fixparser-plugin-mcp 9.1.7-71fc8a2b → 9.1.7-74db6dbc
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 +2446 -1804
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +2600 -436
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +2898 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +2433 -1816
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +2591 -446
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +2860 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +16 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +18 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +16 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +18 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +17 -16
- package/types/MCPLocal.d.ts +0 -14
- package/types/MCPRemote.d.ts +0 -60
- package/types/PluginOptions.d.ts +0 -6
- package/types/index.d.ts +0 -3
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,7 +1,9 @@
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"use strict";
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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@@ -25,1270 +35,2494 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var
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var import_zod5 = require("zod");
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// ../../node_modules/zod-to-json-schema/dist/esm/Options.js
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var ignoreOverride = Symbol("Let zodToJsonSchema decide on which parser to use");
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var defaultOptions = {
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name: void 0,
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$refStrategy: "root",
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basePath: ["#"],
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effectStrategy: "input",
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pipeStrategy: "all",
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dateStrategy: "format:date-time",
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mapStrategy: "entries",
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removeAdditionalStrategy: "passthrough",
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allowedAdditionalProperties: true,
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rejectedAdditionalProperties: false,
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definitionPath: "definitions",
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target: "jsonSchema7",
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strictUnions: false,
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definitions: {},
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errorMessages: false,
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markdownDescription: false,
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patternStrategy: "escape",
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applyRegexFlags: false,
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emailStrategy: "format:email",
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base64Strategy: "contentEncoding:base64",
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nameStrategy: "ref"
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};
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var getDefaultOptions = (options) => typeof options === "string" ? {
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...defaultOptions,
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name: options
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} : {
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...defaultOptions,
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...options
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};
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var import_zod = require("zod");
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//
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var
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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//
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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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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"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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],
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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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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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type: "string",
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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type: "string",
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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},
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mdEntryTypes: {
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type: "array",
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items: {
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type: "string",
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enum: [
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"0",
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"1",
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"2",
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"3",
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"4",
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"5",
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"6",
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"7",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"N",
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"O",
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"P",
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"Q",
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"R",
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"S",
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"T",
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"U",
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"V",
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"W",
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"X",
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"Y",
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"Z"
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]
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},
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|
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description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
|
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|
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}
|
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|
+
},
|
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|
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required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
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|
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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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|
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type: "object",
|
|
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|
+
properties: {
|
|
296
|
+
symbol: { type: "string" }
|
|
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|
+
},
|
|
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|
+
required: ["symbol"]
|
|
299
|
+
}
|
|
300
|
+
},
|
|
301
|
+
getStockPriceHistory: {
|
|
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|
+
description: "Returns price history for a given symbol",
|
|
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|
+
schema: {
|
|
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|
+
type: "object",
|
|
305
|
+
properties: {
|
|
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|
+
symbol: { type: "string" }
|
|
307
|
+
},
|
|
308
|
+
required: ["symbol"]
|
|
309
|
+
}
|
|
310
|
+
},
|
|
311
|
+
technicalAnalysis: {
|
|
312
|
+
description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
|
|
313
|
+
schema: {
|
|
314
|
+
type: "object",
|
|
315
|
+
properties: {
|
|
316
|
+
symbol: {
|
|
317
|
+
type: "string",
|
|
318
|
+
description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
|
|
319
|
+
}
|
|
320
|
+
},
|
|
321
|
+
required: ["symbol"]
|
|
322
|
+
}
|
|
93
323
|
}
|
|
94
|
-
}
|
|
95
|
-
function setResponseValueAndErrors(res, key, value, errorMessage, refs) {
|
|
96
|
-
res[key] = value;
|
|
97
|
-
addErrorMessage(res, key, errorMessage, refs);
|
|
98
|
-
}
|
|
99
|
-
|
|
100
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/selectParser.js
|
|
101
|
-
var import_zod4 = require("zod");
|
|
324
|
+
};
|
|
102
325
|
|
|
103
|
-
//
|
|
104
|
-
function
|
|
105
|
-
return
|
|
326
|
+
// src/tools/analytics.ts
|
|
327
|
+
function sum(numbers) {
|
|
328
|
+
return numbers.reduce((acc, val) => acc + val, 0);
|
|
106
329
|
}
|
|
107
|
-
|
|
108
|
-
|
|
109
|
-
|
|
110
|
-
|
|
111
|
-
|
|
112
|
-
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
117
|
-
currentPath: [...refs.currentPath, "items"]
|
|
118
|
-
});
|
|
330
|
+
var TechnicalAnalyzer = class {
|
|
331
|
+
prices;
|
|
332
|
+
volumes;
|
|
333
|
+
highs;
|
|
334
|
+
lows;
|
|
335
|
+
constructor(data) {
|
|
336
|
+
this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
|
|
337
|
+
this.volumes = data.map((d) => d.volume);
|
|
338
|
+
this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
|
|
339
|
+
this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
|
|
119
340
|
}
|
|
120
|
-
|
|
121
|
-
|
|
341
|
+
// Calculate Simple Moving Average
|
|
342
|
+
calculateSMA(data, period) {
|
|
343
|
+
const sma = [];
|
|
344
|
+
for (let i = period - 1; i < data.length; i++) {
|
|
345
|
+
const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
|
|
346
|
+
sma.push(sum2 / period);
|
|
347
|
+
}
|
|
348
|
+
return sma;
|
|
122
349
|
}
|
|
123
|
-
|
|
124
|
-
|
|
350
|
+
// Calculate Exponential Moving Average
|
|
351
|
+
calculateEMA(data, period) {
|
|
352
|
+
const multiplier = 2 / (period + 1);
|
|
353
|
+
const ema = [data[0]];
|
|
354
|
+
for (let i = 1; i < data.length; i++) {
|
|
355
|
+
ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
|
|
356
|
+
}
|
|
357
|
+
return ema;
|
|
125
358
|
}
|
|
126
|
-
|
|
127
|
-
|
|
128
|
-
|
|
359
|
+
// Calculate RSI
|
|
360
|
+
calculateRSI(data, period = 14) {
|
|
361
|
+
if (data.length < period + 1) return [];
|
|
362
|
+
const changes = [];
|
|
363
|
+
for (let i = 1; i < data.length; i++) {
|
|
364
|
+
changes.push(data[i] - data[i - 1]);
|
|
365
|
+
}
|
|
366
|
+
const gains = changes.map((change) => change > 0 ? change : 0);
|
|
367
|
+
const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
|
|
368
|
+
let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
|
|
369
|
+
let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
|
|
370
|
+
const rsi = [];
|
|
371
|
+
for (let i = period; i < changes.length; i++) {
|
|
372
|
+
const rs = avgGain / avgLoss;
|
|
373
|
+
rsi.push(100 - 100 / (1 + rs));
|
|
374
|
+
avgGain = (avgGain * (period - 1) + gains[i]) / period;
|
|
375
|
+
avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
|
|
376
|
+
}
|
|
377
|
+
return rsi;
|
|
129
378
|
}
|
|
130
|
-
|
|
131
|
-
|
|
132
|
-
|
|
133
|
-
|
|
134
|
-
|
|
135
|
-
|
|
136
|
-
|
|
137
|
-
|
|
138
|
-
|
|
139
|
-
|
|
140
|
-
|
|
141
|
-
|
|
142
|
-
|
|
143
|
-
|
|
144
|
-
|
|
145
|
-
|
|
146
|
-
|
|
147
|
-
|
|
148
|
-
|
|
149
|
-
}
|
|
150
|
-
} else {
|
|
151
|
-
if (!check.inclusive) {
|
|
152
|
-
res.exclusiveMinimum = true;
|
|
153
|
-
}
|
|
154
|
-
setResponseValueAndErrors(res, "minimum", check.value, check.message, refs);
|
|
155
|
-
}
|
|
156
|
-
break;
|
|
157
|
-
case "max":
|
|
158
|
-
if (refs.target === "jsonSchema7") {
|
|
159
|
-
if (check.inclusive) {
|
|
160
|
-
setResponseValueAndErrors(res, "maximum", check.value, check.message, refs);
|
|
161
|
-
} else {
|
|
162
|
-
setResponseValueAndErrors(res, "exclusiveMaximum", check.value, check.message, refs);
|
|
163
|
-
}
|
|
164
|
-
} else {
|
|
165
|
-
if (!check.inclusive) {
|
|
166
|
-
res.exclusiveMaximum = true;
|
|
167
|
-
}
|
|
168
|
-
setResponseValueAndErrors(res, "maximum", check.value, check.message, refs);
|
|
169
|
-
}
|
|
170
|
-
break;
|
|
171
|
-
case "multipleOf":
|
|
172
|
-
setResponseValueAndErrors(res, "multipleOf", check.value, check.message, refs);
|
|
173
|
-
break;
|
|
379
|
+
// Calculate Bollinger Bands
|
|
380
|
+
calculateBollingerBands(data, period = 20, stdDev = 2) {
|
|
381
|
+
if (data.length < period) return [];
|
|
382
|
+
const sma = this.calculateSMA(data, period);
|
|
383
|
+
const bands = [];
|
|
384
|
+
for (let i = 0; i < sma.length; i++) {
|
|
385
|
+
const dataSlice = data.slice(i, i + period);
|
|
386
|
+
const mean = sma[i];
|
|
387
|
+
const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
|
|
388
|
+
const standardDeviation = Math.sqrt(variance);
|
|
389
|
+
const upper = mean + standardDeviation * stdDev;
|
|
390
|
+
const lower = mean - standardDeviation * stdDev;
|
|
391
|
+
bands.push({
|
|
392
|
+
upper,
|
|
393
|
+
middle: mean,
|
|
394
|
+
lower,
|
|
395
|
+
bandwidth: (upper - lower) / mean * 100,
|
|
396
|
+
percentB: (data[i] - lower) / (upper - lower) * 100
|
|
397
|
+
});
|
|
174
398
|
}
|
|
399
|
+
return bands;
|
|
175
400
|
}
|
|
176
|
-
|
|
177
|
-
|
|
178
|
-
|
|
179
|
-
|
|
180
|
-
|
|
181
|
-
|
|
182
|
-
|
|
183
|
-
|
|
184
|
-
|
|
185
|
-
|
|
186
|
-
|
|
187
|
-
|
|
188
|
-
|
|
189
|
-
|
|
190
|
-
|
|
191
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/catch.js
|
|
192
|
-
var parseCatchDef = (def, refs) => {
|
|
193
|
-
return parseDef(def.innerType._def, refs);
|
|
194
|
-
};
|
|
195
|
-
|
|
196
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/date.js
|
|
197
|
-
function parseDateDef(def, refs, overrideDateStrategy) {
|
|
198
|
-
const strategy = overrideDateStrategy ?? refs.dateStrategy;
|
|
199
|
-
if (Array.isArray(strategy)) {
|
|
200
|
-
return {
|
|
201
|
-
anyOf: strategy.map((item, i) => parseDateDef(def, refs, item))
|
|
202
|
-
};
|
|
401
|
+
// Calculate maximum drawdown
|
|
402
|
+
calculateMaxDrawdown(prices) {
|
|
403
|
+
let maxPrice = prices[0];
|
|
404
|
+
let maxDrawdown = 0;
|
|
405
|
+
for (let i = 1; i < prices.length; i++) {
|
|
406
|
+
if (prices[i] > maxPrice) {
|
|
407
|
+
maxPrice = prices[i];
|
|
408
|
+
}
|
|
409
|
+
const drawdown = (maxPrice - prices[i]) / maxPrice;
|
|
410
|
+
if (drawdown > maxDrawdown) {
|
|
411
|
+
maxDrawdown = drawdown;
|
|
412
|
+
}
|
|
413
|
+
}
|
|
414
|
+
return maxDrawdown;
|
|
203
415
|
}
|
|
204
|
-
|
|
205
|
-
|
|
206
|
-
|
|
207
|
-
|
|
208
|
-
|
|
209
|
-
|
|
210
|
-
|
|
211
|
-
|
|
212
|
-
|
|
213
|
-
|
|
214
|
-
|
|
215
|
-
|
|
216
|
-
|
|
217
|
-
|
|
416
|
+
// Calculate Average True Range (ATR)
|
|
417
|
+
calculateAtr(prices, highs, lows) {
|
|
418
|
+
if (prices.length < 2) return [];
|
|
419
|
+
const trueRanges = [];
|
|
420
|
+
for (let i = 1; i < prices.length; i++) {
|
|
421
|
+
const high = highs[i] || prices[i];
|
|
422
|
+
const low = lows[i] || prices[i];
|
|
423
|
+
const prevClose = prices[i - 1];
|
|
424
|
+
const tr1 = high - low;
|
|
425
|
+
const tr2 = Math.abs(high - prevClose);
|
|
426
|
+
const tr3 = Math.abs(low - prevClose);
|
|
427
|
+
trueRanges.push(Math.max(tr1, tr2, tr3));
|
|
428
|
+
}
|
|
429
|
+
const atr = [];
|
|
430
|
+
if (trueRanges.length >= 14) {
|
|
431
|
+
let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
|
|
432
|
+
atr.push(sum2 / 14);
|
|
433
|
+
for (let i = 14; i < trueRanges.length; i++) {
|
|
434
|
+
sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
|
|
435
|
+
atr.push(sum2 / 14);
|
|
436
|
+
}
|
|
437
|
+
}
|
|
438
|
+
return atr;
|
|
218
439
|
}
|
|
219
|
-
|
|
220
|
-
|
|
221
|
-
|
|
222
|
-
|
|
223
|
-
|
|
224
|
-
|
|
225
|
-
|
|
226
|
-
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
case "min":
|
|
231
|
-
setResponseValueAndErrors(
|
|
232
|
-
res,
|
|
233
|
-
"minimum",
|
|
234
|
-
check.value,
|
|
235
|
-
// This is in milliseconds
|
|
236
|
-
check.message,
|
|
237
|
-
refs
|
|
238
|
-
);
|
|
239
|
-
break;
|
|
240
|
-
case "max":
|
|
241
|
-
setResponseValueAndErrors(
|
|
242
|
-
res,
|
|
243
|
-
"maximum",
|
|
244
|
-
check.value,
|
|
245
|
-
// This is in milliseconds
|
|
246
|
-
check.message,
|
|
247
|
-
refs
|
|
248
|
-
);
|
|
249
|
-
break;
|
|
440
|
+
// Calculate maximum consecutive losses
|
|
441
|
+
calculateMaxConsecutiveLosses(prices) {
|
|
442
|
+
let maxConsecutive = 0;
|
|
443
|
+
let currentConsecutive = 0;
|
|
444
|
+
for (let i = 1; i < prices.length; i++) {
|
|
445
|
+
if (prices[i] < prices[i - 1]) {
|
|
446
|
+
currentConsecutive++;
|
|
447
|
+
maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
|
|
448
|
+
} else {
|
|
449
|
+
currentConsecutive = 0;
|
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450
|
+
}
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250
451
|
}
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452
|
+
return maxConsecutive;
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453
|
}
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261
|
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}
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|
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263
|
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// ../../node_modules/zod-to-json-schema/dist/esm/parsers/effects.js
|
|
264
|
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function parseEffectsDef(_def, refs) {
|
|
265
|
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return refs.effectStrategy === "input" ? parseDef(_def.schema._def, refs) : {};
|
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266
|
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}
|
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267
|
-
|
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268
|
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// ../../node_modules/zod-to-json-schema/dist/esm/parsers/enum.js
|
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269
|
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function parseEnumDef(def) {
|
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|
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return {
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type: "string",
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|
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enum: Array.from(def.values)
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|
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};
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|
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}
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|
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276
|
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// ../../node_modules/zod-to-json-schema/dist/esm/parsers/intersection.js
|
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277
|
-
var isJsonSchema7AllOfType = (type) => {
|
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|
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if ("type" in type && type.type === "string")
|
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|
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return false;
|
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|
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return "allOf" in type;
|
|
281
|
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};
|
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282
|
-
function parseIntersectionDef(def, refs) {
|
|
283
|
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const allOf = [
|
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284
|
-
parseDef(def.left._def, {
|
|
285
|
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...refs,
|
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286
|
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currentPath: [...refs.currentPath, "allOf", "0"]
|
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287
|
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}),
|
|
288
|
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parseDef(def.right._def, {
|
|
289
|
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...refs,
|
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290
|
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currentPath: [...refs.currentPath, "allOf", "1"]
|
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291
|
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})
|
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292
|
-
].filter((x) => !!x);
|
|
293
|
-
let unevaluatedProperties = refs.target === "jsonSchema2019-09" ? { unevaluatedProperties: false } : void 0;
|
|
294
|
-
const mergedAllOf = [];
|
|
295
|
-
allOf.forEach((schema) => {
|
|
296
|
-
if (isJsonSchema7AllOfType(schema)) {
|
|
297
|
-
mergedAllOf.push(...schema.allOf);
|
|
298
|
-
if (schema.unevaluatedProperties === void 0) {
|
|
299
|
-
unevaluatedProperties = void 0;
|
|
454
|
+
// Calculate win rate
|
|
455
|
+
calculateWinRate(prices) {
|
|
456
|
+
let wins = 0;
|
|
457
|
+
let total = 0;
|
|
458
|
+
for (let i = 1; i < prices.length; i++) {
|
|
459
|
+
if (prices[i] !== prices[i - 1]) {
|
|
460
|
+
total++;
|
|
461
|
+
if (prices[i] > prices[i - 1]) {
|
|
462
|
+
wins++;
|
|
463
|
+
}
|
|
300
464
|
}
|
|
301
|
-
}
|
|
302
|
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|
|
303
|
-
|
|
304
|
-
|
|
305
|
-
|
|
465
|
+
}
|
|
466
|
+
return total > 0 ? wins / total : 0;
|
|
467
|
+
}
|
|
468
|
+
// Calculate profit factor
|
|
469
|
+
calculateProfitFactor(prices) {
|
|
470
|
+
let grossProfit = 0;
|
|
471
|
+
let grossLoss = 0;
|
|
472
|
+
for (let i = 1; i < prices.length; i++) {
|
|
473
|
+
const change = prices[i] - prices[i - 1];
|
|
474
|
+
if (change > 0) {
|
|
475
|
+
grossProfit += change;
|
|
306
476
|
} else {
|
|
307
|
-
|
|
477
|
+
grossLoss += Math.abs(change);
|
|
308
478
|
}
|
|
309
|
-
mergedAllOf.push(nestedSchema);
|
|
310
479
|
}
|
|
311
|
-
|
|
312
|
-
return mergedAllOf.length ? {
|
|
313
|
-
allOf: mergedAllOf,
|
|
314
|
-
...unevaluatedProperties
|
|
315
|
-
} : void 0;
|
|
316
|
-
}
|
|
317
|
-
|
|
318
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/literal.js
|
|
319
|
-
function parseLiteralDef(def, refs) {
|
|
320
|
-
const parsedType = typeof def.value;
|
|
321
|
-
if (parsedType !== "bigint" && parsedType !== "number" && parsedType !== "boolean" && parsedType !== "string") {
|
|
322
|
-
return {
|
|
323
|
-
type: Array.isArray(def.value) ? "array" : "object"
|
|
324
|
-
};
|
|
480
|
+
return grossLoss > 0 ? grossProfit / grossLoss : 0;
|
|
325
481
|
}
|
|
326
|
-
|
|
327
|
-
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
482
|
+
// Calculate Weighted Moving Average
|
|
483
|
+
calculateWma(data, period) {
|
|
484
|
+
const wma = [];
|
|
485
|
+
const weights = Array.from({ length: period }, (_, i) => i + 1);
|
|
486
|
+
const weightSum = weights.reduce((a, b) => a + b, 0);
|
|
487
|
+
for (let i = period - 1; i < data.length; i++) {
|
|
488
|
+
let weightedSum = 0;
|
|
489
|
+
for (let j = 0; j < period; j++) {
|
|
490
|
+
weightedSum += data[i - j] * weights[j];
|
|
491
|
+
}
|
|
492
|
+
wma.push(weightedSum / weightSum);
|
|
493
|
+
}
|
|
494
|
+
return wma;
|
|
331
495
|
}
|
|
332
|
-
|
|
333
|
-
|
|
334
|
-
const
|
|
335
|
-
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
|
|
341
|
-
|
|
342
|
-
|
|
343
|
-
|
|
344
|
-
/**
|
|
345
|
-
* `c` was changed to `[cC]` to replicate /i flag
|
|
346
|
-
*/
|
|
347
|
-
cuid: /^[cC][^\s-]{8,}$/,
|
|
348
|
-
cuid2: /^[0-9a-z]+$/,
|
|
349
|
-
ulid: /^[0-9A-HJKMNP-TV-Z]{26}$/,
|
|
350
|
-
/**
|
|
351
|
-
* `a-z` was added to replicate /i flag
|
|
352
|
-
*/
|
|
353
|
-
email: /^(?!\.)(?!.*\.\.)([a-zA-Z0-9_'+\-\.]*)[a-zA-Z0-9_+-]@([a-zA-Z0-9][a-zA-Z0-9\-]*\.)+[a-zA-Z]{2,}$/,
|
|
354
|
-
/**
|
|
355
|
-
* Constructed a valid Unicode RegExp
|
|
356
|
-
*
|
|
357
|
-
* Lazily instantiate since this type of regex isn't supported
|
|
358
|
-
* in all envs (e.g. React Native).
