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.
@@ -1,842 +1,1309 @@
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  // src/MCPLocal.ts
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  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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- import {
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- CallToolRequestSchema,
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- GetPromptRequestSchema,
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- ListPromptsRequestSchema,
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- ListResourcesRequestSchema,
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- ListToolsRequestSchema
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- } from "@modelcontextprotocol/sdk/types.js";
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- import { Field, Fields, Messages } from "fixparser";
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- var parseInputSchema = {
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- type: "object",
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- properties: {
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- fixString: {
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- type: "string",
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- description: "FIX message string to parse"
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- }
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- },
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- required: ["fixString"]
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+ import { z } from "zod";
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+
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+ // src/MCPBase.ts
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+ var MCPBase = class {
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+ /**
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+ * Optional logger instance for diagnostics and output.
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+ * @protected
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+ */
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+ logger;
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+ /**
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+ * FIXParser instance, set during plugin register().
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+ * @protected
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+ */
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+ parser;
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+ /**
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+ * Called when server is setup and listening.
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+ * @protected
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+ */
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+ onReady = void 0;
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+ /**
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+ * Map to store verified orders before execution
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+ * @protected
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+ */
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+ verifiedOrders = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store pending market data requests
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+ * @protected
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+ */
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+ pendingRequests = /* @__PURE__ */ new Map();
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+ /**
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+ * Map to store market data prices
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+ * @protected
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+ */
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+ marketDataPrices = /* @__PURE__ */ new Map();
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+ /**
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+ * Maximum number of price history entries to keep per symbol
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+ * @protected
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+ */
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+ MAX_PRICE_HISTORY = 1e5;
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+ constructor({ logger, onReady }) {
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+ this.logger = logger;
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+ this.onReady = onReady;
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+ }
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  };
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- var parseToJSONInputSchema = {
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- type: "object",
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- properties: {
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- fixString: {
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- type: "string",
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- description: "FIX message string to parse"
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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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- required: ["fixString"]
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- };
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- var orderSchema = {
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- type: "object",
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- properties: {
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- clOrdID: {
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- type: "string",
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- description: "Client Order ID"
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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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- "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)"
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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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  }
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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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- var marketDataRequestInputSchema = {
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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 (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for FullRefresh, "1" for IncrementalRefresh)'
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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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- mdReqID: {
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- type: "string",
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- description: "Market data request ID"
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- },
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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 (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Snapshot + Updates, "1" for Snapshot, "2" for Unsubscribe)'
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- },
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- mdEntryType: {
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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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- "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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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "S",
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- "R",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z",
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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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- "g",
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- "h",
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- "i",
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- "t"
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- ],
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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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+ 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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- required: ["symbol", "mdReqID"]
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- };
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- var MCPLocal = class {
