fixparser-plugin-mcp 9.1.7-67ba45e9 → 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.
@@ -1,51 +1,9 @@
1
1
  // src/MCPLocal.ts
2
2
  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { Fields as Fields3, Messages as Messages3 } from "fixparser";
4
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  import { z } from "zod";
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- // src/MCPBase.ts
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- var MCPBase = class {
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- /**
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- * Optional logger instance for diagnostics and output.
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- * @protected
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- */
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- logger;
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- /**
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- * FIXParser instance, set during plugin register().
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- * @protected
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- */
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- parser;
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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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  // src/schemas/schemas.ts
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  var toolSchemas = {
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  parse: {
@@ -129,7 +87,7 @@ var toolSchemas = {
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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.",
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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",
135
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  properties: {
@@ -246,12 +204,12 @@ var toolSchemas = {
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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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+ 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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  },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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  }
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  },
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  getStockGraph: {
@@ -277,68 +235,14 @@ var toolSchemas = {
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  };
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279
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  // src/tools/marketData.ts
280
- import { Field, Fields, MDEntryType, Messages } from "fixparser";
238
+ import { Field, Fields, Messages } from "fixparser";
281
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  import QuickChart from "quickchart-js";
282
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  var createMarketDataRequestHandler = (parser, pendingRequests) => {
283
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  return async (args) => {
284
242
  try {
285
- parser.logger.log({
286
- level: "info",
287
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
288
- });
289
243
  const response = new Promise((resolve) => {
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  pendingRequests.set(args.mdReqID, resolve);
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- parser.logger.log({
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- level: "info",
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- message: `Registered callback for market data request ID: ${args.mdReqID}`
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- });
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245
  });
296
- const entryTypes = args.mdEntryTypes || [
297
- MDEntryType.Bid,
298
- MDEntryType.Offer,
299
- MDEntryType.Trade,
300
- MDEntryType.IndexValue,
301
- MDEntryType.OpeningPrice,
302
- MDEntryType.ClosingPrice,
303
- MDEntryType.SettlementPrice,
304
- MDEntryType.TradingSessionHighPrice,
305
- MDEntryType.TradingSessionLowPrice,
306
- MDEntryType.VWAP,
307
- MDEntryType.Imbalance,
308
- MDEntryType.TradeVolume,
309
- MDEntryType.OpenInterest,
310
- MDEntryType.CompositeUnderlyingPrice,
311
- MDEntryType.SimulatedSellPrice,
312
- MDEntryType.SimulatedBuyPrice,
313
- MDEntryType.MarginRate,
314
- MDEntryType.MidPrice,
315
- MDEntryType.EmptyBook,
316
- MDEntryType.SettleHighPrice,
317
- MDEntryType.SettleLowPrice,
318
- MDEntryType.PriorSettlePrice,
319
- MDEntryType.SessionHighBid,
320
- MDEntryType.SessionLowOffer,
321
- MDEntryType.EarlyPrices,
322
- MDEntryType.AuctionClearingPrice,
323
- MDEntryType.SwapValueFactor,
324
- MDEntryType.DailyValueAdjustmentForLongPositions,
325
- MDEntryType.CumulativeValueAdjustmentForLongPositions,
326
- MDEntryType.DailyValueAdjustmentForShortPositions,
327
- MDEntryType.CumulativeValueAdjustmentForShortPositions,
328
- MDEntryType.FixingPrice,
329
- MDEntryType.CashRate,
330
- MDEntryType.RecoveryRate,
331
- MDEntryType.RecoveryRateForLong,
332
- MDEntryType.RecoveryRateForShort,
333
- MDEntryType.MarketBid,
334
- MDEntryType.MarketOffer,
335
- MDEntryType.ShortSaleMinPrice,
336
- MDEntryType.PreviousClosingPrice,
337
- MDEntryType.ThresholdLimitPriceBanding,
338
- MDEntryType.DailyFinancingValue,
339
- MDEntryType.AccruedFinancingValue,
340
- MDEntryType.TWAP
341
- ];
342
246
  const messageFields = [
343
247
  new Field(Fields.MsgType, Messages.MarketDataRequest),
344
248
  new Field(Fields.SenderCompID, parser.sender),
@@ -354,16 +258,12 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
354
258
  args.symbols.forEach((symbol) => {
355
259
  messageFields.push(new Field(Fields.Symbol, symbol));
356
260
  });
357
- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
358
- entryTypes.forEach((entryType) => {
261
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
262
+ args.mdEntryTypes.forEach((entryType) => {
359
263
  messageFields.push(new Field(Fields.MDEntryType, entryType));
360
264
  });
361
265
  const mdr = parser.createMessage(...messageFields);
362
266
  if (!parser.connected) {
363
- parser.logger.log({
364
- level: "error",
365
- message: "Not connected. Cannot send market data request."
