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/MCPRemote.mjs
CHANGED
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@@ -5,1247 +5,38 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
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import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
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import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
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import { z } from "zod";
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-
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-
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import {
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Field,
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Fields,
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HandlInst,
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MDEntryType,
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Messages,
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OrdType,
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SubscriptionRequestType,
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TimeInForce
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} from "fixparser";
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @private
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"Q",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"A",
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"B",
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"C",
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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items: {
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enum: [
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},
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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}
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},
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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}
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},
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getStockGraph: {
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description: "Generates a price chart for a given symbol",
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schema: {
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type: "object",
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properties: {
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symbol: { type: "string" }
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},
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required: ["symbol"]
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}
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},
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getStockPriceHistory: {
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description: "Returns price history for a given symbol",
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schema: {
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type: "object",
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274
|
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properties: {
|
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275
|
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symbol: { type: "string" }
|
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276
|
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},
|
|
277
|
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required: ["symbol"]
|
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278
|
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}
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279
|
-
}
|
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280
|
-
};
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281
|
-
|
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282
|
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// src/tools/marketData.ts
|
|
283
|
-
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
-
import QuickChart from "quickchart-js";
|
|
285
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
-
return async (args) => {
|
|
287
|
-
try {
|
|
288
|
-
parser.logger.log({
|
|
289
|
-
level: "info",
|
|
290
|
-
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
291
|
-
});
|
|
292
|
-
const response = new Promise((resolve) => {
|
|
293
|
-
pendingRequests.set(args.mdReqID, resolve);
|
|
294
|
-
parser.logger.log({
|
|
295
|
-
level: "info",
|
|
296
|
-
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
297
|
-
});
|
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298
|
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});
|
|
299
|
-
const entryTypes = args.mdEntryTypes || [
|
|
300
|
-
MDEntryType.Bid,
|
|
301
|
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MDEntryType.Offer,
|
|
302
|
-
MDEntryType.Trade,
|
|
303
|
-
MDEntryType.IndexValue,
|
|
304
|
-
MDEntryType.OpeningPrice,
|
|
305
|
-
MDEntryType.ClosingPrice,
|
|
306
|
-
MDEntryType.SettlementPrice,
|
|
307
|
-
MDEntryType.TradingSessionHighPrice,
|
|
308
|
-
MDEntryType.TradingSessionLowPrice,
|
|
309
|
-
MDEntryType.VWAP,
|
|
310
|
-
MDEntryType.Imbalance,
|
|
311
|
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MDEntryType.TradeVolume,
|
|
312
|
-
MDEntryType.OpenInterest,
|
|
313
|
-
MDEntryType.CompositeUnderlyingPrice,
|
|
314
|
-
MDEntryType.SimulatedSellPrice,
|
|
315
|
-
MDEntryType.SimulatedBuyPrice,
|
|
316
|
-
MDEntryType.MarginRate,
|
|
317
|
-
MDEntryType.MidPrice,
|
|
318
|
-
MDEntryType.EmptyBook,
|
|
319
|
-
MDEntryType.SettleHighPrice,
|
|
320
|
-
MDEntryType.SettleLowPrice,
|
|
321
|
-
MDEntryType.PriorSettlePrice,
|
|
322
|
-
MDEntryType.SessionHighBid,
|
|
323
|
-
MDEntryType.SessionLowOffer,
|
|
324
|
-
MDEntryType.EarlyPrices,
|
|
325
|
-
MDEntryType.AuctionClearingPrice,
|
|
326
|
-
MDEntryType.SwapValueFactor,
|
|
327
|
-
MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
328
|
-
MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
329
|
-
MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
330
|
-
MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
331
|
-
MDEntryType.FixingPrice,
|
|
332
|
-
MDEntryType.CashRate,
|
|
333
|
-
MDEntryType.RecoveryRate,
|
|
334
|
-
MDEntryType.RecoveryRateForLong,
|
|
335
|
-
MDEntryType.RecoveryRateForShort,
|
|
336
|
-
MDEntryType.MarketBid,
|
|
337
|
-
MDEntryType.MarketOffer,
|
|
338
|
-
MDEntryType.ShortSaleMinPrice,
|
|
339
|
-
MDEntryType.PreviousClosingPrice,
|
|
340
|
-
MDEntryType.ThresholdLimitPriceBanding,
|
|
341
|
-
MDEntryType.DailyFinancingValue,
|
|
342
|
-
MDEntryType.AccruedFinancingValue,
|
|
343
|
-
MDEntryType.TWAP
|
|
344
|
-
];
|
|
345
|
-
const messageFields = [
|
|
346
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
347
|
-
new Field(Fields.SenderCompID, parser.sender),
|
|
348
|
-
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
349
|
-
new Field(Fields.TargetCompID, parser.target),
|
|
350
|
-
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
351
|
-
new Field(Fields.MDReqID, args.mdReqID),
|
|
352
|
-
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
353
|
-
new Field(Fields.MarketDepth, 0),
|
|
354
|
-
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
355
|
-
];
|
|
356
|
-
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