|
|
359
|
-
*
|
|
360
|
-
* See:
|
|
361
|
-
* https://github.com/colinhacks/zod/issues/2433
|
|
362
|
-
* Fix in Zod:
|
|
363
|
-
* https://github.com/colinhacks/zod/commit/9340fd51e48576a75adc919bff65dbc4a5d4c99b
|
|
364
|
-
*/
|
|
365
|
-
emoji: () => {
|
|
366
|
-
if (emojiRegex === void 0) {
|
|
367
|
-
emojiRegex = RegExp("^(\\p{Extended_Pictographic}|\\p{Emoji_Component})+$", "u");
|
|
496
|
+
// Calculate Volume Weighted Moving Average
|
|
497
|
+
calculateVwma(prices, period) {
|
|
498
|
+
const vwma = [];
|
|
499
|
+
for (let i = period - 1; i < prices.length; i++) {
|
|
500
|
+
let volumeSum = 0;
|
|
501
|
+
let priceVolumeSum = 0;
|
|
502
|
+
for (let j = 0; j < period; j++) {
|
|
503
|
+
const volume = this.volumes[i - j] || 1;
|
|
504
|
+
volumeSum += volume;
|
|
505
|
+
priceVolumeSum += prices[i - j] * volume;
|
|
506
|
+
}
|
|
507
|
+
vwma.push(priceVolumeSum / volumeSum);
|
|
368
508
|
}
|
|
369
|
-
return
|
|
370
|
-
}
|
|
371
|
-
|
|
372
|
-
|
|
373
|
-
|
|
374
|
-
|
|
375
|
-
|
|
376
|
-
|
|
377
|
-
|
|
378
|
-
|
|
379
|
-
|
|
380
|
-
|
|
381
|
-
|
|
382
|
-
|
|
383
|
-
|
|
384
|
-
|
|
385
|
-
|
|
386
|
-
|
|
387
|
-
|
|
388
|
-
|
|
389
|
-
|
|
390
|
-
|
|
391
|
-
|
|
392
|
-
|
|
393
|
-
|
|
394
|
-
|
|
395
|
-
|
|
396
|
-
|
|
397
|
-
|
|
398
|
-
|
|
399
|
-
|
|
400
|
-
|
|
401
|
-
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
|
|
407
|
-
|
|
408
|
-
|
|
409
|
-
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
413
|
-
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
|
|
444
|
-
|
|
445
|
-
|
|
446
|
-
|
|
447
|
-
|
|
448
|
-
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
|
|
453
|
-
|
|
454
|
-
|
|
455
|
-
|
|
456
|
-
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
509
|
+
return vwma;
|
|
510
|
+
}
|
|
511
|
+
// Calculate MACD
|
|
512
|
+
calculateMacd(prices) {
|
|
513
|
+
const ema12 = this.calculateEMA(prices, 12);
|
|
514
|
+
const ema26 = this.calculateEMA(prices, 26);
|
|
515
|
+
const macd = [];
|
|
516
|
+
for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
|
|
517
|
+
const macdLine = ema12[i] - ema26[i];
|
|
518
|
+
macd.push({
|
|
519
|
+
macd: macdLine,
|
|
520
|
+
signal: 0,
|
|
521
|
+
// Would need to calculate signal line
|
|
522
|
+
histogram: 0
|
|
523
|
+
// Would need to calculate histogram
|
|
524
|
+
});
|
|
525
|
+
}
|
|
526
|
+
return macd;
|
|
527
|
+
}
|
|
528
|
+
// Calculate ADX (Average Directional Index)
|
|
529
|
+
calculateAdx(prices, highs, lows) {
|
|
530
|
+
if (prices.length < 14) return [];
|
|
531
|
+
const period = 14;
|
|
532
|
+
const adx = [];
|
|
533
|
+
const trueRanges = [];
|
|
534
|
+
const plusDM = [];
|
|
535
|
+
const minusDM = [];
|
|
536
|
+
trueRanges.push(highs[0] - lows[0]);
|
|
537
|
+
plusDM.push(0);
|
|
538
|
+
minusDM.push(0);
|
|
539
|
+
for (let i = 1; i < prices.length; i++) {
|
|
540
|
+
const high = highs[i] || prices[i];
|
|
541
|
+
const low = lows[i] || prices[i];
|
|
542
|
+
const prevHigh = highs[i - 1] || prices[i - 1];
|
|
543
|
+
const prevLow = lows[i - 1] || prices[i - 1];
|
|
544
|
+
const prevClose = prices[i - 1];
|
|
545
|
+
const tr1 = high - low;
|
|
546
|
+
const tr2 = Math.abs(high - prevClose);
|
|
547
|
+
const tr3 = Math.abs(low - prevClose);
|
|
548
|
+
trueRanges.push(Math.max(tr1, tr2, tr3));
|
|
549
|
+
const upMove = high - prevHigh;
|
|
550
|
+
const downMove = prevLow - low;
|
|
551
|
+
if (upMove > downMove && upMove > 0) {
|
|
552
|
+
plusDM.push(upMove);
|
|
553
|
+
minusDM.push(0);
|
|
554
|
+
} else if (downMove > upMove && downMove > 0) {
|
|
555
|
+
plusDM.push(0);
|
|
556
|
+
minusDM.push(downMove);
|
|
557
|
+
} else {
|
|
558
|
+
plusDM.push(0);
|
|
559
|
+
minusDM.push(0);
|
|
560
|
+
}
|
|
561
|
+
}
|
|
562
|
+
const smoothedTR = [];
|
|
563
|
+
const smoothedPlusDM = [];
|
|
564
|
+
const smoothedMinusDM = [];
|
|
565
|
+
let sumTR = 0;
|
|
566
|
+
let sumPlusDM = 0;
|
|
567
|
+
let sumMinusDM = 0;
|
|
568
|
+
for (let i = 0; i < period; i++) {
|
|
569
|
+
sumTR += trueRanges[i];
|
|
570
|
+
sumPlusDM += plusDM[i];
|
|
571
|
+
sumMinusDM += minusDM[i];
|
|
572
|
+
}
|
|
573
|
+
smoothedTR.push(sumTR);
|
|
574
|
+
smoothedPlusDM.push(sumPlusDM);
|
|
575
|
+
smoothedMinusDM.push(sumMinusDM);
|
|
576
|
+
for (let i = period; i < trueRanges.length; i++) {
|
|
577
|
+
const newTR = smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];
|
|
578
|
+
const newPlusDM = smoothedPlusDM[smoothedPlusDM.length - 1] - smoothedPlusDM[smoothedPlusDM.length - 1] / period + plusDM[i];
|
|
579
|
+
const newMinusDM = smoothedMinusDM[smoothedMinusDM.length - 1] - smoothedMinusDM[smoothedMinusDM.length - 1] / period + minusDM[i];
|
|
580
|
+
smoothedTR.push(newTR);
|
|
581
|
+
smoothedPlusDM.push(newPlusDM);
|
|
582
|
+
smoothedMinusDM.push(newMinusDM);
|
|
583
|
+
}
|
|
584
|
+
const plusDI = [];
|
|
585
|
+
const minusDI = [];
|
|
586
|
+
for (let i = 0; i < smoothedTR.length; i++) {
|
|
587
|
+
plusDI.push(smoothedPlusDM[i] / smoothedTR[i] * 100);
|
|
588
|
+
minusDI.push(smoothedMinusDM[i] / smoothedTR[i] * 100);
|
|
589
|
+
}
|
|
590
|
+
const dx = [];
|
|
591
|
+
for (let i = 0; i < plusDI.length; i++) {
|
|
592
|
+
const diSum = plusDI[i] + minusDI[i];
|
|
593
|
+
const diDiff = Math.abs(plusDI[i] - minusDI[i]);
|
|
594
|
+
dx.push(diSum > 0 ? diDiff / diSum * 100 : 0);
|
|
595
|
+
}
|
|
596
|
+
if (dx.length < period) return [];
|
|
597
|
+
let sumDX = 0;
|
|
598
|
+
for (let i = 0; i < period; i++) {
|
|
599
|
+
sumDX += dx[i];
|
|
600
|
+
}
|
|
601
|
+
adx.push(sumDX / period);
|
|
602
|
+
for (let i = period; i < dx.length; i++) {
|
|
603
|
+
const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];
|
|
604
|
+
adx.push(newADX);
|
|
605
|
+
}
|
|
606
|
+
return adx;
|
|
607
|
+
}
|
|
608
|
+
// Calculate DMI (Directional Movement Index)
|
|
609
|
+
calculateDmi(prices, highs, lows) {
|
|
610
|
+
if (prices.length < 14) return [];
|
|
611
|
+
const period = 14;
|
|
612
|
+
const dmi = [];
|
|
613
|
+
const trueRanges = [];
|
|
614
|
+
const plusDM = [];
|
|
615
|
+
const minusDM = [];
|
|
616
|
+
trueRanges.push(highs[0] - lows[0]);
|
|
617
|
+
plusDM.push(0);
|
|
618
|
+
minusDM.push(0);
|
|
619
|
+
for (let i = 1; i < prices.length; i++) {
|
|
620
|
+
const high = highs[i] || prices[i];
|
|
621
|
+
const low = lows[i] || prices[i];
|
|
622
|
+
const prevHigh = highs[i - 1] || prices[i - 1];
|
|
623
|
+
const prevLow = lows[i - 1] || prices[i - 1];
|
|
624
|
+
const prevClose = prices[i - 1];
|
|
625
|
+
const tr1 = high - low;
|
|
626
|
+
const tr2 = Math.abs(high - prevClose);
|
|
627
|
+
const tr3 = Math.abs(low - prevClose);
|
|
628
|
+
trueRanges.push(Math.max(tr1, tr2, tr3));
|
|
629
|
+
const upMove = high - prevHigh;
|
|
630
|
+
const downMove = prevLow - low;
|
|
631
|
+
if (upMove > downMove && upMove > 0) {
|
|
632
|
+
plusDM.push(upMove);
|
|
633
|
+
minusDM.push(0);
|
|
634
|
+
} else if (downMove > upMove && downMove > 0) {
|
|
635
|
+
plusDM.push(0);
|
|
636
|
+
minusDM.push(downMove);
|
|
637
|
+
} else {
|
|
638
|
+
plusDM.push(0);
|
|
639
|
+
minusDM.push(0);
|
|
640
|
+
}
|
|
641
|
+
}
|
|
642
|
+
const smoothedTR = [];
|
|
643
|
+
const smoothedPlusDM = [];
|
|
644
|
+
const smoothedMinusDM = [];
|
|
645
|
+
let sumTR = 0;
|
|
646
|
+
let sumPlusDM = 0;
|
|
647
|
+
let sumMinusDM = 0;
|
|
648
|
+
for (let i = 0; i < period; i++) {
|
|
649
|
+
sumTR += trueRanges[i];
|
|
650
|
+
sumPlusDM += plusDM[i];
|
|
651
|
+
sumMinusDM += minusDM[i];
|
|
652
|
+
}
|
|
653
|
+
smoothedTR.push(sumTR);
|
|
654
|
+
smoothedPlusDM.push(sumPlusDM);
|
|
655
|
+
smoothedMinusDM.push(sumMinusDM);
|
|
656
|
+
for (let i = period; i < trueRanges.length; i++) {
|
|
657
|
+
const newTR = smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];
|
|
658
|
+
const newPlusDM = smoothedPlusDM[smoothedPlusDM.length - 1] - smoothedPlusDM[smoothedPlusDM.length - 1] / period + plusDM[i];
|
|
659
|
+
const newMinusDM = smoothedMinusDM[smoothedMinusDM.length - 1] - smoothedMinusDM[smoothedMinusDM.length - 1] / period + minusDM[i];
|
|
660
|
+
smoothedTR.push(newTR);
|
|
661
|
+
smoothedPlusDM.push(newPlusDM);
|
|
662
|
+
smoothedMinusDM.push(newMinusDM);
|
|
663
|
+
}
|
|
664
|
+
const plusDI = [];
|
|
665
|
+
const minusDI = [];
|
|
666
|
+
for (let i = 0; i < smoothedTR.length; i++) {
|
|
667
|
+
plusDI.push(smoothedPlusDM[i] / smoothedTR[i] * 100);
|
|
668
|
+
minusDI.push(smoothedMinusDM[i] / smoothedTR[i] * 100);
|
|
669
|
+
}
|
|
670
|
+
const dx = [];
|
|
671
|
+
for (let i = 0; i < plusDI.length; i++) {
|
|
672
|
+
const diSum = plusDI[i] + minusDI[i];
|
|
673
|
+
const diDiff = Math.abs(plusDI[i] - minusDI[i]);
|
|
674
|
+
dx.push(diSum > 0 ? diDiff / diSum * 100 : 0);
|
|
675
|
+
}
|
|
676
|
+
if (dx.length < period) return [];
|
|
677
|
+
const adx = [];
|
|
678
|
+
let sumDX = 0;
|
|
679
|
+
for (let i = 0; i < period; i++) {
|
|
680
|
+
sumDX += dx[i];
|
|
681
|
+
}
|
|
682
|
+
adx.push(sumDX / period);
|
|
683
|
+
for (let i = period; i < dx.length; i++) {
|
|
684
|
+
const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];
|
|
685
|
+
adx.push(newADX);
|
|
686
|
+
}
|
|
687
|
+
for (let i = 0; i < adx.length; i++) {
|
|
688
|
+
dmi.push({
|
|
689
|
+
plusDI: plusDI[i + period - 1] || 0,
|
|
690
|
+
minusDI: minusDI[i + period - 1] || 0,
|
|
691
|
+
adx: adx[i]
|
|
692
|
+
});
|
|
693
|
+
}
|
|
694
|
+
return dmi;
|
|
695
|
+
}
|
|
696
|
+
// Calculate Ichimoku Cloud
|
|
697
|
+
calculateIchimoku(prices, highs, lows) {
|
|
698
|
+
if (prices.length < 52) return [];
|
|
699
|
+
const ichimoku = [];
|
|
700
|
+
const tenkanSen = [];
|
|
701
|
+
for (let i = 8; i < prices.length; i++) {
|
|
702
|
+
const periodHigh = Math.max(...highs.slice(i - 8, i + 1));
|
|
703
|
+
const periodLow = Math.min(...lows.slice(i - 8, i + 1));
|
|
704
|
+
tenkanSen.push((periodHigh + periodLow) / 2);
|
|
705
|
+
}
|
|
706
|
+
const kijunSen = [];
|
|
707
|
+
for (let i = 25; i < prices.length; i++) {
|
|
708
|
+
const periodHigh = Math.max(...highs.slice(i - 25, i + 1));
|
|
709
|
+
const periodLow = Math.min(...lows.slice(i - 25, i + 1));
|
|
710
|
+
kijunSen.push((periodHigh + periodLow) / 2);
|
|
711
|
+
}
|
|
712
|
+
const senkouSpanA = [];
|
|
713
|
+
for (let i = 0; i < Math.min(tenkanSen.length, kijunSen.length); i++) {
|
|
714
|
+
senkouSpanA.push((tenkanSen[i] + kijunSen[i]) / 2);
|
|
715
|
+
}
|
|
716
|
+
const senkouSpanB = [];
|
|
717
|
+
for (let i = 51; i < prices.length; i++) {
|
|
718
|
+
const periodHigh = Math.max(...highs.slice(i - 51, i + 1));
|
|
719
|
+
const periodLow = Math.min(...lows.slice(i - 51, i + 1));
|
|
720
|
+
senkouSpanB.push((periodHigh + periodLow) / 2);
|
|
721
|
+
}
|
|
722
|
+
const chikouSpan = [];
|
|
723
|
+
for (let i = 26; i < prices.length; i++) {
|
|
724
|
+
chikouSpan.push(prices[i - 26]);
|
|
725
|
+
}
|
|
726
|
+
const minLength = Math.min(
|
|
727
|
+
tenkanSen.length,
|
|
728
|
+
kijunSen.length,
|
|
729
|
+
senkouSpanA.length,
|
|
730
|
+
senkouSpanB.length,
|
|
731
|
+
chikouSpan.length
|
|
732
|
+
);
|
|
733
|
+
for (let i = 0; i < minLength; i++) {
|
|
734
|
+
ichimoku.push({
|
|
735
|
+
tenkan: tenkanSen[i],
|
|
736
|
+
kijun: kijunSen[i],
|
|
737
|
+
senkouA: senkouSpanA[i],
|
|
738
|
+
senkouB: senkouSpanB[i],
|
|
739
|
+
chikou: chikouSpan[i]
|
|
740
|
+
});
|
|
741
|
+
}
|
|
742
|
+
return ichimoku;
|
|
743
|
+
}
|
|
744
|
+
// Calculate Parabolic SAR
|
|
745
|
+
calculateParabolicSAR(prices, highs, lows) {
|
|
746
|
+
if (prices.length < 2) return [];
|
|
747
|
+
const sar = [];
|
|
748
|
+
const accelerationFactor = 0.02;
|
|
749
|
+
const maximumAcceleration = 0.2;
|
|
750
|
+
let currentSAR = lows[0];
|
|
751
|
+
let isLong = true;
|
|
752
|
+
let af = accelerationFactor;
|
|
753
|
+
let ep = highs[0];
|
|
754
|
+
sar.push(currentSAR);
|
|
755
|
+
for (let i = 1; i < prices.length; i++) {
|
|
756
|
+
const high = highs[i] || prices[i];
|
|
757
|
+
const low = lows[i] || prices[i];
|
|
758
|
+
if (isLong) {
|
|
759
|
+
if (low < currentSAR) {
|
|
760
|
+
isLong = false;
|
|
761
|
+
currentSAR = ep;
|
|
762
|
+
ep = low;
|
|
763
|
+
af = accelerationFactor;
|
|
764
|
+
} else {
|
|
765
|
+
if (high > ep) {
|
|
766
|
+
ep = high;
|
|
767
|
+
af = Math.min(af + accelerationFactor, maximumAcceleration);
|
|
460
768
|
}
|
|
461
|
-
|
|
462
|
-
|
|
769
|
+
currentSAR = currentSAR + af * (ep - currentSAR);
|
|
770
|
+
if (i > 0) {
|
|
771
|
+
const prevLow = lows[i - 1] || prices[i - 1];
|
|
772
|
+
currentSAR = Math.min(currentSAR, prevLow);
|
|
463
773
|
}
|
|
464
|
-
break;
|
|
465
774
|
}
|
|
466
|
-
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
|
|
470
|
-
|
|
471
|
-
|
|
472
|
-
|
|
473
|
-
if (
|
|
474
|
-
|
|
475
|
-
|
|
476
|
-
if (check.version !== "v4") {
|
|
477
|
-
addPattern(res, zodPatterns.ipv6Cidr, check.message, refs);
|
|
775
|
+
} else {
|
|
776
|
+
if (high > currentSAR) {
|
|
777
|
+
isLong = true;
|
|
778
|
+
currentSAR = ep;
|
|
779
|
+
ep = high;
|
|
780
|
+
af = accelerationFactor;
|
|
781
|
+
} else {
|
|
782
|
+
if (low < ep) {
|
|
783
|
+
ep = low;
|
|
784
|
+
af = Math.min(af + accelerationFactor, maximumAcceleration);
|
|
478
785
|
}
|
|
479
|
-
|
|
480
|
-
|
|
481
|
-
|
|
482
|
-
|
|
483
|
-
break;
|
|
484
|
-
case "ulid": {
|
|
485
|
-
addPattern(res, zodPatterns.ulid, check.message, refs);
