fixparser-plugin-mcp 9.1.7-52ccb1d5 → 9.1.7-537ecaee
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 +571 -983
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +435 -1330
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +571 -973
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +444 -1320
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +47 -12
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +43 -8
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +7 -8
- package/types/MCPLocal.d.ts +9 -25
- package/types/MCPRemote.d.ts +27 -25
- package/build/cjs/index.js +0 -1629
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1591
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
- package/types/MCPBase.d.ts +0 -49
- package/types/schemas/index.d.ts +0 -16
- package/types/schemas/marketData.d.ts +0 -48
- package/types/schemas/schemas.d.ts +0 -168
- package/types/tools/index.d.ts +0 -8
- package/types/tools/marketData.d.ts +0 -19
- package/types/tools/order.d.ts +0 -12
- package/types/tools/parse.d.ts +0 -5
- package/types/tools/parseToJSON.d.ts +0 -5
- package/types/utils/messageHandler.d.ts +0 -12
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,9 +1,7 @@
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"use strict";
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-
var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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@@ -35,52 +25,8 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_fixparser = require("fixparser");
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var import_zod = require("zod");
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* 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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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// 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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@@ -163,7 +109,7 @@ var toolSchemas = {
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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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description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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schema: {
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type: "object",
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properties: {
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@@ -280,12 +226,12 @@ var toolSchemas = {
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"X",
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"Y",
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"Z"
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]
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],
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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}
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},
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getStockGraph: {
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@@ -309,895 +255,8 @@ var toolSchemas = {
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}
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}
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};
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var import_fixparser = require("fixparser");
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var import_quickchart_js = __toESM(require("quickchart-js"), 1);
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var createMarketDataRequestHandler = (parser, pendingRequests) => {
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return async (args) => {
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try {
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const response = new Promise((resolve) => {
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pendingRequests.set(args.mdReqID, resolve);
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});
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const entryTypes = args.mdEntryTypes || [
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import_fixparser.MDEntryType.Bid,
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import_fixparser.MDEntryType.Offer,
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import_fixparser.MDEntryType.Trade,
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import_fixparser.MDEntryType.IndexValue,
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import_fixparser.MDEntryType.OpeningPrice,
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import_fixparser.MDEntryType.ClosingPrice,
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import_fixparser.MDEntryType.SettlementPrice,
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import_fixparser.MDEntryType.TradingSessionHighPrice,
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import_fixparser.MDEntryType.TradingSessionLowPrice,
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import_fixparser.MDEntryType.VWAP,
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import_fixparser.MDEntryType.Imbalance,
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import_fixparser.MDEntryType.TradeVolume,
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import_fixparser.MDEntryType.OpenInterest,
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import_fixparser.MDEntryType.CompositeUnderlyingPrice,
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import_fixparser.MDEntryType.SimulatedSellPrice,
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import_fixparser.MDEntryType.SimulatedBuyPrice,
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import_fixparser.MDEntryType.MarginRate,
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import_fixparser.MDEntryType.MidPrice,
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import_fixparser.MDEntryType.EmptyBook,
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import_fixparser.MDEntryType.SettleHighPrice,
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import_fixparser.MDEntryType.SettleLowPrice,
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import_fixparser.MDEntryType.PriorSettlePrice,
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import_fixparser.MDEntryType.SessionHighBid,
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import_fixparser.MDEntryType.SessionLowOffer,
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import_fixparser.MDEntryType.EarlyPrices,
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import_fixparser.MDEntryType.AuctionClearingPrice,
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import_fixparser.MDEntryType.SwapValueFactor,
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import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
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import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
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import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
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import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
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import_fixparser.MDEntryType.FixingPrice,
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import_fixparser.MDEntryType.CashRate,
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import_fixparser.MDEntryType.RecoveryRate,
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import_fixparser.MDEntryType.RecoveryRateForLong,
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import_fixparser.MDEntryType.RecoveryRateForShort,
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import_fixparser.MDEntryType.MarketBid,