357
|
-
args.symbols.forEach((symbol) => {
|
|
358
|
-
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
359
|
-
});
|
|
360
|
-
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
361
|
-
entryTypes.forEach((entryType) => {
|
|
362
|
-
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
363
|
-
});
|
|
364
|
-
const mdr = parser.createMessage(...messageFields);
|
|
365
|
-
if (!parser.connected) {
|
|
366
|
-
parser.logger.log({
|
|
367
|
-
level: "error",
|
|
368
|
-
message: "Not connected. Cannot send market data request."
|
|
369
|
-
});
|
|
370
|
-
return {
|
|
371
|
-
content: [
|
|
372
|
-
{
|
|
373
|
-
type: "text",
|
|
374
|
-
text: "Error: Not connected. Ignoring message.",
|
|
375
|
-
uri: "marketDataRequest"
|
|
376
|
-
}
|
|
377
|
-
],
|
|
378
|
-
isError: true
|
|
379
|
-
};
|
|
380
|
-
}
|
|
381
|
-
parser.logger.log({
|
|
382
|
-
level: "info",
|
|
383
|
-
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
384
|
-
});
|
|
385
|
-
parser.send(mdr);
|
|
386
|
-
const fixData = await response;
|
|
387
|
-
parser.logger.log({
|
|
388
|
-
level: "info",
|
|
389
|
-
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
390
|
-
});
|
|
391
|
-
return {
|
|
392
|
-
content: [
|
|
393
|
-
{
|
|
394
|
-
type: "text",
|
|
395
|
-
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
396
|
-
uri: "marketDataRequest"
|
|
397
|
-
}
|
|
398
|
-
]
|
|
399
|
-
};
|
|
400
|
-
} catch (error) {
|
|
401
|
-
return {
|
|
402
|
-
content: [
|
|
403
|
-
{
|
|
404
|
-
type: "text",
|
|
405
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
406
|
-
uri: "marketDataRequest"
|
|
407
|
-
}
|
|
408
|
-
],
|
|
409
|
-
isError: true
|
|
410
|
-
};
|
|
411
|
-
}
|
|
412
|
-
};
|
|
413
|
-
};
|
|
414
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
415
|
-
return async (args) => {
|
|
416
|
-
try {
|
|
417
|
-
const symbol = args.symbol;
|
|
418
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
419
|
-
if (priceHistory.length === 0) {
|
|
420
|
-
return {
|
|
421
|
-
content: [
|
|
422
|
-
{
|
|
423
|
-
type: "text",
|
|
424
|
-
text: `No price data available for ${symbol}`,
|
|
425
|
-
uri: "getStockGraph"
|
|
426
|
-
}
|
|
427
|
-
]
|
|
428
|
-
};
|
|
429
|
-
}
|
|
430
|
-
const chart = new QuickChart();
|
|
431
|
-
chart.setWidth(1200);
|
|
432
|
-
chart.setHeight(600);
|
|
433
|
-
chart.setBackgroundColor("transparent");
|
|
434
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
435
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
436
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
437
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
438
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
439
|
-
const tradeData = priceHistory.map((point) => point.trade);
|
|
440
|
-
const vwapData = priceHistory.map((point) => point.vwap);
|
|
441
|
-
const twapData = priceHistory.map((point) => point.twap);
|
|
442
|
-
const config = {
|
|
443
|
-
type: "line",
|
|
444
|
-
data: {
|
|
445
|
-
labels,
|
|
446
|
-
datasets: [
|
|
447
|
-
{
|
|
448
|
-
label: "Bid",
|
|
449
|
-
data: bidData,
|
|
450
|
-
borderColor: "#28a745",
|
|
451
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
452
|
-
fill: false,
|
|
453
|
-
tension: 0.4
|
|
454
|
-
},
|
|
455
|
-
{
|
|
456
|
-
label: "Offer",
|
|
457
|
-
data: offerData,
|
|
458
|
-
borderColor: "#dc3545",
|
|
459
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
460
|
-
fill: false,
|
|
461
|
-
tension: 0.4
|
|
462
|
-
},
|
|
463
|
-
{
|
|
464
|
-
label: "Spread",
|
|
465
|
-
data: spreadData,
|
|
466
|
-
borderColor: "#6c757d",
|
|
467
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
468
|
-
fill: false,
|
|
469
|
-
tension: 0.4
|
|
470
|
-
},
|
|
471
|
-
{
|
|
472
|
-
label: "Trade",
|
|
473
|
-
data: tradeData,
|
|
474
|
-
borderColor: "#ffc107",
|
|
475
|
-
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
476
|
-
fill: false,
|
|
477
|
-
tension: 0.4
|
|
478
|
-
},
|
|
479
|
-
{
|
|
480
|
-
label: "VWAP",
|
|
481
|
-
data: vwapData,
|
|
482
|
-
borderColor: "#17a2b8",
|
|
483
|
-
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
484
|
-
fill: false,
|
|
485
|
-
tension: 0.4
|
|
486
|
-
},
|
|
487
|
-
{
|
|
488
|
-
label: "TWAP",
|
|
489
|
-
data: twapData,
|
|
490
|
-
borderColor: "#6610f2",
|
|
491
|
-
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
492
|
-
fill: false,
|
|
493
|
-
tension: 0.4
|
|
494
|
-
},
|
|
495
|
-
{
|
|
496
|
-
label: "Volume",
|
|
497
|
-
data: volumeData,
|
|
498
|
-
borderColor: "#007bff",
|
|
499
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
500
|
-
fill: true,
|
|
501
|
-
tension: 0.4
|
|
502
|
-
}
|
|
503
|
-
]
|
|
504
|
-
},
|
|
505
|
-
options: {
|
|
506
|
-
responsive: true,
|
|
507
|
-
plugins: {
|
|
508
|
-
title: {
|
|
509
|
-
display: true,
|
|
510
|
-
text: `${symbol} Market Data`
|
|
511
|
-
}
|
|
512
|
-
},
|
|
513
|
-
scales: {
|
|
514
|
-
y: {
|
|
515
|
-
beginAtZero: false
|
|
516
|
-
}
|
|
517
|
-
}
|
|
518
|
-
}
|
|
519
|
-
};
|
|
520
|
-
chart.setConfig(config);
|
|
521
|
-
const imageBuffer = await chart.toBinary();
|
|
522
|
-
const base64 = imageBuffer.toString("base64");
|
|
523
|
-
return {
|
|
524
|
-
content: [
|
|
525
|
-
{
|
|
526
|
-
type: "resource",
|
|
527
|
-
resource: {
|
|
528
|
-
uri: "resource://graph",
|
|
529
|
-
mimeType: "image/png",
|
|
530
|
-
blob: base64
|
|
531
|
-
}
|
|
532
|
-
}
|
|
533
|
-
]
|
|
534
|
-
};
|
|
535
|
-
} catch (error) {
|
|
536
|
-
return {
|
|
537
|
-
content: [
|
|
538
|
-
{
|
|
539
|
-
type: "text",
|
|
540
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
541
|
-
uri: "getStockGraph"
|
|
542
|
-
}
|
|
543
|
-
],
|
|
544
|
-
isError: true
|
|
545
|
-
};
|
|
546
|
-
}
|
|
547
|
-
};
|
|
548
|
-
};
|
|
549
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
550
|
-
return async (args) => {
|
|
551
|
-
try {
|
|
552
|
-
const symbol = args.symbol;
|
|
553
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
554
|
-
if (priceHistory.length === 0) {
|
|
555
|
-
return {
|
|
556
|
-
content: [
|
|
557
|
-
{
|
|
558
|
-
type: "text",
|
|
559
|
-
text: `No price data available for ${symbol}`,
|
|
560
|
-
uri: "getStockPriceHistory"
|
|
561
|
-
}
|
|
562
|
-
]
|
|
563
|
-
};
|
|
564
|
-
}
|
|
565
|
-
return {
|
|
566
|
-
content: [
|
|
567
|
-
{
|
|
568
|
-
type: "text",
|
|
569
|
-
text: JSON.stringify(
|
|
570
|
-
{
|
|
571
|
-
symbol,
|
|
572
|
-
count: priceHistory.length,
|
|
573
|
-
data: priceHistory.map((point) => ({
|
|
574
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
575
|
-
bid: point.bid,
|
|
576
|
-
offer: point.offer,
|
|
577
|
-
spread: point.spread,
|
|
578
|
-
volume: point.volume,
|
|
579
|
-
trade: point.trade,
|
|
580
|
-
indexValue: point.indexValue,
|
|
581
|
-
openingPrice: point.openingPrice,
|
|
582
|
-
closingPrice: point.closingPrice,
|
|
583
|
-
settlementPrice: point.settlementPrice,
|
|
584
|
-
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
585
|
-
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
586
|
-
vwap: point.vwap,
|
|
587
|
-
imbalance: point.imbalance,
|
|
588
|
-
openInterest: point.openInterest,
|
|
589
|
-
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
590
|
-
simulatedSellPrice: point.simulatedSellPrice,
|
|
591
|
-
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
592
|
-
marginRate: point.marginRate,
|
|
593
|
-
midPrice: point.midPrice,
|
|
594
|
-
emptyBook: point.emptyBook,
|
|
595
|
-
settleHighPrice: point.settleHighPrice,