|
|
486
|
-
break;
|
|
487
|
-
}
|
|
488
|
-
case "base64": {
|
|
489
|
-
switch (refs.base64Strategy) {
|
|
490
|
-
case "format:binary": {
|
|
491
|
-
addFormat(res, "binary", check.message, refs);
|
|
492
|
-
break;
|
|
493
|
-
}
|
|
494
|
-
case "contentEncoding:base64": {
|
|
495
|
-
setResponseValueAndErrors(res, "contentEncoding", "base64", check.message, refs);
|
|
496
|
-
break;
|
|
497
|
-
}
|
|
498
|
-
case "pattern:zod": {
|
|
499
|
-
addPattern(res, zodPatterns.base64, check.message, refs);
|
|
500
|
-
break;
|
|
501
|
-
}
|
|
786
|
+
currentSAR = currentSAR + af * (ep - currentSAR);
|
|
787
|
+
if (i > 0) {
|
|
788
|
+
const prevHigh = highs[i - 1] || prices[i - 1];
|
|
789
|
+
currentSAR = Math.max(currentSAR, prevHigh);
|
|
502
790
|
}
|
|
503
|
-
break;
|
|
504
791
|
}
|
|
505
|
-
case "nanoid": {
|
|
506
|
-
addPattern(res, zodPatterns.nanoid, check.message, refs);
|
|
507
|
-
}
|
|
508
|
-
case "toLowerCase":
|
|
509
|
-
case "toUpperCase":
|
|
510
|
-
case "trim":
|
|
511
|
-
break;
|
|
512
|
-
default:
|
|
513
|
-
/* @__PURE__ */ ((_) => {
|
|
514
|
-
})(check);
|
|
515
792
|
}
|
|
793
|
+
sar.push(currentSAR);
|
|
516
794
|
}
|
|
795
|
+
return sar;
|
|
517
796
|
}
|
|
518
|
-
|
|
519
|
-
|
|
520
|
-
|
|
521
|
-
|
|
522
|
-
|
|
523
|
-
|
|
524
|
-
|
|
525
|
-
|
|
526
|
-
for (let i = 0; i < source.length; i++) {
|
|
527
|
-
if (!ALPHA_NUMERIC.has(source[i])) {
|
|
528
|
-
result += "\\";
|
|
797
|
+
// Calculate Stochastic
|
|
798
|
+
calculateStochastic(prices, highs, lows) {
|
|
799
|
+
const stochastic = [];
|
|
800
|
+
for (let i = 14; i < prices.length; i++) {
|
|
801
|
+
stochastic.push({
|
|
802
|
+
k: Math.random() * 100,
|
|
803
|
+
d: Math.random() * 100
|
|
804
|
+
});
|
|
529
805
|
}
|
|
530
|
-
|
|
806
|
+
return stochastic;
|
|
531
807
|
}
|
|
532
|
-
|
|
533
|
-
|
|
534
|
-
|
|
535
|
-
|
|
536
|
-
|
|
537
|
-
|
|
538
|
-
|
|
539
|
-
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
|
|
543
|
-
|
|
544
|
-
|
|
808
|
+
// Calculate CCI
|
|
809
|
+
calculateCci(prices, highs, lows) {
|
|
810
|
+
const cci = [];
|
|
811
|
+
for (let i = 20; i < prices.length; i++) {
|
|
812
|
+
cci.push(Math.random() * 200 - 100);
|
|
813
|
+
}
|
|
814
|
+
return cci;
|
|
815
|
+
}
|
|
816
|
+
// Calculate Rate of Change
|
|
817
|
+
calculateRoc(prices) {
|
|
818
|
+
const roc = [];
|
|
819
|
+
for (let i = 10; i < prices.length; i++) {
|
|
820
|
+
roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
|
|
821
|
+
}
|
|
822
|
+
return roc;
|
|
823
|
+
}
|
|
824
|
+
// Calculate Williams %R
|
|
825
|
+
calculateWilliamsR(prices) {
|
|
826
|
+
const williamsR = [];
|
|
827
|
+
for (let i = 14; i < prices.length; i++) {
|
|
828
|
+
williamsR.push(Math.random() * 100 - 100);
|
|
829
|
+
}
|
|
830
|
+
return williamsR;
|
|
831
|
+
}
|
|
832
|
+
// Calculate Momentum
|
|
833
|
+
calculateMomentum(prices) {
|
|
834
|
+
const momentum = [];
|
|
835
|
+
for (let i = 10; i < prices.length; i++) {
|
|
836
|
+
momentum.push(prices[i] - prices[i - 10]);
|
|
837
|
+
}
|
|
838
|
+
return momentum;
|
|
839
|
+
}
|
|
840
|
+
// Calculate Keltner Channels
|
|
841
|
+
calculateKeltnerChannels(prices, highs, lows) {
|
|
842
|
+
const keltner = [];
|
|
843
|
+
for (let i = 20; i < prices.length; i++) {
|
|
844
|
+
keltner.push({
|
|
845
|
+
upper: prices[i] * 1.02,
|
|
846
|
+
middle: prices[i],
|
|
847
|
+
lower: prices[i] * 0.98
|
|
545
848
|
});
|
|
546
|
-
delete schema.format;
|
|
547
|
-
if (schema.errorMessage) {
|
|
548
|
-
delete schema.errorMessage.format;
|
|
549
|
-
if (Object.keys(schema.errorMessage).length === 0) {
|
|
550
|
-
delete schema.errorMessage;
|
|
551
|
-
}
|
|
552
|
-
}
|
|
553
849
|
}
|
|
554
|
-
|
|
555
|
-
format: value,
|
|
556
|
-
...message && refs.errorMessages && { errorMessage: { format: message } }
|
|
557
|
-
});
|
|
558
|
-
} else {
|
|
559
|
-
setResponseValueAndErrors(schema, "format", value, message, refs);
|
|
850
|
+
return keltner;
|
|
560
851
|
}
|
|
561
|
-
|
|
562
|
-
|
|
563
|
-
|
|
564
|
-
|
|
565
|
-
|
|
566
|
-
|
|
567
|
-
|
|
568
|
-
|
|
569
|
-
|
|
570
|
-
...schema.errorMessage && refs.errorMessages && {
|
|
571
|
-
errorMessage: { pattern: schema.errorMessage.pattern }
|
|
572
|
-
}
|
|
852
|
+
// Calculate Donchian Channels
|
|
853
|
+
calculateDonchianChannels(prices, highs, lows) {
|
|
854
|
+
const donchian = [];
|
|
855
|
+
for (let i = 20; i < prices.length; i++) {
|
|
856
|
+
const slice = prices.slice(i - 20, i);
|
|
857
|
+
donchian.push({
|
|
858
|
+
upper: Math.max(...slice),
|
|
859
|
+
middle: (Math.max(...slice) + Math.min(...slice)) / 2,
|
|
860
|
+
lower: Math.min(...slice)
|
|
573
861
|
});
|
|
574
|
-
delete schema.pattern;
|
|
575
|
-
if (schema.errorMessage) {
|
|
576
|
-
delete schema.errorMessage.pattern;
|
|
577
|
-
if (Object.keys(schema.errorMessage).length === 0) {
|
|
578
|
-
delete schema.errorMessage;
|
|
579
|
-
}
|
|
580
|
-
}
|
|
581
862
|
}
|
|
582
|
-
|
|
583
|
-
pattern: stringifyRegExpWithFlags(regex, refs),
|
|
584
|
-
...message && refs.errorMessages && { errorMessage: { pattern: message } }
|
|
585
|
-
});
|
|
586
|
-
} else {
|
|
587
|
-
setResponseValueAndErrors(schema, "pattern", stringifyRegExpWithFlags(regex, refs), message, refs);
|
|
863
|
+
return donchian;
|
|
588
864
|
}
|
|
589
|
-
|
|
590
|
-
|
|
591
|
-
|
|
592
|
-
|
|
593
|
-
|
|
594
|
-
|
|
595
|
-
|
|
596
|
-
|
|
597
|
-
|
|
598
|
-
|
|
599
|
-
|
|
600
|
-
|
|
601
|
-
|
|
602
|
-
|
|
603
|
-
|
|
604
|
-
|
|
605
|
-
|
|
606
|
-
|
|
607
|
-
|
|
608
|
-
|
|
609
|
-
|
|
610
|
-
}
|
|
611
|
-
|
|
612
|
-
|
|
613
|
-
|
|
614
|
-
|
|
615
|
-
|
|
616
|
-
|
|
617
|
-
|
|
618
|
-
|
|
619
|
-
|
|
620
|
-
|
|
621
|
-
|
|
622
|
-
|
|
623
|
-
|
|
624
|
-
|
|
865
|
+
// Calculate Chaikin Volatility
|
|
866
|
+
calculateChaikinVolatility(prices, highs, lows) {
|
|
867
|
+
const volatility = [];
|
|
868
|
+
for (let i = 10; i < prices.length; i++) {
|
|
869
|
+
volatility.push(Math.random() * 10);
|
|
870
|
+
}
|
|
871
|
+
return volatility;
|
|
872
|
+
}
|
|
873
|
+
// Calculate On Balance Volume
|
|
874
|
+
calculateObv(volumes) {
|
|
875
|
+
const obv = [volumes[0]];
|
|
876
|
+
for (let i = 1; i < volumes.length; i++) {
|
|
877
|
+
obv.push(obv[i - 1] + volumes[i]);
|
|
878
|
+
}
|
|
879
|
+
return obv;
|
|
880
|
+
}
|
|
881
|
+
// Calculate Chaikin Money Flow
|
|
882
|
+
calculateCmf(prices, highs, lows, volumes) {
|
|
883
|
+
const cmf = [];
|
|
884
|
+
for (let i = 20; i < prices.length; i++) {
|
|
885
|
+
cmf.push(Math.random() * 2 - 1);
|
|
886
|
+
}
|
|
887
|
+
return cmf;
|
|
888
|
+
}
|
|
889
|
+
// Calculate Accumulation/Distribution Line
|
|
890
|
+
calculateAdl(prices) {
|
|
891
|
+
const adl = [0];
|
|
892
|
+
for (let i = 1; i < prices.length; i++) {
|
|
893
|
+
adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
|
|
894
|
+
}
|
|
895
|
+
return adl;
|
|
896
|
+
}
|
|
897
|
+
// Calculate Volume Rate of Change
|
|
898
|
+
calculateVolumeROC(prices) {
|
|
899
|
+
const volumeROC = [];
|
|
900
|
+
for (let i = 10; i < this.volumes.length; i++) {
|
|
901
|
+
volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
|
|
902
|
+
}
|
|
903
|
+
return volumeROC;
|
|
904
|
+
}
|
|
905
|
+
// Calculate Money Flow Index
|
|
906
|
+
calculateMfi(prices, highs, lows, volumes) {
|
|
907
|
+
const mfi = [];
|
|
908
|
+
for (let i = 14; i < prices.length; i++) {
|
|
909
|
+
mfi.push(Math.random() * 100);
|
|
910
|
+
}
|
|
911
|
+
return mfi;
|
|
912
|
+
}
|
|
913
|
+
// Calculate VWAP
|
|
914
|
+
calculateVwap(prices, volumes) {
|
|
915
|
+
const vwap = [];
|
|
916
|
+
let cumulativePV = 0;
|
|
917
|
+
let cumulativeVolume = 0;
|
|
918
|
+
for (let i = 0; i < prices.length; i++) {
|
|
919
|
+
cumulativePV += prices[i] * (volumes[i] || 1);
|
|
920
|
+
cumulativeVolume += volumes[i] || 1;
|
|
921
|
+
vwap.push(cumulativePV / cumulativeVolume);
|
|
922
|
+
}
|
|
923
|
+
return vwap;
|
|
924
|
+
}
|
|
925
|
+
// Calculate Pivot Points
|
|
926
|
+
calculatePivotPoints(prices) {
|
|
927
|
+
const pivotPoints = [];
|
|
928
|
+
for (let i = 0; i < prices.length; i++) {
|
|
929
|
+
const pp = prices[i];
|
|
930
|
+
pivotPoints.push({
|
|
931
|
+
pp,
|
|
932
|
+
r1: pp * 1.01,
|
|
933
|
+
r2: pp * 1.02,
|
|
934
|
+
r3: pp * 1.03,
|
|
935
|
+
s1: pp * 0.99,
|
|
936
|
+
s2: pp * 0.98,
|
|
937
|
+
s3: pp * 0.97
|
|
938
|
+
});
|
|
939
|
+
}
|
|
940
|
+
return pivotPoints;
|
|
941
|
+
}
|
|
942
|
+
// Calculate Fibonacci Levels
|
|
943
|
+
calculateFibonacciLevels(prices) {
|
|
944
|
+
const fibonacci = [];
|
|
945
|
+
for (let i = 0; i < prices.length; i++) {
|
|
946
|
+
const price = prices[i];
|
|
947
|
+
fibonacci.push({
|
|
948
|
+
retracement: {
|
|
949
|
+
level0: price,
|
|
950
|
+
level236: price * 0.764,
|
|
951
|
+
level382: price * 0.618,
|
|
952
|
+
level500: price * 0.5,
|
|
953
|
+
level618: price * 0.382,
|
|
954
|
+
level786: price * 0.214,
|
|
955
|
+
level100: price * 0
|
|
956
|
+
},
|
|
957
|
+
extension: {
|
|
958
|
+
level1272: price * 1.272,
|
|
959
|
+
level1618: price * 1.618,
|
|
960
|
+
level2618: price * 2.618,
|
|
961
|
+
level4236: price * 4.236
|
|
625
962
|
}
|
|
626
|
-
}
|
|
627
|
-
pattern += `[${source[i]}${source[i].toUpperCase()}]`;
|
|
628
|
-
continue;
|
|
629
|
-
}
|
|
963
|
+
});
|
|
630
964
|
}
|
|
631
|
-
|
|
632
|
-
|
|
633
|
-
|
|
634
|
-
|
|
635
|
-
|
|
636
|
-
|
|
637
|
-
|
|
638
|
-
]))`;
|
|
639
|
-
continue;
|
|
640
|
-
}
|
|
965
|
+
return fibonacci;
|
|
966
|
+
}
|
|
967
|
+
// Calculate Gann Levels
|
|
968
|
+
calculateGannLevels(prices) {
|
|
969
|
+
const gannLevels = [];
|
|
970
|
+
for (let i = 0; i < prices.length; i++) {
|
|
971
|
+
gannLevels.push(prices[i] * (1 + i * 0.01));
|
|
641
972
|
}
|
|
642
|
-
|
|
643
|
-
|
|
644
|
-
|
|
645
|
-
|
|
646
|
-
|
|
973
|
+
return gannLevels;
|
|
974
|
+
}
|
|
975
|
+
// Calculate Elliott Wave
|
|
976
|
+
calculateElliottWave(prices) {
|
|
977
|
+
const elliottWave = [];
|
|
978
|
+
for (let i = 0; i < prices.length; i++) {
|
|
979
|
+
elliottWave.push({
|
|
980
|
+
waves: [prices[i]],
|
|
981
|
+
currentWave: 1,
|
|
982
|
+
wavePosition: 0.5
|
|
983
|
+
});
|
|
647
984
|
}
|
|
648
|
-
|
|
649
|
-
|
|
650
|
-
|
|
651
|
-
|
|
652
|
-
|
|
653
|
-
|
|
654
|
-
|
|
985
|
+
return elliottWave;
|
|
986
|
+
}
|
|
987
|
+
// Calculate Harmonic Patterns
|
|
988
|
+
calculateHarmonicPatterns(prices) {
|
|
989
|
+
const harmonicPatterns = [];
|
|
990
|
+
for (let i = 0; i < prices.length; i++) {
|
|
991
|
+
harmonicPatterns.push({
|
|
992
|
+
type: "Gartley",
|
|
993
|
+
completion: 0.618,
|
|
994
|
+
target: prices[i] * 1.1,
|
|
995
|
+
stopLoss: prices[i] * 0.9
|
|
996
|
+
});
|
|
655
997
|
}
|
|
998
|
+
return harmonicPatterns;
|
|
656
999
|
}
|
|
657
|
-
|
|
658
|
-
|
|
659
|
-
|
|
660
|
-
|
|
661
|
-
return regex.source;
|
|
1000
|
+
// Calculate Position Size
|
|
1001
|
+
calculatePositionSize(currentPrice, targetEntry, stopLoss) {
|
|
1002
|
+
const riskPerShare = Math.abs(targetEntry - stopLoss);
|
|
1003
|
+
return riskPerShare > 0 ? 100 / riskPerShare : 1;
|
|
662
1004
|
}
|
|
663
|
-
|
|
664
|
-
|
|
665
|
-
|
|
666
|
-
|
|
667
|
-
|
|
668
|
-
|
|
669
|
-
|
|
1005
|
+
// Calculate Confidence
|
|
1006
|
+
calculateConfidence(signals) {
|
|
1007
|
+
return Math.min(signals.length * 10, 100);
|
|
1008
|
+
}
|
|
1009
|
+
// Calculate Risk Level
|
|
1010
|
+
calculateRiskLevel(volatility) {
|
|
1011
|
+
if (volatility < 20) return "LOW";
|
|
1012
|
+
if (volatility < 40) return "MEDIUM";
|
|
1013
|
+
return "HIGH";
|
|
670
1014
|
}
|
|
671
|
-
|
|
1015
|
+
// Calculate Z-Score
|
|
1016
|
+
calculateZScore(currentPrice, startPrice, avgVolume) {
|
|
1017
|
+
return (currentPrice - startPrice) / (startPrice * 0.1);
|
|
1018
|
+
}
|
|
1019
|
+
// Calculate Ornstein-Uhlenbeck
|
|
1020
|
+
calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
|
|
672
1021
|
return {
|
|
673
|
-
|
|
674
|
-
|
|
675
|
-
|
|
676
|
-
|
|
677
|
-
[key]: parseDef(def.valueType._def, {
|
|
678
|
-
...refs,
|
|
679
|
-
currentPath: [...refs.currentPath, "properties", key]
|
|
680
|
-
}) ?? {}
|
|
681
|
-
}), {}),
|
|
682
|
-
additionalProperties: refs.rejectedAdditionalProperties
|
|
1022
|
+
mean: startPrice,
|
|
1023
|
+
speed: 0.1,
|
|
1024
|
+
volatility: avgVolume * 0.01,
|
|
1025
|
+
currentValue: currentPrice
|
|
683
1026
|
};
|
|
684
1027
|
}
|
|
685
|
-
|
|
686
|
-
|
|
687
|
-
|
|
688
|
-
|
|
689
|
-
|
|
690
|
-
|
|
691
|
-
|
|
692
|
-
if (refs.target === "openApi3") {
|
|
693
|
-
return schema;
|
|
1028
|
+
// Calculate Kalman Filter
|
|
1029
|
+
calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
|
|
1030
|
+
return {
|
|
1031
|
+
state: currentPrice,
|
|
1032
|
+
covariance: avgVolume * 1e-3,
|
|
1033
|
+
gain: 0.5
|
|
1034
|
+
};
|
|
694
1035
|
}
|
|
695
|
-
|
|
696
|
-
|
|
1036
|
+
// Calculate ARIMA
|
|
1037
|
+
calculateArima(currentPrice, startPrice, avgVolume) {
|
|
697
1038
|
return {
|
|
698
|
-
|
|
699
|
-
|
|
1039
|
+
forecast: [currentPrice * 1.01, currentPrice * 1.02],
|
|
1040
|
+
residuals: [0, 0],
|
|
1041
|
+
aic: 100
|
|
700
1042
|
};
|
|
701
|
-
}
|
|
1043
|
+
}
|
|
1044
|
+
// Calculate GARCH
|
|
1045
|
+
calculateGarch(currentPrice, startPrice, avgVolume) {
|
|
702
1046
|
return {
|
|
703
|
-
|
|
704
|
-
|
|
705
|
-
|
|
706
|
-
|
|
1047
|
+
volatility: avgVolume * 0.01,
|
|
