fixparser-plugin-mcp 9.1.7-63c797c5 → 9.1.7-6afc89c5

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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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- // src/MCPBase.ts
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- var MCPBase = class {
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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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- * @protected
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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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-
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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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- "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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- 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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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "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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- "N",
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- "O",
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- "P",
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- "Q",
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- "R",
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- "S",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z"
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- ]
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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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- 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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- };
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-
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- // src/tools/marketData.ts
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- import { Field, Fields, MDEntryType, Messages } from "fixparser";
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- import QuickChart from "quickchart-js";
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- var createMarketDataRequestHandler = (parser, pendingRequests) => {
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- return async (args) => {
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- try {
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- const response = new Promise((resolve) => {
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- pendingRequests.set(args.mdReqID, resolve);
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- });
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- const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
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- const messageFields = [
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- new Field(Fields.MsgType, Messages.MarketDataRequest),
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- new Field(Fields.SenderCompID, parser.sender),
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- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
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- new Field(Fields.TargetCompID, parser.target),
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- new Field(Fields.SendingTime, parser.getTimestamp()),
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- new Field(Fields.MDReqID, args.mdReqID),
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- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
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- new Field(Fields.MarketDepth, 0),
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- new Field(Fields.MDUpdateType, args.mdUpdateType)
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- ];
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- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
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- args.symbols.forEach((symbol) => {
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- messageFields.push(new Field(Fields.Symbol, symbol));
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- });
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- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
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- entryTypes.forEach((entryType) => {
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- messageFields.push(new Field(Fields.MDEntryType, entryType));
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- });
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- const mdr = parser.createMessage(...messageFields);
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- if (!parser.connected) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: "Error: Not connected. Ignoring message.",
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- parser.send(mdr);
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- const fixData = await response;
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
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- uri: "marketDataRequest"
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
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- uri: "marketDataRequest"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockGraphHandler = (marketDataPrices) => {
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- return async (args) => {
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- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
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- uri: "getStockGraph"
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- }
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- ]
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- };
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- }
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- const chart = new QuickChart();
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- chart.setWidth(1200);
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- chart.setHeight(600);
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- chart.setBackgroundColor("transparent");
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- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
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- const bidData = priceHistory.map((point) => point.bid);
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- const offerData = priceHistory.map((point) => point.offer);
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- const spreadData = priceHistory.map((point) => point.spread);
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- const volumeData = priceHistory.map((point) => point.volume);
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- const config = {
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- type: "line",
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- data: {
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- labels,
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- datasets: [
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- {
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- label: "Bid",
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- data: bidData,
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- borderColor: "#28a745",
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- backgroundColor: "rgba(40, 167, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Offer",
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- data: offerData,
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- borderColor: "#dc3545",
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- backgroundColor: "rgba(220, 53, 69, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Spread",
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- data: spreadData,
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- borderColor: "#6c757d",
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- backgroundColor: "rgba(108, 117, 125, 0.1)",
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- fill: false,
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- tension: 0.4
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- },
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- {
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- label: "Volume",
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- data: volumeData,
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- borderColor: "#007bff",
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- backgroundColor: "rgba(0, 123, 255, 0.1)",
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- fill: true,
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- tension: 0.4
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- }
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- ]
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- },
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- options: {
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- responsive: true,
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- plugins: {
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- title: {
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- display: true,
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- text: `${symbol} Market Data`
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- }
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- },
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- scales: {
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- y: {
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- beginAtZero: false
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- }
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- }
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- }
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- };
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- chart.setConfig(config);
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- const imageBuffer = await chart.toBinary();
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- const base64 = imageBuffer.toString("base64");
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- return {
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- content: [
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- {
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- type: "resource",
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- resource: {
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- uri: "resource://graph",
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- mimeType: "image/png",
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- blob: base64
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- }
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- }
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- ]
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- };
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- } catch (error) {
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- return {
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- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
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- uri: "getStockGraph"
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- }
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- ],
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- isError: true
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- };
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- }