|
|
596
|
-
settleLowPrice: point.settleLowPrice,
|
|
597
|
-
priorSettlePrice: point.priorSettlePrice,
|
|
598
|
-
sessionHighBid: point.sessionHighBid,
|
|
599
|
-
sessionLowOffer: point.sessionLowOffer,
|
|
600
|
-
earlyPrices: point.earlyPrices,
|
|
601
|
-
auctionClearingPrice: point.auctionClearingPrice,
|
|
602
|
-
swapValueFactor: point.swapValueFactor,
|
|
603
|
-
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
604
|
-
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
605
|
-
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
606
|
-
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
607
|
-
fixingPrice: point.fixingPrice,
|
|
608
|
-
cashRate: point.cashRate,
|
|
609
|
-
recoveryRate: point.recoveryRate,
|
|
610
|
-
recoveryRateForLong: point.recoveryRateForLong,
|
|
611
|
-
recoveryRateForShort: point.recoveryRateForShort,
|
|
612
|
-
marketBid: point.marketBid,
|
|
613
|
-
marketOffer: point.marketOffer,
|
|
614
|
-
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
615
|
-
previousClosingPrice: point.previousClosingPrice,
|
|
616
|
-
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
617
|
-
dailyFinancingValue: point.dailyFinancingValue,
|
|
618
|
-
accruedFinancingValue: point.accruedFinancingValue,
|
|
619
|
-
twap: point.twap
|
|
620
|
-
}))
|
|
621
|
-
},
|
|
622
|
-
null,
|
|
623
|
-
2
|
|
624
|
-
),
|
|
625
|
-
uri: "getStockPriceHistory"
|
|
626
|
-
}
|
|
627
|
-
]
|
|
628
|
-
};
|
|
629
|
-
} catch (error) {
|
|
630
|
-
return {
|
|
631
|
-
content: [
|
|
632
|
-
{
|
|
633
|
-
type: "text",
|
|
634
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
635
|
-
uri: "getStockPriceHistory"
|
|
636
|
-
}
|
|
637
|
-
],
|
|
638
|
-
isError: true
|
|
639
|
-
};
|
|
640
|
-
}
|
|
641
|
-
};
|
|
642
|
-
};
|
|
643
|
-
|
|
644
|
-
// src/tools/order.ts
|
|
645
|
-
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
646
|
-
var ordTypeNames = {
|
|
647
|
-
"1": "Market",
|
|
648
|
-
"2": "Limit",
|
|
649
|
-
"3": "Stop",
|
|
650
|
-
"4": "StopLimit",
|
|
651
|
-
"5": "MarketOnClose",
|
|
652
|
-
"6": "WithOrWithout",
|
|
653
|
-
"7": "LimitOrBetter",
|
|
654
|
-
"8": "LimitWithOrWithout",
|
|
655
|
-
"9": "OnBasis",
|
|
656
|
-
A: "OnClose",
|
|
657
|
-
B: "LimitOnClose",
|
|
658
|
-
C: "ForexMarket",
|
|
659
|
-
D: "PreviouslyQuoted",
|
|
660
|
-
E: "PreviouslyIndicated",
|
|
661
|
-
F: "ForexLimit",
|
|
662
|
-
G: "ForexSwap",
|
|
663
|
-
H: "ForexPreviouslyQuoted",
|
|
664
|
-
I: "Funari",
|
|
665
|
-
J: "MarketIfTouched",
|
|
666
|
-
K: "MarketWithLeftOverAsLimit",
|
|
667
|
-
L: "PreviousFundValuationPoint",
|
|
668
|
-
M: "NextFundValuationPoint",
|
|
669
|
-
P: "Pegged",
|
|
670
|
-
Q: "CounterOrderSelection",
|
|
671
|
-
R: "StopOnBidOrOffer",
|
|
672
|
-
S: "StopLimitOnBidOrOffer"
|
|
673
|
-
};
|
|
674
|
-
var sideNames = {
|
|
675
|
-
"1": "Buy",
|
|
676
|
-
"2": "Sell",
|
|
677
|
-
"3": "BuyMinus",
|
|
678
|
-
"4": "SellPlus",
|
|
679
|
-
"5": "SellShort",
|
|
680
|
-
"6": "SellShortExempt",
|
|
681
|
-
"7": "Undisclosed",
|
|
682
|
-
"8": "Cross",
|
|
683
|
-
"9": "CrossShort",
|
|
684
|
-
A: "CrossShortExempt",
|
|
685
|
-
B: "AsDefined",
|
|
686
|
-
C: "Opposite",
|
|
687
|
-
D: "Subscribe",
|
|
688
|
-
E: "Redeem",
|
|
689
|
-
F: "Lend",
|
|
690
|
-
G: "Borrow",
|
|
691
|
-
H: "SellUndisclosed"
|
|
692
|
-
};
|
|
693
|
-
var timeInForceNames = {
|
|
694
|
-
"0": "Day",
|
|
695
|
-
"1": "GoodTillCancel",
|
|
696
|
-
"2": "AtTheOpening",
|
|
697
|
-
"3": "ImmediateOrCancel",
|
|
698
|
-
"4": "FillOrKill",
|
|
699
|
-
"5": "GoodTillCrossing",
|
|
700
|
-
"6": "GoodTillDate",
|
|
701
|
-
"7": "AtTheClose",
|
|
702
|
-
"8": "GoodThroughCrossing",
|
|
703
|
-
"9": "AtCrossing",
|
|
704
|
-
A: "GoodForTime",
|
|
705
|
-
B: "GoodForAuction",
|
|
706
|
-
C: "GoodForMonth"
|
|
707
|
-
};
|
|
708
|
-
var handlInstNames = {
|
|
709
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
710
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
711
|
-
"3": "ManualOrder"
|
|
712
|
-
};
|
|
713
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
714
|
-
return async (args) => {
|
|
715
|
-
try {
|
|
716
|
-
verifiedOrders.set(args.clOrdID, {
|
|
717
|
-
clOrdID: args.clOrdID,
|
|
718
|
-
handlInst: args.handlInst,
|
|
719
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
720
|
-
price: Number.parseFloat(String(args.price)),
|
|
721
|
-
ordType: args.ordType,
|
|
722
|
-
side: args.side,
|
|
723
|
-
symbol: args.symbol,
|
|
724
|
-
timeInForce: args.timeInForce
|
|
725
|
-
});
|
|
726
|
-
return {
|
|
727
|
-
content: [
|
|
728
|
-
{
|
|
729
|
-
type: "text",
|
|
730
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
731
|
-
|
|
732
|
-
Parameters verified:
|
|
733
|
-
- ClOrdID: ${args.clOrdID}
|
|
734
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
735
|
-
- Quantity: ${args.quantity}
|
|
736
|
-
- Price: ${args.price}
|
|
737
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
738
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
739
|
-
- Symbol: ${args.symbol}
|
|
740
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
741
|
-
|
|
742
|
-
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
743
|
-
uri: "verifyOrder"
|
|
744
|
-
}
|
|
745
|
-
]
|
|
746
|
-
};
|
|
747
|
-
} catch (error) {
|
|
748
|
-
return {
|
|
749
|
-
content: [
|
|
750
|
-
{
|
|
751
|
-
type: "text",
|
|
752
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
753
|
-
uri: "verifyOrder"
|
|
754
|
-
}
|
|
755
|
-
],
|
|
756
|
-
isError: true
|
|
757
|
-
};
|
|
758
|
-
}
|
|
759
|
-
};
|
|
760
|
-
};
|
|
761
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
762
|
-
return async (args) => {
|
|
763
|
-
try {
|
|
764
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
765
|
-
if (!verifiedOrder) {
|
|
766
|
-
return {
|
|
767
|
-
content: [
|
|
768
|
-
{
|
|
769
|
-
type: "text",
|
|
770
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
771
|
-
uri: "executeOrder"
|
|
772
|
-
}
|
|
773
|
-
],
|
|
774
|
-
isError: true
|
|
775
|
-
};
|
|
776
|
-
}
|
|
777
|
-
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
778
|
-
return {
|
|
779
|
-
content: [
|
|
780
|
-
{
|
|
781
|
-
type: "text",
|
|
782
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
783
|
-
uri: "executeOrder"
|
|
784
|
-
}
|
|
785
|
-
],
|
|
786
|
-
isError: true
|
|
787
|
-
};
|
|
788
|
-
}
|
|
789
|
-
const response = new Promise((resolve) => {
|
|
790
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
791
|
-
});
|
|
792
|
-
const order = parser.createMessage(
|
|
793
|
-
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
794
|
-
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
795
|
-
new Field2(Fields2.SenderCompID, parser.sender),
|
|
796
|
-
new Field2(Fields2.TargetCompID, parser.target),
|
|
797
|
-
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
798
|
-
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
799
|
-
new Field2(Fields2.Side, args.side),
|
|
800
|
-
new Field2(Fields2.Symbol, args.symbol),
|
|
801
|
-
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
802
|
-
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
803
|
-
new Field2(Fields2.OrdType, args.ordType),
|
|
804
|
-
new Field2(Fields2.HandlInst, args.handlInst),
|
|
805
|
-
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
806
|
-
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
807
|
-
);
|
|
808
|
-
if (!parser.connected) {
|
|
809
|
-
