fixparser-plugin-mcp 9.1.7-5f64f22e → 9.1.7-620b3399
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 +1265 -782
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1328 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1627 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +1255 -788
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1318 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1589 -0
- package/build/esm/index.mjs.map +7 -0
- package/package.json +10 -10
- package/build-examples/cjs/example_mcp_local.js +0 -19
- package/build-examples/cjs/example_mcp_local.js.map +0 -7
- package/build-examples/esm/example_mcp_local.mjs +0 -19
- package/build-examples/esm/example_mcp_local.mjs.map +0 -7
- package/types/MCPLocal.d.ts +0 -14
- package/types/MCPRemote.d.ts +0 -60
- package/types/PluginOptions.d.ts +0 -6
- package/types/index.d.ts +0 -3
package/build/cjs/MCPLocal.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/MCPLocal.ts
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@@ -25,836 +35,1309 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_zod = require("zod");
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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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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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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"
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},
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quantity: {
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type: "number",
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description: "Order quantity"
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},
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price: {
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type: "number",
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description: "Order price"
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},
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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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"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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"K",
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"L",
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"M",
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"P",
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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)"
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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: "Order 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: {
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type: "string",
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description: "Trading symbol"
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},
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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=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)"
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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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description: 'Market data entry type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Bid, "1" for Offer, "2" for Trade, "3" for Index Value, "4" for Opening Price)'
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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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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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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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enum: [
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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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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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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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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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],
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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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marketDataRequest: {
|
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|
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description: "Requests market data for specified symbols",
|
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|
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schema: {
|
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|
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type: "object",
|
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|
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properties: {
|
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|
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mdUpdateType: {
|
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|
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type: "string",
|
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|
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enum: ["0", "1"],
|
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|
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
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|
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},
|
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|
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symbols: { type: "array", items: { type: "string" } },
|
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|
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mdReqID: { type: "string" },
|
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subscriptionRequestType: {
|
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|
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type: "string",
|
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|
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enum: ["0", "1", "2"],
|
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|
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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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|
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mdEntryTypes: {
|
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|
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type: "array",
|
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items: {
|
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|
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type: "string",
|
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|
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enum: [
|
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|
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"0",
|
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"1",
|
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"2",
|
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|
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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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|
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"9",
|
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|
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"A",
|
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"B",
|
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|
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"C",
|
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|
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"D",
|
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|
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"E",
|
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|
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"F",
|
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263
|
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"G",
|
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|
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"H",
|
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265
|
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"I",
|
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"J",
|
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|
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"K",
|
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|
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"L",
|
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|
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"M",
|
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|
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"N",
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|
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"O",
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"P",
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"Q",
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|
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"R",
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|
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"S",
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|
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"T",
|
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|
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"U",
|
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|
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"V",
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|
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"W",
|
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|
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"X",
|
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|
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"Y",
|
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|
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"Z"
|
|
283
|
+
]
|
|
284
|
+
},
|
|
285
|
+
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"
|
|
242
286
|
}
|
|
243
|
-
}
|
|
244
|
-
|
|
245
|
-
this.addWorkflows();
|
|
246
|
-
await this.server.connect(this.transport);
|
|
247
|
-
if (this.onReady) {
|
|
248
|
-
this.onReady();
|
|
287
|
+
},
|
|
288
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
249
289
|
}
|
|
250
|
-
}
|
|
251
|
-
|
|
252
|
-
|
|
253
|
-
|
|
290
|
+
},
|
|
291
|
+
getStockGraph: {
|
|
292
|
+
description: "Generates a price chart for a given symbol",
|
|
293
|
+
schema: {
|
|
294
|
+
type: "object",
|
|
295
|
+
properties: {
|
|
296
|
+
symbol: { type: "string" }
|
|
297
|
+
},
|
|
298
|
+
required: ["symbol"]
|
|
254
299
|
}
|
|
255
|
-
|
|
256
|
-
|
|
300
|
+
},
|
|
301
|
+
getStockPriceHistory: {
|
|
302
|
+
description: "Returns price history for a given symbol",
|
|
303
|
+
schema: {
|
|
304
|
+
type: "object",
|
|
305
|
+
properties: {
|
|
306
|
+
symbol: { type: "string" }
|
|
307
|
+
},
|
|
308
|
+
required: ["symbol"]
|
|
257
309
|
}
|
|
258
|
-
|
|
259
|
-
|
|
260
|
-
|
|
261
|
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|
|
262
|
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|
|
263
|
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|
|
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|
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|
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|
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|
|
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|
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|
|
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|
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|
|
268
|
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|
|
269
|
-
|
|
270
|
-
|
|
310
|
+
}
|
|
311
|
+
};
|
|
312
|
+
|
|
313
|
+
// src/tools/marketData.ts
|
|
314
|
+
var import_fixparser = require("fixparser");
|
|
315
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
316
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
317
|
+
return async (args) => {
|
|
318
|
+
try {
|
|
319
|
+
parser.logger.log({
|
|
320
|
+
level: "info",
|
|
321
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
322
|
+
});
|
|
323
|
+
const response = new Promise((resolve) => {
|
|
324
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
325
|
+
parser.logger.log({
|
|
326
|
+
level: "info",
|
|
327
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
328
|
+
});
|
|
329
|
+
});
|
|
330
|
+
const entryTypes = args.mdEntryTypes || [
|
|
331
|
+
import_fixparser.MDEntryType.Bid,
|
|
332
|
+
import_fixparser.MDEntryType.Offer,
|
|
333
|
+
import_fixparser.MDEntryType.Trade,
|
|
334
|
+
import_fixparser.MDEntryType.IndexValue,
|
|
335
|
+
import_fixparser.MDEntryType.OpeningPrice,
|
|
336
|
+
import_fixparser.MDEntryType.ClosingPrice,
|
|
337
|
+
import_fixparser.MDEntryType.SettlementPrice,
|
|
338
|
+
import_fixparser.MDEntryType.TradingSessionHighPrice,
|
|
339
|
+
import_fixparser.MDEntryType.TradingSessionLowPrice,
|
|
340
|
+
import_fixparser.MDEntryType.VWAP,
|
|
341
|
+
import_fixparser.MDEntryType.Imbalance,
|
|
342
|
+
import_fixparser.MDEntryType.TradeVolume,
|
|
343
|
+
import_fixparser.MDEntryType.OpenInterest,
|
|
344
|
+
import_fixparser.MDEntryType.CompositeUnderlyingPrice,
|
|
345
|
+
import_fixparser.MDEntryType.SimulatedSellPrice,
|
|
346
|
+
import_fixparser.MDEntryType.SimulatedBuyPrice,
|
|
347
|
+
import_fixparser.MDEntryType.MarginRate,
|
|
348
|
+
import_fixparser.MDEntryType.MidPrice,
|
|
349
|
+
import_fixparser.MDEntryType.EmptyBook,
|
|
350
|
+
import_fixparser.MDEntryType.SettleHighPrice,
|
|
351
|
+
import_fixparser.MDEntryType.SettleLowPrice,
|
|
352
|
+
import_fixparser.MDEntryType.PriorSettlePrice,
|
|
353
|
+
import_fixparser.MDEntryType.SessionHighBid,
|
|
354
|
+
import_fixparser.MDEntryType.SessionLowOffer,
|
|
355
|
+
import_fixparser.MDEntryType.EarlyPrices,
|
|
356
|
+
import_fixparser.MDEntryType.AuctionClearingPrice,
|
|
357
|
+
import_fixparser.MDEntryType.SwapValueFactor,
|
|
358
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
359
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
360
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
361
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
362
|
+
import_fixparser.MDEntryType.FixingPrice,
|
|
363
|
+
import_fixparser.MDEntryType.CashRate,
|
|
364
|
+
import_fixparser.MDEntryType.RecoveryRate,
|
|
365
|
+
import_fixparser.MDEntryType.RecoveryRateForLong,
|
|
366
|
+
import_fixparser.MDEntryType.RecoveryRateForShort,
|
|
367
|
+
import_fixparser.MDEntryType.MarketBid,
|
|
368
|
+
import_fixparser.MDEntryType.MarketOffer,
|
|
369
|
+
import_fixparser.MDEntryType.ShortSaleMinPrice,
|
|
370
|
+
import_fixparser.MDEntryType.PreviousClosingPrice,
|
|
371
|
+
import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
|
|
372
|
+
import_fixparser.MDEntryType.DailyFinancingValue,
|
|
373
|
+
import_fixparser.MDEntryType.AccruedFinancingValue,
|
|
374
|
+
import_fixparser.MDEntryType.TWAP
|
|
375
|
+
];
|
|
376
|
+
const messageFields = [
|
|
377
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
378
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
379
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
380
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
381
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
382
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
383
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
384
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
385
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
386
|
+
];
|
|
387
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
388
|
+
args.symbols.forEach((symbol) => {
|
|
389
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
390
|
+
});
|
|
391
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
392
|
+
entryTypes.forEach((entryType) => {
|
|
393
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
394
|
+
});
|
|
395
|
+
const mdr = parser.createMessage(...messageFields);
|
|
396
|
+
if (!parser.connected) {
|
|
397
|
+
parser.logger.log({
|
|
398
|
+
level: "error",
|
|
399
|
+
message: "Not connected. Cannot send market data request."
