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/MCPRemote.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/MCPRemote.ts
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@@ -39,1192 +29,29 @@ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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var import_streamableHttp = require("@modelcontextprotocol/sdk/server/streamableHttp.js");
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var import_types = require("@modelcontextprotocol/sdk/types.js");
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var import_zod = require("zod");
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var
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var import_fixparser = require("fixparser");
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @private
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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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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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"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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},
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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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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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enum: [
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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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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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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items: {
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enum: [
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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"
|
|
289
|
-
}
|
|
290
|
-
},
|
|
291
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
292
|
-
}
|
|
293
|
-
},
|
|
294
|
-
getStockGraph: {
|
|
295
|
-
description: "Generates a price chart for a given symbol",
|
|
296
|
-
schema: {
|
|
297
|
-
type: "object",
|
|
298
|
-
properties: {
|
|
299
|
-
symbol: { type: "string" }
|
|
300
|
-
},
|
|
301
|
-
required: ["symbol"]
|
|
302
|
-
}
|
|
303
|
-
},
|
|
304
|
-
getStockPriceHistory: {
|
|
305
|
-
description: "Returns price history for a given symbol",
|
|
306
|
-
schema: {
|
|
307
|
-
type: "object",
|
|
308
|
-
properties: {
|
|
309
|
-
symbol: { type: "string" }
|
|
310
|
-
},
|
|
311
|
-
required: ["symbol"]
|
|
312
|
-
}
|
|
313
|
-
}
|
|
314
|
-
};
|
|
315
|
-
|
|
316
|
-
// src/tools/marketData.ts
|
|
317
|
-
var import_fixparser = require("fixparser");
|
|
318
|
-
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
319
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
320
|
-
return async (args) => {
|
|
321
|
-
try {
|
|
322
|
-
const response = new Promise((resolve) => {
|
|
323
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
324
|
-
});
|
|
325
|
-
const entryTypes = args.mdEntryTypes || [
|
|
326
|
-
import_fixparser.MDEntryType.Bid,
|
|
327
|
-
import_fixparser.MDEntryType.Offer,
|
|
328
|
-
import_fixparser.MDEntryType.Trade,
|
|
329
|
-
import_fixparser.MDEntryType.IndexValue,
|
|
330
|
-
import_fixparser.MDEntryType.OpeningPrice,
|
|
331
|
-
import_fixparser.MDEntryType.ClosingPrice,
|
|
332
|
-
import_fixparser.MDEntryType.SettlementPrice,
|
|
333
|
-
import_fixparser.MDEntryType.TradingSessionHighPrice,
|
|
334
|
-
import_fixparser.MDEntryType.TradingSessionLowPrice,
|
|
335
|
-
import_fixparser.MDEntryType.VWAP,
|
|
336
|
-
import_fixparser.MDEntryType.Imbalance,
|
|
337
|
-
import_fixparser.MDEntryType.TradeVolume,
|
|
338
|
-
import_fixparser.MDEntryType.OpenInterest,
|
|
339
|
-
import_fixparser.MDEntryType.CompositeUnderlyingPrice,
|
|
340
|
-
import_fixparser.MDEntryType.SimulatedSellPrice,
|
|
341
|
-
import_fixparser.MDEntryType.SimulatedBuyPrice,
|
|
342
|
-
import_fixparser.MDEntryType.MarginRate,
|
|
343
|
-
import_fixparser.MDEntryType.MidPrice,
|
|
344
|
-
import_fixparser.MDEntryType.EmptyBook,
|
|
345
|
-
import_fixparser.MDEntryType.SettleHighPrice,
|
|
346
|
-
import_fixparser.MDEntryType.SettleLowPrice,
|
|
347
|
-
import_fixparser.MDEntryType.PriorSettlePrice,
|
|
348
|
-
import_fixparser.MDEntryType.SessionHighBid,
|
|
349
|
-
import_fixparser.MDEntryType.SessionLowOffer,
|
|
350
|
-
import_fixparser.MDEntryType.EarlyPrices,
|
|
351
|
-
import_fixparser.MDEntryType.AuctionClearingPrice,
|
|
352
|
-
import_fixparser.MDEntryType.SwapValueFactor,
|
|
353
|
-
import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
354
|
-
import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
355
|
-
import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
356
|
-
import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
357
|
-
import_fixparser.MDEntryType.FixingPrice,
|
|
358
|
-
import_fixparser.MDEntryType.CashRate,
|
|
359
|
-
import_fixparser.MDEntryType.RecoveryRate,
|
|
360
|
-
import_fixparser.MDEntryType.RecoveryRateForLong,
|
|
361
|
-
import_fixparser.MDEntryType.RecoveryRateForShort,
|
|
362
|
-
import_fixparser.MDEntryType.MarketBid,
|
|
363
|
-
import_fixparser.MDEntryType.MarketOffer,
|
|
364
|
-
import_fixparser.MDEntryType.ShortSaleMinPrice,
|
|
365
|
-
import_fixparser.MDEntryType.PreviousClosingPrice,
|
|
366
|
-
import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
|
|
367
|
-
import_fixparser.MDEntryType.DailyFinancingValue,
|
|
368
|
-
import_fixparser.MDEntryType.AccruedFinancingValue,
|
|
369
|
-
import_fixparser.MDEntryType.TWAP
|
|
370
|
-
];
|
|
371
|
-
const messageFields = [
|
|
372
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
373
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
374
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
375
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
376
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
377
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
378
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
379
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
380
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
381
|
-
];
|
|
382
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
383
|
-
args.symbols.forEach((symbol) => {
|
|
384
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
385
|
-
});
|
|
386
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
387
|
-
entryTypes.forEach((entryType) => {
|
|
388
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
389
|
-
});
|
|
390
|
-
const mdr = parser.createMessage(...messageFields);
|
|
391
|
-
if (!parser.connected) {
|
|
392
|
-
return {
|
|
393
|
-
content: [
|
|
394
|
-
{
|
|
395
|
-
type: "text",
|
|
396
|
-
text: "Error: Not connected. Ignoring message.",
|
|
397
|
-
uri: "marketDataRequest"
|
|
398
|
-
}
|
|
399
|
-
],
|
|
400
|
-
isError: true
|
|
401
|
-
};
|
|
402
|
-
}
|
|
403
|
-
parser.send(mdr);
|
|
404
|
-
const fixData = await response;
|
|
405
|
-
return {
|
|
406
|
-
content: [
|
|
407
|
-
{
|
|
408
|
-
type: "text",
|
|
409
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
410
|
-
uri: "marketDataRequest"
|
|
411
|
-
}
|
|
412
|
-
]
|
|
413
|
-
};
|
|
414
|
-
} catch (error) {
|
|
415
|
-
return {
|
|
416
|
-
content: [
|
|
417
|
-
{
|
|
418
|
-
type: "text",
|
|
419
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
420
|
-
uri: "marketDataRequest"
|
|
421
|
-
}
|
|
422
