fixparser-plugin-mcp 9.1.7-67ba45e9 → 9.1.7-70682ed6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/MCPLocal.js +112 -487
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +435 -1333
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +112 -487
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +444 -1323
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +7 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +7 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +7 -7
- package/types/MCPLocal.d.ts +16 -0
- package/types/MCPRemote.d.ts +60 -0
- package/types/PluginOptions.d.ts +6 -0
- package/types/index.d.ts +3 -0
- package/types/schemas/index.d.ts +32 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +11 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/build/cjs/index.js +0 -1632
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1594
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
package/build/cjs/MCPLocal.js
CHANGED
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@@ -35,51 +35,9 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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+
var import_fixparser3 = require("fixparser");
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var import_zod = require("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: {
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@@ -163,7 +121,7 @@ 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",
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properties: {
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@@ -316,63 +274,10 @@ var import_quickchart_js = __toESM(require("quickchart-js"), 1);
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var createMarketDataRequestHandler = (parser, pendingRequests) => {
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return async (args) => {
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try {
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parser.logger.log({
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level: "info",
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message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
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});
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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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});
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const entryTypes = args.mdEntryTypes || [
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import_fixparser.MDEntryType.Bid,
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import_fixparser.MDEntryType.Offer,
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import_fixparser.MDEntryType.Trade,
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import_fixparser.MDEntryType.IndexValue,
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import_fixparser.MDEntryType.OpeningPrice,
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import_fixparser.MDEntryType.ClosingPrice,
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import_fixparser.MDEntryType.SettlementPrice,
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import_fixparser.MDEntryType.TradingSessionHighPrice,
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import_fixparser.MDEntryType.TradingSessionLowPrice,
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import_fixparser.MDEntryType.VWAP,
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import_fixparser.MDEntryType.Imbalance,
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import_fixparser.MDEntryType.TradeVolume,
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import_fixparser.MDEntryType.OpenInterest,
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import_fixparser.MDEntryType.CompositeUnderlyingPrice,
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import_fixparser.MDEntryType.SimulatedSellPrice,
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import_fixparser.MDEntryType.SimulatedBuyPrice,
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import_fixparser.MDEntryType.MarginRate,
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import_fixparser.MDEntryType.MidPrice,
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import_fixparser.MDEntryType.EmptyBook,
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import_fixparser.MDEntryType.SettleHighPrice,
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import_fixparser.MDEntryType.SettleLowPrice,
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import_fixparser.MDEntryType.PriorSettlePrice,
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import_fixparser.MDEntryType.SessionHighBid,
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import_fixparser.MDEntryType.SessionLowOffer,
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import_fixparser.MDEntryType.EarlyPrices,
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import_fixparser.MDEntryType.AuctionClearingPrice,
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import_fixparser.MDEntryType.SwapValueFactor,
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import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
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import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
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import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
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import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
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import_fixparser.MDEntryType.FixingPrice,
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import_fixparser.MDEntryType.CashRate,
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import_fixparser.MDEntryType.RecoveryRate,
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import_fixparser.MDEntryType.RecoveryRateForLong,
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import_fixparser.MDEntryType.RecoveryRateForShort,
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import_fixparser.MDEntryType.MarketBid,
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import_fixparser.MDEntryType.MarketOffer,
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import_fixparser.MDEntryType.ShortSaleMinPrice,
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import_fixparser.MDEntryType.PreviousClosingPrice,
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import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
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import_fixparser.MDEntryType.DailyFinancingValue,
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import_fixparser.MDEntryType.AccruedFinancingValue,
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import_fixparser.MDEntryType.TWAP
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];
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const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
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const messageFields = [
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new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
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new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
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@@ -394,10 +299,6 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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});
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const mdr = parser.createMessage(...messageFields);
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if (!parser.connected) {
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parser.logger.log({
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level: "error",
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message: "Not connected. Cannot send market data request."
