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.
@@ -1,52 +1,8 @@
1
1
  // src/MCPLocal.ts
2
2
  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
3
  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
4
+ import { Field, Fields, Messages } from "fixparser";
4
5
  import { z } from "zod";
5
-
6
- // src/MCPBase.ts
7
- var MCPBase = class {
8
- /**
9
- * Optional logger instance for diagnostics and output.
10
- * @protected
11
- */
12
- logger;
13
- /**
14
- * FIXParser instance, set during plugin register().
15
- * @protected
16
- */
17
- parser;
18
- /**
19
- * Called when server is setup and listening.
20
- * @protected
21
- */
22
- onReady = void 0;
23
- /**
24
- * Map to store verified orders before execution
25
- * @protected
26
- */
27
- verifiedOrders = /* @__PURE__ */ new Map();
28
- /**
29
- * Map to store pending market data requests
30
- * @protected
31
- */
32
- pendingRequests = /* @__PURE__ */ new Map();
33
- /**
34
- * Map to store market data prices
35
- * @protected
36
- */
37
- marketDataPrices = /* @__PURE__ */ new Map();
38
- /**
39
- * Maximum number of price history entries to keep per symbol
40
- * @protected
41
- */
42
- MAX_PRICE_HISTORY = 1e5;
43
- constructor({ logger, onReady }) {
44
- this.logger = logger;
45
- this.onReady = onReady;
46
- }
47
- };
48
-
49
- // src/schemas/schemas.ts
50
6
  var toolSchemas = {
51
7
  parse: {
52
8
  description: "Parses a FIX message and describes it in plain language",
@@ -129,7 +85,7 @@ var toolSchemas = {
129
85
  }
130
86
  },
131
87
  executeOrder: {
132
- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
88
+ description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
133
89
  schema: {
134
90
  type: "object",
135
91
  properties: {
@@ -246,12 +202,12 @@ var toolSchemas = {
246
202
  "X",
247
203
  "Y",
248
204
  "Z"
249
- ]
250
- },
251
- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
205
+ ],
206
+ 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"
207
+ }
252
208
  }
253
209
  },
254
- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
210
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
255
211
  }
256
212
  },
257
213
  getStockGraph: {
@@ -275,895 +231,8 @@ var toolSchemas = {
275
231
  }
276
232
  }
277
233
  };
278
-
279
- // src/tools/marketData.ts
280
- import { Field, Fields, MDEntryType, Messages } from "fixparser";
281
- import QuickChart from "quickchart-js";
282
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
283
- return async (args) => {
284
- try {
285
- const response = new Promise((resolve) => {
286
- pendingRequests.set(args.mdReqID, resolve);
287
- });
288
- const entryTypes = args.mdEntryTypes || [
289
- MDEntryType.Bid,
290
- MDEntryType.Offer,
291
- MDEntryType.Trade,
292
- MDEntryType.IndexValue,
293
- MDEntryType.OpeningPrice,
294
- MDEntryType.ClosingPrice,
295
- MDEntryType.SettlementPrice,
296
- MDEntryType.TradingSessionHighPrice,
297
- MDEntryType.TradingSessionLowPrice,
298
- MDEntryType.VWAP,
299
- MDEntryType.Imbalance,
300
- MDEntryType.TradeVolume,
301
- MDEntryType.OpenInterest,
302
- MDEntryType.CompositeUnderlyingPrice,
303
- MDEntryType.SimulatedSellPrice,
304
- MDEntryType.SimulatedBuyPrice,
305
- MDEntryType.MarginRate,
306
- MDEntryType.MidPrice,
307
- MDEntryType.EmptyBook,
308
- MDEntryType.SettleHighPrice,
309
- MDEntryType.SettleLowPrice,
310
- MDEntryType.PriorSettlePrice,
311
- MDEntryType.SessionHighBid,
312
- MDEntryType.SessionLowOffer,
313
- MDEntryType.EarlyPrices,
314
- MDEntryType.AuctionClearingPrice,
315
- MDEntryType.SwapValueFactor,
316
- MDEntryType.DailyValueAdjustmentForLongPositions,
317
- MDEntryType.CumulativeValueAdjustmentForLongPositions,
318
- MDEntryType.DailyValueAdjustmentForShortPositions,
319
- MDEntryType.CumulativeValueAdjustmentForShortPositions,
320
- MDEntryType.FixingPrice,
321
- MDEntryType.CashRate,
322
- MDEntryType.RecoveryRate,
323
- MDEntryType.RecoveryRateForLong,
324
- MDEntryType.RecoveryRateForShort,
325
- MDEntryType.MarketBid,
326
- MDEntryType.MarketOffer,
327
- MDEntryType.ShortSaleMinPrice,
328
- MDEntryType.PreviousClosingPrice,
329
- MDEntryType.ThresholdLimitPriceBanding,
330
- MDEntryType.DailyFinancingValue,
331
- MDEntryType.AccruedFinancingValue,
332
- MDEntryType.TWAP
333
- ];
334
- const messageFields = [
335
- new Field(Fields.MsgType, Messages.MarketDataRequest),
336
- new Field(Fields.SenderCompID, parser.sender),
337
- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
338
- new Field(Fields.TargetCompID, parser.target),
339
- new Field(Fields.SendingTime, parser.getTimestamp()),
340
- new Field(Fields.MDReqID, args.mdReqID),
341
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
342
- new Field(Fields.MarketDepth, 0),
343
- new Field(Fields.MDUpdateType, args.mdUpdateType)
344
- ];
345
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
346
- args.symbols.forEach((symbol) => {
347
- messageFields.push(new Field(Fields.Symbol, symbol));
348
- });
349
- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
350
- entryTypes.forEach((entryType) => {
351
- messageFields.push(new Field(Fields.MDEntryType, entryType));
352
- });
353
- const mdr = parser.createMessage(...messageFields);
354
- if (!parser.connected) {
355
- return {
356
- content: [
357
- {
358
- type: "text",
359
- text: "Error: Not connected. Ignoring message.",
360
- uri: "marketDataRequest"
361
- }
362
- ],
363
- isError: true
364
- };
365
- }
366
- parser.send(mdr);
367
- const fixData = await response;
368
- return {
369
- content: [
370
- {
371
- type: "text",
372
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