|
|
400
|
+
});
|
|
401
|
+
return {
|
|
402
|
+
content: [
|
|
403
|
+
{
|
|
404
|
+
type: "text",
|
|
405
|
+
text: "Error: Not connected. Ignoring message.",
|
|
406
|
+
uri: "marketDataRequest"
|
|
407
|
+
}
|
|
408
|
+
],
|
|
409
|
+
isError: true
|
|
410
|
+
};
|
|
271
411
|
}
|
|
272
|
-
|
|
273
|
-
|
|
274
|
-
|
|
412
|
+
parser.logger.log({
|
|
413
|
+
level: "info",
|
|
414
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
415
|
+
});
|
|
416
|
+
parser.send(mdr);
|
|
417
|
+
const fixData = await response;
|
|
418
|
+
parser.logger.log({
|
|
419
|
+
level: "info",
|
|
420
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
421
|
+
});
|
|
275
422
|
return {
|
|
276
|
-
|
|
423
|
+
content: [
|
|
424
|
+
{
|
|
425
|
+
type: "text",
|
|
426
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
427
|
+
uri: "marketDataRequest"
|
|
428
|
+
}
|
|
429
|
+
]
|
|
277
430
|
};
|
|
278
|
-
})
|
|
279
|
-
this.server.setRequestHandler(import_types.ListToolsRequestSchema, async () => {
|
|
431
|
+
} catch (error) {
|
|
280
432
|
return {
|
|
281
|
-
|
|
282
|
-
{
|
|
283
|
-
name: "parse",
|
|
284
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
285
|
-
inputSchema: parseInputSchema
|
|
286
|
-
},
|
|
287
|
-
{
|
|
288
|
-
name: "parseToJSON",
|
|
289
|
-
description: "Parses a FIX message into JSON",
|
|
290
|
-
inputSchema: parseToJSONInputSchema
|
|
291
|
-
},
|
|
292
|
-
{
|
|
293
|
-
name: "verifyOrder",
|
|
294
|
-
description: "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
|
|
295
|
-
inputSchema: orderSchema
|
|
296
|
-
},
|
|
433
|
+
content: [
|
|
297
434
|
{
|
|
298
|
-
|
|
299
|
-
|
|
300
|
-
|
|
435
|
+
type: "text",
|
|
436
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
437
|
+
uri: "marketDataRequest"
|
|
438
|
+
}
|
|
439
|
+
],
|
|
440
|
+
isError: true
|
|
441
|
+
};
|
|
442
|
+
}
|
|
443
|
+
};
|
|
444
|
+
};
|
|
445
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
446
|
+
return async (args) => {
|
|
447
|
+
try {
|
|
448
|
+
const symbol = args.symbol;
|
|
449
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
450
|
+
if (priceHistory.length === 0) {
|
|
451
|
+
return {
|
|
452
|
+
content: [
|
|
453
|
+
{
|
|
454
|
+
type: "text",
|
|
455
|
+
text: `No price data available for ${symbol}`,
|
|
456
|
+
uri: "getStockGraph"
|
|
457
|
+
}
|
|
458
|
+
]
|
|
459
|
+
};
|
|
460
|
+
}
|
|
461
|
+
const chart = new import_quickchart_js.default();
|
|
462
|
+
chart.setWidth(1200);
|
|
463
|
+
chart.setHeight(600);
|
|
464
|
+
chart.setBackgroundColor("transparent");
|
|
465
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
466
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
467
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
468
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
469
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
470
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
471
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
472
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
473
|
+
const config = {
|
|
474
|
+
type: "line",
|
|
475
|
+
data: {
|
|
476
|
+
labels,
|
|
477
|
+
datasets: [
|
|
478
|
+
{
|
|
479
|
+
label: "Bid",
|
|
480
|
+
data: bidData,
|
|
481
|
+
borderColor: "#28a745",
|
|
482
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
483
|
+
fill: false,
|
|
484
|
+
tension: 0.4
|
|
485
|
+
},
|
|
486
|
+
{
|
|
487
|
+
label: "Offer",
|
|
488
|
+
data: offerData,
|
|
489
|
+
borderColor: "#dc3545",
|
|
490
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
491
|
+
fill: false,
|
|
492
|
+
tension: 0.4
|
|
493
|
+
},
|
|
494
|
+
{
|
|
495
|
+
label: "Spread",
|
|
496
|
+
data: spreadData,
|
|
497
|
+
borderColor: "#6c757d",
|
|
498
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
499
|
+
fill: false,
|
|
500
|
+
tension: 0.4
|
|
501
|
+
},
|
|
502
|
+
{
|
|
503
|
+
label: "Trade",
|
|
504
|
+
data: tradeData,
|
|
505
|
+
borderColor: "#ffc107",
|
|
506
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
507
|
+
fill: false,
|
|
508
|
+
tension: 0.4
|
|
509
|
+
},
|
|
510
|
+
{
|
|
511
|
+
label: "VWAP",
|
|
512
|
+
data: vwapData,
|
|
513
|
+
borderColor: "#17a2b8",
|
|
514
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
515
|
+
fill: false,
|
|
516
|
+
tension: 0.4
|
|
517
|
+
},
|
|
518
|
+
{
|
|
519
|
+
label: "TWAP",
|
|
520
|
+
data: twapData,
|
|
521
|
+
borderColor: "#6610f2",
|
|
522
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
523
|
+
fill: false,
|
|
524
|
+
tension: 0.4
|
|
525
|
+
},
|
|
526
|
+
{
|
|
527
|
+
label: "Volume",
|
|
528
|
+
data: volumeData,
|
|
529
|
+
borderColor: "#007bff",
|
|
530
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
531
|
+
fill: true,
|
|
532
|
+
tension: 0.4
|
|
533
|
+
}
|
|
534
|
+
]
|
|
535
|
+
},
|
|
536
|
+
options: {
|
|
537
|
+
responsive: true,
|
|
538
|
+
plugins: {
|
|
539
|
+
title: {
|
|
540
|
+
display: true,
|
|
541
|
+
text: `${symbol} Market Data`
|
|
542
|
+
}
|
|
301
543
|
},
|
|
544
|
+
scales: {
|
|
545
|
+
y: {
|
|
546
|
+
beginAtZero: false
|
|
547
|
+
}
|
|
548
|
+
}
|
|
549
|
+
}
|
|
550
|
+
};
|
|
551
|
+
chart.setConfig(config);
|
|
552
|
+
const imageBuffer = await chart.toBinary();
|
|
553
|
+
const base64 = imageBuffer.toString("base64");
|
|
554
|
+
return {
|
|
555
|
+
content: [
|
|
302
556
|
{
|
|
303
|
-
|
|
304
|
-
|
|
305
|
-
|
|
557
|
+
type: "resource",
|
|
558
|
+
resource: {
|
|
559
|
+
uri: "resource://graph",
|
|
560
|
+
mimeType: "image/png",
|
|
561
|
+
blob: base64
|
|
562
|
+
}
|
|
306
563
|
}
|
|
307
564
|
]
|
|
308
565
|
};
|
|
309
|
-
})
|
|
310
|
-
|
|
311
|
-
|
|
312
|
-
|
|
313
|
-
|
|
314
|
-
|
|
315
|
-
|
|
316
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
317
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
318
|
-
return {
|
|
319
|
-
isError: true,
|
|
320
|
-
content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
|
|
321
|
-
};
|
|
322
|
-
}
|
|
323
|
-
return {
|
|
324
|
-
content: [
|
|
325
|
-
{
|
|
326
|
-
type: "text",
|
|
327
|
-
text: `${parsedMessage[0].description}
|
|
328
|
-
