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/esm/MCPRemote.mjs
CHANGED
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@@ -5,1192 +5,38 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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import { z } from "zod";
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-
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import {
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Field,
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Fields,
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HandlInst,
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MDEntryType,
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Messages,
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OrdType,
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SubscriptionRequestType,
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TimeInForce
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} from "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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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"A",
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"B",
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"C",
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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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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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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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type: "array",
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items: {
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enum: [
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"M",
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"N",
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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schema: {
|
|
273
|
-
type: "object",
|
|
274
|
-
properties: {
|
|
275
|
-
symbol: { type: "string" }
|
|
276
|
-
},
|
|
277
|
-
required: ["symbol"]
|
|
278
|
-
}
|
|
279
|
-
}
|
|
280
|
-
};
|
|
281
|
-
|
|
282
|
-
// src/tools/marketData.ts
|
|
283
|
-
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
-
import QuickChart from "quickchart-js";
|
|
285
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
-
return async (args) => {
|
|
287
|
-
try {
|
|
288
|
-
const response = new Promise((resolve) => {
|
|
289
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
290
|
-
});
|
|
291
|
-
const entryTypes = args.mdEntryTypes || [
|
|
292
|
-
MDEntryType.Bid,
|
|
293
|
-
MDEntryType.Offer,
|
|
294
|
-
MDEntryType.Trade,
|
|
295
|
-
MDEntryType.IndexValue,
|
|
296
|
-
MDEntryType.OpeningPrice,
|
|
297
|
-
MDEntryType.ClosingPrice,
|
|
298
|
-
MDEntryType.SettlementPrice,
|
|
299
|
-
MDEntryType.TradingSessionHighPrice,
|
|
300
|
-
MDEntryType.TradingSessionLowPrice,
|
|
301
|
-
MDEntryType.VWAP,
|
|
302
|
-
MDEntryType.Imbalance,
|
|
303
|
-
MDEntryType.TradeVolume,
|
|
304
|
-
MDEntryType.OpenInterest,
|
|
305
|
-
MDEntryType.CompositeUnderlyingPrice,
|
|
306
|
-
MDEntryType.SimulatedSellPrice,
|
|
307
|
-
MDEntryType.SimulatedBuyPrice,
|
|
308
|
-
MDEntryType.MarginRate,
|
|
309
|
-
MDEntryType.MidPrice,
|
|
310
|
-
MDEntryType.EmptyBook,
|
|
311
|
-
MDEntryType.SettleHighPrice,
|
|
312
|
-
MDEntryType.SettleLowPrice,
|
|
313
|
-
MDEntryType.PriorSettlePrice,
|
|
314
|
-
MDEntryType.SessionHighBid,
|
|
315
|
-
MDEntryType.SessionLowOffer,
|
|
316
|
-
MDEntryType.EarlyPrices,
|
|
317
|
-
MDEntryType.AuctionClearingPrice,
|
|
318
|
-
MDEntryType.SwapValueFactor,
|
|
319
|
-
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
320
|
-
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
321
|
-
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
322
|
-
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
323
|
-
MDEntryType.FixingPrice,
|
|
324
|
-
MDEntryType.CashRate,
|
|
325
|
-
MDEntryType.RecoveryRate,
|
|
326
|
-
MDEntryType.RecoveryRateForLong,
|
|
327
|
-
MDEntryType.RecoveryRateForShort,
|
|
328
|
-
MDEntryType.MarketBid,
|
|
329
|
-
MDEntryType.MarketOffer,
|
|
330
|
-
MDEntryType.ShortSaleMinPrice,
|
|
331
|
-
MDEntryType.PreviousClosingPrice,
|
|
332
|
-
MDEntryType.ThresholdLimitPriceBanding,
|
|
333
|
-
MDEntryType.DailyFinancingValue,
|
|
334
|
-
MDEntryType.AccruedFinancingValue,
|
|
335
|
-
MDEntryType.TWAP
|
|
336
|
-
];
|
|
337
|
-
const messageFields = [
|
|
338
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
339
|
-
new Field(Fields.SenderCompID, parser.sender),
|
|
340
|
-
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
341
|
-
new Field(Fields.TargetCompID, parser.target),
|
|
342
|
-
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
343
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
344
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
345
|
-
new Field(Fields.MarketDepth, 0),
|
|
346
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
347
|
-
];
|
|
348
|
-
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
349
|
-
args.symbols.forEach((symbol) => {
|
|
350
|
-
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
351
|
-
});
|
|
352
|
-
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
353
|
-
entryTypes.forEach((entryType) => {
|
|
354
|
-
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
355
|
-
});
|
|
356
|
-
const mdr = parser.createMessage(...messageFields);
|
|
357
|
-
if (!parser.connected) {
|
|
358
|
-
return {
|
|
359
|
-
content: [
|
|
360
|
-
{
|
|
361
|
-
type: "text",
|
|
362
|
-
text: "Error: Not connected. Ignoring message.",
|
|
363
|
-
uri: "marketDataRequest"
|
|
364
|
-
}
|
|
365
|
-
],
|
|
366
|
-
isError: true
|
|
367
|
-
};
|
|
368
|
-
}
|
|
369
|
-
parser.send(mdr);
|
|
370
|
-
const fixData = await response;
|
|
371
|
-
return {
|
|
372
|
-
content: [
|
|
373
|
-
{
|
|
374
|
-
type: "text",
|
|
375
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
376
|
-
uri: "marketDataRequest"
|
|
377
|
-
}
|
|
378
|
-
]
|
|
379
|
-
};
|
|
380
|
-
} catch (error) {
|
|
381
|
-
return {
|
|
382
|
-
content: [
|
|
383
|
-
{
|
|
384
|
-
type: "text",
|
|
385
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
386
|
-
uri: "marketDataRequest"
|
|
387
|
-
}
|
|
388
|
-
],
|
|
389
|
-
isError: true
|
|
390
|
-
};
|
|
391
|
-
}
|
|
392
|
-
};
|
|
393
|
-
};
|
|
394
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
395
|
-
return async (args) => {
|
|
396
|
-
try {
|
|
397
|
-
const symbol = args.symbol;
|
|
398
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
399
|
-
if (priceHistory.length === 0) {
|
|
400
|
-
return {
|
|
401
|
-
content: [
|
|
402
|
-
{
|
|
403
|
-
type: "text",
|
|
404
|
-
text: `No price data available for ${symbol}`,