return {
|
|
810
|
-
content: [
|
|
811
|
-
{
|
|
812
|
-
type: "text",
|
|
813
|
-
text: "Error: Not connected. Ignoring message.",
|
|
814
|
-
uri: "executeOrder"
|
|
815
|
-
}
|
|
816
|
-
],
|
|
817
|
-
isError: true
|
|
818
|
-
};
|
|
819
|
-
}
|
|
820
|
-
parser.send(order);
|
|
821
|
-
const fixData = await response;
|
|
822
|
-
verifiedOrders.delete(args.clOrdID);
|
|
823
|
-
return {
|
|
824
|
-
content: [
|
|
825
|
-
{
|
|
826
|
-
type: "text",
|
|
827
|
-
text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
828
|
-
uri: "executeOrder"
|
|
829
|
-
}
|
|
830
|
-
]
|
|
831
|
-
};
|
|
832
|
-
} catch (error) {
|
|
833
|
-
return {
|
|
834
|
-
content: [
|
|
835
|
-
{
|
|
836
|
-
type: "text",
|
|
837
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
838
|
-
uri: "executeOrder"
|
|
839
|
-
}
|
|
840
|
-
],
|
|
841
|
-
isError: true
|
|
842
|
-
};
|
|
843
|
-
}
|
|
844
|
-
};
|
|
845
|
-
};
|
|
846
|
-
|
|
847
|
-
// src/tools/parse.ts
|
|
848
|
-
var createParseHandler = (parser) => {
|
|
849
|
-
return async (args) => {
|
|
850
|
-
try {
|
|
851
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
852
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
853
|
-
return {
|
|
854
|
-
content: [
|
|
855
|
-
{
|
|
856
|
-
type: "text",
|
|
857
|
-
text: "Error: Failed to parse FIX string",
|
|
858
|
-
uri: "parse"
|
|
859
|
-
}
|
|
860
|
-
],
|
|
861
|
-
isError: true
|
|
862
|
-
};
|
|
863
|
-
}
|
|
864
|
-
return {
|
|
865
|
-
content: [
|
|
866
|
-
{
|
|
867
|
-
type: "text",
|
|
868
|
-
text: `${parsedMessage[0].description}
|
|
869
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
870
|
-
uri: "parse"
|
|
871
|
-
}
|
|
872
|
-
]
|
|
873
|
-
};
|
|
874
|
-
} catch (error) {
|
|
875
|
-
return {
|
|
876
|
-
content: [
|
|
877
|
-
{
|
|
878
|
-
type: "text",
|
|
879
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
880
|
-
uri: "parse"
|
|
881
|
-
}
|
|
882
|
-
],
|
|
883
|
-
isError: true
|
|
884
|
-
};
|
|
885
|
-
}
|
|
886
|
-
};
|
|
887
|
-
};
|
|
888
|
-
|
|
889
|
-
// src/tools/parseToJSON.ts
|
|
890
|
-
var createParseToJSONHandler = (parser) => {
|
|
891
|
-
return async (args) => {
|
|
892
|
-
try {
|
|
893
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
894
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
895
|
-
return {
|
|
896
|
-
content: [
|
|
897
|
-
{
|
|
898
|
-
type: "text",
|
|
899
|
-
text: "Error: Failed to parse FIX string",
|
|
900
|
-
uri: "parseToJSON"
|
|
901
|
-
}
|
|
902
|
-
],
|
|
903
|
-
isError: true
|
|
904
|
-
};
|
|
905
|
-
}
|
|
906
|
-
return {
|
|
907
|
-
content: [
|
|
908
|
-
{
|
|
909
|
-
type: "text",
|
|
910
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
911
|
-
uri: "parseToJSON"
|
|
912
|
-
}
|
|
913
|
-
]
|
|
914
|
-
};
|
|
915
|
-
} catch (error) {
|
|
916
|
-
return {
|
|
917
|
-
content: [
|
|
918
|
-
{
|
|
919
|
-
type: "text",
|
|
920
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
921
|
-
uri: "parseToJSON"
|
|
922
|
-
}
|
|
923
|
-
],
|
|
924
|
-
isError: true
|
|
925
|
-
};
|
|
926
|
-
}
|
|
927
|
-
};
|
|
928
|
-
};
|
|
929
|
-
|
|
930
|
-
// src/tools/index.ts
|
|
931
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
932
|
-
parse: createParseHandler(parser),
|
|
933
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
934
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
935
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
936
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
937
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
938
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
939
|
-
});
|
|
940
|
-
|
|
941
|
-
// src/utils/messageHandler.ts
|
|
942
|
-
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
943
|
-
function getEnumValue(enumObj, name) {
|
|
944
|
-
return enumObj[name] || name;
|
|
945
|
-
}
|
|
946
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
947
|
-
parser.logger.log({
|
|
948
|
-
level: "info",
|
|
949
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
950
|
-
});
|
|
951
|
-
const msgType = message.messageType;
|
|
952
|
-
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
953
|
-
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
954
|
-
parser.logger.log({
|
|
955
|
-
level: "info",
|
|
956
|
-
message: `Processing market data for symbol: ${symbol}`
|
|
957
|
-
});
|
|
958
|
-
const fixJson = message.toFIXJSON();
|
|
959
|
-
const entries = fixJson.Body?.NoMDEntries || [];
|
|
960
|
-
parser.logger.log({
|
|
961
|
-
level: "info",
|
|
962
|
-
message: `Found ${entries.length} market data entries`
|
|
963
|
-
});
|
|
964
|
-
const data = {
|
|
965
|
-
timestamp: Date.now(),
|
|
966
|
-
bid: 0,
|
|
967
|
-
offer: 0,
|
|
968
|
-
spread: 0,
|
|
969
|
-
volume: 0,
|
|
970
|
-
trade: 0,
|
|
971
|
-
indexValue: 0,
|
|
972
|
-
openingPrice: 0,
|
|
973
|
-
closingPrice: 0,
|
|
974
|
-
settlementPrice: 0,
|
|
975
|
-
tradingSessionHighPrice: 0,
|
|
976
|
-
tradingSessionLowPrice: 0,
|
|
977
|
-
vwap: 0,
|
|
978
|
-
imbalance: 0,
|
|
979
|
-
openInterest: 0,
|
|
980
|
-
compositeUnderlyingPrice: 0,
|
|
981
|
-
simulatedSellPrice: 0,
|
|
982
|
-
simulatedBuyPrice: 0,
|
|
983
|
-
marginRate: 0,
|
|
984
|
-
midPrice: 0,
|
|
985
|
-
emptyBook: 0,
|
|
986
|
-
settleHighPrice: 0,
|
|
987
|
-
settleLowPrice: 0,
|
|
988
|
-
priorSettlePrice: 0,
|
|
989
|
-
sessionHighBid: 0,
|
|
990
|
-
sessionLowOffer: 0,
|
|
991
|
-
earlyPrices: 0,
|
|
992
|
-
auctionClearingPrice: 0,
|
|
993
|
-
swapValueFactor: 0,
|
|
994
|
-
dailyValueAdjustmentForLongPositions: 0,
|
|
995
|
-
cumulativeValueAdjustmentForLongPositions: 0,
|
|
996
|
-
dailyValueAdjustmentForShortPositions: 0,
|
|
997
|
-
cumulativeValueAdjustmentForShortPositions: 0,
|
|
998
|
-
fixingPrice: 0,
|
|
999
|
-
cashRate: 0,
|
|
1000
|
-
recoveryRate: 0,
|
|
1001
|
-
recoveryRateForLong: 0,
|
|
1002
|
-
recoveryRateForShort: 0,
|
|
1003
|
-
marketBid: 0,
|
|
1004
|
-
marketOffer: 0,
|
|
1005
|
-
shortSaleMinPrice: 0,
|
|
1006
|
-
previousClosingPrice: 0,
|
|
1007
|
-
thresholdLimitPriceBanding: 0,
|
|
1008
|
-
dailyFinancingValue: 0,
|
|
1009
|
-
accruedFinancingValue: 0,
|
|
1010
|
-
twap: 0
|
|
1011
|
-
};
|
|
1012
|
-
for (const entry of entries) {
|
|
1013
|
-
const entryType = entry.MDEntryType;
|
|
1014
|
-
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1015
|
-
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1016
|
-
if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
|
|
1017
|
-
parser.logger.log({
|
|
1018
|
-
level: "info",
|
|
1019
|
-
message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
|
|
1020
|
-
});
|
|
1021
|
-
}
|
|
1022
|
-
const enumValue = getEnumValue(MDEntryType2, entryType);
|
|
1023
|
-
switch (enumValue) {
|
|
1024
|
-
case MDEntryType2.Bid:
|
|
1025
|
-
data.bid = price;
|
|
1026
|
-
break;
|
|
1027
|
-
case MDEntryType2.Offer:
|
|
1028
|
-
data.offer = price;
|
|
1029
|
-
break;
|
|
1030
|
-
case MDEntryType2.Trade:
|
|
1031
|
-
data.trade = price;
|
|
1032
|
-
break;
|
|
1033
|
-
case MDEntryType2.IndexValue:
|
|
1034
|
-
data.indexValue = price;
|
|
1035
|
-
break;
|
|
1036
|
-
case MDEntryType2.OpeningPrice:
|
|
1037
|
-
data.openingPrice = price;
|
|
1038
|
-
break;
|
|
1039
|
-
case MDEntryType2.ClosingPrice:
|
|
1040
|
-
data.closingPrice = price;
|
|
1041
|
-
break;
|
|
1042
|
-
case MDEntryType2.SettlementPrice:
|
|
1043
|
-
data.settlementPrice = price;
|
|
1044
|
-
break;
|
|
1045
|
-
case MDEntryType2.TradingSessionHighPrice:
