fixparser-plugin-mcp 9.1.7-544294dd → 9.1.7-57d70bb1
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 +901 -1872
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +968 -411
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +892 -1888
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +958 -420
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +14 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +14 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +12 -11
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +33 -7
- 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/cjs/MCPRemote.js
CHANGED
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@@ -1,7 +1,9 @@
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"use strict";
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+
var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPRemote.ts
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@@ -29,29 +39,877 @@ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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var import_streamableHttp = require("@modelcontextprotocol/sdk/server/streamableHttp.js");
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var import_types = require("@modelcontextprotocol/sdk/types.js");
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var import_zod = require("zod");
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-
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var
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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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// 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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* @
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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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* @
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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. user has to explicitly allow executeOrder.",
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schema: {
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type: "object",
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properties: {
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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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],
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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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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"M",
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"N",
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"T",
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"U",
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"V",
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"W",
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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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|
290
|
+
},
|
|
291
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
292
|
+
}
|
|
293
|
+
},
|
|
294
|
+
getStockGraph: {
|
|
295
|
+
description: "Generates a price chart for a given symbol",
|
|
296
|
+
schema: {
|
|
297
|
+
type: "object",
|
|
298
|
+
properties: {
|
|
299
|
+
symbol: { type: "string" }
|
|
300
|
+
},
|
|
301
|
+
required: ["symbol"]
|
|
302
|
+
}
|
|
303
|
+
},
|
|
304
|
+
getStockPriceHistory: {
|
|
305
|
+
description: "Returns price history for a given symbol",
|
|
306
|
+
schema: {
|
|
307
|
+
type: "object",
|
|
308
|
+
properties: {
|
|
309
|
+
symbol: { type: "string" }
|
|
310
|
+
},
|
|
311
|
+
required: ["symbol"]
|
|
312
|
+
}
|
|
313
|
+
}
|
|
314
|
+
};
|
|
315
|
+
|
|
316
|
+
// src/tools/marketData.ts
|
|
317
|
+
var import_fixparser = require("fixparser");
|
|
318
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
319
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
320
|
+
return async (args) => {
|
|
321
|
+
try {
|
|
322
|
+
const response = new Promise((resolve) => {
|
|
323
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
324
|
+
});
|
|
325
|
+
const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
|
|
326
|
+
const messageFields = [
|
|
327
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
328
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
329
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
330
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
331
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
332
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
333
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
334
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
335
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
336
|
+
];
|
|
337
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
338
|
+
args.symbols.forEach((symbol) => {
|
|
339
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
340
|
+
});
|
|
341
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
342
|
+
entryTypes.forEach((entryType) => {
|
|
343
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
344
|
+
});
|
|
345
|
+
const mdr = parser.createMessage(...messageFields);
|
|
346
|
+
if (!parser.connected) {
|
|
347
|
+
return {
|
|
348
|
+
content: [
|
|
349
|
+
{
|
|
350
|
+
type: "text",
|
|
351
|
+
text: "Error: Not connected. Ignoring message.",
|
|
352
|
+
uri: "marketDataRequest"
|
|
353
|
+
}
|
|
354
|
+
],
|
|
355
|
+
isError: true
|
|
356
|
+
};
|
|
357
|
+
}
|
|
358
|
+
parser.send(mdr);
|
|
359
|