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});
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return {
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content: [
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{
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@@ -409,16 +310,8 @@ var createMarketDataRequestHandler = (parser, pendingRequests) => {
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isError: true
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};
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}
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parser.logger.log({
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level: "info",
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message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
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});
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parser.send(mdr);
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const fixData = await response;
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parser.logger.log({
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level: "info",
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message: `Received market data response for request ID: ${args.mdReqID}`
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});
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return {
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content: [
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{
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@@ -459,17 +352,13 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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};
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}
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const chart = new import_quickchart_js.default();
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chart.setWidth(
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chart.setHeight(
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chart.setBackgroundColor("transparent");
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chart.setWidth(600);
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chart.setHeight(300);
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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 tradeData = priceHistory.map((point) => point.trade);
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const vwapData = priceHistory.map((point) => point.vwap);
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const twapData = priceHistory.map((point) => point.twap);
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const config = {
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type: "line",
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data: {
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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: "Trade",
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data: tradeData,
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borderColor: "#ffc107",
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backgroundColor: "rgba(255, 193, 7, 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: "VWAP",
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data: vwapData,
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borderColor: "#17a2b8",
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backgroundColor: "rgba(23, 162, 184, 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: "TWAP",
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data: twapData,
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borderColor: "#6610f2",
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backgroundColor: "rgba(102, 16, 242, 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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};
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chart.setConfig(config);
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const imageBuffer = await chart.toBinary();
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const
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const base64Image = imageBuffer.toString("base64");
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return {
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content: [
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{
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type: "
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}
