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/esm/MCPRemote.mjs
CHANGED
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@@ -5,877 +5,38 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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import { z } from "zod";
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-
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9
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-
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import {
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Field,
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Fields,
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HandlInst,
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MDEntryType,
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Messages,
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OrdType,
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SubscriptionRequestType,
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TimeInForce
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} from "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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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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"A",
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"B",
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"C",
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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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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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type: "array",
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items: {
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enum: [
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"M",
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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"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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schema: {
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273
|
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type: "object",
|
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274
|
-
properties: {
|
|
275
|
-
symbol: { type: "string" }
|
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276
|
-
},
|
|
277
|
-
required: ["symbol"]
|
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278
|
-
}
|
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279
|
-
}
|
|
280
|
-
};
|
|
281
|
-
|
|
282
|
-
// src/tools/marketData.ts
|
|
283
|
-
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
-
import QuickChart from "quickchart-js";
|
|
285
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
-
return async (args) => {
|
|
287
|
-
try {
|
|
288
|
-
const response = new Promise((resolve) => {
|
|
289
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
290
|
-
});
|
|
291
|
-
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
|
292
|
-
const messageFields = [
|
|
293
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
294
|
-
new Field(Fields.SenderCompID, parser.sender),
|
|
295
|
-
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
296
|
-
new Field(Fields.TargetCompID, parser.target),
|
|
297
|
-
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
298
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
299
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
300
|
-
new Field(Fields.MarketDepth, 0),
|
|
301
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
302
|
-
];
|
|
303
|
-
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
304
|
-
args.symbols.forEach((symbol) => {
|
|
305
|
-
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
306
|
-
});
|
|
307
|
-
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
308
|
-
entryTypes.forEach((entryType) => {
|
|
309
|
-
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
310
|
-
});
|
|
311
|
-
const mdr = parser.createMessage(...messageFields);
|
|
312
|
-
if (!parser.connected) {
|
|
313
|
-
return {
|
|
314
|
-
content: [
|
|
315
|
-
{
|
|
316
|
-
type: "text",
|
|
317
|
-
text: "Error: Not connected. Ignoring message.",
|
|
318
|
-
uri: "marketDataRequest"
|
|
319
|
-
}
|
|
320
|
-
],
|
|
321
|
-
isError: true
|
|
322
|
-
};
|
|
323
|
-
}
|
|
324
|
-
parser.send(mdr);
|
|
325
|
-
const fixData = await response;
|
|
326
|
-
return {
|
|
327
|
-
content: [
|
|
328
|
-
{
|
|
329
|
-
type: "text",
|
|
330
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
331
|
-
uri: "marketDataRequest"
|
|
332
|
-
}
|
|
333
|
-
]
|
|
334
|
-
};
|
|
335
|
-
} catch (error) {
|
|
336
|
-
return {
|
|
337
|
-
content: [
|
|
338
|
-
{
|
|
339
|
-
type: "text",
|
|
340
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
341
|
-
uri: "marketDataRequest"
|
|
342
|
-
}
|
|
343
|
-
],
|
|
344
|
-
isError: true
|
|
345
|
-
};
|
|
346
|
-
}
|
|
347
|
-
};
|
|
348
|
-
};
|
|
349
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
350
|
-
return async (args) => {
|
|
351
|
-
try {
|
|
352
|
-
const symbol = args.symbol;
|
|
353
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
354
|
-
if (priceHistory.length === 0) {
|
|
355
|
-
return {
|
|
356
|
-
content: [
|
|
357
|
-
{
|
|
358
|
-
type: "text",
|
|
359
|
-
text: `No price data available for ${symbol}`,
|
|
360
|
-
uri: "getStockGraph"
|
|
361
|
-
}
|
|
362
|
-
]
|
|
363
|
-
};
|
|
364
|
-
}
|
|
365
|
-
const chart = new QuickChart();
|
|
366
|
-
chart.setWidth(1200);
