fixparser-plugin-mcp 9.1.7-63c797c5 → 9.1.7-6afc89c5
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 +120 -193
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +413 -1047
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +121 -194
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +422 -1037
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +7 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +7 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +7 -7
- package/types/MCPLocal.d.ts +9 -33
- package/types/MCPRemote.d.ts +27 -33
- package/types/schemas/index.d.ts +14 -2
- package/types/schemas/schemas.d.ts +1 -1
- package/types/tools/index.d.ts +3 -6
- package/types/tools/marketData.d.ts +7 -13
- package/types/tools/order.d.ts +3 -4
- package/types/tools/parse.d.ts +2 -2
- package/types/tools/parseToJSON.d.ts +2 -2
- package/build/cjs/index.js +0 -1368
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1330
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
- package/types/MCPBase.d.ts +0 -49
- package/types/utils/messageHandler.d.ts +0 -18
package/build/cjs/MCPRemote.js
CHANGED
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@@ -1,9 +1,7 @@
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"use strict";
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-
var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPRemote.ts
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@@ -39,877 +29,29 @@ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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var import_streamableHttp = require("@modelcontextprotocol/sdk/server/streamableHttp.js");
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var import_types = require("@modelcontextprotocol/sdk/types.js");
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var import_zod = require("zod");
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var
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var import_fixparser = require("fixparser");
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @private
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder. user has to explicitly allow executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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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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"A",
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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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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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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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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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]
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
|
|
289
|
-
}
|
|
290
|
-
},
|
|
291
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
292
|
-
}
|
|
293
|
-
},
|
|
294
|
-
getStockGraph: {
|
|
295
|
-
description: "Generates a price chart for a given symbol",
|
|
296
|
-
schema: {
|
|
297
|
-
type: "object",
|
|
298
|
-
properties: {
|
|
299
|
-
symbol: { type: "string" }
|
|
300
|
-
},
|
|
301
|
-
required: ["symbol"]
|
|
302
|
-
}
|
|
303
|
-
},
|
|
304
|
-
getStockPriceHistory: {
|
|
305
|
-
description: "Returns price history for a given symbol",
|
|
306
|
-
schema: {
|
|
307
|
-
type: "object",
|
|
308
|
-
properties: {
|
|
309
|
-
symbol: { type: "string" }
|
|
310
|
-
},
|
|
311
|
-
required: ["symbol"]
|
|
312
|
-
}
|
|
313
|
-
}
|
|
314
|
-
};
|
|
315
|
-
|
|
316
|
-
// src/tools/marketData.ts
|
|
317
|
-
var import_fixparser = require("fixparser");
|
|
318
|
-
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
319
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
320
|
-
return async (args) => {
|
|
321
|
-
try {
|
|
322
|
-
const response = new Promise((resolve) => {
|
|
323
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
324
|
-
});
|
|
325
|
-
const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
|
|
326
|
-
const messageFields = [
|
|
327
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
328
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
329
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
330
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
331
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
332
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
333
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
334
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
335
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
336
|
-
];
|
|
337
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
338
|
-
args.symbols.forEach((symbol) => {
|
|
339
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
340
|
-
});
|
|
341
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
342
|
-
entryTypes.forEach((entryType) => {
|
|
343
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
344
|
-
});
|
|
345
|
-
const mdr = parser.createMessage(...messageFields);
|
|
346
|
-
if (!parser.connected) {
|
|
347
|
-
return {
|
|
348
|
-
content: [
|
|
349
|
-
{
|
|
350
|
-
type: "text",
|
|
351
|
-
text: "Error: Not connected. Ignoring message.",
|
|
352
|
-
uri: "marketDataRequest"
|
|
353
|
-
}
|
|
354
|
-
],
|
|
355
|
-
isError: true
|
|
356
|
-
};
|
|
357
|
-
}
|
|
358
|
-
parser.send(mdr);
|
|
359
|
-
const fixData = await response;
|
|
360
|
-
return {
|
|
361
|
-
content: [
|
|
362
|
-
{
|
|
363
|
-
type: "text",
|
|
364
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
365
|
-
uri: "marketDataRequest"
|
|
366
|
-
}
|
|
367
|
-
]
|
|
368
|
-
};
|
|
369
|
-
} catch (error) {
|
|
370
|
-
return {
|
|
371
|
-
content: [
|
|
372
|
-
{
|
|
373
|
-
type: "text",
|
|
