fixparser-plugin-mcp 9.1.7-537ecaee → 9.1.7-555b7cf3
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 +701 -571
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1048 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1347 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +691 -571
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1038 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1309 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +12 -47
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +8 -43
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +8 -7
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +33 -9
- package/types/MCPRemote.d.ts +33 -27
- package/types/schemas/index.d.ts +15 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/types/utils/messageHandler.d.ts +18 -0
package/build/esm/MCPLocal.mjs
CHANGED
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@@ -1,8 +1,52 @@
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// src/MCPLocal.ts
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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-
import { Field, Fields, Messages } from "fixparser";
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import { z } from "zod";
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5
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+
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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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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@@ -85,7 +129,7 @@ var toolSchemas = {
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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@@ -202,12 +246,12 @@ var toolSchemas = {
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"X",
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"Y",
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"Z"
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]
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-
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-
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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"
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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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@@ -231,8 +275,613 @@ var toolSchemas = {
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}
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}
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};
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-
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-
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// src/tools/marketData.ts
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import { Field, Fields, MDEntryType, Messages } from "fixparser";
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import QuickChart from "quickchart-js";
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var createMarketDataRequestHandler = (parser, pendingRequests) => {
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return async (args) => {
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try {
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const response = new Promise((resolve) => {
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pendingRequests.set(args.mdReqID, resolve);
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});
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const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
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const messageFields = [
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new Field(Fields.MsgType, Messages.MarketDataRequest),
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new Field(Fields.SenderCompID, parser.sender),
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new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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new Field(Fields.TargetCompID, parser.target),
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new Field(Fields.SendingTime, parser.getTimestamp()),
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new Field(Fields.MDReqID, args.mdReqID),
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new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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new Field(Fields.MarketDepth, 0),
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new Field(Fields.MDUpdateType, args.mdUpdateType)
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];
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messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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args.symbols.forEach((symbol) => {
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messageFields.push(new Field(Fields.Symbol, symbol));
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});
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messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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entryTypes.forEach((entryType) => {
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messageFields.push(new Field(Fields.MDEntryType, entryType));
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});
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const mdr = parser.createMessage(...messageFields);
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if (!parser.connected) {
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return {
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content: [
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{
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type: "text",
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text: "Error: Not connected. Ignoring message.",
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uri: "marketDataRequest"
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}
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],
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isError: true
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};
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}
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parser.send(mdr);
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const fixData = await response;
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return {
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content: [