|
-
],
|
|
423
|
-
isError: true
|
|
424
|
-
};
|
|
425
|
-
}
|
|
426
|
-
};
|
|
427
|
-
};
|
|
428
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
429
|
-
return async (args) => {
|
|
430
|
-
try {
|
|
431
|
-
const symbol = args.symbol;
|
|
432
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
433
|
-
if (priceHistory.length === 0) {
|
|
434
|
-
return {
|
|
435
|
-
content: [
|
|
436
|
-
{
|
|
437
|
-
type: "text",
|
|
438
|
-
text: `No price data available for ${symbol}`,
|
|
439
|
-
uri: "getStockGraph"
|
|
440
|
-
}
|
|
441
|
-
]
|
|
442
|
-
};
|
|
443
|
-
}
|
|
444
|
-
const chart = new import_quickchart_js.default();
|
|
445
|
-
chart.setWidth(1200);
|
|
446
|
-
chart.setHeight(600);
|
|
447
|
-
chart.setBackgroundColor("transparent");
|
|
448
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
449
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
450
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
451
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
452
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
453
|
-
const tradeData = priceHistory.map((point) => point.trade);
|
|
454
|
-
const vwapData = priceHistory.map((point) => point.vwap);
|
|
455
|
-
const twapData = priceHistory.map((point) => point.twap);
|
|
456
|
-
const config = {
|
|
457
|
-
type: "line",
|
|
458
|
-
data: {
|
|
459
|
-
labels,
|
|
460
|
-
datasets: [
|
|
461
|
-
{
|
|
462
|
-
label: "Bid",
|
|
463
|
-
data: bidData,
|
|
464
|
-
borderColor: "#28a745",
|
|
465
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
466
|
-
fill: false,
|
|
467
|
-
tension: 0.4
|
|
468
|
-
},
|
|
469
|
-
{
|
|
470
|
-
label: "Offer",
|
|
471
|
-
data: offerData,
|
|
472
|
-
borderColor: "#dc3545",
|
|
473
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
474
|
-
fill: false,
|
|
475
|
-
tension: 0.4
|
|
476
|
-
},
|
|
477
|
-
{
|
|
478
|
-
label: "Spread",
|
|
479
|
-
data: spreadData,
|
|
480
|
-
borderColor: "#6c757d",
|
|
481
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
482
|
-
fill: false,
|
|
483
|
-
tension: 0.4
|
|
484
|
-
},
|
|
485
|
-
{
|
|
486
|
-
label: "Trade",
|
|
487
|
-
data: tradeData,
|
|
488
|
-
borderColor: "#ffc107",
|
|
489
|
-
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
490
|
-
fill: false,
|
|
491
|
-
tension: 0.4
|
|
492
|
-
},
|
|
493
|
-
{
|
|
494
|
-
label: "VWAP",
|
|
495
|
-
data: vwapData,
|
|
496
|
-
borderColor: "#17a2b8",
|
|
497
|
-
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
498
|
-
fill: false,
|
|
499
|
-
tension: 0.4
|
|
500
|
-
},
|
|
501
|
-
{
|
|
502
|
-
label: "TWAP",
|
|
503
|
-
data: twapData,
|
|
504
|
-
borderColor: "#6610f2",
|
|
505
|
-
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
506
|
-
fill: false,
|
|
507
|
-
tension: 0.4
|
|
508
|
-
},
|
|
509
|
-
{
|
|
510
|
-
label: "Volume",
|
|
511
|
-
data: volumeData,
|
|
512
|
-
borderColor: "#007bff",
|
|
513
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
514
|
-
fill: true,
|
|
515
|
-
tension: 0.4
|
|
516
|
-
}
|
|
517
|
-
]
|
|
518
|
-
},
|
|
519
|
-
options: {
|
|
520
|
-
responsive: true,
|
|
521
|
-
plugins: {
|
|
522
|
-
title: {
|
|
523
|
-
display: true,
|
|
524
|
-
text: `${symbol} Market Data`
|
|
525
|
-
}
|
|
526
|
-
},
|
|
527
|
-
scales: {
|
|
528
|
-
y: {
|
|
529
|
-
beginAtZero: false
|
|
530
|
-
}
|
|
531
|
-
}
|
|
532
|
-
}
|
|
533
|
-
};
|
|
534
|
-
chart.setConfig(config);
|
|
535
|
-
const imageBuffer = await chart.toBinary();
|
|
536
|
-
const base64 = imageBuffer.toString("base64");
|
|
537
|
-
return {
|
|
538
|
-
content: [
|
|
539
|
-
{
|
|
540
|
-
type: "resource",
|
|
541
|
-
resource: {
|
|
542
|
-
uri: "resource://graph",
|
|
543
|
-
mimeType: "image/png",
|
|
544
|
-
blob: base64
|
|
545
|
-
}
|
|
546
|
-
}
|
|
547
|
-
]
|
|
548
|
-
};
|
|
549
|
-
} catch (error) {
|
|
550
|
-
return {
|
|
551
|
-
content: [
|
|
552
|
-
{
|
|
553
|
-
type: "text",
|
|
554
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
555
|
-
uri: "getStockGraph"
|
|
556
|
-
}
|
|
557
|
-
],
|
|
558
|
-
isError: true
|
|
559
|
-
};
|
|
560
|
-
}
|
|
561
|
-
};
|
|
562
|
-
};
|
|
563
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
564
|
-
return async (args) => {
|
|
565
|
-
try {
|
|
566
|
-
const symbol = args.symbol;
|
|
567
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
568
|
-
if (priceHistory.length === 0) {
|
|
569
|
-
return {
|
|
570
|
-
content: [
|
|
571
|
-
{
|
|
572
|
-
type: "text",
|
|
573
|
-
text: `No price data available for ${symbol}`,
|
|
574
|
-
uri: "getStockPriceHistory"
|
|
575
|
-
}
|
|
576
|
-
]
|
|
577
|
-
};
|
|
578
|
-
}
|
|
579
|
-
return {
|
|
580
|
-
content: [
|
|
581
|
-
{
|
|
582
|
-
type: "text",
|
|
583
|
-
text: JSON.stringify(
|
|
584
|
-
{
|
|
585
|
-
symbol,
|
|
586
|
-
count: priceHistory.length,
|
|
587
|
-
data: priceHistory.map((point) => ({
|
|
588
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
589
|
-
bid: point.bid,
|
|
590
|
-
offer: point.offer,
|
|
591
|
-
spread: point.spread,
|
|
592
|
-
volume: point.volume,
|
|
593
|
-
trade: point.trade,
|
|
594
|
-
indexValue: point.indexValue,
|
|
595
|
-
openingPrice: point.openingPrice,
|
|
596
|
-
closingPrice: point.closingPrice,
|
|
597
|
-
settlementPrice: point.settlementPrice,
|
|
598
|
-
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
599
|
-
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
600
|
-
vwap: point.vwap,
|
|
601
|
-
imbalance: point.imbalance,
|
|
602
|
-
openInterest: point.openInterest,
|
|
603
|
-
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
604
|
-
simulatedSellPrice: point.simulatedSellPrice,
|
|
605
|
-
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
606
|
-
marginRate: point.marginRate,
|
|
607
|
-
midPrice: point.midPrice,
|
|
608
|
-
emptyBook: point.emptyBook,
|
|
609
|
-
settleHighPrice: point.settleHighPrice,
|
|
610
|
-
settleLowPrice: point.settleLowPrice,
|
|
611
|
-
priorSettlePrice: point.priorSettlePrice,
|
|
612
|
-
sessionHighBid: point.sessionHighBid,
|
|
613
|
-
sessionLowOffer: point.sessionLowOffer,
|
|
614
|
-
earlyPrices: point.earlyPrices,
|
|
615
|
-
auctionClearingPrice: point.auctionClearingPrice,
|
|
616
|
-
swapValueFactor: point.swapValueFactor,
|
|
617
|
-
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
618
|
-
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
619
|
-
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
620
|
-
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
621
|
-
fixingPrice: point.fixingPrice,
|
|
622
|
-
cashRate: point.cashRate,
|
|
623
|
-
recoveryRate: point.recoveryRate,
|
|
624
|
-
recoveryRateForLong: point.recoveryRateForLong,
|
|
625
|
-
recoveryRateForShort: point.recoveryRateForShort,
|
|
626
|
-
marketBid: point.marketBid,
|
|
627
|
-
marketOffer: point.marketOffer,
|
|
628
|
-
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
629
|
-
previousClosingPrice: point.previousClosingPrice,
|
|
630
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
631
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
632
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
633
|
-
twap: point.twap
|
|
634
|
-
}))
|
|
635
|
-
},
|
|
636
|
-
null,
|
|
637
|
-
2
|
|
638
|
-
),
|
|
639
|
-
uri: "getStockPriceHistory"
|
|
640
|
-
}
|
|
641
|
-
]
|
|
642
|
-
};
|
|
643
|
-
} catch (error) {
|
|
644
|
-
return {
|
|
645
|
-
content: [
|
|
646
|
-
{
|
|
647
|
-
type: "text",
|
|
648
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
649
|
-
uri: "getStockPriceHistory"
|
|
650
|
-
}
|
|
651
|
-
],
|
|
652
|
-
isError: true
|
|
653
|