374
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
375
|
-
uri: "marketDataRequest"
|
|
376
|
-
}
|
|
377
|
-
],
|
|
378
|
-
isError: true
|
|
379
|
-
};
|
|
380
|
-
}
|
|
381
|
-
};
|
|
382
|
-
};
|
|
383
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
384
|
-
return async (args) => {
|
|
385
|
-
try {
|
|
386
|
-
const symbol = args.symbol;
|
|
387
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
388
|
-
if (priceHistory.length === 0) {
|
|
389
|
-
return {
|
|
390
|
-
content: [
|
|
391
|
-
{
|
|
392
|
-
type: "text",
|
|
393
|
-
text: `No price data available for ${symbol}`,
|
|
394
|
-
uri: "getStockGraph"
|
|
395
|
-
}
|
|
396
|
-
]
|
|
397
|
-
};
|
|
398
|
-
}
|
|
399
|
-
const chart = new import_quickchart_js.default();
|
|
400
|
-
chart.setWidth(1200);
|
|
401
|
-
chart.setHeight(600);
|
|
402
|
-
chart.setBackgroundColor("transparent");
|
|
403
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
404
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
405
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
406
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
407
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
408
|
-
const config = {
|
|
409
|
-
type: "line",
|
|
410
|
-
data: {
|
|
411
|
-
labels,
|
|
412
|
-
datasets: [
|
|
413
|
-
{
|
|
414
|
-
label: "Bid",
|
|
415
|
-
data: bidData,
|
|
416
|
-
borderColor: "#28a745",
|
|
417
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
418
|
-
fill: false,
|
|
419
|
-
tension: 0.4
|
|
420
|
-
},
|
|
421
|
-
{
|
|
422
|
-
label: "Offer",
|
|
423
|
-
data: offerData,
|
|
424
|
-
borderColor: "#dc3545",
|
|
425
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
426
|
-
fill: false,
|
|
427
|
-
tension: 0.4
|
|
428
|
-
},
|
|
429
|
-
{
|
|
430
|
-
label: "Spread",
|
|
431
|
-
data: spreadData,
|
|
432
|
-
borderColor: "#6c757d",
|
|
433
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
434
|
-
fill: false,
|
|
435
|
-
tension: 0.4
|
|
436
|
-
},
|
|
437
|
-
{
|
|
438
|
-
label: "Volume",
|
|
439
|
-
data: volumeData,
|
|
440
|
-
borderColor: "#007bff",
|
|
441
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
442
|
-
fill: true,
|
|
443
|
-
tension: 0.4
|
|
444
|
-
}
|
|
445
|
-
]
|
|
446
|
-
},
|
|
447
|
-
options: {
|
|
448
|
-
responsive: true,
|
|
449
|
-
plugins: {
|
|
450
|
-
title: {
|
|
451
|
-
display: true,
|
|
452
|
-
text: `${symbol} Market Data`
|
|
453
|
-
}
|
|
454
|
-
},
|
|
455
|
-
scales: {
|
|
456
|
-
y: {
|
|
457
|
-
beginAtZero: false
|
|
458
|
-
}
|
|
459
|
-
}
|
|
460
|
-
}
|
|
461
|
-
};
|
|
462
|
-
chart.setConfig(config);
|
|
463
|
-
const imageBuffer = await chart.toBinary();
|
|
464
|
-
const base64 = imageBuffer.toString("base64");
|
|
465
|
-
return {
|
|
466
|
-
content: [
|
|
467
|
-
{
|
|
468
|
-
type: "resource",
|
|
469
|
-
resource: {
|
|
470
|
-
uri: "resource://graph",
|
|
471
|
-
mimeType: "image/png",
|
|
472
|
-
blob: base64
|
|
473
|
-
}
|
|
474
|
-
}
|
|
475
|
-
]
|
|
476
|
-
};
|
|
477
|
-
} catch (error) {
|
|
478
|
-
return {
|
|
479
|
-
content: [
|
|
480
|
-
{
|
|
481
|
-
type: "text",
|
|
482
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
483
|
-
uri: "getStockGraph"
|
|
484
|
-
}
|
|
485
|
-
],
|
|
486
|
-
isError: true
|
|
487
|
-
};
|
|
488
|
-
}
|
|
489
|
-
};
|
|
490
|
-
};
|
|
491
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
492
|
-
return async (args) => {
|
|
493
|
-
try {
|
|
494
|
-
const symbol = args.symbol;
|
|
495
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
496
|
-
if (priceHistory.length === 0) {
|
|
497
|
-
return {
|
|
498
|
-
content: [
|
|
499
|
-
{
|
|
500
|
-
type: "text",
|
|
501
|
-
text: `No price data available for ${symbol}`,
|
|
502
|
-
uri: "getStockPriceHistory"
|
|
503
|
-
}
|
|
504
|
-
]
|
|
505
|
-
};
|
|
506
|
-
}
|
|
507
|
-
return {
|
|
508
|
-
content: [
|
|
509
|
-
{
|
|
510
|
-
type: "text",
|
|
511
|
-
text: JSON.stringify(
|
|
512
|
-
{
|
|
513
|
-
symbol,
|
|
514
|
-
count: priceHistory.length,
|
|
515
|
-
data: priceHistory.map((point) => ({
|
|
516
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
517
|
-
bid: point.bid,
|
|
518
|
-
offer: point.offer,
|
|
519
|
-
spread: point.spread,
|
|
520
|
-
volume: point.volume
|
|
521
|
-
}))
|
|
522
|
-
},
|
|
523
|
-
null,
|
|
524
|
-
2
|
|
525
|
-
),
|
|
526
|
-
uri: "getStockPriceHistory"
|
|
527
|
-
}
|
|
528
|
-
]
|
|
529
|
-
};
|
|
530
|
-
} catch (error) {
|
|
531
|
-
return {
|
|
532
|
-
content: [
|
|
533
|
-
{
|
|
534
|
-
type: "text",
|
|
535
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
536
|
-
uri: "getStockPriceHistory"
|
|
537
|
-
}
|
|
538
|
-
],
|
|
539
|
-
isError: true
|
|
540
|
-
};
|
|
541
|
-
}
|
|
542
|
-
};
|
|
543
|
-
};
|
|
544
|
-
|
|
545
|
-
// src/tools/order.ts
|
|
546
|
-
var import_fixparser2 = require("fixparser");
|
|
547
|
-
var ordTypeNames = {
|
|
548
|
-
"1": "Market",
|
|
549
|
-
"2": "Limit",
|
|
550
|
-
"3": "Stop",
|
|
551
|
-
"4": "StopLimit",
|
|
552
|
-
"5": "MarketOnClose",
|
|
553
|
-
"6": "WithOrWithout",
|
|
554
|
-
"7": "LimitOrBetter",
|
|
555
|
-
"8": "LimitWithOrWithout",
|
|
556
|
-
"9": "OnBasis",
|
|
557
|
-
A: "OnClose",
|
|
558
|
-
B: "LimitOnClose",
|
|
559
|
-
C: "ForexMarket",
|
|
560
|
-
D: "PreviouslyQuoted",
|
|
561
|
-
E: "PreviouslyIndicated",
|
|
562
|
-
F: "ForexLimit",
|
|
563
|
-
G: "ForexSwap",
|
|
564
|
-
H: "ForexPreviouslyQuoted",
|
|
565
|
-
I: "Funari",
|
|
566
|
-
J: "MarketIfTouched",
|
|
567
|
-
K: "MarketWithLeftOverAsLimit",
|
|
568
|
-
L: "PreviousFundValuationPoint",
|
|
569
|
-
M: "NextFundValuationPoint",
|
|
570
|
-
P: "Pegged",
|
|
571
|
-
Q: "CounterOrderSelection",
|
|
572
|
-
R: "StopOnBidOrOffer",
|
|
573
|
-
S: "StopLimitOnBidOrOffer"
|
|
574
|
-
};
|
|
575
|
-
var sideNames = {
|
|
576
|
-
"1": "Buy",
|
|
577
|
-
"2": "Sell",
|
|
578
|
-
"3": "BuyMinus",
|
|
579