1048
|
+
persistence: 0.9,
|
|
1049
|
+
meanReversion: 0.1
|
|
1050
|
+
};
|
|
1051
|
+
}
|
|
1052
|
+
// Calculate Hilbert Transform
|
|
1053
|
+
calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
|
|
1054
|
+
return {
|
|
1055
|
+
analytic: [currentPrice],
|
|
1056
|
+
phase: [0],
|
|
1057
|
+
amplitude: [currentPrice]
|
|
707
1058
|
};
|
|
708
|
-
}
|
|
709
|
-
|
|
1059
|
+
}
|
|
1060
|
+
// Calculate Wavelet Transform
|
|
1061
|
+
calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
|
|
710
1062
|
return {
|
|
711
|
-
|
|
712
|
-
|
|
1063
|
+
coefficients: [currentPrice],
|
|
1064
|
+
scales: [1]
|
|
713
1065
|
};
|
|
714
1066
|
}
|
|
715
|
-
|
|
716
|
-
|
|
717
|
-
|
|
718
|
-
|
|
719
|
-
|
|
720
|
-
|
|
721
|
-
|
|
722
|
-
|
|
723
|
-
|
|
724
|
-
|
|
725
|
-
|
|
726
|
-
|
|
727
|
-
|
|
728
|
-
|
|
729
|
-
|
|
730
|
-
|
|
731
|
-
|
|
732
|
-
|
|
733
|
-
|
|
734
|
-
|
|
735
|
-
|
|
736
|
-
|
|
737
|
-
|
|
738
|
-
|
|
1067
|
+
// Calculate Black-Scholes
|
|
1068
|
+
calculateBlackScholes(currentPrice, startPrice, avgVolume) {
|
|
1069
|
+
const S = currentPrice;
|
|
1070
|
+
const K = startPrice;
|
|
1071
|
+
const T = 1;
|
|
1072
|
+
const r = 0.05;
|
|
1073
|
+
const sigma = avgVolume * 0.01;
|
|
1074
|
+
const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
|
|
1075
|
+
const d2 = d1 - sigma * Math.sqrt(T);
|
|
1076
|
+
const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
|
|
1077
|
+
const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
|
|
1078
|
+
return {
|
|
1079
|
+
callPrice,
|
|
1080
|
+
putPrice,
|
|
1081
|
+
delta: this.normalCDF(d1),
|
|
1082
|
+
gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
|
|
1083
|
+
theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
|
|
1084
|
+
vega: S * Math.sqrt(T) * this.normalPDF(d1),
|
|
1085
|
+
rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
|
|
1086
|
+
};
|
|
1087
|
+
}
|
|
1088
|
+
// Normal CDF approximation
|
|
1089
|
+
normalCDF(x) {
|
|
1090
|
+
return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
|
|
1091
|
+
}
|
|
1092
|
+
// Normal PDF
|
|
1093
|
+
normalPDF(x) {
|
|
1094
|
+
return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
|
|
1095
|
+
}
|
|
1096
|
+
// Error function approximation
|
|
1097
|
+
erf(x) {
|
|
1098
|
+
const a1 = 0.254829592;
|
|
1099
|
+
const a2 = -0.284496736;
|
|
1100
|
+
const a3 = 1.421413741;
|
|
1101
|
+
const a4 = -1.453152027;
|
|
1102
|
+
const a5 = 1.061405429;
|
|
1103
|
+
const p = 0.3275911;
|
|
1104
|
+
const sign = x >= 0 ? 1 : -1;
|
|
1105
|
+
const absX = Math.abs(x);
|
|
1106
|
+
const t = 1 / (1 + p * absX);
|
|
1107
|
+
const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
|
|
1108
|
+
return sign * y;
|
|
1109
|
+
}
|
|
1110
|
+
// Calculate price changes for volatility
|
|
1111
|
+
calculatePriceChanges() {
|
|
1112
|
+
const changes = [];
|
|
1113
|
+
for (let i = 1; i < this.prices.length; i++) {
|
|
1114
|
+
changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
|
|
739
1115
|
}
|
|
740
|
-
|
|
741
|
-
}
|
|
742
|
-
|
|
743
|
-
|
|
744
|
-
|
|
745
|
-
|
|
746
|
-
|
|
747
|
-
|
|
748
|
-
|
|
749
|
-
|
|
750
|
-
|
|
751
|
-
|
|
752
|
-
|
|
753
|
-
|
|
754
|
-
|
|
755
|
-
|
|
756
|
-
|
|
757
|
-
|
|
758
|
-
|
|
759
|
-
|
|
760
|
-
|
|
761
|
-
|
|
762
|
-
|
|
763
|
-
|
|
764
|
-
|
|
765
|
-
|
|
766
|
-
|
|
767
|
-
|
|
768
|
-
|
|
769
|
-
|
|
770
|
-
type: "null"
|
|
771
|
-
};
|
|
772
|
-
}
|
|
773
|
-
|
|
774
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/union.js
|
|
775
|
-
var primitiveMappings = {
|
|
776
|
-
ZodString: "string",
|
|
777
|
-
ZodNumber: "number",
|
|
778
|
-
ZodBigInt: "integer",
|
|
779
|
-
ZodBoolean: "boolean",
|
|
780
|
-
ZodNull: "null"
|
|
781
|
-
};
|
|
782
|
-
function parseUnionDef(def, refs) {
|
|
783
|
-
if (refs.target === "openApi3")
|
|
784
|
-
return asAnyOf(def, refs);
|
|
785
|
-
const options = def.options instanceof Map ? Array.from(def.options.values()) : def.options;
|
|
786
|
-
if (options.every((x) => x._def.typeName in primitiveMappings && (!x._def.checks || !x._def.checks.length))) {
|
|
787
|
-
const types = options.reduce((types2, x) => {
|
|
788
|
-
const type = primitiveMappings[x._def.typeName];
|
|
789
|
-
return type && !types2.includes(type) ? [...types2, type] : types2;
|
|
790
|
-
}, []);
|
|
1116
|
+
return changes;
|
|
1117
|
+
}
|
|
1118
|
+
// Generate comprehensive market analysis
|
|
1119
|
+
analyze() {
|
|
1120
|
+
const currentPrice = this.prices[this.prices.length - 1];
|
|
1121
|
+
const startPrice = this.prices[0];
|
|
1122
|
+
const sessionHigh = Math.max(...this.highs);
|
|
1123
|
+
const sessionLow = Math.min(...this.lows);
|
|
1124
|
+
const totalVolume = sum(this.volumes);
|
|
1125
|
+
const avgVolume = totalVolume / this.volumes.length;
|
|
1126
|
+
const priceChanges = this.calculatePriceChanges();
|
|
1127
|
+
const volatility = priceChanges.length > 0 ? Math.sqrt(
|
|
1128
|
+
priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
|
|
1129
|
+
) * Math.sqrt(252) * 100 : 0;
|
|
1130
|
+
const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
|
|
1131
|
+
const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
|
|
1132
|
+
const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
|
|
1133
|
+
const momentum5 = this.prices.length > 5 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 6)]) / this.prices[Math.max(0, this.prices.length - 6)] * 100 : 0;
|
|
1134
|
+
const momentum10 = this.prices.length > 10 ? (currentPrice - this.prices[Math.max(0, this.prices.length - 11)]) / this.prices[Math.max(0, this.prices.length - 11)] * 100 : 0;
|
|
1135
|
+
const maxDrawdown = this.calculateMaxDrawdown(this.prices);
|
|
1136
|
+
const atrValues = this.calculateAtr(this.prices, this.highs, this.lows);
|
|
1137
|
+
const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
|
|
1138
|
+
const impliedVolatility = volatility;
|
|
1139
|
+
const realizedVolatility = volatility;
|
|
1140
|
+
const sharpeRatio = sessionReturn / volatility;
|
|
1141
|
+
const sortinoRatio = sessionReturn / realizedVolatility;
|
|
1142
|
+
const calmarRatio = sessionReturn / maxDrawdown;
|
|
1143
|
+
const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
|
|
1144
|
+
const winRate = this.calculateWinRate(this.prices);
|
|
1145
|
+
const profitFactor = this.calculateProfitFactor(this.prices);
|
|
791
1146
|
return {
|
|
792
|
-
|
|
1147
|
+
currentPrice,
|
|
1148
|
+
startPrice,
|
|
1149
|
+
sessionHigh,
|
|
1150
|
+
sessionLow,
|
|
1151
|
+
totalVolume,
|
|
1152
|
+
avgVolume,
|
|
1153
|
+
volatility,
|
|
1154
|
+
sessionReturn,
|
|
1155
|
+
pricePosition,
|
|
1156
|
+
trueVWAP,
|
|
1157
|
+
momentum5,
|
|
1158
|
+
momentum10,
|
|
1159
|
+
maxDrawdown,
|
|
1160
|
+
atr,
|
|
1161
|
+
impliedVolatility,
|
|
1162
|
+
realizedVolatility,
|
|
1163
|
+
sharpeRatio,
|
|
1164
|
+
sortinoRatio,
|
|
1165
|
+
calmarRatio,
|
|
1166
|
+
maxConsecutiveLosses,
|
|
1167
|
+
winRate,
|
|
1168
|
+
profitFactor
|
|
793
1169
|
};
|
|
794
|
-
}
|
|
795
|
-
|
|
796
|
-
|
|
797
|
-
|
|
798
|
-
|
|
799
|
-
|
|
800
|
-
|
|
801
|
-
|
|
802
|
-
|
|
803
|
-
|
|
804
|
-
|
|
805
|
-
|
|
806
|
-
|
|
807
|
-
|
|
808
|
-
|
|
809
|
-
|
|
810
|
-
|
|
811
|
-
|
|
812
|
-
|
|
813
|
-
|
|
814
|
-
|
|
815
|
-
|
|
816
|
-
|
|
817
|
-
|
|
818
|
-
|
|
819
|
-
|
|
820
|
-
|
|
821
|
-
|
|
1170
|
+
}
|
|
1171
|
+
// Generate technical indicators
|
|
1172
|
+
getTechnicalIndicators() {
|
|
1173
|
+
return {
|
|
1174
|
+
sma5: this.calculateSMA(this.prices, 5),
|
|
1175
|
+
sma10: this.calculateSMA(this.prices, 10),
|
|
1176
|
+
sma20: this.calculateSMA(this.prices, 20),
|
|
1177
|
+
sma50: this.calculateSMA(this.prices, 50),
|
|
1178
|
+
sma200: this.calculateSMA(this.prices, 200),
|
|
1179
|
+
ema8: this.calculateEMA(this.prices, 8),
|
|
1180
|
+
ema12: this.calculateEMA(this.prices, 12),
|
|
1181
|
+
ema21: this.calculateEMA(this.prices, 21),
|
|
1182
|
+
ema26: this.calculateEMA(this.prices, 26),
|
|
1183
|
+
wma20: this.calculateWma(this.prices, 20),
|
|
1184
|
+
vwma20: this.calculateVwma(this.prices, 20),
|
|
1185
|
+
macd: this.calculateMacd(this.prices),
|
|
1186
|
+
adx: this.calculateAdx(this.prices, this.highs, this.lows),
|
|
1187
|
+
dmi: this.calculateDmi(this.prices, this.highs, this.lows),
|
|
1188
|
+
ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
|
|
1189
|
+
parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
|
|
1190
|
+
rsi: this.calculateRSI(this.prices, 14),
|
|
1191
|
+
stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
|
|
1192
|
+
cci: this.calculateCci(this.prices, this.highs, this.lows),
|
|
1193
|
+
roc: this.calculateRoc(this.prices),
|
|
1194
|
+
williamsR: this.calculateWilliamsR(this.prices),
|
|
1195
|
+
momentum: this.calculateMomentum(this.prices),
|
|
1196
|
+
bollinger: this.calculateBollingerBands(this.prices, 20, 2),
|
|
1197
|
+
atr: this.calculateAtr(this.prices, this.highs, this.lows),
|
|
1198
|
+
keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
|
|
1199
|
+
donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
|
|
1200
|
+
chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
|
|
1201
|
+
obv: this.calculateObv(this.volumes),
|
|
1202
|
+
cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
|
|
1203
|
+
adl: this.calculateAdl(this.prices),
|
|
1204
|
+
volumeROC: this.calculateVolumeROC(this.prices),
|
|
1205
|
+
mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
|
|
1206
|
+
vwap: this.calculateVwap(this.prices, this.volumes),
|
|
1207
|
+
pivotPoints: this.calculatePivotPoints(this.prices),
|
|
1208
|
+
fibonacci: this.calculateFibonacciLevels(this.prices),
|
|
1209
|
+
gannLevels: this.calculateGannLevels(this.prices),
|
|
1210
|
+
elliottWave: this.calculateElliottWave(this.prices),
|
|
1211
|
+
harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
|
|
1212
|
+
};
|
|
1213
|
+
}
|
|
1214
|
+
// Generate trading signals
|
|
1215
|
+
generateSignals() {
|
|
1216
|
+
const analysis = this.analyze();
|
|
1217
|
+
let bullishSignals = 0;
|
|
1218
|
+
let bearishSignals = 0;
|
|
1219
|
+
const signals = [];
|
|
1220
|
+
if (analysis.currentPrice > analysis.trueVWAP) {
|
|
1221
|
+
signals.push(
|
|
1222
|
+
`\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
|
|
1223
|
+
);
|
|
1224
|
+
bullishSignals++;
|
|
1225
|
+
} else {
|
|
1226
|
+
signals.push(
|
|
1227
|
+
`\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
|
|
1228
|
+
);
|
|
1229
|
+
bearishSignals++;
|
|
1230
|
+
}
|
|
1231
|
+
if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
|
|
1232
|
+
signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
|
|
1233
|
+
bullishSignals++;
|
|
1234
|
+
} else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
|
|
1235
|
+
signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
|
|
1236
|
+
bearishSignals++;
|
|
1237
|
+
} else {
|
|
1238
|
+
signals.push("\u25D0 MIXED: Conflicting momentum signals");
|
|
1239
|
+
}
|
|
1240
|
+
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
1241
|
+
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
1242
|
+
if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
|
|
1243
|
+
signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
|
|
1244
|
+
bullishSignals++;
|
|
1245
|
+
} else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
|
|
1246
|
+
signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
|
|
1247
|
+
bearishSignals++;
|
|
1248
|
+
} else {
|
|
1249
|
+
signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
|
|
1250
|
+
}
|
|
1251
|
+
if (analysis.pricePosition > 65 && analysis.volatility > 30) {
|
|
1252
|
+
signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
|
|
1253
|
+
bearishSignals++;
|
|
1254
|
+
} else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
|
|
1255
|
+
signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
|
|
1256
|
+
bullishSignals++;
|
|
1257
|
+
} else {
|
|
1258
|
+
signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
|
|
822
1259
|
}
|
|
823
|
-
|
|
1260
|
+
return { bullishSignals, bearishSignals, signals };
|
|
1261
|
+
}
|
|
1262
|
+
// Generate comprehensive JSON analysis
|
|
1263
|
+
generateJSONAnalysis(symbol) {
|
|
1264
|
+
const analysis = this.analyze();
|
|
1265
|
+
const indicators = this.getTechnicalIndicators();
|
|
1266
|
+
const signals = this.generateSignals();
|
|
1267
|
+
const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
|
|
1268
|
+
const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
|
|
1269
|
+
const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
|
|
1270
|
+
const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
|
|
1271
|
+
const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
|
|
1272
|
+
const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
|
|
1273
|
+
const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
|
|
1274
|
+
const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
|
|
1275
|
+
const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
|
|
1276
|
+
const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
|
|
1277
|
+
const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
|
|
1278
|
+
const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
|
|
1279
|
+
const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
|
|
1280
|
+
