fixparser-plugin-mcp 9.1.7-5f64f22e → 9.1.7-63c797c5
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 +933 -782
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1047 -413
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1368 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +923 -788
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1037 -422
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1330 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +12 -15
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +12 -15
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +10 -10
- package/types/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +33 -7
- package/types/MCPRemote.d.ts +33 -27
- package/types/schemas/index.d.ts +15 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/types/utils/messageHandler.d.ts +18 -0
package/build/esm/MCPLocal.mjs
CHANGED
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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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import { z } from "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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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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"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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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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enum: [
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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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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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],
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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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symbol: { type: "string" },
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timeInForce: {
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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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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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items: {
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enum: [
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"N",
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"T",
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"U",
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"V",
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"W",
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"X",
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"Y",
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|
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"Z"
|
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|
+
]
|
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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
|
}
|
|
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|
-
}
|
|
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
|
-
|
|
234
|
-
|
|
235
|
-
|
|
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
|
-
|
|
238
|
-
|
|
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
|
-
|
|
241
|
-
|
|
242
|
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|
|
243
|
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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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|
|
250
|
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|
|
251
|
-
|
|
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
|
+
const response = new Promise((resolve) => {
|
|
286
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
287
|
+
});
|
|
288
|
+
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
|
289
|
+
const messageFields = [
|
|
290
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
291
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
292
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