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type: "image",
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image: {
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source: {
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data: `data:image/png;base64,${base64Image}`
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}
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},
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uri: "getStockGraph",
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mimeType: "image/png"
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}
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]
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};
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@@ -568,7 +435,7 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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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
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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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@@ -606,48 +473,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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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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trade: point.trade,
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indexValue: point.indexValue,
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openingPrice: point.openingPrice,
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closingPrice: point.closingPrice,
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settlementPrice: point.settlementPrice,
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tradingSessionHighPrice: point.tradingSessionHighPrice,
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tradingSessionLowPrice: point.tradingSessionLowPrice,
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vwap: point.vwap,
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imbalance: point.imbalance,
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openInterest: point.openInterest,
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compositeUnderlyingPrice: point.compositeUnderlyingPrice,
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simulatedSellPrice: point.simulatedSellPrice,
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simulatedBuyPrice: point.simulatedBuyPrice,
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marginRate: point.marginRate,
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midPrice: point.midPrice,
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emptyBook: point.emptyBook,
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settleHighPrice: point.settleHighPrice,
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settleLowPrice: point.settleLowPrice,
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priorSettlePrice: point.priorSettlePrice,
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sessionHighBid: point.sessionHighBid,
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sessionLowOffer: point.sessionLowOffer,
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earlyPrices: point.earlyPrices,
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auctionClearingPrice: point.auctionClearingPrice,
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swapValueFactor: point.swapValueFactor,
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dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
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cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
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dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
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cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
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fixingPrice: point.fixingPrice,
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cashRate: point.cashRate,
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recoveryRate: point.recoveryRate,
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recoveryRateForLong: point.recoveryRateForLong,
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recoveryRateForShort: point.recoveryRateForShort,
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marketBid: point.marketBid,
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marketOffer: point.marketOffer,
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shortSaleMinPrice: point.shortSaleMinPrice,