-
};
|
|
654
|
-
}
|
|
655
|
-
};
|
|
656
|
-
};
|
|
657
|
-
|
|
658
|
-
// src/tools/order.ts
|
|
659
|
-
var import_fixparser2 = require("fixparser");
|
|
660
|
-
var ordTypeNames = {
|
|
661
|
-
"1": "Market",
|
|
662
|
-
"2": "Limit",
|
|
663
|
-
"3": "Stop",
|
|
664
|
-
"4": "StopLimit",
|
|
665
|
-
"5": "MarketOnClose",
|
|
666
|
-
"6": "WithOrWithout",
|
|
667
|
-
"7": "LimitOrBetter",
|
|
668
|
-
"8": "LimitWithOrWithout",
|
|
669
|
-
"9": "OnBasis",
|
|
670
|
-
A: "OnClose",
|
|
671
|
-
B: "LimitOnClose",
|
|
672
|
-
C: "ForexMarket",
|
|
673
|
-
D: "PreviouslyQuoted",
|
|
674
|
-
E: "PreviouslyIndicated",
|
|
675
|
-
F: "ForexLimit",
|
|
676
|
-
G: "ForexSwap",
|
|
677
|
-
H: "ForexPreviouslyQuoted",
|
|
678
|
-
I: "Funari",
|
|
679
|
-
J: "MarketIfTouched",
|
|
680
|
-
K: "MarketWithLeftOverAsLimit",
|
|
681
|
-
L: "PreviousFundValuationPoint",
|
|
682
|
-
M: "NextFundValuationPoint",
|
|
683
|
-
P: "Pegged",
|
|
684
|
-
Q: "CounterOrderSelection",
|
|
685
|
-
R: "StopOnBidOrOffer",
|
|
686
|
-
S: "StopLimitOnBidOrOffer"
|
|
687
|
-
};
|
|
688
|
-
var sideNames = {
|
|
689
|
-
"1": "Buy",
|
|
690
|
-
"2": "Sell",
|
|
691
|
-
"3": "BuyMinus",
|
|
692
|
-
"4": "SellPlus",
|
|
693
|
-
"5": "SellShort",
|
|
694
|
-
"6": "SellShortExempt",
|
|
695
|
-
"7": "Undisclosed",
|
|
696
|
-
"8": "Cross",
|
|
697
|
-
"9": "CrossShort",
|
|
698
|
-
A: "CrossShortExempt",
|
|
699
|
-
B: "AsDefined",
|
|
700
|
-
C: "Opposite",
|
|
701
|
-
D: "Subscribe",
|
|
702
|
-
E: "Redeem",
|
|
703
|
-
F: "Lend",
|
|
704
|
-
G: "Borrow",
|
|
705
|
-
H: "SellUndisclosed"
|
|
706
|
-
};
|
|
707
|
-
var timeInForceNames = {
|
|
708
|
-
"0": "Day",
|
|
709
|
-
"1": "GoodTillCancel",
|
|
710
|
-
"2": "AtTheOpening",
|
|
711
|
-
"3": "ImmediateOrCancel",
|
|
712
|
-
"4": "FillOrKill",
|
|
713
|
-
"5": "GoodTillCrossing",
|
|
714
|
-
"6": "GoodTillDate",
|
|
715
|
-
"7": "AtTheClose",
|
|
716
|
-
"8": "GoodThroughCrossing",
|
|
717
|
-
"9": "AtCrossing",
|
|
718
|
-
A: "GoodForTime",
|
|
719
|
-
B: "GoodForAuction",
|
|
720
|
-
C: "GoodForMonth"
|
|
721
|
-
};
|
|
722
|
-
var handlInstNames = {
|
|
723
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
724
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
725
|
-
"3": "ManualOrder"
|
|
726
|
-
};
|
|
727
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
728
|
-
return async (args) => {
|
|
729
|
-
try {
|
|
730
|
-
verifiedOrders.set(args.clOrdID, {
|
|
731
|
-
clOrdID: args.clOrdID,
|
|
732
|
-
handlInst: args.handlInst,
|
|
733
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
734
|
-
price: Number.parseFloat(String(args.price)),
|
|
735
|
-
ordType: args.ordType,
|
|
736
|
-
side: args.side,
|
|
737
|
-
symbol: args.symbol,
|
|
738
|
-
timeInForce: args.timeInForce
|
|
739
|
-
});
|
|
740
|
-
return {
|
|
741
|
-
content: [
|
|
742
|
-
{
|
|
743
|
-
type: "text",
|
|
744
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
745
|
-
|
|
746
|
-
Parameters verified:
|
|
747
|
-
- ClOrdID: ${args.clOrdID}
|
|
748
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
749
|
-
- Quantity: ${args.quantity}
|
|
750
|
-
- Price: ${args.price}
|
|
751
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
752
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
753
|
-
- Symbol: ${args.symbol}
|
|
754
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
755
|
-
|
|
756
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
757
|
-
uri: "verifyOrder"
|
|
758
|
-
}
|
|
759
|
-
]
|
|
760
|
-
};
|
|
761
|
-
} catch (error) {
|
|
762
|
-
return {
|
|
763
|
-
content: [
|
|
764
|
-
{
|
|
765
|
-
type: "text",
|
|
766
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
767
|
-
uri: "verifyOrder"
|
|
768
|
-
}
|
|
769
|
-
],
|
|
770
|
-
isError: true
|
|
771
|
-
};
|
|
772
|
-
}
|
|
773
|
-
};
|
|
774
|
-
};
|
|
775
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
776
|
-
return async (args) => {
|
|
777
|
-
try {
|
|
778
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
779
|
-
if (!verifiedOrder) {
|
|
780
|
-
return {
|
|
781
|
-
content: [
|
|
782
|
-
{
|
|
783
|
-
type: "text",
|
|
784
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
785
|
-
uri: "executeOrder"
|
|
786
|
-
}
|
|
787
|
-
],
|
|
788
|
-
isError: true
|
|
789
|
-
};
|
|
790
|
-
}
|
|
791
|
-
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) {
|
|
792
|
-
return {
|
|
793
|
-
content: [
|
|
794
|
-
{
|
|
795
|
-
type: "text",
|
|
796
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
797
|
-
uri: "executeOrder"
|
|
798
|
-
}
|
|
799
|
-
],
|
|
800
|
-
isError: true
|
|
801
|
-
};
|
|
802
|
-
}
|
|
803
|
-
const response = new Promise((resolve) => {
|
|
804
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
805
|
-
});
|
|
806
|
-
const order = parser.createMessage(
|
|
807
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
808
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
809
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
810
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
811
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
812
|
-
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
813
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
814
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
815
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
816
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
817
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
818
|
-
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
819
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
820
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
821
|
-
);
|
|
822
|
-
if (!parser.connected) {
|
|
823
|
-
return {
|
|
824
|
-
content: [
|
|
825
|
-
{
|
|
826
|
-
type: "text",
|
|
827
|
-
text: "Error: Not connected. Ignoring message.",
|
|
828
|
-
uri: "executeOrder"
|
|
829
|
-
}
|
|
830
|
-
],
|
|
831
|
-
isError: true
|
|
832
|
-
};
|
|
833
|
-
}
|
|
834
|
-
parser.send(order);
|
|
835
|
-
const fixData = await response;
|
|
836
|
-
verifiedOrders.delete(args.clOrdID);
|
|
837
|
-
return {
|
|
838
|
-
content: [
|
|
839
|
-
{
|
|
840
|
-
type: "text",
|
|
841
|
-
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())}`,
|
|
842
|
-
uri: "executeOrder"
|
|
843
|
-
}
|
|
844
|
-
]
|
|
845
|
-
};
|
|
846
|
-
} catch (error) {
|
|
847
|
-
return {
|
|
848
|
-
content: [
|
|
849
|
-
{
|
|
850
|
-
type: "text",
|
|
851
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
852
|
-
uri: "executeOrder"
|
|
853
|
-
}
|
|
854
|
-
],
|
|
855
|
-
isError: true
|
|
856
|
-
};
|
|
857
|
-
}
|
|
858
|
-
};
|
|
859
|
-
};
|
|
860
|
-
|
|
861
|
-
// src/tools/parse.ts
|
|
862
|
-
var createParseHandler = (parser) => {
|
|
863
|
-
return async (args) => {
|
|
864
|
-
try {
|
|
865
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
866
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
867
|
-
return {
|
|
868
|
-
content: [
|
|
869
|
-
{
|
|
870
|
-
type: "text",
|
|
871
|
-
text: "Error: Failed to parse FIX string",
|
|
872
|
-
uri: "parse"
|
|
873
|
-
}
|
|
874
|
-
],
|
|
875
|
-
isError: true
|
|
876
|
-
};
|
|
877
|
-
}
|
|
878
|
-
return {
|
|
879
|
-
content: [
|
|
880
|
-
{
|
|
881
|
-
type: "text",
|
|
882
|
-
text: `${parsedMessage[0].description}
|
|
883
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
884
|
-
uri: "parse"
|
|
885
|
-
}
|
|
886
|
-
]
|
|
887
|
-
};
|
|
888
|
-
} catch (error) {
|
|
889
|
-
return {
|
|
890
|
-
content: [
|
|
891
|
-
{
|
|
892
|
-
type: "text",
|
|
893
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
894