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- // private logger: Logger | undefined;
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- parser;
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- server = new Server(
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- {
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- name: "fixparser",
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- version: "1.0.0"
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- },
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- {
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- capabilities: {
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- tools: {},
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- prompts: {},
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- resources: {}
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- }
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+ executeOrder: {
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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+ schema: {
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+ type: "object",
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+ properties: {
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+ clOrdID: { type: "string" },
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+ handlInst: {
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+ type: "string",
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+ enum: ["1", "2", "3"],
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+ description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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+ },
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+ quantity: { type: "string" },
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+ price: { type: "string" },
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+ ordType: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "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"
180
+ },
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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"
186
+ }
187
+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
189
189
  }
190
- );
191
- transport = new StdioServerTransport();
192
- onReady = void 0;
193
- pendingRequests = /* @__PURE__ */ new Map();
194
- verifiedOrders = /* @__PURE__ */ new Map();
195
- constructor({ logger, onReady }) {
196
- if (onReady) this.onReady = onReady;
197
- }
198
- async register(parser) {
199
- this.parser = parser;
200
- this.parser.addOnMessageCallback((message) => {
201
- const msgType = message.messageType;
202
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject) {
203
- const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : msgType === Messages.Reject ? message.getField(Fields.RefSeqNum) : message.getField(Fields.ClOrdID);
204
- if (idField) {
205
- const id = idField.value;
206
- if (typeof id === "string" || typeof id === "number") {
207
- if (msgType === Messages.Reject) {
208
- const refMsgType = message.getField(Fields.RefMsgType);
209
- if (refMsgType && refMsgType.value === Messages.NewOrderSingle) {
210
- const callback = this.pendingRequests.get(String(id));
211
- if (callback) {
212
- callback(message);
213
- this.pendingRequests.delete(String(id));
214
- }
215
- }
216
- } else {
217
- const callback = this.pendingRequests.get(String(id));
218
- if (callback) {
219
- callback(message);
220
- this.pendingRequests.delete(String(id));
221
- }
222
- }
223
- }
190
+ },
191
+ marketDataRequest: {
192
+ description: "Requests market data for specified symbols",
193
+ schema: {
194
+ type: "object",
195
+ properties: {
196
+ mdUpdateType: {
197
+ type: "string",
198
+ enum: ["0", "1"],
199
+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
200
+ },
201
+ symbols: { type: "array", items: { type: "string" } },
202
+ mdReqID: { type: "string" },
203
+ subscriptionRequestType: {
204
+ type: "string",
205
+ enum: ["0", "1", "2"],
206
+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
207
+ },
208
+ mdEntryTypes: {
209
+ type: "array",
210
+ items: {
211
+ type: "string",
212
+ enum: [
213
+ "0",
214
+ "1",
215
+ "2",
216
+ "3",
217
+ "4",
218
+ "5",
219
+ "6",
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+ "7",
221
+ "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",
230
+ "H",
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+ "I",
232
+ "J",
233
+ "K",
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+ "L",
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+ "M",
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+ "N",
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+ "O",
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+ "P",
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+ "Q",
240
+ "R",
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+ "S",
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+ "T",
243
+ "U",
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+ "V",
245
+ "W",
246
+ "X",
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+ "Y",
248
+ "Z"
249
+ ]
250
+ },
251
+ description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
224
252
  }
225
- }
226
- });
227
- this.addWorkflows();
228
- await this.server.connect(this.transport);
229
- if (this.onReady) {
230
- this.onReady();
253
+ },
254
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
231
255
  }
232
- }
233
- addWorkflows() {
234
- if (!this.parser) {
235
- return;
256
+ },
257
+ getStockGraph: {
258
+ description: "Generates a price chart for a given symbol",
259
+ schema: {
260
+ type: "object",
261
+ properties: {
262
+ symbol: { type: "string" }
263
+ },
264
+ required: ["symbol"]
236
265
  }
237
- if (!this.server) {
238
- return;
266
+ },
267
+ getStockPriceHistory: {
268
+ description: "Returns price history for a given symbol",
269
+ schema: {
270
+ type: "object",
271
+ properties: {
272
+ symbol: { type: "string" }
273
+ },
274
+ required: ["symbol"]
239
275
  }
240
- const validateArgs = (args, schema) => {
241
- const result = {};
242
- for (const [key, propSchema] of Object.entries(schema.properties || {})) {
243
- const prop = propSchema;
244
- const value = args?.[key];
245
- if (prop.required && (value === void 0 || value === null)) {
246
- throw new Error(`Required property '${key}' is missing`);
247
- }
248
- if (value !== void 0) {
249
- result[key] = value;
250
- } else if (prop.default !== void 0) {
251
- result[key] = prop.default;
252
- }
276
+ }
277
+ };
278
+
279
+ // src/tools/marketData.ts
280
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
281
+ import QuickChart from "quickchart-js";
282
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
283
+ return async (args) => {
284
+ try {
285
+ parser.logger.log({
286
+ level: "info",
287
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
288
+ });
289
+ const response = new Promise((resolve) => {
290
+ pendingRequests.set(args.mdReqID, resolve);
291
+ parser.logger.log({
292
+ level: "info",
293
+ message: `Registered callback for market data request ID: ${args.mdReqID}`
294
+ });
295
+ });
296
+ const entryTypes = args.mdEntryTypes || [
297
+ MDEntryType.Bid,
298
+ MDEntryType.Offer,
299
+ MDEntryType.Trade,
300
+ MDEntryType.IndexValue,
301
+ MDEntryType.OpeningPrice,
302
+ MDEntryType.ClosingPrice,
303
+ MDEntryType.SettlementPrice,
304
+ MDEntryType.TradingSessionHighPrice,
305
+ MDEntryType.TradingSessionLowPrice,
306
+ MDEntryType.VWAP,
307
+ MDEntryType.Imbalance,
308
+ MDEntryType.TradeVolume,
309
+ MDEntryType.OpenInterest,
310
+ MDEntryType.CompositeUnderlyingPrice,
311
+ MDEntryType.SimulatedSellPrice,
312
+ MDEntryType.SimulatedBuyPrice,
313
+ MDEntryType.MarginRate,
314
+ MDEntryType.MidPrice,
315
+ MDEntryType.EmptyBook,
316
+ MDEntryType.SettleHighPrice,
317
+ MDEntryType.SettleLowPrice,
318
+ MDEntryType.PriorSettlePrice,
319
+ MDEntryType.SessionHighBid,
320
+ MDEntryType.SessionLowOffer,
321
+ MDEntryType.EarlyPrices,
322
+ MDEntryType.AuctionClearingPrice,
323
+ MDEntryType.SwapValueFactor,
324
+ MDEntryType.DailyValueAdjustmentForLongPositions,
325
+ MDEntryType.CumulativeValueAdjustmentForLongPositions,
326
+ MDEntryType.DailyValueAdjustmentForShortPositions,
327
+ MDEntryType.CumulativeValueAdjustmentForShortPositions,
328
+ MDEntryType.FixingPrice,
329
+ MDEntryType.CashRate,
330
+ MDEntryType.RecoveryRate,
331
+ MDEntryType.RecoveryRateForLong,
332
+ MDEntryType.RecoveryRateForShort,
333
+ MDEntryType.MarketBid,
334
+ MDEntryType.MarketOffer,
335
+ MDEntryType.ShortSaleMinPrice,
336
