clOrdID,
189
- handlInst: args.handlInst,
190
- quantity: Number.parseFloat(args.quantity),
191
- price: Number.parseFloat(args.price),
192
- ordType: args.ordType,
193
- side: args.side,
194
- symbol: args.symbol,
195
- timeInForce: args.timeInForce
196
- });
197
- return {
198
- content: [
470
+ return {
471
+ content: [
472
+ {
473
+ type: "text",
474
+ text: JSON.stringify(
199
475
  {
200
- type: "text",
201
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
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
- const response = new Promise((resolve) => {
269
- this.pendingRequests.set(args.clOrdID, resolve);
270
- });
271
- const order = this.parser?.createMessage(
272
- new Field(Fields.MsgType, Messages.NewOrderSingle),
273
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
274
- new Field(Fields.SenderCompID, this.parser?.sender),
275
- new Field(Fields.TargetCompID, this.parser?.target),
276
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
277
- new Field(Fields.ClOrdID, args.clOrdID),
278
- new Field(Fields.Side, args.side),
279
- new Field(Fields.Symbol, args.symbol),
280
- new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
281
- new Field(Fields.Price, Number.parseFloat(args.price)),
282
- new Field(Fields.OrdType, args.ordType),
283
- new Field(Fields.HandlInst, args.handlInst),
284
- new Field(Fields.TimeInForce, args.timeInForce),
285
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
286
- );
287
- if (!this.parser?.connected) {
288
- return {
289
- content: [
290
- {
291
- type: "text",
292
- text: "Error: Not connected. Ignoring message."
293
- }
294
- ],
295
- isError: true
296
- };
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
- this.parser?.send(order);
299
- const fixData = await response;
300
- this.verifiedOrders.delete(args.clOrdID);
301
- return {
302
- content: [
303
- {
304
- type: "text",
305
- text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
306
- }
307
- ]
308
- };
309
- } catch (error) {
310
- return {
311
- content: [
312
- {
313
- type: "text",
314
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
315
- }
316
- ],
317
- isError: true
318
- };
319
- }
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
- this.server.tool(
323
- "marketDataRequest",
324
- "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
325
- {
326
- mdUpdateType: z.enum(["0", "1"]).describe("Market data update type (0=FullRefresh, 1=IncrementalRefresh)"),
327
- symbols: z.array(z.string()).min(1).describe("Array of trading symbols"),
328
- mdReqID: z.string().describe("Market data request ID"),
329
- subscriptionRequestType: z.enum(["0", "1", "2"]).describe("Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)"),
330
- mdEntryTypes: z.array(z.string()).min(1).describe("Array of market data entry types (0=Bid, 1=Offer, 2=Trade, etc.)")
331
- },
332
- async (args) => {
333
- try {
334
- const response = new Promise((resolve) => {
335
- this.pendingRequests.set(args.mdReqID, resolve);
336
- });
337
- const messageFields = [
338
- new Field(Fields.MsgType, Messages.MarketDataRequest),
339
- new Field(Fields.SenderCompID, this.parser?.sender),
340
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
341
- new Field(Fields.TargetCompID, this.parser?.target),
342
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
343
- new Field(Fields.MDReqID, args.mdReqID),
344
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
345
- new Field(Fields.MarketDepth, 0),
346
- new Field(Fields.MDUpdateType, args.mdUpdateType)
347
- ];
348
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
349
- args.symbols.forEach((symbol) => {
350
- messageFields.push(new Field(Fields.Symbol, symbol));
351
- });
352
- messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
353
- args.mdEntryTypes.forEach((entryType) => {
354
- messageFields.push(new Field(Fields.MDEntryType, entryType));
355
- });
356
- const mdr = this.parser?.createMessage(...messageFields);
357
- if (!this.parser?.connected) {
358
- return {
359
- content: [
360
- {
361
- type: "text",
362
- text: "Error: Not connected. Ignoring message."
363
- }
364
- ],
365
- isError: true
366
- };
367
- }
368
- this.parser?.send(mdr);
369
- const fixData = await response;
370
- return {
371
- content: [
372
- {
373
- type: "text",
374
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
375
- }
376
- ]
377
- };
378
- } catch (error) {
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
- this.server.resource(
392
- "greeting-resource",
393
- "https://example.com/greetings/default",
394
- { mimeType: "text/plain" },
395
- async () => {
396
- this.parser?.logger.log({
397
- level: "info",
398
- message: "MCP Server Resource called: greeting-resource"
399
- });
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
- contents: [
674
+ content: [
402
675
  {
403
- uri: "https://example.com/greetings/default",
404
- text: "Hello, world!"