|
-
uri: "parse"
|
|
895
|
-
}
|
|
896
|
-
],
|
|
897
|
-
isError: true
|
|
898
|
-
};
|
|
899
|
-
}
|
|
900
|
-
};
|
|
901
|
-
};
|
|
902
|
-
|
|
903
|
-
// src/tools/parseToJSON.ts
|
|
904
|
-
var createParseToJSONHandler = (parser) => {
|
|
905
|
-
return async (args) => {
|
|
906
|
-
try {
|
|
907
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
908
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
909
|
-
return {
|
|
910
|
-
content: [
|
|
911
|
-
{
|
|
912
|
-
type: "text",
|
|
913
|
-
text: "Error: Failed to parse FIX string",
|
|
914
|
-
uri: "parseToJSON"
|
|
915
|
-
}
|
|
916
|
-
],
|
|
917
|
-
isError: true
|
|
918
|
-
};
|
|
919
|
-
}
|
|
920
|
-
return {
|
|
921
|
-
content: [
|
|
922
|
-
{
|
|
923
|
-
type: "text",
|
|
924
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
925
|
-
uri: "parseToJSON"
|
|
926
|
-
}
|
|
927
|
-
]
|
|
928
|
-
};
|
|
929
|
-
} catch (error) {
|
|
930
|
-
return {
|
|
931
|
-
content: [
|
|
932
|
-
{
|
|
933
|
-
type: "text",
|
|
934
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
935
|
-
uri: "parseToJSON"
|
|
936
|
-
}
|
|
937
|
-
],
|
|
938
|
-
isError: true
|
|
939
|
-
};
|
|
940
|
-
}
|
|
941
|
-
};
|
|
942
|
-
};
|
|
943
|
-
|
|
944
|
-
// src/tools/index.ts
|
|
945
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
946
|
-
parse: createParseHandler(parser),
|
|
947
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
948
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
949
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
950
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
951
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
952
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
953
|
-
});
|
|
954
|
-
|
|
955
|
-
// src/utils/messageHandler.ts
|
|
956
|
-
var import_fixparser3 = require("fixparser");
|
|
957
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
958
|
-
parser.logger.log({
|
|
959
|
-
level: "info",
|
|
960
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
961
|
-
});
|
|
962
|
-
const msgType = message.messageType;
|
|
963
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
964
|
-
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
965
|
-
const fixJson = message.toFIXJSON();
|
|
966
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
967
|
-
const data = {
|
|
968
|
-
timestamp: Date.now(),
|
|
969
|
-
bid: 0,
|
|
970
|
-
offer: 0,
|
|
971
|
-
spread: 0,
|
|
972
|
-
volume: 0,
|
|
973
|
-
trade: 0,
|
|
974
|
-
indexValue: 0,
|
|
975
|
-
openingPrice: 0,
|
|
976
|
-
closingPrice: 0,
|
|
977
|
-
settlementPrice: 0,
|
|
978
|
-
tradingSessionHighPrice: 0,
|
|
979
|
-
tradingSessionLowPrice: 0,
|
|
980
|
-
vwap: 0,
|
|
981
|
-
imbalance: 0,
|
|
982
|
-
openInterest: 0,
|
|
983
|
-
compositeUnderlyingPrice: 0,
|
|
984
|
-
simulatedSellPrice: 0,
|
|
985
|
-
simulatedBuyPrice: 0,
|
|
986
|
-
marginRate: 0,
|
|
987
|
-
midPrice: 0,
|
|
988
|
-
emptyBook: 0,
|
|
989
|
-
settleHighPrice: 0,
|
|
990
|
-
settleLowPrice: 0,
|
|
991
|
-
priorSettlePrice: 0,
|
|
992
|
-
sessionHighBid: 0,
|
|
993
|
-
sessionLowOffer: 0,
|
|
994
|
-
earlyPrices: 0,
|
|
995
|
-
auctionClearingPrice: 0,
|
|
996
|
-
swapValueFactor: 0,
|
|
997
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
998
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
999
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
1000
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1001
|
-
fixingPrice: 0,
|
|
1002
|
-
cashRate: 0,
|
|
1003
|
-
recoveryRate: 0,
|
|
1004
|
-
recoveryRateForLong: 0,
|
|
1005
|
-
recoveryRateForShort: 0,
|
|
1006
|
-
marketBid: 0,
|
|
1007
|
-
marketOffer: 0,
|
|
1008
|
-
shortSaleMinPrice: 0,
|
|
1009
|
-
previousClosingPrice: 0,
|
|
1010
|
-
thresholdLimitPriceBanding: 0,
|
|
1011
|
-
dailyFinancingValue: 0,
|
|
1012
|
-
accruedFinancingValue: 0,
|
|
1013
|
-
twap: 0
|
|
1014
|
-
};
|
|
1015
|
-
for (const entry of entries) {
|
|
1016
|
-
const entryType = entry.MDEntryType;
|
|
1017
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1018
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1019
|
-
switch (entryType) {
|
|
1020
|
-
case import_fixparser3.MDEntryType.Bid:
|
|
1021
|
-
data.bid = price;
|
|
1022
|
-
break;
|
|
1023
|
-
case import_fixparser3.MDEntryType.Offer:
|
|
1024
|
-
data.offer = price;
|
|
1025
|
-
break;
|
|
1026
|
-
case import_fixparser3.MDEntryType.Trade:
|
|
1027
|
-
data.trade = price;
|
|
1028
|
-
break;
|
|
1029
|
-
case import_fixparser3.MDEntryType.IndexValue:
|
|
1030
|
-
data.indexValue = price;
|
|
1031
|
-
break;
|
|
1032
|
-
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1033
|
-
data.openingPrice = price;
|
|
1034
|
-
break;
|
|
1035
|
-
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1036
|
-
data.closingPrice = price;
|
|
1037
|
-
break;
|
|
1038
|
-
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1039
|
-
data.settlementPrice = price;
|
|
1040
|
-
break;
|
|
1041
|
-
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1042
|
-
data.tradingSessionHighPrice = price;
|
|
1043
|
-
break;
|
|
1044
|
-
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1045
|
-
data.tradingSessionLowPrice = price;
|
|
1046
|
-
break;
|
|
1047
|
-
case import_fixparser3.MDEntryType.VWAP:
|
|
1048
|
-
data.vwap = price;
|
|
1049
|
-
break;
|
|
1050
|
-
case import_fixparser3.MDEntryType.Imbalance:
|
|
1051
|
-
data.imbalance = size;
|
|
1052
|
-
break;
|
|
1053
|
-
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1054
|
-
data.volume = size;
|
|
1055
|
-
break;
|
|
1056
|
-
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1057
|
-
data.openInterest = size;
|
|
1058
|
-
break;
|
|
1059
|
-
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1060
|
-
data.compositeUnderlyingPrice = price;
|
|
1061
|
-
break;
|
|
1062
|
-
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1063
|
-
data.simulatedSellPrice = price;
|
|
1064
|
-
break;
|
|
1065
|
-
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1066
|
-
data.simulatedBuyPrice = price;
|
|
1067
|
-
break;
|
|
1068
|
-
case import_fixparser3.MDEntryType.MarginRate:
|
|
1069
|
-
data.marginRate = price;
|
|
1070
|
-
break;
|
|
1071
|
-
case import_fixparser3.MDEntryType.MidPrice:
|
|
1072
|
-
data.midPrice = price;
|
|
1073
|
-
break;
|
|
1074
|
-
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1075
|
-
data.emptyBook = 1;
|
|
1076
|
-
break;
|
|
1077
|
-
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1078
|
-
data.settleHighPrice = price;
|
|
1079
|
-
break;
|
|
1080
|
-
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1081
|
-
data.settleLowPrice = price;
|
|
1082
|
-
break;
|
|
1083
|
-
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1084
|
-
data.priorSettlePrice = price;
|
|
1085
|
-
break;
|
|
1086
|
-
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1087
|
-
data.sessionHighBid = price;
|
|
1088
|
-
break;
|
|
1089
|
-
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1090
|
-
data.sessionLowOffer = price;
|
|
1091
|
-
break;
|
|
1092
|
-
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1093
|
-
data.earlyPrices = price;
|
|
1094
|
-
break;
|
|
1095
|
-
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1096
|
-
data.auctionClearingPrice = price;
|
|
1097
|
-
break;
|
|
1098
|
-
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1099
|
-
data.swapValueFactor = price;
|
|
1100
|
-
break;
|
|
1101
|
-
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1102
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1103
|
-
break;
|
|
1104
|
-