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- };
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- };
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- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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- return async (args) => {
459
- try {
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- const symbol = args.symbol;
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- const priceHistory = marketDataPrices.get(symbol) || [];
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- if (priceHistory.length === 0) {
463
- return {
464
- content: [
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- {
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- type: "text",
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- text: `No price data available for ${symbol}`,
468
- uri: "getStockPriceHistory"
469
- }
470
- ]
471
- };
472
- }
473
- return {
474
- content: [
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- {
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- type: "text",
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- text: JSON.stringify(
478
- {
479
- symbol,
480
- count: priceHistory.length,
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- data: priceHistory.map((point) => ({
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- timestamp: new Date(point.timestamp).toISOString(),
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- bid: point.bid,
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- offer: point.offer,
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- spread: point.spread,
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- volume: point.volume
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- }))
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- },
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- null,
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- 2
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- ),
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- uri: "getStockPriceHistory"
493
- }
494
- ]
495
- };
496
- } catch (error) {
497
- return {
498
- content: [
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- {
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- type: "text",
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- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
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- uri: "getStockPriceHistory"
503
- }
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- ],
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- isError: true
506
- };
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- }
508
- };
509
- };
510
-
511
- // src/tools/order.ts
512
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
513
- var ordTypeNames = {
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- "1": "Market",
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- "2": "Limit",
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- "3": "Stop",
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- "4": "StopLimit",
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- "5": "MarketOnClose",
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- "6": "WithOrWithout",
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- "7": "LimitOrBetter",
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- "8": "LimitWithOrWithout",
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- "9": "OnBasis",
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- A: "OnClose",
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- B: "LimitOnClose",
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- C: "ForexMarket",
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- D: "PreviouslyQuoted",
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- E: "PreviouslyIndicated",
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- F: "ForexLimit",
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- G: "ForexSwap",
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- H: "ForexPreviouslyQuoted",
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- I: "Funari",
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- J: "MarketIfTouched",
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- K: "MarketWithLeftOverAsLimit",
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- L: "PreviousFundValuationPoint",
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- M: "NextFundValuationPoint",
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- P: "Pegged",
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- Q: "CounterOrderSelection",
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- R: "StopOnBidOrOffer",
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- S: "StopLimitOnBidOrOffer"
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- };
541
- var sideNames = {
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- "1": "Buy",
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- "2": "Sell",
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- "3": "BuyMinus",
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- "4": "SellPlus",
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- "5": "SellShort",
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- "6": "SellShortExempt",
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- "7": "Undisclosed",
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- "8": "Cross",
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- "9": "CrossShort",
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- A: "CrossShortExempt",
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- B: "AsDefined",
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- C: "Opposite",
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- D: "Subscribe",
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- E: "Redeem",
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- F: "Lend",
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- G: "Borrow",
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- H: "SellUndisclosed"
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- };
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- var timeInForceNames = {
561
- "0": "Day",
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- "1": "GoodTillCancel",
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- "2": "AtTheOpening",
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- "3": "ImmediateOrCancel",
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- "4": "FillOrKill",
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- "5": "GoodTillCrossing",
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- "6": "GoodTillDate",
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- "7": "AtTheClose",
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- "8": "GoodThroughCrossing",
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- "9": "AtCrossing",
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- A: "GoodForTime",
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- B: "GoodForAuction",
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- C: "GoodForMonth"
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- };
575
- var handlInstNames = {
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- "1": "AutomatedExecutionNoIntervention",
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- "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
- port;
34
+ parser;
874
35
  /**
875
36
  * Node.js HTTP server instance created internally.
876
37
  * @private
877
38
  */
878
- httpServer;
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
- serverName;
49
+ name;
889
50
  /**
890
51
  * Optional version string of the plugin/server.
891
52
  * @private
892
53
  */
893
- serverVersion;
54
+ version;
894
55
  /**
895
- * Map to store verified orders before execution
56
+ * Called when server is setup and listening.
896
57
  * @private
897
58
  */
898
- verifiedOrders = /* @__PURE__ */ new Map();
59
+ onReady = void 0;
899
60
  /**
900
- * Map to store pending requests and their callbacks
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.parser.addOnMessageCallback((message) => {
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} ${req.url}`
965
- });
100
+ this.server = createServer(async (req, res) => {
966
101
  if (!req.url || !req.method) {
967
- this.logger?.log({
968
- level: "error",
969
- message: "Invalid request: missing URL or method"
970
- });
971
102
  res.writeHead(400);
972
103
  res.end("Bad Request");
973
104
  return;
974
105
  }
975
- if (req.url === "/mcp") {
106
+ const url = new URL(req.url, `http://${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.serverName || "FIXParser",
1037
- version: this.serverVersion || "1.0.0"
164
+ name: this.name || "FIXParser",
165
+ version: this.version || "1.0.0"
1038
166
  });
1039
- this.setupTools();
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
- try {
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: ${sessionId}`
1078
- });
1079
187
  res.writeHead(400);
1080
188
  res.end("Invalid or missing session ID");
1081
189
  return;
1082
190
  }
1083
191
  const transport = transports[sessionId];
1084
- try {
1085
- await transport.handleRequest(req, res);
1086
- this.logger?.log({
1087
- level: "info",
1088
- message: `${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
- } else {
1106
- this.logger?.log({
1107
- level: "error",
1108
- message: `Not found: ${req.url}`
1109
- });
1110
- res.writeHead(404);
1111
- res.end("Not Found");
197
+ return;
1112
198
  }
199
+ res.writeHead(404);
200
+ res.end("Not Found");
1113
201
  });
1114
- this.httpServer.listen(this.port, () => {
202
+ this.server.listen(this.port, () => {
1115
203
  this.logger?.log({
1116
204
  level: "info",
1117
205
  message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
@@ -1121,84 +209,381 @@ var MCPRemote = class extends MCPBase {
1121
209
  this.onReady();
1122
210
  }
1123
211
  }
1124
- setupTools() {
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 tools..."
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 tools..."
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
- "tools/list",
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
- description: "List available tools",
1143
- schema: z.object({})
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
- "tools/call",
451
+ "marketDataRequest",
452
+ "Sends a request for Market Data with the given symbol",
1164
453
  {
1165
- description: "Call a tool",
1166
- schema: z.object({
1167
- name: z.string(),
1168
- arguments: z.any(),
1169
- _meta: z.object({
1170
- progressToken: z.number()
1171
- }).optional()
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 (request) => {
1175
- const { name, arguments: args } = request;
1176
- const toolHandlers = createToolHandlers(
1177
- this.parser,
1178
- this.verifiedOrders,
1179
- this.pendingRequests,
1180
- this.marketDataPrices
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
- const handler = toolHandlers[name];
1183
- if (!handler) {
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: `Tool not found: ${name}`,
1189
- uri: name
535
+ text: "Error: Not connected. Ignoring message."
1190
536
  }
1191
- ],
1192
- isError: true
537
+ ]
1193
538
  };
1194
539
  }
1195
- const result = await handler(args);
540
+ this.parser?.send(marketDataRequest);
541
+ this.logger?.log({
542
+ level: "info",
543
+ message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
544
+ });
545
+ const fixData = await response;
1196
546
  return {
1197
- content: result.content,
1198
- isError: result.isError
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 {