|
|
405
|
-
uri: "getStockGraph"
|
|
406
|
-
}
|
|
407
|
-
]
|
|
408
|
-
};
|
|
409
|
-
}
|
|
410
|
-
const chart = new QuickChart();
|
|
411
|
-
chart.setWidth(1200);
|
|
412
|
-
chart.setHeight(600);
|
|
413
|
-
chart.setBackgroundColor("transparent");
|
|
414
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
415
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
416
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
417
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
418
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
419
|
-
const tradeData = priceHistory.map((point) => point.trade);
|
|
420
|
-
const vwapData = priceHistory.map((point) => point.vwap);
|
|
421
|
-
const twapData = priceHistory.map((point) => point.twap);
|
|
422
|
-
const config = {
|
|
423
|
-
type: "line",
|
|
424
|
-
data: {
|
|
425
|
-
labels,
|
|
426
|
-
datasets: [
|
|
427
|
-
{
|
|
428
|
-
label: "Bid",
|
|
429
|
-
data: bidData,
|
|
430
|
-
borderColor: "#28a745",
|
|
431
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
432
|
-
fill: false,
|
|
433
|
-
tension: 0.4
|
|
434
|
-
},
|
|
435
|
-
{
|
|
436
|
-
label: "Offer",
|
|
437
|
-
data: offerData,
|
|
438
|
-
borderColor: "#dc3545",
|
|
439
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
440
|
-
fill: false,
|
|
441
|
-
tension: 0.4
|
|
442
|
-
},
|
|
443
|
-
{
|
|
444
|
-
label: "Spread",
|
|
445
|
-
data: spreadData,
|
|
446
|
-
borderColor: "#6c757d",
|
|
447
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
448
|
-
fill: false,
|
|
449
|
-
tension: 0.4
|
|
450
|
-
},
|
|
451
|
-
{
|
|
452
|
-
label: "Trade",
|
|
453
|
-
data: tradeData,
|
|
454
|
-
borderColor: "#ffc107",
|
|
455
|
-
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
456
|
-
fill: false,
|
|
457
|
-
tension: 0.4
|
|
458
|
-
},
|
|
459
|
-
{
|
|
460
|
-
label: "VWAP",
|
|
461
|
-
data: vwapData,
|
|
462
|
-
borderColor: "#17a2b8",
|
|
463
|
-
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
464
|
-
fill: false,
|
|
465
|
-
tension: 0.4
|
|
466
|
-
},
|
|
467
|
-
{
|
|
468
|
-
label: "TWAP",
|
|
469
|
-
data: twapData,
|
|
470
|
-
borderColor: "#6610f2",
|
|
471
|
-
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
472
|
-
fill: false,
|
|
473
|
-
tension: 0.4
|
|
474
|
-
},
|
|
475
|
-
{
|
|
476
|
-
label: "Volume",
|
|
477
|
-
data: volumeData,
|
|
478
|
-
borderColor: "#007bff",
|
|
479
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
480
|
-
fill: true,
|
|
481
|
-
tension: 0.4
|
|
482
|
-
}
|
|
483
|
-
]
|
|
484
|
-
},
|
|
485
|
-
options: {
|
|
486
|
-
responsive: true,
|
|
487
|
-
plugins: {
|
|
488
|
-
title: {
|
|
489
|
-
display: true,
|
|
490
|
-
text: `${symbol} Market Data`
|
|
491
|
-
}
|
|
492
|
-
},
|
|
493
|
-
scales: {
|
|
494
|
-
y: {
|
|
495
|
-
beginAtZero: false
|
|
496
|
-
}
|
|
497
|
-
}
|
|
498
|
-
}
|
|
499
|
-
};
|
|
500
|
-
chart.setConfig(config);
|
|
501
|
-
const imageBuffer = await chart.toBinary();
|
|
502
|
-
const base64 = imageBuffer.toString("base64");
|
|
503
|
-
return {
|
|
504
|
-
content: [
|
|
505
|
-
{
|
|
506
|
-
type: "resource",
|
|
507
|
-
resource: {
|
|
508
|
-
uri: "resource://graph",
|
|
509
|
-
mimeType: "image/png",
|
|
510
|
-
blob: base64
|
|
511
|
-
}
|
|
512
|
-
}
|
|
513
|
-
]
|
|
514
|
-
};
|
|
515
|
-
} catch (error) {
|
|
516
|
-
return {
|
|
517
|
-
content: [
|
|
518
|
-
{
|
|
519
|
-
type: "text",
|
|
520
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
521
|
-
uri: "getStockGraph"
|
|
522
|
-
}
|
|
523
|
-
],
|
|
524
|
-
isError: true
|
|
525
|
-
};
|
|
526
|
-
}
|
|
527
|
-
};
|
|
528
|
-
};
|
|
529
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
530
|
-
return async (args) => {
|
|
531
|
-
try {
|
|
532
|
-
const symbol = args.symbol;
|
|
533
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
534
|
-
if (priceHistory.length === 0) {
|
|
535
|
-
return {
|
|
536
|
-
content: [
|
|
537
|
-
{
|
|
538
|
-
type: "text",
|
|
539
|
-
text: `No price data available for ${symbol}`,
|
|
540
|
-
uri: "getStockPriceHistory"
|
|
541
|
-
}
|
|
542
|
-
]
|
|
543
|
-
};
|
|
544
|
-
}
|
|
545
|
-
return {
|
|
546
|
-
content: [
|
|
547
|
-
{
|
|
548
|
-
type: "text",
|
|
549
|
-
text: JSON.stringify(
|
|
550
|
-
{
|
|
551
|
-
symbol,
|
|
552
|
-
count: priceHistory.length,
|
|
553
|
-
data: priceHistory.map((point) => ({
|
|
554
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
555
|
-
bid: point.bid,
|
|
556
|
-
offer: point.offer,
|
|
557
|
-
spread: point.spread,
|
|
558
|
-
volume: point.volume,
|
|
559
|
-
trade: point.trade,
|
|
560
|
-
indexValue: point.indexValue,
|
|
561
|
-
openingPrice: point.openingPrice,
|
|
562
|
-
closingPrice: point.closingPrice,
|
|
563
|
-
settlementPrice: point.settlementPrice,
|
|
564
|
-
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
565
|
-
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
566
|
-
vwap: point.vwap,
|
|
567
|
-
imbalance: point.imbalance,
|
|
568
|
-
openInterest: point.openInterest,
|
|
569
|
-
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
570
|
-
simulatedSellPrice: point.simulatedSellPrice,
|
|
571
|
-
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
572
|
-
marginRate: point.marginRate,
|
|
573
|
-
midPrice: point.midPrice,
|
|
574
|
-
emptyBook: point.emptyBook,
|
|
575
|
-
settleHighPrice: point.settleHighPrice,
|
|
576
|
-
settleLowPrice: point.settleLowPrice,
|
|
577
|
-
priorSettlePrice: point.priorSettlePrice,
|
|
578
|
-
sessionHighBid: point.sessionHighBid,
|
|
579
|
-
sessionLowOffer: point.sessionLowOffer,
|
|
580
|
-
earlyPrices: point.earlyPrices,
|
|
581
|
-
auctionClearingPrice: point.auctionClearingPrice,
|
|
582
|
-
swapValueFactor: point.swapValueFactor,
|
|
583
|
-
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
584
|
-
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
585
|
-
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
586
|
-
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
587
|
-
fixingPrice: point.fixingPrice,
|
|
588
|
-
cashRate: point.cashRate,
|
|
589
|
-
recoveryRate: point.recoveryRate,
|
|
590
|
-
recoveryRateForLong: point.recoveryRateForLong,
|
|
591
|
-
recoveryRateForShort: point.recoveryRateForShort,
|
|
592
|
-
marketBid: point.marketBid,
|
|
593
|
-
marketOffer: point.marketOffer,
|
|
594
|
-
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
595
|
-
previousClosingPrice: point.previousClosingPrice,
|
|
596
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
597
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
598
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
599
|
-
twap: point.twap
|
|
600
|
-
}))
|
|
601
|
-
},
|
|
602
|
-
null,
|
|
603
|
-
2
|
|
604
|
-
),
|
|
605
|
-
uri: "getStockPriceHistory"
|
|
606
|
-
}
|
|
607
|
-
]
|
|
608
|
-
};
|
|
609
|
-