373
- uri: "marketDataRequest"
374
- }
375
- ]
376
- };
377
- } catch (error) {
378
- return {
379
- content: [
380
- {
381
- type: "text",
382
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
383
- uri: "marketDataRequest"
384
- }
385
- ],
386
- isError: true
387
- };
388
- }
389
- };
390
- };
391
- var createGetStockGraphHandler = (marketDataPrices) => {
392
- return async (args) => {
393
- try {
394
- const symbol = args.symbol;
395
- const priceHistory = marketDataPrices.get(symbol) || [];
396
- if (priceHistory.length === 0) {
397
- return {
398
- content: [
399
- {
400
- type: "text",
401
- text: `No price data available for ${symbol}`,
402
- uri: "getStockGraph"
403
- }
404
- ]
405
- };
406
- }
407
- const chart = new QuickChart();
408
- chart.setWidth(1200);
409
- chart.setHeight(600);
410
- chart.setBackgroundColor("transparent");
411
- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
412
- const bidData = priceHistory.map((point) => point.bid);
413
- const offerData = priceHistory.map((point) => point.offer);
414
- const spreadData = priceHistory.map((point) => point.spread);
415
- const volumeData = priceHistory.map((point) => point.volume);
416
- const tradeData = priceHistory.map((point) => point.trade);
417
- const vwapData = priceHistory.map((point) => point.vwap);
418
- const twapData = priceHistory.map((point) => point.twap);
419
- const config = {
420
- type: "line",
421
- data: {
422
- labels,
423
- datasets: [
424
- {
425
- label: "Bid",
426
- data: bidData,
427
- borderColor: "#28a745",
428
- backgroundColor: "rgba(40, 167, 69, 0.1)",
429
- fill: false,
430
- tension: 0.4
431
- },
432
- {
433
- label: "Offer",
434
- data: offerData,
435
- borderColor: "#dc3545",
436
- backgroundColor: "rgba(220, 53, 69, 0.1)",
437
- fill: false,
438
- tension: 0.4
439
- },
440
- {
441
- label: "Spread",
442
- data: spreadData,
443
- borderColor: "#6c757d",
444
- backgroundColor: "rgba(108, 117, 125, 0.1)",
445
- fill: false,
446
- tension: 0.4
447
- },
448
- {
449
- label: "Trade",
450
- data: tradeData,
451
- borderColor: "#ffc107",
452
- backgroundColor: "rgba(255, 193, 7, 0.1)",
453
- fill: false,
454
- tension: 0.4
455
- },
456
- {
457
- label: "VWAP",
458
- data: vwapData,
459
- borderColor: "#17a2b8",
460
- backgroundColor: "rgba(23, 162, 184, 0.1)",
461
- fill: false,
462
- tension: 0.4
463
- },
464
- {
465
- label: "TWAP",
466
- data: twapData,
467
- borderColor: "#6610f2",
468
- backgroundColor: "rgba(102, 16, 242, 0.1)",
469
- fill: false,
470
- tension: 0.4
471
- },
472
- {
473
- label: "Volume",
474
- data: volumeData,
475
- borderColor: "#007bff",
476
- backgroundColor: "rgba(0, 123, 255, 0.1)",
477
- fill: true,
478
- tension: 0.4
479
- }
480
- ]
481
- },
482
- options: {
483
- responsive: true,
484
- plugins: {
485
- title: {
486
- display: true,
487
- text: `${symbol} Market Data`
488
- }
489
- },
490
- scales: {
491
- y: {
492
- beginAtZero: false
493
- }
494
- }
495
- }
496
- };
497
- chart.setConfig(config);
498
- const imageBuffer = await chart.toBinary();
499
- const base64 = imageBuffer.toString("base64");
500
- return {
501
- content: [
502
- {
503
- type: "resource",
504
- resource: {
505
- uri: "resource://graph",
506
- mimeType: "image/png",
507
- blob: base64
508
- }
509
- }
510
- ]
511
- };
512
- } catch (error) {
513
- return {
514
- content: [
515
- {
516
- type: "text",
517
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
518
- uri: "getStockGraph"
519
- }
520
- ],
521
- isError: true
522
- };
523
- }
524
- };
525
- };
526
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
527
- return async (args) => {
528
- try {
529
- const symbol = args.symbol;
530
- const priceHistory = marketDataPrices.get(symbol) || [];
531
- if (priceHistory.length === 0) {
532
- return {
533
- content: [
534
- {
535
- type: "text",
536
- text: `No price data available for ${symbol}`,
537
- uri: "getStockPriceHistory"
538
- }
539
- ]
540
- };
541
- }
542
- return {
543
- content: [
544
- {
545
- type: "text",
546
- text: JSON.stringify(
547
- {
548
- symbol,
549
- count: priceHistory.length,
550
- data: priceHistory.map((point) => ({
551
- timestamp: new Date(point.timestamp).toISOString(),
552
- bid: point.bid,
553
- offer: point.offer,
554
- spread: point.spread,
555
- volume: point.volume,
556
- trade: point.trade,
557
- indexValue: point.indexValue,
558
- openingPrice: point.openingPrice,
559
- closingPrice: point.closingPrice,
560
- settlementPrice: point.settlementPrice,
561
- tradingSessionHighPrice: point.tradingSessionHighPrice,
562
- tradingSessionLowPrice: point.tradingSessionLowPrice,
563
- vwap: point.vwap,
564
- imbalance: point.imbalance,
565
- openInterest: point.openInterest,
566
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
567
- simulatedSellPrice: point.simulatedSellPrice,
568
- simulatedBuyPrice: point.simulatedBuyPrice,
569
- marginRate: point.marginRate,
570
- midPrice: point.midPrice,
571
- emptyBook: point.emptyBook,
572
- settleHighPrice: point.settleHighPrice,
573
- settleLowPrice: point.settleLowPrice,
574
- priorSettlePrice: point.priorSettlePrice,
575
- sessionHighBid: point.sessionHighBid,
576
- sessionLowOffer: point.sessionLowOffer,
577
- earlyPrices: point.earlyPrices,
578
- auctionClearingPrice: point.auctionClearingPrice,
579
- swapValueFactor: point.swapValueFactor,
580
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
581
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
582
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
583
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
