fixparser-plugin-mcp 9.1.7-620b3399 → 9.1.7-63c797c5

package/build/esm/MCPLocal.mjs

@@ -129,7 +129,7 @@ var toolSchemas = {
     }
   },
   executeOrder: {
-    description: "Executes a verified order. verifyOrder must be called before executeOrder.",
+    description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
     schema: {
       type: "object",
       properties: {
@@ -282,63 +282,10 @@ import QuickChart from "quickchart-js";
 var createMarketDataRequestHandler = (parser, pendingRequests) => {
   return async (args) => {
     try {
-      parser.logger.log({
-        level: "info",
-        message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
-      });
       const response = new Promise((resolve) => {
         pendingRequests.set(args.mdReqID, resolve);
-        parser.logger.log({
-          level: "info",
-          message: `Registered callback for market data request ID: ${args.mdReqID}`
-        });
       });
-      const entryTypes = args.mdEntryTypes || [
-        MDEntryType.Bid,
-        MDEntryType.Offer,
-        MDEntryType.Trade,
-        MDEntryType.IndexValue,
-        MDEntryType.OpeningPrice,
-        MDEntryType.ClosingPrice,
-        MDEntryType.SettlementPrice,
-        MDEntryType.TradingSessionHighPrice,
-        MDEntryType.TradingSessionLowPrice,
-        MDEntryType.VWAP,
-        MDEntryType.Imbalance,
-        MDEntryType.TradeVolume,
-        MDEntryType.OpenInterest,
-        MDEntryType.CompositeUnderlyingPrice,
-        MDEntryType.SimulatedSellPrice,
-        MDEntryType.SimulatedBuyPrice,
-        MDEntryType.MarginRate,
-        MDEntryType.MidPrice,
-        MDEntryType.EmptyBook,
-        MDEntryType.SettleHighPrice,
-        MDEntryType.SettleLowPrice,
-        MDEntryType.PriorSettlePrice,
-        MDEntryType.SessionHighBid,
-        MDEntryType.SessionLowOffer,
-        MDEntryType.EarlyPrices,
-        MDEntryType.AuctionClearingPrice,
-        MDEntryType.SwapValueFactor,
-        MDEntryType.DailyValueAdjustmentForLongPositions,
-        MDEntryType.CumulativeValueAdjustmentForLongPositions,
-        MDEntryType.DailyValueAdjustmentForShortPositions,
-        MDEntryType.CumulativeValueAdjustmentForShortPositions,
-        MDEntryType.FixingPrice,
-        MDEntryType.CashRate,
-        MDEntryType.RecoveryRate,
-        MDEntryType.RecoveryRateForLong,
-        MDEntryType.RecoveryRateForShort,
-        MDEntryType.MarketBid,
-        MDEntryType.MarketOffer,
-        MDEntryType.ShortSaleMinPrice,
-        MDEntryType.PreviousClosingPrice,
-        MDEntryType.ThresholdLimitPriceBanding,
-        MDEntryType.DailyFinancingValue,
-        MDEntryType.AccruedFinancingValue,
-        MDEntryType.TWAP
-      ];
+      const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
       const messageFields = [
         new Field(Fields.MsgType, Messages.MarketDataRequest),
         new Field(Fields.SenderCompID, parser.sender),
@@ -360,10 +307,6 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
       });
       const mdr = parser.createMessage(...messageFields);
       if (!parser.connected) {
-        parser.logger.log({
-          level: "error",
-          message: "Not connected. Cannot send market data request."