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{
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type: "text",
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text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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uri: "marketDataRequest"
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}
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]
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};
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} catch (error) {
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return {
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content: [
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{
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type: "text",
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text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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uri: "marketDataRequest"
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}
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],
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isError: true
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};
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}
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};
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};
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var createGetStockGraphHandler = (marketDataPrices) => {
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return async (args) => {
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try {
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const symbol = args.symbol;
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const priceHistory = marketDataPrices.get(symbol) || [];
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if (priceHistory.length === 0) {
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return {
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content: [
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{
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type: "text",
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text: `No price data available for ${symbol}`,
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uri: "getStockGraph"
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358
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}
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359
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]
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360
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};
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}
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const chart = new QuickChart();
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chart.setWidth(1200);
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364
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chart.setHeight(600);
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365
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chart.setBackgroundColor("transparent");
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366
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const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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367
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const bidData = priceHistory.map((point) => point.bid);
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const offerData = priceHistory.map((point) => point.offer);
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const spreadData = priceHistory.map((point) => point.spread);
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const volumeData = priceHistory.map((point) => point.volume);
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const config = {
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372
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type: "line",
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373
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data: {
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374
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labels,
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375
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datasets: [
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376
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{
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377
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label: "Bid",
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378
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data: bidData,
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379
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+
borderColor: "#28a745",
|
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380
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+
backgroundColor: "rgba(40, 167, 69, 0.1)",
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fill: false,
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382
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tension: 0.4
|
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383
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},
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384
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{
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385
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label: "Offer",
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386
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data: offerData,
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387
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+
borderColor: "#dc3545",
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388
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+
backgroundColor: "rgba(220, 53, 69, 0.1)",
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389
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+
fill: false,
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390
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+
tension: 0.4
|
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391
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},
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392
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{
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393