+
const fixData = await response;
|
|
360
|
+
return {
|
|
361
|
+
content: [
|
|
362
|
+
{
|
|
363
|
+
type: "text",
|
|
364
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
365
|
+
uri: "marketDataRequest"
|
|
366
|
+
}
|
|
367
|
+
]
|
|
368
|
+
};
|
|
369
|
+
} catch (error) {
|
|
370
|
+
return {
|
|
371
|
+
content: [
|
|
372
|
+
{
|
|
373
|
+
type: "text",
|
|
374
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
375
|
+
uri: "marketDataRequest"
|
|
376
|
+
}
|
|
377
|
+
],
|
|
378
|
+
isError: true
|
|
379
|
+
};
|
|
380
|
+
}
|
|
381
|
+
};
|
|
382
|
+
};
|
|
383
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
384
|
+
return async (args) => {
|
|
385
|
+
try {
|
|
386
|
+
const symbol = args.symbol;
|
|
387
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
388
|
+
if (priceHistory.length === 0) {
|
|
389
|
+
return {
|
|
390
|
+
content: [
|
|
391
|
+
{
|
|
392
|
+
type: "text",
|
|
393
|
+
text: `No price data available for ${symbol}`,
|
|
394
|
+
uri: "getStockGraph"
|
|
395
|
+
}
|
|
396
|
+
]
|
|
397
|
+
};
|
|
398
|
+
}
|
|
399
|
+
const chart = new import_quickchart_js.default();
|
|
400
|
+
chart.setWidth(1200);
|
|
401
|
+
chart.setHeight(600);
|
|
402
|
+
chart.setBackgroundColor("transparent");
|
|
403
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
404
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
405
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
406
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
407
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
408
|
+
const config = {
|
|
409
|
+
type: "line",
|
|
410
|
+
data: {
|
|
411
|
+
labels,
|
|
412
|
+
datasets: [
|
|
413
|
+
{
|
|
414
|
+
label: "Bid",
|
|
415
|
+
data: bidData,
|
|
416
|
+
borderColor: "#28a745",
|
|
417
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
418
|
+
fill: false,
|
|
419
|
+
tension: 0.4
|
|
420
|
+
},
|
|
421
|
+
{
|
|
422
|
+
label: "Offer",
|
|
423
|
+
data: offerData,
|
|
424
|
+
borderColor: "#dc3545",
|
|
425
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
426
|
+
fill: false,
|
|
427
|
+
tension: 0.4
|
|
428
|
+
},
|
|
429
|
+
{
|
|
430
|
+
label: "Spread",
|
|
431
|
+
data: spreadData,
|
|
432
|
+
borderColor: "#6c757d",
|
|
433
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
434
|
+
fill: false,
|
|
435
|
+
tension: 0.4
|
|
436
|
+
},
|
|
437
|
+
{
|
|
438
|
+
label: "Volume",
|
|
439
|
+
data: volumeData,
|
|
440
|
+
borderColor: "#007bff",
|
|
441
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
442
|
+
fill: true,
|
|
443
|
+
tension: 0.4
|
|
444
|
+
}
|
|
445
|
+
]
|
|
446
|
+
},
|
|
447
|
+
options: {
|
|
448
|
+
responsive: true,
|
|
449
|
+
plugins: {
|
|
450
|
+
title: {
|
|
451
|
+
display: true,
|
|
452
|
+
text: `${symbol} Market Data`
|
|
453
|
+
}
|
|
454
|
+
},
|
|
455
|
+
scales: {
|
|
456
|
+
y: {
|
|
457
|
+
beginAtZero: false
|
|
458
|
+
}
|
|
459
|
+
}
|
|
460
|
+
}
|
|
461
|
+
};
|
|
462
|
+
chart.setConfig(config);
|
|
463
|
+
const imageBuffer = await chart.toBinary();
|
|
464
|
+
const base64 = imageBuffer.toString("base64");
|
|
465
|
+
return {
|
|
466
|
+
content: [
|
|
467
|
+
{
|
|
468
|
+
type: "resource",
|
|
469
|
+
resource: {
|
|
470
|
+
uri: "resource://graph",
|
|
471
|
+
mimeType: "image/png",
|
|
472
|
+
blob: base64
|
|
473
|
+
}
|
|
474
|
+
}
|
|
475
|
+
]
|
|
476
|
+
};
|
|
477
|
+
} catch (error) {
|
|
478
|
+
return {
|
|
479
|
+
content: [
|
|
480
|
+
{
|
|
481
|
+
type: "text",
|
|
482
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
483
|
+
uri: "getStockGraph"
|
|
484
|
+
}
|
|
485
|
+
],
|
|
486
|
+
isError: true
|
|
487
|
+
};
|
|
488
|
+
}
|
|
489
|
+
};
|
|
490
|
+
};
|
|
491
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
492
|
+
return async (args) => {
|
|
493
|
+
try {
|
|
494
|
+
const symbol = args.symbol;
|
|
495
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
496
|
+
if (priceHistory.length === 0) {
|
|
497
|
+
return {
|
|
498
|
+
content: [
|
|
499
|
+
{
|
|
500
|
+
type: "text",
|
|
501
|
+
text: `No price data available for ${symbol}`,
|
|
502
|
+
uri: "getStockPriceHistory"
|
|
503
|
+
}
|
|
504
|
+
]
|
|
505
|
+
};
|
|
506
|
+
}
|
|
507
|
+
return {
|
|
508
|
+
content: [
|
|
509
|
+
{
|
|
510
|
+
type: "text",
|
|
511
|
+
text: JSON.stringify(
|
|
512
|
+
{
|
|
513
|
+
symbol,
|
|
514
|
+
count: priceHistory.length,
|
|
515
|
+
data: priceHistory.map((point) => ({
|
|
516
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
517
|
+
bid: point.bid,
|
|
518
|
+
offer: point.offer,
|
|
519
|
+
spread: point.spread,
|
|
520
|
+
volume: point.volume
|
|
521
|
+
}))
|
|
522
|
+
},
|
|
523
|
+
null,
|
|
524
|
+
2
|
|
525
|
+
),
|
|
526
|
+
uri: "getStockPriceHistory"
|
|
527
|
+
}
|
|
528
|
+
]
|
|
529
|
+
};
|
|
530
|
+
} catch (error) {
|
|
531
|
+
return {
|
|
532
|
+
content: [
|
|
533
|
+
{
|
|
534
|
+
type: "text",
|
|
535
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
536
|
+
uri: "getStockPriceHistory"
|
|
537
|
+
}
|
|
538
|
+
],
|
|
539
|
+
isError: true
|
|
540
|
+
};
|
|
541
|
+
}
|
|
542
|
+
};
|
|
543
|
+
};
|
|
544
|
+
|
|
545
|
+
// src/tools/order.ts
|
|
546
|
+
var import_fixparser2 = require("fixparser");
|
|
547
|
+
var ordTypeNames = {
|
|
548
|
+
"1": "Market",
|
|
549
|
+
"2": "Limit",
|
|
550
|
+
"3": "Stop",
|
|
551
|
+
"4": "StopLimit",
|
|
552
|
+
"5": "MarketOnClose",
|
|
553
|
+
"6": "WithOrWithout",
|
|
554
|
+
"7": "LimitOrBetter",
|
|
555
|
+
"8": "LimitWithOrWithout",
|
|
556
|
+
"9": "OnBasis",
|
|
557
|
+
A: "OnClose",
|
|
558
|
+
B: "LimitOnClose",
|
|
559
|
+
C: "ForexMarket",
|
|
560
|
+
D: "PreviouslyQuoted",