+ MDEntryType.PreviousClosingPrice,
337
+ MDEntryType.ThresholdLimitPriceBanding,
338
+ MDEntryType.DailyFinancingValue,
339
+ MDEntryType.AccruedFinancingValue,
340
+ MDEntryType.TWAP
341
+ ];
342
+ const messageFields = [
343
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
344
+ new Field(Fields.SenderCompID, parser.sender),
345
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
346
+ new Field(Fields.TargetCompID, parser.target),
347
+ new Field(Fields.SendingTime, parser.getTimestamp()),
348
+ new Field(Fields.MDReqID, args.mdReqID),
349
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
350
+ new Field(Fields.MarketDepth, 0),
351
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
352
+ ];
353
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
354
+ args.symbols.forEach((symbol) => {
355
+ messageFields.push(new Field(Fields.Symbol, symbol));
356
+ });
357
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
358
+ entryTypes.forEach((entryType) => {
359
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
360
+ });
361
+ const mdr = parser.createMessage(...messageFields);
362
+ if (!parser.connected) {
363
+ parser.logger.log({
364
+ level: "error",
365
+ message: "Not connected. Cannot send market data request."
366
+ });
367
+ return {
368
+ content: [
369
+ {
370
+ type: "text",
371
+ text: "Error: Not connected. Ignoring message.",
372
+ uri: "marketDataRequest"
373
+ }
374
+ ],
375
+ isError: true
376
+ };
253
377
  }
254
- return result;
255
- };
256
- this.server.setRequestHandler(ListResourcesRequestSchema, async () => {
378
+ parser.logger.log({
379
+ level: "info",
380
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
381
+ });
382
+ parser.send(mdr);
383
+ const fixData = await response;
384
+ parser.logger.log({
385
+ level: "info",
386
+ message: `Received market data response for request ID: ${args.mdReqID}`
387
+ });
257
388
  return {
258
- resources: []
389
+ content: [
390
+ {
391
+ type: "text",
392
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
393
+ uri: "marketDataRequest"
394
+ }
395
+ ]
259
396
  };
260
- });
261
- this.server.setRequestHandler(ListToolsRequestSchema, async () => {
397
+ } catch (error) {
262
398
  return {
263
- tools: [
399
+ content: [
264
400
  {
265
- name: "parse",
266
- description: "Parses a FIX message and describes it in plain language",
267
- inputSchema: parseInputSchema
268
- },
269
- {
270
- name: "parseToJSON",
271
- description: "Parses a FIX message into JSON",
272
- inputSchema: parseToJSONInputSchema
273
- },
274
- {
275
- name: "verifyOrder",
276
- description: "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
277
- inputSchema: orderSchema
278
- },
279
- {
280
- name: "executeOrder",
281
- description: "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
282
- inputSchema: orderSchema
401
+ type: "text",
402
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
403
+ uri: "marketDataRequest"
404
+ }
405
+ ],
406
+ isError: true
407
+ };
408
+ }
409
+ };
410
+ };
411
+ var createGetStockGraphHandler = (marketDataPrices) => {
412
+ return async (args) => {
413
+ try {
414
+ const symbol = args.symbol;
415
+ const priceHistory = marketDataPrices.get(symbol) || [];
416
+ if (priceHistory.length === 0) {
417
+ return {
418
+ content: [
419
+ {
420
+ type: "text",
421
+ text: `No price data available for ${symbol}`,
422
+ uri: "getStockGraph"
423
+ }
424
+ ]
425
+ };
426
+ }
427
+ const chart = new QuickChart();
428
+ chart.setWidth(1200);
429
+ chart.setHeight(600);
430
+ chart.setBackgroundColor("transparent");
431
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
432
+ const bidData = priceHistory.map((point) => point.bid);
433
+ const offerData = priceHistory.map((point) => point.offer);
434
+ const spreadData = priceHistory.map((point) => point.spread);
435
+ const volumeData = priceHistory.map((point) => point.volume);
436
+ const tradeData = priceHistory.map((point) => point.trade);
437
+ const vwapData = priceHistory.map((point) => point.vwap);
438
+ const twapData = priceHistory.map((point) => point.twap);
439
+ const config = {
440
+ type: "line",
441
+ data: {
442
+ labels,
443
+ datasets: [
444
+ {
445
+ label: "Bid",
446
+ data: bidData,
447
+ borderColor: "#28a745",
448
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
449
+ fill: false,
450
+ tension: 0.4
451
+ },
452
+ {
453
+ label: "Offer",
454
+ data: offerData,
455
+ borderColor: "#dc3545",
456
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
457
+ fill: false,
458
+ tension: 0.4
459
+ },
460
+ {
461
+ label: "Spread",
462
+ data: spreadData,
463
+ borderColor: "#6c757d",
464
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
465
+ fill: false,
466
+ tension: 0.4
467
+ },
468
+ {
469
+ label: "Trade",
470
+ data: tradeData,
471
+ borderColor: "#ffc107",
472
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
473
+ fill: false,
474
+ tension: 0.4
475
+ },
476
+ {
477
+ label: "VWAP",
478
+ data: vwapData,
479
+ borderColor: "#17a2b8",
480
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
481
+ fill: false,
482
+ tension: 0.4
483
+ },
484
+ {
485
+ label: "TWAP",
486
+ data: twapData,
487
+ borderColor: "#6610f2",
488
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
489
+ fill: false,
490
+ tension: 0.4
491
+ },
492
+ {
493
+ label: "Volume",
494
+ data: volumeData,
495
+ borderColor: "#007bff",
496
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
497
+ fill: true,
498
+ tension: 0.4
499
+ }
500
+ ]
501
+ },
502
+ options: {
503
+ responsive: true,
504
+ plugins: {
505
+ title: {
506
+ display: true,
507
+ text: `${symbol} Market Data`
508
+ }
283
509
  },
510
+ scales: {
511
+ y: {
512
+ beginAtZero: false
513
+ }
514
+ }
515
+ }
516
+ };
517
+ chart.setConfig(config);
518
+ const imageBuffer = await chart.toBinary();
519
+ const base64 = imageBuffer.toString("base64");
520
+ return {
521
+ content: [
284
522
  {
285
- name: "marketDataRequest",
286
- description: "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
287
- inputSchema: marketDataRequestInputSchema
523
+ type: "resource",
524
+ resource: {
525
+ uri: "resource://graph",
526
+ mimeType: "image/png",
527
+ blob: base64
528
+ }
288
529
  }
289
530
  ]
290
531
  };
291
- });
292
- this.server.setRequestHandler(CallToolRequestSchema, async (request) => {
293
- const { name, arguments: args } = request.params;
294
- switch (name) {
295
- case "parse": {
296
- try {
297
- const { fixString } = validateArgs(args, parseInputSchema);
298
- const parsedMessage = this.parser?.parse(fixString);
299
- if (!parsedMessage || parsedMessage.length === 0) {
300
- return {
301
- isError: true,
302
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
303
- };
304
- }
305
- return {
306
- content: [
307
- {
308
- type: "text",
309
- text: `${parsedMessage[0].description}
310
- ${parsedMessage[0].messageTypeDescription}`
311
- }
312
- ]
313
- };
314
- } catch (error) {
315
- return {
316
- isError: true,
317
- content: [
318
- {
319
- type: "text",
320
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
321
- }
322
- ]
323
- };
532
+ } catch (error) {
533
+ return {
534
+ content: [
535
+ {
536
+ type: "text",
537
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
538
+ uri: "getStockGraph"
324
539
  }
325
- }
326
- case "parseToJSON": {
327
- try {
328
- const { fixString } = validateArgs(args, parseToJSONInputSchema);
329
- const parsedMessage = this.parser?.parse(fixString);
330
- if (!parsedMessage || parsedMessage.length === 0) {
331
- return {
332
- isError: true,
333
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
334
- };
540
+ ],
541
+ isError: true
542
+ };
543
+ }
544
+ };
545
+ };
546
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
547
+ return async (args) => {
548
+ try {
549
+ const symbol = args.symbol;
550
+ const priceHistory = marketDataPrices.get(symbol) || [];
551
+ if (priceHistory.length === 0) {
552
+ return {
553
+ content: [
554
+ {
555
+ type: "text",
556
+ text: `No price data available for ${symbol}`,
557
+ uri: "getStockPriceHistory"
335
558
  }
336
- return {
337
- content: [
338
- {
339
- type: "text",
340
- text: `${parsedMessage[0].toFIXJSON()}`
341
- }
342
- ]
343
- };
344
- } catch (error) {
345
- return {
346
- isError: true,
347
- content: [
348
- {
349
- type: "text",
350
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
351
- }
352
- ]
353
- };
559
+ ]
560
+ };
561
+ }
562
+ return {
563
+ content: [
564
+ {
565
+ type: "text",
566
+ text: JSON.stringify(
567
+ {
568
+ symbol,
569
+ count: priceHistory.length,
570
+ data: priceHistory.map((point) => ({
571
+ timestamp: new Date(point.timestamp).toISOString(),