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label: "Spread",
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394
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+
data: spreadData,
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395
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+
borderColor: "#6c757d",
|
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396
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+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
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397
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+
fill: false,
|
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398
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+
tension: 0.4
|
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399
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+
},
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400
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+
{
|
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401
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+
label: "Volume",
|
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402
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+
data: volumeData,
|
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403
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+
borderColor: "#007bff",
|
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404
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+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
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405
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+
fill: true,
|
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406
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+
tension: 0.4
|
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407
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+
}
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408
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+
]
|
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409
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+
},
|
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410
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+
options: {
|
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411
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+
responsive: true,
|
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412
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+
plugins: {
|
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413
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+
title: {
|
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414
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+
display: true,
|
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415
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+
text: `${symbol} Market Data`
|
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416
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}
|
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417
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},
|
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418
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+
scales: {
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419
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+
y: {
|
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420
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beginAtZero: false
|
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421
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}
|
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422
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+
}
|
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423
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}
|
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424
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+
};
|
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425
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+
chart.setConfig(config);
|
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426
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+
const imageBuffer = await chart.toBinary();
|
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427
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+
const base64 = imageBuffer.toString("base64");
|
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428
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+
return {
|
|
429
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+
content: [
|
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430
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+
{
|
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431
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+
type: "resource",
|
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432
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+
resource: {
|
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433
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+
uri: "resource://graph",
|
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434
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+
mimeType: "image/png",
|
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435
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+
blob: base64
|
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436
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+
}
|
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437
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+
}
|
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438
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+
]
|
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439
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+
};
|
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440
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+
} catch (error) {
|
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441
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+
return {
|
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442
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+
content: [
|
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443
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+
{
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444
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+
type: "text",
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445