${parsedMessage[0].messageTypeDescription}`
|
|
329
|
-
}
|
|
330
|
-
]
|
|
331
|
-
};
|
|
332
|
-
} catch (error) {
|
|
333
|
-
return {
|
|
334
|
-
isError: true,
|
|
335
|
-
content: [
|
|
336
|
-
{
|
|
337
|
-
type: "text",
|
|
338
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
339
|
-
}
|
|
340
|
-
]
|
|
341
|
-
};
|
|
566
|
+
} catch (error) {
|
|
567
|
+
return {
|
|
568
|
+
content: [
|
|
569
|
+
{
|
|
570
|
+
type: "text",
|
|
571
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
572
|
+
uri: "getStockGraph"
|
|
342
573
|
}
|
|
343
|
-
|
|
344
|
-
|
|
345
|
-
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
|
|
349
|
-
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
|
|
574
|
+
],
|
|
575
|
+
isError: true
|
|
576
|
+
};
|
|
577
|
+
}
|
|
578
|
+
};
|
|
579
|
+
};
|
|
580
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
581
|
+
return async (args) => {
|
|
582
|
+
try {
|
|
583
|
+
const symbol = args.symbol;
|
|
584
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
585
|
+
if (priceHistory.length === 0) {
|
|
586
|
+
return {
|
|
587
|
+
content: [
|
|
588
|
+
{
|
|
589
|
+
type: "text",
|
|
590
|
+
text: `No price data available for ${symbol}`,
|
|
591
|
+
uri: "getStockPriceHistory"
|
|
353
592
|
}
|
|
354
|
-
|
|
355
|
-
|
|
356
|
-
|
|
357
|
-
|
|
358
|
-
|
|
359
|
-
|
|
360
|
-
|
|
361
|
-
|
|
362
|
-
|
|
363
|
-
|
|
364
|
-
|
|
365
|
-
|
|
366
|
-
|
|
367
|
-
|
|
368
|
-
|
|
369
|
-
|
|
370
|
-
|
|
371
|
-
|
|
593
|
+
]
|
|
594
|
+
};
|
|
595
|
+
}
|
|
596
|
+
return {
|
|
597
|
+
content: [
|
|
598
|
+
{
|
|
599
|
+
type: "text",
|
|
600
|
+
text: JSON.stringify(
|
|
601
|
+
{
|
|
602
|
+
symbol,
|
|
603
|
+
count: priceHistory.length,
|
|
604
|
+
data: priceHistory.map((point) => ({
|
|
605
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
606
|
+
bid: point.bid,
|
|
607
|
+
offer: point.offer,
|
|
608
|
+
spread: point.spread,
|
|
609
|
+
volume: point.volume,
|
|
610
|
+
trade: point.trade,
|
|
611
|
+
indexValue: point.indexValue,
|
|
612
|
+
openingPrice: point.openingPrice,
|
|
613
|
+
closingPrice: point.closingPrice,
|
|
614
|
+
settlementPrice: point.settlementPrice,
|
|
615
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
616
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
617
|
+
vwap: point.vwap,
|
|
618
|
+
imbalance: point.imbalance,
|
|
619
|
+
openInterest: point.openInterest,
|
|
620
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
621
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
622
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
623
|
+
marginRate: point.marginRate,
|
|
624
|
+
midPrice: point.midPrice,
|
|
625
|
+
emptyBook: point.emptyBook,
|
|
626
|
+
settleHighPrice: point.settleHighPrice,
|
|
627
|
+
settleLowPrice: point.settleLowPrice,
|
|
628
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
629
|
+
sessionHighBid: point.sessionHighBid,
|
|
630
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
631
|
+
earlyPrices: point.earlyPrices,
|
|
632
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
633
|
+
swapValueFactor: point.swapValueFactor,
|
|
634
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
635
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
636
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
637
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
638
|
+
fixingPrice: point.fixingPrice,
|
|
639
|
+
cashRate: point.cashRate,
|
|
640
|
+
recoveryRate: point.recoveryRate,
|
|
641
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
642
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
643
|
+
marketBid: point.marketBid,
|
|
644
|
+
marketOffer: point.marketOffer,
|
|
645
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
646
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
647
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
648
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
649
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
650
|
+
twap: point.twap
|
|
651
|
+
}))
|
|
652
|
+
},
|
|
653
|
+
null,
|
|
654
|
+
2
|
|
655
|
+
),
|
|
656
|
+
uri: "getStockPriceHistory"
|
|
372
657
|
}
|
|
373
|
-
|
|
374
|
-
|
|
375
|
-
|
|
376
|
-
|
|
377
|
-
|
|
378
|
-
|
|
379
|
-
|
|
380
|
-
|
|
381
|
-
|
|
382
|
-
|
|
383
|
-
|
|
384
|
-
|
|
385
|
-
|
|
386
|
-
|
|
387
|
-
|
|
388
|
-
|
|
389
|
-
|
|
390
|
-
|
|
391
|
-
|
|
392
|
-
|
|
658
|
+
]
|
|
659
|
+
};
|
|
660
|
+
} catch (error) {
|
|
661
|
+
return {
|
|
662
|
+
content: [
|
|
663
|
+
{
|
|
664
|
+
type: "text",
|
|
665
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
666
|
+
uri: "getStockPriceHistory"
|
|
667
|
+
}
|
|
668
|
+
],
|
|
669
|
+
isError: true
|
|
670
|
+
};
|
|
671
|
+
}
|
|
672
|
+
};
|
|
673
|
+
};
|
|
674
|
+
|
|
675
|
+
// src/tools/order.ts
|
|
676
|
+
var import_fixparser2 = require("fixparser");
|
|
677
|
+
var ordTypeNames = {
|
|
678
|
+
"1": "Market",
|
|
679
|
+
"2": "Limit",
|
|
680
|
+
"3": "Stop",
|
|
681
|
+
"4": "StopLimit",
|
|
682
|
+
"5": "MarketOnClose",
|
|
683
|
+
"6": "WithOrWithout",
|
|
684
|
+
"7": "LimitOrBetter",
|
|
685
|
+
"8": "LimitWithOrWithout",
|
|
686
|
+
"9": "OnBasis",
|
|
687
|
+
A: "OnClose",
|
|
688
|
+
B: "LimitOnClose",
|
|
689
|
+
C: "ForexMarket",
|
|
690
|
+
D: "PreviouslyQuoted",
|
|
691
|
+
E: "PreviouslyIndicated",
|
|
692
|
+
F: "ForexLimit",
|
|
693
|
+
G: "ForexSwap",
|
|
694
|
+
H: "ForexPreviouslyQuoted",
|
|
695
|
+
I: "Funari",
|
|
696
|
+
J: "MarketIfTouched",
|
|
697
|
+
K: "MarketWithLeftOverAsLimit",
|
|
698
|
+
L: "PreviousFundValuationPoint",
|
|
699
|
+
M: "NextFundValuationPoint",
|
|
700
|
+
P: "Pegged",
|
|
701
|
+
Q: "CounterOrderSelection",
|
|
702
|
+
R: "StopOnBidOrOffer",
|
|
703
|
+
S: "StopLimitOnBidOrOffer"
|
|
704
|
+
};
|
|
705
|
+
var sideNames = {
|
|
706
|
+
"1": "Buy",
|
|
707
|
+
"2": "Sell",
|
|
708
|
+
"3": "BuyMinus",
|
|
709
|
+
"4": "SellPlus",
|
|
710
|
+
"5": "SellShort",
|
|
711
|
+
"6": "SellShortExempt",
|
|
712
|
+
"7": "Undisclosed",
|
|
713
|
+
"8": "Cross",
|
|
714
|
+
"9": "CrossShort",
|
|
715
|
+
A: "CrossShortExempt",
|
|
716
|
+
B: "AsDefined",
|
|
717