-        });
         return {
           content: [
             {
@@ -375,16 +318,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
           isError: true
         };
       }
-      parser.logger.log({
-        level: "info",
-        message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
-      });
       parser.send(mdr);
       const fixData = await response;
-      parser.logger.log({
-        level: "info",
-        message: `Received market data response for request ID: ${args.mdReqID}`
-      });
       return {
         content: [
           {
@@ -433,9 +368,6 @@ var createGetStockGraphHandler = (marketDataPrices) => {
       const offerData = priceHistory.map((point) => point.offer);
       const spreadData = priceHistory.map((point) => point.spread);
       const volumeData = priceHistory.map((point) => point.volume);
-      const tradeData = priceHistory.map((point) => point.trade);
-      const vwapData = priceHistory.map((point) => point.vwap);
-      const twapData = priceHistory.map((point) => point.twap);
       const config = {
         type: "line",
         data: {
@@ -465,30 +397,6 @@ var createGetStockGraphHandler = (marketDataPrices) => {
               fill: false,
               tension: 0.4
             },
-            {
-              label: "Trade",
-              data: tradeData,
-              borderColor: "#ffc107",
-              backgroundColor: "rgba(255, 193, 7, 0.1)",
-              fill: false,
-              tension: 0.4
-            },
-            {
-              label: "VWAP",
-              data: vwapData,
-              borderColor: "#17a2b8",
-              backgroundColor: "rgba(23, 162, 184, 0.1)",
-              fill: false,
-              tension: 0.4
-            },
-            {
-              label: "TWAP",
-              data: twapData,
-              borderColor: "#6610f2",
-              backgroundColor: "rgba(102, 16, 242, 0.1)",
-              fill: false,
-              tension: 0.4
-            },
             {
               label: "Volume",
               data: volumeData,
@@ -534,7 +442,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
         content: [
           {
             type: "text",
-            text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
+            text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
             uri: "getStockGraph"
           }
         ],
@@ -572,48 +480,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
                   bid: point.bid,
                   offer: point.offer,
                   spread: point.spread,
-                  volume: point.volume,
-                  trade: point.trade,
-                  indexValue: point.indexValue,
-                  openingPrice: point.openingPrice,
-                  closingPrice: point.closingPrice,
-                  settlementPrice: point.settlementPrice,
-                  tradingSessionHighPrice: point.tradingSessionHighPrice,
-                  tradingSessionLowPrice: point.tradingSessionLowPrice,
-                  vwap: point.vwap,
-                  imbalance: point.imbalance,
-                  openInterest: point.openInterest,
-                  compositeUnderlyingPrice: point.compositeUnderlyingPrice,
-                  simulatedSellPrice: point.simulatedSellPrice,
-                  simulatedBuyPrice: point.simulatedBuyPrice,
-                  marginRate: point.marginRate,
-                  midPrice: point.midPrice,
-                  emptyBook: point.emptyBook,
-                  settleHighPrice: point.settleHighPrice,
-                  settleLowPrice: point.settleLowPrice,
-                  priorSettlePrice: point.priorSettlePrice,
-                  sessionHighBid: point.sessionHighBid,
-                  sessionLowOffer: point.sessionLowOffer,
-                  earlyPrices: point.earlyPrices,
-                  auctionClearingPrice: point.auctionClearingPrice,
-                  swapValueFactor: point.swapValueFactor,
-                  dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
-                  cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
-                  dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
-                  cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
-                  fixingPrice: point.fixingPrice,
-                  cashRate: point.cashRate,
-                  recoveryRate: point.recoveryRate,
-                  recoveryRateForLong: point.recoveryRateForLong,
-                  recoveryRateForShort: point.recoveryRateForShort,
-                  marketBid: point.marketBid,
-                  marketOffer: point.marketOffer,
-                  shortSaleMinPrice: point.shortSaleMinPrice,
-                  previousClosingPrice: point.previousClosingPrice,
-                  thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
-                  dailyFinancingValue: point.dailyFinancingValue,
-                  accruedFinancingValue: point.accruedFinancingValue,
-                  twap: point.twap
+                  volume: point.volume
                 }))
               },
               null,