|
-
"4": "SellPlus",
|
|
580
|
-
"5": "SellShort",
|
|
581
|
-
"6": "SellShortExempt",
|
|
582
|
-
"7": "Undisclosed",
|
|
583
|
-
"8": "Cross",
|
|
584
|
-
"9": "CrossShort",
|
|
585
|
-
A: "CrossShortExempt",
|
|
586
|
-
B: "AsDefined",
|
|
587
|
-
C: "Opposite",
|
|
588
|
-
D: "Subscribe",
|
|
589
|
-
E: "Redeem",
|
|
590
|
-
F: "Lend",
|
|
591
|
-
G: "Borrow",
|
|
592
|
-
H: "SellUndisclosed"
|
|
593
|
-
};
|
|
594
|
-
var timeInForceNames = {
|
|
595
|
-
"0": "Day",
|
|
596
|
-
"1": "GoodTillCancel",
|
|
597
|
-
"2": "AtTheOpening",
|
|
598
|
-
"3": "ImmediateOrCancel",
|
|
599
|
-
"4": "FillOrKill",
|
|
600
|
-
"5": "GoodTillCrossing",
|
|
601
|
-
"6": "GoodTillDate",
|
|
602
|
-
"7": "AtTheClose",
|
|
603
|
-
"8": "GoodThroughCrossing",
|
|
604
|
-
"9": "AtCrossing",
|
|
605
|
-
A: "GoodForTime",
|
|
606
|
-
B: "GoodForAuction",
|
|
607
|
-
C: "GoodForMonth"
|
|
608
|
-
};
|
|
609
|
-
var handlInstNames = {
|
|
610
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
611
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
612
|
-
"3": "ManualOrder"
|
|
613
|
-
};
|
|
614
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
615
|
-
return async (args) => {
|
|
616
|
-
try {
|
|
617
|
-
verifiedOrders.set(args.clOrdID, {
|
|
618
|
-
clOrdID: args.clOrdID,
|
|
619
|
-
handlInst: args.handlInst,
|
|
620
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
621
|
-
price: Number.parseFloat(String(args.price)),
|
|
622
|
-
ordType: args.ordType,
|
|
623
|
-
side: args.side,
|
|
624
|
-
symbol: args.symbol,
|
|
625
|
-
timeInForce: args.timeInForce
|
|
626
|
-
});
|
|
627
|
-
return {
|
|
628
|
-
content: [
|
|
629
|
-
{
|
|
630
|
-
type: "text",
|
|
631
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
632
|
-
|
|
633
|
-
Parameters verified:
|
|
634
|
-
- ClOrdID: ${args.clOrdID}
|
|
635
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
636
|
-
- Quantity: ${args.quantity}
|
|
637
|
-
- Price: ${args.price}
|
|
638
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
639
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
640
|
-
- Symbol: ${args.symbol}
|
|
641
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
642
|
-
|
|
643
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
644
|
-
uri: "verifyOrder"
|
|
645
|
-
}
|
|
646
|
-
]
|
|
647
|
-
};
|
|
648
|
-
} catch (error) {
|
|
649
|
-
return {
|
|
650
|
-
content: [
|
|
651
|
-
{
|
|
652
|
-
type: "text",
|
|
653
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
654
|
-
uri: "verifyOrder"
|
|
655
|
-
}
|
|
656
|
-
],
|
|
657
|
-
isError: true
|
|
658
|
-
};
|
|
659
|
-
}
|
|
660
|
-
};
|
|
661
|
-
};
|
|
662
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
663
|
-
return async (args) => {
|
|
664
|
-
try {
|
|
665
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
666
|
-
if (!verifiedOrder) {
|
|
667
|
-
return {
|
|
668
|
-
content: [
|
|
669
|
-
{
|
|
670
|
-
type: "text",
|
|
671
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
672
|
-
uri: "executeOrder"
|
|
673
|
-
}
|
|
674
|
-
],
|
|
675
|
-
isError: true
|
|
676
|
-
};
|
|
677
|
-
}
|
|
678
|
-
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
679
|
-
return {
|
|
680
|
-
content: [
|
|
681
|
-
{
|
|
682
|
-
type: "text",
|
|
683
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
684
|
-
uri: "executeOrder"
|
|
685
|
-
}
|
|
686
|
-
],
|
|
687
|
-
isError: true
|
|
688
|
-
};
|
|
689
|
-
}
|
|
690
|
-
const response = new Promise((resolve) => {
|
|
691
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
692
|
-
});
|
|
693
|
-
const order = parser.createMessage(
|
|
694
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
695
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
696
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
697
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
698
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
699
|
-
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
700
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
701
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
702
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
703
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
704
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
705
|
-
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
706
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
707
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
708
|
-
);
|
|
709
|
-
if (!parser.connected) {
|
|
710
|
-
return {
|
|
711
|
-
content: [
|
|
712
|
-
{
|
|
713
|
-
type: "text",
|
|
714
|
-
text: "Error: Not connected. Ignoring message.",
|
|
715
|
-
uri: "executeOrder"
|
|
716
|
-
}
|
|
717
|
-
],
|
|
718
|
-
isError: true
|
|
719
|
-
};
|
|
720
|
-
}
|
|
721
|
-
parser.send(order);
|
|
722
|
-
const fixData = await response;
|
|
723
|
-
verifiedOrders.delete(args.clOrdID);
|
|
724
|
-
return {
|
|
725
|
-
content: [
|
|
726
|
-
{
|
|
727
|
-
type: "text",
|
|
728
|
-
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
729
|
-
uri: "executeOrder"
|
|
730
|
-
}
|
|
731
|
-
]
|
|
732
|
-
};
|
|
733
|
-
} catch (error) {
|
|
734
|
-
return {
|
|
735
|
-
content: [
|
|
736
|
-
{
|
|
737
|
-
type: "text",
|
|
738
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
739
|
-
uri: "executeOrder"
|
|
740
|
-
}
|
|
741
|
-
],
|
|
742
|
-
isError: true
|
|
743
|
-
};
|
|
744
|
-
}
|
|
745
|
-
};
|
|
746
|
-
};
|
|
747
|
-
|
|
748
|
-
// src/tools/parse.ts
|
|
749
|
-
var createParseHandler = (parser) => {
|
|
750
|
-
return async (args) => {
|
|
751
|
-
try {
|
|
752
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
753
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
754
|
-
return {
|
|
755
|
-
content: [
|
|
756
|
-
{
|
|
757
|
-
type: "text",
|
|
758
|
-
text: "Error: Failed to parse FIX string",
|
|
759
|
-
uri: "parse"
|
|
760
|
-