|
+
C: "Opposite",
|
|
718
|
+
D: "Subscribe",
|
|
719
|
+
E: "Redeem",
|
|
720
|
+
F: "Lend",
|
|
721
|
+
G: "Borrow",
|
|
722
|
+
H: "SellUndisclosed"
|
|
723
|
+
};
|
|
724
|
+
var timeInForceNames = {
|
|
725
|
+
"0": "Day",
|
|
726
|
+
"1": "GoodTillCancel",
|
|
727
|
+
"2": "AtTheOpening",
|
|
728
|
+
"3": "ImmediateOrCancel",
|
|
729
|
+
"4": "FillOrKill",
|
|
730
|
+
"5": "GoodTillCrossing",
|
|
731
|
+
"6": "GoodTillDate",
|
|
732
|
+
"7": "AtTheClose",
|
|
733
|
+
"8": "GoodThroughCrossing",
|
|
734
|
+
"9": "AtCrossing",
|
|
735
|
+
A: "GoodForTime",
|
|
736
|
+
B: "GoodForAuction",
|
|
737
|
+
C: "GoodForMonth"
|
|
738
|
+
};
|
|
739
|
+
var handlInstNames = {
|
|
740
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
741
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
742
|
+
"3": "ManualOrder"
|
|
743
|
+
};
|
|
744
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
745
|
+
return async (args) => {
|
|
746
|
+
try {
|
|
747
|
+
verifiedOrders.set(args.clOrdID, {
|
|
748
|
+
clOrdID: args.clOrdID,
|
|
749
|
+
handlInst: args.handlInst,
|
|
750
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
751
|
+
price: Number.parseFloat(String(args.price)),
|
|
752
|
+
ordType: args.ordType,
|
|
753
|
+
side: args.side,
|
|
754
|
+
symbol: args.symbol,
|
|
755
|
+
timeInForce: args.timeInForce
|
|
756
|
+
});
|
|
757
|
+
return {
|
|
758
|
+
content: [
|
|
759
|
+
{
|
|
760
|
+
type: "text",
|
|
761
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
762
|
+
|
|
393
763
|
Parameters verified:
|
|
394
|
-
- ClOrdID: ${clOrdID}
|
|
395
|
-
- HandlInst: ${handlInst}
|
|
396
|
-
- Quantity: ${quantity}
|
|
397
|
-
- Price: ${price}
|
|
398
|
-
- OrdType: ${ordType}
|
|
399
|
-
- Side: ${side}
|
|
400
|
-
- Symbol: ${symbol}
|
|
401
|
-
- TimeInForce: ${timeInForce}
|
|
764
|
+
- ClOrdID: ${args.clOrdID}
|
|
765
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
766
|
+
- Quantity: ${args.quantity}
|
|
767
|
+
- Price: ${args.price}
|
|
768
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
769
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
770
|
+
- Symbol: ${args.symbol}
|
|
771
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
402
772
|
|
|
403
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
404
|
-
|
|
405
|
-
]
|
|
406
|
-
};
|
|
407
|
-
} catch (error) {
|
|
408
|
-
return {
|
|
409
|
-
isError: true,
|
|
410
|
-
content: [
|
|
411
|
-
{
|
|
412
|
-
type: "text",
|
|
413
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
414
|
-
}
|
|
415
|
-
]
|
|
416
|
-
};
|
|
773
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
774
|
+
uri: "verifyOrder"
|
|
417
775
|
}
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
}
|
|
776
|
+
]
|
|
777
|
+
};
|
|
778
|
+
} catch (error) {
|
|
779
|
+
return {
|
|
780
|
+
content: [
|
|
781
|
+
{
|
|
782
|
+
type: "text",
|
|
783
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
784
|
+
uri: "verifyOrder"
|
|
785
|
+
}
|
|
786
|
+
],
|
|
787
|
+
isError: true
|
|
788
|
+
};
|
|
789
|
+
}
|
|
790
|
+
};
|
|
791
|
+
};
|
|
792
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
793
|
+
return async (args) => {
|
|
794
|
+
try {
|
|
795
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
796
|
+
if (!verifiedOrder) {
|
|
797
|
+
return {
|
|
798
|
+
content: [
|
|
799
|
+
{
|
|
800
|
+
type: "text",
|
|
801
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
802
|
+
uri: "executeOrder"
|
|
444
803
|
}
|
|
445
|
-
|
|
446
|
-
|
|
447
|
-
|
|
448
|
-
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
|
|
453
|
-
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
457
|
-
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
458
|
-
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
459
|
-
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
460
|
-
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
461
|
-
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
462
|
-
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
463
|
-
);
|
|
464
|
-
if (!this.parser?.connected) {
|
|
465
|
-
return {
|
|
466
|
-
isError: true,
|
|
467
|
-
content: [
|
|
468
|
-
{
|
|
469
|
-
type: "text",
|
|
470
|
-
text: "Error: Not connected. Ignoring message."
|
|
471
|
-
}
|
|
472
|
-
]
|
|
473
|
-
};
|
|
804
|
+
],
|
|
805
|
+
isError: true
|
|
806
|
+
};
|
|
807
|
+
}
|
|
808
|
+
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) {
|
|
809
|
+
return {
|
|
810
|
+
content: [
|
|
811
|
+
{
|
|
812
|
+
type: "text",
|
|
813
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
814
|
+
uri: "executeOrder"
|
|
474
815
|
}
|
|
475
|
-
|
|
476
|
-
|
|
477
|
-
|
|
478
|
-
|
|
479
|
-
|
|
480
|
-
|
|
481
|
-
|
|
482
|
-
|
|
483
|
-
|
|
484
|
-
|
|
485
|
-
|
|
486
|
-
|
|
487
|
-
|
|
488
|
-
|
|
489
|
-
|
|
490
|
-
|
|
491
|
-
|
|
492
|
-
|
|
493
|
-
|
|
494
|
-
|
|
495
|
-
|
|
496
|
-
|
|
497
|
-
|
|
498
|
-
|
|
499
|
-
|
|
500
|
-
|
|
501
|
-
|
|
502
|
-
|
|
503
|
-
|
|
504
|
-
|
|
505
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
506
|
-
});
|
|
507
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
508
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
509
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
510
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
511
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
512
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
513
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
514
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
515
|
-
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
516
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
517
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
518
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
519
|
-
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
520
|
-
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
521
|
-
);
|
|
522
|
-
if (!this.parser?.connected) {
|
|
523
|
-
return {
|
|
524
|
-
isError: true,
|
|
525
|
-
content: [
|
|
526
|
-
{
|
|
527
|
-
type: "text",
|
|
528
|
-
text: "Error: Not connected. Ignoring message."