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previousClosingPrice: point.previousClosingPrice,
|
|
647
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
648
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
649
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
650
|
-
twap: point.twap
|
|
476
|
+
volume: point.volume
|
|
651
477
|
}))
|
|
652
478
|
},
|
|
653
479
|
null,
|
|
@@ -662,7 +488,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
|
662
488
|
content: [
|
|
663
489
|
{
|
|
664
490
|
type: "text",
|
|
665
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
491
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
666
492
|
uri: "getStockPriceHistory"
|
|
667
493
|
}
|
|
668
494
|
],
|
|
@@ -770,7 +596,7 @@ Parameters verified:
|
|
|
770
596
|
- Symbol: ${args.symbol}
|
|
771
597
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
772
598
|
|
|
773
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
599
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
774
600
|
uri: "verifyOrder"
|
|
775
601
|
}
|
|
776
602
|
]
|
|
@@ -969,290 +795,9 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
|
|
|
969
795
|
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
970
796
|
});
|
|
971
797
|
|
|
972
|
-
// src/utils/messageHandler.ts
|
|
973
|
-
var import_fixparser3 = require("fixparser");
|
|
974
|
-
function getEnumValue(enumObj, name) {
|
|
975
|
-
return enumObj[name] || name;
|
|
976
|
-
}
|
|
977
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
978
|
-
parser.logger.log({
|
|
979
|
-
level: "info",
|
|
980
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
981
|
-
});
|
|
982
|
-
const msgType = message.messageType;
|
|
983
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
984
|
-
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
985
|
-
parser.logger.log({
|
|
986
|
-
level: "info",
|
|
987
|
-
message: `Processing market data for symbol: ${symbol}`
|
|
988
|
-
});
|
|
989
|
-
const fixJson = message.toFIXJSON();
|
|
990
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
991
|
-
parser.logger.log({
|
|
992
|
-
level: "info",
|
|
993
|
-
message: `Found ${entries.length} market data entries`
|
|
994
|
-
});
|
|
995
|
-
const data = {
|
|
996
|
-
timestamp: Date.now(),
|
|
997
|
-
bid: 0,
|
|
998
|
-
offer: 0,
|
|
999
|
-
spread: 0,
|
|
1000
|
-
volume: 0,
|
|
1001
|
-
trade: 0,
|
|
1002
|
-
indexValue: 0,
|
|
1003
|
-
openingPrice: 0,
|
|
1004
|
-
closingPrice: 0,
|
|
1005
|
-
settlementPrice: 0,
|
|
1006
|
-
tradingSessionHighPrice: 0,
|
|
1007
|
-
tradingSessionLowPrice: 0,
|
|
1008
|
-
vwap: 0,
|
|
1009
|
-
imbalance: 0,
|
|
1010
|
-
openInterest: 0,
|
|
1011
|
-
compositeUnderlyingPrice: 0,
|
|
1012
|
-
simulatedSellPrice: 0,
|
|
1013
|
-
simulatedBuyPrice: 0,
|
|
1014
|
-
marginRate: 0,
|
|
1015
|
-
midPrice: 0,
|
|
1016
|
-
emptyBook: 0,
|
|
1017
|
-
settleHighPrice: 0,
|
|
1018
|
-
settleLowPrice: 0,
|
|
1019
|
-
priorSettlePrice: 0,
|
|
1020
|
-
sessionHighBid: 0,
|
|
1021
|
-
sessionLowOffer: 0,
|
|
1022
|
-
earlyPrices: 0,
|
|
1023
|
-
auctionClearingPrice: 0,
|
|
1024
|
-
swapValueFactor: 0,
|
|
1025
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
1026
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1027
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
1028
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1029
|
-
fixingPrice: 0,
|
|
1030
|
-
cashRate: 0,
|
|
1031
|
-
recoveryRate: 0,
|
|
1032
|
-
recoveryRateForLong: 0,
|
|
1033
|
-
recoveryRateForShort: 0,
|
|
1034
|
-
marketBid: 0,
|
|
1035
|
-
marketOffer: 0,
|
|
1036
|
-
shortSaleMinPrice: 0,
|
|
1037
|
-
previousClosingPrice: 0,
|
|
1038
|
-
thresholdLimitPriceBanding: 0,
|
|
1039
|
-
dailyFinancingValue: 0,
|
|
1040
|
-
accruedFinancingValue: 0,
|
|
1041
|
-
twap: 0
|
|
1042
|
-
};
|
|
1043
|
-
for (const entry of entries) {
|
|
1044
|
-
const entryType = entry.MDEntryType;
|
|
1045
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1046
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1047
|
-
if (entryType === import_fixparser3.MDEntryType.Bid || entryType === import_fixparser3.MDEntryType.Offer || entryType === import_fixparser3.MDEntryType.TradeVolume) {
|
|
1048
|
-
parser.logger.log({
|
|
1049
|
-
level: "info",
|
|
1050
|
-
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
1051
|
-
});
|
|
1052
|
-
}
|
|
1053
|
-
const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
|
|
1054
|
-
switch (enumValue) {
|
|
1055
|
-
case import_fixparser3.MDEntryType.Bid:
|
|
1056
|
-