366
- });
367
267
  return {
368
268
  content: [
369
269
  {
@@ -375,16 +275,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
375
275
  isError: true
376
276
  };
377
277
  }
378
- parser.logger.log({
379
- level: "info",
380
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
381
- });
382
278
  parser.send(mdr);
383
279
  const fixData = await response;
384
- parser.logger.log({
385
- level: "info",
386
- message: `Received market data response for request ID: ${args.mdReqID}`
387
- });
388
280
  return {
389
281
  content: [
390
282
  {
@@ -425,73 +317,18 @@ var createGetStockGraphHandler = (marketDataPrices) => {
425
317
  };
426
318
  }
427
319
  const chart = new QuickChart();
428
- chart.setWidth(1200);
429
- chart.setHeight(600);
430
- chart.setBackgroundColor("transparent");
320
+ chart.setWidth(600);
321
+ chart.setHeight(300);
431
322
  const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
432
- const bidData = priceHistory.map((point) => point.bid);
433
- const offerData = priceHistory.map((point) => point.offer);
434
- const spreadData = priceHistory.map((point) => point.spread);
435
- const volumeData = priceHistory.map((point) => point.volume);
436
- const tradeData = priceHistory.map((point) => point.trade);
437
- const vwapData = priceHistory.map((point) => point.vwap);
438
- const twapData = priceHistory.map((point) => point.twap);
439
- const config = {
323
+ const data = priceHistory.map((point) => point.price);
324
+ chart.setConfig({
440
325
  type: "line",
441
326
  data: {
442
327
  labels,
443
328
  datasets: [
444
329
  {
445
- label: "Bid",
446
- data: bidData,
447
- borderColor: "#28a745",
448
- backgroundColor: "rgba(40, 167, 69, 0.1)",
449
- fill: false,
450
- tension: 0.4
451
- },
452
- {
453
- label: "Offer",
454
- data: offerData,
455
- borderColor: "#dc3545",
456
- backgroundColor: "rgba(220, 53, 69, 0.1)",
457
- fill: false,
458
- tension: 0.4
459
- },
460
- {
461
- label: "Spread",
462
- data: spreadData,
463
- borderColor: "#6c757d",
464
- backgroundColor: "rgba(108, 117, 125, 0.1)",
465
- fill: false,
466
- tension: 0.4
467
- },
468
- {
469
- label: "Trade",
470
- data: tradeData,
471
- borderColor: "#ffc107",
472
- backgroundColor: "rgba(255, 193, 7, 0.1)",
473
- fill: false,
474
- tension: 0.4
475
- },
476
- {
477
- label: "VWAP",
478
- data: vwapData,
479
- borderColor: "#17a2b8",
480
- backgroundColor: "rgba(23, 162, 184, 0.1)",
481
- fill: false,
482
- tension: 0.4
483
- },
484
- {
485
- label: "TWAP",
486
- data: twapData,
487
- borderColor: "#6610f2",
488
- backgroundColor: "rgba(102, 16, 242, 0.1)",
489
- fill: false,
490
- tension: 0.4
491
- },
492
- {
493
- label: "Volume",
494
- data: volumeData,
330
+ label: symbol,
331
+ data,
495
332
  borderColor: "#007bff",
496
333
  backgroundColor: "rgba(0, 123, 255, 0.1)",
497
334
  fill: true,
@@ -500,32 +337,43 @@ var createGetStockGraphHandler = (marketDataPrices) => {
500
337
  ]
501
338
  },
502
339
  options: {
503
- responsive: true,
504
340
  plugins: {
505
341
  title: {
506
342
  display: true,
507
- text: `${symbol} Market Data`
343
+ text: `${symbol} Price History`,
344
+ font: {
345
+ size: 16,
346
+ weight: "bold"
347
+ }
348
+ },
349
+ legend: {
350
+ display: true
508
351
  }
509
352
  },
510
353
  scales: {
511
354
  y: {
512
- beginAtZero: false
355
+ beginAtZero: false,
356
+ grid: {
357
+ color: "#e9ecef"
358
+ }
359