} catch (error) {
|
|
610
|
-
return {
|
|
611
|
-
content: [
|
|
612
|
-
{
|
|
613
|
-
type: "text",
|
|
614
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
615
|
-
uri: "getStockPriceHistory"
|
|
616
|
-
}
|
|
617
|
-
],
|
|
618
|
-
isError: true
|
|
619
|
-
};
|
|
620
|
-
}
|
|
621
|
-
};
|
|
622
|
-
};
|
|
623
|
-
|
|
624
|
-
// src/tools/order.ts
|
|
625
|
-
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
626
|
-
var ordTypeNames = {
|
|
627
|
-
"1": "Market",
|
|
628
|
-
"2": "Limit",
|
|
629
|
-
"3": "Stop",
|
|
630
|
-
"4": "StopLimit",
|
|
631
|
-
"5": "MarketOnClose",
|
|
632
|
-
"6": "WithOrWithout",
|
|
633
|
-
"7": "LimitOrBetter",
|
|
634
|
-
"8": "LimitWithOrWithout",
|
|
635
|
-
"9": "OnBasis",
|
|
636
|
-
A: "OnClose",
|
|
637
|
-
B: "LimitOnClose",
|
|
638
|
-
C: "ForexMarket",
|
|
639
|
-
D: "PreviouslyQuoted",
|
|
640
|
-
E: "PreviouslyIndicated",
|
|
641
|
-
F: "ForexLimit",
|
|
642
|
-
G: "ForexSwap",
|
|
643
|
-
H: "ForexPreviouslyQuoted",
|
|
644
|
-
I: "Funari",
|
|
645
|
-
J: "MarketIfTouched",
|
|
646
|
-
K: "MarketWithLeftOverAsLimit",
|
|
647
|
-
L: "PreviousFundValuationPoint",
|
|
648
|
-
M: "NextFundValuationPoint",
|
|
649
|
-
P: "Pegged",
|
|
650
|
-
Q: "CounterOrderSelection",
|
|
651
|
-
R: "StopOnBidOrOffer",
|
|
652
|
-
S: "StopLimitOnBidOrOffer"
|
|
653
|
-
};
|
|
654
|
-
var sideNames = {
|
|
655
|
-
"1": "Buy",
|
|
656
|
-
"2": "Sell",
|
|
657
|
-
"3": "BuyMinus",
|
|
658
|
-
"4": "SellPlus",
|
|
659
|
-
"5": "SellShort",
|
|
660
|
-
"6": "SellShortExempt",
|
|
661
|
-
"7": "Undisclosed",
|
|
662
|
-
"8": "Cross",
|
|
663
|
-
"9": "CrossShort",
|
|
664
|
-
A: "CrossShortExempt",
|
|
665
|
-
B: "AsDefined",
|
|
666
|
-
C: "Opposite",
|
|
667
|
-
D: "Subscribe",
|
|
668
|
-
E: "Redeem",
|
|
669
|
-
F: "Lend",
|
|
670
|
-
G: "Borrow",
|
|
671
|
-
H: "SellUndisclosed"
|
|
672
|
-
};
|
|
673
|
-
var timeInForceNames = {
|
|
674
|
-
"0": "Day",
|
|
675
|
-
"1": "GoodTillCancel",
|
|
676
|
-
"2": "AtTheOpening",
|
|
677
|
-
"3": "ImmediateOrCancel",
|
|
678
|
-
"4": "FillOrKill",
|
|
679
|
-
"5": "GoodTillCrossing",
|
|
680
|
-
"6": "GoodTillDate",
|
|
681
|
-
"7": "AtTheClose",
|
|
682
|
-
"8": "GoodThroughCrossing",
|
|
683
|
-
"9": "AtCrossing",
|
|
684
|
-
A: "GoodForTime",
|
|
685
|
-
B: "GoodForAuction",
|
|
686
|
-
C: "GoodForMonth"
|
|
687
|
-
};
|
|
688
|
-
var handlInstNames = {
|
|
689
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
690
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
691
|
-
"3": "ManualOrder"
|
|
692
|
-
};
|
|
693
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
694
|
-
return async (args) => {
|
|
695
|
-
try {
|
|
696
|
-
verifiedOrders.set(args.clOrdID, {
|
|
697
|
-
clOrdID: args.clOrdID,
|
|
698
|
-
handlInst: args.handlInst,
|
|
699
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
700
|
-
price: Number.parseFloat(String(args.price)),
|
|
701
|
-
ordType: args.ordType,
|
|
702
|
-
side: args.side,
|
|
703
|
-
symbol: args.symbol,
|
|
704
|
-
timeInForce: args.timeInForce
|
|
705
|
-
});
|
|
706
|
-
return {
|
|
707
|
-
content: [
|
|
708
|
-
{
|
|
709
|
-
type: "text",
|
|
710
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
711
|
-
|
|
712
|
-
Parameters verified:
|
|
713
|
-
- ClOrdID: ${args.clOrdID}
|
|
714
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
715
|
-
- Quantity: ${args.quantity}
|
|
716
|
-
- Price: ${args.price}
|
|
717
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
718
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
719
|
-
- Symbol: ${args.symbol}
|
|
720
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
721
|
-
|
|
722
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
723
|
-
uri: "verifyOrder"
|
|
724
|
-
}
|
|
725
|
-
]
|
|
726
|
-
};
|
|
727
|
-
} catch (error) {
|
|
728
|
-
return {
|
|
729
|
-
content: [
|
|
730
|
-
{
|
|
731
|
-
type: "text",
|
|
732
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
733
|
-
uri: "verifyOrder"
|
|
734
|
-
}
|
|
735
|
-
],
|
|
736
|
-
isError: true
|
|
737
|
-
};
|
|
738
|
-
}
|
|
739
|
-
};
|
|
740
|
-
};
|
|
741
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
742
|
-
return async (args) => {
|
|
743
|
-
try {
|
|
744
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
745
|
-
if (!verifiedOrder) {
|
|
746
|
-
return {
|
|
747
|
-
content: [
|
|
748
|
-
{
|
|
749
|
-
type: "text",
|
|
750
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
751
|
-
uri: "executeOrder"
|
|
752
|
-
}
|
|
753
|
-
],
|
|
754
|
-
isError: true
|
|
755
|
-
};
|
|
756
|
-
}
|
|
757
|
-
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) {
|
|
758
|
-
return {
|
|
759
|
-
content: [
|
|
760
|
-
{
|
|
761
|
-
type: "text",
|
|
762
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
763
|
-
uri: "executeOrder"
|
|
764
|
-
}
|
|
765
|
-
],
|
|
766
|
-
isError: true
|
|
767
|
-
};
|
|
768
|
-
}
|
|
769
|
-
const response = new Promise((resolve) => {
|
|
770
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
771
|
-
});
|
|
772
|
-
const order = parser.createMessage(
|
|
773
|
-
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
774
|
-
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
775
|
-
new Field2(Fields2.SenderCompID, parser.sender),
|
|
776
|
-
new Field2(Fields2.TargetCompID, parser.target),
|
|
777
|
-
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
778
|
-
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
779
|
-
new Field2(Fields2.Side, args.side),
|
|
780
|
-
new Field2(Fields2.Symbol, args.symbol),
|
|
781
|
-
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
782
|
-
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
783
|
-
new Field2(Fields2.OrdType, args.ordType),
|
|
784
|
-
new Field2(Fields2.HandlInst, args.handlInst),
|
|
785
|
-
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
786
|
-
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
787
|
-
);
|
|
788
|
-
if (!parser.connected) {
|
|
789
|
-
return {
|
|
790
|
-
content: [
|
|
791
|
-
{
|
|
792
|
-
type: "text",
|
|
793
|
-
text: "Error: Not connected. Ignoring message.",
|
|
794
|
-
uri: "executeOrder"
|
|
795
|
-
}
|
|
796
|
-
],
|
|
797
|
-
isError: true
|
|
798
|
-
};
|
|
799
|
-
}
|
|
800
|
-
parser.send(order);
|
|
801
|
-
const fixData = await response;
|
|
802
|
-
verifiedOrders.delete(args.clOrdID);
|
|
803
|
-
return {
|
|
804
|
-
content: [
|
|
805
|
-
{
|
|
806
|
-
type: "text",
|
|
807
|
-
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())}`,
|
|
808
|
-
uri: "executeOrder"
|
|
809
|
-
}
|
|
810
|
-
]
|
|
811
|
-
};
|
|
812
|
-
} catch (error) {
|
|
813
|
-
return {
|
|
814
|
-
content: [
|
|
815
|
-
{
|
|
816
|
-
type: "text",
|
|
817
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
818
|
-
uri: "executeOrder"
|
|
819
|
-
}
|
|
820
|
-
],
|
|
821
|
-