572
+ bid: point.bid,
573
+ offer: point.offer,
574
+ spread: point.spread,
575
+ volume: point.volume,
576
+ trade: point.trade,
577
+ indexValue: point.indexValue,
578
+ openingPrice: point.openingPrice,
579
+ closingPrice: point.closingPrice,
580
+ settlementPrice: point.settlementPrice,
581
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
582
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
583
+ vwap: point.vwap,
584
+ imbalance: point.imbalance,
585
+ openInterest: point.openInterest,
586
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
587
+ simulatedSellPrice: point.simulatedSellPrice,
588
+ simulatedBuyPrice: point.simulatedBuyPrice,
589
+ marginRate: point.marginRate,
590
+ midPrice: point.midPrice,
591
+ emptyBook: point.emptyBook,
592
+ settleHighPrice: point.settleHighPrice,
593
+ settleLowPrice: point.settleLowPrice,
594
+ priorSettlePrice: point.priorSettlePrice,
595
+ sessionHighBid: point.sessionHighBid,
596
+ sessionLowOffer: point.sessionLowOffer,
597
+ earlyPrices: point.earlyPrices,
598
+ auctionClearingPrice: point.auctionClearingPrice,
599
+ swapValueFactor: point.swapValueFactor,
600
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
601
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
602
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
603
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
604
+ fixingPrice: point.fixingPrice,
605
+ cashRate: point.cashRate,
606
+ recoveryRate: point.recoveryRate,
607
+ recoveryRateForLong: point.recoveryRateForLong,
608
+ recoveryRateForShort: point.recoveryRateForShort,
609
+ marketBid: point.marketBid,
610
+ marketOffer: point.marketOffer,
611
+ shortSaleMinPrice: point.shortSaleMinPrice,
612
+ previousClosingPrice: point.previousClosingPrice,
613
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
614
+ dailyFinancingValue: point.dailyFinancingValue,
615
+ accruedFinancingValue: point.accruedFinancingValue,
616
+ twap: point.twap
617
+ }))
618
+ },
619
+ null,
620
+ 2
621
+ ),
622
+ uri: "getStockPriceHistory"
354
623
  }
355
- }
356
- case "verifyOrder": {
357
- try {
358
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = validateArgs(args, orderSchema);
359
- this.verifiedOrders.set(clOrdID, {
360
- clOrdID,
361
- handlInst,
362
- quantity,
363
- price,
364
- ordType,
365
- side,
366
- symbol,
367
- timeInForce
368
- });
369
- return {
370
- content: [
371
- {
372
- type: "text",
373
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
374
-
624
+ ]
625
+ };
626
+ } catch (error) {
627
+ return {
628
+ content: [
629
+ {
630
+ type: "text",
631
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
632
+ uri: "getStockPriceHistory"
633
+ }
634
+ ],
635
+ isError: true
636
+ };
637
+ }
638
+ };
639
+ };
640
+
641
+ // src/tools/order.ts
642
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
643
+ var ordTypeNames = {
644
+ "1": "Market",
645
+ "2": "Limit",
646
+ "3": "Stop",
647
+ "4": "StopLimit",
648
+ "5": "MarketOnClose",
649
+ "6": "WithOrWithout",
650
+ "7": "LimitOrBetter",
651
+ "8": "LimitWithOrWithout",
652
+ "9": "OnBasis",
653
+ A: "OnClose",
654
+ B: "LimitOnClose",
655
+ C: "ForexMarket",
656
+ D: "PreviouslyQuoted",
657
+ E: "PreviouslyIndicated",
658
+ F: "ForexLimit",
659
+ G: "ForexSwap",
660
+ H: "ForexPreviouslyQuoted",
661
+ I: "Funari",
662
+ J: "MarketIfTouched",
663
+ K: "MarketWithLeftOverAsLimit",
664
+ L: "PreviousFundValuationPoint",
665
+ M: "NextFundValuationPoint",
666
+ P: "Pegged",
667
+ Q: "CounterOrderSelection",
668
+ R: "StopOnBidOrOffer",
669
+ S: "StopLimitOnBidOrOffer"
670
+ };
671
+ var sideNames = {
672
+ "1": "Buy",
673
+ "2": "Sell",
674
+ "3": "BuyMinus",
675
+ "4": "SellPlus",
676
+ "5": "SellShort",
677
+ "6": "SellShortExempt",
678
+ "7": "Undisclosed",
679
+ "8": "Cross",
680
+ "9": "CrossShort",
681
+ A: "CrossShortExempt",
682
+ B: "AsDefined",
683
+ C: "Opposite",
684
+ D: "Subscribe",
685
+ E: "Redeem",
686
+ F: "Lend",
687
+ G: "Borrow",
688
+ H: "SellUndisclosed"
689
+ };
690
+ var timeInForceNames = {
691
+ "0": "Day",
692
+ "1": "GoodTillCancel",
693
+ "2": "AtTheOpening",
694
+ "3": "ImmediateOrCancel",
695
+ "4": "FillOrKill",
696
+ "5": "GoodTillCrossing",
697
+ "6": "GoodTillDate",
698
+ "7": "AtTheClose",
699
+ "8": "GoodThroughCrossing",
700
+ "9": "AtCrossing",
701
+ A: "GoodForTime",
702
+ B: "GoodForAuction",
703
+ C: "GoodForMonth"
704
+ };
705
+ var handlInstNames = {
706
+ "1": "AutomatedExecutionNoIntervention",
707
+ "2": "AutomatedExecutionInterventionOK",
708
+ "3": "ManualOrder"
709
+ };
710
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
711
+ return async (args) => {
712
+ try {
713
+ verifiedOrders.set(args.clOrdID, {
714
+ clOrdID: args.clOrdID,
715
+ handlInst: args.handlInst,
716
+ quantity: Number.parseFloat(String(args.quantity)),
717
+ price: Number.parseFloat(String(args.price)),
718
+ ordType: args.ordType,
719
+ side: args.side,
720
+ symbol: args.symbol,
721
+ timeInForce: args.timeInForce
722
+ });
723
+ return {
724
+ content: [
725
+ {
726
+ type: "text",
727
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
728
+
375
729
  Parameters verified:
376
- - ClOrdID: ${clOrdID}
377
- - HandlInst: ${handlInst}
378
- - Quantity: ${quantity}
379
- - Price: ${price}
380
- - OrdType: ${ordType}
381
- - Side: ${side}
382
- - Symbol: ${symbol}
383
- - TimeInForce: ${timeInForce}
730
+ - ClOrdID: ${args.clOrdID}
731
+ - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
732
+ - Quantity: ${args.quantity}
733
+ - Price: ${args.price}
734
+ - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
735
+ - Side: ${args.side} (${sideNames[args.side]})
736
+ - Symbol: ${args.symbol}
737
+ - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
384
738
 
385
- To execute this order, call the executeOrder tool with these exact same parameters.`
386
- }
387
- ]
388
- };
389
- } catch (error) {
390
- return {
391
- isError: true,
392
- content: [
393
- {
394
- type: "text",
395
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
396
- }
397
- ]
398
- };
739
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
740
+ uri: "verifyOrder"
399
741
  }
400
- }
401
- case "executeOrder": {
402
- try {
403
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = validateArgs(args, orderSchema);
404
- const verifiedOrder = this.verifiedOrders.get(clOrdID);
405
- if (!verifiedOrder) {
406
- return {
407
- isError: true,
408
- content: [
409
- {
410
- type: "text",
411
- text: `Error: Order ${clOrdID} has not been verified. Please call verifyOrder first.`
412
- }
413
- ]
414
- };
415
- }
416
- if (verifiedOrder.handlInst !== handlInst || verifiedOrder.quantity !== quantity || verifiedOrder.price !== price || verifiedOrder.ordType !== ordType || verifiedOrder.side !== side || verifiedOrder.symbol !== symbol || verifiedOrder.timeInForce !== timeInForce) {
417
- return {
418
- isError: true,
419
- content: [
420
- {
421
- type: "text",
422
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
423
- }
424
- ]
425
- };
742
+ ]
743
+ };
744
+ } catch (error) {
745
+ return {
746
+ content: [
747
+ {
748
+ type: "text",
749
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
750
+ uri: "verifyOrder"
751
+ }
752
+ ],
753
+ isError: true
754
+ };
755
+ }
756
+ };
757
+ };
758
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
759
+ return async (args) => {
760
+ try {
761
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
762
+ if (!verifiedOrder) {
763
+ return {
764
+ content: [
765
+ {
766
+ type: "text",
767
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
768
+ uri: "executeOrder"
426
769
  }
427
- const response = new Promise((resolve) => {
428
- this.pendingRequests.set(clOrdID, resolve);
429
- });
430
- const order = this.parser?.createMessage(
431
- new Field(Fields.MsgType, Messages.NewOrderSingle),
432
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
433
- new Field(Fields.SenderCompID, this.parser?.sender),
434
- new Field(Fields.TargetCompID, this.parser?.target),
435
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
436
- new Field(Fields.ClOrdID, clOrdID),
437
- new Field(Fields.Side, side),
438
- new Field(Fields.Symbol, symbol),
439
- new Field(Fields.OrderQty, quantity),
440
- new Field(Fields.Price, price),
441
- new Field(Fields.OrdType, ordType),
442
- new Field(Fields.HandlInst, handlInst),
443
- new Field(Fields.TimeInForce, timeInForce),
444
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
445
- );
446
- if (!this.parser?.connected) {
447
- return {
448
- isError: true,
449
- content: [
450
- {
451
- type: "text",
452
- text: "Error: Not connected. Ignoring message."