|
|
367
|
-
chart.setHeight(600);
|
|
368
|
-
chart.setBackgroundColor("transparent");
|
|
369
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
370
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
371
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
372
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
373
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
374
|
-
const config = {
|
|
375
|
-
type: "line",
|
|
376
|
-
data: {
|
|
377
|
-
labels,
|
|
378
|
-
datasets: [
|
|
379
|
-
{
|
|
380
|
-
label: "Bid",
|
|
381
|
-
data: bidData,
|
|
382
|
-
borderColor: "#28a745",
|
|
383
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
384
|
-
fill: false,
|
|
385
|
-
tension: 0.4
|
|
386
|
-
},
|
|
387
|
-
{
|
|
388
|
-
label: "Offer",
|
|
389
|
-
data: offerData,
|
|
390
|
-
borderColor: "#dc3545",
|
|
391
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
392
|
-
fill: false,
|
|
393
|
-
tension: 0.4
|
|
394
|
-
},
|
|
395
|
-
{
|
|
396
|
-
label: "Spread",
|
|
397
|
-
data: spreadData,
|
|
398
|
-
borderColor: "#6c757d",
|
|
399
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
400
|
-
fill: false,
|
|
401
|
-
tension: 0.4
|
|
402
|
-
},
|
|
403
|
-
{
|
|
404
|
-
label: "Volume",
|
|
405
|
-
data: volumeData,
|
|
406
|
-
borderColor: "#007bff",
|
|
407
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
408
|
-
fill: true,
|
|
409
|
-
tension: 0.4
|
|
410
|
-
}
|
|
411
|
-
]
|
|
412
|
-
},
|
|
413
|
-
options: {
|
|
414
|
-
responsive: true,
|
|
415
|
-
plugins: {
|
|
416
|
-
title: {
|
|
417
|
-
display: true,
|
|
418
|
-
text: `${symbol} Market Data`
|
|
419
|
-
}
|
|
420
|
-
},
|
|
421
|
-
scales: {
|
|
422
|
-
y: {
|
|
423
|
-
beginAtZero: false
|
|
424
|
-
}
|
|
425
|
-
}
|
|
426
|
-
}
|
|
427
|
-
};
|
|
428
|
-
chart.setConfig(config);
|
|
429
|
-
const imageBuffer = await chart.toBinary();
|
|
430
|
-
const base64 = imageBuffer.toString("base64");
|
|
431
|
-
return {
|
|
432
|
-
content: [
|
|
433
|
-
{
|
|
434
|
-
type: "resource",
|
|
435
|
-
resource: {
|
|
436
|
-
uri: "resource://graph",
|
|
437
|
-
mimeType: "image/png",
|
|
438
|
-
blob: base64
|
|
439
|
-
}
|
|
440
|
-
}
|
|
441
|
-
]
|
|
442
|
-
};
|
|
443
|
-
} catch (error) {
|
|
444
|
-
return {
|
|
445
|
-
content: [
|
|
446
|
-
{
|
|
447
|
-
type: "text",
|
|
448
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
449
|
-
uri: "getStockGraph"
|
|
450
|
-
}
|
|
451
|
-
],
|
|
452
|
-
isError: true
|
|
453
|
-
};
|
|
454
|
-
}
|
|
455
|
-
};
|
|
456
|
-
};
|
|
457
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
458
|
-
return async (args) => {
|
|
459
|
-
try {
|
|
460
|
-
const symbol = args.symbol;
|
|
461
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
462
|
-
if (priceHistory.length === 0) {
|
|
463
|
-
return {
|
|
464
|
-
content: [
|
|
465
|
-
{
|
|
466
|
-
type: "text",
|
|
467
|
-
text: `No price data available for ${symbol}`,
|
|
468
|
-
uri: "getStockPriceHistory"
|
|
469
|
-
}
|
|
470
|
-
]
|
|
471
|
-
};
|
|
472
|
-
}
|
|
473
|
-
return {
|
|
474
|
-
content: [
|
|
475
|
-
{
|
|
476
|
-
type: "text",
|
|
477
|
-
text: JSON.stringify(
|
|
478
|
-
{
|
|
479
|
-
symbol,
|
|
480
|
-
count: priceHistory.length,
|
|
481
|
-
data: priceHistory.map((point) => ({
|
|
482
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
483
|
-
bid: point.bid,
|
|
484
|
-
offer: point.offer,
|
|
485
|
-
spread: point.spread,
|
|
486
|
-
volume: point.volume
|
|
487
|
-
}))
|
|
488
|
-
},
|
|
489
|
-
null,
|
|
490
|
-
2
|
|
491
|
-
),
|
|
492
|
-
uri: "getStockPriceHistory"
|
|
493
|
-
}
|
|
494
|
-
]
|
|
495
|
-
};
|
|
496
|
-
} catch (error) {
|
|
497
|
-
return {
|
|
498
|
-
content: [
|
|
499
|
-
{
|
|
500
|
-
type: "text",
|
|
501
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
502
|
-
uri: "getStockPriceHistory"
|
|
503
|
-
}
|
|
504
|
-
],
|
|
505
|
-
isError: true
|
|
506
|
-
};
|
|
507
|
-
}
|
|
508
|
-
};
|
|
509
|
-
};
|
|
510
|
-
|
|
511
|
-
// src/tools/order.ts
|
|
512
|
-
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
513
|
-
var ordTypeNames = {
|
|
514
|
-
"1": "Market",
|
|
515
|
-
"2": "Limit",
|
|
516
|
-
"3": "Stop",
|
|
517
|
-
"4": "StopLimit",
|
|
518
|
-
"5": "MarketOnClose",
|
|
519
|
-
"6": "WithOrWithout",
|
|
520
|
-
"7": "LimitOrBetter",
|
|
521
|
-
"8": "LimitWithOrWithout",
|
|
522
|
-
"9": "OnBasis",
|
|
523
|
-
A: "OnClose",
|
|
524
|
-
B: "LimitOnClose",
|
|
525
|
-
C: "ForexMarket",
|
|
526
|
-
D: "PreviouslyQuoted",
|
|
527
|
-
E: "PreviouslyIndicated",
|
|
528
|
-
F: "ForexLimit",
|
|
529
|
-
G: "ForexSwap",
|
|
530
|
-
H: "ForexPreviouslyQuoted",
|
|
531
|
-
I: "Funari",
|
|
532
|
-
J: "MarketIfTouched",
|
|
533
|
-
K: "MarketWithLeftOverAsLimit",
|
|
534
|
-
L: "PreviousFundValuationPoint",
|
|
535
|
-
M: "NextFundValuationPoint",
|
|
536
|
-
P: "Pegged",
|
|
537
|
-
Q: "CounterOrderSelection",
|
|
538
|
-
R: "StopOnBidOrOffer",
|
|
539
|
-
S: "StopLimitOnBidOrOffer"
|
|
540
|
-
};
|
|
541
|
-
var sideNames = {
|
|
542
|
-
"1": "Buy",
|
|
543
|
-
"2": "Sell",
|
|
544
|
-
"3": "BuyMinus",
|
|
545
|
-
"4": "SellPlus",
|
|
546
|
-
"5": "SellShort",
|
|
547
|
-
"6": "SellShortExempt",
|
|
548
|
-
"7": "Undisclosed",
|
|
549
|
-
"8": "Cross",
|
|
550
|
-
"9": "CrossShort",
|
|
551
|
-
A: "CrossShortExempt",
|
|
552
|
-
B: "AsDefined",
|
|
553
|
-
C: "Opposite",
|
|
554
|
-
D: "Subscribe",
|
|
555
|
-
E: "Redeem",
|
|
556
|
-
F: "Lend",
|
|
557
|
-
G: "Borrow",
|
|
558
|
-
H: "SellUndisclosed"
|
|
559
|
-
};
|
|
560
|
-
var timeInForceNames = {
|
|
561
|
-
"0": "Day",
|
|
562
|
-