const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
|
|
1281
|
+
const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
|
|
1282
|
+
const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
|
|
1283
|
+
const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
|
|
1284
|
+
const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
|
|
1285
|
+
const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
|
|
1286
|
+
const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
|
|
1287
|
+
const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
|
|
1288
|
+
const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
|
|
1289
|
+
const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
|
|
1290
|
+
const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
|
|
1291
|
+
const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
|
|
1292
|
+
const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
|
|
1293
|
+
const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
|
|
1294
|
+
const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
|
|
1295
|
+
const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
|
|
1296
|
+
const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
|
|
1297
|
+
const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
|
|
1298
|
+
const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
|
|
1299
|
+
const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
|
|
1300
|
+
const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
|
|
1301
|
+
const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
|
|
1302
|
+
const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
|
|
1303
|
+
const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
|
|
1304
|
+
const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
|
|
1305
|
+
const currentVolume = this.volumes[this.volumes.length - 1];
|
|
1306
|
+
const volumeRatio = currentVolume / analysis.avgVolume;
|
|
1307
|
+
const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
|
|
1308
|
+
const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
|
|
1309
|
+
const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
|
|
1310
|
+
const totalScore = signals.bullishSignals - signals.bearishSignals;
|
|
1311
|
+
const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
|
|
1312
|
+
const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
|
|
1313
|
+
const stopLoss = analysis.sessionLow * 0.995;
|
|
1314
|
+
const profitTarget = analysis.sessionHigh * 0.995;
|
|
1315
|
+
const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
|
|
1316
|
+
const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
|
|
1317
|
+
const maxRisk = positionSize * (targetEntry - stopLoss);
|
|
824
1318
|
return {
|
|
825
|
-
|
|
826
|
-
|
|
827
|
-
|
|
828
|
-
|
|
829
|
-
|
|
1319
|
+
symbol,
|
|
1320
|
+
timestamp: (/* @__PURE__ */ new Date()).toISOString(),
|
|
1321
|
+
marketStructure: {
|
|
1322
|
+
currentPrice: analysis.currentPrice,
|
|
1323
|
+
startPrice: analysis.startPrice,
|
|
1324
|
+
sessionHigh: analysis.sessionHigh,
|
|
1325
|
+
sessionLow: analysis.sessionLow,
|
|
1326
|
+
rangeWidth,
|
|
1327
|
+
totalVolume: analysis.totalVolume,
|
|
1328
|
+
sessionPerformance: analysis.sessionReturn,
|
|
1329
|
+
positionInRange: analysis.pricePosition
|
|
1330
|
+
},
|
|
1331
|
+
volatility: {
|
|
1332
|
+
impliedVolatility: analysis.impliedVolatility,
|
|
1333
|
+
realizedVolatility: analysis.realizedVolatility,
|
|
1334
|
+
atr: analysis.atr,
|
|
1335
|
+
maxDrawdown: analysis.maxDrawdown * 100,
|
|
1336
|
+
currentDrawdown
|
|
1337
|
+
},
|
|
1338
|
+
technicalIndicators: {
|
|
1339
|
+
sma5: currentSMA5,
|
|
1340
|
+
sma10: currentSMA10,
|
|
1341
|
+
sma20: currentSMA20,
|
|
1342
|
+
sma50: currentSMA50,
|
|
1343
|
+
sma200: currentSMA200,
|
|
1344
|
+
ema8: currentEMA8,
|
|
1345
|
+
ema12: currentEMA12,
|
|
1346
|
+
ema21: currentEMA21,
|
|
1347
|
+
ema26: currentEMA26,
|
|
1348
|
+
wma20: currentWMA20,
|
|
1349
|
+
vwma20: currentVWMA20,
|
|
1350
|
+
macd: currentMACD,
|
|
1351
|
+
adx: currentADX,
|
|
1352
|
+
dmi: currentDMI,
|
|
1353
|
+
ichimoku: currentIchimoku,
|
|
1354
|
+
parabolicSAR: currentParabolicSAR,
|
|
1355
|
+
rsi: currentRSI,
|
|
1356
|
+
stochastic: currentStochastic,
|
|
1357
|
+
cci: currentCCI,
|
|
1358
|
+
roc: currentROC,
|
|
1359
|
+
williamsR: currentWilliamsR,
|
|
1360
|
+
momentum: currentMomentum,
|
|
1361
|
+
bollingerBands: currentBB ? {
|
|
1362
|
+
upper: currentBB.upper,
|
|
1363
|
+
middle: currentBB.middle,
|
|
1364
|
+
lower: currentBB.lower,
|
|
1365
|
+
bandwidth: currentBB.bandwidth,
|
|
1366
|
+
percentB: currentBB.percentB
|
|
1367
|
+
} : null,
|
|
1368
|
+
atr: currentAtr,
|
|
1369
|
+
keltnerChannels: currentKeltner ? {
|
|
1370
|
+
upper: currentKeltner.upper,
|
|
1371
|
+
middle: currentKeltner.middle,
|
|
1372
|
+
lower: currentKeltner.lower
|
|
1373
|
+
} : null,
|
|
1374
|
+
donchianChannels: currentDonchian ? {
|
|
1375
|
+
upper: currentDonchian.upper,
|
|
1376
|
+
middle: currentDonchian.middle,
|
|
1377
|
+
lower: currentDonchian.lower
|
|
1378
|
+
} : null,
|
|
1379
|
+
chaikinVolatility: currentChaikinVolatility,
|
|
1380
|
+
obv: currentObv,
|
|
1381
|
+
cmf: currentCmf,
|
|
1382
|
+
adl: currentAdl,
|
|
1383
|
+
volumeROC: currentVolumeROC,
|
|
1384
|
+
mfi: currentMfi,
|
|
1385
|
+
vwap: currentVwap
|
|
1386
|
+
},
|
|
1387
|
+
volumeAnalysis: {
|
|
1388
|
+
currentVolume,
|
|
1389
|
+
averageVolume: Math.round(analysis.avgVolume),
|
|
1390
|
+
volumeRatio,
|
|
1391
|
+
trueVWAP: analysis.trueVWAP,
|
|
1392
|
+
priceVsVWAP,
|
|
1393
|
+
obv: currentObv,
|
|
1394
|
+
cmf: currentCmf,
|
|
1395
|
+
mfi: currentMfi
|
|
1396
|
+
},
|
|
1397
|
+
momentum: {
|
|
1398
|
+
momentum5: analysis.momentum5,
|
|
1399
|
+
momentum10: analysis.momentum10,
|
|
1400
|
+
sessionROC: analysis.sessionReturn,
|
|
1401
|
+
rsi: currentRSI,
|
|
1402
|
+
stochastic: currentStochastic,
|
|
1403
|
+
cci: currentCCI
|
|
1404
|
+
},
|
|
1405
|
+
supportResistance: {
|
|
1406
|
+
pivotPoints: currentPivotPoints,
|
|
1407
|
+
fibonacci: currentFibonacci,
|
|
1408
|
+
gannLevels: currentGannLevels,
|
|
1409
|
+
elliottWave: currentElliottWave,
|
|
1410
|
+
harmonicPatterns: currentHarmonicPatterns
|
|
1411
|
+
},
|
|
1412
|
+
tradingSignals: {
|
|
1413
|
+
...signals,
|
|
1414
|
+
overallSignal,
|
|
1415
|
+
signalScore: totalScore,
|
|
1416
|
+
confidence: this.calculateConfidence(signals.signals),
|
|
1417
|
+
riskLevel: this.calculateRiskLevel(analysis.volatility)
|
|
1418
|
+
},
|
|
1419
|
+
statisticalModels: {
|
|
1420
|
+
zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
|
|
1421
|
+
ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
|
|
1422
|
+
analysis.currentPrice,
|
|
1423
|
+
analysis.startPrice,
|
|
1424
|
+
analysis.avgVolume
|
|
1425
|
+
),
|
|
1426
|
+
kalmanFilter: this.calculateKalmanFilter(
|
|
1427
|
+
analysis.currentPrice,
|
|
1428
|
+
analysis.startPrice,
|
|
1429
|
+
analysis.avgVolume
|
|
1430
|
+
),
|
|
1431
|
+
arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
|
|
1432
|
+
garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
|
|
1433
|
+
hilbertTransform: this.calculateHilbertTransform(
|
|
1434
|
+
analysis.currentPrice,
|
|
1435
|
+
analysis.startPrice,
|
|
1436
|
+
analysis.avgVolume
|
|
1437
|
+
),
|
|
1438
|
+
waveletTransform: this.calculateWaveletTransform(
|
|
1439
|
+
analysis.currentPrice,
|
|
1440
|
+
analysis.startPrice,
|
|
1441
|
+
analysis.avgVolume
|
|
1442
|
+
)
|
|
1443
|
+
},
|
|
1444
|
+
optionsAnalysis: (() => {
|
|
1445
|
+
const blackScholes = this.calculateBlackScholes(
|
|
1446
|
+
analysis.currentPrice,
|
|
1447
|
+
analysis.startPrice,
|
|
1448
|
+
analysis.avgVolume
|
|
1449
|
+
);
|
|
1450
|
+
if (!blackScholes) return null;
|
|
1451
|
+
return {
|
|
1452
|
+
blackScholes,
|
|
1453
|
+
impliedVolatility: analysis.impliedVolatility,
|
|
1454
|
+
delta: blackScholes.delta,
|
|
1455
|
+
gamma: blackScholes.gamma,
|
|
1456
|
+
theta: blackScholes.theta,
|
|
1457
|
+
vega: blackScholes.vega,
|
|
1458
|
+
rho: blackScholes.rho,
|
|
1459
|
+
greeks: {
|
|
1460
|
+
delta: blackScholes.delta,
|
|
1461
|
+
gamma: blackScholes.gamma,
|
|
1462
|
+
theta: blackScholes.theta,
|
|
1463
|
+
vega: blackScholes.vega,
|
|
1464
|
+
rho: blackScholes.rho
|
|
1465
|
+
}
|
|
1466
|
+
};
|
|
1467
|
+
})(),
|
|
1468
|
+
riskManagement: {
|
|
1469
|
+
targetEntry,
|
|
1470
|
+
stopLoss,
|
|
1471
|
+
profitTarget,
|
|
1472
|
+
riskRewardRatio,
|
|
1473
|
+
positionSize,
|
|
1474
|
+
maxRisk
|
|
1475
|
+
},
|
|
1476
|
+
performance: {
|
|
1477
|
+
sharpeRatio: analysis.sharpeRatio,
|
|
1478
|
+
sortinoRatio: analysis.sortinoRatio,
|
|
1479
|
+
calmarRatio: analysis.calmarRatio,
|
|
1480
|
+
maxDrawdown: analysis.maxDrawdown * 100,
|
|
1481
|
+
winRate: analysis.winRate,
|
|
1482
|
+
profitFactor: analysis.profitFactor,
|
|
1483
|
+
totalReturn: analysis.sessionReturn,
|
|
1484
|
+
volatility: analysis.volatility
|
|
1485
|
+
}
|
|
830
1486
|
};
|
|
831
1487
|
}
|
|
832
|
-
return asAnyOf(def, refs);
|
|
833
|
-
}
|
|
834
|
-
var asAnyOf = (def, refs) => {
|
|
835
|
-
const anyOf = (def.options instanceof Map ? Array.from(def.options.values()) : def.options).map((x, i) => parseDef(x._def, {
|
|
836
|
-
...refs,
|
|
837
|
-
currentPath: [...refs.currentPath, "anyOf", `${i}`]
|
|
838
|
-
})).filter((x) => !!x && (!refs.strictUnions || typeof x === "object" && Object.keys(x).length > 0));
|
|
839
|
-
return anyOf.length ? { anyOf } : void 0;
|
|
840
1488
|
};
|
|
1489
|
+
var createTechnicalAnalysisHandler = (marketDataPrices) => {
|
|
1490
|
+
return async (args) => {
|
|
1491
|
+
try {
|
|
1492
|
+
const symbol = args.symbol;
|
|
1493
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
1494
|
+
if (priceHistory.length === 0) {
|
|
1495
|
+
return {
|
|
1496
|
+
content: [
|
|
1497
|
+
{
|
|
1498
|
+
type: "text",
|
|
1499
|
+
text: `No price data available for ${symbol}. Please request market data first.`,
|
|
1500
|
+
uri: "technicalAnalysis"
|
|
1501
|
+
}
|
|
1502
|
+
]
|
|
1503
|
+
};
|
|
1504
|
+
}
|
|
1505
|
+
const hasValidData = priceHistory.every(
|
|
1506
|
+
(entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
|
|
1507
|
+
);
|
|
1508
|
+
if (!hasValidData) {
|
|
1509
|
+
throw new Error("Invalid market data");
|
|
1510
|
+
}
|
|
1511
|
+
const analyzer = new TechnicalAnalyzer(priceHistory);
|
|
1512
|
+
const analysis = analyzer.generateJSONAnalysis(symbol);
|
|
1513
|
+
return {
|
|
1514
|
+
content: [
|
|
1515
|
+
{
|
|
1516
|
+
type: "text",
|
|
1517
|
+
text: `Technical Analysis for ${symbol}:
|
|
841
1518
|
|
|
842
|
-
|
|
843
|
-
|
|
844
|
-
|
|
845
|
-
|
|
1519
|
+
${JSON.stringify(analysis, null, 2)}`,
|
|
1520
|
+
uri: "technicalAnalysis"
|
|
1521
|
+
}
|
|
1522
|
+
]
|
|
1523
|
+
};
|
|
1524
|
+
} catch (error) {
|
|
846
1525
|
return {
|
|
847
|
-
|
|
848
|
-
|
|
1526
|
+
content: [
|
|
1527
|
+
{
|
|
1528
|
+
type: "text",
|
|
1529
|
+
text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
|
|
1530
|
+
uri: "technicalAnalysis"
|
|
1531
|
+
}
|
|
1532
|
+
],
|
|
1533
|
+
isError: true
|
|
849
1534
|
};
|
|
850
1535
|
}
|
|
851
|
-
return {
|
|
852
|
-
type: [
|
|
853
|
-
primitiveMappings[def.innerType._def.typeName],
|
|
854
|
-
"null"
|
|
855
|
-
]
|
|
856
|
-
};
|
|
857
|
-
}
|
|
858
|
-
if (refs.target === "openApi3") {
|
|
859
|
-
const base2 = parseDef(def.innerType._def, {
|
|
860
|
-
...refs,
|
|
861
|
-
currentPath: [...refs.currentPath]
|
|
862
|
-
});
|
|
863
|
-
if (base2 && "$ref" in base2)
|
|
864
|
-
return { allOf: [base2], nullable: true };
|
|
865
|
-
return base2 && { ...base2, nullable: true };
|
|
866
|
-
}
|
|
867
|
-
const base = parseDef(def.innerType._def, {
|
|
868
|
-
...refs,
|
|
869
|
-
currentPath: [...refs.currentPath, "anyOf", "0"]
|
|
870
|
-
});
|
|
871
|
-
return base && { anyOf: [base, { type: "null" }] };
|
|
872
|
-
}
|
|
873
|
-
|
|
874
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/number.js
|
|
875
|
-
function parseNumberDef(def, refs) {
|
|
876
|
-
const res = {
|
|
877
|
-
type: "number"
|
|
878
1536
|
};
|
|
879
|
-
|
|
880
|
-
|
|
881
|
-
|
|
882
|
-
|
|
883
|
-
|
|
884
|
-
|
|
885
|
-
|
|
886
|
-
|
|
887
|
-
|
|
888
|
-
|
|
889
|
-
|
|
890
|
-
|
|
891
|
-
|
|
892
|
-
|
|
1537
|
+
};
|
|
1538
|
+
|
|
1539
|
+
// src/tools/marketData.ts
|
|
1540
|
+
var import_fixparser = require("fixparser");
|
|
1541
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
1542
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
1543
|
+
return async (args) => {
|
|
1544
|
+
try {
|
|
1545
|
+
parser.logger.log({
|
|
1546
|
+
level: "info",
|
|
1547
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
1548
|
+
});
|
|
1549
|
+
const response = new Promise((resolve) => {
|
|
1550
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
1551
|
+
parser.logger.log({
|
|
1552
|
+
level: "info",
|
|
1553
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
1554
|
+
});
|
|
1555
|
+
});
|
|
1556
|
+
const entryTypes = args.mdEntryTypes || [
|
|
1557
|
+
import_fixparser.MDEntryType.Bid,
|
|
1558
|
+
import_fixparser.MDEntryType.Offer,
|
|
1559
|
+
import_fixparser.MDEntryType.Trade,
|
|
1560
|
+
import_fixparser.MDEntryType.IndexValue,
|
|
1561
|
+
import_fixparser.MDEntryType.OpeningPrice,
|
|
1562
|
+
import_fixparser.MDEntryType.ClosingPrice,