isError: true
|
|
822
|
-
};
|
|
823
|
-
}
|
|
824
|
-
};
|
|
825
|
-
};
|
|
826
|
-
|
|
827
|
-
// src/tools/parse.ts
|
|
828
|
-
var createParseHandler = (parser) => {
|
|
829
|
-
return async (args) => {
|
|
830
|
-
try {
|
|
831
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
832
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
833
|
-
return {
|
|
834
|
-
content: [
|
|
835
|
-
{
|
|
836
|
-
type: "text",
|
|
837
|
-
text: "Error: Failed to parse FIX string",
|
|
838
|
-
uri: "parse"
|
|
839
|
-
}
|
|
840
|
-
],
|
|
841
|
-
isError: true
|
|
842
|
-
};
|
|
843
|
-
}
|
|
844
|
-
return {
|
|
845
|
-
content: [
|
|
846
|
-
{
|
|
847
|
-
type: "text",
|
|
848
|
-
text: `${parsedMessage[0].description}
|
|
849
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
850
|
-
uri: "parse"
|
|
851
|
-
}
|
|
852
|
-
]
|
|
853
|
-
};
|
|
854
|
-
} catch (error) {
|
|
855
|
-
return {
|
|
856
|
-
content: [
|
|
857
|
-
{
|
|
858
|
-
type: "text",
|
|
859
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
860
|
-
uri: "parse"
|
|
861
|
-
}
|
|
862
|
-
],
|
|
863
|
-
isError: true
|
|
864
|
-
};
|
|
865
|
-
}
|
|
866
|
-
};
|
|
867
|
-
};
|
|
868
|
-
|
|
869
|
-
// src/tools/parseToJSON.ts
|
|
870
|
-
var createParseToJSONHandler = (parser) => {
|
|
871
|
-
return async (args) => {
|
|
872
|
-
try {
|
|
873
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
874
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
875
|
-
return {
|
|
876
|
-
content: [
|
|
877
|
-
{
|
|
878
|
-
type: "text",
|
|
879
|
-
text: "Error: Failed to parse FIX string",
|
|
880
|
-
uri: "parseToJSON"
|
|
881
|
-
}
|
|
882
|
-
],
|
|
883
|
-
isError: true
|
|
884
|
-
};
|
|
885
|
-
}
|
|
886
|
-
return {
|
|
887
|
-
content: [
|
|
888
|
-
{
|
|
889
|
-
type: "text",
|
|
890
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
891
|
-
uri: "parseToJSON"
|
|
892
|
-
}
|
|
893
|
-
]
|
|
894
|
-
};
|
|
895
|
-
} catch (error) {
|
|
896
|
-
return {
|
|
897
|
-
content: [
|
|
898
|
-
{
|
|
899
|
-
type: "text",
|
|
900
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
901
|
-
uri: "parseToJSON"
|
|
902
|
-
}
|
|
903
|
-
],
|
|
904
|
-
isError: true
|
|
905
|
-
};
|
|
906
|
-
}
|
|
907
|
-
};
|
|
908
|
-
};
|
|
909
|
-
|
|
910
|
-
// src/tools/index.ts
|
|
911
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
912
|
-
parse: createParseHandler(parser),
|
|
913
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
914
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
915
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
916
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
917
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
918
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
919
|
-
});
|
|
920
|
-
|
|
921
|
-
// src/utils/messageHandler.ts
|
|
922
|
-
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
923
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
924
|
-
parser.logger.log({
|
|
925
|
-
level: "info",
|
|
926
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
927
|
-
});
|
|
928
|
-
const msgType = message.messageType;
|
|
929
|
-
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
930
|
-
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
931
|
-
const fixJson = message.toFIXJSON();
|
|
932
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
933
|
-
const data = {
|
|
934
|
-
timestamp: Date.now(),
|
|
935
|
-
bid: 0,
|
|
936
|
-
offer: 0,
|
|
937
|
-
spread: 0,
|
|
938
|
-
volume: 0,
|
|
939
|
-
trade: 0,
|
|
940
|
-
indexValue: 0,
|
|
941
|
-
openingPrice: 0,
|
|
942
|
-
closingPrice: 0,
|
|
943
|
-
settlementPrice: 0,
|
|
944
|
-
tradingSessionHighPrice: 0,
|
|
945
|
-
tradingSessionLowPrice: 0,
|
|
946
|
-
vwap: 0,
|
|
947
|
-
imbalance: 0,
|
|
948
|
-
openInterest: 0,
|
|
949
|
-
compositeUnderlyingPrice: 0,
|
|
950
|
-
simulatedSellPrice: 0,
|
|
951
|
-
simulatedBuyPrice: 0,
|
|
952
|
-
marginRate: 0,
|
|
953
|
-
midPrice: 0,
|
|
954
|
-
emptyBook: 0,
|
|
955
|
-
settleHighPrice: 0,
|
|
956
|
-
settleLowPrice: 0,
|
|
957
|
-
priorSettlePrice: 0,
|
|
958
|
-
sessionHighBid: 0,
|
|
959
|
-
sessionLowOffer: 0,
|
|
960
|
-
earlyPrices: 0,
|
|
961
|
-
auctionClearingPrice: 0,
|
|
962
|
-
swapValueFactor: 0,
|
|
963
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
964
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
965
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
966
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
967
|
-
fixingPrice: 0,
|
|
968
|
-
cashRate: 0,
|
|
969
|
-
recoveryRate: 0,
|
|
970
|
-
recoveryRateForLong: 0,
|
|
971
|
-
recoveryRateForShort: 0,
|
|
972
|
-
marketBid: 0,
|
|
973
|
-
marketOffer: 0,
|
|
974
|
-
shortSaleMinPrice: 0,
|
|
975
|
-
previousClosingPrice: 0,
|
|
976
|
-
thresholdLimitPriceBanding: 0,
|
|
977
|
-
dailyFinancingValue: 0,
|
|
978
|
-
accruedFinancingValue: 0,
|
|
979
|
-
twap: 0
|
|
980
|
-
};
|
|
981
|
-
for (const entry of entries) {
|
|
982
|
-
const entryType = entry.MDEntryType;
|
|
983
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
984
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
985
|
-
switch (entryType) {
|
|
986
|
-
case MDEntryType2.Bid:
|
|
987
|
-
data.bid = price;
|
|
988
|
-
break;
|
|
989
|
-
case MDEntryType2.Offer:
|
|
990
|
-
data.offer = price;
|
|
991
|
-
break;
|
|
992
|
-
case MDEntryType2.Trade:
|
|
993
|
-
data.trade = price;
|
|
994
|
-
break;
|
|
995
|
-
case MDEntryType2.IndexValue:
|
|
996
|
-
data.indexValue = price;
|
|
997
|
-
break;
|
|
998
|
-
case MDEntryType2.OpeningPrice:
|
|
999
|
-
data.openingPrice = price;
|
|
1000
|
-
break;
|
|
1001
|
-
case MDEntryType2.ClosingPrice:
|
|
1002
|
-
data.closingPrice = price;
|
|
1003
|
-
break;
|
|
1004
|
-
case MDEntryType2.SettlementPrice:
|
|
1005
|
-
data.settlementPrice = price;
|
|
1006
|
-
break;
|
|
1007
|
-
case MDEntryType2.TradingSessionHighPrice:
|
|
1008
|
-
data.tradingSessionHighPrice = price;
|
|
1009
|
-
break;
|
|
1010
|
-
case MDEntryType2.TradingSessionLowPrice:
|
|
1011
|
-
data.tradingSessionLowPrice = price;
|
|
1012
|
-
break;
|
|
1013
|
-
case MDEntryType2.VWAP:
|
|
1014
|
-
data.vwap = price;
|
|
1015
|
-
break;
|
|
1016
|
-
case MDEntryType2.Imbalance:
|
|
1017
|
-
data.imbalance = size;
|
|
1018
|
-
break;
|
|
1019
|
-
case MDEntryType2.TradeVolume:
|
|
1020
|
-
data.volume = size;
|
|
1021
|
-
break;
|
|
1022
|
-
case MDEntryType2.OpenInterest:
|
|
1023
|
-
data.openInterest = size;
|
|
1024
|
-
break;
|
|
1025
|
-
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1026
|
-
data.compositeUnderlyingPrice = price;
|
|
1027
|
-
break;
|
|
1028
|
-
case MDEntryType2.SimulatedSellPrice:
|
|
1029
|
-
data.simulatedSellPrice = price;
|
|
1030
|
-
break;
|
|
1031
|
-
case MDEntryType2.SimulatedBuyPrice:
|
|
1032
|
-
data.simulatedBuyPrice = price;
|
|