453
- }
454
- ]
455
- };
770
+ ],
771
+ isError: true
772
+ };
773
+ }
774
+ 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) {
775
+ return {
776
+ content: [
777
+ {
778
+ type: "text",
779
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
780
+ uri: "executeOrder"
456
781
  }
457
- this.parser?.send(order);
458
- const fixData = await response;
459
- this.verifiedOrders.delete(clOrdID);
460
- return {
461
- content: [
462
- {
463
- type: "text",
464
- text: fixData.messageType === Messages.Reject ? `Reject message for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
465
- }
466
- ]
467
- };
468
- } catch (error) {
469
- return {
470
- isError: true,
471
- content: [
472
- {
473
- type: "text",
474
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
475
- }
476
- ]
477
- };
478
- }
479
- }
480
- case "marketDataRequest": {
481
- try {
482
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(
483
- args,
484
- marketDataRequestInputSchema
485
- );
486
- const response = new Promise((resolve) => {
487
- this.pendingRequests.set(mdReqID, resolve);
488
- });
489
- const marketDataRequest = this.parser?.createMessage(
490
- new Field(Fields.MsgType, Messages.MarketDataRequest),
491
- new Field(Fields.SenderCompID, this.parser?.sender),
492
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
493
- new Field(Fields.TargetCompID, this.parser?.target),
494
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
495
- new Field(Fields.MarketDepth, 0),
496
- new Field(Fields.MDUpdateType, mdUpdateType),
497
- new Field(Fields.NoRelatedSym, 1),
498
- new Field(Fields.Symbol, symbol),
499
- new Field(Fields.MDReqID, mdReqID),
500
- new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
501
- new Field(Fields.NoMDEntryTypes, 1),
502
- new Field(Fields.MDEntryType, mdEntryType)
503
- );
504
- if (!this.parser?.connected) {
505
- return {
506
- isError: true,
507
- content: [
508
- {
509
- type: "text",
510
- text: "Error: Not connected. Ignoring message."
511
- }
512
- ]
513
- };
782
+ ],
783
+ isError: true
784
+ };
785
+ }
786
+ const response = new Promise((resolve) => {
787
+ pendingRequests.set(args.clOrdID, resolve);
788
+ });
789
+ const order = parser.createMessage(
790
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
791
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
792
+ new Field2(Fields2.SenderCompID, parser.sender),
793
+ new Field2(Fields2.TargetCompID, parser.target),
794
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
795
+ new Field2(Fields2.ClOrdID, args.clOrdID),
796
+ new Field2(Fields2.Side, args.side),
797
+ new Field2(Fields2.Symbol, args.symbol),
798
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
799
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
800
+ new Field2(Fields2.OrdType, args.ordType),
801
+ new Field2(Fields2.HandlInst, args.handlInst),
802
+ new Field2(Fields2.TimeInForce, args.timeInForce),
803
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
804
+ );
805
+ if (!parser.connected) {
806
+ return {
807
+ content: [
808
+ {
809
+ type: "text",
810
+ text: "Error: Not connected. Ignoring message.",
811
+ uri: "executeOrder"
514
812
  }
515
- this.parser?.send(marketDataRequest);
516
- const fixData = await response;
517
- return {
518
- content: [
519
- {
520
- type: "text",
521
- text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
522
- }
523
- ]
524
- };
525
- } catch (error) {
526
- return {
527
- isError: true,
528
- content: [
529
- {
530
- type: "text",
531
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
532
- }
533
- ]
534
- };
535
- }
536
- }
537
- default:
538
- throw new Error(`Unknown tool: ${name}`);
813
+ ],
814
+ isError: true
815
+ };
539
816
  }
540
- });
541
- this.server.setRequestHandler(ListPromptsRequestSchema, async () => {
817
+ parser.send(order);
818
+ const fixData = await response;
819
+ verifiedOrders.delete(args.clOrdID);
542
820
  return {
543
- prompts: [
821
+ content: [
544
822
  {
545
- name: "parse",
546
- description: "Parses a FIX message and describes it in plain language",
547
- arguments: [
548
- {
549
- name: "fixString",
550
- description: "FIX message string to parse",
551
- required: true
552
- }
553
- ]
554
- },
823
+ type: "text",
824
+ text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
825
+ uri: "executeOrder"
826
+ }
827
+ ]
828
+ };
829
+ } catch (error) {
830
+ return {
831
+ content: [
555
832
  {
556
- name: "parseToJSON",
557
- description: "Parses a FIX message into JSON",
558
- arguments: [
559
- {
560
- name: "fixString",
561
- description: "FIX message string to parse",
562
- required: true
563
- }
564
- ]
565
- },
833
+ type: "text",
834
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
835
+ uri: "executeOrder"
836
+ }
837
+ ],
838
+ isError: true
839
+ };
840
+ }
841
+ };
842
+ };
843
+
844
+ // src/tools/parse.ts
845
+ var createParseHandler = (parser) => {
846
+ return async (args) => {
847
+ try {
848
+ const parsedMessage = parser.parse(args.fixString);
849
+ if (!parsedMessage || parsedMessage.length === 0) {
850
+ return {
851
+ content: [
852
+ {
853
+ type: "text",
854
+ text: "Error: Failed to parse FIX string",
855
+ uri: "parse"
856
+ }
857
+ ],
858
+ isError: true
859
+ };
860
+ }
861
+ return {
862
+ content: [
566
863
  {
567
- name: "verifyOrder",
568
- description: "Verifies all parameters for a New Order Single. This is the first step - verification only, no order is sent.",
569
- arguments: [
570
- {
571
- name: "clOrdID",
572
- description: "Client Order ID",
573
- required: true
574
- },
575
- {
576
- name: "handlInst",
577
- description: "Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
578
- required: true
579
- },
580
- {
581
- name: "quantity",
582
- description: "Order quantity",
583
- required: true
584
- },
585
- {
586
- name: "price",
587
- description: "Order price",
588
- required: true
589
- },
590
- {
591
- name: "ordType",
592
- description: "Order type (1=Market, 2=Limit, 3=Stop)",
593
- required: true
594
- },
595
- {
596
- name: "side",
597
- 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)",
598
- required: true
599
- },
600
- {
601
- name: "symbol",
602
- description: "Trading symbol",
603
- required: true
604
- },
605
- {
606
- name: "timeInForce",
607
- 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)",
608
- required: true
609
- }
610
- ]
611
- },
864