584
- fixingPrice: point.fixingPrice,
585
- cashRate: point.cashRate,
586
- recoveryRate: point.recoveryRate,
587
- recoveryRateForLong: point.recoveryRateForLong,
588
- recoveryRateForShort: point.recoveryRateForShort,
589
- marketBid: point.marketBid,
590
- marketOffer: point.marketOffer,
591
- shortSaleMinPrice: point.shortSaleMinPrice,
592
- previousClosingPrice: point.previousClosingPrice,
593
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
594
- dailyFinancingValue: point.dailyFinancingValue,
595
- accruedFinancingValue: point.accruedFinancingValue,
596
- twap: point.twap
597
- }))
598
- },
599
- null,
600
- 2
601
- ),
602
- uri: "getStockPriceHistory"
603
- }
604
- ]
605
- };
606
- } catch (error) {
607
- return {
608
- content: [
609
- {
610
- type: "text",
611
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
612
- uri: "getStockPriceHistory"
613
- }
614
- ],
615
- isError: true
616
- };
617
- }
618
- };
619
- };
620
-
621
- // src/tools/order.ts
622
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
623
- var ordTypeNames = {
624
- "1": "Market",
625
- "2": "Limit",
626
- "3": "Stop",
627
- "4": "StopLimit",
628
- "5": "MarketOnClose",
629
- "6": "WithOrWithout",
630
- "7": "LimitOrBetter",
631
- "8": "LimitWithOrWithout",
632
- "9": "OnBasis",
633
- A: "OnClose",
634
- B: "LimitOnClose",
635
- C: "ForexMarket",
636
- D: "PreviouslyQuoted",
637
- E: "PreviouslyIndicated",
638
- F: "ForexLimit",
639
- G: "ForexSwap",
640
- H: "ForexPreviouslyQuoted",
641
- I: "Funari",
642
- J: "MarketIfTouched",
643
- K: "MarketWithLeftOverAsLimit",
644
- L: "PreviousFundValuationPoint",
645
- M: "NextFundValuationPoint",
646
- P: "Pegged",
647
- Q: "CounterOrderSelection",
648
- R: "StopOnBidOrOffer",
649
- S: "StopLimitOnBidOrOffer"
650
- };
651
- var sideNames = {
652
- "1": "Buy",
653
- "2": "Sell",
654
- "3": "BuyMinus",
655
- "4": "SellPlus",
656
- "5": "SellShort",
657
- "6": "SellShortExempt",
658
- "7": "Undisclosed",
659
- "8": "Cross",
660
- "9": "CrossShort",
661
- A: "CrossShortExempt",
662
- B: "AsDefined",
663
- C: "Opposite",
664
- D: "Subscribe",
665
- E: "Redeem",
666
- F: "Lend",
667
- G: "Borrow",
668
- H: "SellUndisclosed"
669
- };
670
- var timeInForceNames = {
671
- "0": "Day",
672
- "1": "GoodTillCancel",
673
- "2": "AtTheOpening",
674
- "3": "ImmediateOrCancel",
675
- "4": "FillOrKill",
676
- "5": "GoodTillCrossing",
677
- "6": "GoodTillDate",
678
- "7": "AtTheClose",
679
- "8": "GoodThroughCrossing",
680
- "9": "AtCrossing",
681
- A: "GoodForTime",
682
- B: "GoodForAuction",
683
- C: "GoodForMonth"
684
- };
685
- var handlInstNames = {
686
- "1": "AutomatedExecutionNoIntervention",
687
- "2": "AutomatedExecutionInterventionOK",
688
- "3": "ManualOrder"
689
- };
690
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
691
- return async (args) => {
692
- try {
693
- verifiedOrders.set(args.clOrdID, {
694
- clOrdID: args.clOrdID,
695
- handlInst: args.handlInst,
696
- quantity: Number.parseFloat(String(args.quantity)),
697
- price: Number.parseFloat(String(args.price)),
698
- ordType: args.ordType,
699
- side: args.side,
700
- symbol: args.symbol,
701
- timeInForce: args.timeInForce
702
- });
703
- return {
704
- content: [
705
- {
706
- type: "text",
707
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
708
-
709
- Parameters verified:
710
- - ClOrdID: ${args.clOrdID}
711
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
712
- - Quantity: ${args.quantity}
713
- - Price: ${args.price}
714
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
715
- - Side: ${args.side} (${sideNames[args.side]})
716
- - Symbol: ${args.symbol}
717
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
718
-
719
- To execute this order, call the executeOrder tool with these exact same parameters.`,
720
- uri: "verifyOrder"
721
- }
722
- ]
723
- };
724
- } catch (error) {
725
- return {
726
- content: [
727
- {
728
- type: "text",
729
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
730
- uri: "verifyOrder"
731
- }
732
- ],
733
- isError: true
734
- };
735
- }
736
- };
737
- };
738
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
739
- return async (args) => {
740
- try {
741
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
742
- if (!verifiedOrder) {
743
- return {
744
- content: [
745
- {
746
- type: "text",
747
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
748
- uri: "executeOrder"
749
- }
750
- ],
751
- isError: true
752
- };
753
- }
754
- 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) {
755
- return {
756
- content: [
757
- {
758
- type: "text",
759
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
760
- uri: "executeOrder"
761
- }
762
- ],
763
- isError: true
764
- };
765
- }
766
- const response = new Promise((resolve) => {
767
- pendingRequests.set(args.clOrdID, resolve);
768
- });
769
- const order = parser.createMessage(
770
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
771
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
772
- new Field2(Fields2.SenderCompID, parser.sender),
773
- new Field2(Fields2.TargetCompID, parser.target),
774
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
775
- new Field2(Fields2.ClOrdID, args.clOrdID),
776
- new Field2(Fields2.Side, args.side),
777
- new Field2(Fields2.Symbol, args.symbol),
778
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
779
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
780
- new Field2(Fields2.OrdType, args.ordType),
781
- new Field2(Fields2.HandlInst, args.handlInst),
782
- new Field2(Fields2.TimeInForce, args.timeInForce),
783