1033
|
-
break;
|
|
1034
|
-
case MDEntryType2.MarginRate:
|
|
1035
|
-
data.marginRate = price;
|
|
1036
|
-
break;
|
|
1037
|
-
case MDEntryType2.MidPrice:
|
|
1038
|
-
data.midPrice = price;
|
|
1039
|
-
break;
|
|
1040
|
-
case MDEntryType2.EmptyBook:
|
|
1041
|
-
data.emptyBook = 1;
|
|
1042
|
-
break;
|
|
1043
|
-
case MDEntryType2.SettleHighPrice:
|
|
1044
|
-
data.settleHighPrice = price;
|
|
1045
|
-
break;
|
|
1046
|
-
case MDEntryType2.SettleLowPrice:
|
|
1047
|
-
data.settleLowPrice = price;
|
|
1048
|
-
break;
|
|
1049
|
-
case MDEntryType2.PriorSettlePrice:
|
|
1050
|
-
data.priorSettlePrice = price;
|
|
1051
|
-
break;
|
|
1052
|
-
case MDEntryType2.SessionHighBid:
|
|
1053
|
-
data.sessionHighBid = price;
|
|
1054
|
-
break;
|
|
1055
|
-
case MDEntryType2.SessionLowOffer:
|
|
1056
|
-
data.sessionLowOffer = price;
|
|
1057
|
-
break;
|
|
1058
|
-
case MDEntryType2.EarlyPrices:
|
|
1059
|
-
data.earlyPrices = price;
|
|
1060
|
-
break;
|
|
1061
|
-
case MDEntryType2.AuctionClearingPrice:
|
|
1062
|
-
data.auctionClearingPrice = price;
|
|
1063
|
-
break;
|
|
1064
|
-
case MDEntryType2.SwapValueFactor:
|
|
1065
|
-
data.swapValueFactor = price;
|
|
1066
|
-
break;
|
|
1067
|
-
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1068
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1069
|
-
break;
|
|
1070
|
-
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1071
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1072
|
-
break;
|
|
1073
|
-
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1074
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1075
|
-
break;
|
|
1076
|
-
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1077
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1078
|
-
break;
|
|
1079
|
-
case MDEntryType2.FixingPrice:
|
|
1080
|
-
data.fixingPrice = price;
|
|
1081
|
-
break;
|
|
1082
|
-
case MDEntryType2.CashRate:
|
|
1083
|
-
data.cashRate = price;
|
|
1084
|
-
break;
|
|
1085
|
-
case MDEntryType2.RecoveryRate:
|
|
1086
|
-
data.recoveryRate = price;
|
|
1087
|
-
break;
|
|
1088
|
-
case MDEntryType2.RecoveryRateForLong:
|
|
1089
|
-
data.recoveryRateForLong = price;
|
|
1090
|
-
break;
|
|
1091
|
-
case MDEntryType2.RecoveryRateForShort:
|
|
1092
|
-
data.recoveryRateForShort = price;
|
|
1093
|
-
break;
|
|
1094
|
-
case MDEntryType2.MarketBid:
|
|
1095
|
-
data.marketBid = price;
|
|
1096
|
-
break;
|
|
1097
|
-
case MDEntryType2.MarketOffer:
|
|
1098
|
-
data.marketOffer = price;
|
|
1099
|
-
break;
|
|
1100
|
-
case MDEntryType2.ShortSaleMinPrice:
|
|
1101
|
-
data.shortSaleMinPrice = price;
|
|
1102
|
-
break;
|
|
1103
|
-
case MDEntryType2.PreviousClosingPrice:
|
|
1104
|
-
data.previousClosingPrice = price;
|
|
1105
|
-
break;
|
|
1106
|
-
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1107
|
-
data.thresholdLimitPriceBanding = price;
|
|
1108
|
-
break;
|
|
1109
|
-
case MDEntryType2.DailyFinancingValue:
|
|
1110
|
-
data.dailyFinancingValue = price;
|
|
1111
|
-
break;
|
|
1112
|
-
case MDEntryType2.AccruedFinancingValue:
|
|
1113
|
-
data.accruedFinancingValue = price;
|
|
1114
|
-
break;
|
|
1115
|
-
case MDEntryType2.TWAP:
|
|
1116
|
-
data.twap = price;
|
|
1117
|
-
break;
|
|
1118
|
-
}
|
|
1119
|
-
}
|
|
1120
|
-
data.spread = data.offer - data.bid;
|
|
1121
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1122
|
-
marketDataPrices.set(symbol, []);
|
|
1123
|
-
}
|
|
1124
|
-
const prices = marketDataPrices.get(symbol);
|
|
1125
|
-
prices.push(data);
|
|
1126
|
-
if (prices.length > maxPriceHistory) {
|
|
1127
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1128
|
-
}
|
|
1129
|
-
onPriceUpdate?.(symbol, data);
|
|
1130
|
-
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1131
|
-
if (mdReqID) {
|
|
1132
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1133
|
-
if (callback) {
|
|
1134
|
-
callback(message);
|
|
1135
|
-
pendingRequests.delete(mdReqID);
|
|
1136
|
-
}
|
|
1137
|
-
}
|
|
1138
|
-
} else if (msgType === Messages3.ExecutionReport) {
|
|
1139
|
-
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1140
|
-
const callback = pendingRequests.get(reqId);
|
|
1141
|
-
if (callback) {
|
|
1142
|
-
callback(message);
|
|
1143
|
-
pendingRequests.delete(reqId);
|
|
1144
|
-
}
|
|
1145
|
-
}
|
|
1146
|
-
}
|
|
1147
|
-
|
|
1148
|
-
// src/MCPRemote.ts
|
|
1149
|
-
var transports = {};
|
|
1150
|
-
function jsonSchemaToZod(schema) {
|
|
1151
|
-
if (schema.type === "object") {
|
|
1152
|
-
const shape = {};
|
|
1153
|
-
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1154
|
-
const propSchema = prop;
|
|
1155
|
-
if (propSchema.type === "string") {
|
|
1156
|
-
if (propSchema.enum) {
|
|
1157
|
-
shape[key] = z.enum(propSchema.enum);
|
|
1158
|
-
} else {
|
|
1159
|
-
shape[key] = z.string();
|
|
1160
|
-
}
|
|
1161
|
-
} else if (propSchema.type === "number") {
|
|
1162
|
-
shape[key] = z.number();
|
|
1163
|
-
} else if (propSchema.type === "boolean") {
|
|
1164
|
-
shape[key] = z.boolean();
|
|
1165
|
-
} else if (propSchema.type === "array") {
|
|
1166
|
-
if (propSchema.items.type === "string") {
|
|
1167
|
-
shape[key] = z.array(z.string());
|
|
1168
|
-
} else if (propSchema.items.type === "number") {
|
|
1169
|
-
shape[key] = z.array(z.number());
|
|
1170
|
-
} else if (propSchema.items.type === "boolean") {
|
|
1171
|
-
shape[key] = z.array(z.boolean());
|
|
1172
|
-
} else {
|
|
1173
|
-
shape[key] = z.array(z.any());
|
|
1174
|
-
}
|
|
1175
|
-
} else {
|
|
1176
|
-
shape[key] = z.any();
|
|
1177
|
-
}
|
|
1178
|
-
}
|
|
1179
|
-
return shape;
|
|
1180
|
-
}
|
|
1181
|
-
return {};
|
|
1182
|
-
}
|
|
1183
|
-
var MCPRemote = class extends MCPBase {
|
|
1184
|
-
/**
|
|
1185
|
-
* Port number the server will listen on.
|
|
1186
32
|
* @private
|
|
1187
33
|
*/
|
|
1188
|
-
|
|
34
|
+
parser;
|
|
1189
35
|
/**
|
|
1190
36
|
* Node.js HTTP server instance created internally.
|
|
1191
37
|
* @private
|
|
1192
38
|
*/
|
|
1193
|
-
|
|
39
|
+
server;
|
|
1194
40
|
/**
|
|
1195
41
|
* MCP server instance handling MCP protocol logic.
|
|
1196
42
|
* @private
|
|
@@ -1200,74 +46,90 @@ var MCPRemote = class extends MCPBase {
|
|
|
1200
46
|
* Optional name of the plugin/server instance.
|
|
1201
47
|
* @private
|
|
1202
48
|
*/
|
|
1203
|
-
|
|
49
|
+
name;
|
|
1204
50
|
/**
|
|
1205
51
|
* Optional version string of the plugin/server.
|
|
1206
52
|
* @private
|
|
1207
53
|
*/
|
|
1208
|
-
|
|
54
|
+
version;
|
|
1209
55
|
/**
|
|
1210
|
-
*
|
|
56
|
+
* Called when server is setup and listening.
|
|
1211
57
|
* @private
|
|
1212
58
|
*/
|
|
1213
|
-
|
|
59
|
+
onReady = void 0;
|
|
1214
60
|
/**
|
|
1215
|
-
*
|
|
61
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
62
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
+
* FIX Message is received.