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import_fixparser.MDEntryType.MarketOffer,
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import_fixparser.MDEntryType.ShortSaleMinPrice,
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import_fixparser.MDEntryType.PreviousClosingPrice,
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import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
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import_fixparser.MDEntryType.DailyFinancingValue,
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import_fixparser.MDEntryType.AccruedFinancingValue,
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import_fixparser.MDEntryType.TWAP
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];
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const messageFields = [
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new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
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new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
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new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
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new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
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new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
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new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
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new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
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new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
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];
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
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args.symbols.forEach((symbol) => {
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
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});
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
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entryTypes.forEach((entryType) => {
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messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
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});
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const mdr = parser.createMessage(...messageFields);
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if (!parser.connected) {
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return {
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content: [
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{
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type: "text",
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text: "Error: Not connected. Ignoring message.",
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uri: "marketDataRequest"
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}
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],
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isError: true
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};
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}
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parser.send(mdr);
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const fixData = await response;
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return {
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content: [
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{
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type: "text",
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text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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uri: "marketDataRequest"
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}
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]
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};
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} catch (error) {
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return {
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content: [
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{
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type: "text",
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text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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uri: "marketDataRequest"
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}
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],
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isError: true
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};
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}
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};
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};
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var createGetStockGraphHandler = (marketDataPrices) => {
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return async (args) => {
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try {
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const symbol = args.symbol;
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const priceHistory = marketDataPrices.get(symbol) || [];
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if (priceHistory.length === 0) {
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return {
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content: [
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{
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type: "text",
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text: `No price data available for ${symbol}`,
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uri: "getStockGraph"
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}
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]
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};
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}
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const chart = new import_quickchart_js.default();
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chart.setWidth(1200);
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chart.setHeight(600);
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chart.setBackgroundColor("transparent");
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const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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const bidData = priceHistory.map((point) => point.bid);
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const offerData = priceHistory.map((point) => point.offer);
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const spreadData = priceHistory.map((point) => point.spread);
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const volumeData = priceHistory.map((point) => point.volume);
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const tradeData = priceHistory.map((point) => point.trade);
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const vwapData = priceHistory.map((point) => point.vwap);
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const twapData = priceHistory.map((point) => point.twap);
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const config = {
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type: "line",
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data: {
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labels,
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datasets: [
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{