293
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
294
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
295
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
296
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
297
|
+
new Field(Fields.MarketDepth, 0),
|
|
298
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
299
|
+
];
|
|
300
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
301
|
+
args.symbols.forEach((symbol) => {
|
|
302
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
303
|
+
});
|
|
304
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
305
|
+
entryTypes.forEach((entryType) => {
|
|
306
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
307
|
+
});
|
|
308
|
+
const mdr = parser.createMessage(...messageFields);
|
|
309
|
+
if (!parser.connected) {
|
|
310
|
+
return {
|
|
311
|
+
content: [
|
|
312
|
+
{
|
|
313
|
+
type: "text",
|
|
314
|
+
text: "Error: Not connected. Ignoring message.",
|
|
315
|
+
uri: "marketDataRequest"
|
|
316
|
+
}
|
|
317
|
+
],
|
|
318
|
+
isError: true
|
|
319
|
+
};
|
|
253
320
|
}
|
|
254
|
-
|
|
255
|
-
|
|
256
|
-
this.server.setRequestHandler(ListResourcesRequestSchema, async () => {
|
|
321
|
+
parser.send(mdr);
|
|
322
|
+
const fixData = await response;
|
|
257
323
|
return {
|
|
258
|
-
|
|
324
|
+
content: [
|
|
325
|
+
{
|
|
326
|
+
type: "text",
|
|
327
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
328
|
+
uri: "marketDataRequest"
|
|
329
|
+
}
|
|
330
|
+
]
|
|
259
331
|
};
|
|
260
|
-
})
|
|
261
|
-
this.server.setRequestHandler(ListToolsRequestSchema, async () => {
|
|
332
|
+
} catch (error) {
|
|
262
333
|
return {
|
|
263
|
-
|
|
264
|
-
{
|
|
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
|
-
},
|
|
334
|
+
content: [
|
|
279
335
|
{
|
|
280
|
-
|
|
281
|
-
|
|
282
|
-
|
|
336
|
+
type: "text",
|
|
337
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
338
|
+
uri: "marketDataRequest"
|
|
339
|
+
}
|
|
340
|
+
],
|
|
341
|
+
isError: true
|
|
342
|
+
};
|
|
343
|
+
}
|
|
344
|
+
};
|
|
345
|
+
};
|
|
346
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
347
|
+
return async (args) => {
|
|
348
|
+
try {
|
|
349
|
+
const symbol = args.symbol;
|
|
350
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
351
|
+
if (priceHistory.length === 0) {
|
|
352
|
+
return {
|
|
353
|
+
content: [
|
|
354
|
+
{
|
|
355
|
+
type: "text",
|
|
356
|
+
text: `No price data available for ${symbol}`,
|
|
357
|
+
uri: "getStockGraph"
|
|
358
|
+
}
|
|
359
|
+
]
|
|
360
|
+
};
|
|
361
|
+
}
|
|
362
|
+
const chart = new QuickChart();
|
|
363
|
+
chart.setWidth(1200);
|
|
364
|
+
chart.setHeight(600);
|
|
365
|
+
chart.setBackgroundColor("transparent");
|
|
366
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
367
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
368
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
369
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
370
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
371
|
+
const config = {
|
|
372
|
+
type: "line",
|
|
373
|
+
data: {
|
|
374
|
+
labels,
|
|
375
|
+
datasets: [
|
|
376
|
+
{
|
|
377
|
+
label: "Bid",
|
|
378
|
+
data: bidData,
|
|
379
|
+
borderColor: "#28a745",
|
|
380
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
381
|
+
fill: false,
|
|
382
|
+
tension: 0.4
|
|
383
|
+
},
|
|
384
|
+
{
|
|
385
|
+
label: "Offer",
|
|
386
|
+
data: offerData,
|
|
387
|
+
borderColor: "#dc3545",
|
|
388
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
389
|
+
fill: false,
|
|
390
|
+
tension: 0.4
|
|
391
|
+
},
|
|
392
|
+
{
|
|
393
|
+
label: "Spread",
|
|
394
|
+
data: spreadData,
|
|
395
|
+
borderColor: "#6c757d",
|
|
396
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
397
|
+
fill: false,
|
|
398
|
+
tension: 0.4
|
|
399
|
+
},
|
|
400
|
+
{
|
|
401
|
+
label: "Volume",
|
|
402
|
+
data: volumeData,
|
|
403
|
+
borderColor: "#007bff",
|
|
404
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
405
|
+
fill: true,
|
|
406
|
+
tension: 0.4
|
|
407
|
+
}
|
|
408
|
+
]
|
|
409
|
+
},
|
|
410
|
+
options: {
|
|
411
|
+