|
|
561
|
+
E: "PreviouslyIndicated",
|
|
562
|
+
F: "ForexLimit",
|
|
563
|
+
G: "ForexSwap",
|
|
564
|
+
H: "ForexPreviouslyQuoted",
|
|
565
|
+
I: "Funari",
|
|
566
|
+
J: "MarketIfTouched",
|
|
567
|
+
K: "MarketWithLeftOverAsLimit",
|
|
568
|
+
L: "PreviousFundValuationPoint",
|
|
569
|
+
M: "NextFundValuationPoint",
|
|
570
|
+
P: "Pegged",
|
|
571
|
+
Q: "CounterOrderSelection",
|
|
572
|
+
R: "StopOnBidOrOffer",
|
|
573
|
+
S: "StopLimitOnBidOrOffer"
|
|
574
|
+
};
|
|
575
|
+
var sideNames = {
|
|
576
|
+
"1": "Buy",
|
|
577
|
+
"2": "Sell",
|
|
578
|
+
"3": "BuyMinus",
|
|
579
|
+
"4": "SellPlus",
|
|
580
|
+
"5": "SellShort",
|
|
581
|
+
"6": "SellShortExempt",
|
|
582
|
+
"7": "Undisclosed",
|
|
583
|
+
"8": "Cross",
|
|
584
|
+
"9": "CrossShort",
|
|
585
|
+
A: "CrossShortExempt",
|
|
586
|
+
B: "AsDefined",
|
|
587
|
+
C: "Opposite",
|
|
588
|
+
D: "Subscribe",
|
|
589
|
+
E: "Redeem",
|
|
590
|
+
F: "Lend",
|
|
591
|
+
G: "Borrow",
|
|
592
|
+
H: "SellUndisclosed"
|
|
593
|
+
};
|
|
594
|
+
var timeInForceNames = {
|
|
595
|
+
"0": "Day",
|
|
596
|
+
"1": "GoodTillCancel",
|
|
597
|
+
"2": "AtTheOpening",
|
|
598
|
+
"3": "ImmediateOrCancel",
|
|
599
|
+
"4": "FillOrKill",
|
|
600
|
+
"5": "GoodTillCrossing",
|
|
601
|
+
"6": "GoodTillDate",
|
|
602
|
+
"7": "AtTheClose",
|
|
603
|
+
"8": "GoodThroughCrossing",
|
|
604
|
+
"9": "AtCrossing",
|
|
605
|
+
A: "GoodForTime",
|
|
606
|
+
B: "GoodForAuction",
|
|
607
|
+
C: "GoodForMonth"
|
|
608
|
+
};
|
|
609
|
+
var handlInstNames = {
|
|
610
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
611
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
612
|
+
"3": "ManualOrder"
|
|
613
|
+
};
|
|
614
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
615
|
+
return async (args) => {
|
|
616
|
+
try {
|
|
617
|
+
verifiedOrders.set(args.clOrdID, {
|
|
618
|
+
clOrdID: args.clOrdID,
|
|
619
|
+
handlInst: args.handlInst,
|
|
620
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
621
|
+
price: Number.parseFloat(String(args.price)),
|
|
622
|
+
ordType: args.ordType,
|
|
623
|
+
side: args.side,
|
|
624
|
+
symbol: args.symbol,
|
|
625
|
+
timeInForce: args.timeInForce
|
|
626
|
+
});
|
|
627
|
+
return {
|
|
628
|
+
content: [
|
|
629
|
+
{
|
|
630
|
+
type: "text",
|
|
631
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
632
|
+
|
|
633
|
+
Parameters verified:
|
|
634
|
+
- ClOrdID: ${args.clOrdID}
|
|
635
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
636
|
+
- Quantity: ${args.quantity}
|
|
637
|
+
- Price: ${args.price}
|
|
638
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
639
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
640
|
+
- Symbol: ${args.symbol}
|
|
641
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
642
|
+
|
|
643
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
644
|
+
uri: "verifyOrder"
|
|
645
|
+
}
|
|
646
|
+
]
|
|
647
|
+
};
|
|
648
|
+
} catch (error) {
|
|
649
|
+
return {
|
|
650
|
+
content: [
|
|
651
|
+
{
|
|
652
|
+
type: "text",
|
|
653
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
654
|
+
uri: "verifyOrder"
|
|
655
|
+
}
|
|
656
|
+
],
|
|
657
|
+
isError: true
|
|
658
|
+
};
|
|
659
|
+
}
|
|
660
|
+
};
|
|
661
|
+
};
|
|
662
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
663
|
+
return async (args) => {
|
|
664
|
+
try {
|
|
665
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
666
|
+
if (!verifiedOrder) {
|
|
667
|
+
return {
|
|
668
|
+
content: [
|
|
669
|
+
{
|
|
670
|
+
type: "text",
|
|
671
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
672
|
+
uri: "executeOrder"
|
|
673
|
+
}
|
|
674
|
+
],
|
|
675
|
+
isError: true
|
|
676
|
+
};
|
|
677
|
+
}
|
|
678
|
+
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) {
|
|
679
|
+
return {
|
|
680
|
+
content: [
|
|
681
|
+
{
|
|
682
|
+
type: "text",
|
|
683
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
684
|
+
uri: "executeOrder"
|
|
685
|
+
}
|
|
686
|
+
],
|
|
687
|
+
isError: true
|
|
688
|
+
};
|
|
689
|
+
}
|
|
690
|
+
const response = new Promise((resolve) => {
|
|
691
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
692
|
+
});
|
|
693
|
+
const order = parser.createMessage(
|
|
694
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
695
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
696
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
697
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
698
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
699
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
700
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
701
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
702
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
703
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
704
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
705
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
706
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
707
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
708
|
+
);
|
|
709
|
+
if (!parser.connected) {
|
|
710
|
+
return {
|
|
711
|
+
content: [
|
|
712
|
+
{
|
|
713
|
+
type: "text",
|
|
714
|
+
text: "Error: Not connected. Ignoring message.",
|
|
715
|
+
uri: "executeOrder"
|
|
716
|
+
}
|
|
717
|
+
],
|
|
718
|
+
isError: true
|
|
719
|
+
};
|
|
720
|
+
}
|
|
721
|
+
parser.send(order);
|
|
722
|
+
const fixData = await response;
|
|
723
|
+
verifiedOrders.delete(args.clOrdID);
|
|
724
|
+
return {
|
|
725
|
+
content: [
|
|
726
|
+
{
|
|
727
|
+
type: "text",
|
|
728
|
+
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
729
|
+