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label: "Bid",
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data: bidData,
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borderColor: "#28a745",
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backgroundColor: "rgba(40, 167, 69, 0.1)",
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fill: false,
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tension: 0.4
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},
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{
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label: "Offer",
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data: offerData,
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borderColor: "#dc3545",
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backgroundColor: "rgba(220, 53, 69, 0.1)",
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fill: false,
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tension: 0.4
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},
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{
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475
|
-
label: "Spread",
|
|
476
|
-
data: spreadData,
|
|
477
|
-
borderColor: "#6c757d",
|
|
478
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
479
|
-
fill: false,
|
|
480
|
-
tension: 0.4
|
|
481
|
-
},
|
|
482
|
-
{
|
|
483
|
-
label: "Trade",
|
|
484
|
-
data: tradeData,
|
|
485
|
-
borderColor: "#ffc107",
|
|
486
|
-
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
487
|
-
fill: false,
|
|
488
|
-
tension: 0.4
|
|
489
|
-
},
|
|
490
|
-
{
|
|
491
|
-
label: "VWAP",
|
|
492
|
-
data: vwapData,
|
|
493
|
-
borderColor: "#17a2b8",
|
|
494
|
-
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
495
|
-
fill: false,
|
|
496
|
-
tension: 0.4
|
|
497
|
-
},
|
|
498
|
-
{
|
|
499
|
-
label: "TWAP",
|
|
500
|
-
data: twapData,
|
|
501
|
-
borderColor: "#6610f2",
|
|
502
|
-
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
503
|
-
fill: false,
|
|
504
|
-
tension: 0.4
|
|
505
|
-
},
|
|
506
|
-
{
|
|
507
|
-
label: "Volume",
|
|
508
|
-
data: volumeData,
|
|
509
|
-
borderColor: "#007bff",
|
|
510
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
511
|
-
fill: true,
|
|
512
|
-
tension: 0.4
|
|
513
|
-
}
|
|
514
|
-
]
|
|
515
|
-
},
|
|
516
|
-
options: {
|
|
517
|
-
responsive: true,
|
|
518
|
-
plugins: {
|
|
519
|
-
title: {
|
|
520
|
-
display: true,
|
|
521
|
-
text: `${symbol} Market Data`
|
|
522
|
-
}
|
|
523
|
-
},
|
|
524
|
-
scales: {
|
|
525
|
-
y: {
|
|
526
|
-
beginAtZero: false
|
|
527
|
-
}
|
|
528
|
-
}
|
|
529
|
-
}
|
|
530
|
-
};
|
|
531
|
-
chart.setConfig(config);
|
|
532
|
-
const imageBuffer = await chart.toBinary();
|
|
533
|
-
const base64 = imageBuffer.toString("base64");
|
|
534
|
-
return {
|
|
535
|
-
content: [
|
|
536
|
-
{
|
|
537
|
-
type: "resource",
|
|
538
|
-
resource: {
|
|
539
|
-
uri: "resource://graph",
|
|
540
|
-
mimeType: "image/png",
|
|
541
|
-
blob: base64
|
|
542
|
-
}
|
|
543
|
-
}
|
|
544
|
-
]
|
|
545
|
-
};
|
|
546
|
-
} catch (error) {
|
|
547
|
-
return {
|
|
548
|
-
content: [
|
|
549
|
-
{
|
|
550
|
-
type: "text",
|
|
551
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
552
|
-
uri: "getStockGraph"
|
|
553
|
-
}
|
|
554
|
-
],
|
|
555
|
-
isError: true
|
|
556
|
-
};
|
|
557
|
-
}
|
|
558
|
-
};
|
|
559
|
-
};
|
|
560
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
561
|
-
return async (args) => {
|
|
562
|
-
try {
|
|
563
|
-
const symbol = args.symbol;
|
|
564
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
565
|
-
if (priceHistory.length === 0) {
|
|
566
|
-
return {
|
|
567
|
-
content: [
|
|
568
|
-
{
|
|
569
|
-
type: "text",
|
|
570
|
-
text: `No price data available for ${symbol}`,
|
|
571
|
-
uri: "getStockPriceHistory"
|
|
572
|
-
}
|
|
573
|
-
]
|
|
574
|
-
};
|
|
575
|
-
}
|
|
576
|
-
return {
|
|
577
|
-
content: [
|
|
578
|
-
{
|
|
579
|
-
type: "text",
|
|
580
|
-
text: JSON.stringify(
|
|
581
|
-
{
|
|
582
|
-
symbol,
|
|
583
|
-
count: priceHistory.length,
|
|
584
|
-
data: priceHistory.map((point) => ({
|
|
585
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
586
|
-
bid: point.bid,
|
|
587
|
-
offer: point.offer,
|
|
588
|
-
spread: point.spread,
|
|
589
|
-
volume: point.volume,
|
|
590
|
-
trade: point.trade,
|
|
591
|
-
indexValue: point.indexValue,
|
|
592
|
-
openingPrice: point.openingPrice,
|
|
593
|
-
closingPrice: point.closingPrice,
|
|
594
|
-
settlementPrice: point.settlementPrice,
|
|
595
|
-
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
596
|
-
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
597
|
-
vwap: point.vwap,
|
|
598
|
-
imbalance: point.imbalance,
|
|
599
|
-
openInterest: point.openInterest,
|
|
600
|
-
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
601
|
-
simulatedSellPrice: point.simulatedSellPrice,
|
|
602
|
-
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
603
|
-
marginRate: point.marginRate,
|
|
604
|
-
midPrice: point.midPrice,
|
|
605
|
-
emptyBook: point.emptyBook,
|
|
606
|
-
settleHighPrice: point.settleHighPrice,
|
|
607
|
-
settleLowPrice: point.settleLowPrice,
|
|
608
|
-
priorSettlePrice: point.priorSettlePrice,
|
|
609
|
-
sessionHighBid: point.sessionHighBid,
|
|
610
|
-
sessionLowOffer: point.sessionLowOffer,
|
|
611
|
-
earlyPrices: point.earlyPrices,
|
|
612
|
-
auctionClearingPrice: point.auctionClearingPrice,
|
|
613
|
-
swapValueFactor: point.swapValueFactor,
|
|
614
|
-
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
615
|
-
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
616
|
-
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
617
|
-
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
618
|
-
fixingPrice: point.fixingPrice,
|
|
619
|
-
cashRate: point.cashRate,
|
|
620
|
-
recoveryRate: point.recoveryRate,
|
|
621
|
-
recoveryRateForLong: point.recoveryRateForLong,
|
|
622
|
-
recoveryRateForShort: point.recoveryRateForShort,
|
|
623
|
-
marketBid: point.marketBid,
|
|
624
|
-
marketOffer: point.marketOffer,
|
|
625
|
-
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
626
|
-
previousClosingPrice: point.previousClosingPrice,
|
|
627
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
628
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
629
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
630
|
-
twap: point.twap
|
|
631
|
-
}))
|
|
632
|
-
},
|
|
633
|
-
null,
|
|
634
|
-
2
|
|
635
|
-
),
|
|
636
|
-
uri: "getStockPriceHistory"
|
|
637
|
-
}
|
|
638
|
-
]
|
|
639
|
-
};
|
|
640
|
-
} catch (error) {
|
|
641
|
-
return {
|
|
642
|
-
content: [
|
|
643
|
-
{
|
|
644
|
-
type: "text",
|
|
645
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
646
|
-
uri: "getStockPriceHistory"
|
|
647
|
-
}
|
|
648
|
-
],
|
|
649
|
-
isError: true
|
|
650
|
-
};
|
|
651
|
-
}
|
|
652
|
-
};
|
|
653
|
-
};
|
|
654
|
-
|
|
655
|
-
// src/tools/order.ts
|
|
656
|
-
var import_fixparser2 = require("fixparser");
|
|
657
|
-
var ordTypeNames = {
|
|
658
|
-
"1": "Market",
|
|
659
|
-
"2": "Limit",
|
|
660
|
-
"3": "Stop",
|
|
661
|
-
"4": "StopLimit",
|
|
662
|
-
"5": "MarketOnClose",
|
|
663
|
-
"6": "WithOrWithout",
|
|
664
|
-
"7": "LimitOrBetter",
|
|
665
|
-
"8": "LimitWithOrWithout",
|
|
666
|
-
"9": "OnBasis",
|
|
667
|
-
A: "OnClose",
|
|
668
|
-
B: "LimitOnClose",
|
|
669
|
-
C: "ForexMarket",
|
|
670
|
-
D: "PreviouslyQuoted",
|
|
671
|
-
E: "PreviouslyIndicated",
|
|
672
|
-
F: "ForexLimit",
|
|
673
|
-
G: "ForexSwap",
|
|
674
|
-
H: "ForexPreviouslyQuoted",
|
|
675
|
-
I: "Funari",
|
|
676
|
-
J: "MarketIfTouched",
|
|
677
|
-
K: "MarketWithLeftOverAsLimit",
|
|
678
|
-
L: "PreviousFundValuationPoint",