- new Field2(Fields2.TransactTime, parser.getTimestamp())
784
- );
785
- if (!parser.connected) {
786
- return {
787
- content: [
788
- {
789
- type: "text",
790
- text: "Error: Not connected. Ignoring message.",
791
- uri: "executeOrder"
792
- }
793
- ],
794
- isError: true
795
- };
796
- }
797
- parser.send(order);
798
- const fixData = await response;
799
- verifiedOrders.delete(args.clOrdID);
800
- return {
801
- content: [
802
- {
803
- type: "text",
804
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
805
- uri: "executeOrder"
806
- }
807
- ]
808
- };
809
- } catch (error) {
810
- return {
811
- content: [
812
- {
813
- type: "text",
814
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
815
- uri: "executeOrder"
816
- }
817
- ],
818
- isError: true
819
- };
820
- }
821
- };
822
- };
823
-
824
- // src/tools/parse.ts
825
- var createParseHandler = (parser) => {
826
- return async (args) => {
827
- try {
828
- const parsedMessage = parser.parse(args.fixString);
829
- if (!parsedMessage || parsedMessage.length === 0) {
830
- return {
831
- content: [
832
- {
833
- type: "text",
834
- text: "Error: Failed to parse FIX string",
835
- uri: "parse"
836
- }
837
- ],
838
- isError: true
839
- };
840
- }
841
- return {
842
- content: [
843
- {
844
- type: "text",
845
- text: `${parsedMessage[0].description}
846
- ${parsedMessage[0].messageTypeDescription}`,
847
- uri: "parse"
848
- }
849
- ]
850
- };
851
- } catch (error) {
852
- return {
853
- content: [
854
- {
855
- type: "text",
856
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
857
- uri: "parse"
858
- }
859
- ],
860
- isError: true
861
- };
862
- }
863
- };
864
- };
865
-
866
- // src/tools/parseToJSON.ts
867
- var createParseToJSONHandler = (parser) => {
868
- return async (args) => {
869
- try {
870
- const parsedMessage = parser.parse(args.fixString);
871
- if (!parsedMessage || parsedMessage.length === 0) {
872
- return {
873
- content: [
874
- {
875
- type: "text",
876
- text: "Error: Failed to parse FIX string",
877
- uri: "parseToJSON"
878
- }
879
- ],
880
- isError: true
881
- };
882
- }
883
- return {
884
- content: [
885
- {
886
- type: "text",
887
- text: `${parsedMessage[0].toFIXJSON()}`,
888
- uri: "parseToJSON"
889
- }
890
- ]
891
- };
892
- } catch (error) {
893
- return {
894
- content: [
895
- {
896
- type: "text",
897
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
898
- uri: "parseToJSON"
899
- }
900
- ],
901
- isError: true
902
- };
903
- }
904
- };
905
- };
906
-
907
- // src/tools/index.ts
908
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
909
- parse: createParseHandler(parser),
910
- parseToJSON: createParseToJSONHandler(parser),
911
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
912
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
913
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
914
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
915
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
916
- });
917
-
918
- // src/utils/messageHandler.ts
919
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
920
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
921
- parser.logger.log({
922
- level: "info",
923
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
924
- });
925
- const msgType = message.messageType;
926
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
927
- const symbol = message.getField(Fields3.Symbol)?.value;
928
- const fixJson = message.toFIXJSON();
929
- const entries = fixJson.Body?.NoMDEntries || [];
930
- const data = {
931
- timestamp: Date.now(),
932
- bid: 0,
933
- offer: 0,
934
- spread: 0,
935
- volume: 0,
936
- trade: 0,
937
- indexValue: 0,
938
- openingPrice: 0,
939
- closingPrice: 0,
940
- settlementPrice: 0,
941
- tradingSessionHighPrice: 0,
942
- tradingSessionLowPrice: 0,
943
- vwap: 0,
944
- imbalance: 0,
945
- openInterest: 0,
946
- compositeUnderlyingPrice: 0,
947
- simulatedSellPrice: 0,
948
- simulatedBuyPrice: 0,
949
- marginRate: 0,
950
- midPrice: 0,
951
- emptyBook: 0,
952
- settleHighPrice: 0,
953
- settleLowPrice: 0,
954
- priorSettlePrice: 0,
955
- sessionHighBid: 0,
956
- sessionLowOffer: 0,
957
- earlyPrices: 0,
958
- auctionClearingPrice: 0,
959
- swapValueFactor: 0,
960
- dailyValueAdjustmentForLongPositions: 0,
961
- cumulativeValueAdjustmentForLongPositions: 0,
962
- dailyValueAdjustmentForShortPositions: 0,
963
- cumulativeValueAdjustmentForShortPositions: 0,
964
- fixingPrice: 0,
965
- cashRate: 0,
966
- recoveryRate: 0,
967
- recoveryRateForLong: 0,
968
- recoveryRateForShort: 0,
969
- marketBid: 0,
970
- marketOffer: 0,
971
- shortSaleMinPrice: 0,
972
- previousClosingPrice: 0,
973
- thresholdLimitPriceBanding: 0,
974
- dailyFinancingValue: 0,
975
- accruedFinancingValue: 0,
976
- twap: 0
977
- };
978
- for (const entry of entries) {
979
- const entryType = entry.MDEntryType;
980
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
981
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
982
- switch (entryType) {
983
- case MDEntryType2.Bid:
984
- data.bid = price;
985
- break;
986
- case MDEntryType2.Offer:
987
- data.offer = price;
988
- break;
989
- case MDEntryType2.Trade:
990
- data.trade = price;
991
- break;
992
- case MDEntryType2.IndexValue:
993
- data.indexValue = price;
994
- break;
995
- case MDEntryType2.OpeningPrice:
996
- data.openingPrice = price;
997
- break;
998
- case MDEntryType2.ClosingPrice:
999
- data.closingPrice = price;
1000
- break;
1001
- case MDEntryType2.SettlementPrice:
1002
- data.settlementPrice = price;
1003
- break;
1004
- case MDEntryType2.TradingSessionHighPrice:
1005
