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/esm/MCPLocal.mjs
CHANGED
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@@ -1,51 +1,9 @@
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// src/MCPLocal.ts
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import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
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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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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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@@ -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",
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properties: {
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@@ -282,63 +240,10 @@ 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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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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MDEntryType.Bid,
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MDEntryType.Offer,
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MDEntryType.Trade,
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MDEntryType.IndexValue,
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MDEntryType.OpeningPrice,
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MDEntryType.ClosingPrice,
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MDEntryType.SettlementPrice,
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MDEntryType.TradingSessionHighPrice,
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MDEntryType.TradingSessionLowPrice,
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MDEntryType.VWAP,
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MDEntryType.Imbalance,
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MDEntryType.TradeVolume,
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MDEntryType.OpenInterest,
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MDEntryType.CompositeUnderlyingPrice,
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MDEntryType.SimulatedSellPrice,
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MDEntryType.SimulatedBuyPrice,
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MDEntryType.MarginRate,
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MDEntryType.MidPrice,
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MDEntryType.EmptyBook,
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MDEntryType.SettleHighPrice,
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MDEntryType.SettleLowPrice,
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MDEntryType.PriorSettlePrice,
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MDEntryType.SessionHighBid,
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MDEntryType.SessionLowOffer,
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MDEntryType.EarlyPrices,
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MDEntryType.AuctionClearingPrice,
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MDEntryType.SwapValueFactor,
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MDEntryType.DailyValueAdjustmentForLongPositions,
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MDEntryType.CumulativeValueAdjustmentForLongPositions,
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MDEntryType.DailyValueAdjustmentForShortPositions,
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MDEntryType.CumulativeValueAdjustmentForShortPositions,
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MDEntryType.FixingPrice,
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MDEntryType.CashRate,
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MDEntryType.RecoveryRate,
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MDEntryType.RecoveryRateForLong,
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MDEntryType.RecoveryRateForShort,
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MDEntryType.MarketBid,
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MDEntryType.MarketOffer,
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MDEntryType.ShortSaleMinPrice,
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MDEntryType.PreviousClosingPrice,
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MDEntryType.ThresholdLimitPriceBanding,
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MDEntryType.DailyFinancingValue,
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MDEntryType.AccruedFinancingValue,
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MDEntryType.TWAP
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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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@@ -360,10 +265,6 @@ 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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@@ -375,16 +276,8 @@ 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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@@ -425,17 +318,13 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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};
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}
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const chart = new QuickChart();
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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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@@ -516,16 +381,18 @@ var createGetStockGraphHandler = (marketDataPrices) => {
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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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@@ -534,7 +401,7 @@ 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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@@ -572,48 +439,7 @@ 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,
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thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
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dailyFinancingValue: point.dailyFinancingValue,
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accruedFinancingValue: point.accruedFinancingValue,
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twap: point.twap
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volume: point.volume
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}))
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},
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null,
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@@ -628,7 +454,7 @@ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