}
|
|
761
|
-
],
|
|
762
|
-
isError: true
|
|
763
|
-
};
|
|
764
|
-
}
|
|
765
|
-
return {
|
|
766
|
-
content: [
|
|
767
|
-
{
|
|
768
|
-
type: "text",
|
|
769
|
-
text: `${parsedMessage[0].description}
|
|
770
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
771
|
-
uri: "parse"
|
|
772
|
-
}
|
|
773
|
-
]
|
|
774
|
-
};
|
|
775
|
-
} catch (error) {
|
|
776
|
-
return {
|
|
777
|
-
content: [
|
|
778
|
-
{
|
|
779
|
-
type: "text",
|
|
780
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
781
|
-
uri: "parse"
|
|
782
|
-
}
|
|
783
|
-
],
|
|
784
|
-
isError: true
|
|
785
|
-
};
|
|
786
|
-
}
|
|
787
|
-
};
|
|
788
|
-
};
|
|
789
|
-
|
|
790
|
-
// src/tools/parseToJSON.ts
|
|
791
|
-
var createParseToJSONHandler = (parser) => {
|
|
792
|
-
return async (args) => {
|
|
793
|
-
try {
|
|
794
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
795
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
796
|
-
return {
|
|
797
|
-
content: [
|
|
798
|
-
{
|
|
799
|
-
type: "text",
|
|
800
|
-
text: "Error: Failed to parse FIX string",
|
|
801
|
-
uri: "parseToJSON"
|
|
802
|
-
}
|
|
803
|
-
],
|
|
804
|
-
isError: true
|
|
805
|
-
};
|
|
806
|
-
}
|
|
807
|
-
return {
|
|
808
|
-
content: [
|
|
809
|
-
{
|
|
810
|
-
type: "text",
|
|
811
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
812
|
-
uri: "parseToJSON"
|
|
813
|
-
}
|
|
814
|
-
]
|
|
815
|
-
};
|
|
816
|
-
} catch (error) {
|
|
817
|
-
return {
|
|
818
|
-
content: [
|
|
819
|
-
{
|
|
820
|
-
type: "text",
|
|
821
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
822
|
-
uri: "parseToJSON"
|
|
823
|
-
}
|
|
824
|
-
],
|
|
825
|
-
isError: true
|
|
826
|
-
};
|
|
827
|
-
}
|
|
828
|
-
};
|
|
829
|
-
};
|
|
830
|
-
|
|
831
|
-
// src/tools/index.ts
|
|
832
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
833
|
-
parse: createParseHandler(parser),
|
|
834
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
835
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
836
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
837
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
838
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
839
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
840
|
-
});
|
|
841
|
-
|
|
842
|
-
// src/utils/messageHandler.ts
|
|
843
|
-
var import_fixparser3 = require("fixparser");
|
|
844
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
845
|
-
parser.logger.log({
|
|
846
|
-
level: "info",
|
|
847
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
848
|
-
});
|
|
849
|
-
const msgType = message.messageType;
|
|
850
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
851
|
-
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
852
|
-
const entries = message.getField(import_fixparser3.Fields.NoMDEntries)?.value;
|
|
853
|
-
let bid = 0;
|
|
854
|
-
let offer = 0;
|
|
855
|
-
let volume = 0;
|
|
856
|
-
const entryTypes = message.getFields(import_fixparser3.Fields.MDEntryType);
|
|
857
|
-
const entryPrices = message.getFields(import_fixparser3.Fields.MDEntryPx);
|
|
858
|
-
const entrySizes = message.getFields(import_fixparser3.Fields.MDEntrySize);
|
|
859
|
-
if (entryTypes && entryPrices && entrySizes) {
|
|
860
|
-
for (let i = 0; i < entries; i++) {
|
|
861
|
-
const entryType = entryTypes[i]?.value;
|
|
862
|
-
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
863
|
-
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
864
|
-
if (entryType === import_fixparser3.MDEntryType.Bid) {
|
|
865
|
-
bid = entryPrice;
|
|
866
|
-
} else if (entryType === import_fixparser3.MDEntryType.Offer) {
|
|
867
|
-
offer = entryPrice;
|
|
868
|
-
}
|
|
869
|
-
volume += entrySize;
|
|
870
|
-
}
|
|
871
|
-
}
|
|
872
|
-
const spread = offer - bid;
|
|
873
|
-
const timestamp = Date.now();
|
|
874
|
-
const data = {
|
|
875
|
-
timestamp,
|
|
876
|
-
bid,
|
|
877
|
-
offer,
|
|
878
|
-
spread,
|
|
879
|
-
volume
|
|
880
|
-
};
|
|
881
|
-
if (!marketDataPrices.has(symbol)) {
|
|
882
|
-
marketDataPrices.set(symbol, []);
|
|
883
|
-
}
|
|
884
|
-
const prices = marketDataPrices.get(symbol);
|
|
885
|
-
prices.push(data);
|
|
886
|
-
if (prices.length > maxPriceHistory) {
|
|
887
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
888
|
-
}
|
|
889
|
-
onPriceUpdate?.(symbol, data);
|
|
890
|
-
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
891
|
-
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
892
|
-
const callback = pendingRequests.get(reqId);
|
|
893
|
-
if (callback) {
|
|
894
|
-
callback(message);
|
|
895
|
-
pendingRequests.delete(reqId);
|
|
896
|
-
}
|
|
897
|
-
}
|
|
898
|
-
}
|
|
899
|
-
|
|
900
|
-
// src/MCPRemote.ts
|
|
901
|
-
var transports = {};
|
|
902
|
-
var MCPRemote = class extends MCPBase {
|
|
903
|
-
/**
|
|
904
|
-
* Port number the server will listen on.
|
|
905
47
|
* @private
|
|
906
48
|
*/
|
|
907
|
-
|
|
49
|
+
parser;
|
|
908
50
|
/**
|
|
909
51
|
* Node.js HTTP server instance created internally.
|
|
910
52
|
* @private
|
|
911
53
|
*/
|
|
912
|
-
|
|
54
|
+
server;
|
|
913
55
|
/**
|
|
914
56
|
* MCP server instance handling MCP protocol logic.
|
|
915
57
|
* @private
|
|
@@ -919,99 +61,90 @@ var MCPRemote = class extends MCPBase {
|
|
|
919
61
|
* Optional name of the plugin/server instance.
|
|
920
62
|
* @private
|
|
921
63
|
*/
|
|
922
|
-
|
|
64
|
+
name;
|
|
923
65
|
/**
|
|
924
66
|
* Optional version string of the plugin/server.
|
|
925
67
|
* @private
|
|
926
68
|
*/
|
|
927
|
-
|
|
69
|
+
version;
|
|
928
70
|
/**
|
|
929
|
-
*
|
|
71
|
+
* Called when server is setup and listening.
|
|
930
72
|
* @private
|
|
931
73
|
*/
|
|
932
|
-
|
|
74
|
+
onReady = void 0;
|
|
933
75
|
/**
|
|
934
|
-
*
|
|
76
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
77
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
78
|
+
* FIX Message is received.