uri: "executeOrder"
|
|
730
|
+
}
|
|
731
|
+
]
|
|
732
|
+
};
|
|
733
|
+
} catch (error) {
|
|
734
|
+
return {
|
|
735
|
+
content: [
|
|
736
|
+
{
|
|
737
|
+
type: "text",
|
|
738
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
739
|
+
uri: "executeOrder"
|
|
740
|
+
}
|
|
741
|
+
],
|
|
742
|
+
isError: true
|
|
743
|
+
};
|
|
744
|
+
}
|
|
745
|
+
};
|
|
746
|
+
};
|
|
747
|
+
|
|
748
|
+
// src/tools/parse.ts
|
|
749
|
+
var createParseHandler = (parser) => {
|
|
750
|
+
return async (args) => {
|
|
751
|
+
try {
|
|
752
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
753
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
754
|
+
return {
|
|
755
|
+
content: [
|
|
756
|
+
{
|
|
757
|
+
type: "text",
|
|
758
|
+
text: "Error: Failed to parse FIX string",
|
|
759
|
+
uri: "parse"
|
|
760
|
+
}
|
|
761
|
+
],
|
|
762
|
+
isError: true
|
|
763
|
+
};
|
|
764
|
+
}
|
|
765
|
+
return {
|
|
766
|
+
content: [
|
|
767
|
+
{
|
|
768
|
+
type: "text",
|
|
769
|
+
text: `${parsedMessage[0].description}
|
|
770
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
771
|
+
uri: "parse"
|
|
772
|
+
}
|
|
773
|
+
]
|
|
774
|
+
};
|
|
775
|
+
} catch (error) {
|
|
776
|
+
return {
|
|
777
|
+
content: [
|
|
778
|
+
{
|
|
779
|
+
type: "text",
|
|
780
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
781
|
+
uri: "parse"
|
|
782
|
+
}
|
|
783
|
+
],
|
|
784
|
+
isError: true
|
|
785
|
+
};
|
|
786
|
+
}
|
|
787
|
+
};
|
|
788
|
+
};
|
|
789
|
+
|
|
790
|
+
// src/tools/parseToJSON.ts
|
|
791
|
+
var createParseToJSONHandler = (parser) => {
|
|
792
|
+
return async (args) => {
|
|
793
|
+
try {
|
|
794
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
795
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
796
|
+
return {
|
|
797
|
+
content: [
|
|
798
|
+
{
|
|
799
|
+
type: "text",
|
|
800
|
+
text: "Error: Failed to parse FIX string",
|
|
801
|
+
uri: "parseToJSON"
|
|
802
|
+
}
|
|
803
|
+
],
|
|
804
|
+
isError: true
|
|
805
|
+
};
|
|
806
|
+
}
|
|
807
|
+
return {
|
|
808
|
+
content: [
|
|
809
|
+
{
|
|
810
|
+
type: "text",
|
|
811
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
812
|
+
uri: "parseToJSON"
|
|
813
|
+
}
|
|
814
|
+
]
|
|
815
|
+
};
|
|
816
|
+
} catch (error) {
|
|
817
|
+
return {
|
|
818
|
+
content: [
|
|
819
|
+
{
|
|
820
|
+
type: "text",
|
|
821
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
822
|
+
uri: "parseToJSON"
|
|
823
|
+
}
|
|
824
|
+
],
|
|
825
|
+
isError: true
|
|
826
|
+
};
|
|
827
|
+
}
|
|
828
|
+
};
|
|
829
|
+
};
|
|
830
|
+
|
|
831
|
+
// src/tools/index.ts
|
|
832
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
833
|
+
parse: createParseHandler(parser),
|
|
834
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
835
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
836
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
837
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
838
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
839
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
840
|
+
});
|
|
841
|
+
|
|
842
|
+
// src/utils/messageHandler.ts
|
|
843
|
+
var import_fixparser3 = require("fixparser");
|
|
844
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
845
|
+
parser.logger.log({
|
|
846
|
+
level: "info",
|
|
847
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
848
|
+
});
|
|
849
|
+
const msgType = message.messageType;
|
|
850
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
851
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
852
|
+
const entries = message.getField(import_fixparser3.Fields.NoMDEntries)?.value;
|
|
853
|
+
let bid = 0;
|
|
854
|
+
let offer = 0;
|
|
855
|
+
let volume = 0;
|
|
856
|
+
const entryTypes = message.getFields(import_fixparser3.Fields.MDEntryType);
|
|
857
|
+
const entryPrices = message.getFields(import_fixparser3.Fields.MDEntryPx);
|
|
858
|
+
const entrySizes = message.getFields(import_fixparser3.Fields.MDEntrySize);
|
|
859
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
860
|
+
for (let i = 0; i < entries; i++) {
|
|
861
|
+
const entryType = entryTypes[i]?.value;
|
|
862
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
863
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
864
|
+
if (entryType === import_fixparser3.MDEntryType.Bid) {
|
|
865
|
+
bid = entryPrice;
|
|
866
|
+
} else if (entryType === import_fixparser3.MDEntryType.Offer) {
|
|
867
|
+
offer = entryPrice;
|
|
868
|
+
}
|
|
869
|
+
volume += entrySize;
|
|
870
|
+
}
|
|
871
|
+
}
|
|
872
|
+
const spread = offer - bid;
|
|
873
|
+
const timestamp = Date.now();
|
|
874
|
+
const data = {
|
|
875
|
+
timestamp,
|
|
876
|
+
bid,
|
|
877
|
+
offer,
|
|
878
|
+
spread,
|
|
879
|
+
volume
|
|
880
|
+
};
|
|
881
|
+
if (!marketDataPrices.has(symbol)) {
|
|
882
|
+
marketDataPrices.set(symbol, []);
|
|
883
|
+
}
|
|
884
|
+
const prices = marketDataPrices.get(symbol);
|
|
885
|
+
prices.push(data);
|
|
886
|
+
if (prices.length > maxPriceHistory) {
|
|
887
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
888
|
+
}
|
|
889
|
+
onPriceUpdate?.(symbol, data);
|
|
890
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
891
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
892
|
+
const callback = pendingRequests.get(reqId);
|
|
893
|
+
if (callback) {
|
|
894
|
+
callback(message);
|
|
895
|
+
pendingRequests.delete(reqId);
|
|
896
|
+
}
|
|
897
|
+
}
|
|
898
|
+
}
|
|
899
|
+
|
|
900
|
+
// src/MCPRemote.ts
|
|
901
|
+
var transports = {};
|
|
902
|
+
var MCPRemote = class extends MCPBase {
|
|
903
|
+
/**
|
|
904
|
+
* Port number the server will listen on.