|
|
1046
|
-
data.tradingSessionHighPrice = price;
|
|
1047
|
-
break;
|
|
1048
|
-
case MDEntryType2.TradingSessionLowPrice:
|
|
1049
|
-
data.tradingSessionLowPrice = price;
|
|
1050
|
-
break;
|
|
1051
|
-
case MDEntryType2.VWAP:
|
|
1052
|
-
data.vwap = price;
|
|
1053
|
-
break;
|
|
1054
|
-
case MDEntryType2.Imbalance:
|
|
1055
|
-
data.imbalance = size;
|
|
1056
|
-
break;
|
|
1057
|
-
case MDEntryType2.TradeVolume:
|
|
1058
|
-
data.volume = size;
|
|
1059
|
-
break;
|
|
1060
|
-
case MDEntryType2.OpenInterest:
|
|
1061
|
-
data.openInterest = size;
|
|
1062
|
-
break;
|
|
1063
|
-
case MDEntryType2.CompositeUnderlyingPrice:
|
|
1064
|
-
data.compositeUnderlyingPrice = price;
|
|
1065
|
-
break;
|
|
1066
|
-
case MDEntryType2.SimulatedSellPrice:
|
|
1067
|
-
data.simulatedSellPrice = price;
|
|
1068
|
-
break;
|
|
1069
|
-
case MDEntryType2.SimulatedBuyPrice:
|
|
1070
|
-
data.simulatedBuyPrice = price;
|
|
1071
|
-
break;
|
|
1072
|
-
case MDEntryType2.MarginRate:
|
|
1073
|
-
data.marginRate = price;
|
|
1074
|
-
break;
|
|
1075
|
-
case MDEntryType2.MidPrice:
|
|
1076
|
-
data.midPrice = price;
|
|
1077
|
-
break;
|
|
1078
|
-
case MDEntryType2.EmptyBook:
|
|
1079
|
-
data.emptyBook = 1;
|
|
1080
|
-
break;
|
|
1081
|
-
case MDEntryType2.SettleHighPrice:
|
|
1082
|
-
data.settleHighPrice = price;
|
|
1083
|
-
break;
|
|
1084
|
-
case MDEntryType2.SettleLowPrice:
|
|
1085
|
-
data.settleLowPrice = price;
|
|
1086
|
-
break;
|
|
1087
|
-
case MDEntryType2.PriorSettlePrice:
|
|
1088
|
-
data.priorSettlePrice = price;
|
|
1089
|
-
break;
|
|
1090
|
-
case MDEntryType2.SessionHighBid:
|
|
1091
|
-
data.sessionHighBid = price;
|
|
1092
|
-
break;
|
|
1093
|
-
case MDEntryType2.SessionLowOffer:
|
|
1094
|
-
data.sessionLowOffer = price;
|
|
1095
|
-
break;
|
|
1096
|
-
case MDEntryType2.EarlyPrices:
|
|
1097
|
-
data.earlyPrices = price;
|
|
1098
|
-
break;
|
|
1099
|
-
case MDEntryType2.AuctionClearingPrice:
|
|
1100
|
-
data.auctionClearingPrice = price;
|
|
1101
|
-
break;
|
|
1102
|
-
case MDEntryType2.SwapValueFactor:
|
|
1103
|
-
data.swapValueFactor = price;
|
|
1104
|
-
break;
|
|
1105
|
-
case MDEntryType2.DailyValueAdjustmentForLongPositions:
|
|
1106
|
-
data.dailyValueAdjustmentForLongPositions = price;
|
|
1107
|
-
break;
|
|
1108
|
-
case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
|
|
1109
|
-
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1110
|
-
break;
|
|
1111
|
-
case MDEntryType2.DailyValueAdjustmentForShortPositions:
|
|
1112
|
-
data.dailyValueAdjustmentForShortPositions = price;
|
|
1113
|
-
break;
|
|
1114
|
-
case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
|
|
1115
|
-
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1116
|
-
break;
|
|
1117
|
-
case MDEntryType2.FixingPrice:
|
|
1118
|
-
data.fixingPrice = price;
|
|
1119
|
-
break;
|
|
1120
|
-
case MDEntryType2.CashRate:
|
|
1121
|
-
data.cashRate = price;
|
|
1122
|
-
break;
|
|
1123
|
-
case MDEntryType2.RecoveryRate:
|
|
1124
|
-
data.recoveryRate = price;
|
|
1125
|
-
break;
|
|
1126
|
-
case MDEntryType2.RecoveryRateForLong:
|
|
1127
|
-
data.recoveryRateForLong = price;
|
|
1128
|
-
break;
|
|
1129
|
-
case MDEntryType2.RecoveryRateForShort:
|
|
1130
|
-
data.recoveryRateForShort = price;
|
|
1131
|
-
break;
|
|
1132
|
-
case MDEntryType2.MarketBid:
|
|
1133
|
-
data.marketBid = price;
|
|
1134
|
-
break;
|
|
1135
|
-
case MDEntryType2.MarketOffer:
|
|
1136
|
-
data.marketOffer = price;
|
|
1137
|
-
break;
|
|
1138
|
-
case MDEntryType2.ShortSaleMinPrice:
|
|
1139
|
-
data.shortSaleMinPrice = price;
|
|
1140
|
-
break;
|
|
1141
|
-
case MDEntryType2.PreviousClosingPrice:
|
|
1142
|
-
data.previousClosingPrice = price;
|
|
1143
|
-
break;
|
|
1144
|
-
case MDEntryType2.ThresholdLimitPriceBanding:
|
|
1145
|
-
data.thresholdLimitPriceBanding = price;
|
|
1146
|
-
break;
|
|
1147
|
-
case MDEntryType2.DailyFinancingValue:
|
|
1148
|
-
data.dailyFinancingValue = price;
|
|
1149
|
-
break;
|
|
1150
|
-
case MDEntryType2.AccruedFinancingValue:
|
|
1151
|
-
data.accruedFinancingValue = price;
|
|
1152
|
-
break;
|
|
1153
|
-
case MDEntryType2.TWAP:
|
|
1154
|
-
data.twap = price;
|
|
1155
|
-
break;
|
|
1156
|
-
}
|
|
1157
|
-
}
|
|
1158
|
-
data.spread = data.offer - data.bid;
|
|
1159
|
-
console.log(">>>>>>>>>>>>>>>>>>>>", data);
|
|
1160
|
-
if (!marketDataPrices.has(symbol)) {
|
|
1161
|
-
parser.logger.log({
|
|
1162
|
-
level: "info",
|
|
1163
|
-
message: `Creating new price history array for symbol: ${symbol}`
|
|
1164
|
-
});
|
|
1165
|
-
marketDataPrices.set(symbol, []);
|
|
1166
|
-
}
|
|
1167
|
-
const prices = marketDataPrices.get(symbol);
|
|
1168
|
-
prices.push(data);
|
|
1169
|
-
parser.logger.log({
|
|
1170
|
-
level: "info",
|
|
1171
|
-
message: `Updated price history for ${symbol}. Current size: ${prices.length}`
|
|
1172
|
-
});
|
|
1173
|
-
if (prices.length > maxPriceHistory) {
|
|
1174
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
1175
|
-
parser.logger.log({
|
|
1176
|
-
level: "info",
|
|
1177
|
-
message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
|
|
1178
|
-
});
|
|
1179
|
-
}
|
|
1180
|
-
onPriceUpdate?.(symbol, data);
|
|
1181
|
-
const mdReqID = message.getField(Fields3.MDReqID)?.value;
|
|
1182
|
-
if (mdReqID) {
|
|
1183
|
-
const callback = pendingRequests.get(mdReqID);
|
|
1184
|
-
if (callback) {
|
|
1185
|
-
callback(message);
|
|
1186
|
-
pendingRequests.delete(mdReqID);
|
|
1187
|
-
parser.logger.log({
|
|
1188
|
-
level: "info",
|
|
1189
|
-
message: `Resolved market data request for ID: ${mdReqID}`
|
|
1190
|
-
});
|
|
1191
|
-
}
|
|
1192
|
-
}
|
|
1193
|
-
} else if (msgType === Messages3.ExecutionReport) {
|
|
1194
|
-
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
1195
|
-
const callback = pendingRequests.get(reqId);
|
|
1196
|
-
if (callback) {
|
|
1197
|
-
callback(message);
|
|
1198
|
-
pendingRequests.delete(reqId);
|
|
1199
|
-
}
|
|
1200
|
-
}
|
|
1201
|
-
}
|
|
1202
|
-
|
|
1203
|
-
// src/MCPRemote.ts
|
|
1204
|
-
var transports = {};
|
|
1205
|
-
function jsonSchemaToZod(schema) {
|
|
1206
|
-
if (schema.type === "object") {
|
|
1207
|
-
const shape = {};
|
|
1208
|
-
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1209
|
-
const propSchema = prop;
|
|
1210
|
-
if (propSchema.type === "string") {
|
|
1211
|
-
if (propSchema.enum) {
|
|
1212
|
-
shape[key] = z.enum(propSchema.enum);
|
|
1213
|
-
} else {
|
|
1214
|
-
shape[key] = z.string();
|
|
1215
|
-
}
|
|
1216
|
-
} else if (propSchema.type === "number") {
|
|
1217
|
-
shape[key] = z.number();
|
|
1218
|
-
} else if (propSchema.type === "boolean") {
|
|
1219
|
-
shape[key] = z.boolean();
|
|
1220
|
-
} else if (propSchema.type === "array") {
|
|
1221
|
-
if (propSchema.items.type === "string") {
|
|
1222
|
-
shape[key] = z.array(z.string());
|
|
1223
|
-
} else if (propSchema.items.type === "number") {
|
|
1224
|
-
shape[key] = z.array(z.number());
|
|
1225
|
-
} else if (propSchema.items.type === "boolean") {
|
|
1226
|
-
shape[key] = z.array(z.boolean());
|
|
1227
|
-
} else {
|
|
1228
|
-
shape[key] = z.array(z.any());
|
|
1229
|
-
}
|
|
1230
|
-
} else {
|
|
1231
|
-
shape[key] = z.any();
|
|
1232
|
-
}
|
|
1233
|
-
}
|
|
1234
|
-
return shape;
|
|
1235
|
-
}
|
|
1236
|
-
return {};
|
|
1237
|
-
}
|
|
1238
|
-
var MCPRemote = class extends MCPBase {
|
|
1239
|
-
/**
|
|
1240
|
-
* Port number the server will listen on.