|
|
935
79
|
* @private
|
|
80
|
+
* @type {Map<string, (data: Message) => void>}
|
|
936
81
|
*/
|
|
937
82
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
938
|
-
/**
|
|
939
|
-
* Map to store market data prices for each symbol
|
|
940
|
-
* @private
|
|
941
|
-
*/
|
|
942
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
943
|
-
/**
|
|
944
|
-
* Maximum number of price points to store per symbol
|
|
945
|
-
* @private
|
|
946
|
-
*/
|
|
947
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
948
83
|
constructor({ port, logger, onReady }) {
|
|
949
|
-
super({ logger, onReady });
|
|
950
84
|
this.port = port;
|
|
85
|
+
if (logger) this.logger = logger;
|
|
86
|
+
if (onReady) this.onReady = onReady;
|
|
951
87
|
}
|
|
952
88
|
async register(parser) {
|
|
953
89
|
this.parser = parser;
|
|
90
|
+
this.parser.addOnMessageCallback((message) => {
|
|
91
|
+
this.logger?.log({
|
|
92
|
+
level: "info",
|
|
93
|
+
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
94
|
+
});
|
|
95
|
+
const msgType = message.messageType;
|
|
96
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
|
|
97
|
+
const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
|
|
98
|
+
if (idField) {
|
|
99
|
+
const id = idField.value;
|
|
100
|
+
if (typeof id === "string" || typeof id === "number") {
|
|
101
|
+
const callback = this.pendingRequests.get(String(id));
|
|
102
|
+
if (callback) {
|
|
103
|
+
callback(message);
|
|
104
|
+
this.pendingRequests.delete(String(id));
|
|
105
|
+
}
|
|
106
|
+
}
|
|
107
|
+
}
|
|
108
|
+
}
|
|
109
|
+
});
|
|
954
110
|
this.logger = parser.logger;
|
|
955
111
|
this.logger?.log({
|
|
956
112
|
level: "info",
|
|
957
113
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
958
114
|
});
|
|
959
|
-
this.
|
|
960
|
-
if (this.parser) {
|
|
961
|
-
handleMessage(
|
|
962
|
-
message,
|
|
963
|
-
this.parser,
|
|
964
|
-
this.pendingRequests,
|
|
965
|
-
this.marketDataPrices,
|
|
966
|
-
this.MAX_PRICE_HISTORY,
|
|
967
|
-
(symbol, data) => {
|
|
968
|
-
this.mcpServer?.tool(
|
|
969
|
-
"priceUpdate",
|
|
970
|
-
{
|
|
971
|
-
description: "Price update notification",
|
|
972
|
-
schema: import_zod.z.object({
|
|
973
|
-
symbol: import_zod.z.string(),
|
|
974
|
-
timestamp: import_zod.z.number(),
|
|
975
|
-
bid: import_zod.z.number(),
|
|
976
|
-
offer: import_zod.z.number(),
|
|
977
|
-
spread: import_zod.z.number(),
|
|
978
|
-
volume: import_zod.z.number()
|
|
979
|
-
})
|
|
980
|
-
},
|
|
981
|
-
() => ({
|
|
982
|
-
content: [
|
|
983
|
-
{
|
|
984
|
-
type: "text",
|
|
985
|
-
text: JSON.stringify({ symbol, ...data })
|
|
986
|
-
}
|
|
987
|
-
]
|
|
988
|
-
})
|
|
989
|
-
);
|
|
990
|
-
}
|
|
991
|
-
);
|
|
992
|
-
}
|
|
993
|
-
});
|
|
994
|
-
this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
|
|
995
|
-
console.log(req.headers);
|
|
996
|
-
this.logger?.log({
|
|
997
|
-
level: "info",
|
|
998
|
-
message: `Incoming request: ${req.method} ${req.url}`
|
|
999
|
-
});
|
|
115
|
+
this.server = (0, import_node_http.createServer)(async (req, res) => {
|
|
1000
116
|
if (!req.url || !req.method) {
|
|
1001
|
-
this.logger?.log({
|
|
1002
|
-
level: "error",
|
|
1003
|
-
message: "Invalid request: missing URL or method"
|
|
1004
|
-
});
|
|
1005
117
|
res.writeHead(400);
|
|
1006
118
|
res.end("Bad Request");
|
|
1007
119
|
return;
|
|
1008
120
|
}
|
|
1009
|
-
|
|
121
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
122
|
+
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
123
|
+
const config = {
|
|
124
|
+
issuer: "https://accounts.google.com",
|
|
125
|
+
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
126
|
+
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
127
|
+
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
128
|
+
response_types_supported: [
|
|
129
|
+
"code",
|
|
130
|
+
"token",
|
|
131
|
+
"id_token",
|
|
132
|
+
"code token",
|
|
133
|
+
"code id_token",
|
|
134
|
+
"token id_token",
|
|
135
|
+
"code token id_token"
|
|
136
|
+
],
|
|
137
|
+
subject_types_supported: ["public"],
|
|
138
|
+
id_token_signing_alg_values_supported: ["RS256"],
|
|
139
|
+
scopes_supported: ["openid", "email", "profile"],
|
|
140
|
+
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
141
|
+
};
|
|
142
|
+
res.writeHead(200, { "Content-Type": "application/json" });
|
|
143
|
+
res.end(JSON.stringify(config));
|
|
144
|
+
return;
|
|
145
|
+
}
|
|
146
|
+
if (url.pathname === "/") {
|
|
1010
147
|
const sessionId = req.headers["mcp-session-id"];
|
|
1011
|
-
this.logger?.log({
|
|
1012
|
-
level: "info",
|
|
1013
|
-
message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
|
|
1014
|
-
});
|
|
1015
148
|
if (req.method === "POST") {
|
|
1016
149
|
const bodyChunks = [];
|
|
1017
150
|
req.on("data", (chunk) => {
|
|
@@ -1022,61 +155,33 @@ var MCPRemote = class extends MCPBase {
|
|
|
1022
155
|
const body = Buffer.concat(bodyChunks).toString();
|
|
1023
156
|
try {
|
|
1024
157
|
parsed = JSON.parse(body);
|
|
1025
|
-
this.logger?.log({
|
|
1026
|
-
level: "info",
|
|
1027
|
-
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
1028
|
-
});
|
|
1029
158
|
} catch (err) {
|
|
1030
|
-
this.logger?.log({
|
|
1031
|
-
level: "error",
|
|
1032
|
-
message: `Failed to parse JSON body: ${err}`
|
|
1033
|
-
});
|
|
1034
159
|
res.writeHead(400);
|
|
1035
160
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
1036
161
|
return;
|
|
1037
162
|
}
|
|
1038
163
|
let transport;
|
|
1039
164
|
if (sessionId && transports[sessionId]) {
|
|
1040
|
-
this.logger?.log({
|
|
1041
|
-
level: "info",
|
|
1042
|
-
message: `Using existing transport for session: ${sessionId}`
|
|
1043
|
-
});
|
|
1044
165
|
transport = transports[sessionId];
|
|
1045
166
|
} else if (!sessionId && req.method === "POST" && (0, import_types.isInitializeRequest)(parsed)) {
|
|
1046
|
-
this.logger?.log({
|
|
1047
|
-
level: "info",
|
|
1048
|
-
message: "Creating new transport for initialization request"
|
|
1049
|
-
});
|
|
1050
167
|
transport = new import_streamableHttp.StreamableHTTPServerTransport({
|
|
1051
168
|
sessionIdGenerator: () => (0, import_node_crypto.randomUUID)(),
|
|
1052
169
|
onsessioninitialized: (sessionId2) => {
|
|
1053
|
-
this.logger?.log({
|
|
1054
|
-
level: "info",
|
|
1055
|
-
message: `New session initialized: ${sessionId2}`
|
|
1056
|
-
});
|
|
1057
170
|
transports[sessionId2] = transport;
|
|
1058
171
|
}
|
|
1059
172
|
});
|
|
1060
173
|
transport.onclose = () => {
|
|
1061
174
|
if (transport.sessionId) {
|
|
1062
|
-
this.logger?.log({
|
|
1063
|
-
level: "info",
|
|
1064
|
-
message: `Session closed: ${transport.sessionId}`
|
|
1065
|
-
});
|
|
1066
175
|
delete transports[transport.sessionId];
|
|
1067
176
|
}
|
|
1068
177
|
};
|
|
1069
178
|
this.mcpServer = new import_mcp.McpServer({
|
|
1070
|
-
name: this.