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1105
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1106
|
-
break;
|
|
1107
|
-
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1108
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1109
|
-
break;
|
|
1110
|
-
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1111
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1112
|
-
break;
|
|
1113
|
-
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1114
|
-
data.fixingPrice = price;
|
|
1115
|
-
break;
|
|
1116
|
-
case import_fixparser3.MDEntryType.CashRate:
|
|
1117
|
-
data.cashRate = price;
|
|
1118
|
-
break;
|
|
1119
|
-
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1120
|
-
data.recoveryRate = price;
|
|
1121
|
-
break;
|
|
1122
|
-
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1123
|
-
data.recoveryRateForLong = price;
|
|
1124
|
-
break;
|
|
1125
|
-
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1126
|
-
data.recoveryRateForShort = price;
|
|
1127
|
-
break;
|
|
1128
|
-
case import_fixparser3.MDEntryType.MarketBid:
|
|
1129
|
-
data.marketBid = price;
|
|
1130
|
-
break;
|
|
1131
|
-
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1132
|
-
data.marketOffer = price;
|
|
1133
|
-
break;
|
|
1134
|
-
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1135
|
-
data.shortSaleMinPrice = price;
|
|
1136
|
-
break;
|
|
1137
|
-
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1138
|
-
data.previousClosingPrice = price;
|
|
1139
|
-
break;
|
|
1140
|
-
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1141
|
-
data.thresholdLimitPriceBanding = price;
|
|
1142
|
-
break;
|
|
1143
|
-
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1144
|
-
data.dailyFinancingValue = price;
|
|
1145
|
-
break;
|
|
1146
|
-
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1147
|
-
data.accruedFinancingValue = price;
|
|
1148
|
-
break;
|
|
1149
|
-
case import_fixparser3.MDEntryType.TWAP:
|
|
1150
|
-
data.twap = price;
|
|
1151
|
-
break;
|
|
1152
|
-
}
|
|
1153
|
-
}
|
|
1154
|
-
data.spread = data.offer - data.bid;
|
|
1155
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1156
|
-
marketDataPrices.set(symbol, []);
|
|
1157
|
-
}
|
|
1158
|
-
const prices = marketDataPrices.get(symbol);
|
|
1159
|
-
prices.push(data);
|
|
1160
|
-
if (prices.length > maxPriceHistory) {
|
|
1161
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1162
|
-
}
|
|
1163
|
-
onPriceUpdate?.(symbol, data);
|
|
1164
|
-
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1165
|
-
if (mdReqID) {
|
|
1166
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1167
|
-
if (callback) {
|
|
1168
|
-
callback(message);
|
|
1169
|
-
pendingRequests.delete(mdReqID);
|
|
1170
|
-
}
|
|
1171
|
-
}
|
|
1172
|
-
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1173
|
-
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1174
|
-
const callback = pendingRequests.get(reqId);
|
|
1175
|
-
if (callback) {
|
|
1176
|
-
callback(message);
|
|
1177
|
-
pendingRequests.delete(reqId);
|
|
1178
|
-
}
|
|
1179
|
-
}
|
|
1180
|
-
}
|
|
1181
|
-
|
|
1182
|
-
// src/MCPRemote.ts
|
|
1183
|
-
var transports = {};
|
|
1184
|
-
function jsonSchemaToZod(schema) {
|
|
1185
|
-
if (schema.type === "object") {
|
|
1186
|
-
const shape = {};
|
|
1187
|
-
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1188
|
-
const propSchema = prop;
|
|
1189
|
-
if (propSchema.type === "string") {
|
|
1190
|
-
if (propSchema.enum) {
|
|
1191
|
-
shape[key] = import_zod.z.enum(propSchema.enum);
|
|
1192
|
-
} else {
|
|
1193
|
-
shape[key] = import_zod.z.string();
|
|
1194
|
-
}
|
|
1195
|
-
} else if (propSchema.type === "number") {
|
|
1196
|
-
shape[key] = import_zod.z.number();
|
|
1197
|
-
} else if (propSchema.type === "boolean") {
|
|
1198
|
-
shape[key] = import_zod.z.boolean();
|
|
1199
|
-
} else if (propSchema.type === "array") {
|
|
1200
|
-
if (propSchema.items.type === "string") {
|
|
1201
|
-
shape[key] = import_zod.z.array(import_zod.z.string());
|
|
1202
|
-
} else if (propSchema.items.type === "number") {
|
|
1203
|
-
shape[key] = import_zod.z.array(import_zod.z.number());
|
|
1204
|
-
} else if (propSchema.items.type === "boolean") {
|
|
1205
|
-
shape[key] = import_zod.z.array(import_zod.z.boolean());
|
|
1206
|
-
} else {
|
|
1207
|
-
shape[key] = import_zod.z.array(import_zod.z.any());
|
|
1208
|
-
}
|
|
1209
|
-
} else {
|
|
1210
|
-
shape[key] = import_zod.z.any();
|
|
1211
|
-
}
|
|
1212
|
-
}
|
|
1213
|
-
return shape;
|
|
1214
|
-
}
|
|
1215
|
-
return {};
|
|
1216
|
-
}
|
|
1217
|
-
var MCPRemote = class extends MCPBase {
|
|
1218
|
-
/**
|
|
1219
|
-
* Port number the server will listen on.
|
|
1220
47
|
* @private
|
|
1221
48
|
*/
|
|
1222
|
-
|
|
49
|
+
parser;
|
|
1223
50
|
/**
|
|
1224
51
|
* Node.js HTTP server instance created internally.
|
|
1225
52
|
* @private
|
|
1226
53
|
*/
|
|
1227
|
-
|
|
54
|
+
server;
|
|
1228
55
|
/**
|
|
1229
56
|
* MCP server instance handling MCP protocol logic.
|
|
1230
57
|
* @private
|
|
@@ -1234,74 +61,90 @@ var MCPRemote = class extends MCPBase {
|
|
|
1234
61
|
* Optional name of the plugin/server instance.
|
|
1235
62
|
* @private
|
|
1236
63
|
*/
|
|
1237
|
-
|
|
64
|
+
name;
|
|
1238
65
|
/**
|
|
1239
66
|
* Optional version string of the plugin/server.
|
|
1240
67
|
* @private
|
|
1241
68
|
*/
|
|
1242
|
-
|
|
69
|
+
version;
|
|
1243
70
|
/**
|
|
1244
|
-
*
|
|
71
|
+
* Called when server is setup and listening.
|
|
1245
72
|
* @private
|
|
1246
73
|
*/
|
|
1247
|
-
|
|
74
|
+
onReady = void 0;
|
|
1248
75
|
/**
|
|
1249
|
-
*
|
|
76
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
77
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
78
|
+
* FIX Message is received.
|
|
1250
79
|
* @private
|
|
80
|
+
* @type {Map<string, (data: Message) => void>}
|
|
1251
81
|
*/
|
|
1252
82
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1253
|
-
/**
|
|
1254
|
-
* Map to store market data prices for each symbol
|
|
1255
|
-
* @private
|
|
1256
|
-
*/
|
|
1257
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1258
|
-
/**
|
|
1259
|
-
* Maximum number of price history entries to keep per symbol
|
|
1260
|
-
* @private
|
|
1261
|
-
*/
|
|
1262
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
1263
83
|
constructor({ port, logger, onReady }) {
|
|
1264
|
-
super({ logger, onReady });
|
|
1265
84
|
this.port = port;
|
|
85
|
+
if (logger) this.logger = logger;
|
|
86
|
+
if (onReady) this.onReady = onReady;
|
|
1266
87
|
}
|
|
1267
88
|
async register(parser) {
|
|
1268
89
|
this.parser = parser;
|
|
90
|
+
this.parser.addOnMessageCallback((message) => {
|
|
91
|
+
this.logger?.log({
|
|
92
|
+
level: "info",
|
|
93
|
+
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
94
|
+
});
|
|
95
|
+
const msgType = message.messageType;
|
|
96
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
|
|
97
|
+
const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
|
|
98
|
+
if (idField) {
|
|
99
|
+
const id = idField.value;
|
|
100
|
+
if (typeof id === "string" || typeof id === "number") {
|
|
101
|
+
const callback = this.pendingRequests.get(String(id));
|
|
102
|
+
if (callback) {
|
|
103
|
+
callback(message);
|
|
104
|
+
this.pendingRequests.delete(String(id));
|
|
105
|
+
}
|
|
106
|
+
}
|
|
107
|
+
}
|
|
108
|
+
}
|
|
109
|
+
});
|
|
1269
110
|
this.logger = parser.logger;
|
|
1270
111
|
this.logger?.log({
|
|
1271
112
|
level: "info",
|
|
1272
113
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
1273
114
|
});
|
|
1274
|
-
this.