responsive: true,
|
|
412
|
+
plugins: {
|
|
413
|
+
title: {
|
|
414
|
+
display: true,
|
|
415
|
+
text: `${symbol} Market Data`
|
|
416
|
+
}
|
|
283
417
|
},
|
|
418
|
+
scales: {
|
|
419
|
+
y: {
|
|
420
|
+
beginAtZero: false
|
|
421
|
+
}
|
|
422
|
+
}
|
|
423
|
+
}
|
|
424
|
+
};
|
|
425
|
+
chart.setConfig(config);
|
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426
|
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const imageBuffer = await chart.toBinary();
|
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|
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const base64 = imageBuffer.toString("base64");
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return {
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content: [
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{
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type: "resource",
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resource: {
|
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|
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uri: "resource://graph",
|
|
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+
mimeType: "image/png",
|
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blob: base64
|
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}
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}
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};
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})
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|
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const parsedMessage = this.parser?.parse(fixString);
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|
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if (!parsedMessage || parsedMessage.length === 0) {
|
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return {
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isError: true,
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content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
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return {
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content: [
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{
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type: "text",
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text: `${parsedMessage[0].description}
|
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${parsedMessage[0].messageTypeDescription}`
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}
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]
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};
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|
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} catch (error) {
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return {
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|
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isError: true,
|
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|
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content: [
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|
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{
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|
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type: "text",
|
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text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
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321
|
-
}
|
|
322
|
-
]
|
|
323
|
-
};
|
|
440
|
+
} catch (error) {
|
|
441
|
+
return {
|
|
442
|
+
content: [
|
|
443
|
+
{
|
|
444
|
+
type: "text",
|
|
445
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
446
|
+
uri: "getStockGraph"
|
|
324
447
|
}
|
|
325
|
-
|
|
326
|
-
|
|
327
|
-
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328
|
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329
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|
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333
|
-
|
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334
|
-
|
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448