|
|
1241
32
|
* @private
|
|
1242
33
|
*/
|
|
1243
|
-
|
|
34
|
+
parser;
|
|
1244
35
|
/**
|
|
1245
36
|
* Node.js HTTP server instance created internally.
|
|
1246
37
|
* @private
|
|
1247
38
|
*/
|
|
1248
|
-
|
|
39
|
+
server;
|
|
1249
40
|
/**
|
|
1250
41
|
* MCP server instance handling MCP protocol logic.
|
|
1251
42
|
* @private
|
|
@@ -1255,65 +46,89 @@ var MCPRemote = class extends MCPBase {
|
|
|
1255
46
|
* Optional name of the plugin/server instance.
|
|
1256
47
|
* @private
|
|
1257
48
|
*/
|
|
1258
|
-
|
|
49
|
+
name;
|
|
1259
50
|
/**
|
|
1260
51
|
* Optional version string of the plugin/server.
|
|
1261
52
|
* @private
|
|
1262
53
|
*/
|
|
1263
|
-
|
|
54
|
+
version;
|
|
1264
55
|
/**
|
|
1265
|
-
*
|
|
56
|
+
* Called when server is setup and listening.
|
|
1266
57
|
* @private
|
|
1267
58
|
*/
|
|
1268
|
-
|
|
59
|
+
onReady = void 0;
|
|
1269
60
|
/**
|
|
1270
|
-
*
|
|
61
|
+
* A map of pending market data requests, keyed by MDReqID.
|
|
62
|
+
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
+
* FIX Message is received.
|
|
1271
64
|
* @private
|
|
65
|
+
* @type {Map<string, (data: Message) => void>}
|
|
1272
66
|
*/
|
|
1273
67
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1274
|
-
/**
|
|
1275
|
-
* Map to store market data prices for each symbol
|
|
1276
|
-
* @private
|
|
1277
|
-
*/
|
|
1278
|
-
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1279
|
-
/**
|
|
1280
|
-
* Maximum number of price history entries to keep per symbol
|
|
1281
|
-
* @private
|
|
1282
|
-
*/
|
|
1283
|
-
MAX_PRICE_HISTORY = 1e5;
|
|
1284
68
|
constructor({ port, logger, onReady }) {
|
|
1285
|
-
super({ logger, onReady });
|
|
1286
69
|
this.port = port;
|
|
70
|
+
if (logger) this.logger = logger;
|
|
71
|
+
if (onReady) this.onReady = onReady;
|
|
1287
72
|
}
|
|
1288
73
|
async register(parser) {
|
|
1289
74
|
this.parser = parser;
|
|
75
|
+
this.parser.addOnMessageCallback((message) => {
|
|
76
|
+
this.logger?.log({
|
|
77
|
+
level: "info",
|
|
78
|
+
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
+
});
|
|
80
|
+
const msgType = message.messageType;
|
|
81
|
+
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
+
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
+
if (idField) {
|
|
84
|
+
const id = idField.value;
|
|
85
|
+
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
+
const callback = this.pendingRequests.get(String(id));
|
|
87
|
+
if (callback) {
|
|
88
|
+
callback(message);
|
|
89
|
+
this.pendingRequests.delete(String(id));
|
|
90
|
+
}
|
|
91
|
+
}
|
|
92
|
+
}
|
|
93
|
+
}
|
|
94
|
+
});
|
|
1290
95
|
this.logger = parser.logger;
|
|
1291
96
|
this.logger?.log({
|
|
1292
97
|
level: "info",
|
|
1293
98
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
1294
99
|
});
|
|
1295
|
-
this.
|
|
1296
|
-
if (this.parser) {
|
|
1297
|
-
handleMessage(
|
|
1298
|
-
message,
|
|
1299
|
-
this.parser,
|
|
1300
|
-
this.pendingRequests,
|
|
1301
|
-
this.marketDataPrices,
|
|
1302
|
-
this.MAX_PRICE_HISTORY
|
|
1303
|
-
);
|
|
1304
|
-
this.logger?.log({
|
|
1305
|
-
level: "info",
|
|
1306
|
-
message: `Market Data Prices TEST: ${JSON.stringify(this.marketDataPrices)}`
|
|
1307
|
-
});
|
|
1308
|
-
}
|
|
1309
|
-
});
|
|
1310
|
-
this.httpServer = createServer(async (req, res) => {
|
|
100
|
+
this.server = createServer(async (req, res) => {
|
|
1311
101
|
if (!req.url || !req.method) {
|
|
1312
102
|
res.writeHead(400);
|
|
1313
103
|
res.end("Bad Request");
|
|
1314
104
|
return;
|
|
1315
105
|
}
|
|
1316
|
-
|
|
106
|
+
const url = new URL(req.url, `http://${req.headers.host}`);
|
|
107
|
+
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
+
const config = {
|
|
109
|
+
issuer: "https://accounts.google.com",
|
|
110
|
+
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
+
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
+
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
+
response_types_supported: [
|
|
114
|
+
"code",
|
|
115
|
+
"token",
|
|
116
|
+
"id_token",
|
|
117
|
+
"code token",
|
|
118
|
+
"code id_token",
|
|
119
|
+
"token id_token",
|
|
120
|
+
"code token id_token"
|
|
121
|
+
],
|
|
122
|
+
subject_types_supported: ["public"],
|
|
123
|
+
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
+
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
+
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
+
};
|
|
127
|
+
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
+
res.end(JSON.stringify(config));
|
|
129
|
+
return;
|
|
130
|
+
}
|
|
131
|
+
if (url.pathname === "/") {
|
|
1317
132
|
const sessionId = req.headers["mcp-session-id"];
|
|
1318
133
|
if (req.method === "POST") {
|
|
1319
134
|
const bodyChunks = [];
|
|
@@ -1346,10 +161,10 @@ var MCPRemote = class extends MCPBase {
|
|
|
1346
161
|
}
|
|
1347
162
|
};
|
|
1348
163
|
this.mcpServer = new McpServer({
|
|
1349
|
-
name: this.
|
|
1350
|
-
version: this.
|
|
164
|
+
name: this.name || "FIXParser",
|
|
165
|
+
version: this.version || "1.0.0"
|
|
1351
166
|
});
|
|
1352
|
-
this.