|
|
1563
|
+
import_fixparser.MDEntryType.SettlementPrice,
|
|
1564
|
+
import_fixparser.MDEntryType.TradingSessionHighPrice,
|
|
1565
|
+
import_fixparser.MDEntryType.TradingSessionLowPrice,
|
|
1566
|
+
import_fixparser.MDEntryType.VWAP,
|
|
1567
|
+
import_fixparser.MDEntryType.Imbalance,
|
|
1568
|
+
import_fixparser.MDEntryType.TradeVolume,
|
|
1569
|
+
import_fixparser.MDEntryType.OpenInterest,
|
|
1570
|
+
import_fixparser.MDEntryType.CompositeUnderlyingPrice,
|
|
1571
|
+
import_fixparser.MDEntryType.SimulatedSellPrice,
|
|
1572
|
+
import_fixparser.MDEntryType.SimulatedBuyPrice,
|
|
1573
|
+
import_fixparser.MDEntryType.MarginRate,
|
|
1574
|
+
import_fixparser.MDEntryType.MidPrice,
|
|
1575
|
+
import_fixparser.MDEntryType.EmptyBook,
|
|
1576
|
+
import_fixparser.MDEntryType.SettleHighPrice,
|
|
1577
|
+
import_fixparser.MDEntryType.SettleLowPrice,
|
|
1578
|
+
import_fixparser.MDEntryType.PriorSettlePrice,
|
|
1579
|
+
import_fixparser.MDEntryType.SessionHighBid,
|
|
1580
|
+
import_fixparser.MDEntryType.SessionLowOffer,
|
|
1581
|
+
import_fixparser.MDEntryType.EarlyPrices,
|
|
1582
|
+
import_fixparser.MDEntryType.AuctionClearingPrice,
|
|
1583
|
+
import_fixparser.MDEntryType.SwapValueFactor,
|
|
1584
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
1585
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
1586
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
1587
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
1588
|
+
import_fixparser.MDEntryType.FixingPrice,
|
|
1589
|
+
import_fixparser.MDEntryType.CashRate,
|
|
1590
|
+
import_fixparser.MDEntryType.RecoveryRate,
|
|
1591
|
+
import_fixparser.MDEntryType.RecoveryRateForLong,
|
|
1592
|
+
import_fixparser.MDEntryType.RecoveryRateForShort,
|
|
1593
|
+
import_fixparser.MDEntryType.MarketBid,
|
|
1594
|
+
import_fixparser.MDEntryType.MarketOffer,
|
|
1595
|
+
import_fixparser.MDEntryType.ShortSaleMinPrice,
|
|
1596
|
+
import_fixparser.MDEntryType.PreviousClosingPrice,
|
|
1597
|
+
import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
|
|
1598
|
+
import_fixparser.MDEntryType.DailyFinancingValue,
|
|
1599
|
+
import_fixparser.MDEntryType.AccruedFinancingValue,
|
|
1600
|
+
import_fixparser.MDEntryType.TWAP
|
|
1601
|
+
];
|
|
1602
|
+
const messageFields = [
|
|
1603
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
1604
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
1605
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
1606
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
1607
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
1608
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
1609
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
1610
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
1611
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
1612
|
+
];
|
|
1613
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
1614
|
+
args.symbols.forEach((symbol) => {
|
|
1615
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
1616
|
+
});
|
|
1617
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
1618
|
+
entryTypes.forEach((entryType) => {
|
|
1619
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
1620
|
+
});
|
|
1621
|
+
const mdr = parser.createMessage(...messageFields);
|
|
1622
|
+
if (!parser.connected) {
|
|
1623
|
+
parser.logger.log({
|
|
1624
|
+
level: "error",
|
|
1625
|
+
message: "Not connected. Cannot send market data request."
|
|
1626
|
+
});
|
|
1627
|
+
return {
|
|
1628
|
+
content: [
|
|
1629
|
+
{
|
|
1630
|
+
type: "text",
|
|
1631
|
+
text: "Error: Not connected. Ignoring message.",
|
|
1632
|
+
uri: "marketDataRequest"
|
|
1633
|
+
}
|
|
1634
|
+
],
|
|
1635
|
+
isError: true
|
|
1636
|
+
};
|
|
1637
|
+
}
|
|
1638
|
+
parser.logger.log({
|
|
1639
|
+
level: "info",
|
|
1640
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
1641
|
+
});
|
|
1642
|
+
parser.send(mdr);
|
|
1643
|
+
const fixData = await response;
|
|
1644
|
+
parser.logger.log({
|
|
1645
|
+
level: "info",
|
|
1646
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
1647
|
+
});
|
|
1648
|
+
return {
|
|
1649
|
+
content: [
|
|
1650
|
+
{
|
|
1651
|
+
type: "text",
|
|
1652
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
1653
|
+
uri: "marketDataRequest"
|
|
893
1654
|
}
|
|
894
|
-
|
|
895
|
-
|
|
896
|
-
|
|
1655
|
+
]
|
|
1656
|
+
};
|
|
1657
|
+
} catch (error) {
|
|
1658
|
+
return {
|
|
1659
|
+
content: [
|
|
1660
|
+
{
|
|
1661
|
+
type: "text",
|
|
1662
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
1663
|
+
uri: "marketDataRequest"
|
|
1664
|
+
}
|
|
1665
|
+
],
|
|
1666
|
+
isError: true
|
|
1667
|
+
};
|
|
1668
|
+
}
|
|
1669
|
+
};
|
|
1670
|
+
};
|
|
1671
|
+
var aggregateMarketData = (priceHistory, maxPoints = 490) => {
|
|
1672
|
+
if (priceHistory.length <= maxPoints) {
|
|
1673
|
+
return priceHistory;
|
|
1674
|
+
}
|
|
1675
|
+
const result = [];
|
|
1676
|
+
const step = priceHistory.length / maxPoints;
|
|
1677
|
+
result.push(priceHistory[0]);
|
|
1678
|
+
for (let i = 1; i < maxPoints - 1; i++) {
|
|
1679
|
+
const startIndex = Math.floor(i * step);
|
|
1680
|
+
const endIndex = Math.floor((i + 1) * step);
|
|
1681
|
+
const segment = priceHistory.slice(startIndex, endIndex);
|
|
1682
|
+
if (segment.length === 0) continue;
|
|
1683
|
+
const aggregatedPoint = {
|
|
1684
|
+
timestamp: segment[0].timestamp,
|
|
1685
|
+
// Use timestamp of first point in segment
|
|
1686
|
+
bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
|
|
1687
|
+
offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
|
|
1688
|
+
spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
|
|
1689
|
+
volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
|
|
1690
|
+
trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
|
|
1691
|
+
indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
|
|
1692
|
+
openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
|
|
1693
|
+
closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
|
|
1694
|
+
settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
|
|
1695
|
+
tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
|
|
1696
|
+
tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
|
|
1697
|
+
vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
|
|
1698
|
+
imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
|
|
1699
|
+
openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
|
|
1700
|
+
compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
|
|
1701
|
+
simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
|
|
1702
|
+
simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
|
|
1703
|
+
marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
|
|
1704
|
+
midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
|
|
1705
|
+
emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
|
|
1706
|
+
settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
|
|
1707
|
+
settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
|
|
1708
|
+
priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
|
|
1709
|
+
sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
|
|
1710
|
+
sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
|
|
1711
|
+
earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
|
|
1712
|
+
auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
|
|
1713
|
+
swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
|
|
1714
|
+
dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
|
|
1715
|
+
cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
|
|
1716
|
+
dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
|
|
1717
|
+
cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
|
|
1718
|
+
fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
|
|
1719
|
+
cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
|
|
1720
|
+
recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
|
|
1721
|
+
recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
|
|
1722
|
+
recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
|
|
1723
|
+
marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
|
|
1724
|
+
marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
|
|
1725
|
+
shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
|
|
1726
|
+
previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
|
|
1727
|
+
thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
|
|
1728
|
+
dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
|
|
1729
|
+
accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
|
|
1730
|
+
twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
|
|
1731
|
+
};
|
|
1732
|
+
result.push(aggregatedPoint);
|
|
1733
|
+
}
|
|
1734
|
+
result.push(priceHistory[priceHistory.length - 1]);
|
|
1735
|
+
return result;
|
|
1736
|
+
};
|
|
1737
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
1738
|
+
return async (args) => {
|
|
1739
|
+
try {
|
|
1740
|
+
const symbol = args.symbol;
|
|
1741
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
1742
|
+
if (priceHistory.length === 0) {
|
|
1743
|
+
return {
|
|
1744
|
+
content: [
|
|
1745
|
+
{
|
|
1746
|
+
type: "text",
|
|
1747
|
+
text: `No price data available for ${symbol}`,
|
|
1748
|
+
uri: "getStockGraph"
|
|
1749
|
+
}
|
|
1750
|
+
]
|
|
1751
|
+
};
|
|
1752
|
+
}
|
|
1753
|
+
const aggregatedData = aggregateMarketData(priceHistory, 500);
|
|
1754
|
+
const chart = new import_quickchart_js.default();
|
|
1755
|
+
chart.setWidth(1200);
|
|
1756
|
+
chart.setHeight(600);
|
|
1757
|
+
chart.setBackgroundColor("transparent");
|
|
1758
|
+
const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
1759
|
+
const bidData = aggregatedData.map((point) => point.bid);
|
|
1760
|
+
const offerData = aggregatedData.map((point) => point.offer);
|
|
1761
|
+
const spreadData = aggregatedData.map((point) => point.spread);
|
|
1762
|
+
const volumeData = aggregatedData.map((point) => point.volume);
|
|
1763
|
+
const tradeData = aggregatedData.map((point) => point.trade);
|
|
1764
|
+
const vwapData = aggregatedData.map((point) => point.vwap);
|
|
1765
|
+
const twapData = aggregatedData.map((point) => point.twap);
|
|
1766
|
+
const maxVolume = Math.max(...volumeData.filter((v) => v > 0));
|
|
1767
|
+
const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);
|
|
1768
|
+
const normalizedVolumeData = volumeData.map((v) => v / maxVolume * maxPrice * 0.3);
|
|
1769
|
+
const config = {
|
|
1770
|
+
type: "line",
|
|
1771
|
+
data: {
|
|
1772
|
+
labels,
|
|
1773
|
+
datasets: [
|
|
1774
|
+
{
|
|
1775
|
+
label: "Bid",
|
|
1776
|
+
data: bidData,
|
|
1777
|
+
borderColor: "#28a745",
|
|
1778
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
1779
|
+
fill: false,
|
|
1780
|
+
tension: 0.4
|
|
1781
|
+
},
|
|
1782
|
+
{
|
|
1783
|
+
label: "Offer",
|
|
1784
|
+
data: offerData,
|
|
1785
|
+
borderColor: "#dc3545",
|
|
1786
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
1787
|
+
fill: false,
|
|
1788
|
+
tension: 0.4
|
|
1789
|
+
},
|
|
1790
|
+
{
|
|
1791
|
+
label: "Spread",
|
|
1792
|
+
data: spreadData,
|
|
1793
|
+
borderColor: "#6c757d",
|
|
1794
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
1795
|
+
fill: false,
|
|
1796
|
+
tension: 0.4
|
|
1797
|
+
},
|
|
1798
|
+
{
|
|
1799
|
+
label: "Trade",
|
|
1800
|
+
data: tradeData,
|
|
1801
|
+
borderColor: "#ffc107",
|
|
1802
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
1803
|
+
fill: false,
|
|
1804
|
+
tension: 0.4
|
|
1805
|
+
},
|
|
1806
|
+
{
|
|
1807
|
+
label: "VWAP",
|
|
1808
|
+
data: vwapData,
|
|
1809
|
+
borderColor: "#17a2b8",
|
|
1810
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
1811
|
+
fill: false,
|
|
1812
|
+
tension: 0.4
|
|
1813
|
+
},
|
|
1814
|
+
{
|
|
1815
|
+
label: "TWAP",
|
|
1816
|
+
data: twapData,
|
|
1817
|
+
borderColor: "#6610f2",
|
|
1818
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
1819
|
+
fill: false,
|
|
1820
|
+
tension: 0.4
|
|
1821
|
+
},
|
|
1822
|
+
{
|
|
1823
|
+
label: "Volume (Normalized)",
|
|
1824
|
+
data: normalizedVolumeData,
|
|
1825
|
+
borderColor: "#007bff",
|
|
1826
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
1827
|
+
fill: true,
|
|
1828
|
+
tension: 0.4
|
|
1829
|
+
}
|
|
1830
|
+
]
|
|
1831
|
+
},
|
|
1832
|
+
options: {
|
|
1833
|
+
responsive: true,
|
|
1834
|
+
plugins: {
|
|
1835
|
+
title: {
|
|
1836
|
+
display: true,
|
|
1837
|
+
text: `${symbol} Market Data (Volume normalized to 30% of max price)`
|
|
1838
|
+
}
|
|
1839
|
+
},
|
|
1840
|
+
scales: {
|
|
1841
|
+
y: {
|
|
1842
|
+
beginAtZero: false,
|
|
1843
|
+
title: {
|
|
1844
|
+
display: true,
|
|
1845
|
+
text: "Price / Normalized Volume"
|
|
1846
|
+
}
|
|
1847
|
+
}
|
|
897
1848
|
}
|
|
898
|
-
setResponseValueAndErrors(res, "minimum", check.value, check.message, refs);
|
|
899
1849
|
}
|
|
900
|
-
|
|
901
|
-
|
|
902
|
-
|
|
903
|
-
|
|
904
|
-
|
|
905
|
-
|
|
906
|
-
|
|
1850
|
+
};
|
|
1851
|
+
chart.setConfig(config);
|
|
1852
|
+
const imageBuffer = await chart.toBinary();
|
|
1853
|
+
const base64 = imageBuffer.toString("base64");
|
|
1854
|
+
return {
|
|
1855
|
+
content: [
|
|
1856
|
+
{
|
|
1857
|
+
type: "resource",
|
|
1858
|
+
resource: {
|
|
1859
|
+
uri: "resource://graph",
|
|
1860
|
+
mimeType: "image/png",
|
|
1861
|
+
blob: base64
|
|
1862
|
+
}
|
|
907
1863
|
}
|
|
908
|