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
- this.server.resource(
411
- "stockGraph",
412
- new ResourceTemplate("stock://{symbol}", { list: void 0 }),
413
- async (uri, variables) => {
414
- this.parser?.logger.log({
415
- level: "info",
416
- message: "MCP Server Resource called: stockGraph"
417
- });
418
- const symbol = String(variables.symbol);
419
- const priceHistory = this.marketDataPrices.get(symbol) || [];
420
- if (priceHistory.length === 0) {
421
- return {
422
- contents: [
423
- {
424
- uri: uri.href,
425
- text: `No price data available for ${symbol}`
426
- }
427
- ]
428
- };
429
- }
430
- const width = 600;
431
- const height = 300;
432
- const padding = 40;
433
- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
434
- const yMin = Math.min(...priceHistory.map((d) => d.price));
435
- const yMax = Math.max(...priceHistory.map((d) => d.price));
436
- const yScale = (height - 2 * padding) / (yMax - yMin);
437
- const points = priceHistory.map((d, i) => {
438
- const x = padding + i * xScale;
439
- const y = height - padding - (d.price - yMin) * yScale;
440
- return `${x},${y}`;
441
- }).join(" L ");
442
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
443
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
444
- <!-- Background -->
445
- <rect width="100%" height="100%" fill="#f8f9fa"/>
446
-
447
- <!-- Grid lines -->
448
- <g stroke="#e9ecef" stroke-width="1">
449
- ${Array.from({ length: 5 }, (_, i) => {
450
- const y = padding + (height - 2 * padding) * i / 4;
451
- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
452
- }).join("\n")}
453
- </g>
454
-
455
- <!-- Price line -->
456
- <path d="M ${points}"
457
- fill="none"
458
- stroke="#007bff"
459
- stroke-width="2"/>
460
-
461
- <!-- Data points -->
462
- ${priceHistory.map((d, i) => {
463
- const x = padding + i * xScale;
464
- const y = height - padding - (d.price - yMin) * yScale;
465
- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
466
- }).join("\n")}
467
-
468
- <!-- Labels -->
469
- <g font-family="Arial" font-size="12" fill="#495057">
470
- ${Array.from({ length: 5 }, (_, i) => {
471
- const x = padding + (width - 2 * padding) * i / 4;
472
- const index = Math.floor((priceHistory.length - 1) * i / 4);
473
- const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
474
- return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
475
- }).join("\n")}
476
- ${Array.from({ length: 5 }, (_, i) => {
477
- const y = padding + (height - 2 * padding) * i / 4;
478
- const price = yMax - (yMax - yMin) * i / 4;
479
- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
480
- }).join("\n")}
481
- </g>
482
-
483
- <!-- Title -->
484
- <text x="${width / 2}" y="${padding / 2}"
485
- font-family="Arial" font-size="16" font-weight="bold"
486
- text-anchor="middle" fill="#212529">
487
- ${symbol} - Price Chart (${priceHistory.length} points)
488
- </text>
489
- </svg>`;
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: ${error instanceof Error ? error.message : "Failed to execute order"}`,
702
+ uri: "executeOrder"
703
+ }
704
+ ],
705
+ isError: true
706
+ };
707
+ }
708
+ };
709
+ };
710
+
711
+ // src/tools/parse.ts
712
+ var createParseHandler = (parser) => {
713
+ return async (args) => {
714
+ try {
715
+ const parsedMessage = parser.parse(args.fixString);
716
+ if (!parsedMessage || parsedMessage.length === 0) {
490
717
  return {
491
- contents: [
718
+ content: [
492
719
  {
493
- uri: uri.href,
494
- text: svg
720
+ type: "text",
721
+ text: "Error: Failed to parse FIX string",
722
+ uri: "parse"
495
723
  }
496
- ]
724
+ ],
725
+ isError: true
497
726
  };
498
727
  }
499
- );
500
- this.server.resource(
501
- "stockPriceHistory",
502
- new ResourceTemplate("price-history://{symbol}", { list: void 0 }),
503
- async (uri, variables) => {
504
- this.parser?.logger.log({
505
- level: "info",
506
- message: "MCP Server Resource called: stockPriceHistory"
507
- });
508
- const symbol = String(variables.symbol);
509
- const priceHistory = this.marketDataPrices.get(symbol) || [];
728
+ return {
729
+ content: [
730
+ {
731
+ type: "text",
732
+ text: `${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: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
744
+ uri: "parse"
745
+ }
746
+ ],
747
+ isError: true
748
+ };
749
+ }
750
+ };
751
+ };
752
+
753
+ // src/tools/parseToJSON.ts
754
+ var createParseToJSONHandler = (parser) => {
755
+ return async (args) => {
756
+ try {
757
+ const parsedMessage = parser.parse(args.fixString);
758
+ if (!parsedMessage || parsedMessage.length === 0) {
510
759
  return {
511
- contents: [
760
+ content: [
512
761
  {
513
- uri: uri.href,
514
- text: JSON.stringify(
515
- {
516
- symbol,
517
- count: priceHistory.length,
518
- prices: priceHistory.map((point) => ({
519
- timestamp: new Date(point.timestamp).toISOString(),
520
- price: point.price
521
- }))
522
- },
523
- null,
524
- 2
525
- )
762
+ type: "text",
763
+ text: "Error: Failed to parse FIX string",
764
+ uri: "parseToJSON"
526
765
  }
527
- ]
766
+ ],
767
+ isError: true
768
+ };
769
+ }
770
+ return {
771
+ content: [
772
+ {
773
+ type: "text",
774
+ text: `${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
  );