data.bid = price;
|
|
1057
|
-
break;
|
|
1058
|
-
case import_fixparser3.MDEntryType.Offer:
|
|
1059
|
-
data.offer = price;
|
|
1060
|
-
break;
|
|
1061
|
-
case import_fixparser3.MDEntryType.Trade:
|
|
1062
|
-
data.trade = price;
|
|
1063
|
-
break;
|
|
1064
|
-
case import_fixparser3.MDEntryType.IndexValue:
|
|
1065
|
-
data.indexValue = price;
|
|
1066
|
-
break;
|
|
1067
|
-
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1068
|
-
data.openingPrice = price;
|
|
1069
|
-
break;
|
|
1070
|
-
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1071
|
-
data.closingPrice = price;
|
|
1072
|
-
break;
|
|
1073
|
-
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1074
|
-
data.settlementPrice = price;
|
|
1075
|
-
break;
|
|
1076
|
-
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1077
|
-
data.tradingSessionHighPrice = price;
|
|
1078
|
-
break;
|
|
1079
|
-
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1080
|
-
data.tradingSessionLowPrice = price;
|
|
1081
|
-
break;
|
|
1082
|
-
case import_fixparser3.MDEntryType.VWAP:
|
|
1083
|
-
data.vwap = price;
|
|
1084
|
-
break;
|
|
1085
|
-
case import_fixparser3.MDEntryType.Imbalance:
|
|
1086
|
-
data.imbalance = size;
|
|
1087
|
-
break;
|
|
1088
|
-
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1089
|
-
data.volume = size;
|
|
1090
|
-
break;
|
|
1091
|
-
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1092
|
-
data.openInterest = size;
|
|
1093
|
-
break;
|
|
1094
|
-
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1095
|
-
data.compositeUnderlyingPrice = price;
|
|
1096
|
-
break;
|
|
1097
|
-
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1098
|
-
data.simulatedSellPrice = price;
|
|
1099
|
-
break;
|
|
1100
|
-
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1101
|
-
data.simulatedBuyPrice = price;
|
|
1102
|
-
break;
|
|
1103
|
-
case import_fixparser3.MDEntryType.MarginRate:
|
|
1104
|
-
data.marginRate = price;
|
|
1105
|
-
break;
|
|
1106
|
-
case import_fixparser3.MDEntryType.MidPrice:
|
|
1107
|
-
data.midPrice = price;
|
|
1108
|
-
break;
|
|
1109
|
-
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1110
|
-
data.emptyBook = 1;
|
|
1111
|
-
break;
|
|
1112
|
-
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1113
|
-
data.settleHighPrice = price;
|
|
1114
|
-
break;
|
|
1115
|
-
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1116
|
-
data.settleLowPrice = price;
|
|
1117
|
-
break;
|
|
1118
|
-
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1119
|
-
data.priorSettlePrice = price;
|
|
1120
|
-
break;
|
|
1121
|
-
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1122
|
-
data.sessionHighBid = price;
|
|
1123
|
-
break;
|
|
1124
|
-
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1125
|
-
data.sessionLowOffer = price;
|
|
1126
|
-
break;
|
|
1127
|
-
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1128
|
-
data.earlyPrices = price;
|
|
1129
|
-
break;
|
|
1130
|
-
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1131
|
-
data.auctionClearingPrice = price;
|
|
1132
|
-
break;
|
|
1133
|
-
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1134
|
-
data.swapValueFactor = price;
|
|
1135
|
-
break;
|
|
1136
|
-
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1137
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1138
|
-
break;
|
|
1139
|
-
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1140
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1141
|
-
break;
|
|
1142
|
-
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1143
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1144
|
-
break;
|
|
1145
|
-
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1146
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1147
|
-
break;
|
|
1148
|
-
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1149
|
-
data.fixingPrice = price;
|
|
1150
|
-
break;
|
|
1151
|
-
case import_fixparser3.MDEntryType.CashRate:
|
|
1152
|
-
data.cashRate = price;
|
|
1153
|
-
break;
|
|
1154
|
-
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1155
|
-
data.recoveryRate = price;
|
|
1156
|
-
break;
|
|
1157
|
-
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1158
|
-
data.recoveryRateForLong = price;
|
|
1159
|
-
break;
|
|
1160
|
-
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1161
|
-
data.recoveryRateForShort = price;
|
|
1162
|
-
break;
|
|
1163
|
-
case import_fixparser3.MDEntryType.MarketBid:
|
|
1164
|
-
data.marketBid = price;
|
|
1165
|
-
break;
|
|
1166
|
-
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1167