|
|
167
|
+
this.addWorkflows();
|
|
1353
168
|
await this.mcpServer.connect(transport);
|
|
1354
169
|
} else {
|
|
1355
170
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -1365,15 +180,7 @@ var MCPRemote = class extends MCPBase {
|
|
|
1365
180
|
);
|
|
1366
181
|
return;
|
|
1367
182
|
}
|
|
1368
|
-
|
|
1369
|
-
await transport.handleRequest(req, res, parsed);
|
|
1370
|
-
} catch (error) {
|
|
1371
|
-
this.logger?.log({
|
|
1372
|
-
level: "error",
|
|
1373
|
-
message: `Error handling request: ${error}`
|
|
1374
|
-
});
|
|
1375
|
-
throw error;
|
|
1376
|
-
}
|
|
183
|
+
await transport.handleRequest(req, res, parsed);
|
|
1377
184
|
});
|
|
1378
185
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1379
186
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -1382,29 +189,17 @@ var MCPRemote = class extends MCPBase {
|
|
|
1382
189
|
return;
|
|
1383
190
|
}
|
|
1384
191
|
const transport = transports[sessionId];
|
|
1385
|
-
|
|
1386
|
-
await transport.handleRequest(req, res);
|
|
1387
|
-
} catch (error) {
|
|
1388
|
-
this.logger?.log({
|
|
1389
|
-
level: "error",
|
|
1390
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1391
|
-
});
|
|
1392
|
-
throw error;
|
|
1393
|
-
}
|
|
192
|
+
await transport.handleRequest(req, res);
|
|
1394
193
|
} else {
|
|
1395
|
-
this.logger?.log({
|
|
1396
|
-
level: "error",
|
|
1397
|
-
message: `Method not allowed: ${req.method}`
|
|
1398
|
-
});
|
|
1399
194
|
res.writeHead(405);
|
|
1400
195
|
res.end("Method Not Allowed");
|
|
1401
196
|
}
|
|
1402
|
-
|
|
1403
|
-
res.writeHead(404);
|
|
1404
|
-
res.end("Not Found");
|
|
197
|
+
return;
|
|
1405
198
|
}
|
|
199
|
+
res.writeHead(404);
|
|
200
|
+
res.end("Not Found");
|
|
1406
201
|
});
|
|
1407
|
-
this.
|
|
202
|
+
this.server.listen(this.port, () => {
|
|
1408
203
|
this.logger?.log({
|
|
1409
204
|
level: "info",
|
|
1410
205
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1414,55 +209,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1414
209
|
this.onReady();
|
|
1415
210
|
}
|
|
1416
211
|
}
|
|
1417
|
-
|
|
212
|
+
addWorkflows() {
|
|
1418
213
|
if (!this.parser) {
|
|
1419
214
|
this.logger?.log({
|
|
1420
215
|
level: "error",
|
|
1421
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
216
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1422
217
|
});
|
|
1423
218
|
return;
|
|
1424
219
|
}
|
|
1425
220
|
if (!this.mcpServer) {
|
|
1426
221
|
this.logger?.log({
|
|
1427
222
|
level: "error",
|
|
1428
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
223
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1429
224
|
});
|
|
1430
225
|
return;
|
|
1431
226
|
}
|
|
1432
|
-
|
|
1433
|
-
|
|
1434
|
-
|
|
1435
|
-
|
|
1436
|
-
|
|
227
|
+
this.mcpServer.tool(
|
|
228
|
+
"parse",
|
|
229
|
+
"Parses a FIX message and describes it in plain language",
|
|
230
|
+
{ fixString: z.string() },
|
|
231
|
+
async ({ fixString }) => {
|
|
232
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
+
this.logger?.log({
|
|
235
|
+
level: "error",
|
|
236
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
+
});
|
|
238
|
+
return {
|
|
239
|
+
isError: true,
|
|
240
|
+
content: [
|
|
241
|
+
{
|
|
242
|
+
type: "text",
|
|
243
|
+
text: "Error: Failed to parse FIX string"
|
|
244
|
+
}
|
|
245
|
+
]
|
|
246
|
+
};
|
|
247
|
+
}
|
|
248
|
+
return {
|
|
249
|
+
content: [
|
|
250
|
+
{
|
|
251
|
+
type: "text",
|
|
252
|
+
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
+
}
|
|
254
|
+
]
|
|
255
|
+
};
|
|
256
|
+
}
|
|
1437
257
|
);
|
|
1438
|
-
|
|
1439
|
-
|
|
1440
|
-
|
|
1441
|
-
|
|
1442
|
-
|
|
1443
|
-
|
|
1444
|
-
|
|
1445
|
-
|
|
1446
|
-
|
|
1447
|
-
|
|
1448
|
-
|
|
1449
|
-
|
|
1450
|
-
{
|
|
1451
|
-
type: "text",
|
|
1452
|
-
text: `Tool not found: ${name}`
|
|
1453
|
-
}
|
|
1454
|
-
],
|
|
1455
|
-
isError: true
|
|
1456
|
-
};
|
|
258
|
+
this.mcpServer.prompt(
|
|
259
|
+
"parse",
|
|
260
|
+
"Parses a FIX message and describes it in plain language",
|
|
261
|
+
{ fixString: z.string() },
|
|
262
|
+
({ fixString }) => ({
|
|
263
|
+
messages: [
|
|
264
|
+
{
|
|
265
|
+
role: "user",
|
|
266
|
+
content: {
|
|
267
|
+
type: "text",
|
|
268
|
+
text: `Please parse and explain this FIX message: ${fixString}`
|
|
269
|
+
}
|
|
1457
270
|
}
|
|
1458
|
-
|
|
271
|
+
]
|
|
272
|
+
})
|
|
273
|
+
);
|
|
274
|
+
this.mcpServer.tool(
|
|
275
|
+
"parseToJSON",
|
|
276
|
+
"Parses a FIX message into JSON",
|
|
277
|
+
{ fixString: z.string() },
|
|
278
|
+
async ({ fixString }) => {
|
|
279
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
+
this.logger?.log({
|
|
282
|
+
level: "error",
|
|
283
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
+
});
|
|
1459
285
|
return {
|
|
1460
|
-
|
|
1461
|
-
|
|
286
|
+
isError: true,
|
|
287
|
+
content: [
|
|
288
|
+
{
|
|
289
|
+
type: "text",
|
|
290
|
+
text: "Error: Failed to parse FIX string"
|
|
291
|
+
}
|
|
292
|
+
]
|
|
1462
293
|
};
|
|
1463
294
|
}
|
|
1464
|
-
|
|
1465
|
-
|
|
295
|
+
return {
|
|
296
|
+
content: [
|
|
297
|
+
{
|
|
298
|
+
type: "text",
|
|
299
|
+
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
+
}
|
|
301
|
+
]
|
|
302
|
+
};
|
|
303
|
+
}
|
|
304
|
+
);
|
|
305
|
+
this.mcpServer.prompt(
|
|
306
|
+
"parseToJSON",
|
|
307
|
+
"Parses a FIX message into JSON",
|
|
308
|
+
{ fixString: z.string() },
|
|
309
|
+
({ fixString }) => ({
|
|
310
|
+
messages: [
|
|
311
|
+
{
|
|
312
|
+
role: "user",
|
|
313
|
+
content: {
|
|
314
|
+
type: "text",
|
|
315
|
+
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
+
}
|
|
317
|
+
}
|
|
318
|
+
]
|
|
319
|
+
})
|
|
320
|
+
);
|
|
321
|
+
this.mcpServer.tool(
|
|
322
|
+
"newOrderSingle",
|
|
323
|
+
"Creates and sends a New Order Single",
|
|
324
|
+
{
|
|
325
|
+
clOrdID: z.string(),
|
|
326
|
+
handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
327
|
+
quantity: z.number(),
|
|
328
|
+
price: z.number(),
|
|
329
|
+
ordType: z.enum([
|
|
330
|
+
"1",
|
|
331
|
+
"2",
|
|
332
|
+
"3",
|
|
333
|
+
"4",
|
|
334
|
+
"5",
|
|
335
|
+
"6",
|
|
336
|
+
"7",
|
|
337
|
+
"8",
|
|
338
|
+
"9",
|
|
339
|
+
"A",
|
|
340
|
+
"B",
|
|
341
|
+
"C",
|
|
342
|
+
"D",
|
|
343
|
+
"E",
|
|
344
|
+
"F",
|
|
345
|
+
"G",
|
|
346
|
+
"H",
|
|
347
|
+
"I",
|
|
348
|
+
"J",
|
|
349
|
+
"K",
|
|
350
|
+
"L",
|
|
351
|
+
"M",
|
|
352
|
+
"P",
|
|
353
|
+
"Q",
|
|
354
|
+
"R",
|
|
355
|
+
"S"
|
|
356
|
+
]).default(OrdType.Market).optional(),
|
|
357
|
+
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
+
// 1 = Buy, 2 = Sell...