|
+
],
|
|
449
|
+
isError: true
|
|
450
|
+
};
|
|
451
|
+
}
|
|
452
|
+
};
|
|
453
|
+
};
|
|
454
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
455
|
+
return async (args) => {
|
|
456
|
+
try {
|
|
457
|
+
const symbol = args.symbol;
|
|
458
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
459
|
+
if (priceHistory.length === 0) {
|
|
460
|
+
return {
|
|
461
|
+
content: [
|
|
462
|
+
{
|
|
463
|
+
type: "text",
|
|
464
|
+
text: `No price data available for ${symbol}`,
|
|
465
|
+
uri: "getStockPriceHistory"
|
|
335
466
|
}
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
|
|
341
|
-
|
|
342
|
-
|
|
343
|
-
|
|
344
|
-
|
|
345
|
-
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
|
|
349
|
-
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
|
|
353
|
-
|
|
467
|
+
]
|
|
468
|
+
};
|
|
469
|
+
}
|
|
470
|
+
return {
|
|
471
|
+
content: [
|
|
472
|
+
{
|
|
473
|
+
type: "text",
|
|
474
|
+
text: JSON.stringify(
|
|
475
|
+
{
|
|
476
|
+
symbol,
|
|
477
|
+
count: priceHistory.length,
|
|
478
|
+
data: priceHistory.map((point) => ({
|
|
479
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
480
|
+
bid: point.bid,
|
|
481
|
+
offer: point.offer,
|
|
482
|
+
spread: point.spread,
|
|
483
|
+
volume: point.volume
|
|
484
|
+
}))
|
|
485
|
+
},
|
|
486
|
+
null,
|
|
487
|
+
2
|
|
488
|
+
),
|
|
489
|
+
uri: "getStockPriceHistory"
|
|
354
490
|
}
|
|
355
|
-
|
|
356
|
-
|
|
357
|
-
|
|
358
|
-
|
|
359
|
-
|
|
360
|
-
|
|
361
|
-
|
|
362
|
-
|
|
363
|
-
|
|
364
|
-
|
|
365
|
-
|
|
366
|
-
|
|
367
|
-
|
|
368
|
-
|
|
369
|
-
|
|
370
|
-
|
|
371
|
-
|
|
372
|
-
|
|
373
|
-
|
|
374
|
-
|
|
491
|
+
]
|
|
492
|
+
};
|
|
493
|
+
} catch (error) {
|
|
494
|
+
return {
|
|
495
|
+
content: [
|
|
496
|
+
{
|
|
497
|
+
type: "text",
|
|
498
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
499
|
+
uri: "getStockPriceHistory"
|
|
500
|
+
}
|
|
501
|
+
],
|
|
502
|
+
isError: true
|
|
503
|
+
};
|
|
504
|
+
}
|
|
505
|
+
};
|
|
506
|
+
};
|
|
507
|
+
|
|
508
|
+
// src/tools/order.ts
|
|
509
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
510
|
+
var ordTypeNames = {
|
|
511
|
+
"1": "Market",
|
|
512
|
+
"2": "Limit",
|
|
513
|
+
"3": "Stop",
|
|
514
|
+
"4": "StopLimit",
|
|
515
|
+
"5": "MarketOnClose",
|
|
516
|
+
"6": "WithOrWithout",
|
|
517
|
+
"7": "LimitOrBetter",
|
|
518
|
+
"8": "LimitWithOrWithout",
|
|
519
|
+
"9": "OnBasis",
|
|
520
|
+
A: "OnClose",
|
|
521
|
+
B: "LimitOnClose",
|
|
522
|
+
C: "ForexMarket",
|
|
523
|
+
D: "PreviouslyQuoted",
|
|
524
|
+
E: "PreviouslyIndicated",
|
|
525
|
+
F: "ForexLimit",
|
|
526
|
+
G: "ForexSwap",
|
|
527
|
+
H: "ForexPreviouslyQuoted",
|
|
528
|
+
I: "Funari",
|
|
529
|
+
J: "MarketIfTouched",
|
|
530
|
+
K: "MarketWithLeftOverAsLimit",
|
|
531
|
+
L: "PreviousFundValuationPoint",
|
|
532
|
+
M: "NextFundValuationPoint",
|
|
533
|
+
P: "Pegged",
|
|
534
|
+
Q: "CounterOrderSelection",
|
|
535
|
+
R: "StopOnBidOrOffer",
|
|
536
|
+
S: "StopLimitOnBidOrOffer"
|
|
537
|
+
};
|
|
538
|
+
var sideNames = {
|
|
539
|
+
"1": "Buy",
|
|
540
|
+
"2": "Sell",
|
|
541
|
+
"3": "BuyMinus",
|
|
542
|
+
"4": "SellPlus",
|
|
543
|
+
"5": "SellShort",
|
|
544
|
+
"6": "SellShortExempt",
|
|
545
|
+
"7": "Undisclosed",
|
|
546
|
+
"8": "Cross",
|
|
547
|
+
"9": "CrossShort",
|
|
548
|
+
A: "CrossShortExempt",
|
|
549
|
+
B: "AsDefined",
|
|
550
|
+
C: "Opposite",
|
|
551
|
+
D: "Subscribe",
|
|
552
|
+
E: "Redeem",
|
|
553
|
+
F: "Lend",
|
|
554
|
+
G: "Borrow",
|
|
555
|
+
H: "SellUndisclosed"
|
|
556
|
+
};
|
|
557
|
+
var timeInForceNames = {
|
|
558
|
+
"0": "Day",
|
|
559
|
+
"1": "GoodTillCancel",
|
|
560
|
+
"2": "AtTheOpening",
|
|
561
|
+
"3": "ImmediateOrCancel",
|
|
562
|
+
"4": "FillOrKill",
|
|
563
|
+
"5": "GoodTillCrossing",
|
|
564
|
+
"6": "GoodTillDate",
|
|
565
|
+
"7": "AtTheClose",
|
|
566
|
+
"8": "GoodThroughCrossing",
|
|
567
|
+
"9": "AtCrossing",
|
|
568
|
+
A: "GoodForTime",
|
|
569
|
+
B: "GoodForAuction",
|
|
570
|
+
C: "GoodForMonth"
|
|
571
|
+
};
|
|
572
|
+
var handlInstNames = {
|
|
573
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