|
|
679
|
-
M: "NextFundValuationPoint",
|
|
680
|
-
P: "Pegged",
|
|
681
|
-
Q: "CounterOrderSelection",
|
|
682
|
-
R: "StopOnBidOrOffer",
|
|
683
|
-
S: "StopLimitOnBidOrOffer"
|
|
684
|
-
};
|
|
685
|
-
var sideNames = {
|
|
686
|
-
"1": "Buy",
|
|
687
|
-
"2": "Sell",
|
|
688
|
-
"3": "BuyMinus",
|
|
689
|
-
"4": "SellPlus",
|
|
690
|
-
"5": "SellShort",
|
|
691
|
-
"6": "SellShortExempt",
|
|
692
|
-
"7": "Undisclosed",
|
|
693
|
-
"8": "Cross",
|
|
694
|
-
"9": "CrossShort",
|
|
695
|
-
A: "CrossShortExempt",
|
|
696
|
-
B: "AsDefined",
|
|
697
|
-
C: "Opposite",
|
|
698
|
-
D: "Subscribe",
|
|
699
|
-
E: "Redeem",
|
|
700
|
-
F: "Lend",
|
|
701
|
-
G: "Borrow",
|
|
702
|
-
H: "SellUndisclosed"
|
|
703
|
-
};
|
|
704
|
-
var timeInForceNames = {
|
|
705
|
-
"0": "Day",
|
|
706
|
-
"1": "GoodTillCancel",
|
|
707
|
-
"2": "AtTheOpening",
|
|
708
|
-
"3": "ImmediateOrCancel",
|
|
709
|
-
"4": "FillOrKill",
|
|
710
|
-
"5": "GoodTillCrossing",
|
|
711
|
-
"6": "GoodTillDate",
|
|
712
|
-
"7": "AtTheClose",
|
|
713
|
-
"8": "GoodThroughCrossing",
|
|
714
|
-
"9": "AtCrossing",
|
|
715
|
-
A: "GoodForTime",
|
|
716
|
-
B: "GoodForAuction",
|
|
717
|
-
C: "GoodForMonth"
|
|
718
|
-
};
|
|
719
|
-
var handlInstNames = {
|
|
720
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
721
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
722
|
-
"3": "ManualOrder"
|
|
723
|
-
};
|
|
724
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
725
|
-
return async (args) => {
|
|
726
|
-
try {
|
|
727
|
-
verifiedOrders.set(args.clOrdID, {
|
|
728
|
-
clOrdID: args.clOrdID,
|
|
729
|
-
handlInst: args.handlInst,
|
|
730
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
731
|
-
price: Number.parseFloat(String(args.price)),
|
|
732
|
-
ordType: args.ordType,
|
|
733
|
-
side: args.side,
|
|
734
|
-
symbol: args.symbol,
|
|
735
|
-
timeInForce: args.timeInForce
|
|
736
|
-
});
|
|
737
|
-
return {
|
|
738
|
-
content: [
|
|
739
|
-
{
|
|
740
|
-
type: "text",
|
|
741
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
742
|
-
|
|
743
|
-
Parameters verified:
|
|
744
|
-
- ClOrdID: ${args.clOrdID}
|
|
745
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
746
|
-
- Quantity: ${args.quantity}
|
|
747
|
-
- Price: ${args.price}
|
|
748
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
749
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
750
|
-
- Symbol: ${args.symbol}
|
|
751
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
752
|
-
|
|
753
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
754
|
-
uri: "verifyOrder"
|
|
755
|
-
}
|
|
756
|
-
]
|
|
757
|
-
};
|
|
758
|
-
} catch (error) {
|
|
759
|
-
return {
|
|
760
|
-
content: [
|
|
761
|
-
{
|
|
762
|
-
type: "text",
|
|
763
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
764
|
-
uri: "verifyOrder"
|
|
765
|
-
}
|
|
766
|
-
],
|
|
767
|
-
isError: true
|
|
768
|
-
};
|
|
769
|
-
}
|
|
770
|
-
};
|
|
771
|
-
};
|
|
772
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
773
|
-
return async (args) => {
|
|
774
|
-
try {
|
|
775
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
776
|
-
if (!verifiedOrder) {
|
|
777
|
-
return {
|
|
778
|
-
content: [
|
|
779
|
-
{
|
|
780
|
-
type: "text",
|
|
781
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
782
|
-
uri: "executeOrder"
|
|
783
|
-
}
|
|
784
|
-
],
|
|
785
|
-
isError: true
|
|
786
|
-
};
|
|
787
|
-
}
|
|
788
|
-
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) {
|
|
789
|
-
return {
|
|
790
|
-
content: [
|
|
791
|
-
{
|
|
792
|
-
type: "text",
|
|
793
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
794
|
-
uri: "executeOrder"
|
|
795
|
-
}
|
|
796
|
-
],
|
|
797
|
-
isError: true
|
|
798
|
-
};
|
|
799
|
-
}
|
|
800
|
-
const response = new Promise((resolve) => {
|
|
801
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
802
|
-
});
|
|
803
|
-
const order = parser.createMessage(
|
|
804
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
805
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
806
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
807
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
808
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
809
|
-
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
810
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
811
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
812
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
813
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
814
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
815
|
-
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
816
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
817
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
818
|
-
);
|
|
819
|
-
if (!parser.connected) {
|
|
820
|
-
return {
|
|
821
|
-
content: [
|
|
822
|
-
{
|
|
823
|
-
type: "text",
|
|
824
|
-
text: "Error: Not connected. Ignoring message.",
|
|
825
|
-
uri: "executeOrder"
|
|
826
|
-
}
|
|
827
|
-
],
|
|
828
|
-
isError: true
|
|
829
|
-
};
|
|
830
|
-
}
|
|
831
|
-
parser.send(order);
|
|
832
|
-
const fixData = await response;
|
|
833
|
-
verifiedOrders.delete(args.clOrdID);
|
|
834
|
-
return {
|
|
835
|
-
content: [
|
|
836
|
-
{
|
|
837
|
-
type: "text",
|
|
838
|
-
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
839
|
-
uri: "executeOrder"
|
|
840
|
-
}
|
|
841
|
-
]
|
|
842
|
-
};
|
|
843
|
-
} catch (error) {
|
|
844
|
-
return {
|
|
845
|
-
content: [
|
|
846
|
-
{
|
|
847
|
-
type: "text",
|
|
848
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
849
|
-
uri: "executeOrder"
|
|
850
|
-
}
|
|
851
|
-
],
|
|
852
|
-
isError: true
|
|
853
|
-
};
|
|
854
|
-
}
|
|
855
|
-
};
|
|
856
|
-
};
|
|
857
|
-
|
|
858
|
-
// src/tools/parse.ts
|
|
859
|
-
var createParseHandler = (parser) => {
|
|
860
|
-
return async (args) => {
|
|
861
|
-
try {
|
|
862
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
863
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
864
|
-
return {
|
|
865
|
-
content: [
|
|
866
|
-
{
|
|
867
|
-
type: "text",
|
|
868
|
-
text: "Error: Failed to parse FIX string",
|
|
869
|
-
uri: "parse"
|
|
870
|
-
}
|
|
871
|
-
],
|
|
872
|
-
isError: true
|
|
873
|
-
};
|
|
874
|
-
}
|
|
875
|
-
return {
|
|
876
|
-
content: [
|
|
877
|
-
{
|
|
878
|
-
type: "text",
|
|
879
|
-
text: `${parsedMessage[0].description}
|
|
880
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
881
|
-
uri: "parse"
|
|
882
|
-
}
|
|
883
|
-
]
|
|
884
|
-
};
|
|
885
|
-
} catch (error) {
|
|
886
|
-
return {
|
|
887
|
-
content: [
|
|
888
|
-
{
|
|
889
|
-
type: "text",
|
|
890
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
891
|
-
uri: "parse"
|
|
892
|
-
}
|
|
893
|
-
],
|
|
894
|
-
isError: true
|
|
895
|
-
};
|
|
896
|
-
}
|
|
897
|
-
};
|
|
898
|
-
};
|
|
899
|
-
|
|
900
|
-
// src/tools/parseToJSON.ts
|
|
901
|
-
var createParseToJSONHandler = (parser) => {
|
|
902
|
-
return async (args) => {
|
|
903
|
-
try {
|
|
904
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
905
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
906
|
-
return {
|
|
907
|
-
content: [
|
|
908
|
-
{
|
|
909
|
-
type: "text",
|
|
910
|
-
text: "Error: Failed to parse FIX string",
|
|
911
|
-
uri: "parseToJSON"
|
|
912
|
-
}
|
|
913
|
-
],
|
|
914
|
-
isError: true
|
|
915
|
-
};
|
|
916
|
-
}
|
|
917
|
-
return {
|
|
918
|
-
content: [
|
|
919
|
-
{
|
|
920
|
-
type: "text",
|
|
921
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
922
|
-
uri: "parseToJSON"
|
|
923
|
-
}
|
|
924
|
-
]
|
|
925
|
-
};
|
|
926
|
-
} catch (error) {
|
|
927
|
-
return {
|
|
928
|
-
content: [
|
|
929
|
-
{
|
|
930
|
-
type: "text",
|
|
931
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