|
|
905
|
+
* @private
|
|
906
|
+
*/
|
|
907
|
+
port;
|
|
50
908
|
/**
|
|
51
909
|
* Node.js HTTP server instance created internally.
|
|
52
910
|
* @private
|
|
53
911
|
*/
|
|
54
|
-
|
|
912
|
+
httpServer;
|
|
55
913
|
/**
|
|
56
914
|
* MCP server instance handling MCP protocol logic.
|
|
57
915
|
* @private
|
|
@@ -61,89 +919,85 @@ var MCPRemote = class {
|
|
|
61
919
|
* Optional name of the plugin/server instance.
|
|
62
920
|
* @private
|
|
63
921
|
*/
|
|
64
|
-
|
|
922
|
+
serverName;
|
|
65
923
|
/**
|
|
66
924
|
* Optional version string of the plugin/server.
|
|
67
925
|
* @private
|
|
68
926
|
*/
|
|
69
|
-
|
|
927
|
+
serverVersion;
|
|
70
928
|
/**
|
|
71
|
-
*
|
|
929
|
+
* Map to store verified orders before execution
|
|
72
930
|
* @private
|
|
73
931
|
*/
|
|
74
|
-
|
|
932
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
75
933
|
/**
|
|
76
|
-
*
|
|
77
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
78
|
-
* FIX Message is received.
|
|
934
|
+
* Map to store pending requests and their callbacks
|
|
79
935
|
* @private
|
|
80
|
-
* @type {Map<string, (data: Message) => void>}
|
|
81
936
|
*/
|
|
82
937
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
938
|
+
/**
|
|
939
|
+
* Map to store market data prices for each symbol
|
|
940
|
+
* @private
|
|
941
|
+
*/
|
|
942
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
943
|
+
/**
|
|
944
|
+
* Maximum number of price points to store per symbol
|
|
945
|
+
* @private
|
|
946
|
+
*/
|
|
947
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
83
948
|
constructor({ port, logger, onReady }) {
|
|
949
|
+
super({ logger, onReady });
|
|
84
950
|
this.port = port;
|
|
85
|
-
if (logger) this.logger = logger;
|
|
86
|
-
if (onReady) this.onReady = onReady;
|
|
87
951
|
}
|
|
88
952
|
async register(parser) {
|
|
89
953
|
this.parser = parser;
|
|
90
|
-
this.parser.addOnMessageCallback((message) => {
|
|
91
|
-
this.logger?.log({
|
|
92
|
-
level: "info",
|
|
93
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
94
|
-
});
|
|
95
|
-
const msgType = message.messageType;
|
|
96
|
-
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
|
|
97
|
-
const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
|
|
98
|
-
if (idField) {
|
|
99
|
-
const id = idField.value;
|
|
100
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
101
|
-
const callback = this.pendingRequests.get(String(id));
|
|
102
|
-
if (callback) {
|
|
103
|
-
callback(message);
|
|
104
|
-
this.pendingRequests.delete(String(id));
|
|
105
|
-
}
|
|
106
|
-
}
|
|
107
|
-
}
|
|
108
|
-
}
|
|
109
|
-
});
|
|
110
954
|
this.logger = parser.logger;
|
|
111
955
|
this.logger?.log({
|
|
112
956
|
level: "info",
|
|
113
957
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
114
958
|
});
|
|
115
|
-
this.
|
|
959
|
+
this.parser.addOnMessageCallback((message) => {
|
|
960
|
+
if (this.parser) {
|
|
961
|
+
handleMessage(
|
|
962
|
+
message,
|
|
963
|
+
this.parser,
|
|
964
|
+
this.pendingRequests,
|
|
965
|
+
this.marketDataPrices,
|
|
966
|
+
this.MAX_PRICE_HISTORY,
|
|
967
|
+
(symbol, data) => {
|
|
968
|
+
this.mcpServer?.tool(
|
|
969
|
+
"priceUpdate",
|
|
970
|
+
{
|
|
971
|
+
description: "Price update notification",
|
|
972
|
+
schema: import_zod.z.object({
|
|
973
|
+
symbol: import_zod.z.string(),
|
|
974
|
+
timestamp: import_zod.z.number(),
|
|
975
|
+
bid: import_zod.z.number(),
|
|
976
|
+
offer: import_zod.z.number(),
|
|
977
|
+
spread: import_zod.z.number(),
|
|
978
|
+
volume: import_zod.z.number()
|
|
979
|
+
})
|
|
980
|
+
},
|
|
981
|
+
() => ({
|
|
982
|
+
content: [
|
|
983
|
+
{
|
|
984
|
+
type: "text",
|
|
985
|
+
text: JSON.stringify({ symbol, ...data })
|
|
986
|
+
}
|
|
987
|
+
]
|
|
988
|
+
})
|
|
989
|
+
);
|
|
990
|
+
}
|
|
991
|
+
);
|
|
992
|
+
}
|
|
993
|
+
});
|
|
994
|
+
this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
|
|
116
995
|
if (!req.url || !req.method) {
|
|
117
996
|
res.writeHead(400);
|
|
118
997
|
res.end("Bad Request");
|
|
119
998
|
return;
|
|
120
999
|
}
|
|
121
|
-
|
|
122
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
123
|
-
const config = {
|
|
124
|
-
issuer: "https://accounts.google.com",
|
|
125
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
126
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
127
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
128
|
-
response_types_supported: [
|
|
129
|
-
"code",
|
|
130
|
-
"token",
|
|
131
|
-
"id_token",
|
|
132
|
-
"code token",
|
|
133
|
-
"code id_token",
|
|
134
|
-
"token id_token",
|
|
135
|
-
"code token id_token"
|
|
136
|
-
],
|
|
137
|
-
subject_types_supported: ["public"],
|
|
138
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
139
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
140
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
141
|
-
};
|
|
142
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
143
|
-
res.end(JSON.stringify(config));
|
|
144
|
-
return;
|
|
145
|
-
}
|
|
146
|
-
if (url.pathname === "/") {
|
|
1000
|
+
if (req.url === "/mcp") {
|
|
147
1001
|
const sessionId = req.headers["mcp-session-id"];
|
|
148
1002
|
if (req.method === "POST") {
|
|
149
1003
|
const bodyChunks = [];
|
|
@@ -176,10 +1030,10 @@ var MCPRemote = class {
|
|
|
176
1030
|
}
|
|
177
1031
|
};
|
|
178
1032
|
this.mcpServer = new import_mcp.McpServer({
|
|
179
|
-
name: this.