574
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
575
|
+
"3": "ManualOrder"
|
|
576
|
+
};
|
|
577
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
578
|
+
return async (args) => {
|
|
579
|
+
try {
|
|
580
|
+
verifiedOrders.set(args.clOrdID, {
|
|
581
|
+
clOrdID: args.clOrdID,
|
|
582
|
+
handlInst: args.handlInst,
|
|
583
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
584
|
+
price: Number.parseFloat(String(args.price)),
|
|
585
|
+
ordType: args.ordType,
|
|
586
|
+
side: args.side,
|
|
587
|
+
symbol: args.symbol,
|
|
588
|
+
timeInForce: args.timeInForce
|
|
589
|
+
});
|
|
590
|
+
return {
|
|
591
|
+
content: [
|
|
592
|
+
{
|
|
593
|
+
type: "text",
|
|
594
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
595
|
+
|
|
375
596
|
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}
|
|
597
|
+
- ClOrdID: ${args.clOrdID}
|
|
598
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
599
|
+
- Quantity: ${args.quantity}
|
|
600
|
+
- Price: ${args.price}
|
|
601
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
602
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
603
|
+
- Symbol: ${args.symbol}
|
|
604
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
384
605
|
|
|
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
|
-
};
|
|
606
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
607
|
+
uri: "verifyOrder"
|
|
399
608
|
}
|
|
400
|
-
|
|
401
|
-
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
|
|
407
|
-
|
|
408
|
-
|
|
409
|
-
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
}
|
|
609
|
+
]
|
|
610
|
+
};
|
|
611
|
+
} catch (error) {
|
|
612
|
+
return {
|
|
613
|
+
content: [
|
|
614
|
+
{
|
|
615
|
+
type: "text",
|
|
616
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
617
|
+
uri: "verifyOrder"
|
|
618
|
+
}
|
|
619
|
+
],
|
|
620
|
+
isError: true
|
|
621
|
+
};
|
|
622
|
+
}
|
|
623
|
+
};
|
|
624
|
+
};
|
|
625
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
626
|
+
return async (args) => {
|
|
627
|
+
try {
|
|
628
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
629
|
+
if (!verifiedOrder) {
|
|
630
|
+
return {
|
|
631
|
+
content: [
|
|
632
|
+
{
|
|
633
|
+
type: "text",
|
|
634
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
635
|
+
uri: "executeOrder"
|
|
426
636
|
}
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
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
|
-
};
|
|
637
|
+
],
|
|
638
|
+
isError: true
|
|
639
|
+
};
|
|
640
|
+
}
|
|
641
|
+
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
642
|
+
return {
|
|
643
|
+
content: [
|
|
644
|
+
{
|
|
645
|
+
type: "text",
|
|
646
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
647
|
+
uri: "executeOrder"
|
|
456
648
|
}
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
460
|
-
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
464
|
-
|
|
465
|
-
|
|
466
|
-
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
|
|
470
|
-
|
|
471
|
-
|
|
472
|
-
|
|
473
|
-
|
|
474
|
-
|
|
475
|
-
|
|
476
|
-
|
|
477
|
-
|
|
478
|
-
|
|
479
|
-
|
|
480
|
-
|
|
481
|
-
|
|
482
|
-
|
|
483
|
-
|
|
484
|
-
|
|
485
|
-
|
|
486
|
-
|
|
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
|
-
};
|
|
649
|
+
],
|
|
650
|
+
isError: true
|
|
651
|
+
};
|
|
652
|
+
}
|
|
653
|
+
const response = new Promise((resolve) => {
|
|
654
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
655
|
+
});
|
|
656
|
+
const order = parser.createMessage(
|
|
657
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
658
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
659
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
660
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
661
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
662
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
663
|
+
new Field2(Fields2.Side, args.side),
|
|
664
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
665
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
666
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
667
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