932
|
-
uri: "parseToJSON"
|
|
933
|
-
}
|
|
934
|
-
],
|
|
935
|
-
isError: true
|
|
936
|
-
};
|
|
937
|
-
}
|
|
938
|
-
};
|
|
939
|
-
};
|
|
940
|
-
|
|
941
|
-
// src/tools/index.ts
|
|
942
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
943
|
-
parse: createParseHandler(parser),
|
|
944
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
945
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
946
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
947
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
948
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
949
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
950
|
-
});
|
|
951
|
-
|
|
952
|
-
// src/utils/messageHandler.ts
|
|
953
|
-
var import_fixparser3 = require("fixparser");
|
|
954
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
955
|
-
parser.logger.log({
|
|
956
|
-
level: "info",
|
|
957
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
958
|
-
});
|
|
959
|
-
const msgType = message.messageType;
|
|
960
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
961
|
-
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
962
|
-
const fixJson = message.toFIXJSON();
|
|
963
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
964
|
-
const data = {
|
|
965
|
-
timestamp: Date.now(),
|
|
966
|
-
bid: 0,
|
|
967
|
-
offer: 0,
|
|
968
|
-
spread: 0,
|
|
969
|
-
volume: 0,
|
|
970
|
-
trade: 0,
|
|
971
|
-
indexValue: 0,
|
|
972
|
-
openingPrice: 0,
|
|
973
|
-
closingPrice: 0,
|
|
974
|
-
settlementPrice: 0,
|
|
975
|
-
tradingSessionHighPrice: 0,
|
|
976
|
-
tradingSessionLowPrice: 0,
|
|
977
|
-
vwap: 0,
|
|
978
|
-
imbalance: 0,
|
|
979
|
-
openInterest: 0,
|
|
980
|
-
compositeUnderlyingPrice: 0,
|
|
981
|
-
simulatedSellPrice: 0,
|
|
982
|
-
simulatedBuyPrice: 0,
|
|
983
|
-
marginRate: 0,
|
|
984
|
-
midPrice: 0,
|
|
985
|
-
emptyBook: 0,
|
|
986
|
-
settleHighPrice: 0,
|
|
987
|
-
settleLowPrice: 0,
|
|
988
|
-
priorSettlePrice: 0,
|
|
989
|
-
sessionHighBid: 0,
|
|
990
|
-
sessionLowOffer: 0,
|
|
991
|
-
earlyPrices: 0,
|
|
992
|
-
auctionClearingPrice: 0,
|
|
993
|
-
swapValueFactor: 0,
|
|
994
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
995
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
996
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
997
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
998
|
-
fixingPrice: 0,
|
|
999
|
-
cashRate: 0,
|
|
1000
|
-
recoveryRate: 0,
|
|
1001
|
-
recoveryRateForLong: 0,
|
|
1002
|
-
recoveryRateForShort: 0,
|
|
1003
|
-
marketBid: 0,
|
|
1004
|
-
marketOffer: 0,
|
|
1005
|
-
shortSaleMinPrice: 0,
|
|
1006
|
-
previousClosingPrice: 0,
|
|
1007
|
-
thresholdLimitPriceBanding: 0,
|
|
1008
|
-
dailyFinancingValue: 0,
|
|
1009
|
-
accruedFinancingValue: 0,
|
|
1010
|
-
twap: 0
|
|
1011
|
-
};
|
|
1012
|
-
for (const entry of entries) {
|
|
1013
|
-
const entryType = entry.MDEntryType;
|
|
1014
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1015
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1016
|
-
switch (entryType) {
|
|
1017
|
-
case import_fixparser3.MDEntryType.Bid:
|
|
1018
|
-
data.bid = price;
|
|
1019
|
-
break;
|
|
1020
|
-
case import_fixparser3.MDEntryType.Offer:
|
|
1021
|
-
data.offer = price;
|
|
1022
|
-
break;
|
|
1023
|
-
case import_fixparser3.MDEntryType.Trade:
|
|
1024
|
-
data.trade = price;
|
|
1025
|
-
break;
|
|
1026
|
-
case import_fixparser3.MDEntryType.IndexValue:
|
|
1027
|
-
data.indexValue = price;
|
|
1028
|
-
break;
|
|
1029
|
-
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1030
|
-
data.openingPrice = price;
|
|
1031
|
-
break;
|
|
1032
|
-
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1033
|
-
data.closingPrice = price;
|
|
1034
|
-
break;
|
|
1035
|
-
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1036
|
-
data.settlementPrice = price;
|
|
1037
|
-
break;
|
|
1038
|
-
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1039
|
-
data.tradingSessionHighPrice = price;
|
|
1040
|
-
break;
|
|
1041
|
-
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1042
|
-
data.tradingSessionLowPrice = price;
|
|
1043
|
-
break;
|
|
1044
|
-
case import_fixparser3.MDEntryType.VWAP:
|
|
1045
|
-
data.vwap = price;
|
|
1046
|
-
break;
|
|
1047
|
-
case import_fixparser3.MDEntryType.Imbalance:
|
|
1048
|
-
data.imbalance = size;
|
|
1049
|
-
break;
|
|
1050
|
-
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1051
|
-
data.volume = size;
|
|
1052
|
-
break;
|
|
1053
|
-
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1054
|
-
data.openInterest = size;
|
|
1055
|
-
break;
|
|
1056
|
-
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1057
|
-
data.compositeUnderlyingPrice = price;
|
|
1058
|
-
break;
|
|
1059
|
-
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1060
|
-
data.simulatedSellPrice = price;
|
|
1061
|
-
break;
|
|
1062
|
-
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1063
|
-
data.simulatedBuyPrice = price;
|
|
1064
|
-
break;
|
|
1065
|
-
case import_fixparser3.MDEntryType.MarginRate:
|
|
1066
|
-
data.marginRate = price;
|
|
1067
|
-
break;
|
|
1068
|
-
case import_fixparser3.MDEntryType.MidPrice:
|
|
1069
|
-
data.midPrice = price;
|
|
1070
|
-
break;
|
|
1071
|
-
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1072
|
-
data.emptyBook = 1;
|
|
1073
|
-
break;
|
|
1074
|
-
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1075
|
-
data.settleHighPrice = price;
|
|
1076
|
-
break;
|
|
1077
|
-
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1078
|
-
data.settleLowPrice = price;
|
|
1079
|
-
break;
|
|
1080
|
-
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1081
|
-
data.priorSettlePrice = price;
|
|
1082
|
-
break;
|
|
1083
|
-
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1084
|
-
data.sessionHighBid = price;
|
|
1085
|
-
break;
|
|
1086
|
-
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1087
|
-
data.sessionLowOffer = price;
|
|
1088
|
-
break;
|
|
1089
|
-
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1090
|
-
data.earlyPrices = price;
|
|
1091
|
-
break;
|
|
1092
|
-
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1093
|
-
data.auctionClearingPrice = price;
|
|
1094
|
-
break;
|
|
1095
|
-
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1096
|
-
data.swapValueFactor = price;
|
|
1097
|
-
break;
|
|
1098
|
-
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1099
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1100
|
-
break;
|
|
1101
|
-
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1102
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1103
|
-
break;
|
|
1104
|
-
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1105
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1106
|
-
break;
|
|
1107
|
-
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1108
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1109
|
-
break;
|
|
1110
|
-
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1111
|
-
data.fixingPrice = price;
|
|
1112
|
-
break;
|
|
1113
|
-
case import_fixparser3.MDEntryType.CashRate:
|
|
1114
|
-
data.cashRate = price;
|
|
1115
|
-
break;
|
|
1116
|
-
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1117
|
-
data.recoveryRate = price;
|
|
1118
|
-
break;
|
|
1119
|
-
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1120
|
-
data.recoveryRateForLong = price;
|
|
1121
|
-
break;
|
|
1122
|
-
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1123
|
-
data.recoveryRateForShort = price;
|
|
1124
|
-
break;
|
|
1125
|
-
case import_fixparser3.MDEntryType.MarketBid:
|
|
1126
|
-
data.marketBid = price;
|
|
1127
|
-
break;
|
|
1128
|
-
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1129
|
-
data.marketOffer = price;
|
|