@@ -628,7 +495,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
         content: [
           {
             type: "text",
-            text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
+            text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
             uri: "getStockPriceHistory"
           }
         ],
@@ -736,7 +603,7 @@ Parameters verified:
 - Symbol: ${args.symbol}
 - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
 
-To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
+To execute this order, call the executeOrder tool with these exact same parameters.`,
             uri: "verifyOrder"
           }
         ]
@@ -943,245 +810,46 @@ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPr
     message: `MCP Server received message: ${message.messageType}: ${message.description}`
   });
   const msgType = message.messageType;
-  if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
+  if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
     const symbol = message.getField(Fields3.Symbol)?.value;
-    parser.logger.log({
-      level: "info",
-      message: `Processing market data for symbol: ${symbol}`
-    });
-    const fixJson = message.toFIXJSON();
-    const entries = fixJson.Body?.NoMDEntries || [];
-    parser.logger.log({
-      level: "info",
-      message: `Found ${entries.length} market data entries`
-    });
-    const data = {
-      timestamp: Date.now(),
-      bid: 0,
-      offer: 0,
-      spread: 0,
-      volume: 0,
-      trade: 0,
-      indexValue: 0,
-      openingPrice: 0,
-      closingPrice: 0,
-      settlementPrice: 0,
-      tradingSessionHighPrice: 0,
-      tradingSessionLowPrice: 0,
-      vwap: 0,
-      imbalance: 0,
-      openInterest: 0,
-      compositeUnderlyingPrice: 0,
-      simulatedSellPrice: 0,
-      simulatedBuyPrice: 0,
-      marginRate: 0,
-      midPrice: 0,
-      emptyBook: 0,
-      settleHighPrice: 0,
-      settleLowPrice: 0,
-      priorSettlePrice: 0,
-      sessionHighBid: 0,
-      sessionLowOffer: 0,
-      earlyPrices: 0,
-      auctionClearingPrice: 0,
-      swapValueFactor: 0,
-      dailyValueAdjustmentForLongPositions: 0,
-      cumulativeValueAdjustmentForLongPositions: 0,
-      dailyValueAdjustmentForShortPositions: 0,
-      cumulativeValueAdjustmentForShortPositions: 0,
-      fixingPrice: 0,
-      cashRate: 0,
-      recoveryRate: 0,
-      recoveryRateForLong: 0,
-      recoveryRateForShort: 0,
-      marketBid: 0,
-      marketOffer: 0,
-      shortSaleMinPrice: 0,
-      previousClosingPrice: 0,
-      thresholdLimitPriceBanding: 0,
-      dailyFinancingValue: 0,
-      accruedFinancingValue: 0,
-      twap: 0
-    };
-    for (const entry of entries) {
-      const entryType = entry.MDEntryType;
-      const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
-      const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
-      if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
-        parser.logger.log({
-          level: "info",
-          message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
-        });
-      }
-      switch (entryType) {
-        case MDEntryType2.Bid:
-          data.bid = price;
-          break;
-        case MDEntryType2.Offer:
-          data.offer = price;
-          break;
-        case MDEntryType2.Trade:
-          data.trade = price;
-          break;
-        case MDEntryType2.IndexValue:
-          data.indexValue = price;
-          break;
-        case MDEntryType2.OpeningPrice:
-          data.openingPrice = price;
-          break;
-        case MDEntryType2.ClosingPrice:
-          data.closingPrice = price;
-          break;
-        case MDEntryType2.SettlementPrice:
-          data.settlementPrice = price;
-          break;
-        case MDEntryType2.TradingSessionHighPrice:
-          data.tradingSessionHighPrice = price;
-          break;
-        case MDEntryType2.TradingSessionLowPrice:
-          data.tradingSessionLowPrice = price;
-          break;
-        case MDEntryType2.VWAP:
-          data.vwap = price;
-          break;
-        case MDEntryType2.Imbalance:
-          data.imbalance = size;
-          break;
-        case MDEntryType2.TradeVolume:
-          data.volume = size;
-          break;
-        case MDEntryType2.OpenInterest:
-          data.openInterest = size;
-          break;
-        case MDEntryType2.CompositeUnderlyingPrice:
-          data.compositeUnderlyingPrice = price;
-          break;
-        case MDEntryType2.SimulatedSellPrice:
-          data.simulatedSellPrice = price;
-          break;
-        case MDEntryType2.SimulatedBuyPrice:
-          data.simulatedBuyPrice = price;
-          break;
-        case MDEntryType2.MarginRate:
-          data.marginRate = price;
-          break;
-        case MDEntryType2.MidPrice:
-          data.midPrice = price;
-          break;
-        case MDEntryType2.EmptyBook:
-          data.emptyBook = 1;
-          break;
-        case MDEntryType2.SettleHighPrice:
-          data.settleHighPrice = price;
-          break;
-        case MDEntryType2.SettleLowPrice:
-          data.settleLowPrice = price;