|
|
359
|
+
symbol: z.string(),
|
|
360
|
+
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
361
|
+
},
|
|
362
|
+
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
+
const response = new Promise((resolve) => {
|
|
364
|
+
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
+
});
|
|
366
|
+
const order = this.parser?.createMessage(
|
|
367
|
+
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
+
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
+
new Field(Fields.Side, side),
|
|
374
|
+
new Field(Fields.Symbol, symbol),
|
|
375
|
+
new Field(Fields.OrderQty, quantity),
|
|
376
|
+
new Field(Fields.Price, price),
|
|
377
|
+
new Field(Fields.OrdType, ordType),
|
|
378
|
+
new Field(Fields.HandlInst, handlInst),
|
|
379
|
+
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
+
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
+
);
|
|
382
|
+
if (!this.parser?.connected) {
|
|
383
|
+
this.logger?.log({
|
|
384
|
+
level: "error",
|
|
385
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
+
});
|
|
387
|
+
return {
|
|
388
|
+
isError: true,
|
|
389
|
+
content: [
|
|
390
|
+
{
|
|
391
|
+
type: "text",
|
|
392
|
+
text: "Error: Not connected. Ignoring message."
|
|
393
|
+
}
|
|
394
|
+
]
|
|
395
|
+
};
|
|
396
|
+
}
|
|
397
|
+
this.parser?.send(order);
|
|
398
|
+
this.logger?.log({
|
|
399
|
+
level: "info",
|
|
400
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
+
});
|
|
402
|
+
const fixData = await response;
|
|
403
|
+
return {
|
|
404
|
+
content: [
|
|
405
|
+
{
|
|
406
|
+
type: "text",
|
|
407
|
+
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
408
|
+
}
|
|
409
|
+
]
|
|
410
|
+
};
|
|
411
|
+
}
|
|
412
|
+
);
|
|
413
|
+
this.mcpServer.prompt(
|
|
414
|
+
"newOrderSingle",
|
|
415
|
+
"Creates and sends a New Order Single",
|
|
416
|
+
{
|
|
417
|
+
clOrdID: z.string(),
|
|
418
|
+
handlInst: z.string(),
|
|
419
|
+
quantity: z.string(),
|
|
420
|
+
price: z.string(),
|
|
421
|
+
ordType: z.string(),
|
|
422
|
+
side: z.string(),
|
|
423
|
+
symbol: z.string(),
|
|
424
|
+
timeInForce: z.string()
|
|
425
|
+
},
|
|
426
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
+
messages: [
|
|
428
|
+
{
|
|
429
|
+
role: "user",
|
|
430
|
+
content: {
|
|
431
|
+
type: "text",
|
|
432
|
+
text: [
|
|
433
|
+
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
+
`- ClOrdID: ${clOrdID}`,
|
|
435
|
+
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
+
`- Quantity: ${quantity}`,
|
|
437
|
+
`- Price: ${price}`,
|
|
438
|
+
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
+
`- Side: ${side}`,
|
|
440
|
+
`- Symbol: ${symbol}`,
|
|
441
|
+
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
+
"",
|
|
443
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
+
].join("\n")
|
|
445
|
+
}
|
|
446
|
+
}
|
|
447
|
+
]
|
|
448
|
+
})
|
|
449
|
+
);
|
|
450
|
+
this.mcpServer.tool(
|
|
451
|
+
"marketDataRequest",
|
|
452
|
+
"Sends a request for Market Data with the given symbol",
|
|
453
|
+
{
|
|
454
|
+
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
+
// MDUpdateType.FullRefresh
|
|
456
|
+
symbol: z.string(),
|
|
457
|
+
mdReqID: z.string(),
|
|
458
|
+
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
+
mdEntryType: z.enum([
|
|
460
|
+
"0",
|
|
461
|
+
"1",
|
|
462
|
+
"2",
|
|
463
|
+
"3",
|
|
464
|
+
"4",
|
|
465
|
+
"5",
|
|
466
|
+
"6",
|
|
467
|
+
"7",
|
|
468
|
+
"8",
|
|
469
|
+
"9",
|
|
470
|
+
"A",
|
|
471
|
+
"B",
|
|
472
|
+
"C",
|
|
473
|
+
"D",
|
|
474
|
+
"E",
|
|
475
|
+
"F",
|
|
476
|
+
"G",
|
|
477
|
+
"H",
|
|
478
|
+
"J",
|
|
479
|
+
"K",
|
|
480
|
+
"L",
|
|
481
|
+
"M",
|
|
482
|
+
"N",
|
|
483
|
+
"O",
|
|
484
|
+
"P",
|
|
485
|
+
"Q",
|
|
486
|
+
"S",
|
|
487
|
+
"R",
|
|
488
|
+
"T",
|
|
489
|
+
"U",
|
|
490
|
+
"V",
|
|
491
|
+
"W",
|
|
492
|
+
"X",
|
|
493
|
+
"Y",
|
|
494
|
+
"Z",
|
|
495
|
+
"a",
|
|
496
|
+
"b",
|
|
497
|
+
"c",
|
|
498
|
+
"d",
|
|
499
|
+
"e",
|
|
500
|
+
"g",
|
|
501
|
+
"h",
|
|
502
|
+
"i",
|
|
503
|
+
"t"
|
|
504
|
+
]).default(MDEntryType.Bid).optional()
|
|
505
|
+
},
|
|
506
|
+
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
+
const response = new Promise((resolve) => {
|
|
508
|
+
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
+
});
|
|
510
|
+
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
+
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
+
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
+
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
+
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
+
new Field(Fields.MarketDepth, 0),
|
|
517
|
+
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
+
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
+
new Field(Fields.Symbol, symbol),
|
|
520
|
+
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
+
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
+
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
+
new Field(Fields.MDEntryType, mdEntryType)
|
|
524
|
+
);
|
|
525
|
+
if (!this.parser?.connected) {
|
|
526
|
+
this.logger?.log({
|
|
527
|
+
level: "error",
|
|
528
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
+
});
|
|
530
|
+
return {
|
|
531
|
+
isError: true,
|
|
532
|
+
content: [
|
|
533
|
+
{
|
|
534
|
+
type: "text",
|
|
535
|
+
text: "Error: Not connected. Ignoring message."
|
|
536
|
+
}
|
|
537
|
+
]
|
|
538
|
+
};
|
|
539
|
+
}
|
|
540
|
+
this.parser?.send(marketDataRequest);
|
|
541
|
+
this.logger?.log({
|
|
542
|
+
level: "info",
|
|
543
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
+
});
|
|
545
|
+
const fixData = await response;
|
|
546
|
+
return {
|
|
547
|
+
content: [
|
|
548
|
+
{
|
|
549
|
+
type: "text",
|
|
550
|
+
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
+
}
|
|
552
|
+
]
|
|
553
|
+
};
|
|
554
|
+
}
|
|
555
|
+
);
|
|
556
|
+
this.mcpServer.prompt(
|
|
557
|
+
"marketDataRequest",
|
|
558
|
+
"Sends a request for Market Data with the given symbol",
|
|
559
|
+
{
|
|
560
|
+
mdUpdateType: z.string(),
|
|
561
|
+
symbol: z.string(),
|
|
562
|
+
mdReqID: z.string(),
|
|
563
|
+
subscriptionRequestType: z.string(),
|
|
564
|
+
mdEntryType: z.string()
|
|
565
|
+
},
|
|
566
|
+
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
+
messages: [
|
|
568
|
+
{
|
|
569
|
+
role: "user",
|
|
570
|
+
content: {
|
|
571
|
+
type: "text",
|
|
572
|
+
text: [
|
|
573
|
+
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
+
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
+
`- Symbol: ${symbol}`,
|
|
576
|
+
`- MDReqID: ${mdReqID}`,
|
|
577
|
+
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
+
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
+
"",
|
|
580
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
+
].join("\n")
|
|
582
|
+
}
|
|
583
|
+
}
|
|
584
|
+
]
|
|
585
|
+
})
|
|
586
|
+
);
|
|
1466
587
|
}
|
|
1467
588
|
};
|
|
1468
589
|
export {
|