|
|
1275
|
-
if (this.parser) {
|
|
1276
|
-
handleMessage(
|
|
1277
|
-
message,
|
|
1278
|
-
this.parser,
|
|
1279
|
-
this.pendingRequests,
|
|
1280
|
-
this.marketDataPrices,
|
|
1281
|
-
this.MAX_PRICE_HISTORY
|
|
1282
|
-
);
|
|
1283
|
-
}
|
|
1284
|
-
});
|
|
1285
|
-
this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
|
|
1286
|
-
this.logger?.log({
|
|
1287
|
-
level: "info",
|
|
1288
|
-
message: `Incoming request: ${req.method} ${req.url}`
|
|
1289
|
-
});
|
|
115
|
+
this.server = (0, import_node_http.createServer)(async (req, res) => {
|
|
1290
116
|
if (!req.url || !req.method) {
|
|
1291
|
-
this.logger?.log({
|
|
1292
|
-
level: "error",
|
|
1293
|
-
message: "Invalid request: missing URL or method"
|
|
1294
|
-
});
|
|
1295
117
|
res.writeHead(400);
|
|
1296
118
|
res.end("Bad Request");
|
|
1297
119
|
return;
|
|
1298
120
|
}
|
|
1299
|
-
|
|
121
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
122
|
+
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
123
|
+
const config = {
|
|
124
|
+
issuer: "https://accounts.google.com",
|
|
125
|
+
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
126
|
+
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
127
|
+
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
128
|
+
response_types_supported: [
|
|
129
|
+
"code",
|
|
130
|
+
"token",
|
|
131
|
+
"id_token",
|
|
132
|
+
"code token",
|
|
133
|
+
"code id_token",
|
|
134
|
+
"token id_token",
|
|
135
|
+
"code token id_token"
|
|
136
|
+
],
|
|
137
|
+
subject_types_supported: ["public"],
|
|
138
|
+
id_token_signing_alg_values_supported: ["RS256"],
|
|
139
|
+
scopes_supported: ["openid", "email", "profile"],
|
|
140
|
+
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
141
|
+
};
|
|
142
|
+
res.writeHead(200, { "Content-Type": "application/json" });
|
|
143
|
+
res.end(JSON.stringify(config));
|
|
144
|
+
return;
|
|
145
|
+
}
|
|
146
|
+
if (url.pathname === "/") {
|
|
1300
147
|
const sessionId = req.headers["mcp-session-id"];
|
|
1301
|
-
this.logger?.log({
|
|
1302
|
-
level: "info",
|
|
1303
|
-
message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
|
|
1304
|
-
});
|
|
1305
148
|
if (req.method === "POST") {
|
|
1306
149
|
const bodyChunks = [];
|
|
1307
150
|
req.on("data", (chunk) => {
|
|
@@ -1312,61 +155,33 @@ var MCPRemote = class extends MCPBase {
|
|
|
1312
155
|
const body = Buffer.concat(bodyChunks).toString();
|
|
1313
156
|
try {
|
|
1314
157
|
parsed = JSON.parse(body);
|
|
1315
|
-
this.logger?.log({
|
|
1316
|
-
level: "info",
|
|
1317
|
-
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
1318
|
-
});
|
|
1319
158
|
} catch (err) {
|
|
1320
|
-
this.logger?.log({
|
|
1321
|
-
level: "error",
|
|
1322
|
-
message: `Failed to parse JSON body: ${err}`
|
|
1323
|
-
});
|
|
1324
159
|
res.writeHead(400);
|
|
1325
160
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
1326
161
|
return;
|
|
1327
162
|
}
|
|
1328
163
|
let transport;
|
|
1329
164
|
if (sessionId && transports[sessionId]) {
|
|
1330
|
-
this.logger?.log({
|
|
1331
|
-
level: "info",
|
|
1332
|
-
message: `Using existing transport for session: ${sessionId}`
|
|
1333
|
-
});
|
|
1334
165
|
transport = transports[sessionId];
|
|
1335
166
|
} else if (!sessionId && req.method === "POST" && (0, import_types.isInitializeRequest)(parsed)) {
|
|
1336
|
-
this.logger?.log({
|
|
1337
|
-
level: "info",
|
|
1338
|
-
message: "Creating new transport for initialization request"
|
|
1339
|
-
});
|
|
1340
167
|
transport = new import_streamableHttp.StreamableHTTPServerTransport({
|
|
1341
168
|
sessionIdGenerator: () => (0, import_node_crypto.randomUUID)(),
|
|
1342
169
|
onsessioninitialized: (sessionId2) => {
|
|
1343
|
-
this.logger?.log({
|
|
1344
|
-
level: "info",
|
|
1345
|
-
message: `New session initialized: ${sessionId2}`
|
|
1346
|
-
});
|
|
1347
170
|
transports[sessionId2] = transport;
|
|
1348
171
|
}
|
|
1349
172
|
});
|
|
1350
173
|
transport.onclose = () => {
|
|
1351
174
|
if (transport.sessionId) {
|
|
1352
|
-
this.logger?.log({
|
|
1353
|
-
level: "info",
|
|
1354
|
-
message: `Session closed: ${transport.sessionId}`
|
|
1355
|
-
});
|
|
1356
175
|
delete transports[transport.sessionId];
|
|
1357
176
|
}
|
|
1358
177
|
};
|
|
1359
178
|
this.mcpServer = new import_mcp.McpServer({
|
|
1360
|
-
name: this.
|
|
1361
|
-
version: this.
|
|
179
|
+
name: this.name || "FIXParser",
|
|
180
|
+
version: this.version || "1.0.0"
|
|
1362
181
|
});
|
|
1363
|
-
this.
|
|
182
|
+
this.addWorkflows();
|
|
1364
183
|
await this.mcpServer.connect(transport);
|
|
1365
184
|
} else {
|
|
1366
|
-
this.logger?.log({
|
|
1367
|
-
level: "error",
|
|
1368
|
-
message: "Invalid request: No valid session ID provided"
|
|
1369
|
-
});
|
|
1370
185
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
1371
186
|
res.end(
|
|
1372
187
|
JSON.stringify({
|
|
@@ -1380,62 +195,26 @@ var MCPRemote = class extends MCPBase {
|
|
|
1380
195
|
);
|
|
1381
196
|
return;
|
|
1382
197
|
}
|
|
1383
|
-
|
|
1384
|
-
await transport.handleRequest(req, res, parsed);
|
|
1385
|
-
this.logger?.log({
|
|
1386
|
-
level: "info",
|
|
1387
|
-
message: "Request handled successfully"
|
|
1388
|
-
});
|
|
1389
|
-
} catch (error) {
|
|
1390
|
-
this.logger?.log({
|
|
1391
|
-
level: "error",
|
|
1392
|
-
message: `Error handling request: ${error}`
|
|
1393
|
-
});
|
|
1394
|
-
throw error;
|
|
1395
|
-
}
|
|
198
|
+
await transport.handleRequest(req, res, parsed);
|
|
1396
199
|
});
|
|
1397
200
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1398
201
|
if (!sessionId || !transports[sessionId]) {
|
|
1399
|
-
this.logger?.log({
|
|
1400
|
-
level: "error",
|
|
1401
|
-
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1402
|
-
});
|
|
1403
202
|
res.writeHead(400);
|
|
1404
203
|
res.end("Invalid or missing session ID");
|
|
1405
204
|
return;
|
|
1406
205
|
}
|
|
1407
206
|
const transport = transports[sessionId];
|
|
1408
|
-
|
|
1409
|
-
await transport.handleRequest(req, res);
|
|
1410
|
-
this.logger?.log({
|
|
1411
|
-
level: "info",
|
|
1412
|
-
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1413
|
-
});
|
|
1414
|
-
} catch (error) {
|
|
1415
|
-
this.logger?.log({
|
|
1416
|
-
level: "error",
|
|
1417
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1418
|
-
});
|
|
1419
|
-
throw error;
|
|
1420
|
-
}
|
|
207
|
+
await transport.handleRequest(req, res);
|
|
1421
208
|
} else {
|
|
1422
|
-
this.logger?.log({
|
|
1423
|
-
level: "error",
|
|
1424
|
-
message: `Method not allowed: ${req.method}`
|
|
1425
|
-
});
|
|
1426
209
|
res.writeHead(405);
|
|
1427
210
|
res.end("Method Not Allowed");
|
|
1428
211
|
}
|
|
1429
|
-
|
|
1430
|
-
this.logger?.log({
|
|
1431
|
-
level: "error",
|
|
1432
|
-
message: `Not found: ${req.url}`
|
|
1433
|
-
});
|
|
1434
|
-
res.writeHead(404);
|
|
1435
|
-
res.end("Not Found");
|
|
212
|
+
return;
|
|
1436
213
|
}
|
|
214
|
+
res.writeHead(404);
|
|
215
|
+
res.end("Not Found");
|
|
1437
216
|
});
|
|
1438
|
-
this.