+ },
360
+ x: {
361
+ grid: {
362
+ display: false
363
+ }
513
364
  }
514
365
  }
515
366
  }
516
- };
517
- chart.setConfig(config);
367
+ });
518
368
  const imageBuffer = await chart.toBinary();
519
- const base64 = imageBuffer.toString("base64");
369
+ const base64Image = imageBuffer.toString("base64");
520
370
  return {
521
371
  content: [
522
372
  {
523
- type: "resource",
524
- resource: {
525
- uri: "resource://graph",
526
- mimeType: "image/png",
527
- blob: base64
528
- }
373
+ type: "image",
374
+ text: base64Image,
375
+ uri: "getStockGraph",
376
+ mimeType: "image/png"
529
377
  }
530
378
  ]
531
379
  };
@@ -534,7 +382,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
534
382
  content: [
535
383
  {
536
384
  type: "text",
537
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
385
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate stock graph"}`,
538
386
  uri: "getStockGraph"
539
387
  }
540
388
  ],
@@ -567,53 +415,9 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
567
415
  {
568
416
  symbol,
569
417
  count: priceHistory.length,
570
- data: priceHistory.map((point) => ({
418
+ prices: priceHistory.map((point) => ({
571
419
  timestamp: new Date(point.timestamp).toISOString(),
572
- bid: point.bid,
573
- offer: point.offer,
574
- spread: point.spread,
575
- volume: point.volume,
576
- trade: point.trade,
577
- indexValue: point.indexValue,
578
- openingPrice: point.openingPrice,
579
- closingPrice: point.closingPrice,
580
- settlementPrice: point.settlementPrice,
581
- tradingSessionHighPrice: point.tradingSessionHighPrice,
582
- tradingSessionLowPrice: point.tradingSessionLowPrice,
583
- vwap: point.vwap,
584
- imbalance: point.imbalance,
585
- openInterest: point.openInterest,
586
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
587
- simulatedSellPrice: point.simulatedSellPrice,
588
- simulatedBuyPrice: point.simulatedBuyPrice,
589
- marginRate: point.marginRate,
590
- midPrice: point.midPrice,
591
- emptyBook: point.emptyBook,
592
- settleHighPrice: point.settleHighPrice,
593
- settleLowPrice: point.settleLowPrice,
594
- priorSettlePrice: point.priorSettlePrice,
595
- sessionHighBid: point.sessionHighBid,
596
- sessionLowOffer: point.sessionLowOffer,
597
- earlyPrices: point.earlyPrices,
598
- auctionClearingPrice: point.auctionClearingPrice,
599
- swapValueFactor: point.swapValueFactor,
600
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
601
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
602
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
603
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
604
- fixingPrice: point.fixingPrice,
605
- cashRate: point.cashRate,
606
- recoveryRate: point.recoveryRate,
607
- recoveryRateForLong: point.recoveryRateForLong,
608
- recoveryRateForShort: point.recoveryRateForShort,
609
- marketBid: point.marketBid,
610
- marketOffer: point.marketOffer,
611
- shortSaleMinPrice: point.shortSaleMinPrice,
612
- previousClosingPrice: point.previousClosingPrice,
613
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
614
- dailyFinancingValue: point.dailyFinancingValue,
615
- accruedFinancingValue: point.accruedFinancingValue,
616
- twap: point.twap
420
+ price: point.price
617
421
  }))
618
422
  },
619
423
  null,
@@ -628,7 +432,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
628
432
  content: [
629
433
  {
630
434
  type: "text",
631