|
|
1071
|
-
version: this.
|
|
179
|
+
name: this.name || "FIXParser",
|
|
180
|
+
version: this.version || "1.0.0"
|
|
1072
181
|
});
|
|
1073
|
-
this.
|
|
182
|
+
this.addWorkflows();
|
|
1074
183
|
await this.mcpServer.connect(transport);
|
|
1075
184
|
} else {
|
|
1076
|
-
this.logger?.log({
|
|
1077
|
-
level: "error",
|
|
1078
|
-
message: "Invalid request: No valid session ID provided"
|
|
1079
|
-
});
|
|
1080
185
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
1081
186
|
res.end(
|
|
1082
187
|
JSON.stringify({
|
|
@@ -1090,62 +195,26 @@ var MCPRemote = class extends MCPBase {
|
|
|
1090
195
|
);
|
|
1091
196
|
return;
|
|
1092
197
|
}
|
|
1093
|
-
|
|
1094
|
-
await transport.handleRequest(req, res, parsed);
|
|
1095
|
-
this.logger?.log({
|
|
1096
|
-
level: "info",
|
|
1097
|
-
message: "Request handled successfully"
|
|
1098
|
-
});
|
|
1099
|
-
} catch (error) {
|
|
1100
|
-
this.logger?.log({
|
|
1101
|
-
level: "error",
|
|
1102
|
-
message: `Error handling request: ${error}`
|
|
1103
|
-
});
|
|
1104
|
-
throw error;
|
|
1105
|
-
}
|
|
198
|
+
await transport.handleRequest(req, res, parsed);
|
|
1106
199
|
});
|
|
1107
200
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1108
201
|
if (!sessionId || !transports[sessionId]) {
|
|
1109
|
-
this.logger?.log({
|
|
1110
|
-
level: "error",
|
|
1111
|
-
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1112
|
-
});
|
|
1113
202
|
res.writeHead(400);
|
|
1114
203
|
res.end("Invalid or missing session ID");
|
|
1115
204
|
return;
|
|
1116
205
|
}
|
|
1117
206
|
const transport = transports[sessionId];
|
|
1118
|
-
|
|
1119
|
-
await transport.handleRequest(req, res);
|
|
1120
|
-
this.logger?.log({
|
|
1121
|
-
level: "info",
|
|
1122
|
-
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1123
|
-
});
|
|
1124
|
-
} catch (error) {
|
|
1125
|
-
this.logger?.log({
|
|
1126
|
-
level: "error",
|
|
1127
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1128
|
-
});
|
|
1129
|
-
throw error;
|
|
1130
|
-
}
|
|
207
|
+
await transport.handleRequest(req, res);
|
|
1131
208
|
} else {
|
|
1132
|
-
this.logger?.log({
|
|
1133
|
-
level: "error",
|
|
1134
|
-
message: `Method not allowed: ${req.method}`
|
|
1135
|
-
});
|
|
1136
209
|
res.writeHead(405);
|
|
1137
210
|
res.end("Method Not Allowed");
|
|
1138
211
|
}
|
|
1139
|
-
|
|
1140
|
-
this.logger?.log({
|
|
1141
|
-
level: "error",
|
|
1142
|
-
message: `Not found: ${req.url}`
|
|
1143
|
-
});
|
|
1144
|
-
res.writeHead(404);
|
|
1145
|
-
res.end("Not Found");
|
|
212
|
+
return;
|
|
1146
213
|
}
|
|
214
|
+
res.writeHead(404);
|
|
215
|
+
res.end("Not Found");
|
|
1147
216
|
});
|
|
1148
|
-
this.
|
|
217
|
+
this.server.listen(this.port, () => {
|
|
1149
218
|
this.logger?.log({
|
|
1150
219
|
level: "info",
|
|
1151
220
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1155,84 +224,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1155
224
|
this.onReady();
|
|
1156
225
|
}
|
|
1157
226
|
}
|
|
1158
|
-
|
|
227
|
+
addWorkflows() {
|
|
1159
228
|
if (!this.parser) {
|
|
1160
229
|
this.logger?.log({
|
|
1161
230
|
level: "error",
|
|
1162
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
231
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1163
232
|
});
|
|
1164
233
|
return;
|
|
1165
234
|
}
|
|
1166
235
|
if (!this.mcpServer) {
|
|
1167
236
|
this.logger?.log({
|
|
1168
237
|
level: "error",
|
|
1169
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
238
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1170
239
|
});
|
|
1171
240
|
return;
|
|
1172
241
|
}
|
|
1173
242
|
this.mcpServer.tool(
|
|
1174
|
-
"
|
|
243
|
+
"parse",
|
|
244
|
+
"Parses a FIX message and describes it in plain language",
|
|
245
|
+
{ fixString: import_zod.z.string() },
|
|
246
|
+
async ({ fixString }) => {
|
|
247
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
248
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
249
|
+
this.logger?.log({
|
|
250
|
+
level: "error",
|
|
251
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
252
|
+
});
|
|
253
|
+
return {
|
|
254
|
+
isError: true,
|
|
255
|
+
content: [
|
|
256
|
+
{
|
|
257
|
+
type: "text",
|
|
258
|
+
text: "Error: Failed to parse FIX string"
|
|
259
|
+
}
|
|
260
|
+
]
|
|
261
|
+
};
|
|
262
|
+
}
|
|
263
|
+
return {
|
|
264
|
+
content: [
|
|
265
|
+
{
|
|
266
|
+
type: "text",
|
|
267
|
+
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
268
|
+
}
|
|
269
|
+
]
|
|
270
|
+
};
|
|
271
|
+
}