1130
|
-
break;
|
|
1131
|
-
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1132
|
-
data.shortSaleMinPrice = price;
|
|
1133
|
-
break;
|
|
1134
|
-
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1135
|
-
data.previousClosingPrice = price;
|
|
1136
|
-
break;
|
|
1137
|
-
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1138
|
-
data.thresholdLimitPriceBanding = price;
|
|
1139
|
-
break;
|
|
1140
|
-
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1141
|
-
data.dailyFinancingValue = price;
|
|
1142
|
-
break;
|
|
1143
|
-
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1144
|
-
data.accruedFinancingValue = price;
|
|
1145
|
-
break;
|
|
1146
|
-
case import_fixparser3.MDEntryType.TWAP:
|
|
1147
|
-
data.twap = price;
|
|
1148
|
-
break;
|
|
1149
|
-
}
|
|
1150
|
-
}
|
|
1151
|
-
data.spread = data.offer - data.bid;
|
|
1152
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1153
|
-
marketDataPrices.set(symbol, []);
|
|
1154
|
-
}
|
|
1155
|
-
const prices = marketDataPrices.get(symbol);
|
|
1156
|
-
prices.push(data);
|
|
1157
|
-
if (prices.length > maxPriceHistory) {
|
|
1158
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1159
|
-
}
|
|
1160
|
-
onPriceUpdate?.(symbol, data);
|
|
1161
|
-
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1162
|
-
if (mdReqID) {
|
|
1163
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1164
|
-
if (callback) {
|
|
1165
|
-
callback(message);
|
|
1166
|
-
pendingRequests.delete(mdReqID);
|
|
1167
|
-
}
|
|
1168
|
-
}
|
|
1169
|
-
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1170
|
-
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1171
|
-
const callback = pendingRequests.get(reqId);
|
|
1172
|
-
if (callback) {
|
|
1173
|
-
callback(message);
|
|
1174
|
-
pendingRequests.delete(reqId);
|
|
1175
|
-
}
|
|
1176
|
-
}
|
|
1177
|
-
}
|
|
1178
|
-
|
|
1179
|
-
// src/MCPLocal.ts
|
|
1180
|
-
var MCPLocal = class extends MCPBase {
|
|
1181
|
-
/**
|
|
1182
|
-
* Map to store verified orders before execution
|
|
1183
|
-
* @private
|
|
1184
|
-
*/
|
|
1185
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1186
|
-
/**
|
|
1187
|
-
* Map to store pending requests and their callbacks
|
|
1188
|
-
* @private
|
|
1189
|
-
*/
|
|
1190
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
1191
|
-
/**
|
|
1192
|
-
* Map to store market data prices for each symbol
|
|
1193
|
-
* @private
|
|
1194
|
-
*/
|
|
1195
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1196
|
-
/**
|
|
1197
|
-
* Maximum number of price history entries to keep per symbol
|
|
1198
|
-
* @private
|
|
1199
|
-
*/
|
|
1200
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
258
|
+
var MCPLocal = class {
|
|
259
|
+
parser;
|
|
1201
260
|
server = new import_server.Server(
|
|
1202
261
|
{
|
|
1203
262
|
name: "fixparser",
|
|
@@ -1219,13 +278,78 @@ var MCPLocal = class extends MCPBase {
|
|
|
1219
278
|
}
|
|
1220
279
|
);
|
|
1221
280
|
transport = new import_stdio.StdioServerTransport();
|
|
281
|
+
onReady = void 0;
|
|
282
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
283
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
284
|
+
// Store market data prices with timestamps
|
|
285
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
286
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
287
|
+
// Maximum number of price points to store per symbol
|
|
1222
288
|
constructor({ logger, onReady }) {
|
|
1223
|
-
|
|
289
|
+
if (onReady) this.onReady = onReady;
|
|
1224
290
|
}
|
|
1225
291
|
async register(parser) {
|
|
1226
292
|
this.parser = parser;
|
|
1227
293
|
this.parser.addOnMessageCallback((message) => {
|
|
1228
|
-
|
|
294
|
+
this.parser?.logger.log({
|
|
295
|
+
level: "info",
|
|
296
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
297
|
+
});
|
|
298
|
+
const msgType = message.messageType;
|
|
299
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
|
|
300
|
+
this.parser?.logger.log({
|
|
301
|
+
level: "info",
|
|
302
|
+
message: `MCP Server handling message type: ${msgType}`
|
|
303
|
+
});
|
|
304
|
+
let id;
|
|
305
|
+
if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
306
|
+
const symbol = message.getField(import_fixparser.Fields.Symbol);
|
|
307
|
+
const price = message.getField(import_fixparser.Fields.MDEntryPx);
|
|
308
|
+
const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
|
|
309
|
+
if (symbol?.value && price?.value) {
|
|
310
|
+
const symbolStr = String(symbol.value);
|
|
311
|
+
const priceNum = Number(price.value);
|
|
312
|
+
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
313
|
+
priceHistory.push({
|
|
314
|
+
timestamp: Number(timestamp),
|
|
315
|
+
price: priceNum
|
|
316
|
+
});
|
|
317
|
+
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
318
|
+
priceHistory.shift();
|
|
319
|
+
}
|
|
320
|
+
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
321
|
+
this.parser?.logger.log({
|
|
322
|
+
level: "info",
|
|
323
|
+
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
324
|
+
});
|
|
325
|
+
this.server.notification({
|
|
326
|
+
method: "priceUpdate",
|
|
327
|
+
params: {
|
|
328
|
+
symbol: symbolStr,
|
|
329
|
+
price: priceNum,
|
|
330
|
+
timestamp: Number(timestamp)
|
|
331
|
+
}
|
|
332
|
+
});
|
|
333
|
+
}
|
|
334
|
+
}
|
|
335
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
336
|
+
const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
|
|
337
|
+
if (mdReqID) id = String(mdReqID.value);
|
|
338
|
+
} else if (msgType === import_fixparser.Messages.ExecutionReport) {
|
|
339
|
+
const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
|
|
340
|
+
if (clOrdID) id = String(clOrdID.value);
|
|
341
|
+
} else if (msgType === import_fixparser.Messages.Reject) {
|
|
342
|
+
const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
|
|
343
|
+
if (refSeqNum) id = String(refSeqNum.value);
|
|
344
|
+
}
|
|
345
|
+
if (id) {
|
|
346
|
+
const callback = this.pendingRequests.get(id);
|
|
347
|
+
if (callback) {
|
|
348
|
+
callback(message);
|
|
349
|
+
this.pendingRequests.delete(id);
|
|
350
|
+
}
|
|
351
|
+
}
|
|
352
|
+
}
|
|
1229
353
|
});
|
|
1230
354
|
this.addWorkflows();
|
|
1231
355
|
await this.server.connect(this.transport);
|
|
@@ -1240,15 +364,18 @@ var MCPLocal = class extends MCPBase {
|
|
|
1240
364
|
if (!this.server) {
|
|
1241
365
|
return;
|
|
1242
366
|
}
|
|
1243
|
-
this.server.setRequestHandler(
|
|
1244
|
-
|
|
1245
|
-
|
|
1246
|
-
|
|
1247
|
-
description,
|
|
1248
|
-
|
|
1249
|
-
|
|
1250
|
-
|
|
1251
|
-
|
|
367
|
+
this.server.setRequestHandler(
|
|
368
|
+
import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
|
|
369
|
+
async (request, extra) => {
|
|
370
|
+
return {
|
|
371
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
372
|
+
name,
|
|
373
|
+
description,
|
|
374
|
+
inputSchema: schema
|
|
375
|
+
}))
|
|
376
|
+
};
|
|
377
|
+
}
|
|
378
|
+
);
|
|
1252
379
|
this.server.setRequestHandler(
|
|
1253
380
|
import_zod.z.object({
|
|
1254
381
|
method: import_zod.z.literal("tools/call"),
|
|
@@ -1260,32 +387,493 @@ var MCPLocal = class extends MCPBase {
|
|
|
1260
387
|
}).optional()
|
|
1261
388
|
})
|
|
1262
389
|
}),
|
|
1263
|
-
async (request) => {
|
|
390
|
+
async (request, extra) => {
|
|
1264
391
|
const { name, arguments: args } = request.params;
|
|
1265
|
-
|
|
1266
|
-
|
|
1267
|
-
|
|
1268
|
-
|
|
1269
|
-
|
|
1270
|
-
|
|
1271
|
-
|
|
1272
|
-
|
|
1273
|
-
|
|
1274
|
-
|
|
1275
|
-
|
|
1276
|
-
|
|
1277
|
-
|
|
1278
|
-
|
|
392
|
+
switch (name) {
|
|
393
|
+
case "parse":
|
|
394
|
+
try {
|
|
395
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
396
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
397
|
+
return {
|
|
398
|
+
content: [