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+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
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446
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+
uri: "getStockGraph"
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447
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+
}
|
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448
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+
],
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449
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+
isError: true
|
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450
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+
};
|
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451
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}
|
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452
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};
|
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453
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};
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454
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+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
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455
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+
return async (args) => {
|
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456
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+
try {
|
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457
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+
const symbol = args.symbol;
|
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458
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+
const priceHistory = marketDataPrices.get(symbol) || [];
|
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459
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+
if (priceHistory.length === 0) {
|
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460
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return {
|
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461
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content: [
|
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462
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+
{
|
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463
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+
type: "text",
|
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464
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+
text: `No price data available for ${symbol}`,
|
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465
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+
uri: "getStockPriceHistory"
|
|
466
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+
}
|
|
467
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+
]
|
|
468
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+
};
|
|
469
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+
}
|
|
470
|
+
return {
|
|
471
|
+
content: [
|
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472
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+
{
|
|
473
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+
type: "text",
|
|
474
|
+
text: JSON.stringify(
|
|
475
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+
{
|
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476
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+
symbol,
|
|
477
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+
count: priceHistory.length,
|
|
478
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+
data: priceHistory.map((point) => ({
|
|
479
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+
timestamp: new Date(point.timestamp).toISOString(),
|
|
480
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+
bid: point.bid,
|
|
481
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+
offer: point.offer,
|
|
482
|
+
spread: point.spread,
|
|
483
|
+
volume: point.volume
|
|
484
|
+
}))
|
|
485
|
+
},
|
|
486
|
+
null,
|
|
487
|
+
2
|
|
488
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+
),
|
|
489
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+
uri: "getStockPriceHistory"
|
|
490
|
+
}
|
|
491
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+
]
|
|
492
|
+
};
|
|
493
|
+
} catch (error) {
|
|
494
|
+
return {
|
|
495
|
+
content: [
|
|
496
|
+
{
|
|
497
|
+
type: "text",
|
|
498
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
499
|
+
uri: "getStockPriceHistory"
|
|
500
|
+
}
|
|
501
|
+
],
|
|
502
|
+
isError: true
|
|
503
|
+
};
|
|
504
|
+
}
|
|
505
|
+
};
|
|
506
|
+
};
|
|
507
|
+
|
|
508
|
+
// src/tools/order.ts
|
|
509
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
510
|
+
var ordTypeNames = {
|
|
511
|
+
"1": "Market",
|
|
512
|
+
"2": "Limit",
|
|
513
|
+
"3": "Stop",
|
|
514
|
+
"4": "StopLimit",
|
|
515
|
+
"5": "MarketOnClose",
|
|
516
|
+
"6": "WithOrWithout",
|
|
517
|
+
"7": "LimitOrBetter",
|
|
518
|
+
"8": "LimitWithOrWithout",
|
|
519
|
+
"9": "OnBasis",
|
|
520
|
+
A: "OnClose",
|
|
521
|
+
B: "LimitOnClose",
|
|
522
|
+
C: "ForexMarket",
|
|
523
|
+
D: "PreviouslyQuoted",
|
|
524
|
+
E: "PreviouslyIndicated",
|
|
525
|
+
F: "ForexLimit",
|
|
526
|
+
G: "ForexSwap",
|
|
527
|
+
H: "ForexPreviouslyQuoted",
|
|
528
|
+
I: "Funari",
|
|
529
|
+
J: "MarketIfTouched",
|
|
530
|
+
K: "MarketWithLeftOverAsLimit",
|
|
531
|
+
L: "PreviousFundValuationPoint",
|
|
532
|
+
M: "NextFundValuationPoint",
|
|
533
|
+
P: "Pegged",
|
|
534
|
+
Q: "CounterOrderSelection",
|
|
535
|
+
R: "StopOnBidOrOffer",
|
|
536
|
+
S: "StopLimitOnBidOrOffer"
|
|
537
|
+
};
|
|
538
|
+
var sideNames = {
|
|
539
|
+
"1": "Buy",
|
|
540
|
+
"2": "Sell",
|
|
541
|
+
"3": "BuyMinus",
|
|
542
|
+
"4": "SellPlus",
|
|
543
|
+
"5": "SellShort",
|
|
544
|
+
"6": "SellShortExempt",
|
|
545
|
+
"7": "Undisclosed",
|
|
546
|
+
"8": "Cross",
|
|
547
|
+
"9": "CrossShort",
|
|
548
|
+
A: "CrossShortExempt",
|
|
549
|
+
B: "AsDefined",
|
|
550
|
+
C: "Opposite",
|
|
551
|
+
D: "Subscribe",
|
|
552
|
+
E: "Redeem",
|
|
553
|
+
F: "Lend",
|
|
554
|
+
G: "Borrow",
|
|
555
|
+
H: "SellUndisclosed"
|
|
556
|
+
};
|
|
557
|
+
var timeInForceNames = {
|
|
558
|
+
"0": "Day",
|
|
559
|
+
"1": "GoodTillCancel",
|
|
560
|
+
"2": "AtTheOpening",
|
|
561
|
+
"3": "ImmediateOrCancel",
|
|
562
|
+
"4": "FillOrKill",
|
|
563
|
+
"5": "GoodTillCrossing",
|
|
564
|
+
"6": "GoodTillDate",
|
|
565
|
+
"7": "AtTheClose",
|
|
566
|
+
"8": "GoodThroughCrossing",
|
|
567
|
+
"9": "AtCrossing",
|
|
568
|
+