"1": "GoodTillCancel",
|
|
563
|
-
"2": "AtTheOpening",
|
|
564
|
-
"3": "ImmediateOrCancel",
|
|
565
|
-
"4": "FillOrKill",
|
|
566
|
-
"5": "GoodTillCrossing",
|
|
567
|
-
"6": "GoodTillDate",
|
|
568
|
-
"7": "AtTheClose",
|
|
569
|
-
"8": "GoodThroughCrossing",
|
|
570
|
-
"9": "AtCrossing",
|
|
571
|
-
A: "GoodForTime",
|
|
572
|
-
B: "GoodForAuction",
|
|
573
|
-
C: "GoodForMonth"
|
|
574
|
-
};
|
|
575
|
-
var handlInstNames = {
|
|
576
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
577
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
578
|
-
"3": "ManualOrder"
|
|
579
|
-
};
|
|
580
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
581
|
-
return async (args) => {
|
|
582
|
-
try {
|
|
583
|
-
verifiedOrders.set(args.clOrdID, {
|
|
584
|
-
clOrdID: args.clOrdID,
|
|
585
|
-
handlInst: args.handlInst,
|
|
586
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
587
|
-
price: Number.parseFloat(String(args.price)),
|
|
588
|
-
ordType: args.ordType,
|
|
589
|
-
side: args.side,
|
|
590
|
-
symbol: args.symbol,
|
|
591
|
-
timeInForce: args.timeInForce
|
|
592
|
-
});
|
|
593
|
-
return {
|
|
594
|
-
content: [
|
|
595
|
-
{
|
|
596
|
-
type: "text",
|
|
597
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
598
|
-
|
|
599
|
-
Parameters verified:
|
|
600
|
-
- ClOrdID: ${args.clOrdID}
|
|
601
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
602
|
-
- Quantity: ${args.quantity}
|
|
603
|
-
- Price: ${args.price}
|
|
604
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
605
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
606
|
-
- Symbol: ${args.symbol}
|
|
607
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
608
|
-
|
|
609
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
610
|
-
uri: "verifyOrder"
|
|
611
|
-
}
|
|
612
|
-
]
|
|
613
|
-
};
|
|
614
|
-
} catch (error) {
|
|
615
|
-
return {
|
|
616
|
-
content: [
|
|
617
|
-
{
|
|
618
|
-
type: "text",
|
|
619
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
620
|
-
uri: "verifyOrder"
|
|
621
|
-
}
|
|
622
|
-
],
|
|
623
|
-
isError: true
|
|
624
|
-
};
|
|
625
|
-
}
|
|
626
|
-
};
|
|
627
|
-
};
|
|
628
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
629
|
-
return async (args) => {
|
|
630
|
-
try {
|
|
631
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
632
|
-
if (!verifiedOrder) {
|
|
633
|
-
return {
|
|
634
|
-
content: [
|
|
635
|
-
{
|
|
636
|
-
type: "text",
|
|
637
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
638
|
-
uri: "executeOrder"
|
|
639
|
-
}
|
|
640
|
-
],
|
|
641
|
-
isError: true
|
|
642
|
-
};
|
|
643
|
-
}
|
|
644
|
-
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) {
|
|
645
|
-
return {
|
|
646
|
-
content: [
|
|
647
|
-
{
|
|
648
|
-
type: "text",
|
|
649
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
650
|
-
uri: "executeOrder"
|
|
651
|
-
}
|
|
652
|
-
],
|
|
653
|
-
isError: true
|
|
654
|
-
};
|
|
655
|
-
}
|
|
656
|
-
const response = new Promise((resolve) => {
|
|
657
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
658
|
-
});
|
|
659
|
-
const order = parser.createMessage(
|
|
660
|
-
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
661
|
-
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
662
|
-
new Field2(Fields2.SenderCompID, parser.sender),
|
|
663
|
-
new Field2(Fields2.TargetCompID, parser.target),
|
|
664
|
-
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
665
|
-
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
666
|
-
new Field2(Fields2.Side, args.side),
|
|
667
|
-
new Field2(Fields2.Symbol, args.symbol),
|
|
668
|
-
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
669
|
-
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
670
|
-
new Field2(Fields2.OrdType, args.ordType),
|
|
671
|
-
new Field2(Fields2.HandlInst, args.handlInst),
|
|
672
|
-
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
673
|
-
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
674
|
-
);
|
|
675
|
-
if (!parser.connected) {
|
|
676
|
-
return {
|
|
677
|
-
content: [
|
|
678
|
-
{
|
|
679
|
-
type: "text",
|
|
680
|
-
text: "Error: Not connected. Ignoring message.",
|
|
681
|
-
uri: "executeOrder"
|
|
682
|
-
}
|
|
683
|
-
],
|
|
684
|
-
isError: true
|
|
685
|
-
};
|
|
686
|
-
}
|
|
687
|
-
parser.send(order);
|
|
688
|
-
const fixData = await response;
|
|
689
|
-
verifiedOrders.delete(args.clOrdID);
|
|
690
|
-
return {
|
|
691
|
-
content: [
|
|
692
|
-
{
|
|
693
|
-
type: "text",
|
|
694
|
-
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())}`,
|
|
695
|
-
uri: "executeOrder"
|
|
696
|
-
}
|
|
697
|
-
]
|
|
698
|
-
};
|
|
699
|
-
} catch (error) {
|
|
700
|
-
return {
|
|
701
|
-
content: [
|
|
702
|
-
{
|
|
703
|
-
type: "text",
|
|
704
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
705
|
-
uri: "executeOrder"
|
|
706
|
-
}
|
|
707
|
-
],
|
|
708
|
-
isError: true
|
|
709
|
-
};
|
|
710
|
-
}
|
|
711
|
-
};
|
|
712
|
-
};
|
|
713
|
-
|
|
714
|
-
// src/tools/parse.ts
|
|
715
|
-
var createParseHandler = (parser) => {
|
|
716
|
-
return async (args) => {
|
|
717
|
-
try {
|
|
718
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
719
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
720
|
-
return {
|
|
721
|
-
content: [
|
|
722
|
-
{
|
|
723
|
-
type: "text",
|
|
724
|
-
text: "Error: Failed to parse FIX string",
|
|
725
|
-
uri: "parse"
|
|
726
|
-
}
|
|
727
|
-
],
|
|
728
|
-
isError: true
|
|
729
|
-
};
|
|
730
|
-
}
|
|
731
|
-
return {
|
|
732
|
-
content: [
|
|
733
|
-
{
|
|
734
|
-
type: "text",
|
|
735
|
-