|
|
529
|
-
}
|
|
530
|
-
]
|
|
531
|
-
};
|
|
816
|
+
],
|
|
817
|
+
isError: true
|
|
818
|
+
};
|
|
819
|
+
}
|
|
820
|
+
const response = new Promise((resolve) => {
|
|
821
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
822
|
+
});
|
|
823
|
+
const order = parser.createMessage(
|
|
824
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
825
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
826
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
827
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
828
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
829
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
830
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
831
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
832
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
833
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
834
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
835
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
836
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
837
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
838
|
+
);
|
|
839
|
+
if (!parser.connected) {
|
|
840
|
+
return {
|
|
841
|
+
content: [
|
|
842
|
+
{
|
|
843
|
+
type: "text",
|
|
844
|
+
text: "Error: Not connected. Ignoring message.",
|
|
845
|
+
uri: "executeOrder"
|
|
532
846
|
}
|
|
533
|
-
|
|
534
|
-
|
|
535
|
-
|
|
536
|
-
content: [
|
|
537
|
-
{
|
|
538
|
-
type: "text",
|
|
539
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
540
|
-
}
|
|
541
|
-
]
|
|
542
|
-
};
|
|
543
|
-
} catch (error) {
|
|
544
|
-
return {
|
|
545
|
-
isError: true,
|
|
546
|
-
content: [
|
|
547
|
-
{
|
|
548
|
-
type: "text",
|
|
549
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
550
|
-
}
|
|
551
|
-
]
|
|
552
|
-
};
|
|
553
|
-
}
|
|
554
|
-
}
|
|
555
|
-
default:
|
|
556
|
-
throw new Error(`Unknown tool: ${name}`);
|
|
847
|
+
],
|
|
848
|
+
isError: true
|
|
849
|
+
};
|
|
557
850
|
}
|
|
558
|
-
|
|
559
|
-
|
|
851
|
+
parser.send(order);
|
|
852
|
+
const fixData = await response;
|
|
853
|
+
verifiedOrders.delete(args.clOrdID);
|
|
560
854
|
return {
|
|
561
|
-
|
|
855
|
+
content: [
|
|
562
856
|
{
|
|
563
|
-
|
|
564
|
-
|
|
565
|
-
|
|
566
|
-
|
|
567
|
-
|
|
568
|
-
|
|
569
|
-
|
|
570
|
-
|
|
571
|
-
|
|
572
|
-
},
|
|
857
|
+
type: "text",
|
|
858
|
+
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())}`,
|
|
859
|
+
uri: "executeOrder"
|
|
860
|
+
}
|
|
861
|
+
]
|
|
862
|
+
};
|
|
863
|
+
} catch (error) {
|
|
864
|
+
return {
|
|
865
|
+
content: [
|
|
573
866
|
{
|
|
574
|
-
|
|
575
|
-
|
|
576
|
-
|
|
577
|
-
|
|
578
|
-
|
|
579
|
-
|
|
580
|
-
|
|
581
|
-
|
|
582
|
-
|
|
583
|
-
|
|
867
|
+
type: "text",
|
|
868
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
869
|
+
uri: "executeOrder"
|
|
870
|
+
}
|
|
871
|
+
],
|
|
872
|
+
isError: true
|
|
873
|
+
};
|
|
874
|
+
}
|
|
875
|
+
};
|
|
876
|
+
};
|
|
877
|
+
|
|
878
|
+
// src/tools/parse.ts
|
|
879
|
+
var createParseHandler = (parser) => {
|
|
880
|
+
return async (args) => {
|
|
881
|
+
try {
|
|
882
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
883
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
884
|
+
return {
|
|
885
|
+
content: [
|
|
886
|
+
{
|
|
887
|
+
type: "text",
|
|
888
|
+
text: "Error: Failed to parse FIX string",
|
|
889
|
+
uri: "parse"
|
|
890
|
+
}
|
|
891
|
+
],
|
|
892
|
+
isError: true
|
|
893
|
+
};
|
|
894
|
+
}
|
|
895
|
+
return {
|
|
896
|
+
content: [
|
|
584
897
|
{
|
|
585
|
-
|
|
586
|
-
|
|
587
|
-
|
|
588
|
-
|
|
589
|
-
|
|
590
|
-
|
|
591
|
-
|
|
592
|
-
|
|
593
|
-
|
|
594
|
-
|
|
595
|
-
description: "Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
|
|
596
|
-
required: true
|
|
597
|
-
},
|
|
598
|
-
{
|
|
599
|
-
name: "quantity",
|
|
600
|
-
description: "Order quantity",
|
|
601
|
-
required: true
|
|
602
|
-
},
|
|
603
|
-
{
|
|
604
|
-
name: "price",
|
|
605
|
-
description: "Order price",
|
|
606
|
-
required: true
|
|
607
|
-
},
|
|
608
|
-
{
|
|
609
|
-
name: "ordType",
|
|
610
|
-
description: "Order type (1=Market, 2=Limit, 3=Stop)",
|
|
611
|
-
required: true
|
|
612
|
-
},
|
|
613
|
-
{
|
|
614
|
-
name: "side",
|
|
615
|
-
description: "Order 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)",
|
|
616
|
-
required: true
|
|
617
|
-
},
|
|
618
|
-
{
|
|
619
|
-
name: "symbol",
|
|
620
|
-
description: "Trading symbol",
|
|
621
|
-
required: true
|
|
622
|
-
},
|
|
623
|
-
{
|
|
624
|
-
name: "timeInForce",
|
|
625
|
-
description: "Time in force (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
|
|
626
|
-
required: true
|
|
627
|
-
}
|
|
628
|
-
]
|
|
629
|
-
},
|
|
898
|
+
type: "text",
|
|
899
|
+
text: `${parsedMessage[0].description}
|
|
900
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
901
|
+
uri: "parse"
|
|
902
|
+
}
|
|
903
|
+
]
|
|
904
|
+
};
|
|
905
|
+
} catch (error) {
|
|
906
|
+
return {
|
|
907
|
+
content: [
|
|
630
908
|
{
|
|
631
|
-
|
|
632
|
-
|
|
633
|
-
|
|
634
|
-
|
|
635
|
-
|
|
636
|
-
|
|
637
|
-
|
|
638
|
-
|
|
639
|
-
|
|
640
|
-
|
|
641
|
-
|
|
642
|
-
|
|
643
|
-
|
|
644
|
-
|
|
645
|
-
|
|
646
|
-
|
|
647
|
-
|
|
648
|
-
|
|
649
|
-
|
|
650
|
-
|
|
651
|
-
|
|
652
|
-
|
|
653
|
-
|
|
654
|
-
|
|
655
|
-
|
|
656
|
-
|
|
657
|
-
|
|
658
|
-
|
|
659
|
-
|
|
660
|
-
|
|
661
|
-
description: "Order 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)",
|
|
662
|
-
required: true
|
|
663
|
-
},
|
|
664
|
-
{
|
|
665
|
-
name: "symbol",
|
|
666
|
-
description: "Trading symbol",
|
|
667
|
-
required: true
|
|
668
|
-
},
|
|
669
|
-
{
|
|
670
|
-
name: "timeInForce",
|
|
671
|
-
description: "Time in force (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
|
|
672
|
-
required: true
|
|
673
|
-
}
|
|
674
|
-
]
|
|
675
|
-
},
|
|
909
|
+
type: "text",
|
|
910
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
911
|
+
uri: "parse"
|
|
912
|
+
}
|
|
913
|
+
],
|
|
914
|
+
isError: true
|
|
915
|
+
};
|
|
916
|
+
}
|
|
917
|
+
};
|
|
918
|
+
};
|
|
919
|
+
|
|
920
|
+
// src/tools/parseToJSON.ts
|
|
921
|
+
var createParseToJSONHandler = (parser) => {
|
|
922
|
+
return async (args) => {
|
|
923
|
+
try {
|
|
924
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
925
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
926
|
+
return {
|
|
927
|
+
content: [
|
|
928
|
+
{
|
|
929
|
+
type: "text",
|
|
930
|
+
text: "Error: Failed to parse FIX string",
|
|
931
|
+
uri: "parseToJSON"
|
|
932
|
+
}
|
|
933
|
+
],
|
|
934
|
+
isError: true
|
|
935
|
+
};
|
|
936
|
+
}
|
|
937
|
+
return {
|
|
938
|
+
content: [
|
|
676
939
|
{
|
|
677
|
-
|
|
678
|
-
|
|
679
|
-
|
|
680
|
-
{
|
|
681
|
-
name: "mdUpdateType",
|
|
682
|
-
description: "Market data update type (0=FullRefresh, 1=IncrementalRefresh)",
|
|
683
|
-
required: true
|
|
684