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
435
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
632
436
  uri: "getStockPriceHistory"
633
437
  }
634
438
  ],
@@ -736,7 +540,7 @@ Parameters verified:
736
540
  - Symbol: ${args.symbol}
737
541
  - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
738
542
 
739
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
543
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
740
544
  uri: "verifyOrder"
741
545
  }
742
546
  ]
@@ -935,290 +739,9 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
935
739
  getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
936
740
  });
937
741
 
938
- // src/utils/messageHandler.ts
939
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
940
- function getEnumValue(enumObj, name) {
941
- return enumObj[name] || name;
942
- }
943
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
944
- parser.logger.log({
945
- level: "info",
946
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
947
- });
948
- const msgType = message.messageType;
949
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
950
- const symbol = message.getField(Fields3.Symbol)?.value;
951
- parser.logger.log({
952
- level: "info",
953
- message: `Processing market data for symbol: ${symbol}`
954
- });
955
- const fixJson = message.toFIXJSON();
956
- const entries = fixJson.Body?.NoMDEntries || [];
957
- parser.logger.log({
958
- level: "info",
959
- message: `Found ${entries.length} market data entries`
960
- });
961
- const data = {
962
- timestamp: Date.now(),
963
- bid: 0,
964
- offer: 0,
965
- spread: 0,
966
- volume: 0,
967
- trade: 0,
968
- indexValue: 0,
969
- openingPrice: 0,
970
- closingPrice: 0,
971
- settlementPrice: 0,
972
- tradingSessionHighPrice: 0,
973
- tradingSessionLowPrice: 0,
974
- vwap: 0,
975
- imbalance: 0,
976
- openInterest: 0,
977
- compositeUnderlyingPrice: 0,
978
- simulatedSellPrice: 0,
979
- simulatedBuyPrice: 0,
980
- marginRate: 0,
981
- midPrice: 0,
982
- emptyBook: 0,
983
- settleHighPrice: 0,
984
- settleLowPrice: 0,
985
- priorSettlePrice: 0,
986
- sessionHighBid: 0,
987
- sessionLowOffer: 0,
988
- earlyPrices: 0,
989
- auctionClearingPrice: 0,
990
- swapValueFactor: 0,
991
- dailyValueAdjustmentForLongPositions: 0,
992
- cumulativeValueAdjustmentForLongPositions: 0,
993
- dailyValueAdjustmentForShortPositions: 0,
994
- cumulativeValueAdjustmentForShortPositions: 0,
995
- fixingPrice: 0,
996
- cashRate: 0,
997
- recoveryRate: 0,
998
- recoveryRateForLong: 0,
999
- recoveryRateForShort: 0,
1000
- marketBid: 0,
1001
- marketOffer: 0,
1002
- shortSaleMinPrice: 0,
1003
- previousClosingPrice: 0,
1004
- thresholdLimitPriceBanding: 0,
1005
- dailyFinancingValue: 0,
1006
- accruedFinancingValue: 0,
1007
- twap: 0
1008
- };
1009
- for (const entry of entries) {
1010
- const entryType = entry.MDEntryType;
1011
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1012
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1013
- if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
1014
- parser.logger.log({
1015
- level: "info",
1016
- message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
1017
- });
1018
- }
1019
- const enumValue = getEnumValue(MDEntryType2, entryType);
1020
- switch (enumValue) {
1021
- case MDEntryType2.Bid:
1022
- data.bid = price;
1023
- break;
1024
- case MDEntryType2.Offer:
1025
- data.offer = price;
1026