text: `${parsedMessage[0].description}
|
|
736
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
737
|
-
uri: "parse"
|
|
738
|
-
}
|
|
739
|
-
]
|
|
740
|
-
};
|
|
741
|
-
} catch (error) {
|
|
742
|
-
return {
|
|
743
|
-
content: [
|
|
744
|
-
{
|
|
745
|
-
type: "text",
|
|
746
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
747
|
-
uri: "parse"
|
|
748
|
-
}
|
|
749
|
-
],
|
|
750
|
-
isError: true
|
|
751
|
-
};
|
|
752
|
-
}
|
|
753
|
-
};
|
|
754
|
-
};
|
|
755
|
-
|
|
756
|
-
// src/tools/parseToJSON.ts
|
|
757
|
-
var createParseToJSONHandler = (parser) => {
|
|
758
|
-
return async (args) => {
|
|
759
|
-
try {
|
|
760
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
761
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
762
|
-
return {
|
|
763
|
-
content: [
|
|
764
|
-
{
|
|
765
|
-
type: "text",
|
|
766
|
-
text: "Error: Failed to parse FIX string",
|
|
767
|
-
uri: "parseToJSON"
|
|
768
|
-
}
|
|
769
|
-
],
|
|
770
|
-
isError: true
|
|
771
|
-
};
|
|
772
|
-
}
|
|
773
|
-
return {
|
|
774
|
-
content: [
|
|
775
|
-
{
|
|
776
|
-
type: "text",
|
|
777
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
778
|
-
uri: "parseToJSON"
|
|
779
|
-
}
|
|
780
|
-
]
|
|
781
|
-
};
|
|
782
|
-
} catch (error) {
|
|
783
|
-
return {
|
|
784
|
-
content: [
|
|
785
|
-
{
|
|
786
|
-
type: "text",
|
|
787
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
788
|
-
uri: "parseToJSON"
|
|
789
|
-
}
|
|
790
|
-
],
|
|
791
|
-
isError: true
|
|
792
|
-
};
|
|
793
|
-
}
|
|
794
|
-
};
|
|
795
|
-
};
|
|
796
|
-
|
|
797
|
-
// src/tools/index.ts
|
|
798
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
799
|
-
parse: createParseHandler(parser),
|
|
800
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
801
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
802
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
803
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
804
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
805
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
806
|
-
});
|
|
807
|
-
|
|
808
|
-
// src/utils/messageHandler.ts
|
|
809
|
-
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
810
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
811
|
-
parser.logger.log({
|
|
812
|
-
level: "info",
|
|
813
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
814
|
-
});
|
|
815
|
-
const msgType = message.messageType;
|
|
816
|
-
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
817
|
-
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
818
|
-
const entries = message.getField(Fields3.NoMDEntries)?.value;
|
|
819
|
-
let bid = 0;
|
|
820
|
-
let offer = 0;
|
|
821
|
-
let volume = 0;
|
|
822
|
-
const entryTypes = message.getFields(Fields3.MDEntryType);
|
|
823
|
-
const entryPrices = message.getFields(Fields3.MDEntryPx);
|
|
824
|
-
const entrySizes = message.getFields(Fields3.MDEntrySize);
|
|
825
|
-
if (entryTypes && entryPrices && entrySizes) {
|
|
826
|
-
for (let i = 0; i < entries; i++) {
|
|
827
|
-
const entryType = entryTypes[i]?.value;
|
|
828
|
-
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
829
|
-
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
830
|
-
if (entryType === MDEntryType2.Bid) {
|
|
831
|
-
bid = entryPrice;
|
|
832
|
-
} else if (entryType === MDEntryType2.Offer) {
|
|
833
|
-
offer = entryPrice;
|
|
834
|
-
}
|
|
835
|
-
volume += entrySize;
|
|
836
|
-
}
|
|
837
|
-
}
|
|
838
|
-
const spread = offer - bid;
|
|
839
|
-
const timestamp = Date.now();
|
|
840
|
-
const data = {
|
|
841
|
-
timestamp,
|
|
842
|
-
bid,
|
|
843
|
-
offer,
|
|
844
|
-
spread,
|
|
845
|
-
volume
|
|
846
|
-
};
|
|
847
|
-
if (!marketDataPrices.has(symbol)) {
|
|
848
|
-
marketDataPrices.set(symbol, []);
|
|
849
|
-
}
|
|
850
|
-
const prices = marketDataPrices.get(symbol);
|
|
851
|
-
prices.push(data);
|
|
852
|
-
if (prices.length > maxPriceHistory) {
|
|
853
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
854
|
-
}
|
|
855
|
-
onPriceUpdate?.(symbol, data);
|
|
856
|
-
} else if (msgType === Messages3.ExecutionReport) {
|
|
857
|
-
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
858
|
-
const callback = pendingRequests.get(reqId);
|
|
859
|
-
if (callback) {
|
|
860
|
-
callback(message);
|
|
861
|
-
pendingRequests.delete(reqId);
|
|
862
|
-
}
|
|
863
|
-
}
|
|
864
|
-
}
|
|
865
|
-
|
|
866
|
-
// src/MCPRemote.ts
|
|
867
|
-
var transports = {};
|
|
868
|
-
var MCPRemote = class extends MCPBase {
|
|
869
|
-
/**
|
|
870
|
-
* Port number the server will listen on.
|
|
871
32
|
* @private
|
|
872
33
|
*/
|
|
873
|
-
|
|
34
|
+
parser;
|
|
874
35
|
/**
|
|
875
36
|
* Node.js HTTP server instance created internally.
|
|
876
37
|
* @private
|
|
877
38
|
*/
|
|
878
|
-
|
|
39
|
+
server;
|
|
879
40
|
/**
|
|
880
41
|
* MCP server instance handling MCP protocol logic.
|
|
881
42
|
* @private
|
|
@@ -885,99 +46,90 @@ var MCPRemote = class extends MCPBase {
|
|
|
885
46
|
* Optional name of the plugin/server instance.
|
|
886
47
|
* @private
|
|
887
48
|
*/
|
|
888
|
-
|
|
49
|
+
name;
|
|
889
50
|
/**
|
|
890
51
|
* Optional version string of the plugin/server.
|
|
891
52
|
* @private
|
|
892
53
|
*/
|
|
893
|
-
|
|
54
|
+
version;
|
|
894
55
|
/**
|
|
895
|
-
*
|
|
56
|
+
* Called when server is setup and listening.
|
|
896
57
|
* @private
|
|
897
58
|
*/
|
|
898
|
-
|
|
59
|
+
onReady = void 0;
|
|
899
60
|
/**
|
|
900
|
-
*
|
|
61
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
62
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
+
* FIX Message is received.