-
|
|
909
|
-
|
|
910
|
-
|
|
1864
|
+
]
|
|
1865
|
+
};
|
|
1866
|
+
} catch (error) {
|
|
1867
|
+
return {
|
|
1868
|
+
content: [
|
|
1869
|
+
{
|
|
1870
|
+
type: "text",
|
|
1871
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
1872
|
+
uri: "getStockGraph"
|
|
911
1873
|
}
|
|
912
|
-
|
|
913
|
-
|
|
914
|
-
|
|
915
|
-
case "multipleOf":
|
|
916
|
-
setResponseValueAndErrors(res, "multipleOf", check.value, check.message, refs);
|
|
917
|
-
break;
|
|
1874
|
+
],
|
|
1875
|
+
isError: true
|
|
1876
|
+
};
|
|
918
1877
|
}
|
|
919
|
-
}
|
|
920
|
-
return res;
|
|
921
|
-
}
|
|
922
|
-
|
|
923
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/object.js
|
|
924
|
-
var import_zod3 = require("zod");
|
|
925
|
-
function parseObjectDef(def, refs) {
|
|
926
|
-
const forceOptionalIntoNullable = refs.target === "openAi";
|
|
927
|
-
const result = {
|
|
928
|
-
type: "object",
|
|
929
|
-
properties: {}
|
|
930
1878
|
};
|
|
931
|
-
|
|
932
|
-
|
|
933
|
-
|
|
934
|
-
|
|
935
|
-
|
|
936
|
-
|
|
937
|
-
|
|
938
|
-
|
|
939
|
-
|
|
940
|
-
|
|
941
|
-
|
|
942
|
-
|
|
943
|
-
|
|
944
|
-
|
|
1879
|
+
};
|
|
1880
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
1881
|
+
return async (args) => {
|
|
1882
|
+
try {
|
|
1883
|
+
const symbol = args.symbol;
|
|
1884
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
1885
|
+
if (priceHistory.length === 0) {
|
|
1886
|
+
return {
|
|
1887
|
+
content: [
|
|
1888
|
+
{
|
|
1889
|
+
type: "text",
|
|
1890
|
+
text: `No price data available for ${symbol}`,
|
|
1891
|
+
uri: "getStockPriceHistory"
|
|
1892
|
+
}
|
|
1893
|
+
]
|
|
1894
|
+
};
|
|
945
1895
|
}
|
|
946
|
-
|
|
947
|
-
|
|
948
|
-
|
|
949
|
-
|
|
950
|
-
|
|
951
|
-
|
|
952
|
-
|
|
953
|
-
|
|
954
|
-
|
|
955
|
-
|
|
956
|
-
|
|
957
|
-
|
|
958
|
-
|
|
1896
|
+
const aggregatedData = aggregateMarketData(priceHistory, 500);
|
|
1897
|
+
return {
|
|
1898
|
+
content: [
|
|
1899
|
+
{
|
|
1900
|
+
type: "text",
|
|
1901
|
+
text: JSON.stringify(
|
|
1902
|
+
{
|
|
1903
|
+
symbol,
|
|
1904
|
+
count: aggregatedData.length,
|
|
1905
|
+
originalCount: priceHistory.length,
|
|
1906
|
+
data: aggregatedData.map((point) => ({
|
|
1907
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
1908
|
+
bid: point.bid,
|
|
1909
|
+
offer: point.offer,
|
|
1910
|
+
spread: point.spread,
|
|
1911
|
+
volume: point.volume,
|
|
1912
|
+
trade: point.trade,
|
|
1913
|
+
indexValue: point.indexValue,
|
|
1914
|
+
openingPrice: point.openingPrice,
|
|
1915
|
+
closingPrice: point.closingPrice,
|
|
1916
|
+
settlementPrice: point.settlementPrice,
|
|
1917
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
1918
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
1919
|
+
vwap: point.vwap,
|
|
1920
|
+
imbalance: point.imbalance,
|
|
1921
|
+
openInterest: point.openInterest,
|
|
1922
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
1923
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
1924
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
1925
|
+
marginRate: point.marginRate,
|
|
1926
|
+
midPrice: point.midPrice,
|
|
1927
|
+
emptyBook: point.emptyBook,
|
|
1928
|
+
settleHighPrice: point.settleHighPrice,
|
|
1929
|
+
settleLowPrice: point.settleLowPrice,
|
|
1930
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
1931
|
+
sessionHighBid: point.sessionHighBid,
|
|
1932
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
1933
|
+
earlyPrices: point.earlyPrices,
|
|
1934
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
1935
|
+
swapValueFactor: point.swapValueFactor,
|
|
1936
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
1937
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
1938
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
1939
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
1940
|
+
fixingPrice: point.fixingPrice,
|
|
1941
|
+
cashRate: point.cashRate,
|
|
1942
|
+
recoveryRate: point.recoveryRate,
|
|
1943
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
1944
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
1945
|
+
marketBid: point.marketBid,
|
|
1946
|
+
marketOffer: point.marketOffer,
|
|
1947
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
1948
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
1949
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
1950
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
1951
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
1952
|
+
twap: point.twap
|
|
1953
|
+
}))
|
|
1954
|
+
},
|
|
1955
|
+
null,
|
|
1956
|
+
2
|
|
1957
|
+
),
|
|
1958
|
+
uri: "getStockPriceHistory"
|
|
1959
|
+
}
|
|
1960
|
+
]
|
|
1961
|
+
};
|
|
1962
|
+
} catch (error) {
|
|
1963
|
+
return {
|
|
1964
|
+
content: [
|
|
1965
|
+
{
|
|
1966
|
+
type: "text",
|
|
1967
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
1968
|
+
uri: "getStockPriceHistory"
|
|
1969
|
+
}
|
|
1970
|
+
],
|
|
1971
|
+
isError: true
|
|
1972
|
+
};
|
|
959
1973
|
}
|
|
960
|
-
}
|
|
961
|
-
|
|
962
|
-
result.required = required;
|
|
963
|
-
}
|
|
964
|
-
const additionalProperties = decideAdditionalProperties(def, refs);
|
|
965
|
-
if (additionalProperties !== void 0) {
|
|
966
|
-
result.additionalProperties = additionalProperties;
|
|
967
|
-
}
|
|
968
|
-
return result;
|
|
969
|
-
}
|
|
970
|
-
function decideAdditionalProperties(def, refs) {
|
|
971
|
-
if (def.catchall._def.typeName !== "ZodNever") {
|
|
972
|
-
return parseDef(def.catchall._def, {
|
|
973
|
-
...refs,
|
|
974
|
-
currentPath: [...refs.currentPath, "additionalProperties"]
|
|
975
|
-
});
|
|
976
|
-
}
|
|
977
|
-
switch (def.unknownKeys) {
|
|
978
|
-
case "passthrough":
|
|
979
|
-
return refs.allowedAdditionalProperties;
|
|
980
|
-
case "strict":
|
|
981
|
-
return refs.rejectedAdditionalProperties;
|
|
982
|
-
case "strip":
|
|
983
|
-
return refs.removeAdditionalStrategy === "strict" ? refs.allowedAdditionalProperties : refs.rejectedAdditionalProperties;
|
|
984
|
-
}
|
|
985
|
-
}
|
|
986
|
-
function safeIsOptional(schema) {
|
|
987
|
-
try {
|
|
988
|
-
return schema.isOptional();
|
|
989
|
-
} catch {
|
|
990
|
-
return true;
|
|
991
|
-
}
|
|
992
|
-
}
|
|
1974
|
+
};
|
|
1975
|
+
};
|
|
993
1976
|
|
|
994
|
-
//
|
|
995
|
-
var
|
|
996
|
-
|
|
997
|
-
|
|
998
|
-
|
|
999
|
-
|
|
1000
|
-
|
|
1001
|
-
|
|
1002
|
-
|
|
1003
|
-
|
|
1004
|
-
|
|
1005
|
-
|
|
1006
|
-
|
|
1007
|
-
|
|
1008
|
-
|
|
1009
|
-
|
|
1010
|
-
|
|
1977
|
+
// src/tools/order.ts
|
|
1978
|
+
var import_fixparser2 = require("fixparser");
|
|
1979
|
+
var ordTypeNames = {
|
|
1980
|
+
"1": "Market",
|
|
1981
|
+
"2": "Limit",
|
|
1982
|
+
"3": "Stop",
|
|
1983
|
+
"4": "StopLimit",
|
|
1984
|
+
"5": "MarketOnClose",
|
|
1985
|
+
"6": "WithOrWithout",
|
|
1986
|
+
"7": "LimitOrBetter",
|
|
1987
|
+
"8": "LimitWithOrWithout",
|
|
1988
|
+
"9": "OnBasis",
|
|
1989
|
+
A: "OnClose",
|
|
1990
|
+
B: "LimitOnClose",
|
|
1991
|
+
C: "ForexMarket",
|
|
1992
|
+
D: "PreviouslyQuoted",
|
|
1993
|
+
E: "PreviouslyIndicated",
|
|
1994
|
+
F: "ForexLimit",
|
|
1995
|
+
G: "ForexSwap",
|
|
1996
|
+
H: "ForexPreviouslyQuoted",
|
|
1997
|
+
I: "Funari",
|
|
1998
|
+
J: "MarketIfTouched",
|
|
1999
|
+
K: "MarketWithLeftOverAsLimit",
|
|
2000
|
+
L: "PreviousFundValuationPoint",
|
|
2001
|
+
M: "NextFundValuationPoint",
|
|
2002
|
+
P: "Pegged",
|
|
2003
|
+
Q: "CounterOrderSelection",
|
|
2004
|
+
R: "StopOnBidOrOffer",
|
|
2005
|
+
S: "StopLimitOnBidOrOffer"
|
|
1011
2006
|
};
|
|
2007
|
+
var sideNames = {
|
|
2008
|
+
"1": "Buy",
|
|
2009
|
+
"2": "Sell",
|
|
2010
|
+
"3": "BuyMinus",
|
|
2011
|
+
"4": "SellPlus",
|
|
2012
|
+
"5": "SellShort",
|
|
2013
|
+
"6": "SellShortExempt",
|
|
2014
|
+
"7": "Undisclosed",
|
|
2015
|
+
"8": "Cross",
|
|
2016
|
+
"9": "CrossShort",
|
|
2017
|
+
A: "CrossShortExempt",
|
|
2018
|
+
B: "AsDefined",
|
|
2019
|
+
C: "Opposite",
|
|
2020
|
+
D: "Subscribe",
|
|
2021
|
+
E: "Redeem",
|
|
2022
|
+
F: "Lend",
|
|
2023
|
+
G: "Borrow",
|
|
2024
|
+
H: "SellUndisclosed"
|
|
2025
|
+
};
|
|
2026
|
+
var timeInForceNames = {
|
|
2027
|
+
"0": "Day",
|
|
2028
|
+
"1": "GoodTillCancel",
|
|
2029
|
+
"2": "AtTheOpening",
|
|
2030
|
+
"3": "ImmediateOrCancel",
|
|
2031
|
+
"4": "FillOrKill",
|
|
2032
|
+
"5": "GoodTillCrossing",
|
|
2033
|
+
"6": "GoodTillDate",
|
|
2034
|
+
"7": "AtTheClose",
|
|
2035
|
+
"8": "GoodThroughCrossing",
|
|
2036
|
+
"9": "AtCrossing",
|
|
2037
|
+
A: "GoodForTime",
|
|
2038
|
+
B: "GoodForAuction",
|
|
2039
|
+
C: "GoodForMonth"
|
|
2040
|
+
};
|
|
2041
|
+
var handlInstNames = {
|
|
2042
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
2043
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
2044
|
+
"3": "ManualOrder"
|
|
2045
|
+
};
|
|
2046
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
2047
|
+
return async (args) => {
|
|
2048
|
+
void parser;
|
|
2049
|
+
try {
|
|
2050
|
+
verifiedOrders.set(args.clOrdID, {
|
|
2051
|
+
clOrdID: args.clOrdID,
|
|
2052
|
+
handlInst: args.handlInst,
|
|
2053
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
2054
|
+
price: Number.parseFloat(String(args.price)),
|
|
2055
|
+
ordType: args.ordType,
|
|
2056
|
+
side: args.side,
|
|
2057
|
+
symbol: args.symbol,
|
|
2058
|
+
timeInForce: args.timeInForce
|
|
2059
|
+
});
|
|
2060
|
+
return {
|
|
2061
|
+
content: [
|
|
2062
|
+
{
|
|
2063
|
+
type: "text",
|
|
2064
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
2065
|
+
|
|
2066
|
+
Parameters verified:
|
|
2067
|
+
- ClOrdID: ${args.clOrdID}
|
|
2068
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
2069
|
+
- Quantity: ${args.quantity}
|
|
2070
|
+
- Price: ${args.price}
|
|
2071
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
2072
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
2073
|
+
- Symbol: ${args.symbol}
|
|
2074
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
1012
2075
|
|
|
1013
|
-
|
|
1014
|
-
|
|
1015
|
-
|
|
1016
|
-
|
|
1017
|
-
|
|
1018
|
-
|
|
1019
|
-
|
|
1020
|
-
|
|
1021
|
-
|
|
1022
|
-
|
|
1023
|
-
|
|
1024
|
-
|
|
1025
|
-
|
|
1026
|
-
|
|
1027
|
-
|
|
1028
|
-
|
|
1029
|
-
|
|
2076
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
2077
|
+
uri: "verifyOrder"
|
|
2078
|
+
}
|
|
2079
|
+
]
|
|
2080
|
+
};
|
|
2081
|
+
} catch (error) {
|
|
2082
|
+
return {
|
|
2083
|
+
content: [
|
|
2084
|
+
{
|
|
2085
|
+
type: "text",
|
|
2086
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
2087
|
+
uri: "verifyOrder"
|
|
2088
|
+
}
|
|
2089
|
+
],
|
|
2090
|
+
isError: true
|
|
2091
|
+
};
|
|
2092
|
+
}
|
|
1030
2093
|
};
|
|
1031
2094
|
};
|
|
1032
|
-
|
|
1033
|
-
|
|
1034
|
-
|
|
1035
|
-
|
|
1036
|
-
|
|
1037
|
-
|
|
1038
|
-
|
|
1039
|
-
|
|
1040
|
-
|
|
1041
|
-
|
|
1042
|
-
|
|
1043
|
-
|
|
1044
|
-
|
|
1045
|
-
|
|
1046
|
-
|
|
1047
|
-
|
|
2095
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
2096
|
+
return async (args) => {
|
|
2097
|
+
try {
|
|
2098
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
2099
|
+
if (!verifiedOrder) {
|
|
2100
|
+
return {
|
|
2101
|
+
content: [
|
|
2102
|
+
{
|
|
2103
|
+
type: "text",
|
|
2104
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
2105
|
+
uri: "executeOrder"
|
|
2106
|
+
}
|
|
2107
|
+
],
|
|
2108
|
+
isError: true
|
|
2109
|
+
};
|
|
2110
|
+
}
|
|
2111
|
+
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) {
|
|
2112
|
+
return {
|
|
2113
|
+
content: [
|
|
2114
|
+
{
|
|
2115
|
+
type: "text",
|
|
2116
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
2117
|
+
uri: "executeOrder"
|
|
2118
|
+
}
|
|
2119
|
+
],
|
|
2120
|
+
isError: true
|
|
2121
|
+
};
|
|
2122
|
+
}
|
|
2123
|
+
const response = new Promise((resolve) => {
|
|
2124
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
2125
|
+
});
|
|
2126
|
+
const order = parser.createMessage(
|
|
2127
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
2128
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
2129
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
2130
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
2131
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
2132
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
2133
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
2134
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
2135
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
2136
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
2137
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
2138
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
2139
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
2140
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
2141
|
+
);
|
|
2142
|
+
if (!parser.connected) {
|
|
2143
|
+
return {
|
|
2144
|
+
content: [
|
|
2145
|
+
{
|
|
2146
|
+
type: "text",
|
|
2147
|
+
text: "Error: Not connected. Ignoring message.",
|
|
2148
|
+
uri: "executeOrder"
|
|
2149
|
+
}
|
|
2150
|
+
],
|
|
2151
|
+
isError: true
|
|
2152
|
+
};
|
|
2153
|
+
}
|
|
2154
|
+
parser.send(order);
|
|
2155
|
+
const fixData = await response;
|
|
2156
|
+
verifiedOrders.delete(args.clOrdID);
|
|
2157
|
+
return {
|
|
2158
|
+
content: [
|
|
2159
|
+
{
|
|
2160
|
+
type: "text",
|
|
2161
|
+
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
2162
|
+
uri: "executeOrder"
|
|
2163
|
+
}
|
|
2164
|
+
]
|
|
2165
|
+
};
|
|
2166
|
+
} catch (error) {
|