|
|
1216
64
|
* @private
|
|
65
|
+
* @type {Map<string, (data: Message) => void>}
|
|
1217
66
|
*/
|
|
1218
67
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1219
|
-
/**
|
|
1220
|
-
* Map to store market data prices for each symbol
|
|
1221
|
-
* @private
|
|
1222
|
-
*/
|
|
1223
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1224
|
-
/**
|
|
1225
|
-
* Maximum number of price history entries to keep per symbol
|
|
1226
|
-
* @private
|
|
1227
|
-
*/
|
|
1228
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
1229
68
|
constructor({ port, logger, onReady }) {
|
|
1230
|
-
super({ logger, onReady });
|
|
1231
69
|
this.port = port;
|
|
70
|
+
if (logger) this.logger = logger;
|
|
71
|
+
if (onReady) this.onReady = onReady;
|
|
1232
72
|
}
|
|
1233
73
|
async register(parser) {
|
|
1234
74
|
this.parser = parser;
|
|
75
|
+
this.parser.addOnMessageCallback((message) => {
|
|
76
|
+
this.logger?.log({
|
|
77
|
+
level: "info",
|
|
78
|
+
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
+
});
|
|
80
|
+
const msgType = message.messageType;
|
|
81
|
+
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
+
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
+
if (idField) {
|
|
84
|
+
const id = idField.value;
|
|
85
|
+
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
+
const callback = this.pendingRequests.get(String(id));
|
|
87
|
+
if (callback) {
|
|
88
|
+
callback(message);
|
|
89
|
+
this.pendingRequests.delete(String(id));
|
|
90
|
+
}
|
|
91
|
+
}
|
|
92
|
+
}
|
|
93
|
+
}
|
|
94
|
+
});
|
|
1235
95
|
this.logger = parser.logger;
|
|
1236
96
|
this.logger?.log({
|
|
1237
97
|
level: "info",
|
|
1238
98
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
1239
99
|
});
|
|
1240
|
-
this.
|
|
1241
|
-
if (this.parser) {
|
|
1242
|
-
handleMessage(
|
|
1243
|
-
message,
|
|
1244
|
-
this.parser,
|
|
1245
|
-
this.pendingRequests,
|
|
1246
|
-
this.marketDataPrices,
|
|
1247
|
-
this.MAX_PRICE_HISTORY
|
|
1248
|
-
);
|
|
1249
|
-
}
|
|
1250
|
-
});
|
|
1251
|
-
this.httpServer = createServer(async (req, res) => {
|
|
1252
|
-
this.logger?.log({
|
|
1253
|
-
level: "info",
|
|
1254
|
-
message: `Incoming request: ${req.method} ${req.url}`
|
|
1255
|
-
});
|
|
100
|
+
this.server = createServer(async (req, res) => {
|
|
1256
101
|
if (!req.url || !req.method) {
|
|
1257
|
-
this.logger?.log({
|
|
1258
|
-
level: "error",
|
|
1259
|
-
message: "Invalid request: missing URL or method"
|
|
1260
|
-
});
|
|
1261
102
|
res.writeHead(400);
|
|
1262
103
|
res.end("Bad Request");
|
|
1263
104
|
return;
|
|
1264
105
|
}
|
|
1265
|
-
|
|
106
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
107
|
+
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
+
const config = {
|
|
109
|
+
issuer: "https://accounts.google.com",
|
|
110
|
+
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
+
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
+
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
+
response_types_supported: [
|
|
114
|
+
"code",
|
|
115
|
+
"token",
|
|
116
|
+
"id_token",
|
|
117
|
+
"code token",
|
|
118
|
+
"code id_token",
|
|
119
|
+
"token id_token",
|
|
120
|
+
"code token id_token"
|
|
121
|
+
],
|
|
122
|
+
subject_types_supported: ["public"],
|
|
123
|
+
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
+
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
+
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
+
};
|
|
127
|
+
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
+
res.end(JSON.stringify(config));
|
|
129
|
+
return;
|
|
130
|
+
}
|
|
131
|
+
if (url.pathname === "/") {
|
|
1266
132
|
const sessionId = req.headers["mcp-session-id"];
|
|
1267
|
-
this.logger?.log({
|
|
1268
|
-
level: "info",
|
|
1269
|
-
message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
|
|
1270
|
-
});
|
|
1271
133
|
if (req.method === "POST") {
|
|
1272
134
|
const bodyChunks = [];
|
|
1273
135
|
req.on("data", (chunk) => {
|
|
@@ -1278,61 +140,33 @@ var MCPRemote = class extends MCPBase {
|
|
|
1278
140
|
const body = Buffer.concat(bodyChunks).toString();
|
|
1279
141
|
try {
|
|
1280
142
|
parsed = JSON.parse(body);
|
|
1281
|
-
this.logger?.log({
|
|
1282
|
-
level: "info",
|
|
1283
|
-
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
1284
|
-
});
|
|
1285
143
|
} catch (err) {
|
|
1286
|
-
this.logger?.log({
|
|
1287
|
-
level: "error",
|
|
1288
|
-
message: `Failed to parse JSON body: ${err}`
|
|
1289
|
-
});
|
|
1290
144
|
res.writeHead(400);
|
|
1291
145
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
1292
146
|
return;
|
|
1293
147
|
}
|
|
1294
148
|
let transport;
|
|
1295
149
|
if (sessionId && transports[sessionId]) {
|
|
1296
|
-
this.logger?.log({
|
|
1297
|
-
level: "info",
|
|
1298
|
-
message: `Using existing transport for session: ${sessionId}`
|
|
1299
|
-
});
|
|
1300
150
|
transport = transports[sessionId];
|
|
1301
151
|
} else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
|
|
1302
|
-
this.logger?.log({
|
|
1303
|
-
level: "info",
|
|
1304
|
-
message: "Creating new transport for initialization request"
|
|
1305
|
-
});
|
|
1306
152
|
transport = new StreamableHTTPServerTransport({
|
|
1307
153
|
sessionIdGenerator: () => randomUUID(),
|
|
1308
154
|
onsessioninitialized: (sessionId2) => {
|
|
1309
|
-
this.logger?.log({
|
|
1310
|
-
level: "info",
|
|
1311
|
-
message: `New session initialized: ${sessionId2}`
|
|
1312
|
-
});
|
|
1313
155
|
transports[sessionId2] = transport;
|
|
1314
156
|
}
|
|
1315
157
|
});
|
|
1316
158
|
transport.onclose = () => {
|
|
1317
159
|
if (transport.sessionId) {
|
|
1318
|
-
this.logger?.log({
|
|
1319
|
-
level: "info",
|
|
1320
|
-
message: `Session closed: ${transport.sessionId}`
|
|
1321
|
-
});
|
|
1322
160
|
delete transports[transport.sessionId];
|
|
1323
161
|
}
|
|
1324
162
|
};
|
|
1325
163
|
this.mcpServer = new McpServer({
|
|
1326
|
-
name: this.
|
|
1327
|
-
version: this.
|
|
164
|
+
name: this.name || "FIXParser",
|
|
165
|
+
version: this.version || "1.0.0"
|
|
1328
166
|
});
|
|
1329
|
-
this.