|
|
901
64
|
* @private
|
|
65
|
+
* @type {Map<string, (data: Message) => void>}
|
|
902
66
|
*/
|
|
903
67
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
904
|
-
/**
|
|
905
|
-
* Map to store market data prices for each symbol
|
|
906
|
-
* @private
|
|
907
|
-
*/
|
|
908
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
909
|
-
/**
|
|
910
|
-
* Maximum number of price points to store per symbol
|
|
911
|
-
* @private
|
|
912
|
-
*/
|
|
913
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
914
68
|
constructor({ port, logger, onReady }) {
|
|
915
|
-
super({ logger, onReady });
|
|
916
69
|
this.port = port;
|
|
70
|
+
if (logger) this.logger = logger;
|
|
71
|
+
if (onReady) this.onReady = onReady;
|
|
917
72
|
}
|
|
918
73
|
async register(parser) {
|
|
919
74
|
this.parser = parser;
|
|
75
|
+
this.parser.addOnMessageCallback((message) => {
|
|
76
|
+
this.logger?.log({
|
|
77
|
+
level: "info",
|
|
78
|
+
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
+
});
|
|
80
|
+
const msgType = message.messageType;
|
|
81
|
+
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
+
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
+
if (idField) {
|
|
84
|
+
const id = idField.value;
|
|
85
|
+
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
+
const callback = this.pendingRequests.get(String(id));
|
|
87
|
+
if (callback) {
|
|
88
|
+
callback(message);
|
|
89
|
+
this.pendingRequests.delete(String(id));
|
|
90
|
+
}
|
|
91
|
+
}
|
|
92
|
+
}
|
|
93
|
+
}
|
|
94
|
+
});
|
|
920
95
|
this.logger = parser.logger;
|
|
921
96
|
this.logger?.log({
|
|
922
97
|
level: "info",
|
|
923
98
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
924
99
|
});
|
|
925
|
-
this.
|
|
926
|
-
if (this.parser) {
|
|
927
|
-
handleMessage(
|
|
928
|
-
message,
|
|
929
|
-
this.parser,
|
|
930
|
-
this.pendingRequests,
|
|
931
|
-
this.marketDataPrices,
|
|
932
|
-
this.MAX_PRICE_HISTORY,
|
|
933
|
-
(symbol, data) => {
|
|
934
|
-
this.mcpServer?.tool(
|
|
935
|
-
"priceUpdate",
|
|
936
|
-
{
|
|
937
|
-
description: "Price update notification",
|
|
938
|
-
schema: z.object({
|
|
939
|
-
symbol: z.string(),
|
|
940
|
-
timestamp: z.number(),
|
|
941
|
-
bid: z.number(),
|
|
942
|
-
offer: z.number(),
|
|
943
|
-
spread: z.number(),
|
|
944
|
-
volume: z.number()
|
|
945
|
-
})
|
|
946
|
-
},
|
|
947
|
-
() => ({
|
|
948
|
-
content: [
|
|
949
|
-
{
|
|
950
|
-
type: "text",
|
|
951
|
-
text: JSON.stringify({ symbol, ...data })
|
|
952
|
-
}
|
|
953
|
-
]
|
|
954
|
-
})
|
|
955
|
-
);
|
|
956
|
-
}
|
|
957
|
-
);
|
|
958
|
-
}
|
|
959
|
-
});
|
|
960
|
-
this.httpServer = createServer(async (req, res) => {
|
|
961
|
-
console.log(req.headers);
|
|
962
|
-
this.logger?.log({
|
|
963
|
-
level: "info",
|
|
964
|
-
message: `Incoming request: ${req.method} ${req.url}`
|
|
965
|
-
});
|
|
100
|
+
this.server = createServer(async (req, res) => {
|
|
966
101
|
if (!req.url || !req.method) {
|
|
967
|
-
this.logger?.log({
|
|
968
|
-
level: "error",
|
|
969
|
-
message: "Invalid request: missing URL or method"
|
|
970
|
-
});
|
|
971
102
|
res.writeHead(400);
|
|
972
103
|
res.end("Bad Request");
|
|
973
104
|
return;
|
|
974
105
|
}
|
|
975
|
-
|
|
106
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
107
|
+
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
+
const config = {
|
|
109
|
+
issuer: "https://accounts.google.com",
|
|
110
|
+
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
+
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
+
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
+
response_types_supported: [
|
|
114
|
+
"code",
|
|
115
|
+
"token",
|
|
116
|
+
"id_token",
|
|
117
|
+
"code token",
|
|
118
|
+
"code id_token",
|
|
119
|
+
"token id_token",
|
|
120
|
+
"code token id_token"
|
|
121
|
+
],
|
|
122
|
+
subject_types_supported: ["public"],
|
|
123
|
+
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
+
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
+
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
+
};
|
|
127
|
+
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
+
res.end(JSON.stringify(config));
|
|
129
|
+
return;
|
|
130
|
+
}
|
|
131
|
+
if (url.pathname === "/") {
|
|
976
132
|
const sessionId = req.headers["mcp-session-id"];
|
|
977
|
-
this.logger?.log({
|
|
978
|
-
level: "info",
|
|
979
|
-
message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
|
|
980
|
-
});
|
|
981
133
|
if (req.method === "POST") {
|
|
982
134
|
const bodyChunks = [];
|
|
983
135
|
req.on("data", (chunk) => {
|
|
@@ -988,61 +140,33 @@ var MCPRemote = class extends MCPBase {
|
|
|
988
140
|
const body = Buffer.concat(bodyChunks).toString();
|
|
989
141
|
try {
|
|
990
142
|
parsed = JSON.parse(body);
|
|
991
|
-
this.logger?.log({
|
|
992
|
-
level: "info",
|
|
993
|
-
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
994
|
-
});
|
|
995
143
|
} catch (err) {
|
|
996
|
-
this.logger?.log({
|
|
997
|
-
level: "error",
|
|
998
|
-
message: `Failed to parse JSON body: ${err}`
|
|
999
|
-
});
|
|
1000
144
|
res.writeHead(400);
|
|
1001
145
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
1002
146
|
return;
|
|
1003
147
|
}
|
|
1004
148
|
let transport;
|
|
1005
149
|
if (sessionId && transports[sessionId]) {
|
|
1006
|
-
this.logger?.log({
|
|
1007
|
-
level: "info",
|
|
1008
|
-
message: `Using existing transport for session: ${sessionId}`
|
|
1009
|
-
});
|
|
1010
150
|
transport = transports[sessionId];
|
|
1011
151
|
} else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
|
|
1012
|
-
this.logger?.log({
|
|
1013
|
-
level: "info",
|
|
1014
|
-
message: "Creating new transport for initialization request"
|
|
1015
|
-
});
|
|
1016
152
|
transport = new StreamableHTTPServerTransport({
|
|
1017
153
|
sessionIdGenerator: () => randomUUID(),
|
|
1018
154
|
onsessioninitialized: (sessionId2) => {
|
|
1019
|
-
this.logger?.log({
|
|
1020
|
-
level: "info",
|
|
1021
|
-
message: `New session initialized: ${sessionId2}`
|
|
1022
|
-
});
|
|
1023
155
|
transports[sessionId2] = transport;
|
|
1024
156
|
}
|
|
1025
157
|
});
|
|
1026
158
|
transport.onclose = () => {
|
|
1027
159
|
if (transport.sessionId) {
|
|
1028
|
-
this.logger?.log({
|
|
1029
|
-
level: "info",
|
|
1030
|
-
message: `Session closed: ${transport.sessionId}`
|
|
1031
|
-
});
|
|
1032
160
|
delete transports[transport.sessionId];
|
|
1033
161
|
}
|
|
1034
162
|
};
|
|
1035
163
|
this.mcpServer = new McpServer({
|
|
1036
|
-
name: this.