|
|
272
|
+
);
|
|
273
|
+
this.mcpServer.prompt(
|
|
274
|
+
"parse",
|
|
275
|
+
"Parses a FIX message and describes it in plain language",
|
|
276
|
+
{ fixString: import_zod.z.string() },
|
|
277
|
+
({ fixString }) => ({
|
|
278
|
+
messages: [
|
|
279
|
+
{
|
|
280
|
+
role: "user",
|
|
281
|
+
content: {
|
|
282
|
+
type: "text",
|
|
283
|
+
text: `Please parse and explain this FIX message: ${fixString}`
|
|
284
|
+
}
|
|
285
|
+
}
|
|
286
|
+
]
|
|
287
|
+
})
|
|
288
|
+
);
|
|
289
|
+
this.mcpServer.tool(
|
|
290
|
+
"parseToJSON",
|
|
291
|
+
"Parses a FIX message into JSON",
|
|
292
|
+
{ fixString: import_zod.z.string() },
|
|
293
|
+
async ({ fixString }) => {
|
|
294
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
295
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
296
|
+
this.logger?.log({
|
|
297
|
+
level: "error",
|
|
298
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
299
|
+
});
|
|
300
|
+
return {
|
|
301
|
+
isError: true,
|
|
302
|
+
content: [
|
|
303
|
+
{
|
|
304
|
+
type: "text",
|
|
305
|
+
text: "Error: Failed to parse FIX string"
|
|
306
|
+
}
|
|
307
|
+
]
|
|
308
|
+
};
|
|
309
|
+
}
|
|
310
|
+
return {
|
|
311
|
+
content: [
|
|
312
|
+
{
|
|
313
|
+
type: "text",
|
|
314
|
+
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
315
|
+
}
|
|
316
|
+
]
|
|
317
|
+
};
|
|
318
|
+
}
|
|
319
|
+
);
|
|
320
|
+
this.mcpServer.prompt(
|
|
321
|
+
"parseToJSON",
|
|
322
|
+
"Parses a FIX message into JSON",
|
|
323
|
+
{ fixString: import_zod.z.string() },
|
|
324
|
+
({ fixString }) => ({
|
|
325
|
+
messages: [
|
|
326
|
+
{
|
|
327
|
+
role: "user",
|
|
328
|
+
content: {
|
|
329
|
+
type: "text",
|
|
330
|
+
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
331
|
+
}
|
|
332
|
+
}
|
|
333
|
+
]
|
|
334
|
+
})
|
|
335
|
+
);
|
|
336
|
+
this.mcpServer.tool(
|
|
337
|
+
"newOrderSingle",
|
|
338
|
+
"Creates and sends a New Order Single",
|
|
1175
339
|
{
|
|
1176
|
-
|
|
1177
|
-
|
|
340
|
+
clOrdID: import_zod.z.string(),
|
|
341
|
+
handlInst: import_zod.z.enum(["1", "2", "3"]).default(import_fixparser.HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
342
|
+
quantity: import_zod.z.number(),
|
|
343
|
+
price: import_zod.z.number(),
|
|
344
|
+
ordType: import_zod.z.enum([
|
|
345
|
+
"1",
|
|
346
|
+
"2",
|
|
347
|
+
"3",
|
|
348
|
+
"4",
|
|
349
|
+
"5",
|
|
350
|
+
"6",
|
|
351
|
+
"7",
|
|
352
|
+
"8",
|
|
353
|
+
"9",
|
|
354
|
+
"A",
|
|
355
|
+
"B",
|
|
356
|
+
"C",
|
|
357
|
+
"D",
|
|
358
|
+
"E",
|
|
359
|
+
"F",
|
|
360
|
+
"G",
|
|
361
|
+
"H",
|
|
362
|
+
"I",
|
|
363
|
+
"J",
|
|
364
|
+
"K",
|
|
365
|
+
"L",
|
|
366
|
+
"M",
|
|
367
|
+
"P",
|
|
368
|
+
"Q",
|
|
369
|
+
"R",
|
|
370
|
+
"S"
|
|
371
|
+
]).default(import_fixparser.OrdType.Market).optional(),
|
|
372
|
+
side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
373
|
+
// 1 = Buy, 2 = Sell...
|
|
374
|
+
symbol: import_zod.z.string(),
|
|
375
|
+
timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional()
|
|
1178
376
|
},
|
|
1179
|
-
async () => {
|
|
377
|
+
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
378
|
+
const response = new Promise((resolve) => {
|
|
379
|
+
this.pendingRequests.set(clOrdID, resolve);
|
|
380
|
+
});
|
|
381
|
+
const order = this.parser?.createMessage(
|
|
382
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
383
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
384
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
385
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
386
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
387
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
|
|
388
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, side),
|
|
389
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
390
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
391
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
392
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
393
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
394
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
395
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
396
|
+
);
|
|
397
|
+
if (!this.parser?.connected) {
|
|
398
|
+
this.logger?.log({
|
|
399
|
+
level: "error",
|
|
400
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
401
|
+
});
|
|
402
|
+
return {
|
|
403
|
+
isError: true,
|
|
404
|
+
content: [
|
|
405
|
+
{
|
|
406
|
+
type: "text",
|
|
407
|
+
text: "Error: Not connected. Ignoring message."