|
|
167
|
+
this.addWorkflows();
|
|
1330
168
|
await this.mcpServer.connect(transport);
|
|
1331
169
|
} else {
|
|
1332
|
-
this.logger?.log({
|
|
1333
|
-
level: "error",
|
|
1334
|
-
message: "Invalid request: No valid session ID provided"
|
|
1335
|
-
});
|
|
1336
170
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
1337
171
|
res.end(
|
|
1338
172
|
JSON.stringify({
|
|
@@ -1346,62 +180,26 @@ var MCPRemote = class extends MCPBase {
|
|
|
1346
180
|
);
|
|
1347
181
|
return;
|
|
1348
182
|
}
|
|
1349
|
-
|
|
1350
|
-
await transport.handleRequest(req, res, parsed);
|
|
1351
|
-
this.logger?.log({
|
|
1352
|
-
level: "info",
|
|
1353
|
-
message: "Request handled successfully"
|
|
1354
|
-
});
|
|
1355
|
-
} catch (error) {
|
|
1356
|
-
this.logger?.log({
|
|
1357
|
-
level: "error",
|
|
1358
|
-
message: `Error handling request: ${error}`
|
|
1359
|
-
});
|
|
1360
|
-
throw error;
|
|
1361
|
-
}
|
|
183
|
+
await transport.handleRequest(req, res, parsed);
|
|
1362
184
|
});
|
|
1363
185
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1364
186
|
if (!sessionId || !transports[sessionId]) {
|
|
1365
|
-
this.logger?.log({
|
|
1366
|
-
level: "error",
|
|
1367
|
-
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1368
|
-
});
|
|
1369
187
|
res.writeHead(400);
|
|
1370
188
|
res.end("Invalid or missing session ID");
|
|
1371
189
|
return;
|
|
1372
190
|
}
|
|
1373
191
|
const transport = transports[sessionId];
|
|
1374
|
-
|
|
1375
|
-
await transport.handleRequest(req, res);
|
|
1376
|
-
this.logger?.log({
|
|
1377
|
-
level: "info",
|
|
1378
|
-
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1379
|
-
});
|
|
1380
|
-
} catch (error) {
|
|
1381
|
-
this.logger?.log({
|
|
1382
|
-
level: "error",
|
|
1383
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1384
|
-
});
|
|
1385
|
-
throw error;
|
|
1386
|
-
}
|
|
192
|
+
await transport.handleRequest(req, res);
|
|
1387
193
|
} else {
|
|
1388
|
-
this.logger?.log({
|
|
1389
|
-
level: "error",
|
|
1390
|
-
message: `Method not allowed: ${req.method}`
|
|
1391
|
-
});
|
|
1392
194
|
res.writeHead(405);
|
|
1393
195
|
res.end("Method Not Allowed");
|
|
1394
196
|
}
|
|
1395
|
-
|
|
1396
|
-
this.logger?.log({
|
|
1397
|
-
level: "error",
|
|
1398
|
-
message: `Not found: ${req.url}`
|
|
1399
|
-
});
|
|
1400
|
-
res.writeHead(404);
|
|
1401
|
-
res.end("Not Found");
|
|
197
|
+
return;
|
|
1402
198
|
}
|
|
199
|
+
res.writeHead(404);
|
|
200
|
+
res.end("Not Found");
|
|
1403
201
|
});
|
|
1404
|
-
this.
|
|
202
|
+
this.server.listen(this.port, () => {
|
|
1405
203
|
this.logger?.log({
|
|
1406
204
|
level: "info",
|
|
1407
205
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1411,55 +209,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1411
209
|
this.onReady();
|
|
1412
210
|
}
|
|
1413
211
|
}
|
|
1414
|
-
|
|
212
|
+
addWorkflows() {
|
|
1415
213
|
if (!this.parser) {
|
|
1416
214
|
this.logger?.log({
|
|
1417
215
|
level: "error",
|
|
1418
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
216
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1419
217
|
});
|
|
1420
218
|
return;
|
|
1421
219
|
}
|
|
1422
220
|
if (!this.mcpServer) {
|
|
1423
221
|
this.logger?.log({
|
|
1424
222
|
level: "error",
|
|
1425
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
223
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1426
224
|
});
|
|
1427
225
|
return;
|
|
1428
226
|
}
|
|
1429
|
-
|
|
1430
|
-
|
|
1431
|
-
|
|
1432
|
-
|
|
1433
|
-
|
|
227
|
+
this.mcpServer.tool(
|
|
228
|
+
"parse",
|
|
229
|
+
"Parses a FIX message and describes it in plain language",
|
|
230
|
+
{ fixString: z.string() },
|
|
231
|
+
async ({ fixString }) => {
|
|
232
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
+
this.logger?.log({
|
|
235
|
+
level: "error",
|
|
236
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
+
});
|
|
238
|
+
return {
|
|
239
|
+
isError: true,
|
|
240
|
+
content: [
|
|
241
|
+
{
|
|
242
|
+
type: "text",
|
|
243
|
+
text: "Error: Failed to parse FIX string"
|
|
244
|
+
}
|
|
245
|
+
]
|
|
246
|
+
};
|
|
247
|
+
}
|
|
248
|
+
return {
|
|
249
|
+
content: [
|
|
250
|
+
{
|
|
251
|
+
type: "text",
|
|
252
|
+
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
+
}
|
|
254
|
+
]
|
|
255
|
+
};
|
|
256
|
+
}
|
|
1434
257
|
);
|
|
1435
|
-
|
|
1436
|
-
|
|
1437
|
-
|
|
1438
|
-
|
|
1439
|
-
|
|
1440
|
-
|
|
1441
|
-
|
|
1442
|
-
|
|
1443
|
-
|
|
1444
|
-
|
|
1445
|
-
|
|
1446
|
-
|
|
1447
|
-
{
|
|
1448
|
-
type: "text",
|
|
1449
|
-
text: `Tool not found: ${name}`
|
|
1450
|
-
}
|
|
1451
|
-
],
|
|
1452
|
-
isError: true
|
|
1453
|
-
};
|
|
258
|
+
this.mcpServer.prompt(
|
|
259
|
+
"parse",
|
|
260
|
+
"Parses a FIX message and describes it in plain language",
|
|
261
|
+
{ fixString: z.string() },
|
|
262
|
+
({ fixString }) => ({
|
|
263
|
+
messages: [
|
|
264
|
+
{
|
|
265
|
+
role: "user",
|
|
266
|
+
content: {
|
|
267
|
+
type: "text",
|
|
268
|
+
text: `Please parse and explain this FIX message: ${fixString}`
|
|
269
|
+
}
|
|
1454
270
|
}
|
|
1455
|
-
|
|
271
|
+
]
|
|
272
|
+
})
|
|
273
|
+
);
|
|
274
|
+
this.mcpServer.tool(
|
|
275
|
+
"parseToJSON",
|
|
276
|
+
"Parses a FIX message into JSON",
|
|
277
|
+
{ fixString: z.string() },
|
|
278
|
+
async ({ fixString }) => {
|
|
279
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
+
this.logger?.log({
|
|
282
|
+
level: "error",
|
|
283
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
+
});
|
|
1456
285
|
return {
|
|
1457
|
-
|
|
1458
|
-
|
|
286
|
+
isError: true,
|
|
287
|
+
content: [
|
|
288
|
+
{
|
|
289
|
+
type: "text",
|
|
290
|
+
text: "Error: Failed to parse FIX string"
|
|
291
|
+
}
|
|
292
|
+
]
|
|
1459
293
|
};
|
|
1460
294
|
}
|
|
1461
|
-
|
|
1462
|
-
|
|
295
|
+
return {
|
|
296
|
+
content: [
|
|
297
|
+
{
|
|
298
|
+
type: "text",
|
|
299
|
+
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
+
}
|
|
301
|
+
]
|
|
302
|
+
};
|
|
303
|
+
}
|
|
304
|
+
);
|
|
305
|
+
this.mcpServer.prompt(
|
|
306
|
+
"parseToJSON",
|
|
307
|
+
"Parses a FIX message into JSON",
|
|
308
|
+
{ fixString: z.string() },
|
|
309
|
+
({ fixString }) => ({
|
|
310
|
+
messages: [
|
|
311
|
+
{
|
|
312
|
+
role: "user",
|
|
313
|
+
content: {
|
|
314
|
+
type: "text",
|
|
315
|
+
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
+
}
|
|
317
|
+
}
|
|
318
|
+
]
|
|
319
|
+
})
|
|
320
|
+
);
|
|
321
|
+
this.mcpServer.tool(
|
|
322
|
+
"newOrderSingle",
|
|
323
|
+
"Creates and sends a New Order Single",
|
|
324
|
+
{
|
|
325
|
+
clOrdID: z.string(),
|
|
326
|
+
handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
327
|
+
quantity: z.number(),
|
|
328
|
+
price: z.number(),
|
|
329
|
+
ordType: z.enum([
|
|
330
|
+
"1",
|
|
331
|
+
"2",
|
|
332
|
+
"3",
|
|
333
|
+
"4",
|
|
334
|
+
"5",
|
|
335
|
+
"6",
|
|
336
|
+
"7",
|
|
337
|
+
"8",
|
|
338
|
+
"9",
|
|
339
|
+
"A",
|
|
340
|
+
"B",
|
|
341
|
+
"C",
|
|
342
|
+
"D",
|
|
343
|
+
"E",
|
|
344
|
+
"F",
|
|
345
|
+
"G",
|
|
346
|
+
"H",
|
|
347
|
+
"I",
|
|
348
|
+
"J",
|
|
349
|
+
"K",
|
|
350
|
+
"L",
|
|
351
|
+
"M",
|
|
352
|
+
"P",
|
|
353
|
+
"Q",
|
|
354
|
+
"R",
|
|
355
|
+
"S"
|
|
356
|
+
]).default(OrdType.Market).optional(),
|
|
357
|
+
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
+
// 1 = Buy, 2 = Sell...