|
|
180
|
-
version: this.
|
|
1033
|
+
name: this.serverName || "FIXParser",
|
|
1034
|
+
version: this.serverVersion || "1.0.0"
|
|
181
1035
|
});
|
|
182
|
-
this.
|
|
1036
|
+
this.setupTools();
|
|
183
1037
|
await this.mcpServer.connect(transport);
|
|
184
1038
|
} else {
|
|
185
1039
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -209,12 +1063,12 @@ var MCPRemote = class {
|
|
|
209
1063
|
res.writeHead(405);
|
|
210
1064
|
res.end("Method Not Allowed");
|
|
211
1065
|
}
|
|
212
|
-
|
|
1066
|
+
} else {
|
|
1067
|
+
res.writeHead(404);
|
|
1068
|
+
res.end("Not Found");
|
|
213
1069
|
}
|
|
214
|
-
res.writeHead(404);
|
|
215
|
-
res.end("Not Found");
|
|
216
1070
|
});
|
|
217
|
-
this.
|
|
1071
|
+
this.httpServer.listen(this.port, () => {
|
|
218
1072
|
this.logger?.log({
|
|
219
1073
|
level: "info",
|
|
220
1074
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -224,381 +1078,84 @@ var MCPRemote = class {
|
|
|
224
1078
|
this.onReady();
|
|
225
1079
|
}
|
|
226
1080
|
}
|
|
227
|
-
|
|
1081
|
+
setupTools() {
|
|
228
1082
|
if (!this.parser) {
|
|
229
1083
|
this.logger?.log({
|
|
230
1084
|
level: "error",
|
|
231
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1085
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
232
1086
|
});
|
|
233
1087
|
return;
|
|
234
1088
|
}
|
|
235
1089
|
if (!this.mcpServer) {
|
|
236
1090
|
this.logger?.log({
|
|
237
1091
|
level: "error",
|
|
238
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1092
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
239
1093
|
});
|
|
240
1094
|
return;
|
|
241
1095
|
}
|
|
242
1096
|
this.mcpServer.tool(
|
|
243
|
-
"
|
|
244
|
-
"Parses a FIX message and describes it in plain language",
|
|
245
|
-
{ fixString: import_zod.z.string() },
|
|
246
|
-
async ({ fixString }) => {
|
|
247
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
248
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
249
|
-
this.logger?.log({
|
|
250
|
-
level: "error",
|
|
251
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
252
|
-
});
|
|
253
|
-
return {
|
|
254
|
-
isError: true,
|
|
255
|
-
content: [
|
|
256
|
-
{
|
|
257
|
-
type: "text",
|
|
258
|
-
text: "Error: Failed to parse FIX string"
|
|
259
|
-
}
|
|
260
|
-
]
|
|
261
|
-
};
|
|
262
|
-
}
|
|
263
|
-
return {
|
|
264
|
-
content: [
|
|
265
|
-
{
|
|
266
|
-
type: "text",
|
|
267
|
-
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
268
|
-
}
|
|
269
|
-
]
|
|
270
|
-
};
|
|
271
|
-
}
|
|
272
|
-
);
|
|
273
|
-
this.mcpServer.prompt(
|
|
274
|
-
"parse",
|
|
275
|
-
"Parses a FIX message and describes it in plain language",
|
|
276
|
-
{ fixString: import_zod.z.string() },
|
|
277
|
-
({ fixString }) => ({
|
|
278
|
-
messages: [
|
|
279
|
-
{
|
|
280
|
-
role: "user",
|
|
281
|
-
content: {
|
|
282
|
-
type: "text",
|
|
283
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
284
|
-
}
|
|
285
|
-
}
|
|
286
|
-
]
|
|
287
|
-
})
|
|
288
|
-
);
|
|
289
|
-
this.mcpServer.tool(
|
|
290
|
-
"parseToJSON",
|
|
291
|
-
"Parses a FIX message into JSON",
|
|
292
|
-
{ fixString: import_zod.z.string() },
|
|
293
|
-
async ({ fixString }) => {
|
|
294
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
295
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
296
|
-
this.logger?.log({
|
|
297
|
-
level: "error",
|
|
298
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
299
|
-
});
|
|
300
|
-
return {
|
|
301
|
-
isError: true,
|
|
302
|
-
content: [
|
|
303
|
-
{
|
|
304
|
-
type: "text",
|
|
305
|
-
text: "Error: Failed to parse FIX string"
|
|
306
|
-
}
|
|
307
|
-
]
|
|
308
|
-
};
|
|
309
|
-
}
|
|
310
|
-
return {
|
|
311
|
-
content: [
|
|
312
|
-
{
|
|
313
|
-
type: "text",
|
|
314
|
-
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
315
|
-
}
|
|
316
|
-
]
|
|
317
|
-
};
|
|
318
|
-
}
|
|
319
|
-
);
|
|
320
|
-
this.mcpServer.prompt(
|
|
321
|
-
"parseToJSON",
|
|
322
|
-
"Parses a FIX message into JSON",
|
|
323
|
-
{ fixString: import_zod.z.string() },
|
|
324
|
-
({ fixString }) => ({
|
|
325
|
-
messages: [
|
|
326
|
-
{
|
|
327
|
-
role: "user",
|
|
328
|
-
content: {
|
|
329
|
-
type: "text",
|
|
330
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
331
|
-
}
|
|
332
|
-
}
|
|
333
|
-
]
|
|
334
|
-
})
|
|
335
|
-
);
|
|
336
|
-
this.mcpServer.tool(
|
|
337
|
-
"newOrderSingle",
|
|
338
|
-
"Creates and sends a New Order Single",
|
|
1097
|
+
"tools/list",
|
|
339
1098
|
{
|
|
340
|
-
|
|
341
|
-
|
|
342
|
-
quantity: import_zod.z.number(),