A: "GoodForTime",
|
|
569
|
+
B: "GoodForAuction",
|
|
570
|
+
C: "GoodForMonth"
|
|
571
|
+
};
|
|
572
|
+
var handlInstNames = {
|
|
573
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
574
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
575
|
+
"3": "ManualOrder"
|
|
576
|
+
};
|
|
577
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
578
|
+
return async (args) => {
|
|
579
|
+
try {
|
|
580
|
+
verifiedOrders.set(args.clOrdID, {
|
|
581
|
+
clOrdID: args.clOrdID,
|
|
582
|
+
handlInst: args.handlInst,
|
|
583
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
584
|
+
price: Number.parseFloat(String(args.price)),
|
|
585
|
+
ordType: args.ordType,
|
|
586
|
+
side: args.side,
|
|
587
|
+
symbol: args.symbol,
|
|
588
|
+
timeInForce: args.timeInForce
|
|
589
|
+
});
|
|
590
|
+
return {
|
|
591
|
+
content: [
|
|
592
|
+
{
|
|
593
|
+
type: "text",
|
|
594
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
595
|
+
|
|
596
|
+
Parameters verified:
|
|
597
|
+
- ClOrdID: ${args.clOrdID}
|
|
598
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
599
|
+
- Quantity: ${args.quantity}
|
|
600
|
+
- Price: ${args.price}
|
|
601
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
602
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
603
|
+
- Symbol: ${args.symbol}
|
|
604
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
605
|
+
|
|
606
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
607
|
+
uri: "verifyOrder"
|
|
608
|
+
}
|
|
609
|
+
]
|
|
610
|
+
};
|
|
611
|
+
} catch (error) {
|
|
612
|
+
return {
|
|
613
|
+
content: [
|
|
614
|
+
{
|
|
615
|
+
type: "text",
|
|
616
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
617
|
+
uri: "verifyOrder"
|
|
618
|
+
}
|
|
619
|
+
],
|
|
620
|
+
isError: true
|
|
621
|
+
};
|
|
622
|
+
}
|
|
623
|
+
};
|
|
624
|
+
};
|
|
625
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
626
|
+
return async (args) => {
|
|
627
|
+
try {
|
|
628
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
629
|
+
if (!verifiedOrder) {
|
|
630
|
+
return {
|
|
631
|
+
content: [
|
|
632
|
+
{
|
|
633
|
+
type: "text",
|
|
634
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
635
|
+
uri: "executeOrder"
|
|
636
|
+
}
|
|
637
|
+
],
|
|
638
|
+
isError: true
|
|
639
|
+
};
|
|
640
|
+
}
|
|
641
|
+
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
642
|
+
return {
|
|
643
|
+
content: [
|
|
644
|
+
{
|
|
645
|
+
type: "text",
|
|
646
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
647
|
+
uri: "executeOrder"
|
|
648
|
+
}
|
|
649
|
+
],
|
|
650
|
+
isError: true
|
|
651
|
+
};
|
|
652
|
+
}
|
|
653
|
+
const response = new Promise((resolve) => {
|
|
654
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
655
|
+
});
|
|
656
|
+
const order = parser.createMessage(
|
|
657
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
658
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
659
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
660
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
661
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
662
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
663
|
+
new Field2(Fields2.Side, args.side),
|
|
664
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
665
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
666
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
667
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
668
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
669
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
670
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
671
|
+
);
|
|
672
|
+
if (!parser.connected) {
|
|
673
|
+
return {
|
|
674
|
+
content: [
|
|
675
|
+
{
|
|
676
|
+
type: "text",
|
|
677
|
+
text: "Error: Not connected. Ignoring message.",
|
|
678
|
+
uri: "executeOrder"
|
|
679
|
+
}
|
|
680
|
+
],
|
|
681
|
+
isError: true
|
|
682
|
+
};
|
|
683
|
+
}
|
|
684
|
+
parser.send(order);
|
|
685
|
+
const fixData = await response;
|
|
686
|
+
verifiedOrders.delete(args.clOrdID);
|
|
687
|
+
return {
|
|
688
|
+
content: [
|
|
689
|
+
{
|
|
690
|
+
type: "text",
|
|
691
|
+
text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
692
|
+
uri: "executeOrder"
|
|
693
|
+
}
|
|
694
|
+
]
|
|
695
|
+
};
|
|
696
|
+
} catch (error) {
|
|
697
|
+
return {
|
|
698
|
+
content: [
|
|
699
|
+
{
|
|
700
|
+
type: "text",
|
|
701
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
702
|
+
uri: "executeOrder"
|
|
703
|
+
}
|
|
704
|
+
],
|
|
705
|
+
isError: true
|
|
706
|
+
};
|
|
707
|
+
}
|
|
708
|
+
};
|
|
709
|
+
};
|
|
710
|
+
|
|
711
|
+
// src/tools/parse.ts
|
|
712
|
+
var createParseHandler = (parser) => {
|
|
713
|
+
return async (args) => {
|
|
714
|
+
try {
|
|
715
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
716
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
717
|
+
return {
|
|
718
|
+
content: [
|
|
719
|
+
{
|
|
720
|
+
type: "text",
|
|
721
|
+
text: "Error: Failed to parse FIX string",
|
|
722
|
+
uri: "parse"
|
|
723
|
+
}
|
|
724
|
+
],
|
|
725
|
+
isError: true
|
|
726
|
+
};
|
|
727
|
+
}
|
|
728
|
+
return {
|
|
729
|
+
content: [
|
|
730
|
+
{
|
|
731
|
+
type: "text",
|
|
732
|
+
text: `${parsedMessage[0].description}
|
|
733
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
734
|
+
uri: "parse"
|
|
735
|
+
}
|
|
736
|
+
]
|
|
737
|
+
};
|
|
738
|
+
} catch (error) {
|
|
739
|
+
return {
|
|
740
|
+
content: [
|
|
741
|
+
{
|
|
742
|
+
type: "text",
|
|
743
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
744
|
+
uri: "parse"
|
|
745
|
+
}
|
|
746
|
+
],
|
|
747
|
+
isError: true
|
|
748
|
+
};
|
|
749
|
+
}
|
|
750
|
+
};
|
|
751
|
+
};
|
|
752
|
+
|
|
753
|
+
// src/tools/parseToJSON.ts
|
|
754
|
+
var createParseToJSONHandler = (parser) => {
|
|
755
|
+
return async (args) => {
|
|
756
|
+
try {
|
|
757
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
758
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
759
|
+
return {
|
|
760
|
+
content: [
|
|
761
|
+
{
|
|
762
|
+
type: "text",
|
|
763
|
+
text: "Error: Failed to parse FIX string",
|
|
764
|
+
uri: "parseToJSON"
|
|
765
|
+
}
|
|
766
|
+
],
|
|
767
|
+
isError: true
|
|
768
|
+
};
|
|
769
|
+
}
|
|
770
|
+
return {
|
|
771
|
+
content: [
|
|
772
|
+
{
|
|
773
|
+
type: "text",
|
|
774
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
775
|
+
uri: "parseToJSON"
|
|
776
|
+
}
|
|
777
|
+
]
|
|
778
|
+
};
|
|
779
|
+
} catch (error) {
|
|
780
|
+
return {
|
|
781
|
+
content: [
|
|
782
|
+
{
|
|
783
|
+
type: "text",
|
|
784