668
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
669
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
670
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
671
|
+
);
|
|
672
|
+
if (!parser.connected) {
|
|
673
|
+
return {
|
|
674
|
+
content: [
|
|
675
|
+
{
|
|
676
|
+
type: "text",
|
|
677
|
+
text: "Error: Not connected. Ignoring message.",
|
|
678
|
+
uri: "executeOrder"
|
|
514
679
|
}
|
|
515
|
-
|
|
516
|
-
|
|
517
|
-
|
|
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}`);
|
|
680
|
+
],
|
|
681
|
+
isError: true
|
|
682
|
+
};
|
|
539
683
|
}
|
|
540
|
-
|
|
541
|
-
|
|
684
|
+
parser.send(order);
|
|
685
|
+
const fixData = await response;
|
|
686
|
+
verifiedOrders.delete(args.clOrdID);
|
|
542
687
|
return {
|
|
543
|
-
|
|
688
|
+
content: [
|
|
544
689
|
{
|
|
545
|
-
|
|
546
|
-
|
|
547
|
-
|
|
548
|
-
|
|
549
|
-
|
|
550
|
-
|
|
551
|
-
|
|
552
|
-
|
|
553
|
-
|
|
554
|
-
},
|
|
690
|
+
type: "text",
|
|
691
|
+
text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
692
|
+
uri: "executeOrder"
|
|
693
|
+
}
|
|
694
|
+
]
|
|
695
|
+
};
|
|
696
|
+
} catch (error) {
|
|
697
|
+
return {
|
|
698
|
+
content: [
|
|
555
699
|
{
|
|
556
|
-
|
|
557
|
-
|
|
558
|
-
|
|
559
|
-
|
|
560
|
-
|
|
561
|
-
|
|
562
|
-
|
|
563
|
-
|
|
564
|
-
|
|
565
|
-
|
|
700
|
+
type: "text",
|
|
701
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
702
|
+
uri: "executeOrder"
|
|
703
|
+
}
|
|
704
|
+
],
|
|
705
|
+
isError: true
|
|
706
|
+
};
|
|
707
|
+
}
|
|
708
|
+
};
|
|
709
|
+
};
|
|
710
|
+
|
|
711
|
+
// src/tools/parse.ts
|
|
712
|
+
var createParseHandler = (parser) => {
|
|
713
|
+
return async (args) => {
|
|
714
|
+
try {
|
|
715
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
716
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
717
|
+
return {
|
|
718
|
+
content: [
|
|
719
|
+
{
|
|
720
|
+
type: "text",
|
|
721
|
+
text: "Error: Failed to parse FIX string",
|
|
722
|
+
uri: "parse"
|
|
723
|
+
}
|
|
724
|
+
],
|
|
725
|
+
isError: true
|
|
726
|
+
};
|
|
727
|
+
}
|
|
728
|
+
return {
|
|
729
|
+
content: [
|
|
566
730
|
{
|
|
567
|
-
|
|
568
|
-
|
|
569
|
-
|
|
570
|
-
|
|
571
|
-
|
|
572
|
-
|
|
573
|
-
|
|
574
|
-
|
|
575
|
-
|
|
576
|
-
|
|
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
|
-
},
|
|
731
|
+
type: "text",
|
|
732
|
+
text: `${parsedMessage[0].description}
|
|
733
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
734
|
+
uri: "parse"
|
|
735
|
+
}
|
|
736
|
+
]
|
|
737
|
+
};
|
|
738
|
+
} catch (error) {
|
|
739
|
+
return {
|
|
740
|
+
content: [
|
|
612
741
|
{
|
|
613
|
-
|
|
614
|
-
|
|
615
|
-
|
|
616
|
-
|
|
617
|
-
|
|
618
|
-
|
|
619
|
-
|
|
620
|
-
|
|
621
|
-
|
|
622
|
-
|
|
623
|
-
|
|
624
|
-
|
|
625
|
-
|
|
626
|
-
|
|
627
|
-
|
|
628
|
-
|
|
629
|
-
|
|
630
|
-
|
|
631
|
-
|
|
632
|
-
|
|
633
|
-
|
|
634
|
-
|
|
635
|
-
|
|
636
|
-
|
|
637
|
-
|
|
638
|
-
|
|
639
|
-
|
|
640
|
-
|
|
641
|
-
|
|
642
|
-
|
|
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
|
-
},
|
|
742
|
+
type: "text",
|
|
743
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
744
|
+
uri: "parse"
|
|
745
|
+
}
|
|
746
|
+
],
|
|
747
|
+
isError: true
|
|
748
|
+
};
|
|
749
|
+
}
|
|
750
|
+
};
|
|
751
|
+
};
|
|
752
|
+
|
|
753
|
+
// src/tools/parseToJSON.ts
|
|
754
|
+
var createParseToJSONHandler = (parser) => {
|
|
755
|
+
return async (args) => {
|
|
756
|
+
try {
|
|
757
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
758
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
759
|
+
return {
|
|
760
|
+
content: [
|
|
761
|
+
{
|
|
762
|
+
type: "text",
|
|
763
|
+
text: "Error: Failed to parse FIX string",
|
|
764
|
+
uri: "parseToJSON"
|
|
765
|
+
}
|
|
766
|
+
],
|
|
767
|
+
isError: true
|
|
768
|
+
};
|
|
769
|
+
}
|
|
770
|
+
return {
|
|
771
|
+
content: [
|
|
658
772
|
{
|
|
659
|
-
|
|
660
|
-
|
|
661
|
-
|
|
662
|
-
{
|
|
663
|
-
name: "mdUpdateType",
|
|
664
|
-
description: "Market data update type (0=FullRefresh, 1=IncrementalRefresh)",
|
|
665
|
-
required: true
|
|
666
|
-
},
|
|
667
|
-
{
|
|
668
|
-
name: "symbol",
|
|