|
-
data.marketOffer = price;
|
|
1168
|
-
break;
|
|
1169
|
-
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1170
|
-
data.shortSaleMinPrice = price;
|
|
1171
|
-
break;
|
|
1172
|
-
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1173
|
-
data.previousClosingPrice = price;
|
|
1174
|
-
break;
|
|
1175
|
-
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1176
|
-
data.thresholdLimitPriceBanding = price;
|
|
1177
|
-
break;
|
|
1178
|
-
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1179
|
-
data.dailyFinancingValue = price;
|
|
1180
|
-
break;
|
|
1181
|
-
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1182
|
-
data.accruedFinancingValue = price;
|
|
1183
|
-
break;
|
|
1184
|
-
case import_fixparser3.MDEntryType.TWAP:
|
|
1185
|
-
data.twap = price;
|
|
1186
|
-
break;
|
|
1187
|
-
}
|
|
1188
|
-
}
|
|
1189
|
-
data.spread = data.offer - data.bid;
|
|
1190
|
-
console.log(">>>>>>>>>>>>>>>>>>>>", data);
|
|
1191
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1192
|
-
parser.logger.log({
|
|
1193
|
-
level: "info",
|
|
1194
|
-
message: `Creating new price history array for symbol: ${symbol}`
|
|
1195
|
-
});
|
|
1196
|
-
marketDataPrices.set(symbol, []);
|
|
1197
|
-
}
|
|
1198
|
-
const prices = marketDataPrices.get(symbol);
|
|
1199
|
-
prices.push(data);
|
|
1200
|
-
parser.logger.log({
|
|
1201
|
-
level: "info",
|
|
1202
|
-
message: `Updated price history for ${symbol}. Current size: ${prices.length}`
|
|
1203
|
-
});
|
|
1204
|
-
if (prices.length > maxPriceHistory) {
|
|
1205
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1206
|
-
parser.logger.log({
|
|
1207
|
-
level: "info",
|
|
1208
|
-
message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
|
|
1209
|
-
});
|
|
1210
|
-
}
|
|
1211
|
-
onPriceUpdate?.(symbol, data);
|
|
1212
|
-
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1213
|
-
if (mdReqID) {
|
|
1214
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1215
|
-
if (callback) {
|
|
1216
|
-
callback(message);
|
|
1217
|
-
pendingRequests.delete(mdReqID);
|
|
1218
|
-
parser.logger.log({
|
|
1219
|
-
level: "info",
|
|
1220
|
-
message: `Resolved market data request for ID: ${mdReqID}`
|
|
1221
|
-
});
|
|
1222
|
-
}
|
|
1223
|
-
}
|
|
1224
|
-
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1225
|
-
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1226
|
-
const callback = pendingRequests.get(reqId);
|
|
1227
|
-
if (callback) {
|
|
1228
|
-
callback(message);
|
|
1229
|
-
pendingRequests.delete(reqId);
|
|
1230
|
-
}
|
|
1231
|
-
}
|
|
1232
|
-
}
|
|
1233
|
-
|
|
1234
798
|
// src/MCPLocal.ts
|
|
1235
|
-
var MCPLocal = class
|
|
1236
|
-
|
|
1237
|
-
* Map to store verified orders before execution
|
|
1238
|
-
* @private
|
|
1239
|
-
*/
|
|
1240
|
-
verifiedOrders = /* @__PURE__ */ new Map();
|
|
1241
|
-
/**
|
|
1242
|
-
* Map to store pending requests and their callbacks
|
|
1243
|
-
* @private
|
|
1244
|
-
*/
|
|
1245
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
1246
|
-
/**
|
|
1247
|
-
* Map to store market data prices for each symbol
|
|
1248
|
-
* @private
|
|
1249
|
-
*/
|
|
1250
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1251
|
-
/**
|
|
1252
|
-
* Maximum number of price history entries to keep per symbol
|
|
1253
|
-
* @private
|
|
1254
|
-
*/
|
|
1255
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
799
|
+
var MCPLocal = class {
|
|
800
|
+
parser;
|
|
1256
801
|
server = new import_server.Server(
|
|
1257
802
|
{
|
|
1258
803
|
name: "fixparser",
|
|
@@ -1274,13 +819,90 @@ var MCPLocal = class extends MCPBase {
|
|
|
1274
819
|
}
|
|
1275
820
|
);
|
|
1276
821
|
transport = new import_stdio.StdioServerTransport();
|
|
822
|
+
onReady = void 0;
|
|
823
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
824
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
825
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
826
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
827
|
+
// Maximum number of price points to store per symbol
|
|
1277
828
|
constructor({ logger, onReady }) {
|
|
1278
|
-
|
|
829
|
+
if (onReady) this.onReady = onReady;
|
|
1279
830
|
}
|
|
1280
831
|
async register(parser) {
|
|
1281
832
|
this.parser = parser;
|
|
1282
833
|
this.parser.addOnMessageCallback((message) => {
|
|
1283
|
-
|
|
834
|
+
this.parser?.logger.log({
|
|
835
|
+
level: "info",
|
|
836
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
837
|
+
});
|
|
838
|
+
const msgType = message.messageType;
|
|
839