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
785
|
+
uri: "parseToJSON"
|
|
786
|
+
}
|
|
787
|
+
],
|
|
788
|
+
isError: true
|
|
789
|
+
};
|
|
790
|
+
}
|
|
791
|
+
};
|
|
792
|
+
};
|
|
793
|
+
|
|
794
|
+
// src/tools/index.ts
|
|
795
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
796
|
+
parse: createParseHandler(parser),
|
|
797
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
798
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
799
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
800
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
801
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
802
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
803
|
+
});
|
|
804
|
+
|
|
805
|
+
// src/utils/messageHandler.ts
|
|
806
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
807
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
808
|
+
parser.logger.log({
|
|
809
|
+
level: "info",
|
|
810
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
811
|
+
});
|
|
812
|
+
const msgType = message.messageType;
|
|
813
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
814
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
815
|
+
const entries = message.getField(Fields3.NoMDEntries)?.value;
|
|
816
|
+
let bid = 0;
|
|
817
|
+
let offer = 0;
|
|
818
|
+
let volume = 0;
|
|
819
|
+
const entryTypes = message.getFields(Fields3.MDEntryType);
|
|
820
|
+
const entryPrices = message.getFields(Fields3.MDEntryPx);
|
|
821
|
+
const entrySizes = message.getFields(Fields3.MDEntrySize);
|
|
822
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
823
|
+
for (let i = 0; i < entries; i++) {
|
|
824
|
+
const entryType = entryTypes[i]?.value;
|
|
825
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
826
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
827
|
+
if (entryType === MDEntryType2.Bid) {
|
|
828
|
+
bid = entryPrice;
|
|
829
|
+
} else if (entryType === MDEntryType2.Offer) {
|
|
830
|
+
offer = entryPrice;
|
|
831
|
+
}
|
|
832
|
+
volume += entrySize;
|
|
833
|
+
}
|
|
834
|
+
}
|
|
835
|
+
const spread = offer - bid;
|
|
836
|
+
const timestamp = Date.now();
|
|
837
|
+
const data = {
|
|
838
|
+
timestamp,
|
|
839
|
+
bid,
|
|
840
|
+
offer,
|
|
841
|
+
spread,
|
|
842
|
+
volume
|
|
843
|
+
};
|
|
844
|
+
if (!marketDataPrices.has(symbol)) {
|
|
845
|
+
marketDataPrices.set(symbol, []);
|
|
846
|
+
}
|
|
847
|
+
const prices = marketDataPrices.get(symbol);
|
|
848
|
+
prices.push(data);
|
|
849
|
+
if (prices.length > maxPriceHistory) {
|
|
850
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
851
|
+
}
|
|
852
|
+
onPriceUpdate?.(symbol, data);
|
|
853
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
854
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
855
|
+
const callback = pendingRequests.get(reqId);
|
|
856
|
+
if (callback) {
|
|
857
|
+
callback(message);
|
|
858
|
+
pendingRequests.delete(reqId);
|
|
859
|
+
}
|
|
860
|
+
}
|
|
861
|
+
}
|
|
862
|
+
|
|
863
|
+
// src/MCPLocal.ts
|
|
864
|
+
var MCPLocal = class extends MCPBase {
|
|
865
|
+
/**
|
|
866
|
+
* Map to store verified orders before execution
|
|
867
|
+
* @private
|
|
868
|
+
*/
|
|
869
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
870
|
+
/**
|
|
871
|
+
* Map to store pending requests and their callbacks
|
|
872
|
+
* @private
|
|
873
|
+
*/
|
|
874
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
875
|
+
/**
|
|
876
|
+
* Map to store market data prices for each symbol
|
|
877
|
+
* @private
|
|
878
|
+
*/
|
|
879
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
880
|
+
/**
|
|
881
|
+
* Maximum number of price points to store per symbol
|
|
882
|
+
* @private
|
|
883
|
+
*/
|
|
884
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
236
885
|
server = new Server(
|
|
237
886
|
{
|
|
238
887
|
name: "fixparser",
|
|
@@ -254,78 +903,13 @@ var MCPLocal = class {
|
|
|
254
903
|
}
|
|
255
904
|
);
|
|
256
905
|
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
|
|
264
906
|
constructor({ logger, onReady }) {
|
|
265
|
-
|
|
907
|
+
super({ logger, onReady });
|
|
266
908
|
}
|
|
267
909
|
async register(parser) {
|
|
268
910
|
this.parser = parser;
|
|
269
911
|
this.parser.addOnMessageCallback((message) => {
|
|
270
|
-
this.parser
|
|
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
|
-
}
|
|
912
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
329
913
|
});
|
|
330
914
|
this.addWorkflows();
|
|
331
915
|
await this.server.connect(this.transport);
|
|
@@ -340,18 +924,15 @@ var MCPLocal = class {
|
|
|
340
924
|
if (!this.server) {
|
|
341
925
|
return;
|
|
342
926
|
}
|
|
343
|
-
this.server.setRequestHandler(
|
|
344
|
-
|
|
345
|
-
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
|
|
349
|
-
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
};
|
|
353
|
-
}
|
|
354
|
-
);
|
|
927
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
928
|
+
return {
|
|
929
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
930
|
+
name,
|
|
931
|
+
description,
|
|
932
|
+
inputSchema: schema
|
|
933
|
+
}))
|
|
934
|
+
};
|
|
935
|
+
});
|
|
355
936
|
this.server.setRequestHandler(
|
|
356
937
|
z.object({
|
|
357
938
|
method: z.literal("tools/call"),
|
|
@@ -363,493 +944,32 @@ var MCPLocal = class {
|
|
|
363
944
|
}).optional()
|
|
364
945
|
})
|
|
365
946
|
}),
|
|
366
|
-
async (request
|
|
947
|
+
async (request) => {
|
|
367
948
|
const { name, arguments: args } = request.params;
|
|
368
|
-
|
|
369
|
-
|
|
370
|
-
|
|
371
|
-
|
|
372
|
-
|
|
373
|
-
|
|
374
|
-
|
|
375
|
-
|
|
376
|
-
|
|
377
|
-
|
|
378
|
-
|
|
379
|
-
|
|
380
|
-
|
|
381
|
-
|
|
382
|
-
};
|
|
383
|
-
}
|
|
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
|
-
};
|
|
949
|
+
const toolHandlers = createToolHandlers(
|
|
950
|
+
this.parser,
|
|
951
|
+
this.verifiedOrders,
|
|
952
|
+
this.pendingRequests,
|
|
953
|
+
this.marketDataPrices
|
|
954
|
+
);
|
|
955
|
+
const handler = toolHandlers[name];
|
|
956
|
+
if (!handler) {
|
|
957
|
+
return {
|
|
958
|
+
content: [
|
|
959
|
+
{
|
|
960
|
+
type: "text",
|
|
961
|
+
text: `Tool not found: ${name}`,
|
|
962
|
+
uri: name
|
|
611
963
|
}
|
|
612
|
-
|
|
613
|
-
|
|
614
|
-
|
|
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
|
-
};
|
|
964
|
+
],
|
|
965
|
+
isError: true
|
|
966
|
+
};
|
|
852
967
|
}
|
|
968
|
+
const result = await handler(args);
|
|
969
|
+
return {
|
|
970
|
+
content: result.content,
|
|
971
|
+
isError: result.isError
|
|
972
|
+
};
|
|
853
973
|
}
|
|
854
974
|
);
|
|
855
975
|
process.on("SIGINT", async () => {
|