- data.tradingSessionHighPrice = price;
1006
- break;
1007
- case MDEntryType2.TradingSessionLowPrice:
1008
- data.tradingSessionLowPrice = price;
1009
- break;
1010
- case MDEntryType2.VWAP:
1011
- data.vwap = price;
1012
- break;
1013
- case MDEntryType2.Imbalance:
1014
- data.imbalance = size;
1015
- break;
1016
- case MDEntryType2.TradeVolume:
1017
- data.volume = size;
1018
- break;
1019
- case MDEntryType2.OpenInterest:
1020
- data.openInterest = size;
1021
- break;
1022
- case MDEntryType2.CompositeUnderlyingPrice:
1023
- data.compositeUnderlyingPrice = price;
1024
- break;
1025
- case MDEntryType2.SimulatedSellPrice:
1026
- data.simulatedSellPrice = price;
1027
- break;
1028
- case MDEntryType2.SimulatedBuyPrice:
1029
- data.simulatedBuyPrice = price;
1030
- break;
1031
- case MDEntryType2.MarginRate:
1032
- data.marginRate = price;
1033
- break;
1034
- case MDEntryType2.MidPrice:
1035
- data.midPrice = price;
1036
- break;
1037
- case MDEntryType2.EmptyBook:
1038
- data.emptyBook = 1;
1039
- break;
1040
- case MDEntryType2.SettleHighPrice:
1041
- data.settleHighPrice = price;
1042
- break;
1043
- case MDEntryType2.SettleLowPrice:
1044
- data.settleLowPrice = price;
1045
- break;
1046
- case MDEntryType2.PriorSettlePrice:
1047
- data.priorSettlePrice = price;
1048
- break;
1049
- case MDEntryType2.SessionHighBid:
1050
- data.sessionHighBid = price;
1051
- break;
1052
- case MDEntryType2.SessionLowOffer:
1053
- data.sessionLowOffer = price;
1054
- break;
1055
- case MDEntryType2.EarlyPrices:
1056
- data.earlyPrices = price;
1057
- break;
1058
- case MDEntryType2.AuctionClearingPrice:
1059
- data.auctionClearingPrice = price;
1060
- break;
1061
- case MDEntryType2.SwapValueFactor:
1062
- data.swapValueFactor = price;
1063
- break;
1064
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
1065
- data.dailyValueAdjustmentForLongPositions = price;
1066
- break;
1067
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1068
- data.cumulativeValueAdjustmentForLongPositions = price;
1069
- break;
1070
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
1071
- data.dailyValueAdjustmentForShortPositions = price;
1072
- break;
1073
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1074
- data.cumulativeValueAdjustmentForShortPositions = price;
1075
- break;
1076
- case MDEntryType2.FixingPrice:
1077
- data.fixingPrice = price;
1078
- break;
1079
- case MDEntryType2.CashRate:
1080
- data.cashRate = price;
1081
- break;
1082
- case MDEntryType2.RecoveryRate:
1083
- data.recoveryRate = price;
1084
- break;
1085
- case MDEntryType2.RecoveryRateForLong:
1086
- data.recoveryRateForLong = price;
1087
- break;
1088
- case MDEntryType2.RecoveryRateForShort:
1089
- data.recoveryRateForShort = price;
1090
- break;
1091
- case MDEntryType2.MarketBid:
1092
- data.marketBid = price;
1093
- break;
1094
- case MDEntryType2.MarketOffer:
1095
- data.marketOffer = price;
1096
- break;
1097
- case MDEntryType2.ShortSaleMinPrice:
1098
- data.shortSaleMinPrice = price;
1099
- break;
1100
- case MDEntryType2.PreviousClosingPrice:
1101
- data.previousClosingPrice = price;
1102
- break;
1103
- case MDEntryType2.ThresholdLimitPriceBanding:
1104
- data.thresholdLimitPriceBanding = price;
1105
- break;
1106
- case MDEntryType2.DailyFinancingValue:
1107
- data.dailyFinancingValue = price;
1108
- break;
1109
- case MDEntryType2.AccruedFinancingValue:
1110
- data.accruedFinancingValue = price;
1111
- break;
1112
- case MDEntryType2.TWAP:
1113
- data.twap = price;
1114
- break;
1115
- }
1116
- }
1117
- data.spread = data.offer - data.bid;
1118
- if (!marketDataPrices.has(symbol)) {
1119
- marketDataPrices.set(symbol, []);
1120
- }
1121
- const prices = marketDataPrices.get(symbol);
1122
- prices.push(data);
1123
- if (prices.length > maxPriceHistory) {
1124
- prices.splice(0, prices.length - maxPriceHistory);
1125
- }
1126
- onPriceUpdate?.(symbol, data);
1127
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
1128
- if (mdReqID) {
1129
- const callback = pendingRequests.get(mdReqID);
1130
- if (callback) {
1131
- callback(message);
1132
- pendingRequests.delete(mdReqID);
1133
- }
1134
- }
1135
- } else if (msgType === Messages3.ExecutionReport) {
1136
- const reqId = message.getField(Fields3.ClOrdID)?.value;
1137
- const callback = pendingRequests.get(reqId);
1138
- if (callback) {
1139
- callback(message);
1140
- pendingRequests.delete(reqId);
1141
- }
1142
- }
1143
- }
1144
-
1145
- // src/MCPLocal.ts
1146
- var MCPLocal = class extends MCPBase {
1147
- /**
1148
- * Map to store verified orders before execution
1149
- * @private
1150
- */
1151
- verifiedOrders = /* @__PURE__ */ new Map();
1152
- /**
1153
- * Map to store pending requests and their callbacks
1154
- * @private
1155
- */
1156
- pendingRequests = /* @__PURE__ */ new Map();
1157
- /**
1158
- * Map to store market data prices for each symbol
1159
- * @private
1160
- */
1161
- marketDataPrices = /* @__PURE__ */ new Map();
1162
- /**
1163
- * Maximum number of price history entries to keep per symbol
1164
- * @private
1165
- */
1166
- MAX_PRICE_HISTORY = 1e5;
234
+ var MCPLocal = class {
235
+ parser;
1167
236
  server = new Server(
1168
237
  {
1169
238
  name: "fixparser",
@@ -1185,13 +254,78 @@ var MCPLocal = class extends MCPBase {
1185
254
  }
1186
255
  );
1187
256
  transport = new StdioServerTransport();
257
+ onReady = void 0;
258
+ pendingRequests = /* @__PURE__ */ new Map();
259
+ verifiedOrders = /* @__PURE__ */ new Map();
260
+ // Store market data prices with timestamps
261
+ marketDataPrices = /* @__PURE__ */ new Map();
262
+ MAX_PRICE_HISTORY = 1e5;