|
|
217
|
+
this.server.listen(this.port, () => {
|
|
1439
218
|
this.logger?.log({
|
|
1440
219
|
level: "info",
|
|
1441
220
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1445,55 +224,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1445
224
|
this.onReady();
|
|
1446
225
|
}
|
|
1447
226
|
}
|
|
1448
|
-
|
|
227
|
+
addWorkflows() {
|
|
1449
228
|
if (!this.parser) {
|
|
1450
229
|
this.logger?.log({
|
|
1451
230
|
level: "error",
|
|
1452
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
231
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1453
232
|
});
|
|
1454
233
|
return;
|
|
1455
234
|
}
|
|
1456
235
|
if (!this.mcpServer) {
|
|
1457
236
|
this.logger?.log({
|
|
1458
237
|
level: "error",
|
|
1459
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
238
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1460
239
|
});
|
|
1461
240
|
return;
|
|
1462
241
|
}
|
|
1463
|
-
|
|
1464
|
-
|
|
1465
|
-
|
|
1466
|
-
|
|
1467
|
-
|
|
242
|
+
this.mcpServer.tool(
|
|
243
|
+
"parse",
|
|
244
|
+
"Parses a FIX message and describes it in plain language",
|
|
245
|
+
{ fixString: import_zod.z.string() },
|
|
246
|
+
async ({ fixString }) => {
|
|
247
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
248
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
249
|
+
this.logger?.log({
|
|
250
|
+
level: "error",
|
|
251
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
252
|
+
});
|
|
253
|
+
return {
|
|
254
|
+
isError: true,
|
|
255
|
+
content: [
|
|
256
|
+
{
|
|
257
|
+
type: "text",
|
|
258
|
+
text: "Error: Failed to parse FIX string"
|
|
259
|
+
}
|
|
260
|
+
]
|
|
261
|
+
};
|
|
262
|
+
}
|
|
263
|
+
return {
|
|
264
|
+
content: [
|
|
265
|
+
{
|
|
266
|
+
type: "text",
|
|
267
|
+
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
268
|
+
}
|
|
269
|
+
]
|
|
270
|
+
};
|
|
271
|
+
}
|
|
1468
272
|
);
|
|
1469
|
-
|
|
1470
|
-
|
|
1471
|
-
|
|
1472
|
-
|
|
1473
|
-
|
|
1474
|
-
|
|
1475
|
-
|
|
1476
|
-
|
|
1477
|
-
|
|
1478
|
-
|
|
1479
|
-
|
|
1480
|
-
|
|
1481
|
-
{
|
|
1482
|
-
type: "text",
|
|
1483
|
-
text: `Tool not found: ${name}`
|
|
1484
|
-
}
|
|
1485
|
-
],
|
|
1486
|
-
isError: true
|
|
1487
|
-
};
|
|
273
|
+
this.mcpServer.prompt(
|
|
274
|
+
"parse",
|
|
275
|
+
"Parses a FIX message and describes it in plain language",
|
|
276
|
+
{ fixString: import_zod.z.string() },
|
|
277
|
+
({ fixString }) => ({
|
|
278
|
+
messages: [
|
|
279
|
+
{
|
|
280
|
+
role: "user",
|
|
281
|
+
content: {
|
|
282
|
+
type: "text",
|
|
283
|
+
text: `Please parse and explain this FIX message: ${fixString}`
|
|
284
|
+
}
|
|
1488
285
|
}
|
|
1489
|
-
|
|
286
|
+
]
|
|
287
|
+
})
|
|
288
|
+
);
|
|
289
|
+
this.mcpServer.tool(
|
|
290
|
+
"parseToJSON",
|
|
291
|
+
"Parses a FIX message into JSON",
|
|
292
|
+
{ fixString: import_zod.z.string() },
|
|
293
|
+
async ({ fixString }) => {
|
|
294
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
295
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
296
|
+
this.logger?.log({
|
|
297
|
+
level: "error",
|
|
298
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
299
|
+
});
|
|
1490
300
|
return {
|
|
1491
|
-
|
|
1492
|
-
|
|
301
|
+
isError: true,
|
|
302
|
+
content: [
|
|
303
|
+
{
|
|
304
|
+
type: "text",
|
|
305
|
+
text: "Error: Failed to parse FIX string"
|
|
306
|
+
}
|
|
307
|
+
]
|
|
1493
308
|
};
|
|
1494
309
|
}
|
|
1495
|
-
|
|
1496
|
-
|
|
310
|
+
return {
|
|
311
|
+
content: [
|
|
312
|
+
{
|
|
313
|
+
type: "text",
|
|
314
|
+
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
315
|
+
}
|
|
316
|
+
]
|
|
317
|
+
};
|
|
318
|
+
}
|
|
319
|
+
);
|
|
320
|
+
this.mcpServer.prompt(
|
|
321
|
+
"parseToJSON",
|
|
322
|
+
"Parses a FIX message into JSON",
|
|
323
|
+
{ fixString: import_zod.z.string() },
|
|
324
|
+
({ fixString }) => ({
|
|
325
|
+
messages: [
|
|
326
|
+
{
|
|
327
|
+
role: "user",
|
|
328
|
+
content: {
|
|
329
|
+
type: "text",
|
|
330
|
+
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
331
|
+
}
|
|
332
|
+
}
|
|
333
|
+
]
|
|
334
|
+
})
|
|
335
|
+
);
|
|
336
|
+
this.mcpServer.tool(
|
|
337
|
+
"newOrderSingle",
|
|
338
|
+
"Creates and sends a New Order Single",
|
|
339
|
+
{
|
|
340
|
+
clOrdID: import_zod.z.string(),
|
|
341
|
+
handlInst: import_zod.z.enum(["1", "2", "3"]).default(import_fixparser.HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
342
|
+
quantity: import_zod.z.number(),
|
|
343
|
+
price: import_zod.z.number(),
|
|
344
|
+
ordType: import_zod.z.enum([
|
|
345
|
+
"1",
|
|
346
|
+
"2",
|
|
347
|
+
"3",
|
|
348
|
+
"4",
|
|
349
|
+
"5",
|
|
350
|
+
"6",
|
|
351
|
+
"7",
|
|
352
|
+
"8",
|
|
353
|
+
"9",
|
|
354
|
+
"A",
|
|
355
|
+
"B",
|
|
356
|
+
"C",
|
|
357
|
+
"D",
|
|
358
|
+
"E",
|
|
359
|
+
"F",
|
|
360
|
+
"G",
|
|
361
|
+
"H",
|
|
362
|
+
"I",
|
|
363
|
+
"J",
|
|
364
|
+
"K",
|
|
365
|
+
"L",
|
|
366
|
+
"M",
|
|
367
|
+
"P",
|
|
368
|
+
"Q",
|
|
369
|
+
"R",
|
|
370
|
+
"S"
|
|
371
|
+
]).default(import_fixparser.OrdType.Market).optional(),
|
|
372
|
+
side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
373
|
+
// 1 = Buy, 2 = Sell...