|
|
399
|
+
{
|
|
400
|
+
type: "text",
|
|
401
|
+
text: "Error: Failed to parse FIX string",
|
|
402
|
+
uri: "parse"
|
|
403
|
+
}
|
|
404
|
+
],
|
|
405
|
+
isError: true
|
|
406
|
+
};
|
|
1279
407
|
}
|
|
1280
|
-
|
|
1281
|
-
|
|
1282
|
-
|
|
408
|
+
return {
|
|
409
|
+
content: [
|
|
410
|
+
{
|
|
411
|
+
type: "text",
|
|
412
|
+
text: `${parsedMessage[0].description}
|
|
413
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
414
|
+
uri: "parse"
|
|
415
|
+
}
|
|
416
|
+
]
|
|
417
|
+
};
|
|
418
|
+
} catch (error) {
|
|
419
|
+
return {
|
|
420
|
+
content: [
|
|
421
|
+
{
|
|
422
|
+
type: "text",
|
|
423
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
424
|
+
uri: "parse"
|
|
425
|
+
}
|
|
426
|
+
],
|
|
427
|
+
isError: true
|
|
428
|
+
};
|
|
429
|
+
}
|
|
430
|
+
case "parseToJSON":
|
|
431
|
+
try {
|
|
432
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
433
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
434
|
+
return {
|
|
435
|
+
content: [
|
|
436
|
+
{
|
|
437
|
+
type: "text",
|
|
438
|
+
text: "Error: Failed to parse FIX string",
|
|
439
|
+
uri: "parseToJSON"
|
|
440
|
+
}
|
|
441
|
+
],
|
|
442
|
+
isError: true
|
|
443
|
+
};
|
|
444
|
+
}
|
|
445
|
+
return {
|
|
446
|
+
content: [
|
|
447
|
+
{
|
|
448
|
+
type: "text",
|
|
449
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
450
|
+
uri: "parseToJSON"
|
|
451
|
+
}
|
|
452
|
+
]
|
|
453
|
+
};
|
|
454
|
+
} catch (error) {
|
|
455
|
+
return {
|
|
456
|
+
content: [
|
|
457
|
+
{
|
|
458
|
+
type: "text",
|
|
459
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
460
|
+
uri: "parseToJSON"
|
|
461
|
+
}
|
|
462
|
+
],
|
|
463
|
+
isError: true
|
|
464
|
+
};
|
|
465
|
+
}
|
|
466
|
+
case "verifyOrder":
|
|
467
|
+
try {
|
|
468
|
+
this.verifiedOrders.set(args.clOrdID, {
|
|
469
|
+
clOrdID: args.clOrdID,
|
|
470
|
+
handlInst: args.handlInst,
|
|
471
|
+
quantity: Number.parseFloat(args.quantity),
|
|
472
|
+
price: Number.parseFloat(args.price),
|
|
473
|
+
ordType: args.ordType,
|
|
474
|
+
side: args.side,
|
|
475
|
+
symbol: args.symbol,
|
|
476
|
+
timeInForce: args.timeInForce
|
|
477
|
+
});
|
|
478
|
+
const ordTypeNames = {
|
|
479
|
+
"1": "Market",
|
|
480
|
+
"2": "Limit",
|
|
481
|
+
"3": "Stop",
|
|
482
|
+
"4": "StopLimit",
|
|
483
|
+
"5": "MarketOnClose",
|
|
484
|
+
"6": "WithOrWithout",
|
|
485
|
+
"7": "LimitOrBetter",
|
|
486
|
+
"8": "LimitWithOrWithout",
|
|
487
|
+
"9": "OnBasis",
|
|
488
|
+
A: "OnClose",
|
|
489
|
+
B: "LimitOnClose",
|
|
490
|
+
C: "ForexMarket",
|
|
491
|
+
D: "PreviouslyQuoted",
|
|
492
|
+
E: "PreviouslyIndicated",
|
|
493
|
+
F: "ForexLimit",
|
|
494
|
+
G: "ForexSwap",
|
|
495
|
+
H: "ForexPreviouslyQuoted",
|
|
496
|
+
I: "Funari",
|
|
497
|
+
J: "MarketIfTouched",
|
|
498
|
+
K: "MarketWithLeftOverAsLimit",
|
|
499
|
+
L: "PreviousFundValuationPoint",
|
|
500
|
+
M: "NextFundValuationPoint",
|
|
501
|
+
P: "Pegged",
|
|
502
|
+
Q: "CounterOrderSelection",
|
|
503
|
+
R: "StopOnBidOrOffer",
|
|
504
|
+
S: "StopLimitOnBidOrOffer"
|
|
505
|
+
};
|
|
506
|
+
const sideNames = {
|
|
507
|
+
"1": "Buy",
|
|
508
|
+
"2": "Sell",
|
|
509
|
+
"3": "BuyMinus",
|
|
510
|
+
"4": "SellPlus",
|
|
511
|
+
"5": "SellShort",
|
|
512
|
+
"6": "SellShortExempt",
|
|
513
|
+
"7": "Undisclosed",
|
|
514
|
+
"8": "Cross",
|
|
515
|
+
"9": "CrossShort",
|
|
516
|
+
A: "CrossShortExempt",
|
|
517
|
+
B: "AsDefined",
|
|
518
|
+
C: "Opposite",
|
|
519
|
+
D: "Subscribe",
|
|
520
|
+
E: "Redeem",
|
|
521
|
+
F: "Lend",
|
|
522
|
+
G: "Borrow",
|
|
523
|
+
H: "SellUndisclosed"
|
|
524
|
+
};
|
|
525
|
+
const timeInForceNames = {
|
|
526
|
+
"0": "Day",
|
|
527
|
+
"1": "GoodTillCancel",
|
|
528
|
+
"2": "AtTheOpening",
|
|
529
|
+
"3": "ImmediateOrCancel",
|
|
530
|
+
"4": "FillOrKill",
|
|
531
|
+
"5": "GoodTillCrossing",
|
|
532
|
+
"6": "GoodTillDate",
|
|
533
|
+
"7": "AtTheClose",
|
|
534
|
+
"8": "GoodThroughCrossing",
|
|
535
|
+
"9": "AtCrossing",
|
|
536
|
+
A: "GoodForTime",
|
|
537
|
+
B: "GoodForAuction",
|
|
538
|
+
C: "GoodForMonth"
|
|
539
|
+
};
|
|
540
|
+
const handlInstNames = {
|
|
541
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
542
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
543
|
+
"3": "ManualOrder"
|
|
544
|
+
};
|
|
545
|
+
return {
|
|
546
|
+
content: [
|
|
547
|
+
{
|
|
548
|
+
type: "text",
|
|
549
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
550
|
+
|
|
551
|
+
Parameters verified:
|
|
552
|
+
- ClOrdID: ${args.clOrdID}
|
|
553
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
554
|
+
- Quantity: ${args.quantity}
|
|
555
|
+
- Price: ${args.price}
|
|
556
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
557
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
558
|
+
- Symbol: ${args.symbol}
|
|
559
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
560
|
+
|
|
561
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
562
|
+
uri: "verifyOrder"
|
|
563
|
+
}
|
|
564
|
+
]
|
|
565
|
+
};
|
|
566
|
+
} catch (error) {
|
|
567
|
+
return {
|
|
568
|
+
content: [
|
|
569
|
+
{
|
|
570
|
+
type: "text",
|
|
571
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
572
|
+
uri: "verifyOrder"
|
|
573
|
+
}
|
|
574
|
+
],
|
|
575
|
+
isError: true
|
|
576
|
+
};
|
|
577
|
+
}
|
|
578
|
+
case "executeOrder":
|
|
579
|
+
try {
|
|
580
|
+
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
581
|
+
if (!verifiedOrder) {
|
|
582
|
+
return {
|
|
583
|
+
content: [
|
|
584
|
+
{
|
|
585
|
+
type: "text",
|
|
586
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
587
|
+
uri: "executeOrder"
|
|
588
|
+
}
|
|
589
|
+
],
|
|
590
|
+
isError: true
|
|
591
|
+
};
|
|
592
|
+
}
|
|
593
|
+
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) {
|
|
594
|
+
return {
|
|
595
|
+
content: [
|
|
596
|
+
{
|
|
597
|
+
type: "text",
|
|
598
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
599
|
+
uri: "executeOrder"
|
|
600
|
+
}
|
|
601
|
+
],
|
|
602
|
+
isError: true
|
|
603
|
+
};
|
|
604
|
+
}
|
|
605
|
+
const response = new Promise((resolve) => {
|
|
606
|
+
this.pendingRequests.set(args.clOrdID, resolve);
|
|
607
|
+
});
|
|
608
|
+
const order = this.parser?.createMessage(
|
|
609
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
610
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
611
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
612
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
613
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
614
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
|
|
615
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
|
|
616
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
|
|
617
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
618
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
|
|
619
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
|
|
620
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
|
|
621
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
|
|
622
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
623
|
+
);
|
|
624
|
+
if (!this.parser?.connected) {
|
|
625
|
+
return {
|
|
626
|
+
content: [
|
|
627
|
+
{
|
|
628
|
+
type: "text",
|
|
629
|
+
text: "Error: Not connected. Ignoring message.",
|
|
630
|
+
uri: "executeOrder"
|
|
631
|
+
}
|
|
632
|
+
],
|
|
633
|
+
isError: true
|
|
634
|
+
};
|
|
635
|
+
}
|
|
636
|
+
this.parser?.send(order);
|
|
637
|
+
const fixData = await response;
|
|
638
|
+
this.verifiedOrders.delete(args.clOrdID);
|
|
639
|
+
return {
|
|
640
|
+
content: [
|
|
641
|
+
{
|
|
642
|
+
type: "text",
|
|
643
|
+
text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
644
|
+
uri: "executeOrder"
|
|
645
|
+
}
|
|
646
|
+
]
|
|
647
|
+
};
|