263
+ // Maximum number of price points to store per symbol
1188
264
  constructor({ logger, onReady }) {
1189
- super({ logger, onReady });
265
+ if (onReady) this.onReady = onReady;
1190
266
  }
1191
267
  async register(parser) {
1192
268
  this.parser = parser;
1193
269
  this.parser.addOnMessageCallback((message) => {
1194
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
270
+ this.parser?.logger.log({
271
+ level: "info",
272
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
273
+ });
274
+ const msgType = message.messageType;
275
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
276
+ this.parser?.logger.log({
277
+ level: "info",
278
+ message: `MCP Server handling message type: ${msgType}`
279
+ });
280
+ let id;
281
+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
282
+ const symbol = message.getField(Fields.Symbol);
283
+ const price = message.getField(Fields.MDEntryPx);
284
+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
285
+ if (symbol?.value && price?.value) {
286
+ const symbolStr = String(symbol.value);
287
+ const priceNum = Number(price.value);
288
+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
289
+ priceHistory.push({
290
+ timestamp: Number(timestamp),
291
+ price: priceNum
292
+ });
293
+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
294
+ priceHistory.shift();
295
+ }
296
+ this.marketDataPrices.set(symbolStr, priceHistory);
297
+ this.parser?.logger.log({
298
+ level: "info",
299
+ message: `MCP Server added ${symbol}: ${priceNum}`
300
+ });
301
+ this.server.notification({
302
+ method: "priceUpdate",
303
+ params: {
304
+ symbol: symbolStr,
305
+ price: priceNum,
306
+ timestamp: Number(timestamp)
307
+ }
308
+ });
309
+ }
310
+ }
311
+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
312
+ const mdReqID = message.getField(Fields.MDReqID);
313
+ if (mdReqID) id = String(mdReqID.value);
314
+ } else if (msgType === Messages.ExecutionReport) {
315
+ const clOrdID = message.getField(Fields.ClOrdID);
316
+ if (clOrdID) id = String(clOrdID.value);
317
+ } else if (msgType === Messages.Reject) {
318
+ const refSeqNum = message.getField(Fields.RefSeqNum);
319
+ if (refSeqNum) id = String(refSeqNum.value);
320
+ }
321
+ if (id) {
322
+ const callback = this.pendingRequests.get(id);
323
+ if (callback) {
324
+ callback(message);
325
+ this.pendingRequests.delete(id);
326
+ }
327
+ }
328
+ }
1195
329
  });
1196
330
  this.addWorkflows();
1197
331
  await this.server.connect(this.transport);
@@ -1206,15 +340,18 @@ var MCPLocal = class extends MCPBase {
1206
340
  if (!this.server) {
1207
341
  return;
1208
342
  }
1209
- this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
1210
- return {
1211
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1212
- name,
1213
- description,
1214
- inputSchema: schema
1215
- }))
1216
- };
1217
- });
343
+ this.server.setRequestHandler(
344
+ z.object({ method: z.literal("tools/list") }),
345
+ async (request, extra) => {
346
+ return {
347
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
348
+ name,
349
+ description,
350
+ inputSchema: schema
351
+ }))
352
+ };
353
+ }
354
+ );
1218
355
  this.server.setRequestHandler(
1219
356
  z.object({
1220
357
  method: z.literal("tools/call"),
@@ -1226,32 +363,493 @@ var MCPLocal = class extends MCPBase {
1226
363
  }).optional()
1227
364
  })
1228
365
  }),
1229
- async (request) => {
366
+ async (request, extra) => {
1230
367
  const { name, arguments: args } = request.params;
1231
- const toolHandlers = createToolHandlers(
1232
- this.parser,
1233
- this.verifiedOrders,
1234
- this.pendingRequests,
1235
- this.marketDataPrices
1236
- );
1237
- const handler = toolHandlers[name];
1238
- if (!handler) {
1239
- return {
1240
- content: [
1241
- {
1242
- type: "text",
1243
- text: `Tool not found: ${name}`,
1244
- uri: name
368
+ switch (name) {
369
+ case "parse":
370
+ try {
371
+ const parsedMessage = this.parser?.parse(args.fixString);
372
+ if (!parsedMessage || parsedMessage.length === 0) {
373
+ return {
374
+ content: [
375
+ {
376
+ type: "text",
377
+ text: "Error: Failed to parse FIX string",
378
+ uri: "parse"
379
+ }
380
+ ],
381
+ isError: true
382
+ };
1245
383
  }
1246
- ],
1247
- isError: true
1248
- };
384
+ return {
385
+ content: [
386
+ {
387
+ type: "text",
388
+ text: `${parsedMessage[0].description}
389
+ ${parsedMessage[0].messageTypeDescription}`,
390
+ uri: "parse"
391
+ }
392
+ ]
393
+ };
394
+ } catch (error) {
395
+ return {
396
+ content: [
397
+ {
398
+ type: "text",
399
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
400
+ uri: "parse"
401
+ }
402
+ ],
403
+ isError: true
404
+ };
405
+ }
406
+ case "parseToJSON":
407
+ try {
408
+ const parsedMessage = this.parser?.parse(args.fixString);
409
+ if (!parsedMessage || parsedMessage.length === 0) {
410
+ return {
411
+ content: [
412
+ {
413
+ type: "text",
414
+ text: "Error: Failed to parse FIX string",
415
+ uri: "parseToJSON"
416
+ }
417
+ ],
418
+ isError: true
419
+ };
420
+ }
421
+ return {
422
+ content: [
423
+ {
424
+ type: "text",
425
+ text: `${parsedMessage[0].toFIXJSON()}`,
426
+ uri: "parseToJSON"
427
+ }
428
+ ]
429
+ };
430
+ } catch (error) {
431
+ return {
432
+ content: [
433
+ {
434
+ type: "text",
435
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
436
+ uri: "parseToJSON"
437
+ }
438
+ ],
439
+ isError: true
440
+ };
441
+ }
442
+ case "verifyOrder":
443
+ try {
444
+ this.verifiedOrders.set(args.clOrdID, {
445
+ clOrdID: args.clOrdID,
446
+ handlInst: args.handlInst,
447
+ quantity: Number.parseFloat(args.quantity),
448