+ type: "text",
865
+ text: `${parsedMessage[0].description}
866
+ ${parsedMessage[0].messageTypeDescription}`,
867
+ uri: "parse"
868
+ }
869
+ ]
870
+ };
871
+ } catch (error) {
872
+ return {
873
+ content: [
612
874
  {
613
- name: "executeOrder",
614
- description: "Executes a New Order Single after verification. This is the second step - only call after successful verification.",
615
- arguments: [
616
- {
617
- name: "clOrdID",
618
- description: "Client Order ID",
619
- required: true
620
- },
621
- {
622
- name: "handlInst",
623
- description: "Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
624
- required: true
625
- },
626
- {
627
- name: "quantity",
628
- description: "Order quantity",
629
- required: true
630
- },
631
- {
632
- name: "price",
633
- description: "Order price",
634
- required: true
635
- },
636
- {
637
- name: "ordType",
638
- description: "Order type (1=Market, 2=Limit, 3=Stop)",
639
- required: true
640
- },
641
- {
642
- name: "side",
643
- 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)",
644
- required: true
645
- },
646
- {
647
- name: "symbol",
648
- description: "Trading symbol",
649
- required: true
650
- },
651
- {
652
- name: "timeInForce",
653
- 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)",
654
- required: true
655
- }
656
- ]
657
- },
875
+ type: "text",
876
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
877
+ uri: "parse"
878
+ }
879
+ ],
880
+ isError: true
881
+ };
882
+ }
883
+ };
884
+ };
885
+
886
+ // src/tools/parseToJSON.ts
887
+ var createParseToJSONHandler = (parser) => {
888
+ return async (args) => {
889
+ try {
890
+ const parsedMessage = parser.parse(args.fixString);
891
+ if (!parsedMessage || parsedMessage.length === 0) {
892
+ return {
893
+ content: [
894
+ {
895
+ type: "text",
896
+ text: "Error: Failed to parse FIX string",
897
+ uri: "parseToJSON"
898
+ }
899
+ ],
900
+ isError: true
901
+ };
902
+ }
903
+ return {
904
+ content: [
658
905
  {
659
- name: "marketDataRequest",
660
- description: "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
661
- arguments: [
662
- {
663
- name: "mdUpdateType",
664
- description: "Market data update type (0=FullRefresh, 1=IncrementalRefresh)",
665
- required: true
666
- },
667
- {
668
- name: "symbol",
669
- description: "Trading symbol",
670
- required: true
671
- },
672
- {
673
- name: "mdReqID",
674
- description: "Market data request ID",
675
- required: true
676
- },
677
- {
678
- name: "subscriptionRequestType",
679
- description: "Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
680
- required: true
681
- },
682
- {
683
- name: "mdEntryType",
684
- description: "Market data entry type (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
685
- required: true
686
- }
687
- ]
906
+ type: "text",
907
+ text: `${parsedMessage[0].toFIXJSON()}`,
908
+ uri: "parseToJSON"
688
909
  }
689
910
  ]
690
911
  };
912
+ } catch (error) {
913
+ return {
914
+ content: [
915
+ {
916
+ type: "text",
917
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
918
+ uri: "parseToJSON"
919
+ }
920
+ ],
921
+ isError: true
922
+ };
923
+ }
924
+ };
925
+ };
926
+
927
+ // src/tools/index.ts
928
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
929
+ parse: createParseHandler(parser),
930
+ parseToJSON: createParseToJSONHandler(parser),
931
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
932
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
933
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
934
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
935
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
936
+ });
937
+
938
+ // src/utils/messageHandler.ts
939
+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
940
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
941
+ parser.logger.log({
942
+ level: "info",
943
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
944
+ });
945
+ const msgType = message.messageType;
946
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
947
+ const symbol = message.getField(Fields3.Symbol)?.value;
948
+ parser.logger.log({
949
+ level: "info",
950
+ message: `Processing market data for symbol: ${symbol}`
951
+ });
952
+ const fixJson = message.toFIXJSON();
953
+ const entries = fixJson.Body?.NoMDEntries || [];
954
+ parser.logger.log({
955
+ level: "info",
956
+ message: `Found ${entries.length} market data entries`
957
+ });
958
+ const data = {
959
+ timestamp: Date.now(),
960
+ bid: 0,
961
+ offer: 0,
962
+ spread: 0,
963
+ volume: 0,
964
+ trade: 0,
965
+ indexValue: 0,
966
+ openingPrice: 0,
967
+ closingPrice: 0,
968
+ settlementPrice: 0,
969
+ tradingSessionHighPrice: 0,
970
+ tradingSessionLowPrice: 0,
971
+ vwap: 0,
972
+ imbalance: 0,
973
+ openInterest: 0,
974
+ compositeUnderlyingPrice: 0,
975
+ simulatedSellPrice: 0,
976
+ simulatedBuyPrice: 0,
977
+ marginRate: 0,
978
+ midPrice: 0,
979
+ emptyBook: 0,
980
+ settleHighPrice: 0,
981
+ settleLowPrice: 0,
982
+ priorSettlePrice: 0,
983
+ sessionHighBid: 0,
984
+ sessionLowOffer: 0,
985
+ earlyPrices: 0,
986
+ auctionClearingPrice: 0,
987
+ swapValueFactor: 0,
988
+ dailyValueAdjustmentForLongPositions: 0,
989
+ cumulativeValueAdjustmentForLongPositions: 0,
990
+ dailyValueAdjustmentForShortPositions: 0,
991
+ cumulativeValueAdjustmentForShortPositions: 0,
992
+ fixingPrice: 0,
993
+ cashRate: 0,
994
+ recoveryRate: 0,
995
+ recoveryRateForLong: 0,
996
+ recoveryRateForShort: 0,
997
+ marketBid: 0,
998
+ marketOffer: 0,
999
+ shortSaleMinPrice: 0,
1000
+ previousClosingPrice: 0,
1001
+ thresholdLimitPriceBanding: 0,
1002
+ dailyFinancingValue: 0,
1003
+ accruedFinancingValue: 0,
1004
+ twap: 0
1005
+ };
1006
+ for (const entry of entries) {
1007
+ const entryType = entry.MDEntryType;
1008
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1009
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1010
+ if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
1011
+ parser.logger.log({
1012
+ level: "info",
1013
+ message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
1014
+ });
1015
+ }
1016
+ switch (entryType) {
1017
+ case MDEntryType2.Bid:
1018
+ data.bid = price;
1019
+ break;
1020
+ case MDEntryType2.Offer:
1021
+ data.offer = price;
1022
+ break;
1023
+ case MDEntryType2.Trade:
1024
+ data.trade = price;
1025
+ break;
1026
+ case MDEntryType2.IndexValue:
1027
+ data.indexValue = price;
1028
+ break;
1029