|
-
},
|
|
685
|
-
{
|
|
686
|
-
name: "symbol",
|
|
687
|
-
description: "Trading symbol",
|
|
688
|
-
required: true
|
|
689
|
-
},
|
|
690
|
-
{
|
|
691
|
-
name: "mdReqID",
|
|
692
|
-
description: "Market data request ID",
|
|
693
|
-
required: true
|
|
694
|
-
},
|
|
695
|
-
{
|
|
696
|
-
name: "subscriptionRequestType",
|
|
697
|
-
description: "Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
698
|
-
required: true
|
|
699
|
-
},
|
|
700
|
-
{
|
|
701
|
-
name: "mdEntryType",
|
|
702
|
-
description: "Market data entry type (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
703
|
-
required: true
|
|
704
|
-
}
|
|
705
|
-
]
|
|
940
|
+
type: "text",
|
|
941
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
942
|
+
uri: "parseToJSON"
|
|
706
943
|
}
|
|
707
944
|
]
|
|
708
945
|
};
|
|
946
|
+
} catch (error) {
|
|
947
|
+
return {
|
|
948
|
+
content: [
|
|
949
|
+
{
|
|
950
|
+
type: "text",
|
|
951
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
952
|
+
uri: "parseToJSON"
|
|
953
|
+
}
|
|
954
|
+
],
|
|
955
|
+
isError: true
|
|
956
|
+
};
|
|
957
|
+
}
|
|
958
|
+
};
|
|
959
|
+
};
|
|
960
|
+
|
|
961
|
+
// src/tools/index.ts
|
|
962
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
963
|
+
parse: createParseHandler(parser),
|
|
964
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
965
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
966
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
967
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
968
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
969
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
970
|
+
});
|
|
971
|
+
|
|
972
|
+
// src/utils/messageHandler.ts
|
|
973
|
+
var import_fixparser3 = require("fixparser");
|
|
974
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
975
|
+
parser.logger.log({
|
|
976
|
+
level: "info",
|
|
977
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
978
|
+
});
|
|
979
|
+
const msgType = message.messageType;
|
|
980
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
981
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
982
|
+
parser.logger.log({
|
|
983
|
+
level: "info",
|
|
984
|
+
message: `Processing market data for symbol: ${symbol}`
|
|
985
|
+
});
|
|
986
|
+
const fixJson = message.toFIXJSON();
|
|
987
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
988
|
+
parser.logger.log({
|
|
989
|
+
level: "info",
|
|
990
|
+
message: `Found ${entries.length} market data entries`
|
|
991
|
+
});
|
|
992
|
+
const data = {
|
|
993
|
+
timestamp: Date.now(),
|
|
994
|
+
bid: 0,
|
|
995
|
+
offer: 0,
|
|
996
|
+
spread: 0,
|
|
997
|
+
volume: 0,
|
|
998
|
+
trade: 0,
|
|
999
|
+
indexValue: 0,
|
|
1000
|
+
openingPrice: 0,
|
|
1001
|
+
closingPrice: 0,
|
|
1002
|
+
settlementPrice: 0,
|
|
1003
|
+
tradingSessionHighPrice: 0,
|
|
1004
|
+
tradingSessionLowPrice: 0,
|
|
1005
|
+
vwap: 0,
|
|
1006
|
+
imbalance: 0,
|
|
1007
|
+
openInterest: 0,
|
|
1008
|
+
compositeUnderlyingPrice: 0,
|
|
1009
|
+
simulatedSellPrice: 0,
|
|
1010
|
+
simulatedBuyPrice: 0,
|
|
1011
|
+
marginRate: 0,
|
|
1012
|
+
midPrice: 0,
|
|
1013
|
+
emptyBook: 0,
|
|
1014
|
+
settleHighPrice: 0,
|
|
1015
|
+
settleLowPrice: 0,
|
|
1016
|
+
priorSettlePrice: 0,
|
|
1017
|
+
sessionHighBid: 0,
|
|
1018
|
+
sessionLowOffer: 0,
|
|
1019
|
+
earlyPrices: 0,
|
|
1020
|
+
auctionClearingPrice: 0,
|
|
1021
|
+
swapValueFactor: 0,
|
|
1022
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
1023
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1024
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
1025
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1026
|
+
fixingPrice: 0,
|
|
1027
|
+
cashRate: 0,
|
|
1028
|
+
recoveryRate: 0,
|
|
1029
|
+
recoveryRateForLong: 0,
|
|
1030
|
+
recoveryRateForShort: 0,
|
|
1031
|
+
marketBid: 0,
|
|
1032
|
+
marketOffer: 0,
|
|
1033
|
+
shortSaleMinPrice: 0,
|
|
1034
|
+
previousClosingPrice: 0,
|
|
1035
|
+
thresholdLimitPriceBanding: 0,
|
|
1036
|
+
dailyFinancingValue: 0,
|
|
1037
|
+
accruedFinancingValue: 0,
|
|
1038
|
+
twap: 0
|
|
1039
|
+
};
|
|
1040
|
+
for (const entry of entries) {
|
|
1041
|
+
const entryType = entry.MDEntryType;
|
|
1042
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1043
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1044
|
+
if (entryType === import_fixparser3.MDEntryType.Bid || entryType === import_fixparser3.MDEntryType.Offer || entryType === import_fixparser3.MDEntryType.TradeVolume) {
|
|
1045
|
+
parser.logger.log({
|
|
1046
|
+
level: "info",
|
|
1047
|
+
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
1048
|
+
});
|
|
1049
|
+
}
|
|
1050
|
+
switch (entryType) {
|
|
1051
|
+
case import_fixparser3.MDEntryType.Bid:
|
|
1052
|
+
data.bid = price;
|
|
1053
|
+
break;
|
|
1054
|
+
case import_fixparser3.MDEntryType.Offer:
|
|
1055
|
+
data.offer = price;
|
|
1056
|
+
break;
|
|
1057
|
+
case import_fixparser3.MDEntryType.Trade:
|
|
1058
|
+
data.trade = price;
|
|
1059
|
+
break;
|
|
1060
|
+
case import_fixparser3.MDEntryType.IndexValue:
|
|
1061
|
+
data.indexValue = price;
|
|
1062
|
+
break;
|
|
1063
|
+
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1064
|
+
data.openingPrice = price;
|
|
1065
|
+
break;
|
|
1066
|
+
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1067
|
+
data.closingPrice = price;
|
|
1068
|
+
break;
|
|
1069
|
+
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1070
|
+
data.settlementPrice = price;
|
|
1071
|
+
break;
|
|
1072
|
+
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1073
|
+
data.tradingSessionHighPrice = price;
|
|
1074
|
+
break;
|
|
1075
|
+
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1076
|
+
data.tradingSessionLowPrice = price;
|
|
1077
|
+
break;
|
|
1078
|
+
case import_fixparser3.MDEntryType.VWAP:
|
|
1079
|
+
data.vwap = price;
|
|
1080
|
+
break;
|
|
1081
|
+
case import_fixparser3.MDEntryType.Imbalance:
|
|
1082
|
+
data.imbalance = size;
|
|
1083
|
+
break;
|
|
1084
|
+
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1085
|
+
data.volume = size;
|
|
1086
|
+
break;
|
|
1087
|
+
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1088
|
+
data.openInterest = size;
|
|
1089
|
+
break;
|
|
1090
|
+
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1091
|
+
data.compositeUnderlyingPrice = price;
|
|
1092
|
+
break;
|
|
1093
|
+
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1094
|
+
data.simulatedSellPrice = price;
|
|
1095
|
+
break;
|
|
1096
|
+
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1097
|
+
data.simulatedBuyPrice = price;
|
|
1098
|
+
break;
|
|
1099
|
+
case import_fixparser3.MDEntryType.MarginRate:
|
|
1100
|
+
data.marginRate = price;
|
|
1101
|
+
break;
|
|
1102
|
+
case import_fixparser3.MDEntryType.MidPrice:
|
|
1103
|
+
data.midPrice = price;