|
|
1037
|
-
version: this.
|
|
164
|
+
name: this.name || "FIXParser",
|
|
165
|
+
version: this.version || "1.0.0"
|
|
1038
166
|
});
|
|
1039
|
-
this.
|
|
167
|
+
this.addWorkflows();
|
|
1040
168
|
await this.mcpServer.connect(transport);
|
|
1041
169
|
} else {
|
|
1042
|
-
this.logger?.log({
|
|
1043
|
-
level: "error",
|
|
1044
|
-
message: "Invalid request: No valid session ID provided"
|
|
1045
|
-
});
|
|
1046
170
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
1047
171
|
res.end(
|
|
1048
172
|
JSON.stringify({
|
|
@@ -1056,62 +180,26 @@ var MCPRemote = class extends MCPBase {
|
|
|
1056
180
|
);
|
|
1057
181
|
return;
|
|
1058
182
|
}
|
|
1059
|
-
|
|
1060
|
-
await transport.handleRequest(req, res, parsed);
|
|
1061
|
-
this.logger?.log({
|
|
1062
|
-
level: "info",
|
|
1063
|
-
message: "Request handled successfully"
|
|
1064
|
-
});
|
|
1065
|
-
} catch (error) {
|
|
1066
|
-
this.logger?.log({
|
|
1067
|
-
level: "error",
|
|
1068
|
-
message: `Error handling request: ${error}`
|
|
1069
|
-
});
|
|
1070
|
-
throw error;
|
|
1071
|
-
}
|
|
183
|
+
await transport.handleRequest(req, res, parsed);
|
|
1072
184
|
});
|
|
1073
185
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1074
186
|
if (!sessionId || !transports[sessionId]) {
|
|
1075
|
-
this.logger?.log({
|
|
1076
|
-
level: "error",
|
|
1077
|
-
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1078
|
-
});
|
|
1079
187
|
res.writeHead(400);
|
|
1080
188
|
res.end("Invalid or missing session ID");
|
|
1081
189
|
return;
|
|
1082
190
|
}
|
|
1083
191
|
const transport = transports[sessionId];
|
|
1084
|
-
|
|
1085
|
-
await transport.handleRequest(req, res);
|
|
1086
|
-
this.logger?.log({
|
|
1087
|
-
level: "info",
|
|
1088
|
-
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1089
|
-
});
|
|
1090
|
-
} catch (error) {
|
|
1091
|
-
this.logger?.log({
|
|
1092
|
-
level: "error",
|
|
1093
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1094
|
-
});
|
|
1095
|
-
throw error;
|
|
1096
|
-
}
|
|
192
|
+
await transport.handleRequest(req, res);
|
|
1097
193
|
} else {
|
|
1098
|
-
this.logger?.log({
|
|
1099
|
-
level: "error",
|
|
1100
|
-
message: `Method not allowed: ${req.method}`
|
|
1101
|
-
});
|
|
1102
194
|
res.writeHead(405);
|
|
1103
195
|
res.end("Method Not Allowed");
|
|
1104
196
|
}
|
|
1105
|
-
|
|
1106
|
-
this.logger?.log({
|
|
1107
|
-
level: "error",
|
|
1108
|
-
message: `Not found: ${req.url}`
|
|
1109
|
-
});
|
|
1110
|
-
res.writeHead(404);
|
|
1111
|
-
res.end("Not Found");
|
|
197
|
+
return;
|
|
1112
198
|
}
|
|
199
|
+
res.writeHead(404);
|
|
200
|
+
res.end("Not Found");
|
|
1113
201
|
});
|
|
1114
|
-
this.
|
|
202
|
+
this.server.listen(this.port, () => {
|
|
1115
203
|
this.logger?.log({
|
|
1116
204
|
level: "info",
|
|
1117
205
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1121,84 +209,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1121
209
|
this.onReady();
|
|
1122
210
|
}
|
|
1123
211
|
}
|
|
1124
|
-
|
|
212
|
+
addWorkflows() {
|
|
1125
213
|
if (!this.parser) {
|
|
1126
214
|
this.logger?.log({
|
|
1127
215
|
level: "error",
|
|
1128
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
216
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1129
217
|
});
|
|
1130
218
|
return;
|
|
1131
219
|
}
|
|
1132
220
|
if (!this.mcpServer) {
|
|
1133
221
|
this.logger?.log({
|
|
1134
222
|
level: "error",
|
|
1135
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
223
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1136
224
|
});
|
|
1137
225
|
return;
|
|
1138
226
|
}
|
|
1139
227
|
this.mcpServer.tool(
|
|
1140
|
-
"
|
|
228
|
+
"parse",
|
|
229
|
+
"Parses a FIX message and describes it in plain language",
|
|
230
|
+
{ fixString: z.string() },
|
|
231
|
+
async ({ fixString }) => {
|
|
232
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
+
this.logger?.log({
|
|
235
|
+
level: "error",
|
|
236
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
+
});
|
|
238
|
+
return {
|
|
239
|
+
isError: true,
|
|
240
|
+
content: [
|
|
241
|
+
{
|
|
242
|
+
type: "text",
|
|
243
|
+
text: "Error: Failed to parse FIX string"