|
|
343
|
-
price: import_zod.z.number(),
|
|
344
|
-
ordType: import_zod.z.enum([
|
|
345
|
-
"1",
|
|
346
|
-
"2",
|
|
347
|
-
"3",
|
|
348
|
-
"4",
|
|
349
|
-
"5",
|
|
350
|
-
"6",
|
|
351
|
-
"7",
|
|
352
|
-
"8",
|
|
353
|
-
"9",
|
|
354
|
-
"A",
|
|
355
|
-
"B",
|
|
356
|
-
"C",
|
|
357
|
-
"D",
|
|
358
|
-
"E",
|
|
359
|
-
"F",
|
|
360
|
-
"G",
|
|
361
|
-
"H",
|
|
362
|
-
"I",
|
|
363
|
-
"J",
|
|
364
|
-
"K",
|
|
365
|
-
"L",
|
|
366
|
-
"M",
|
|
367
|
-
"P",
|
|
368
|
-
"Q",
|
|
369
|
-
"R",
|
|
370
|
-
"S"
|
|
371
|
-
]).default(import_fixparser.OrdType.Market).optional(),
|
|
372
|
-
side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
373
|
-
// 1 = Buy, 2 = Sell...
|
|
374
|
-
symbol: import_zod.z.string(),
|
|
375
|
-
timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional()
|
|
1099
|
+
description: "List available tools",
|
|
1100
|
+
schema: import_zod.z.object({})
|
|
376
1101
|
},
|
|
377
|
-
async (
|
|
378
|
-
const response = new Promise((resolve) => {
|
|
379
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
380
|
-
});
|
|
381
|
-
const order = this.parser?.createMessage(
|
|
382
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
383
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
384
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
385
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
386
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
387
|
-
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
|
|
388
|
-
new import_fixparser.Field(import_fixparser.Fields.Side, side),
|
|
389
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
390
|
-
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
391
|
-
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
392
|
-
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
393
|
-
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
394
|
-
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
395
|
-
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
396
|
-
);
|
|
397
|
-
if (!this.parser?.connected) {
|
|
398
|
-
this.logger?.log({
|
|
399
|
-
level: "error",
|
|
400
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
401
|
-
});
|
|
402
|
-
return {
|
|
403
|
-
isError: true,
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: "Error: Not connected. Ignoring message."
|
|
408
|
-
}
|
|
409
|
-
]
|
|
410
|
-
};
|
|
411
|
-
}
|
|
412
|
-
this.parser?.send(order);
|
|
413
|
-
this.logger?.log({
|
|
414
|
-
level: "info",
|
|
415
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
416
|
-
});
|
|
417
|
-
const fixData = await response;
|
|
1102
|
+
async () => {
|
|
418
1103
|
return {
|
|
419
1104
|
content: [
|
|
420
1105
|
{
|
|
421
1106
|
type: "text",
|
|
422
|
-
text:
|
|
1107
|
+
text: JSON.stringify(
|
|
1108
|
+
Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1109
|
+
name,
|
|
1110
|
+
description,
|
|
1111
|
+
inputSchema: schema
|
|
1112
|
+
}))
|
|
1113
|
+
)
|
|
423
1114
|
}
|
|
424
1115
|
]
|
|
425
1116
|
};
|
|
426
1117
|
}
|
|
427
1118
|
);
|
|
428
|
-
this.mcpServer.prompt(
|
|
429
|
-
"newOrderSingle",
|
|
430
|
-
"Creates and sends a New Order Single",
|
|
431
|
-
{
|
|
432
|
-
clOrdID: import_zod.z.string(),
|
|
433
|
-
handlInst: import_zod.z.string(),
|
|
434
|
-
quantity: import_zod.z.string(),
|
|
435
|
-
price: import_zod.z.string(),
|
|
436
|
-
ordType: import_zod.z.string(),
|
|
437
|
-
side: import_zod.z.string(),
|
|
438
|
-
symbol: import_zod.z.string(),
|
|
439
|
-
timeInForce: import_zod.z.string()
|
|
440
|
-
},
|
|
441
|
-
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
442
|
-
messages: [
|
|
443
|
-
{
|
|
444
|
-
role: "user",
|
|
445
|
-
content: {
|
|
446
|
-
type: "text",
|
|
447
|
-
text: [
|
|
448
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
449
|
-
`- ClOrdID: ${clOrdID}`,
|
|
450
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
451
|
-
`- Quantity: ${quantity}`,
|
|
452
|
-
`- Price: ${price}`,
|
|
453
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
454
|
-
`- Side: ${side}`,
|
|
455
|
-
`- Symbol: ${symbol}`,
|
|
456
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
457
|
-
"",
|
|
458
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
459
|
-
].join("\n")
|
|
460
|
-
}
|
|
461
|
-
}
|
|
462
|
-
]
|
|
463
|
-
})
|
|
464
|
-
);
|
|
465
1119
|
this.mcpServer.tool(
|
|
466
|
-
"
|
|
467
|
-
"Sends a request for Market Data with the given symbol",
|
|
1120
|
+
"tools/call",
|
|
468
1121
|
{
|
|
469
|
-
|