|
|
374
|
+
symbol: import_zod.z.string(),
|
|
375
|
+
timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional()
|
|
376
|
+
},
|
|
377
|
+
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
378
|
+
const response = new Promise((resolve) => {
|
|
379
|
+
this.pendingRequests.set(clOrdID, resolve);
|
|
380
|
+
});
|
|
381
|
+
const order = this.parser?.createMessage(
|
|
382
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
383
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
384
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
385
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
386
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
387
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
|
|
388
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, side),
|
|
389
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
390
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
391
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
392
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
393
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
394
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
395
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
396
|
+
);
|
|
397
|
+
if (!this.parser?.connected) {
|
|
398
|
+
this.logger?.log({
|
|
399
|
+
level: "error",
|
|
400
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
401
|
+
});
|
|
402
|
+
return {
|
|
403
|
+
isError: true,
|
|
404
|
+
content: [
|
|
405
|
+
{
|
|
406
|
+
type: "text",
|
|
407
|
+
text: "Error: Not connected. Ignoring message."
|
|
408
|
+
}
|
|
409
|
+
]
|
|
410
|
+
};
|
|
411
|
+
}
|
|
412
|
+
this.parser?.send(order);
|
|
413
|
+
this.logger?.log({
|
|
414
|
+
level: "info",
|
|
415
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
416
|
+
});
|
|
417
|
+
const fixData = await response;
|
|
418
|
+
return {
|
|
419
|
+
content: [
|
|
420
|
+
{
|
|
421
|
+
type: "text",
|
|
422
|
+
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
423
|
+
}
|
|
424
|
+
]
|
|
425
|
+
};
|
|
426
|
+
}
|
|
427
|
+
);
|
|
428
|
+
this.mcpServer.prompt(
|
|
429
|
+
"newOrderSingle",
|
|
430
|
+
"Creates and sends a New Order Single",
|
|
431
|
+
{
|
|
432
|
+
clOrdID: import_zod.z.string(),
|
|
433
|
+
handlInst: import_zod.z.string(),
|
|
434
|
+
quantity: import_zod.z.string(),
|
|
435
|
+
price: import_zod.z.string(),
|
|
436
|
+
ordType: import_zod.z.string(),
|
|
437
|
+
side: import_zod.z.string(),
|
|
438
|
+
symbol: import_zod.z.string(),
|
|
439
|
+
timeInForce: import_zod.z.string()
|
|
440
|
+
},
|
|
441
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
442
|
+
messages: [
|
|
443
|
+
{
|
|
444
|
+
role: "user",
|
|
445
|
+
content: {
|
|
446
|
+
type: "text",
|
|
447
|
+
text: [
|
|
448
|
+
"Create a New Order Single FIX message with the following parameters:",
|
|
449
|
+
`- ClOrdID: ${clOrdID}`,
|
|
450
|
+
`- HandlInst: ${handlInst ?? "default"}`,
|
|
451
|
+
`- Quantity: ${quantity}`,
|
|
452
|
+
`- Price: ${price}`,
|
|
453
|
+
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
454
|
+
`- Side: ${side}`,
|
|
455
|
+
`- Symbol: ${symbol}`,
|
|
456
|
+
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
457
|
+
"",
|
|
458
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
459
|
+
].join("\n")
|
|
460
|
+
}
|
|
461
|
+
}
|
|
462
|
+
]
|
|
463
|
+
})
|
|
464
|
+
);
|
|
465
|
+
this.mcpServer.tool(
|
|
466
|
+
"marketDataRequest",
|
|
467
|
+
"Sends a request for Market Data with the given symbol",
|
|
468
|
+
{
|
|
469
|
+
mdUpdateType: import_zod.z.enum(["0", "1"]).default("0").optional(),
|
|
470
|
+
// MDUpdateType.FullRefresh
|
|
471
|
+
symbol: import_zod.z.string(),
|
|
472
|
+
mdReqID: import_zod.z.string(),
|
|
473
|
+
subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
474
|
+
mdEntryType: import_zod.z.enum([
|
|
475
|
+
"0",
|
|
476
|
+
"1",
|
|
477
|
+
"2",
|
|
478
|
+
"3",
|
|
479
|
+
"4",
|
|
480
|
+
"5",
|
|
481
|
+
"6",
|
|
482
|
+
"7",
|
|
483
|
+
"8",
|
|
484
|
+
"9",
|
|
485
|
+
"A",
|
|
486
|
+
"B",
|
|
487
|
+
"C",
|
|
488
|
+
"D",
|
|
489
|
+
"E",
|
|
490
|
+
"F",
|
|
491
|
+
"G",
|
|
492
|
+
"H",
|
|
493
|
+
"J",
|
|
494
|
+
"K",
|
|
495
|
+
"L",
|
|
496
|
+
"M",
|
|
497
|
+
"N",
|
|
498
|
+
"O",
|
|
499
|
+
"P",
|
|
500
|
+
"Q",
|
|
501
|
+
"S",
|
|
502
|
+
"R",
|
|
503
|
+
"T",
|
|
504
|
+
"U",
|
|
505
|
+
"V",
|
|
506
|
+
"W",
|
|
507
|
+
"X",
|
|
508
|
+
"Y",
|
|
509
|
+
"Z",
|
|
510
|
+
"a",
|
|
511
|
+
"b",
|
|
512
|
+
"c",
|
|
513
|
+
"d",
|
|
514
|
+
"e",
|
|
515
|
+
"g",
|
|
516
|
+
"h",
|
|
517
|
+
"i",
|
|
518
|
+
"t"
|
|
519
|
+
]).default(import_fixparser.MDEntryType.Bid).optional()
|
|
520
|
+
},
|
|
521
|
+
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
522
|
+
const response = new Promise((resolve) => {
|
|
523
|
+
this.pendingRequests.set(mdReqID, resolve);
|
|
524
|
+
});
|
|
525
|
+
const marketDataRequest = this.parser?.createMessage(
|
|
526
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
527
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
528
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
529
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
530
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
531
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
532
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
533
|
+
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
534
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
535
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
536
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
537
|
+
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
538
|
+
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
539
|
+
);
|
|
540
|
+
if (!this.parser?.connected) {
|
|
541
|
+
this.logger?.log({
|
|
542
|
+
level: "error",
|
|
543
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
544
|
+
});
|
|
545
|
+
return {
|
|
546
|
+
isError: true,
|
|
547
|
+
content: [
|
|
548
|
+
{
|
|
549
|
+
type: "text",
|
|
550
|
+
text: "Error: Not connected. Ignoring message."
|
|
551
|
+
}
|
|
552
|
+
]
|
|
553
|
+
};
|
|
554
|
+
}
|
|
555
|
+
this.parser?.send(marketDataRequest);
|
|
556
|
+
this.logger?.log({
|
|
557
|
+
level: "info",
|
|
558
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
559
|
+
});
|
|
560
|
+
const fixData = await response;
|
|
561
|
+
return {
|
|
562
|
+
content: [
|
|
563
|
+
{
|
|
564
|
+
type: "text",
|
|
565
|
+
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
566
|
+
}
|
|
567
|
+
]
|
|
568
|
+
};
|
|
569
|
+
}
|
|
570
|
+
);
|
|
571
|
+
this.mcpServer.prompt(
|
|
572
|
+
"marketDataRequest",
|
|
573
|
+
"Sends a request for Market Data with the given symbol",
|
|
574
|
+
{
|
|
575
|
+
mdUpdateType: import_zod.z.string(),
|
|
576
|
+
symbol: import_zod.z.string(),
|
|
577
|
+
mdReqID: import_zod.z.string(),
|
|
578
|
+
subscriptionRequestType: import_zod.z.string(),
|
|
579
|
+
mdEntryType: import_zod.z.string()
|
|
580
|
+
},
|
|
581
|
+
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
582
|
+
messages: [
|
|
583
|
+
{
|
|
584
|
+
role: "user",
|
|
585
|
+
content: {
|
|
586
|
+
type: "text",
|
|
587
|
+
text: [
|
|
588
|
+
"Create a Market Data Request FIX message with the following parameters:",
|
|
589
|
+
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
590
|
+
`- Symbol: ${symbol}`,
|
|
591
|
+
`- MDReqID: ${mdReqID}`,
|
|
592
|
+
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
593
|
+
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
594
|
+
"",
|
|
595
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
596
|
+
].join("\n")
|
|
597
|
+
}
|
|
598
|
+
}
|
|
599
|
+
]
|
|
600
|
+
})
|
|
601
|
+
);
|
|
1497
602
|
}
|
|
1498
603
|
};
|
|
1499
604
|
// Annotate the CommonJS export names for ESM import in node:
|