|
|
244
|
+
}
|
|
245
|
+
]
|
|
246
|
+
};
|
|
247
|
+
}
|
|
248
|
+
return {
|
|
249
|
+
content: [
|
|
250
|
+
{
|
|
251
|
+
type: "text",
|
|
252
|
+
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
+
}
|
|
254
|
+
]
|
|
255
|
+
};
|
|
256
|
+
}
|
|
257
|
+
);
|
|
258
|
+
this.mcpServer.prompt(
|
|
259
|
+
"parse",
|
|
260
|
+
"Parses a FIX message and describes it in plain language",
|
|
261
|
+
{ fixString: z.string() },
|
|
262
|
+
({ fixString }) => ({
|
|
263
|
+
messages: [
|
|
264
|
+
{
|
|
265
|
+
role: "user",
|
|
266
|
+
content: {
|
|
267
|
+
type: "text",
|
|
268
|
+
text: `Please parse and explain this FIX message: ${fixString}`
|
|
269
|
+
}
|
|
270
|
+
}
|
|
271
|
+
]
|
|
272
|
+
})
|
|
273
|
+
);
|
|
274
|
+
this.mcpServer.tool(
|
|
275
|
+
"parseToJSON",
|
|
276
|
+
"Parses a FIX message into JSON",
|
|
277
|
+
{ fixString: z.string() },
|
|
278
|
+
async ({ fixString }) => {
|
|
279
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
+
this.logger?.log({
|
|
282
|
+
level: "error",
|
|
283
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
+
});
|
|
285
|
+
return {
|
|
286
|
+
isError: true,
|
|
287
|
+
content: [
|
|
288
|
+
{
|
|
289
|
+
type: "text",
|
|
290
|
+
text: "Error: Failed to parse FIX string"
|
|
291
|
+
}
|
|
292
|
+
]
|
|
293
|
+
};
|
|
294
|
+
}
|
|
295
|
+
return {
|
|
296
|
+
content: [
|
|
297
|
+
{
|
|
298
|
+
type: "text",
|
|
299
|
+
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
+
}
|
|
301
|
+
]
|
|
302
|
+
};
|
|
303
|
+
}
|
|
304
|
+
);
|
|
305
|
+
this.mcpServer.prompt(
|
|
306
|
+
"parseToJSON",
|
|
307
|
+
"Parses a FIX message into JSON",
|
|
308
|
+
{ fixString: z.string() },
|
|
309
|
+
({ fixString }) => ({
|
|
310
|
+
messages: [
|
|
311
|
+
{
|
|
312
|
+
role: "user",
|
|
313
|
+
content: {
|
|
314
|
+
type: "text",
|
|
315
|
+
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
+
}
|
|
317
|
+
}
|
|
318
|
+
]
|
|
319
|
+
})
|
|
320
|
+
);
|
|
321
|
+
this.mcpServer.tool(
|
|
322
|
+
"newOrderSingle",
|
|
323
|
+
"Creates and sends a New Order Single",
|
|
1141
324
|
{
|
|
1142
|
-
|
|
1143
|
-
|
|
325
|
+
clOrdID: z.string(),
|
|
326
|
+
handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
327
|
+
quantity: z.number(),
|
|
328
|
+
price: z.number(),
|
|
329
|
+
ordType: z.enum([
|
|
330
|
+
"1",
|
|
331
|
+
"2",
|
|
332
|
+
"3",
|
|
333
|
+
"4",
|
|
334
|
+
"5",
|
|
335
|
+
"6",
|
|
336
|
+
"7",
|
|
337
|
+
"8",
|
|
338
|
+
"9",
|
|
339
|
+
"A",
|
|
340
|
+
"B",
|
|
341
|
+
"C",
|
|
342
|
+
"D",
|
|
343
|
+
"E",
|
|
344
|
+
"F",
|
|
345
|
+
"G",
|
|
346
|
+
"H",
|
|
347
|
+
"I",
|
|
348
|
+
"J",
|
|
349
|
+
"K",
|
|
350
|
+
"L",
|
|
351
|
+
"M",
|
|
352
|
+
"P",
|
|
353
|
+
"Q",
|
|
354
|
+
"R",
|
|
355
|
+
"S"
|
|
356
|
+
]).default(OrdType.Market).optional(),
|
|
357
|
+
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
+
// 1 = Buy, 2 = Sell...
|
|
359
|
+
symbol: z.string(),
|
|
360
|
+
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
1144
361
|
},
|
|
1145
|
-
async () => {
|
|
362
|
+
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
+
const response = new Promise((resolve) => {
|
|
364
|
+
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
+
});
|
|
366
|
+
const order = this.parser?.createMessage(
|
|
367
|
+
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
+
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
+
new Field(Fields.Side, side),
|
|
374
|
+
new Field(Fields.Symbol, symbol),
|
|
375
|
+
new Field(Fields.OrderQty, quantity),
|
|
376
|
+
new Field(Fields.Price, price),
|
|
377
|
+
new Field(Fields.OrdType, ordType),
|
|
378
|
+
new Field(Fields.HandlInst, handlInst),
|
|
379
|
+
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
+
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
+
);
|
|
382
|
+
if (!this.parser?.connected) {
|
|
383
|
+
this.logger?.log({
|
|
384
|
+
level: "error",
|
|
385
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
+
});
|
|
387
|
+
return {
|
|
388
|
+
isError: true,
|
|
389
|
+
content: [
|
|
390
|
+
{
|
|
391
|
+
type: "text",
|
|
392
|
+
text: "Error: Not connected. Ignoring message."