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.ExecutionReport || msgType === import_fixparser3.Messages.Reject || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
840
|
+
this.parser?.logger.log({
|
|
841
|
+
level: "info",
|
|
842
|
+
message: `MCP Server handling message type: ${msgType}`
|
|
843
|
+
});
|
|
844
|
+
let id;
|
|
845
|
+
if (msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
846
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol);
|
|
847
|
+
const entryType = message.getField(import_fixparser3.Fields.MDEntryType);
|
|
848
|
+
const price = message.getField(import_fixparser3.Fields.MDEntryPx);
|
|
849
|
+
const size = message.getField(import_fixparser3.Fields.MDEntrySize);
|
|
850
|
+
const timestamp = message.getField(import_fixparser3.Fields.MDEntryTime)?.value || Date.now();
|
|
851
|
+
if (symbol?.value && price?.value) {
|
|
852
|
+
const symbolStr = String(symbol.value);
|
|
853
|
+
const priceNum = Number(price.value);
|
|
854
|
+
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
855
|
+
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
856
|
+
const lastEntry = priceHistory[priceHistory.length - 1] || {
|
|
857
|
+
timestamp: 0,
|
|
858
|
+
bid: 0,
|
|
859
|
+
offer: 0,
|
|
860
|
+
spread: 0,
|
|
861
|
+
volume: 0
|
|
862
|
+
};
|
|
863
|
+
const newEntry = {
|
|
864
|
+
timestamp: Number(timestamp),
|
|
865
|
+
bid: entryType?.value === import_fixparser3.MDEntryType.Bid ? priceNum : lastEntry.bid,
|
|
866
|
+
offer: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum : lastEntry.offer,
|
|
867
|
+
spread: entryType?.value === import_fixparser3.MDEntryType.Offer ? priceNum - lastEntry.bid : entryType?.value === import_fixparser3.MDEntryType.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
868
|
+
volume: entryType?.value === import_fixparser3.MDEntryType.TradeVolume ? sizeNum : lastEntry.volume
|
|
869
|
+
};
|
|
870
|
+
priceHistory.push(newEntry);
|
|
871
|
+
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
872
|
+
priceHistory.shift();
|
|
873
|
+
}
|
|
874
|
+
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
875
|
+
this.parser?.logger.log({
|
|
876
|
+
level: "info",
|
|
877
|
+
message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
|
|
878
|
+
});
|
|
879
|
+
this.server.notification({
|
|
880
|
+
method: "priceUpdate",
|
|
881
|
+
params: {
|
|
882
|
+
symbol: symbolStr,
|
|
883
|
+
...newEntry
|
|
884
|
+
}
|
|
885
|
+
});
|
|
886
|
+
}
|
|
887
|
+
}
|
|
888
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh) {
|
|
889
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID);
|
|
890
|
+
if (mdReqID) id = String(mdReqID.value);
|
|
891
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
892
|
+
const clOrdID = message.getField(import_fixparser3.Fields.ClOrdID);
|
|
893
|
+
if (clOrdID) id = String(clOrdID.value);
|
|
894
|
+
} else if (msgType === import_fixparser3.Messages.Reject) {
|
|
895
|
+
const refSeqNum = message.getField(import_fixparser3.Fields.RefSeqNum);
|
|
896
|
+
if (refSeqNum) id = String(refSeqNum.value);
|
|
897
|
+
}
|
|
898
|
+
if (id) {
|
|
899
|
+
const callback = this.pendingRequests.get(id);
|
|
900
|
+
if (callback) {
|
|
901
|
+
callback(message);
|
|
902
|
+
this.pendingRequests.delete(id);
|
|
903
|
+
}
|
|
904
|
+
}
|
|
905
|
+
}
|
|
1284
906
|
});
|
|
1285
907
|
this.addWorkflows();
|
|
1286
908
|
await this.server.connect(this.transport);
|
|
@@ -1295,15 +917,18 @@ var MCPLocal = class extends MCPBase {
|
|
|
1295
917
|
if (!this.server) {
|
|
1296
918
|
return;
|
|
1297
919
|
}
|
|
1298
|
-
this.server.setRequestHandler(
|
|
1299
|
-
|
|
1300
|
-
|
|
1301
|
-
|
|
1302
|
-
description,
|
|
1303
|
-
|
|
1304
|
-
|
|
1305
|
-
|
|
1306
|
-
|
|
920
|
+
this.server.setRequestHandler(
|
|
921
|
+
import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
|
|
922
|
+
async (request, extra) => {
|
|
923
|
+
return {
|
|
924
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
925
|
+
name,
|
|
926
|
+
description,
|
|
927
|
+
inputSchema: schema
|
|
928
|
+
}))
|
|
929
|
+
};
|
|
930
|
+
}
|
|
931
|
+
);
|
|
1307
932
|
this.server.setRequestHandler(
|
|
1308
933
|
import_zod.z.object({
|
|
1309
934
|
method: import_zod.z.literal("tools/call"),
|
|
@@ -1315,7 +940,7 @@ var MCPLocal = class extends MCPBase {
|
|
|
1315
940
|
}).optional()
|
|
1316
941
|
})
|
|
1317
942
|
}),
|
|
1318
|
-
async (request) => {
|
|
943
|
+
async (request, extra) => {
|
|
1319
944
|
const { name, arguments: args } = request.params;
|
|
1320
945
|
const toolHandlers = createToolHandlers(
|
|
1321
946
|
this.parser,
|