|
|
359
|
+
symbol: z.string(),
|
|
360
|
+
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
361
|
+
},
|
|
362
|
+
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
+
const response = new Promise((resolve) => {
|
|
364
|
+
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
+
});
|
|
366
|
+
const order = this.parser?.createMessage(
|
|
367
|
+
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
+
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
+
new Field(Fields.Side, side),
|
|
374
|
+
new Field(Fields.Symbol, symbol),
|
|
375
|
+
new Field(Fields.OrderQty, quantity),
|
|
376
|
+
new Field(Fields.Price, price),
|
|
377
|
+
new Field(Fields.OrdType, ordType),
|
|
378
|
+
new Field(Fields.HandlInst, handlInst),
|
|
379
|
+
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
+
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
+
);
|
|
382
|
+
if (!this.parser?.connected) {
|
|
383
|
+
this.logger?.log({
|
|
384
|
+
level: "error",
|
|
385
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
+
});
|
|
387
|
+
return {
|
|
388
|
+
isError: true,
|
|
389
|
+
content: [
|
|
390
|
+
{
|
|
391
|
+
type: "text",
|
|
392
|
+
text: "Error: Not connected. Ignoring message."
|
|
393
|
+
}
|
|
394
|
+
]
|
|
395
|
+
};
|
|
396
|
+
}
|
|
397
|
+
this.parser?.send(order);
|
|
398
|
+
this.logger?.log({
|
|
399
|
+
level: "info",
|
|
400
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
+
});
|
|
402
|
+
const fixData = await response;
|
|
403
|
+
return {
|
|
404
|
+
content: [
|
|
405
|
+
{
|
|
406
|
+
type: "text",
|
|
407
|
+
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
408
|
+
}
|
|
409
|
+
]
|
|
410
|
+
};
|
|
411
|
+
}
|
|
412
|
+
);
|
|
413
|
+
this.mcpServer.prompt(
|
|
414
|
+
"newOrderSingle",
|
|
415
|
+
"Creates and sends a New Order Single",
|
|
416
|
+
{
|
|
417
|
+
clOrdID: z.string(),
|
|
418
|
+
handlInst: z.string(),
|
|
419
|
+
quantity: z.string(),
|
|
420
|
+
price: z.string(),
|
|
421
|
+
ordType: z.string(),
|
|
422
|
+
side: z.string(),
|
|
423
|
+
symbol: z.string(),
|
|
424
|
+
timeInForce: z.string()
|
|
425
|
+
},
|
|
426
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
+
messages: [
|
|
428
|
+
{
|
|
429
|
+
role: "user",
|
|
430
|
+
content: {
|
|
431
|
+
type: "text",
|
|
432
|
+
text: [
|
|
433
|
+
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
+
`- ClOrdID: ${clOrdID}`,
|
|
435
|
+
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
+
`- Quantity: ${quantity}`,
|
|
437
|
+
`- Price: ${price}`,
|
|
438
|
+
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
+
`- Side: ${side}`,
|
|
440
|
+
`- Symbol: ${symbol}`,
|
|
441
|
+
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
+
"",
|
|
443
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
+
].join("\n")
|
|
445
|
+
}
|
|
446
|
+
}
|
|
447
|
+
]
|
|
448
|
+
})
|
|
449
|
+
);
|
|
450
|
+
this.mcpServer.tool(
|
|
451
|
+
"marketDataRequest",
|
|
452
|
+
"Sends a request for Market Data with the given symbol",
|
|
453
|
+
{
|
|
454
|
+
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
+
// MDUpdateType.FullRefresh
|
|
456
|
+
symbol: z.string(),
|
|
457
|
+
mdReqID: z.string(),
|
|
458
|
+
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
+
mdEntryType: z.enum([
|
|
460
|
+
"0",
|
|
461
|
+
"1",
|
|
462
|
+
"2",
|
|
463
|
+
"3",
|
|
464
|
+
"4",
|
|
465
|
+
"5",
|
|
466
|
+
"6",
|
|
467
|
+
"7",
|
|
468
|
+
"8",
|
|
469
|
+
"9",
|
|
470
|
+
"A",
|
|
471
|
+
"B",
|
|
472
|
+
"C",
|
|
473
|
+
"D",
|
|
474
|
+
"E",
|
|
475
|
+
"F",
|
|
476
|
+
"G",
|
|
477
|
+
"H",
|
|
478
|
+
"J",
|
|
479
|
+
"K",
|
|
480
|
+
"L",
|
|
481
|
+
"M",
|
|
482
|
+
"N",
|
|
483
|
+
"O",
|
|
484
|
+
"P",
|
|
485
|
+
"Q",
|
|
486
|
+
"S",
|
|
487
|
+
"R",
|
|
488
|
+
"T",
|
|
489
|
+
"U",
|
|
490
|
+
"V",
|
|
491
|
+
"W",
|
|
492
|
+
"X",
|
|
493
|
+
"Y",
|
|
494
|
+
"Z",
|
|
495
|
+
"a",
|
|
496
|
+
"b",
|
|
497
|
+
"c",
|
|
498
|
+
"d",
|
|
499
|
+
"e",
|
|
500
|
+
"g",
|
|
501
|
+
"h",
|
|
502
|
+
"i",
|
|
503
|
+
"t"
|
|
504
|
+
]).default(MDEntryType.Bid).optional()
|
|
505
|
+
},
|
|
506
|
+
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
+
const response = new Promise((resolve) => {
|
|
508
|
+
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
+
});
|
|
510
|
+
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
+
new Field(Fields.MarketDepth, 0),
|
|
517
|
+
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
+
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
+
new Field(Fields.Symbol, symbol),
|
|
520
|
+
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
+
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
+
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
+
new Field(Fields.MDEntryType, mdEntryType)
|
|
524
|
+
);
|
|
525
|
+
if (!this.parser?.connected) {
|
|
526
|
+
this.logger?.log({
|
|
527
|
+
level: "error",
|
|
528
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
+
});
|
|
530
|
+
return {
|
|
531
|
+
isError: true,
|
|
532
|
+
content: [
|
|
533
|
+
{
|
|
534
|
+
type: "text",
|
|
535
|
+
text: "Error: Not connected. Ignoring message."
|
|
536
|
+
}
|
|
537
|
+
]
|
|
538
|
+
};
|
|
539
|
+
}
|
|
540
|
+
this.parser?.send(marketDataRequest);
|
|
541
|
+
this.logger?.log({
|
|
542
|
+
level: "info",
|
|
543
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
+
});
|
|
545
|
+
const fixData = await response;
|
|
546
|
+
return {
|
|
547
|
+
content: [
|
|
548
|
+
{
|
|
549
|
+
type: "text",
|
|
550
|
+
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
+
}
|
|
552
|
+
]
|
|
553
|
+
};
|
|
554
|
+
}
|
|
555
|
+
);
|
|
556
|
+
this.mcpServer.prompt(
|
|
557
|
+
"marketDataRequest",
|
|
558
|
+
"Sends a request for Market Data with the given symbol",
|
|
559
|
+
{
|
|
560
|
+
mdUpdateType: z.string(),
|
|
561
|
+
symbol: z.string(),
|
|
562
|
+
mdReqID: z.string(),
|
|
563
|
+
subscriptionRequestType: z.string(),
|
|
564
|
+
mdEntryType: z.string()
|
|
565
|
+
},
|
|
566
|
+
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
+
messages: [
|
|
568
|
+
{
|
|
569
|
+
role: "user",
|
|
570
|
+
content: {
|
|
571
|
+
type: "text",
|
|
572
|
+
text: [
|
|
573
|
+
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
+
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
+
`- Symbol: ${symbol}`,
|
|
576
|
+
`- MDReqID: ${mdReqID}`,
|
|
577
|
+
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
+
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
+
"",
|
|
580
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
+
].join("\n")
|
|
582
|
+
}
|
|
583
|
+
}
|
|
584
|
+
]
|
|
585
|
+
})
|
|
586
|
+
);
|
|
1463
587
|
}
|
|
1464
588
|
};
|
|
1465
589
|
export {
|