|
|
1104
|
+
break;
|
|
1105
|
+
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1106
|
+
data.emptyBook = 1;
|
|
1107
|
+
break;
|
|
1108
|
+
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1109
|
+
data.settleHighPrice = price;
|
|
1110
|
+
break;
|
|
1111
|
+
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1112
|
+
data.settleLowPrice = price;
|
|
1113
|
+
break;
|
|
1114
|
+
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1115
|
+
data.priorSettlePrice = price;
|
|
1116
|
+
break;
|
|
1117
|
+
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1118
|
+
data.sessionHighBid = price;
|
|
1119
|
+
break;
|
|
1120
|
+
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1121
|
+
data.sessionLowOffer = price;
|
|
1122
|
+
break;
|
|
1123
|
+
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1124
|
+
data.earlyPrices = price;
|
|
1125
|
+
break;
|
|
1126
|
+
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1127
|
+
data.auctionClearingPrice = price;
|
|
1128
|
+
break;
|
|
1129
|
+
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1130
|
+
data.swapValueFactor = price;
|
|
1131
|
+
break;
|
|
1132
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1133
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1134
|
+
break;
|
|
1135
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1136
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1137
|
+
break;
|
|
1138
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1139
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1140
|
+
break;
|
|
1141
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1142
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1143
|
+
break;
|
|
1144
|
+
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1145
|
+
data.fixingPrice = price;
|
|
1146
|
+
break;
|
|
1147
|
+
case import_fixparser3.MDEntryType.CashRate:
|
|
1148
|
+
data.cashRate = price;
|
|
1149
|
+
break;
|
|
1150
|
+
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1151
|
+
data.recoveryRate = price;
|
|
1152
|
+
break;
|
|
1153
|
+
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1154
|
+
data.recoveryRateForLong = price;
|
|
1155
|
+
break;
|
|
1156
|
+
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1157
|
+
data.recoveryRateForShort = price;
|
|
1158
|
+
break;
|
|
1159
|
+
case import_fixparser3.MDEntryType.MarketBid:
|
|
1160
|
+
data.marketBid = price;
|
|
1161
|
+
break;
|
|
1162
|
+
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1163
|
+
data.marketOffer = price;
|
|
1164
|
+
break;
|
|
1165
|
+
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1166
|
+
data.shortSaleMinPrice = price;
|
|
1167
|
+
break;
|
|
1168
|
+
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1169
|
+
data.previousClosingPrice = price;
|
|
1170
|
+
break;
|
|
1171
|
+
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1172
|
+
data.thresholdLimitPriceBanding = price;
|
|
1173
|
+
break;
|
|
1174
|
+
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1175
|
+
data.dailyFinancingValue = price;
|
|
1176
|
+
break;
|
|
1177
|
+
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1178
|
+
data.accruedFinancingValue = price;
|
|
1179
|
+
break;
|
|
1180
|
+
case import_fixparser3.MDEntryType.TWAP:
|
|
1181
|
+
data.twap = price;
|
|
1182
|
+
break;
|
|
1183
|
+
}
|
|
1184
|
+
}
|
|
1185
|
+
data.spread = data.offer - data.bid;
|
|
1186
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1187
|
+
parser.logger.log({
|
|
1188
|
+
level: "info",
|
|
1189
|
+
message: `Creating new price history array for symbol: ${symbol}`
|
|
1190
|
+
});
|
|
1191
|
+
marketDataPrices.set(symbol, []);
|
|
1192
|
+
}
|
|
1193
|
+
const prices = marketDataPrices.get(symbol);
|
|
1194
|
+
prices.push(data);
|
|
1195
|
+
parser.logger.log({
|
|
1196
|
+
level: "info",
|
|
1197
|
+
message: `Updated price history for ${symbol}. Current size: ${prices.length}`
|
|
1198
|
+
});
|
|
1199
|
+
if (prices.length > maxPriceHistory) {
|
|
1200
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1201
|
+
parser.logger.log({
|
|
1202
|
+
level: "info",
|
|
1203
|
+
message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
|
|
1204
|
+
});
|
|
1205
|
+
}
|
|
1206
|
+
onPriceUpdate?.(symbol, data);
|
|
1207
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1208
|
+
if (mdReqID) {
|
|
1209
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1210
|
+
if (callback) {
|
|
1211
|
+
callback(message);
|
|
1212
|
+
pendingRequests.delete(mdReqID);
|
|
1213
|
+
parser.logger.log({
|
|
1214
|
+
level: "info",
|
|
1215
|
+
message: `Resolved market data request for ID: ${mdReqID}`
|
|
1216
|
+
});
|
|
1217
|
+
}
|
|
1218
|
+
}
|
|
1219
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1220
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1221
|
+
const callback = pendingRequests.get(reqId);
|
|
1222
|
+
if (callback) {
|
|
1223
|
+
callback(message);
|
|
1224
|
+
pendingRequests.delete(reqId);
|
|
1225
|
+
}
|
|
1226
|
+
}
|
|
1227
|
+
}
|
|
1228
|
+
|
|
1229
|
+
// src/MCPLocal.ts
|
|
1230
|
+
var MCPLocal = class extends MCPBase {
|
|
1231
|
+
/**
|
|
1232
|
+
* Map to store verified orders before execution
|
|
1233
|
+
* @private
|
|
1234
|
+
*/
|
|
1235
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1236
|
+
/**
|
|
1237
|
+
* Map to store pending requests and their callbacks
|
|
1238
|
+
* @private
|
|
1239
|
+
*/
|
|
1240
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
1241
|
+
/**
|
|
1242
|
+
* Map to store market data prices for each symbol
|
|
1243
|
+
* @private
|
|
1244
|
+
*/
|
|
1245
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1246
|
+
/**
|
|
1247
|
+
* Maximum number of price history entries to keep per symbol
|
|
1248
|
+
* @private
|
|
1249
|
+
*/
|
|
1250
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
1251
|
+
server = new import_server.Server(
|
|
1252
|
+
{
|
|
1253
|
+
name: "fixparser",
|
|
1254
|
+
version: "1.0.0"
|
|
1255
|
+
},
|
|
1256
|
+
{
|
|
1257
|
+
capabilities: {
|
|
1258
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
1259
|
+
(acc, [name, { description, schema }]) => {
|
|
1260
|
+
acc[name] = {
|
|
1261
|
+
description,
|
|
1262
|
+
parameters: schema
|
|
1263
|
+
};
|
|
1264
|
+
return acc;
|
|
1265
|
+
},
|
|
1266
|
+
{}
|
|
1267
|
+
)
|
|
1268
|
+
}
|
|
1269
|
+
}
|
|
1270
|
+
);
|
|
1271
|
+
transport = new import_stdio.StdioServerTransport();
|
|
1272
|
+
constructor({ logger, onReady }) {
|
|
1273
|
+
super({ logger, onReady });
|
|
1274
|
+
}
|
|
1275
|
+
async register(parser) {
|
|
1276
|
+
this.parser = parser;
|
|
1277
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1278
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
1279
|
+
});
|
|
1280
|
+
this.addWorkflows();
|
|
1281
|
+
await this.server.connect(this.transport);
|
|
1282
|
+