- break;
1027
- case MDEntryType2.Trade:
1028
- data.trade = price;
1029
- break;
1030
- case MDEntryType2.IndexValue:
1031
- data.indexValue = price;
1032
- break;
1033
- case MDEntryType2.OpeningPrice:
1034
- data.openingPrice = price;
1035
- break;
1036
- case MDEntryType2.ClosingPrice:
1037
- data.closingPrice = price;
1038
- break;
1039
- case MDEntryType2.SettlementPrice:
1040
- data.settlementPrice = price;
1041
- break;
1042
- case MDEntryType2.TradingSessionHighPrice:
1043
- data.tradingSessionHighPrice = price;
1044
- break;
1045
- case MDEntryType2.TradingSessionLowPrice:
1046
- data.tradingSessionLowPrice = price;
1047
- break;
1048
- case MDEntryType2.VWAP:
1049
- data.vwap = price;
1050
- break;
1051
- case MDEntryType2.Imbalance:
1052
- data.imbalance = size;
1053
- break;
1054
- case MDEntryType2.TradeVolume:
1055
- data.volume = size;
1056
- break;
1057
- case MDEntryType2.OpenInterest:
1058
- data.openInterest = size;
1059
- break;
1060
- case MDEntryType2.CompositeUnderlyingPrice:
1061
- data.compositeUnderlyingPrice = price;
1062
- break;
1063
- case MDEntryType2.SimulatedSellPrice:
1064
- data.simulatedSellPrice = price;
1065
- break;
1066
- case MDEntryType2.SimulatedBuyPrice:
1067
- data.simulatedBuyPrice = price;
1068
- break;
1069
- case MDEntryType2.MarginRate:
1070
- data.marginRate = price;
1071
- break;
1072
- case MDEntryType2.MidPrice:
1073
- data.midPrice = price;
1074
- break;
1075
- case MDEntryType2.EmptyBook:
1076
- data.emptyBook = 1;
1077
- break;
1078
- case MDEntryType2.SettleHighPrice:
1079
- data.settleHighPrice = price;
1080
- break;
1081
- case MDEntryType2.SettleLowPrice:
1082
- data.settleLowPrice = price;
1083
- break;
1084
- case MDEntryType2.PriorSettlePrice:
1085
- data.priorSettlePrice = price;
1086
- break;
1087
- case MDEntryType2.SessionHighBid:
1088
- data.sessionHighBid = price;
1089
- break;
1090
- case MDEntryType2.SessionLowOffer:
1091
- data.sessionLowOffer = price;
1092
- break;
1093
- case MDEntryType2.EarlyPrices:
1094
- data.earlyPrices = price;
1095
- break;
1096
- case MDEntryType2.AuctionClearingPrice:
1097
- data.auctionClearingPrice = price;
1098
- break;
1099
- case MDEntryType2.SwapValueFactor:
1100
- data.swapValueFactor = price;
1101
- break;
1102
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
1103
- data.dailyValueAdjustmentForLongPositions = price;
1104
- break;
1105
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1106
- data.cumulativeValueAdjustmentForLongPositions = price;
1107
- break;
1108
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
1109
- data.dailyValueAdjustmentForShortPositions = price;
1110
- break;
1111
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1112
- data.cumulativeValueAdjustmentForShortPositions = price;
1113
- break;
1114
- case MDEntryType2.FixingPrice:
1115
- data.fixingPrice = price;
1116
- break;
1117
- case MDEntryType2.CashRate:
1118
- data.cashRate = price;
1119
- break;
1120
- case MDEntryType2.RecoveryRate:
1121
- data.recoveryRate = price;
1122
- break;
1123
- case MDEntryType2.RecoveryRateForLong:
1124
- data.recoveryRateForLong = price;
1125
- break;
1126
- case MDEntryType2.RecoveryRateForShort:
1127
- data.recoveryRateForShort = price;
1128
- break;
1129
- case MDEntryType2.MarketBid:
1130
- data.marketBid = price;
1131
- break;
1132
- case MDEntryType2.MarketOffer:
1133
- data.marketOffer = price;
1134