+ case MDEntryType2.OpeningPrice:
1030
+ data.openingPrice = price;
1031
+ break;
1032
+ case MDEntryType2.ClosingPrice:
1033
+ data.closingPrice = price;
1034
+ break;
1035
+ case MDEntryType2.SettlementPrice:
1036
+ data.settlementPrice = price;
1037
+ break;
1038
+ case MDEntryType2.TradingSessionHighPrice:
1039
+ data.tradingSessionHighPrice = price;
1040
+ break;
1041
+ case MDEntryType2.TradingSessionLowPrice:
1042
+ data.tradingSessionLowPrice = price;
1043
+ break;
1044
+ case MDEntryType2.VWAP:
1045
+ data.vwap = price;
1046
+ break;
1047
+ case MDEntryType2.Imbalance:
1048
+ data.imbalance = size;
1049
+ break;
1050
+ case MDEntryType2.TradeVolume:
1051
+ data.volume = size;
1052
+ break;
1053
+ case MDEntryType2.OpenInterest:
1054
+ data.openInterest = size;
1055
+ break;
1056
+ case MDEntryType2.CompositeUnderlyingPrice:
1057
+ data.compositeUnderlyingPrice = price;
1058
+ break;
1059
+ case MDEntryType2.SimulatedSellPrice:
1060
+ data.simulatedSellPrice = price;
1061
+ break;
1062
+ case MDEntryType2.SimulatedBuyPrice:
1063
+ data.simulatedBuyPrice = price;
1064
+ break;
1065
+ case MDEntryType2.MarginRate:
1066
+ data.marginRate = price;
1067
+ break;
1068
+ case MDEntryType2.MidPrice:
1069
+ data.midPrice = price;
1070
+ break;
1071
+ case MDEntryType2.EmptyBook:
1072
+ data.emptyBook = 1;
1073
+ break;
1074
+ case MDEntryType2.SettleHighPrice:
1075
+ data.settleHighPrice = price;
1076
+ break;
1077
+ case MDEntryType2.SettleLowPrice:
1078
+ data.settleLowPrice = price;
1079
+ break;
1080
+ case MDEntryType2.PriorSettlePrice:
1081
+ data.priorSettlePrice = price;
1082
+ break;
1083
+ case MDEntryType2.SessionHighBid:
1084
+ data.sessionHighBid = price;
1085
+ break;
1086
+ case MDEntryType2.SessionLowOffer:
1087
+ data.sessionLowOffer = price;
1088
+ break;
1089
+ case MDEntryType2.EarlyPrices:
1090
+ data.earlyPrices = price;
1091
+ break;
1092
+ case MDEntryType2.AuctionClearingPrice:
1093
+ data.auctionClearingPrice = price;
1094
+ break;
1095
+ case MDEntryType2.SwapValueFactor:
1096
+ data.swapValueFactor = price;
1097
+ break;
1098
+ case MDEntryType2.DailyValueAdjustmentForLongPositions:
1099
+ data.dailyValueAdjustmentForLongPositions = price;
1100
+ break;
1101
+ case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1102
+ data.cumulativeValueAdjustmentForLongPositions = price;
1103
+ break;
1104
+ case MDEntryType2.DailyValueAdjustmentForShortPositions:
1105
+ data.dailyValueAdjustmentForShortPositions = price;
1106
+ break;
1107
+ case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1108
+ data.cumulativeValueAdjustmentForShortPositions = price;
1109
+ break;
1110
+ case MDEntryType2.FixingPrice:
1111
+ data.fixingPrice = price;
1112
+ break;
1113
+ case MDEntryType2.CashRate:
1114
+ data.cashRate = price;
1115
+ break;
1116
+ case MDEntryType2.RecoveryRate:
1117
+ data.recoveryRate = price;
1118
+ break;
1119
+ case MDEntryType2.RecoveryRateForLong:
1120
+ data.recoveryRateForLong = price;
1121
+ break;
1122
+ case MDEntryType2.RecoveryRateForShort:
1123
+ data.recoveryRateForShort = price;
1124
+ break;
1125
+ case MDEntryType2.MarketBid:
1126
+ data.marketBid = price;
1127
+ break;
1128
+ case MDEntryType2.MarketOffer:
1129
+ data.marketOffer = price;
1130
+ break;
1131
+ case MDEntryType2.ShortSaleMinPrice:
1132
+ data.shortSaleMinPrice = price;
1133
+ break;
1134
+ case MDEntryType2.PreviousClosingPrice:
1135
+ data.previousClosingPrice = price;
1136
+ break;
1137
+ case MDEntryType2.ThresholdLimitPriceBanding:
1138
+ data.thresholdLimitPriceBanding = price;
1139
+ break;
1140
+ case MDEntryType2.DailyFinancingValue:
1141
+ data.dailyFinancingValue = price;
1142
+ break;
1143
+ case MDEntryType2.AccruedFinancingValue:
1144
+ data.accruedFinancingValue = price;
1145
+ break;
1146
+ case MDEntryType2.TWAP:
1147
+ data.twap = price;
1148
+ break;
1149
+ }
1150
+ }
1151
+ data.spread = data.offer - data.bid;
1152
+ if (!marketDataPrices.has(symbol)) {
1153
+ parser.logger.log({
1154
+ level: "info",
1155
+ message: `Creating new price history array for symbol: ${symbol}`
1156
+ });
1157
+ marketDataPrices.set(symbol, []);
1158
+ }
1159
+ const prices = marketDataPrices.get(symbol);
1160
+ prices.push(data);
1161
+ parser.logger.log({
1162
+ level: "info",
1163
+ message: `Updated price history for ${symbol}. Current size: ${prices.length}`
1164
+ });
1165
+ if (prices.length > maxPriceHistory) {
1166
+ prices.splice(0, prices.length - maxPriceHistory);
1167
+ parser.logger.log({
1168
+ level: "info",
1169
+ message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
1170
+ });
1171
+ }
1172
+ onPriceUpdate?.(symbol, data);
1173
+ const mdReqID = message.getField(Fields3.MDReqID)?.value;
1174
+ if (mdReqID) {
1175
+ const callback = pendingRequests.get(mdReqID);
1176
+ if (callback) {
1177
+ callback(message);
1178
+ pendingRequests.delete(mdReqID);
1179
+ parser.logger.log({
1180
+ level: "info",
1181
+ message: `Resolved market data request for ID: ${mdReqID}`
1182
+ });
1183
+ }
1184
+ }
1185
+ } else if (msgType === Messages3.ExecutionReport) {
1186
+ const reqId = message.getField(Fields3.ClOrdID)?.value;
1187
+ const callback = pendingRequests.get(reqId);
1188
+ if (callback) {
1189
+ callback(message);
1190
+ pendingRequests.delete(reqId);
1191
+ }
1192
+ }
1193
+ }
1194
+
1195
+ // src/MCPLocal.ts
1196
+ var MCPLocal = class extends MCPBase {
1197
+ /**
1198
+ * Map to store verified orders before execution
1199
+ * @private
1200
+ */
1201
+ verifiedOrders = /* @__PURE__ */ new Map();
1202
+ /**
1203
+ * Map to store pending requests and their callbacks
1204
+ * @private
1205
+ */
1206
+ pendingRequests = /* @__PURE__ */ new Map();
1207
+ /**
1208
+ * Map to store market data prices for each symbol
1209
+ * @private
1210
+ */
1211
+ marketDataPrices = /* @__PURE__ */ new Map();
1212
+ /**
1213
+ * Maximum number of price history entries to keep per symbol
1214
+ * @private
1215
+ */
1216
+ MAX_PRICE_HISTORY = 1e5;
1217
+ server = new Server(
1218
+ {
1219
+ name: "fixparser",
1220
+ version: "1.0.0"
1221
+ },
1222
+ {
1223
+ capabilities: {
1224
+ tools: Object.entries(toolSchemas).reduce(
1225
+ (acc, [name, { description, schema }]) => {
1226
+ acc[name] = {
1227
+ description,
1228
+ parameters: schema
1229
+ };
1230
+ return acc;
1231
+ },
1232
+ {}
1233
+ )
1234
+ }
1235
+ }
1236
+ );
1237
+ transport = new StdioServerTransport();
1238