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content: [
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{
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|
630
456
|
type: "text",
|
|
631
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
457
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
632
458
|
uri: "getStockPriceHistory"
|
|
633
459
|
}
|
|
634
460
|
],
|
|
@@ -736,7 +562,7 @@ Parameters verified:
|
|
|
736
562
|
- Symbol: ${args.symbol}
|
|
737
563
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
738
564
|
|
|
739
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
565
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
740
566
|
uri: "verifyOrder"
|
|
741
567
|
}
|
|
742
568
|
]
|
|
@@ -935,290 +761,9 @@ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPri
|
|
|
935
761
|
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
936
762
|
});
|
|
937
763
|
|
|
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
764
|
// src/MCPLocal.ts
|
|
1201
|
-
var MCPLocal = class
|
|
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;
|
|
765
|
+
var MCPLocal = class {
|
|
766
|
+
parser;
|
|
1222
767
|
server = new Server(
|
|
1223
768
|
{
|
|
1224
769
|
name: "fixparser",
|
|
@@ -1240,13 +785,90 @@ var MCPLocal = class extends MCPBase {
|
|
|
1240
785
|
}
|
|
1241
786
|
);
|
|
1242
787
|
transport = new StdioServerTransport();
|
|
788
|
+
onReady = void 0;
|
|
789
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
790
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
791
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
792
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
793
|
+
// Maximum number of price points to store per symbol
|
|
1243
794
|
constructor({ logger, onReady }) {
|
|
1244
|
-
|
|
795
|
+
if (onReady) this.onReady = onReady;
|
|
1245
796
|
}
|
|
1246
797
|
async register(parser) {
|
|
1247
798
|
this.parser = parser;
|
|
1248
799
|
this.parser.addOnMessageCallback((message) => {
|
|
1249
|
-
|
|
800
|
+
this.parser?.logger.log({
|
|
801
|
+
level: "info",
|
|
802
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
803
|
+
});
|
|
804
|
+
const msgType = message.messageType;
|
|
805
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.ExecutionReport || msgType === Messages3.Reject || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
806
|
+
this.parser?.logger.log({
|
|
807
|
+
level: "info",
|
|
808
|
+
message: `MCP Server handling message type: ${msgType}`
|
|
809
|
+
});
|
|
810
|
+
let id;
|
|
811
|
+
if (msgType === Messages3.MarketDataIncrementalRefresh || msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
812
|
+
const symbol = message.getField(Fields3.Symbol);
|
|
813
|
+
const entryType = message.getField(Fields3.MDEntryType);
|
|
814
|
+
const price = message.getField(Fields3.MDEntryPx);
|
|
815
|
+
const size = message.getField(Fields3.MDEntrySize);
|
|
816
|
+
const timestamp = message.getField(Fields3.MDEntryTime)?.value || Date.now();
|
|
817
|
+
if (symbol?.value && price?.value) {
|
|
818
|
+
const symbolStr = String(symbol.value);
|
|
819
|
+
const priceNum = Number(price.value);
|
|
820
|
+
const sizeNum = size?.value ? Number(size.value) : 0;
|
|
821
|
+
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
822
|
+
const lastEntry = priceHistory[priceHistory.length - 1] || {
|
|
823
|
+
timestamp: 0,
|
|
824
|
+
bid: 0,
|
|
825
|
+
offer: 0,
|
|
826
|
+
spread: 0,
|
|
827
|
+
volume: 0
|
|
828
|
+
};
|
|
829
|
+
const newEntry = {
|
|
830
|
+
timestamp: Number(timestamp),
|
|
831
|
+
bid: entryType?.value === MDEntryType2.Bid ? priceNum : lastEntry.bid,
|
|
832
|
+
offer: entryType?.value === MDEntryType2.Offer ? priceNum : lastEntry.offer,
|
|
833
|
+
spread: entryType?.value === MDEntryType2.Offer ? priceNum - lastEntry.bid : entryType?.value === MDEntryType2.Bid ? lastEntry.offer - priceNum : lastEntry.spread,
|
|
834
|
+
volume: entryType?.value === MDEntryType2.TradeVolume ? sizeNum : lastEntry.volume
|
|
835
|
+
};
|
|
836
|
+
priceHistory.push(newEntry);
|
|
837
|
+
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
838
|
+
priceHistory.shift();
|
|
839
|
+
}
|
|
840
|
+
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
841
|
+
this.parser?.logger.log({
|
|
842
|
+
level: "info",
|
|
843
|
+
message: `MCP Server added ${symbol}: ${JSON.stringify(newEntry)}`
|
|
844
|
+
});
|
|
845
|
+
this.server.notification({
|
|
846
|
+
method: "priceUpdate",
|
|
847
|
+
params: {
|
|
848
|
+
symbol: symbolStr,
|
|
849
|
+
...newEntry
|
|
850
|
+
}
|
|
851
|
+
});
|
|
852
|
+
}
|
|
853
|
+
}
|
|
854
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh) {
|
|
855
|
+
const mdReqID = message.getField(Fields3.MDReqID);
|
|
856
|
+
if (mdReqID) id = String(mdReqID.value);
|
|
857
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
858
|
+
const clOrdID = message.getField(Fields3.ClOrdID);
|
|
859
|
+
if (clOrdID) id = String(clOrdID.value);
|
|
860
|
+
} else if (msgType === Messages3.Reject) {
|
|
861
|
+
const refSeqNum = message.getField(Fields3.RefSeqNum);
|
|
862
|
+
if (refSeqNum) id = String(refSeqNum.value);
|
|
863
|
+
}
|
|
864
|
+
if (id) {
|
|
865
|
+
const callback = this.pendingRequests.get(id);
|
|
866
|
+
if (callback) {
|
|
867
|
+
callback(message);
|
|
868
|
+
this.pendingRequests.delete(id);
|
|
869
|
+
}
|
|
870
|
+
}
|
|
871
|
+
}
|
|
1250
872
|
});
|
|
1251
873
|
this.addWorkflows();
|
|
1252
874
|
await this.server.connect(this.transport);
|
|
@@ -1261,15 +883,18 @@ var MCPLocal = class extends MCPBase {
|
|
|
1261
883
|
if (!this.server) {
|
|
1262
884
|
return;
|
|
1263
885
|
}
|
|
1264
|
-
this.server.setRequestHandler(
|
|
1265
|
-
|
|
1266
|
-
|
|
1267
|
-
|
|
1268
|
-
description,
|
|
1269
|
-
|
|
1270
|
-
|
|
1271
|
-
|
|
1272
|
-
|
|
886
|
+
this.server.setRequestHandler(
|
|
887
|
+
z.object({ method: z.literal("tools/list") }),
|
|
888
|
+
async (request, extra) => {
|
|
889
|
+
return {
|
|
890
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
891
|
+
name,
|
|
892
|
+
description,
|
|
893
|
+
inputSchema: schema
|
|
894
|
+
}))
|
|
895
|
+
};
|
|
896
|
+
}
|
|
897
|
+
);
|
|
1273
898
|
this.server.setRequestHandler(
|
|
1274
899
|
z.object({
|
|
1275
900
|
method: z.literal("tools/call"),
|
|
@@ -1281,7 +906,7 @@ var MCPLocal = class extends MCPBase {
|
|
|
1281
906
|
}).optional()
|
|
1282
907
|
})
|
|
1283
908
|
}),
|
|
1284
|
-
async (request) => {
|
|
909
|
+
async (request, extra) => {
|
|
1285
910
|
const { name, arguments: args } = request.params;
|
|
1286
911
|
const toolHandlers = createToolHandlers(
|
|
1287
912
|
this.parser,
|