|
470
|
-
|
|
471
|
-
|
|
472
|
-
|
|
473
|
-
|
|
474
|
-
|
|
475
|
-
|
|
476
|
-
|
|
477
|
-
"2",
|
|
478
|
-
"3",
|
|
479
|
-
"4",
|
|
480
|
-
"5",
|
|
481
|
-
"6",
|
|
482
|
-
"7",
|
|
483
|
-
"8",
|
|
484
|
-
"9",
|
|
485
|
-
"A",
|
|
486
|
-
"B",
|
|
487
|
-
"C",
|
|
488
|
-
"D",
|
|
489
|
-
"E",
|
|
490
|
-
"F",
|
|
491
|
-
"G",
|
|
492
|
-
"H",
|
|
493
|
-
"J",
|
|
494
|
-
"K",
|
|
495
|
-
"L",
|
|
496
|
-
"M",
|
|
497
|
-
"N",
|
|
498
|
-
"O",
|
|
499
|
-
"P",
|
|
500
|
-
"Q",
|
|
501
|
-
"S",
|
|
502
|
-
"R",
|
|
503
|
-
"T",
|
|
504
|
-
"U",
|
|
505
|
-
"V",
|
|
506
|
-
"W",
|
|
507
|
-
"X",
|
|
508
|
-
"Y",
|
|
509
|
-
"Z",
|
|
510
|
-
"a",
|
|
511
|
-
"b",
|
|
512
|
-
"c",
|
|
513
|
-
"d",
|
|
514
|
-
"e",
|
|
515
|
-
"g",
|
|
516
|
-
"h",
|
|
517
|
-
"i",
|
|
518
|
-
"t"
|
|
519
|
-
]).default(import_fixparser.MDEntryType.Bid).optional()
|
|
1122
|
+
description: "Call a tool",
|
|
1123
|
+
schema: import_zod.z.object({
|
|
1124
|
+
name: import_zod.z.string(),
|
|
1125
|
+
arguments: import_zod.z.any(),
|
|
1126
|
+
_meta: import_zod.z.object({
|
|
1127
|
+
progressToken: import_zod.z.number()
|
|
1128
|
+
}).optional()
|
|
1129
|
+
})
|
|
520
1130
|
},
|
|
521
|
-
async (
|
|
522
|
-
const
|
|
523
|
-
|
|
524
|
-
|
|
525
|
-
|
|
526
|
-
|
|
527
|
-
|
|
528
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
529
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
530
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
531
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
532
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
533
|
-
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
534
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
535
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
536
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
537
|
-
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
538
|
-
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
1131
|
+
async (request) => {
|
|
1132
|
+
const { name, arguments: args } = request;
|
|
1133
|
+
const toolHandlers = createToolHandlers(
|
|
1134
|
+
this.parser,
|
|
1135
|
+
this.verifiedOrders,
|
|
1136
|
+
this.pendingRequests,
|
|
1137
|
+
this.marketDataPrices
|
|
539
1138
|
);
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
level: "error",
|
|
543
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
544
|
-
});
|
|
1139
|
+
const handler = toolHandlers[name];
|
|
1140
|
+
if (!handler) {
|
|
545
1141
|
return {
|
|
546
|
-
isError: true,
|
|
547
1142
|
content: [
|
|
548
1143
|
{
|
|
549
1144
|
type: "text",
|
|
550
|
-
text:
|
|
1145
|
+
text: `Tool not found: ${name}`,
|
|
1146
|
+
uri: name
|
|
551
1147
|
}
|
|
552
|
-
]
|
|
1148
|
+
],
|
|
1149
|
+
isError: true
|
|
553
1150
|
};
|
|
554
1151
|
}
|
|
555
|
-
|
|
556
|
-
this.logger?.log({
|
|
557
|
-
level: "info",
|
|
558
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
559
|
-
});
|
|
560
|
-
const fixData = await response;
|
|
1152
|
+
const result = await handler(args);
|
|
561
1153
|
return {
|
|
562
|
-
content:
|
|
563
|
-
|
|
564
|
-
type: "text",
|
|
565
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
566
|
-
}
|
|
567
|
-
]
|
|
1154
|
+
content: result.content,
|
|
1155
|
+
isError: result.isError
|
|
568
1156
|
};
|
|
569
1157
|
}
|
|
570
1158
|
);
|
|
571
|
-
this.mcpServer.prompt(
|
|
572
|
-
"marketDataRequest",
|
|
573
|
-
"Sends a request for Market Data with the given symbol",
|
|
574
|
-
{
|
|
575
|
-
mdUpdateType: import_zod.z.string(),
|
|
576
|
-
symbol: import_zod.z.string(),
|
|
577
|
-
mdReqID: import_zod.z.string(),
|
|
578
|
-
subscriptionRequestType: import_zod.z.string(),
|
|
579
|
-
mdEntryType: import_zod.z.string()
|
|
580
|
-
},
|
|
581
|
-
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
582
|
-
messages: [
|
|
583
|
-
{
|
|
584
|
-
role: "user",
|
|
585
|
-
content: {
|
|
586
|
-
type: "text",
|
|
587
|
-
text: [
|
|
588
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
589
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
590
|
-
`- Symbol: ${symbol}`,
|
|
591
|
-
`- MDReqID: ${mdReqID}`,
|
|
592
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
593
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
594
|
-
"",
|
|
595
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
596
|
-
].join("\n")
|
|
597
|
-
}
|
|
598
|
-
}
|
|
599
|
-
]
|
|
600
|
-
})
|
|
601
|
-
);
|
|
602
1159
|
}
|
|
603
1160
|
};
|
|
604
1161
|
// Annotate the CommonJS export names for ESM import in node:
|