+ constructor({ logger, onReady }) {
1239
+ super({ logger, onReady });
1240
+ }
1241
+ async register(parser) {
1242
+ this.parser = parser;
1243
+ this.parser.addOnMessageCallback((message) => {
1244
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
1245
+ });
1246
+ this.addWorkflows();
1247
+ await this.server.connect(this.transport);
1248
+ if (this.onReady) {
1249
+ this.onReady();
1250
+ }
1251
+ }
1252
+ addWorkflows() {
1253
+ if (!this.parser) {
1254
+ return;
1255
+ }
1256
+ if (!this.server) {
1257
+ return;
1258
+ }
1259
+ this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
1260
+ return {
1261
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1262
+ name,
1263
+ description,
1264
+ inputSchema: schema
1265
+ }))
1266
+ };
691
1267
  });
692
- this.server.setRequestHandler(GetPromptRequestSchema, async (request) => {
693
- const { name, arguments: args } = request.params;
694
- switch (name) {
695
- case "parse": {
696
- const fixString = args?.fixString || "";
697
- return {
698
- messages: [
699
- {
700
- role: "user",
701
- content: {
702
- type: "text",
703
- text: `Please parse and explain this FIX message: ${fixString}`
704
- }
705
- }
706
- ]
707
- };
708
- }
709
- case "parseToJSON": {
710
- const fixString = args?.fixString || "";
1268
+ this.server.setRequestHandler(
1269
+ z.object({
1270
+ method: z.literal("tools/call"),
1271
+ params: z.object({
1272
+ name: z.string(),
1273
+ arguments: z.any(),
1274
+ _meta: z.object({
1275
+ progressToken: z.number()
1276
+ }).optional()
1277
+ })
1278
+ }),
1279
+ async (request) => {
1280
+ const { name, arguments: args } = request.params;
1281
+ const toolHandlers = createToolHandlers(
1282
+ this.parser,
1283
+ this.verifiedOrders,
1284
+ this.pendingRequests,
1285
+ this.marketDataPrices
1286
+ );
1287
+ const handler = toolHandlers[name];
1288
+ if (!handler) {
711
1289
  return {
712
- messages: [
1290
+ content: [
713
1291
  {
714
- role: "user",
715
- content: {
716
- type: "text",
717
- text: `Please parse the FIX message to JSON: ${fixString}`
718
- }
1292
+ type: "text",
1293
+ text: `Tool not found: ${name}`,
1294
+ uri: name
719
1295
  }
720
- ]
1296
+ ],
1297
+ isError: true
721
1298
  };
722
1299
  }
723
- case "verifyOrder": {
724
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
725
- return {
726
- messages: [
727
- {
728
- role: "user",
729
- content: {
730
- type: "text",
731
- text: [
732
- "You are an AI assistant that helps users verify FIX New Order Single parameters.",
733
- "This is STEP 1 of 2 - VERIFICATION ONLY. No order will be sent at this stage.",
734
- "",
735
- "You must verify that all required fields are provided and valid:",
736
- "- ClOrdID (Client Order ID)",
737
- "- HandlInst (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
738
- "- Quantity (Order quantity)",
739
- "- Price (Order price)",
740
- "- OrdType (1=Market, 2=Limit, 3=Stop)",
741
- "- 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)",
742
- "- Symbol (Trading symbol)",
743
- "- 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)",
744
- "",
745
- "Current parameters to verify:",
746
- `- ClOrdID: ${clOrdID}`,
747
- `- HandlInst: ${handlInst}`,
748
- `- Quantity: ${quantity}`,
749
- `- Price: ${price}`,
750
- `- OrdType: ${ordType}`,
751
- `- Side: ${side}`,
752
- `- Symbol: ${symbol}`,
753
- `- TimeInForce: ${timeInForce}`,
754
- "",
755
- "If all parameters are valid, respond with:",
756
- "`VERIFICATION: All parameters valid. Ready to proceed.`",
757
- "",
758
- "Otherwise, list the missing or invalid ones.",
759
- "",
760
- "IMPORTANT: This is only verification. To actually send the order, the user must call the executeOrder tool with the same parameters."
761
- ].join("\n")
762
- }
763
- }
764
- ]
765
- };
766
- }
767
- case "executeOrder": {
768
- const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
769
- return {
770
- messages: [
771
- {
772
- role: "user",
773
- content: {
774
- type: "text",
775
- text: [
776
- "You are an AI assistant that helps users execute FIX New Order Single messages.",
777
- "This is STEP 2 of 2 - EXECUTION. This will send the order to the market.",
778
- "",
779
- "IMPORTANT: This tool should only be called after successful verification of all parameters.",
780
- "",
781
- "Parameters to execute:",
782
- `- ClOrdID: ${clOrdID}`,
783
- `- HandlInst: ${handlInst}`,
784
- `- Quantity: ${quantity}`,
785
- `- Price: ${price}`,
786
- `- OrdType: ${ordType}`,
787
- `- Side: ${side}`,
788
- `- Symbol: ${symbol}`,
789
- `- TimeInForce: ${timeInForce}`,
790
- "",
791
- "IMPORTANT: The response will be either:",
792
- "1. An Execution Report (MsgType=8) if the order was successfully placed",
793
- "2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
794
- ].join("\n")
795
- }
796
- }
797
- ]
798
- };
799
- }
800
- case "marketDataRequest": {
801
- const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
802
- return {
803
- messages: [
804
- {
805
- role: "user",
806
- content: {
807
- type: "text",
808
- text: [
809
- "You are an AI assistant that helps users create FIX Market Data Request messages.",
810
- "You must **first verify** that all required fields are provided:",
811
- "- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
812
- "- Symbol (Trading symbol)",
813
- "- MDReqID (Market data request ID)",
814
- "- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
815
- "- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
816
- "",
817
- "Only when all fields are present and valid, respond with:",
818
- "`VERIFICATION: All parameters valid. Ready to proceed.`",
819
- "",
820
- "Otherwise, list the missing or invalid ones.",
821
- "",
822
- "Do not create the FIX message until verification is complete.",
823
- "",
824
- "Current parameters:",
825
- `- MDUpdateType: ${mdUpdateType}`,
826
- `- Symbol: ${symbol}`,
827
- `- MDReqID: ${mdReqID}`,
828
- `- SubscriptionRequestType: ${subscriptionRequestType}`,
829
- `- MDEntryType: ${mdEntryType}`
830
- ].join("\n")
831
- }
832
- }
833
- ]
834
- };
835
- }
836
- default:
837
- throw new Error(`Unknown prompt: ${name}`);
1300
+ const result = await handler(args);
1301
+ return {
1302
+ content: result.content,
1303
+ isError: result.isError
1304
+ };
838
1305
  }
839
- });
1306
+ );
840
1307
  process.on("SIGINT", async () => {
841
1308
  await this.server.close();
842
1309
  process.exit(0);