if (this.onReady) {
|
|
1283
|
+
this.onReady();
|
|
1284
|
+
}
|
|
1285
|
+
}
|
|
1286
|
+
addWorkflows() {
|
|
1287
|
+
if (!this.parser) {
|
|
1288
|
+
return;
|
|
1289
|
+
}
|
|
1290
|
+
if (!this.server) {
|
|
1291
|
+
return;
|
|
1292
|
+
}
|
|
1293
|
+
this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
|
|
1294
|
+
return {
|
|
1295
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1296
|
+
name,
|
|
1297
|
+
description,
|
|
1298
|
+
inputSchema: schema
|
|
1299
|
+
}))
|
|
1300
|
+
};
|
|
709
1301
|
});
|
|
710
|
-
this.server.setRequestHandler(
|
|
711
|
-
|
|
712
|
-
|
|
713
|
-
|
|
714
|
-
|
|
715
|
-
|
|
716
|
-
|
|
717
|
-
|
|
718
|
-
|
|
719
|
-
|
|
720
|
-
|
|
721
|
-
|
|
722
|
-
|
|
723
|
-
|
|
724
|
-
|
|
725
|
-
|
|
726
|
-
|
|
727
|
-
|
|
728
|
-
|
|
1302
|
+
this.server.setRequestHandler(
|
|
1303
|
+
import_zod.z.object({
|
|
1304
|
+
method: import_zod.z.literal("tools/call"),
|
|
1305
|
+
params: import_zod.z.object({
|
|
1306
|
+
name: import_zod.z.string(),
|
|
1307
|
+
arguments: import_zod.z.any(),
|
|
1308
|
+
_meta: import_zod.z.object({
|
|
1309
|
+
progressToken: import_zod.z.number()
|
|
1310
|
+
}).optional()
|
|
1311
|
+
})
|
|
1312
|
+
}),
|
|
1313
|
+
async (request) => {
|
|
1314
|
+
const { name, arguments: args } = request.params;
|
|
1315
|
+
const toolHandlers = createToolHandlers(
|
|
1316
|
+
this.parser,
|
|
1317
|
+
this.verifiedOrders,
|
|
1318
|
+
this.pendingRequests,
|
|
1319
|
+
this.marketDataPrices
|
|
1320
|
+
);
|
|
1321
|
+
const handler = toolHandlers[name];
|
|
1322
|
+
if (!handler) {
|
|
729
1323
|
return {
|
|
730
|
-
|
|
1324
|
+
content: [
|
|
731
1325
|
{
|
|
732
|
-
|
|
733
|
-
|
|
734
|
-
|
|
735
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
736
|
-
}
|
|
1326
|
+
type: "text",
|
|
1327
|
+
text: `Tool not found: ${name}`,
|
|
1328
|
+
uri: name
|
|
737
1329
|
}
|
|
738
|
-
]
|
|
739
|
-
|
|
740
|
-
}
|
|
741
|
-
case "verifyOrder": {
|
|
742
|
-
const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
|
|
743
|
-
return {
|
|
744
|
-
messages: [
|
|
745
|
-
{
|
|
746
|
-
role: "user",
|
|
747
|
-
content: {
|
|
748
|
-
type: "text",
|
|
749
|
-
text: [
|
|
750
|
-
"You are an AI assistant that helps users verify FIX New Order Single parameters.",
|
|
751
|
-
"This is STEP 1 of 2 - VERIFICATION ONLY. No order will be sent at this stage.",
|
|
752
|
-
"",
|
|
753
|
-
"You must verify that all required fields are provided and valid:",
|
|
754
|
-
"- ClOrdID (Client Order ID)",
|
|
755
|
-
"- HandlInst (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
|
|
756
|
-
"- Quantity (Order quantity)",
|
|
757
|
-
"- Price (Order price)",
|
|
758
|
-
"- OrdType (1=Market, 2=Limit, 3=Stop)",
|
|
759
|
-
"- 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)",
|
|
760
|
-
"- Symbol (Trading symbol)",
|
|
761
|
-
"- TimeInForce (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
|
|
762
|
-
"",
|
|
763
|
-
"Current parameters to verify:",
|
|
764
|
-
`- ClOrdID: ${clOrdID}`,
|
|
765
|
-
`- HandlInst: ${handlInst}`,
|
|
766
|
-
`- Quantity: ${quantity}`,
|
|
767
|
-
`- Price: ${price}`,
|
|
768
|
-
`- OrdType: ${ordType}`,
|
|
769
|
-
`- Side: ${side}`,
|
|
770
|
-
`- Symbol: ${symbol}`,
|
|
771
|
-
`- TimeInForce: ${timeInForce}`,
|
|
772
|
-
"",
|
|
773
|
-
"If all parameters are valid, respond with:",
|
|
774
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
775
|
-
"",
|
|
776
|
-
"Otherwise, list the missing or invalid ones.",
|
|
777
|
-
"",
|
|
778
|
-
"IMPORTANT: This is only verification. To actually send the order, the user must call the executeOrder tool with the same parameters."
|
|
779
|
-
].join("\n")
|
|
780
|
-
}
|
|
781
|
-
}
|
|
782
|
-
]
|
|
783
|
-
};
|
|
784
|
-
}
|
|
785
|
-
case "executeOrder": {
|
|
786
|
-
const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
|
|
787
|
-
return {
|
|
788
|
-
messages: [
|
|
789
|
-
{
|
|
790
|
-
role: "user",
|
|
791
|
-
content: {
|
|
792
|
-
type: "text",
|
|
793
|
-
text: [
|
|
794
|
-
"You are an AI assistant that helps users execute FIX New Order Single messages.",
|
|
795
|
-
"This is STEP 2 of 2 - EXECUTION. This will send the order to the market.",
|
|
796
|
-
"",
|
|
797
|
-
"IMPORTANT: This tool should only be called after successful verification of all parameters.",
|
|
798
|
-
"",
|
|
799
|
-
"Parameters to execute:",
|
|
800
|
-
`- ClOrdID: ${clOrdID}`,
|
|
801
|
-
`- HandlInst: ${handlInst}`,
|
|
802
|
-
`- Quantity: ${quantity}`,
|
|
803
|
-
`- Price: ${price}`,
|
|
804
|
-
`- OrdType: ${ordType}`,
|
|
805
|
-
`- Side: ${side}`,
|
|
806
|
-
`- Symbol: ${symbol}`,
|
|
807
|
-
`- TimeInForce: ${timeInForce}`,
|
|
808
|
-
"",
|
|
809
|
-
"IMPORTANT: The response will be either:",
|
|
810
|
-
"1. An Execution Report (MsgType=8) if the order was successfully placed",
|
|
811
|
-
"2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
|
|
812
|
-
].join("\n")
|
|
813
|
-
}
|
|
814
|
-
}
|
|
815
|
-
]
|
|
816
|
-
};
|
|
817
|
-
}
|
|
818
|
-
case "marketDataRequest": {
|
|
819
|
-
const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
|
|
820
|
-
return {
|
|
821
|
-
messages: [
|
|
822
|
-
{
|
|
823
|
-
role: "user",
|
|
824
|
-
content: {
|
|
825
|
-
type: "text",
|
|
826
|
-
text: [
|
|
827
|
-
"You are an AI assistant that helps users create FIX Market Data Request messages.",
|
|
828
|
-
"You must **first verify** that all required fields are provided:",
|
|
829
|
-
"- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
|
|
830
|
-
"- Symbol (Trading symbol)",
|
|
831
|
-
"- MDReqID (Market data request ID)",
|
|
832
|
-
"- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
833
|
-
"- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
834
|
-
"",
|
|
835
|
-
"Only when all fields are present and valid, respond with:",
|
|
836
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
837
|
-
"",
|
|
838
|
-
"Otherwise, list the missing or invalid ones.",
|
|
839
|
-
"",
|
|
840
|
-
"Do not create the FIX message until verification is complete.",
|
|
841
|
-
"",
|
|
842
|
-
"Current parameters:",
|
|
843
|
-
`- MDUpdateType: ${mdUpdateType}`,
|
|
844
|
-
`- Symbol: ${symbol}`,
|
|
845
|
-
`- MDReqID: ${mdReqID}`,
|
|
846
|
-
`- SubscriptionRequestType: ${subscriptionRequestType}`,
|
|
847
|
-
`- MDEntryType: ${mdEntryType}`
|
|
848
|
-
].join("\n")
|
|
849
|
-
}
|
|
850
|
-
}
|
|
851
|
-
]
|
|
1330
|
+
],
|
|
1331
|
+
isError: true
|
|
852
1332
|
};
|
|
853
1333
|
}
|
|
854
|
-
|
|
855
|
-
|
|
1334
|
+
const result = await handler(args);
|
|
1335
|
+
return {
|
|
1336
|
+
content: result.content,
|
|
1337
|
+
isError: result.isError
|
|
1338
|
+
};
|
|
856
1339
|
}
|
|
857
|
-
|
|
1340
|
+
);
|
|
858
1341
|
process.on("SIGINT", async () => {
|
|
859
1342
|
await this.server.close();
|
|
860
1343
|
process.exit(0);
|