|
648
|
+
} catch (error) {
|
|
649
|
+
return {
|
|
650
|
+
content: [
|
|
651
|
+
{
|
|
652
|
+
type: "text",
|
|
653
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
654
|
+
uri: "executeOrder"
|
|
655
|
+
}
|
|
656
|
+
],
|
|
657
|
+
isError: true
|
|
658
|
+
};
|
|
659
|
+
}
|
|
660
|
+
case "marketDataRequest":
|
|
661
|
+
try {
|
|
662
|
+
const response = new Promise((resolve) => {
|
|
663
|
+
this.pendingRequests.set(args.mdReqID, resolve);
|
|
664
|
+
});
|
|
665
|
+
const messageFields = [
|
|
666
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
667
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
668
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
669
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
670
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
671
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
672
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
673
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
674
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
675
|
+
];
|
|
676
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
677
|
+
args.symbols.forEach((symbol) => {
|
|
678
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
679
|
+
});
|
|
680
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
681
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
682
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
683
|
+
});
|
|
684
|
+
const mdr = this.parser?.createMessage(...messageFields);
|
|
685
|
+
if (!this.parser?.connected) {
|
|
686
|
+
return {
|
|
687
|
+
content: [
|
|
688
|
+
{
|
|
689
|
+
type: "text",
|
|
690
|
+
text: "Error: Not connected. Ignoring message.",
|
|
691
|
+
uri: "marketDataRequest"
|
|
692
|
+
}
|
|
693
|
+
],
|
|
694
|
+
isError: true
|
|
695
|
+
};
|
|
696
|
+
}
|
|
697
|
+
this.parser?.send(mdr);
|
|
698
|
+
const fixData = await response;
|
|
699
|
+
return {
|
|
700
|
+
content: [
|
|
701
|
+
{
|
|
702
|
+
type: "text",
|
|
703
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
704
|
+
uri: "marketDataRequest"
|
|
705
|
+
}
|
|
706
|
+
]
|
|
707
|
+
};
|
|
708
|
+
} catch (error) {
|
|
709
|
+
return {
|
|
710
|
+
content: [
|
|
711
|
+
{
|
|
712
|
+
type: "text",
|
|
713
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
714
|
+
uri: "marketDataRequest"
|
|
715
|
+
}
|
|
716
|
+
],
|
|
717
|
+
isError: true
|
|
718
|
+
};
|
|
719
|
+
}
|
|
720
|
+
case "getStockGraph":
|
|
721
|
+
try {
|
|
722
|
+
const symbol = args.symbol;
|
|
723
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
724
|
+
if (priceHistory.length === 0) {
|
|
725
|
+
return {
|
|
726
|
+
content: [
|
|
727
|
+
{
|
|
728
|
+
type: "text",
|
|
729
|
+
text: `No price data available for ${symbol}`,
|
|
730
|
+
uri: "getStockGraph"
|
|
731
|
+
}
|
|
732
|
+
]
|
|
733
|
+
};
|
|
734
|
+
}
|
|
735
|
+
const width = 600;
|
|
736
|
+
const height = 300;
|
|
737
|
+
const padding = 40;
|
|
738
|
+
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
739
|
+
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
740
|
+
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
741
|
+
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
742
|
+
const points = priceHistory.map((d, i) => {
|
|
743
|
+
const x = padding + i * xScale;
|
|
744
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
745
|
+
return `${x},${y}`;
|
|
746
|
+
}).join(" L ");
|
|
747
|
+
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
748
|
+
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
749
|
+
<!-- Background -->
|
|
750
|
+
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
751
|
+
|
|
752
|
+
<!-- Grid lines -->
|
|
753
|
+
<g stroke="#e9ecef" stroke-width="1">
|
|
754
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
755
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
756
|
+
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
757
|
+
}).join("\n")}
|
|
758
|
+
</g>
|
|
759
|
+
|
|
760
|
+
<!-- Price line -->
|
|
761
|
+
<path d="M ${points}"
|
|
762
|
+
fill="none"
|
|
763
|
+
stroke="#007bff"
|
|
764
|
+
stroke-width="2"/>
|
|
765
|
+
|
|
766
|
+
<!-- Data points -->
|
|
767
|
+
${priceHistory.map((d, i) => {
|
|
768
|
+
const x = padding + i * xScale;
|
|
769
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
770
|
+
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
771
|
+
}).join("\n")}
|
|
772
|
+
|
|
773
|
+
<!-- Labels -->
|
|
774
|
+
<g font-family="Arial" font-size="12" fill="#495057">
|
|
775
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
776
|
+
const x = padding + (width - 2 * padding) * i / 4;
|
|
777
|
+
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
778
|
+
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
779
|
+
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
780
|
+
}).join("\n")}
|
|
781
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
782
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
783
|
+
const price = yMax - (yMax - yMin) * i / 4;
|
|
784
|
+
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
785
|
+
}).join("\n")}
|
|
786
|
+
</g>
|
|
787
|
+
|
|
788
|
+
<!-- Title -->
|
|
789
|
+
<text x="${width / 2}" y="${padding / 2}"
|
|
790
|
+
font-family="Arial" font-size="16" font-weight="bold"
|
|
791
|
+
text-anchor="middle" fill="#212529">
|
|
792
|
+
${symbol} - Price Chart (${priceHistory.length} points)
|
|
793
|
+
</text>
|
|
794
|
+
</svg>`;
|
|
795
|
+
const base64Svg = Buffer.from(svg).toString("base64");
|
|
796
|
+
return {
|
|
797
|
+
content: [
|
|
798
|
+
{
|
|
799
|
+
type: "image",
|
|
800
|
+
text: base64Svg,
|
|
801
|
+
uri: "getStockGraph",
|
|
802
|
+
mimeType: "image/svg+xml"
|
|
803
|
+
}
|
|
804
|
+
]
|
|
805
|
+
};
|
|
806
|
+
} catch (error) {
|
|
807
|
+
return {
|
|
808
|
+
content: [
|
|
809
|
+
{
|
|
810
|
+
type: "text",
|
|
811
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
|
|
812
|
+
uri: "getStockGraph"
|
|
813
|
+
}
|
|
814
|
+
],
|
|
815
|
+
isError: true
|
|
816
|
+
};
|
|
817
|
+
}
|
|
818
|
+
case "getStockPriceHistory":
|
|
819
|
+
try {
|
|
820
|
+
const symbol = args.symbol;
|
|
821
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
822
|
+
if (priceHistory.length === 0) {
|
|
823
|
+
return {
|
|
824
|
+
content: [
|
|
825
|
+
{
|
|
826
|
+
type: "text",
|
|
827
|
+
text: `No price data available for ${symbol}`,
|
|
828
|
+
uri: "getStockPriceHistory"
|
|
829
|
+
}
|
|
830
|
+
]
|
|
831
|
+
};
|
|
832
|
+
}
|
|
833
|
+
return {
|
|
834
|
+
content: [
|
|
835
|
+
{
|
|
836
|
+
type: "text",
|
|
837
|
+
text: JSON.stringify(
|
|
838
|
+
{
|
|
839
|
+
symbol,
|
|
840
|
+
count: priceHistory.length,
|
|
841
|
+
prices: priceHistory.map((point) => ({
|
|
842
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
843
|
+
price: point.price
|
|
844
|
+
}))
|
|
845
|
+
},
|
|
846
|
+
null,
|
|
847
|
+
2
|
|
848
|
+
),
|
|
849
|
+
uri: "getStockPriceHistory"
|
|
850
|
+
}
|
|
851
|
+
]
|
|
852
|
+
};
|
|
853
|
+
} catch (error) {
|
|
854
|
+
return {
|
|
855
|
+
content: [
|
|
856
|
+
{
|
|
857
|
+
type: "text",
|
|
858
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
859
|
+
uri: "getStockPriceHistory"
|
|
860
|
+
}
|
|
861
|
+
],
|
|
862
|
+
isError: true
|
|
863
|
+
};
|
|
864
|
+
}
|
|
865
|
+
default:
|
|
866
|
+
return {
|
|
867
|
+
content: [
|
|
868
|
+
{
|
|
869
|
+
type: "text",
|
|
870
|
+
text: `Tool not found: ${name}`,
|
|
871
|
+
uri: name
|
|
872
|
+
}
|
|
873
|
+
],
|
|
874
|
+
isError: true
|
|
875
|
+
};
|
|
1283
876
|
}
|
|
1284
|
-
const result = await handler(args);
|
|
1285
|
-
return {
|
|
1286
|
-
content: result.content,
|
|
1287
|
-
isError: result.isError
|
|
1288
|
-
};
|
|
1289
877
|
}
|
|
1290
878
|
);
|
|
1291
879
|
process.on("SIGINT", async () => {
|