669
|
-
description: "Trading symbol",
|
|
670
|
-
required: true
|
|
671
|
-
},
|
|
672
|
-
{
|
|
673
|
-
name: "mdReqID",
|
|
674
|
-
description: "Market data request ID",
|
|
675
|
-
required: true
|
|
676
|
-
},
|
|
677
|
-
{
|
|
678
|
-
name: "subscriptionRequestType",
|
|
679
|
-
description: "Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
680
|
-
required: true
|
|
681
|
-
},
|
|
682
|
-
{
|
|
683
|
-
name: "mdEntryType",
|
|
684
|
-
description: "Market data entry type (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
685
|
-
required: true
|
|
686
|
-
}
|
|
687
|
-
]
|
|
773
|
+
type: "text",
|
|
774
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
775
|
+
uri: "parseToJSON"
|
|
688
776
|
}
|
|
689
777
|
]
|
|
690
778
|
};
|
|
691
|
-
})
|
|
692
|
-
|
|
693
|
-
|
|
694
|
-
|
|
695
|
-
|
|
696
|
-
|
|
697
|
-
|
|
698
|
-
|
|
699
|
-
|
|
700
|
-
|
|
701
|
-
|
|
702
|
-
|
|
703
|
-
|
|
704
|
-
|
|
705
|
-
|
|
706
|
-
|
|
707
|
-
|
|
708
|
-
|
|
709
|
-
|
|
710
|
-
|
|
711
|
-
|
|
712
|
-
|
|
713
|
-
|
|
714
|
-
|
|
715
|
-
|
|
716
|
-
|
|
717
|
-
|
|
718
|
-
|
|
719
|
-
|
|
720
|
-
|
|
721
|
-
|
|
722
|
-
|
|
723
|
-
|
|
724
|
-
|
|
725
|
-
|
|
726
|
-
|
|
727
|
-
|
|
728
|
-
|
|
729
|
-
|
|
730
|
-
|
|
731
|
-
|
|
732
|
-
|
|
733
|
-
|
|
734
|
-
|
|
735
|
-
|
|
736
|
-
|
|
737
|
-
|
|
738
|
-
|
|
739
|
-
|
|
740
|
-
|
|
741
|
-
|
|
742
|
-
|
|
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
|
-
};
|
|
779
|
+
} catch (error) {
|
|
780
|
+
return {
|
|
781
|
+
content: [
|
|
782
|
+
{
|
|
783
|
+
type: "text",
|
|
784
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
785
|
+
uri: "parseToJSON"
|
|
786
|
+
}
|
|
787
|
+
],
|
|
788
|
+
isError: true
|
|
789
|
+
};
|
|
790
|
+
}
|
|
791
|
+
};
|
|
792
|
+
};
|
|
793
|
+
|
|
794
|
+
// src/tools/index.ts
|
|
795
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
796
|
+
parse: createParseHandler(parser),
|
|
797
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
798
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
799
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
800
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
801
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
802
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
803
|
+
});
|
|
804
|
+
|
|
805
|
+
// src/utils/messageHandler.ts
|
|
806
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
807
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
808
|
+
parser.logger.log({
|
|
809
|
+
level: "info",
|
|
810
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
811
|
+
});
|
|
812
|
+
const msgType = message.messageType;
|
|
813
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
814
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
815
|
+
const entries = message.getField(Fields3.NoMDEntries)?.value;
|
|
816
|
+
let bid = 0;
|
|
817
|
+
let offer = 0;
|
|
818
|
+
let volume = 0;
|
|
819
|
+
const entryTypes = message.getFields(Fields3.MDEntryType);
|
|
820
|
+
const entryPrices = message.getFields(Fields3.MDEntryPx);
|
|
821
|
+
const entrySizes = message.getFields(Fields3.MDEntrySize);
|
|
822
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
823
|
+
for (let i = 0; i < entries; i++) {
|
|
824
|
+
const entryType = entryTypes[i]?.value;
|
|
825
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
826
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
827
|
+
if (entryType === MDEntryType2.Bid) {
|
|
828
|
+
bid = entryPrice;
|
|
829
|
+
} else if (entryType === MDEntryType2.Offer) {
|
|
830
|
+
offer = entryPrice;
|
|
799
831
|
}
|
|
800
|
-
|
|
801
|
-
|
|
832
|
+
volume += entrySize;
|
|
833
|
+
}
|
|
834
|
+
}
|
|
835
|
+
const spread = offer - bid;
|
|
836
|
+
const timestamp = Date.now();
|
|
837
|
+
const data = {
|
|
838
|
+
timestamp,
|
|
839
|
+
bid,
|
|
840
|
+
offer,
|
|
841
|
+
spread,
|
|
842
|
+
volume
|
|
843
|
+
};
|
|
844
|
+
if (!marketDataPrices.has(symbol)) {
|
|
845
|
+
marketDataPrices.set(symbol, []);
|
|
846
|
+
}
|
|
847
|
+
const prices = marketDataPrices.get(symbol);
|
|
848
|
+
prices.push(data);
|
|
849
|
+