+ price: Number.parseFloat(args.price),
449
+ ordType: args.ordType,
450
+ side: args.side,
451
+ symbol: args.symbol,
452
+ timeInForce: args.timeInForce
453
+ });
454
+ const ordTypeNames = {
455
+ "1": "Market",
456
+ "2": "Limit",
457
+ "3": "Stop",
458
+ "4": "StopLimit",
459
+ "5": "MarketOnClose",
460
+ "6": "WithOrWithout",
461
+ "7": "LimitOrBetter",
462
+ "8": "LimitWithOrWithout",
463
+ "9": "OnBasis",
464
+ A: "OnClose",
465
+ B: "LimitOnClose",
466
+ C: "ForexMarket",
467
+ D: "PreviouslyQuoted",
468
+ E: "PreviouslyIndicated",
469
+ F: "ForexLimit",
470
+ G: "ForexSwap",
471
+ H: "ForexPreviouslyQuoted",
472
+ I: "Funari",
473
+ J: "MarketIfTouched",
474
+ K: "MarketWithLeftOverAsLimit",
475
+ L: "PreviousFundValuationPoint",
476
+ M: "NextFundValuationPoint",
477
+ P: "Pegged",
478
+ Q: "CounterOrderSelection",
479
+ R: "StopOnBidOrOffer",
480
+ S: "StopLimitOnBidOrOffer"
481
+ };
482
+ const sideNames = {
483
+ "1": "Buy",
484
+ "2": "Sell",
485
+ "3": "BuyMinus",
486
+ "4": "SellPlus",
487
+ "5": "SellShort",
488
+ "6": "SellShortExempt",
489
+ "7": "Undisclosed",
490
+ "8": "Cross",
491
+ "9": "CrossShort",
492
+ A: "CrossShortExempt",
493
+ B: "AsDefined",
494
+ C: "Opposite",
495
+ D: "Subscribe",
496
+ E: "Redeem",
497
+ F: "Lend",
498
+ G: "Borrow",
499
+ H: "SellUndisclosed"
500
+ };
501
+ const timeInForceNames = {
502
+ "0": "Day",
503
+ "1": "GoodTillCancel",
504
+ "2": "AtTheOpening",
505
+ "3": "ImmediateOrCancel",
506
+ "4": "FillOrKill",
507
+ "5": "GoodTillCrossing",
508
+ "6": "GoodTillDate",
509
+ "7": "AtTheClose",
510
+ "8": "GoodThroughCrossing",
511
+ "9": "AtCrossing",
512
+ A: "GoodForTime",
513
+ B: "GoodForAuction",
514
+ C: "GoodForMonth"
515
+ };
516
+ const handlInstNames = {
517
+ "1": "AutomatedExecutionNoIntervention",
518
+ "2": "AutomatedExecutionInterventionOK",
519
+ "3": "ManualOrder"
520
+ };
521
+ return {
522
+ content: [
523
+ {
524
+ type: "text",
525
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
526
+
527
+ Parameters verified:
528
+ - ClOrdID: ${args.clOrdID}
529
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
530
+ - Quantity: ${args.quantity}
531
+ - Price: ${args.price}
532
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
533
+ - Side: ${args.side} (${sideNames[args.side]})
534
+ - Symbol: ${args.symbol}
535
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
536
+
537
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
538
+ uri: "verifyOrder"
539
+ }
540
+ ]
541
+ };
542
+ } catch (error) {
543
+ return {
544
+ content: [
545
+ {
546
+ type: "text",
547
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
548
+ uri: "verifyOrder"
549
+ }
550
+ ],
551
+ isError: true
552
+ };
553
+ }
554
+ case "executeOrder":
555
+ try {
556
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
557
+ if (!verifiedOrder) {
558
+ return {
559
+ content: [
560
+ {
561
+ type: "text",
562
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
563
+ uri: "executeOrder"
564
+ }
565
+ ],
566
+ isError: true
567
+ };
568
+ }
569
+ 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) {
570
+ return {
571
+ content: [
572
+ {
573
+ type: "text",
574
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
575
+ uri: "executeOrder"
576
+ }
577
+ ],
578
+ isError: true
579
+ };
580
+ }
581
+ const response = new Promise((resolve) => {
582
+ this.pendingRequests.set(args.clOrdID, resolve);
583
+ });
584
+ const order = this.parser?.createMessage(
585
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
586
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
587
+ new Field(Fields.SenderCompID, this.parser?.sender),
588
+ new Field(Fields.TargetCompID, this.parser?.target),
589
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
590
+ new Field(Fields.ClOrdID, args.clOrdID),
591
+ new Field(Fields.Side, args.side),
592
+ new Field(Fields.Symbol, args.symbol),
593
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
594
+ new Field(Fields.Price, Number.parseFloat(args.price)),
595
+ new Field(Fields.OrdType, args.ordType),
596
+ new Field(Fields.HandlInst, args.handlInst),
597
+ new Field(Fields.TimeInForce, args.timeInForce),
598
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
599
+ );
600
+ if (!this.parser?.connected) {
601
+ return {
602
+ content: [
603
+ {
604
+ type: "text",
605
+ text: "Error: Not connected. Ignoring message.",
606
+ uri: "executeOrder"
607
+ }
608
+ ],
609
+ isError: true
610
+ };
611
+ }
612
+ this.parser?.send(order);
613
+ const fixData = await response;
614
+ this.verifiedOrders.delete(args.clOrdID);
615
+ return {
616
+ content: [
617
+ {
618
+ type: "text",
619
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
620
+ uri: "executeOrder"
621
+ }
622
+ ]
623
+ };
624
+ } catch (error) {
625
+ return {
626
+ content: [
627
+ {
628
+ type: "text",
629
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
630
+ uri: "executeOrder"
631
+ }
632
+ ],
633
+ isError: true
634
+ };
635
+ }
636
+ case "marketDataRequest":
637
+ try {
638
+ const response = new Promise((resolve) => {
639
+ this.pendingRequests.set(args.mdReqID, resolve);
640
+ });
641
+ const messageFields = [
642
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
643
+ new Field(Fields.SenderCompID, this.parser?.sender),
644
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
645
+ new Field(Fields.TargetCompID, this.parser?.target),
646
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
647
+ new Field(Fields.MDReqID, args.mdReqID),
648
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
649
+ new Field(Fields.MarketDepth, 0),