- break;
1135
- case MDEntryType2.ShortSaleMinPrice:
1136
- data.shortSaleMinPrice = price;
1137
- break;
1138
- case MDEntryType2.PreviousClosingPrice:
1139
- data.previousClosingPrice = price;
1140
- break;
1141
- case MDEntryType2.ThresholdLimitPriceBanding:
1142
- data.thresholdLimitPriceBanding = price;
1143
- break;
1144
- case MDEntryType2.DailyFinancingValue:
1145
- data.dailyFinancingValue = price;
1146
- break;
1147
- case MDEntryType2.AccruedFinancingValue:
1148
- data.accruedFinancingValue = price;
1149
- break;
1150
- case MDEntryType2.TWAP:
1151
- data.twap = price;
1152
- break;
1153
- }
1154
- }
1155
- data.spread = data.offer - data.bid;
1156
- console.log(">>>>>>>>>>>>>>>>>>>>", data);
1157
- if (!marketDataPrices.has(symbol)) {
1158
- parser.logger.log({
1159
- level: "info",
1160
- message: `Creating new price history array for symbol: ${symbol}`
1161
- });
1162
- marketDataPrices.set(symbol, []);
1163
- }
1164
- const prices = marketDataPrices.get(symbol);
1165
- prices.push(data);
1166
- parser.logger.log({
1167
- level: "info",
1168
- message: `Updated price history for ${symbol}. Current size: ${prices.length}`
1169
- });
1170
- if (prices.length > maxPriceHistory) {
1171
- prices.splice(0, prices.length - maxPriceHistory);
1172
- parser.logger.log({
1173
- level: "info",
1174
- message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
1175
- });
1176
- }
1177
- onPriceUpdate?.(symbol, data);
1178
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
1179
- if (mdReqID) {
1180
- const callback = pendingRequests.get(mdReqID);
1181
- if (callback) {
1182
- callback(message);
1183
- pendingRequests.delete(mdReqID);
1184
- parser.logger.log({
1185
- level: "info",
1186
- message: `Resolved market data request for ID: ${mdReqID}`
1187
- });
1188
- }
1189
- }
1190
- } else if (msgType === Messages3.ExecutionReport) {
1191
- const reqId = message.getField(Fields3.ClOrdID)?.value;
1192
- const callback = pendingRequests.get(reqId);
1193
- if (callback) {
1194
- callback(message);
1195
- pendingRequests.delete(reqId);
1196
- }
1197
- }
1198
- }
1199
-
1200
742
  // src/MCPLocal.ts
1201
- var MCPLocal = class extends MCPBase {
1202
- /**
1203
- * Map to store verified orders before execution
1204
- * @private
1205
- */
1206
- verifiedOrders = /* @__PURE__ */ new Map();
1207
- /**
1208
- * Map to store pending requests and their callbacks
1209
- * @private
1210
- */
1211
- pendingRequests = /* @__PURE__ */ new Map();
1212
- /**
1213
- * Map to store market data prices for each symbol
1214
- * @private
1215
- */
1216
- marketDataPrices = /* @__PURE__ */ new Map();
1217
- /**
1218
- * Maximum number of price history entries to keep per symbol
1219
- * @private
1220
- */
1221
- MAX_PRICE_HISTORY = 1e5;
743
+ var MCPLocal = class {
744
+ parser;
1222
745
  server = new Server(
1223
746
  {
1224
747
  name: "fixparser",
@@ -1240,13 +763,77 @@ var MCPLocal = class extends MCPBase {
1240
763
  }
1241
764
  );
1242
765
  transport = new StdioServerTransport();
766
+ onReady = void 0;
767
+ pendingRequests = /* @__PURE__ */ new Map();
768
+ verifiedOrders = /* @__PURE__ */ new Map();
769
+ marketDataPrices = /* @__PURE__ */ new Map();
770
+ MAX_PRICE_HISTORY = 1e5;
771
+ // Maximum number of price points to store per symbol
1243
772
  constructor({ logger, onReady }) {
1244
- super({ logger, onReady });
773
+ if (onReady) this.onReady = onReady;