if (prices.length > maxPriceHistory) {
|
|
850
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
851
|
+
}
|
|
852
|
+
onPriceUpdate?.(symbol, data);
|
|
853
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
854
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
855
|
+
const callback = pendingRequests.get(reqId);
|
|
856
|
+
if (callback) {
|
|
857
|
+
callback(message);
|
|
858
|
+
pendingRequests.delete(reqId);
|
|
859
|
+
}
|
|
860
|
+
}
|
|
861
|
+
}
|
|
862
|
+
|
|
863
|
+
// src/MCPLocal.ts
|
|
864
|
+
var MCPLocal = class extends MCPBase {
|
|
865
|
+
/**
|
|
866
|
+
* Map to store verified orders before execution
|
|
867
|
+
* @private
|
|
868
|
+
*/
|
|
869
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
870
|
+
/**
|
|
871
|
+
* Map to store pending requests and their callbacks
|
|
872
|
+
* @private
|
|
873
|
+
*/
|
|
874
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
875
|
+
/**
|
|
876
|
+
* Map to store market data prices for each symbol
|
|
877
|
+
* @private
|
|
878
|
+
*/
|
|
879
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
880
|
+
/**
|
|
881
|
+
* Maximum number of price points to store per symbol
|
|
882
|
+
* @private
|
|
883
|
+
*/
|
|
884
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
885
|
+
server = new Server(
|
|
886
|
+
{
|
|
887
|
+
name: "fixparser",
|
|
888
|
+
version: "1.0.0"
|
|
889
|
+
},
|
|
890
|
+
{
|
|
891
|
+
capabilities: {
|
|
892
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
893
|
+
(acc, [name, { description, schema }]) => {
|
|
894
|
+
acc[name] = {
|
|
895
|
+
description,
|
|
896
|
+
parameters: schema
|
|
897
|
+
};
|
|
898
|
+
return acc;
|
|
899
|
+
},
|
|
900
|
+
{}
|
|
901
|
+
)
|
|
902
|
+
}
|
|
903
|
+
}
|
|
904
|
+
);
|
|
905
|
+
transport = new StdioServerTransport();
|
|
906
|
+
constructor({ logger, onReady }) {
|
|
907
|
+
super({ logger, onReady });
|
|
908
|
+
}
|
|
909
|
+
async register(parser) {
|
|
910
|
+
this.parser = parser;
|
|
911
|
+
this.parser.addOnMessageCallback((message) => {
|
|
912
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
913
|
+
});
|
|
914
|
+
this.addWorkflows();
|
|
915
|
+
await this.server.connect(this.transport);
|
|
916
|
+
if (this.onReady) {
|
|
917
|
+
this.onReady();
|
|
918
|
+
}
|
|
919
|
+
}
|
|
920
|
+
addWorkflows() {
|
|
921
|
+
if (!this.parser) {
|
|
922
|
+
return;
|
|
923
|
+
}
|
|
924
|
+
if (!this.server) {
|
|
925
|
+
return;
|
|
926
|
+
}
|
|
927
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
928
|
+
return {
|
|
929
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
930
|
+
name,
|
|
931
|
+
description,
|
|
932
|
+
inputSchema: schema
|
|
933
|
+
}))
|
|
934
|
+
};
|
|
935
|
+
});
|
|
936
|
+
this.server.setRequestHandler(
|
|
937
|
+
z.object({
|
|
938
|
+
method: z.literal("tools/call"),
|
|
939
|
+
params: z.object({
|
|
940
|
+
name: z.string(),
|
|
941
|
+
arguments: z.any(),
|
|
942
|
+
_meta: z.object({
|
|
943
|
+
progressToken: z.number()
|
|
944
|
+
}).optional()
|
|
945
|
+
})
|
|
946
|
+
}),
|
|
947
|
+
async (request) => {
|
|
948
|
+
const { name, arguments: args } = request.params;
|
|
949
|
+
const toolHandlers = createToolHandlers(
|
|
950
|
+
this.parser,
|
|
951
|
+
this.verifiedOrders,
|
|
952
|
+
this.pendingRequests,
|
|
953
|
+
this.marketDataPrices
|
|
954
|
+
);
|
|
955
|
+
const handler = toolHandlers[name];
|
|
956
|
+
if (!handler) {
|
|
802
957
|
return {
|
|
803
|
-
|
|
958
|
+
content: [
|
|
804
959
|
{
|
|
805
|
-
|
|
806
|
-
|
|
807
|
-
|
|
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
|
-
}
|
|
960
|
+
type: "text",
|
|
961
|
+
text: `Tool not found: ${name}`,
|
|
962
|
+
uri: name
|
|
832
963
|
}
|
|
833
|
-
]
|
|
964
|
+
],
|
|
965
|
+
isError: true
|
|
834
966
|
};
|
|
835
967
|
}
|
|
836
|
-
|
|
837
|
-
|
|
968
|
+
const result = await handler(args);
|
|
969
|
+
return {
|
|
970
|
+
content: result.content,
|
|
971
|
+
isError: result.isError
|
|
972
|
+
};
|
|
838
973
|
}
|
|
839
|
-
|
|
974
|
+
);
|
|
840
975
|
process.on("SIGINT", async () => {
|
|
841
976
|
await this.server.close();
|
|
842
977
|
process.exit(0);
|