|
|
393
|
+
}
|
|
394
|
+
]
|
|
395
|
+
};
|
|
396
|
+
}
|
|
397
|
+
this.parser?.send(order);
|
|
398
|
+
this.logger?.log({
|
|
399
|
+
level: "info",
|
|
400
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
+
});
|
|
402
|
+
const fixData = await response;
|
|
1146
403
|
return {
|
|
1147
404
|
content: [
|
|
1148
405
|
{
|
|
1149
406
|
type: "text",
|
|
1150
|
-
text: JSON.stringify(
|
|
1151
|
-
Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1152
|
-
name,
|
|
1153
|
-
description,
|
|
1154
|
-
inputSchema: schema
|
|
1155
|
-
}))
|
|
1156
|
-
)
|
|
407
|
+
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1157
408
|
}
|
|
1158
409
|
]
|
|
1159
410
|
};
|
|
1160
411
|
}
|
|
1161
412
|
);
|
|
413
|
+
this.mcpServer.prompt(
|
|
414
|
+
"newOrderSingle",
|
|
415
|
+
"Creates and sends a New Order Single",
|
|
416
|
+
{
|
|
417
|
+
clOrdID: z.string(),
|
|
418
|
+
handlInst: z.string(),
|
|
419
|
+
quantity: z.string(),
|
|
420
|
+
price: z.string(),
|
|
421
|
+
ordType: z.string(),
|
|
422
|
+
side: z.string(),
|
|
423
|
+
symbol: z.string(),
|
|
424
|
+
timeInForce: z.string()
|
|
425
|
+
},
|
|
426
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
+
messages: [
|
|
428
|
+
{
|
|
429
|
+
role: "user",
|
|
430
|
+
content: {
|
|
431
|
+
type: "text",
|
|
432
|
+
text: [
|
|
433
|
+
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
+
`- ClOrdID: ${clOrdID}`,
|
|
435
|
+
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
+
`- Quantity: ${quantity}`,
|
|
437
|
+
`- Price: ${price}`,
|
|
438
|
+
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
+
`- Side: ${side}`,
|
|
440
|
+
`- Symbol: ${symbol}`,
|
|
441
|
+
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
+
"",
|
|
443
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
+
].join("\n")
|
|
445
|
+
}
|
|
446
|
+
}
|
|
447
|
+
]
|
|
448
|
+
})
|
|
449
|
+
);
|
|
1162
450
|
this.mcpServer.tool(
|
|
1163
|
-
"
|
|
451
|
+
"marketDataRequest",
|
|
452
|
+
"Sends a request for Market Data with the given symbol",
|
|
1164
453
|
{
|
|
1165
|
-
|
|
1166
|
-
|
|
1167
|
-
|
|
1168
|
-
|
|
1169
|
-
|
|
1170
|
-
|
|
1171
|
-
|
|
1172
|
-
|
|
454
|
+
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
+
// MDUpdateType.FullRefresh
|
|
456
|
+
symbol: z.string(),
|
|
457
|
+
mdReqID: z.string(),
|
|
458
|
+
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
+
mdEntryType: z.enum([
|
|
460
|
+
"0",
|
|
461
|
+
"1",
|
|
462
|
+
"2",
|
|
463
|
+
"3",
|
|
464
|
+
"4",
|
|
465
|
+
"5",
|
|
466
|
+
"6",
|
|
467
|
+
"7",
|
|
468
|
+
"8",
|
|
469
|
+
"9",
|
|
470
|
+
"A",
|
|
471
|
+
"B",
|
|
472
|
+
"C",
|
|
473
|
+
"D",
|
|
474
|
+
"E",
|
|
475
|
+
"F",
|
|
476
|
+
"G",
|
|
477
|
+
"H",
|
|
478
|
+
"J",
|
|
479
|
+
"K",
|
|
480
|
+
"L",
|
|
481
|
+
"M",
|
|
482
|
+
"N",
|
|
483
|
+
"O",
|
|
484
|
+
"P",
|
|
485
|
+
"Q",
|
|
486
|
+
"S",
|
|
487
|
+
"R",
|
|
488
|
+
"T",
|
|
489
|
+
"U",
|
|
490
|
+
"V",
|
|
491
|
+
"W",
|
|
492
|
+
"X",
|
|
493
|
+
"Y",
|
|
494
|
+
"Z",
|
|
495
|
+
"a",
|
|
496
|
+
"b",
|
|
497
|
+
"c",
|
|
498
|
+
"d",
|
|
499
|
+
"e",
|
|
500
|
+
"g",
|
|
501
|
+
"h",
|
|
502
|
+
"i",
|
|
503
|
+
"t"
|
|
504
|
+
]).default(MDEntryType.Bid).optional()
|
|
1173
505
|
},
|
|
1174
|
-
async (
|
|
1175
|
-
const
|
|
1176
|
-
|
|
1177
|
-
|
|
1178
|
-
|
|
1179
|
-
|
|
1180
|
-
this.
|
|
506
|
+
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
+
const response = new Promise((resolve) => {
|
|
508
|
+
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
+
});
|
|
510
|
+
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
+
new Field(Fields.MarketDepth, 0),
|
|
517
|
+
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
+
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
+
new Field(Fields.Symbol, symbol),
|
|
520
|
+
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
+
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
+
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
+
new Field(Fields.MDEntryType, mdEntryType)
|
|
1181
524
|
);
|
|
1182
|
-
|
|
1183
|
-
|
|
525
|
+
if (!this.parser?.connected) {
|
|
526
|
+
this.logger?.log({
|
|
527
|
+
level: "error",
|
|
528
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
+
});
|
|
1184
530
|
return {
|
|
531
|
+
isError: true,
|
|
1185
532
|
content: [
|
|
1186
533
|
{
|
|
1187
534
|
type: "text",
|
|
1188
|
-
text:
|
|
1189
|
-
uri: name
|
|
535
|
+
text: "Error: Not connected. Ignoring message."
|
|
1190
536
|
}
|
|
1191
|
-
]
|
|
1192
|
-
isError: true
|
|
537
|
+
]
|
|
1193
538
|
};
|
|
1194
539
|
}
|
|
1195
|
-
|
|
540
|
+
this.parser?.send(marketDataRequest);
|
|
541
|
+
this.logger?.log({
|
|
542
|
+
level: "info",
|
|
543
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
+
});
|
|
545
|
+
const fixData = await response;
|
|
1196
546
|
return {
|
|
1197
|
-
content:
|
|
1198
|
-
|
|
547
|
+
content: [
|
|
548
|
+
{
|
|
549
|
+
type: "text",
|
|
550
|
+
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
+
}
|
|
552
|
+
]
|
|
1199
553
|
};
|
|
1200
554
|
}
|
|
1201
555
|
);
|
|
556
|
+
this.mcpServer.prompt(
|
|
557
|
+
"marketDataRequest",
|
|
558
|
+
"Sends a request for Market Data with the given symbol",
|
|
559
|
+
{
|
|
560
|
+
mdUpdateType: z.string(),
|
|
561
|
+
symbol: z.string(),
|
|
562
|
+
mdReqID: z.string(),
|
|
563
|
+
subscriptionRequestType: z.string(),
|
|
564
|
+
mdEntryType: z.string()
|
|
565
|
+
},
|
|
566
|
+
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
+
messages: [
|
|
568
|
+
{
|
|
569
|
+
role: "user",
|
|
570
|
+
content: {
|
|
571
|
+
type: "text",
|
|
572
|
+
text: [
|
|
573
|
+
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
+
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
+
`- Symbol: ${symbol}`,
|
|
576
|
+
`- MDReqID: ${mdReqID}`,
|
|
577
|
+
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
+
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
+
"",
|
|
580
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
+
].join("\n")
|
|
582
|
+
}
|
|
583
|
+
}
|
|
584
|
+
]
|
|
585
|
+
})
|
|
586
|
+
);
|
|
1202
587
|
}
|
|
1203
588
|
};
|
|
1204
589
|
export {
|