1245
774
  }
1246
775
  async register(parser) {
1247
776
  this.parser = parser;
1248
777
  this.parser.addOnMessageCallback((message) => {
1249
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
778
+ this.parser?.logger.log({
779
+ level: "info",
780
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
781
+ });
782
+ const msgType = message.messageType;
783
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
784
+ this.parser?.logger.log({
785
+ level: "info",
786
+ message: `MCP Server handling message type: ${msgType}`
787
+ });
788
+ let id;
789
+ if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
790
+ const symbol = message.getField(Fields3.Symbol);
791
+ const price = message.getField(Fields3.MDEntryPx);
792
+ const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
793
+ if (symbol?.value && price?.value) {
794
+ const symbolStr = String(symbol.value);
795
+ const priceNum = Number(price.value);
796
+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
797
+ priceHistory.push({
798
+ timestamp: Number(timestamp),
799
+ price: priceNum
800
+ });
801
+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
802
+ priceHistory.shift();
803
+ }
804
+ this.marketDataPrices.set(symbolStr, priceHistory);
805
+ this.parser?.logger.log({
806
+ level: "info",
807
+ message: `MCP Server added ${symbol}: ${priceNum}`
808
+ });
809
+ this.server.notification({
810
+ method: "priceUpdate",
811
+ params: {
812
+ symbol: symbolStr,
813
+ price: priceNum,
814
+ timestamp: Number(timestamp)
815
+ }
816
+ });
817
+ }
818
+ }
819
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
820
+ const mdReqID = message.getField(Fields3.MDReqID);
821
+ if (mdReqID) id = String(mdReqID.value);
822
+ } else if (msgType === Messages3.ExecutionReport) {
823
+ const clOrdID = message.getField(Fields3.ClOrdID);
824
+ if (clOrdID) id = String(clOrdID.value);
825
+ } else if (msgType === Messages3.Reject) {
826
+ const refSeqNum = message.getField(Fields3.RefSeqNum);
827
+ if (refSeqNum) id = String(refSeqNum.value);
828
+ }
829
+ if (id) {
830
+ const callback = this.pendingRequests.get(id);
831
+ if (callback) {
832
+ callback(message);
833
+ this.pendingRequests.delete(id);
834
+ }
835
+ }
836
+ }
1250
837
  });
1251
838
  this.addWorkflows();
1252
839
  await this.server.connect(this.transport);
@@ -1261,15 +848,18 @@ var MCPLocal = class extends MCPBase {
1261
848
  if (!this.server) {
1262
849
  return;
1263
850
  }
1264
- this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
1265
- return {
1266
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1267
- name,
1268
- description,
1269
- inputSchema: schema
1270
- }))
1271
- };
1272
- });
851
+ this.server.setRequestHandler(
852
+ z.object({ method: z.literal("tools/list") }),
853
+ async (request, extra) => {
854
+ return {
855
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
856
+ name,
857
+ description,
858
+ inputSchema: schema
859
+ }))
860
+ };
861
+ }
862
+ );
1273
863
  this.server.setRequestHandler(
1274
864
  z.object({
1275
865
  method: z.literal("tools/call"),
@@ -1281,7 +871,7 @@ var MCPLocal = class extends MCPBase {
1281
871
  }).optional()
1282
872
  })
1283
873
  }),
1284
- async (request) => {
874
+ async (request, extra) => {
1285
875
  const { name, arguments: args } = request.params;
1286
876
  const toolHandlers = createToolHandlers(
1287
877
  this.parser,