650
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
651
+ ];
652
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
653
+ args.symbols.forEach((symbol) => {
654
+ messageFields.push(new Field(Fields.Symbol, symbol));
655
+ });
656
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
657
+ args.mdEntryTypes.forEach((entryType) => {
658
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
659
+ });
660
+ const mdr = this.parser?.createMessage(...messageFields);
661
+ if (!this.parser?.connected) {
662
+ return {
663
+ content: [
664
+ {
665
+ type: "text",
666
+ text: "Error: Not connected. Ignoring message.",
667
+ uri: "marketDataRequest"
668
+ }
669
+ ],
670
+ isError: true
671
+ };
672
+ }
673
+ this.parser?.send(mdr);
674
+ const fixData = await response;
675
+ return {
676
+ content: [
677
+ {
678
+ type: "text",
679
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
680
+ uri: "marketDataRequest"
681
+ }
682
+ ]
683
+ };
684
+ } catch (error) {
685
+ return {
686
+ content: [
687
+ {
688
+ type: "text",
689
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
690
+ uri: "marketDataRequest"
691
+ }
692
+ ],
693
+ isError: true
694
+ };
695
+ }
696
+ case "getStockGraph":
697
+ try {
698
+ const symbol = args.symbol;
699
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
700
+ if (priceHistory.length === 0) {
701
+ return {
702
+ content: [
703
+ {
704
+ type: "text",
705
+ text: `No price data available for ${symbol}`,
706
+ uri: "getStockGraph"
707
+ }
708
+ ]
709
+ };
710
+ }
711
+ const width = 600;
712
+ const height = 300;
713
+ const padding = 40;
714
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
715
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
716
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
717
+ const yScale = (height - 2 * padding) / (yMax - yMin);
718
+ const points = priceHistory.map((d, i) => {
719
+ const x = padding + i * xScale;
720
+ const y = height - padding - (d.price - yMin) * yScale;
721
+ return `${x},${y}`;
722
+ }).join(" L ");
723
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
724
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
725
+ <!-- Background -->
726
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
727
+
728
+ <!-- Grid lines -->
729
+ <g stroke="#e9ecef" stroke-width="1">
730
+ ${Array.from({ length: 5 }, (_, i) => {
731
+ const y = padding + (height - 2 * padding) * i / 4;
732
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
733
+ }).join("\n")}
734
+ </g>
735
+
736
+ <!-- Price line -->
737
+ <path d="M ${points}"
738
+ fill="none"
739
+ stroke="#007bff"
740
+ stroke-width="2"/>
741
+
742
+ <!-- Data points -->
743
+ ${priceHistory.map((d, i) => {
744
+ const x = padding + i * xScale;
745
+ const y = height - padding - (d.price - yMin) * yScale;
746
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
747
+ }).join("\n")}
748
+
749
+ <!-- Labels -->
750
+ <g font-family="Arial" font-size="12" fill="#495057">
751
+ ${Array.from({ length: 5 }, (_, i) => {
752
+ const x = padding + (width - 2 * padding) * i / 4;
753
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
754
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
755
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
756
+ }).join("\n")}
757
+ ${Array.from({ length: 5 }, (_, i) => {
758
+ const y = padding + (height - 2 * padding) * i / 4;
759
+ const price = yMax - (yMax - yMin) * i / 4;
760
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
761
+ }).join("\n")}
762
+ </g>
763
+
764
+ <!-- Title -->
765
+ <text x="${width / 2}" y="${padding / 2}"
766
+ font-family="Arial" font-size="16" font-weight="bold"
767
+ text-anchor="middle" fill="#212529">
768
+ ${symbol} - Price Chart (${priceHistory.length} points)
769
+ </text>
770
+ </svg>`;
771
+ const base64Svg = Buffer.from(svg).toString("base64");
772
+ return {
773
+ content: [
774
+ {
775
+ type: "image",
776
+ text: base64Svg,
777
+ uri: "getStockGraph",
778
+ mimeType: "image/svg+xml"
779
+ }
780
+ ]
781
+ };
782
+ } catch (error) {
783
+ return {
784
+ content: [
785
+ {
786
+ type: "text",
787
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
788
+ uri: "getStockGraph"
789
+ }
790
+ ],
791
+ isError: true
792
+ };
793
+ }
794
+ case "getStockPriceHistory":
795
+ try {
796
+ const symbol = args.symbol;
797
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
798
+ if (priceHistory.length === 0) {
799
+ return {
800
+ content: [
801
+ {
802
+ type: "text",
803
+ text: `No price data available for ${symbol}`,
804
+ uri: "getStockPriceHistory"
805
+ }
806
+ ]
807
+ };
808
+ }
809
+ return {
810
+ content: [
811
+ {
812
+ type: "text",
813
+ text: JSON.stringify(
814
+ {
815
+ symbol,
816
+ count: priceHistory.length,
817
+ prices: priceHistory.map((point) => ({
818
+ timestamp: new Date(point.timestamp).toISOString(),
819
+ price: point.price
820
+ }))
821
+ },
822
+ null,
823
+ 2
824
+ ),
825
+ uri: "getStockPriceHistory"
826
+ }
827
+ ]
828
+ };
829
+ } catch (error) {
830
+ return {
831
+ content: [
832
+ {
833
+ type: "text",
834
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
835
+ uri: "getStockPriceHistory"
836
+ }
837
+ ],
838
+ isError: true
839
+ };
840
+ }
841
+ default:
842
+ return {
843
+ content: [
844
+ {
845
+ type: "text",
846
+ text: `Tool not found: ${name}`,
847
+ uri: name
848
+ }
849
+ ],
850
+ isError: true
851
+ };
1249
852
  }
1250
- const result = await handler(args);
1251
- return {
1252
- content: result.content,
1253
- isError: result.isError
1254
- };
1255
853
  }
1256
854
  );
1257
855
  process.on("SIGINT", async () => {