-          break;
-        case MDEntryType2.PriorSettlePrice:
-          data.priorSettlePrice = price;
-          break;
-        case MDEntryType2.SessionHighBid:
-          data.sessionHighBid = price;
-          break;
-        case MDEntryType2.SessionLowOffer:
-          data.sessionLowOffer = price;
-          break;
-        case MDEntryType2.EarlyPrices:
-          data.earlyPrices = price;
-          break;
-        case MDEntryType2.AuctionClearingPrice:
-          data.auctionClearingPrice = price;
-          break;
-        case MDEntryType2.SwapValueFactor:
-          data.swapValueFactor = price;
-          break;
-        case MDEntryType2.DailyValueAdjustmentForLongPositions:
-          data.dailyValueAdjustmentForLongPositions = price;
-          break;
-        case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
-          data.cumulativeValueAdjustmentForLongPositions = price;
-          break;
-        case MDEntryType2.DailyValueAdjustmentForShortPositions:
-          data.dailyValueAdjustmentForShortPositions = price;
-          break;
-        case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
-          data.cumulativeValueAdjustmentForShortPositions = price;
-          break;
-        case MDEntryType2.FixingPrice:
-          data.fixingPrice = price;
-          break;
-        case MDEntryType2.CashRate:
-          data.cashRate = price;
-          break;
-        case MDEntryType2.RecoveryRate:
-          data.recoveryRate = price;
-          break;
-        case MDEntryType2.RecoveryRateForLong:
-          data.recoveryRateForLong = price;
-          break;
-        case MDEntryType2.RecoveryRateForShort:
-          data.recoveryRateForShort = price;
-          break;
-        case MDEntryType2.MarketBid:
-          data.marketBid = price;
-          break;
-        case MDEntryType2.MarketOffer:
-          data.marketOffer = price;
-          break;
-        case MDEntryType2.ShortSaleMinPrice:
-          data.shortSaleMinPrice = price;
-          break;
-        case MDEntryType2.PreviousClosingPrice:
-          data.previousClosingPrice = price;
-          break;
-        case MDEntryType2.ThresholdLimitPriceBanding:
-          data.thresholdLimitPriceBanding = price;
-          break;
-        case MDEntryType2.DailyFinancingValue:
-          data.dailyFinancingValue = price;
-          break;
-        case MDEntryType2.AccruedFinancingValue:
-          data.accruedFinancingValue = price;
-          break;
-        case MDEntryType2.TWAP:
-          data.twap = price;
-          break;
+    const entries = message.getField(Fields3.NoMDEntries)?.value;
+    let bid = 0;
+    let offer = 0;
+    let volume = 0;
+    const entryTypes = message.getFields(Fields3.MDEntryType);
+    const entryPrices = message.getFields(Fields3.MDEntryPx);
+    const entrySizes = message.getFields(Fields3.MDEntrySize);
+    if (entryTypes && entryPrices && entrySizes) {
+      for (let i = 0; i < entries; i++) {
+        const entryType = entryTypes[i]?.value;
+        const entryPrice = Number.parseFloat(entryPrices[i]?.value);
+        const entrySize = Number.parseFloat(entrySizes[i]?.value);
+        if (entryType === MDEntryType2.Bid) {
+          bid = entryPrice;
+        } else if (entryType === MDEntryType2.Offer) {
+          offer = entryPrice;
+        }
+        volume += entrySize;
       }
     }
-    data.spread = data.offer - data.bid;
+    const spread = offer - bid;
+    const timestamp = Date.now();
+    const data = {
+      timestamp,
+      bid,
+      offer,
+      spread,
+      volume
+    };
     if (!marketDataPrices.has(symbol)) {
-      parser.logger.log({
-        level: "info",
-        message: `Creating new price history array for symbol: ${symbol}`
-      });
       marketDataPrices.set(symbol, []);
     }
     const prices = marketDataPrices.get(symbol);
     prices.push(data);
-    parser.logger.log({
-      level: "info",
-      message: `Updated price history for ${symbol}. Current size: ${prices.length}`
-    });
     if (prices.length > maxPriceHistory) {
       prices.splice(0, prices.length - maxPriceHistory);
-      parser.logger.log({
-        level: "info",
-        message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
-      });
     }
     onPriceUpdate?.(symbol, data);
-    const mdReqID = message.getField(Fields3.MDReqID)?.value;
-    if (mdReqID) {
-      const callback = pendingRequests.get(mdReqID);
-      if (callback) {
-        callback(message);
-        pendingRequests.delete(mdReqID);
-        parser.logger.log({
-          level: "info",
-          message: `Resolved market data request for ID: ${mdReqID}`
-        });
-      }
-    }
   } else if (msgType === Messages3.ExecutionReport) {
     const reqId = message.getField(Fields3.ClOrdID)?.value;
     const callback = pendingRequests.get(reqId);
@@ -1210,7 +878,7 @@ var MCPLocal = class extends MCPBase {
    */
   marketDataPrices = /* @__PURE__ */ new Map();
   /**
-   * Maximum number of price history entries to keep per symbol
+   * Maximum number of price points to store per symbol
    * @private
    */
   MAX_PRICE_HISTORY = 1e5;