|
|
408
|
+
}
|
|
409
|
+
]
|
|
410
|
+
};
|
|
411
|
+
}
|
|
412
|
+
this.parser?.send(order);
|
|
413
|
+
this.logger?.log({
|
|
414
|
+
level: "info",
|
|
415
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
416
|
+
});
|
|
417
|
+
const fixData = await response;
|
|
1180
418
|
return {
|
|
1181
419
|
content: [
|
|
1182
420
|
{
|
|
1183
421
|
type: "text",
|
|
1184
|
-
text: JSON.stringify(
|
|
1185
|
-
Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1186
|
-
name,
|
|
1187
|
-
description,
|
|
1188
|
-
inputSchema: schema
|
|
1189
|
-
}))
|
|
1190
|
-
)
|
|
422
|
+
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1191
423
|
}
|
|
1192
424
|
]
|
|
1193
425
|
};
|
|
1194
426
|
}
|
|
1195
427
|
);
|
|
428
|
+
this.mcpServer.prompt(
|
|
429
|
+
"newOrderSingle",
|
|
430
|
+
"Creates and sends a New Order Single",
|
|
431
|
+
{
|
|
432
|
+
clOrdID: import_zod.z.string(),
|
|
433
|
+
handlInst: import_zod.z.string(),
|
|
434
|
+
quantity: import_zod.z.string(),
|
|
435
|
+
price: import_zod.z.string(),
|
|
436
|
+
ordType: import_zod.z.string(),
|
|
437
|
+
side: import_zod.z.string(),
|
|
438
|
+
symbol: import_zod.z.string(),
|
|
439
|
+
timeInForce: import_zod.z.string()
|
|
440
|
+
},
|
|
441
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
442
|
+
messages: [
|
|
443
|
+
{
|
|
444
|
+
role: "user",
|
|
445
|
+
content: {
|
|
446
|
+
type: "text",
|
|
447
|
+
text: [
|
|
448
|
+
"Create a New Order Single FIX message with the following parameters:",
|
|
449
|
+
`- ClOrdID: ${clOrdID}`,
|
|
450
|
+
`- HandlInst: ${handlInst ?? "default"}`,
|
|
451
|
+
`- Quantity: ${quantity}`,
|
|
452
|
+
`- Price: ${price}`,
|
|
453
|
+
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
454
|
+
`- Side: ${side}`,
|
|
455
|
+
`- Symbol: ${symbol}`,
|
|
456
|
+
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
457
|
+
"",
|
|
458
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
459
|
+
].join("\n")
|
|
460
|
+
}
|
|
461
|
+
}
|
|
462
|
+
]
|
|
463
|
+
})
|
|
464
|
+
);
|
|
1196
465
|
this.mcpServer.tool(
|
|
1197
|
-
"
|
|
466
|
+
"marketDataRequest",
|
|
467
|
+
"Sends a request for Market Data with the given symbol",
|
|
1198
468
|
{
|
|
1199
|
-
|
|
1200
|
-
|
|
1201
|
-
|
|
1202
|
-
|
|
1203
|
-
|
|
1204
|
-
|
|
1205
|
-
|
|
1206
|
-
|
|
469
|
+
mdUpdateType: import_zod.z.enum(["0", "1"]).default("0").optional(),
|
|
470
|
+
// MDUpdateType.FullRefresh
|
|
471
|
+
symbol: import_zod.z.string(),
|
|
472
|
+
mdReqID: import_zod.z.string(),
|
|
473
|
+
subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
474
|
+
mdEntryType: import_zod.z.enum([
|
|
475
|
+
"0",
|
|
476
|
+
"1",
|
|
477
|
+
"2",
|
|
478
|
+
"3",
|
|
479
|
+
"4",
|
|
480
|
+
"5",
|
|
481
|
+
"6",
|
|
482
|
+
"7",
|
|
483
|
+
"8",
|
|
484
|
+
"9",
|
|
485
|
+
"A",
|
|
486
|
+
"B",
|
|
487
|
+
"C",
|
|
488
|
+
"D",
|
|
489
|
+
"E",
|
|
490
|
+
"F",
|
|
491
|
+
"G",
|
|
492
|
+
"H",
|
|
493
|
+
"J",
|
|
494
|
+
"K",
|
|
495
|
+
"L",
|
|
496
|
+
"M",
|
|
497
|
+
"N",
|
|
498
|
+
"O",
|
|
499
|
+
"P",
|
|
500
|
+
"Q",
|
|
501
|
+
"S",
|
|
502
|
+
"R",
|
|
503
|
+
"T",
|
|
504
|
+
"U",
|
|
505
|
+
"V",
|
|
506
|
+
"W",
|
|
507
|
+
"X",
|
|
508
|
+
"Y",
|
|
509
|
+
"Z",
|
|
510
|
+
"a",
|
|
511
|
+
"b",
|
|
512
|
+
"c",
|
|
513
|
+
"d",
|
|
514
|
+
"e",
|
|
515
|
+
"g",
|
|
516
|
+
"h",
|
|
517
|
+
"i",
|
|
518
|
+
"t"
|
|
519
|
+
]).default(import_fixparser.MDEntryType.Bid).optional()
|
|
1207
520
|
},
|
|
1208
|
-
async (
|
|
1209
|
-
const
|
|
1210
|
-
|
|
1211
|
-
|
|
1212
|
-
|
|
1213
|
-
|
|
1214
|
-
this.
|
|
521
|
+
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
522
|
+
const response = new Promise((resolve) => {
|
|
523
|
+
this.pendingRequests.set(mdReqID, resolve);
|
|
524
|
+
});
|
|
525
|
+
const marketDataRequest = this.parser?.createMessage(
|
|
526
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
527
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
528
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
529
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
530
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
531
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
532
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
533
|
+
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
534
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
535
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
536
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
537
|
+
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
538
|
+
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
1215
539
|
);
|
|
1216
|
-
|
|
1217
|
-
|
|
540
|
+
if (!this.parser?.connected) {
|
|
541
|
+
this.logger?.log({
|
|
542
|
+
level: "error",
|
|
543
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
544
|
+
});
|
|
1218
545
|
return {
|
|
546
|
+
isError: true,
|
|
1219
547
|
content: [
|
|
1220
548
|
{
|
|
1221
549
|
type: "text",
|
|
1222
|
-
text:
|
|
1223
|
-
uri: name
|
|
550
|
+
text: "Error: Not connected. Ignoring message."
|
|
1224
551
|
}
|
|
1225
|
-
]
|
|
1226
|
-
isError: true
|
|
552
|
+
]
|
|
1227
553
|
};
|
|
1228
554
|
}
|
|
1229
|
-
|
|
555
|
+
this.parser?.send(marketDataRequest);
|
|
556
|
+
this.logger?.log({
|
|
557
|
+
level: "info",
|
|
558
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
559
|
+
});
|
|
560
|
+
const fixData = await response;
|
|
1230
561
|
return {
|
|
1231
|
-
content:
|
|
1232
|
-
|
|
562
|
+
content: [
|
|
563
|
+
{
|
|
564
|
+
type: "text",
|
|
565
|
+
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
566
|
+
}
|
|
567
|
+
]
|
|
1233
568
|
};
|
|
1234
569
|
}
|
|
1235
570
|
);
|
|
571
|
+
this.mcpServer.prompt(
|
|
572
|
+
"marketDataRequest",
|
|
573
|
+
"Sends a request for Market Data with the given symbol",
|
|
574
|
+
{
|
|
575
|
+
mdUpdateType: import_zod.z.string(),
|
|
576
|
+
symbol: import_zod.z.string(),
|
|
577
|
+
mdReqID: import_zod.z.string(),
|
|
578
|
+
subscriptionRequestType: import_zod.z.string(),
|
|
579
|
+
mdEntryType: import_zod.z.string()
|
|
580
|
+
},
|
|
581
|
+
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
582
|
+
messages: [
|
|
583
|
+
{
|
|
584
|
+
role: "user",
|
|
585
|
+
content: {
|
|
586
|
+
type: "text",
|
|
587
|
+
text: [
|
|
588
|
+
"Create a Market Data Request FIX message with the following parameters:",
|
|
589
|
+
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
590
|
+
`- Symbol: ${symbol}`,
|
|
591
|
+
`- MDReqID: ${mdReqID}`,
|
|
592
|
+
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
593
|
+
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
594
|
+
"",
|
|
595
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
596
|
+
].join("\n")
|
|
597
|
+
}
|
|
598
|
+
}
|
|
599
|
+
]
|
|
600
|
+
})
|
|
601
|
+
);
|
|
1236
602
|
}
|
|
1237
603
|
};
|
|
1238
604
|
// Annotate the CommonJS export names for ESM import in node:
|