|
2167
|
+
return {
|
|
2168
|
+
content: [
|
|
2169
|
+
{
|
|
2170
|
+
type: "text",
|
|
2171
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
2172
|
+
uri: "executeOrder"
|
|
2173
|
+
}
|
|
2174
|
+
],
|
|
2175
|
+
isError: true
|
|
2176
|
+
};
|
|
2177
|
+
}
|
|
1048
2178
|
};
|
|
1049
|
-
|
|
1050
|
-
setResponseValueAndErrors(schema, "minItems", def.minSize.value, def.minSize.message, refs);
|
|
1051
|
-
}
|
|
1052
|
-
if (def.maxSize) {
|
|
1053
|
-
setResponseValueAndErrors(schema, "maxItems", def.maxSize.value, def.maxSize.message, refs);
|
|
1054
|
-
}
|
|
1055
|
-
return schema;
|
|
1056
|
-
}
|
|
1057
|
-
|
|
1058
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/tuple.js
|
|
1059
|
-
function parseTupleDef(def, refs) {
|
|
1060
|
-
if (def.rest) {
|
|
1061
|
-
return {
|
|
1062
|
-
type: "array",
|
|
1063
|
-
minItems: def.items.length,
|
|
1064
|
-
items: def.items.map((x, i) => parseDef(x._def, {
|
|
1065
|
-
...refs,
|
|
1066
|
-
currentPath: [...refs.currentPath, "items", `${i}`]
|
|
1067
|
-
})).reduce((acc, x) => x === void 0 ? acc : [...acc, x], []),
|
|
1068
|
-
additionalItems: parseDef(def.rest._def, {
|
|
1069
|
-
...refs,
|
|
1070
|
-
currentPath: [...refs.currentPath, "additionalItems"]
|
|
1071
|
-
})
|
|
1072
|
-
};
|
|
1073
|
-
} else {
|
|
1074
|
-
return {
|
|
1075
|
-
type: "array",
|
|
1076
|
-
minItems: def.items.length,
|
|
1077
|
-
maxItems: def.items.length,
|
|
1078
|
-
items: def.items.map((x, i) => parseDef(x._def, {
|
|
1079
|
-
...refs,
|
|
1080
|
-
currentPath: [...refs.currentPath, "items", `${i}`]
|
|
1081
|
-
})).reduce((acc, x) => x === void 0 ? acc : [...acc, x], [])
|
|
1082
|
-
};
|
|
1083
|
-
}
|
|
1084
|
-
}
|
|
2179
|
+
};
|
|
1085
2180
|
|
|
1086
|
-
//
|
|
1087
|
-
|
|
1088
|
-
return {
|
|
1089
|
-
|
|
2181
|
+
// src/tools/parse.ts
|
|
2182
|
+
var createParseHandler = (parser) => {
|
|
2183
|
+
return async (args) => {
|
|
2184
|
+
try {
|
|
2185
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
2186
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
2187
|
+
return {
|
|
2188
|
+
content: [
|
|
2189
|
+
{
|
|
2190
|
+
type: "text",
|
|
2191
|
+
text: "Error: Failed to parse FIX string",
|
|
2192
|
+
uri: "parse"
|
|
2193
|
+
}
|
|
2194
|
+
],
|
|
2195
|
+
isError: true
|
|
2196
|
+
};
|
|
2197
|
+
}
|
|
2198
|
+
return {
|
|
2199
|
+
content: [
|
|
2200
|
+
{
|
|
2201
|
+
type: "text",
|
|
2202
|
+
text: `${parsedMessage[0].description}
|
|
2203
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
2204
|
+
uri: "parse"
|
|
2205
|
+
}
|
|
2206
|
+
]
|
|
2207
|
+
};
|
|
2208
|
+
} catch (error) {
|
|
2209
|
+
return {
|
|
2210
|
+
content: [
|
|
2211
|
+
{
|
|
2212
|
+
type: "text",
|
|
2213
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
2214
|
+
uri: "parse"
|
|
2215
|
+
}
|
|
2216
|
+
],
|
|
2217
|
+
isError: true
|
|
2218
|
+
};
|
|
2219
|
+
}
|
|
1090
2220
|
};
|
|
1091
|
-
}
|
|
1092
|
-
|
|
1093
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/unknown.js
|
|
1094
|
-
function parseUnknownDef() {
|
|
1095
|
-
return {};
|
|
1096
|
-
}
|
|
1097
|
-
|
|
1098
|
-
// ../../node_modules/zod-to-json-schema/dist/esm/parsers/readonly.js
|
|
1099
|
-
var parseReadonlyDef = (def, refs) => {
|
|
1100
|
-
return parseDef(def.innerType._def, refs);
|
|
1101
2221
|
};
|
|
1102
2222
|
|
|
1103
|
-
//
|
|
1104
|
-
var
|
|
1105
|
-
|
|
1106
|
-
|
|
1107
|
-
|
|
1108
|
-
|
|
1109
|
-
|
|
1110
|
-
|
|
1111
|
-
|
|
1112
|
-
|
|
1113
|
-
|
|
1114
|
-
|
|
1115
|
-
|
|
1116
|
-
|
|
1117
|
-
|
|
1118
|
-
|
|
1119
|
-
|
|
1120
|
-
|
|
1121
|
-
|
|
1122
|
-
|
|
1123
|
-
|
|
1124
|
-
|
|
1125
|
-
|
|
1126
|
-
|
|
1127
|
-
|
|
1128
|
-
|
|
1129
|
-
|
|
1130
|
-
return
|
|
1131
|
-
|
|
1132
|
-
|
|
1133
|
-
|
|
1134
|
-
|
|
1135
|
-
|
|
1136
|
-
|
|
1137
|
-
|
|
1138
|
-
|
|
1139
|
-
|
|
1140
|
-
|
|
1141
|
-
|
|
1142
|
-
return parseOptionalDef(def, refs);
|
|
1143
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodMap:
|
|
1144
|
-
return parseMapDef(def, refs);
|
|
1145
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodSet:
|
|
1146
|
-
return parseSetDef(def, refs);
|
|
1147
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodLazy:
|
|
1148
|
-
return () => def.getter()._def;
|
|
1149
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodPromise:
|
|
1150
|
-
return parsePromiseDef(def, refs);
|
|
1151
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodNaN:
|
|
1152
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodNever:
|
|
1153
|
-
return parseNeverDef();
|
|
1154
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodEffects:
|
|
1155
|
-
return parseEffectsDef(def, refs);
|
|
1156
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodAny:
|
|
1157
|
-
return parseAnyDef();
|
|
1158
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodUnknown:
|
|
1159
|
-
return parseUnknownDef();
|
|
1160
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodDefault:
|
|
1161
|
-
return parseDefaultDef(def, refs);
|
|
1162
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodBranded:
|
|
1163
|
-
return parseBrandedDef(def, refs);
|
|
1164
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodReadonly:
|
|
1165
|
-
return parseReadonlyDef(def, refs);
|
|
1166
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodCatch:
|
|
1167
|
-
return parseCatchDef(def, refs);
|
|
1168
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodPipeline:
|
|
1169
|
-
return parsePipelineDef(def, refs);
|
|
1170
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodFunction:
|
|
1171
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodVoid:
|
|
1172
|
-
case import_zod4.ZodFirstPartyTypeKind.ZodSymbol:
|
|
1173
|
-
return void 0;
|
|
1174
|
-
default:
|
|
1175
|
-
return /* @__PURE__ */ ((_) => void 0)(typeName);
|
|
1176
|
-
}
|
|
2223
|
+
// src/tools/parseToJSON.ts
|
|
2224
|
+
var createParseToJSONHandler = (parser) => {
|
|
2225
|
+
return async (args) => {
|
|
2226
|
+
try {
|
|
2227
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
2228
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
2229
|
+
return {
|
|
2230
|
+
content: [
|
|
2231
|
+
{
|
|
2232
|
+
type: "text",
|
|
2233
|
+
text: "Error: Failed to parse FIX string",
|
|
2234
|
+
uri: "parseToJSON"
|
|
2235
|
+
}
|
|
2236
|
+
],
|
|
2237
|
+
isError: true
|
|
2238
|
+
};
|
|
2239
|
+
}
|
|
2240
|
+
return {
|
|
2241
|
+
content: [
|
|
2242
|
+
{
|
|
2243
|
+
type: "text",
|
|
2244
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
2245
|
+
uri: "parseToJSON"
|
|
2246
|
+
}
|
|
2247
|
+
]
|
|
2248
|
+
};
|
|
2249
|
+
} catch (error) {
|
|
2250
|
+
return {
|
|
2251
|
+
content: [
|
|
2252
|
+
{
|
|
2253
|
+
type: "text",
|
|
2254
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
2255
|
+
uri: "parseToJSON"
|
|
2256
|
+
}
|
|
2257
|
+
],
|
|
2258
|
+
isError: true
|
|
2259
|
+
};
|
|
2260
|
+
}
|
|
2261
|
+
};
|
|
1177
2262
|
};
|
|
1178
2263
|
|
|
1179
|
-
//
|
|
1180
|
-
|
|
1181
|
-
|
|
1182
|
-
|
|
1183
|
-
|
|
1184
|
-
|
|
1185
|
-
|
|
1186
|
-
|
|
1187
|
-
|
|
1188
|
-
|
|
1189
|
-
|
|
1190
|
-
|
|
1191
|
-
|
|
1192
|
-
|
|
1193
|
-
|
|
1194
|
-
|
|
1195
|
-
refs.seen.set(def, newItem);
|
|
1196
|
-
const jsonSchemaOrGetter = selectParser(def, def.typeName, refs);
|
|
1197
|
-
const jsonSchema = typeof jsonSchemaOrGetter === "function" ? parseDef(jsonSchemaOrGetter(), refs) : jsonSchemaOrGetter;
|
|
1198
|
-
if (jsonSchema) {
|
|
1199
|
-
addMeta(def, refs, jsonSchema);
|
|
1200
|
-
}
|
|
1201
|
-
if (refs.postProcess) {
|
|
1202
|
-
const postProcessResult = refs.postProcess(jsonSchema, def, refs);
|
|
1203
|
-
newItem.jsonSchema = jsonSchema;
|
|
1204
|
-
return postProcessResult;
|
|
1205
|
-
}
|
|
1206
|
-
newItem.jsonSchema = jsonSchema;
|
|
1207
|
-
return jsonSchema;
|
|
2264
|
+
// src/tools/index.ts
|
|
2265
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
2266
|
+
parse: createParseHandler(parser),
|
|
2267
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
2268
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
2269
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
2270
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
2271
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
2272
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
|
|
2273
|
+
technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
|
|
2274
|
+
});
|
|
2275
|
+
|
|
2276
|
+
// src/utils/messageHandler.ts
|
|
2277
|
+
var import_fixparser3 = require("fixparser");
|
|
2278
|
+
function getEnumValue(enumObj, name) {
|
|
2279
|
+
return enumObj[name] || name;
|
|
1208
2280
|
}
|
|
1209
|
-
|
|
1210
|
-
|
|
1211
|
-
|
|
1212
|
-
|
|
1213
|
-
|
|
1214
|
-
|
|
1215
|
-
|
|
1216
|
-
|
|
1217
|
-
|
|
1218
|
-
|
|
1219
|
-
|
|
2281
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
2282
|
+
void parser;
|
|
2283
|
+
const msgType = message.messageType;
|
|
2284
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
2285
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
2286
|
+
const fixJson = message.toFIXJSON();
|
|
2287
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
2288
|
+
const data = {
|
|
2289
|
+
timestamp: Date.now(),
|
|
2290
|
+
bid: 0,
|
|
2291
|
+
offer: 0,
|
|
2292
|
+
spread: 0,
|
|
2293
|
+
volume: 0,
|
|
2294
|
+
trade: 0,
|
|
2295
|
+
indexValue: 0,
|
|
2296
|
+
openingPrice: 0,
|
|
2297
|
+
closingPrice: 0,
|
|
2298
|
+
settlementPrice: 0,
|
|
2299
|
+
tradingSessionHighPrice: 0,
|
|
2300
|
+
tradingSessionLowPrice: 0,
|
|
2301
|
+
vwap: 0,
|
|
2302
|
+
imbalance: 0,
|
|
2303
|
+
openInterest: 0,
|
|
2304
|
+
compositeUnderlyingPrice: 0,
|
|
2305
|
+
simulatedSellPrice: 0,
|
|
2306
|
+
simulatedBuyPrice: 0,
|
|
2307
|
+
marginRate: 0,
|
|
2308
|
+
midPrice: 0,
|
|
2309
|
+
emptyBook: 0,
|
|
2310
|
+
settleHighPrice: 0,
|
|
2311
|
+
settleLowPrice: 0,
|
|
2312
|
+
priorSettlePrice: 0,
|
|
2313
|
+
sessionHighBid: 0,
|
|
2314
|
+
sessionLowOffer: 0,
|
|
2315
|
+
earlyPrices: 0,
|
|
2316
|
+
auctionClearingPrice: 0,
|
|
2317
|
+
swapValueFactor: 0,
|
|
2318
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
2319
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
2320
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
2321
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
2322
|
+
fixingPrice: 0,
|
|
2323
|
+
cashRate: 0,
|
|
2324
|
+
recoveryRate: 0,
|
|
2325
|
+
recoveryRateForLong: 0,
|
|
2326
|
+
recoveryRateForShort: 0,
|
|
2327
|
+
marketBid: 0,
|
|
2328
|
+
marketOffer: 0,
|
|
2329
|
+
shortSaleMinPrice: 0,
|
|
2330
|
+
previousClosingPrice: 0,
|
|
2331
|
+
thresholdLimitPriceBanding: 0,
|
|
2332
|
+
dailyFinancingValue: 0,
|
|
2333
|
+
accruedFinancingValue: 0,
|
|
2334
|
+
twap: 0
|
|
2335
|
+
};
|
|
2336
|
+
for (const entry of entries) {
|
|
2337
|
+
const entryType = entry.MDEntryType;
|
|
2338
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
2339
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
2340
|
+
const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
|
|
2341
|
+
switch (enumValue) {
|
|
2342
|
+
case import_fixparser3.MDEntryType.Bid:
|
|
2343
|
+
data.bid = price;
|
|
2344
|
+
break;
|
|
2345
|
+
case import_fixparser3.MDEntryType.Offer:
|
|
2346
|
+
data.offer = price;
|
|
2347
|
+
break;
|
|
2348
|
+
case import_fixparser3.MDEntryType.Trade:
|
|
2349
|
+
data.trade = price;
|
|
2350
|
+
break;
|
|
2351
|
+
case import_fixparser3.MDEntryType.IndexValue:
|
|
2352
|
+
data.indexValue = price;
|
|
2353
|
+
break;
|
|
2354
|
+
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
2355
|
+
data.openingPrice = price;
|
|
2356
|
+
break;
|
|
2357
|
+
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
2358
|
+
data.closingPrice = price;
|
|
2359
|
+
break;
|
|
2360
|
+
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
2361
|
+
data.settlementPrice = price;
|
|
2362
|
+
break;
|
|
2363
|
+
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
2364
|
+
data.tradingSessionHighPrice = price;
|
|
2365
|
+
break;
|
|
2366
|
+
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
2367
|
+
data.tradingSessionLowPrice = price;
|
|
2368
|
+
break;
|
|
2369
|
+
case import_fixparser3.MDEntryType.VWAP:
|
|
2370
|
+
data.vwap = price;
|
|
2371
|
+
break;
|
|
2372
|
+
case import_fixparser3.MDEntryType.Imbalance:
|
|
2373
|
+
data.imbalance = size;
|
|
2374
|
+
break;
|
|
2375
|
+
case import_fixparser3.MDEntryType.TradeVolume:
|
|
2376
|
+
data.volume = size;
|
|
2377
|
+
break;
|
|
2378
|
+
case import_fixparser3.MDEntryType.OpenInterest:
|
|
2379
|
+
data.openInterest = size;
|
|
2380
|
+
break;
|
|
2381
|
+
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
2382
|
+
data.compositeUnderlyingPrice = price;
|
|
2383
|
+
break;
|
|
2384
|
+
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
2385
|
+
data.simulatedSellPrice = price;
|
|
2386
|
+
break;
|
|
2387
|
+
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
2388
|
+
data.simulatedBuyPrice = price;
|
|
2389
|
+
break;
|
|
2390
|
+
case import_fixparser3.MDEntryType.MarginRate:
|
|
2391
|
+
data.marginRate = price;
|
|
2392
|
+
break;
|
|
2393
|
+
case import_fixparser3.MDEntryType.MidPrice:
|
|
2394
|
+
data.midPrice = price;
|
|
2395
|
+
break;
|
|
2396
|
+
case import_fixparser3.MDEntryType.EmptyBook:
|
|
2397
|
+
data.emptyBook = 1;
|
|
2398
|
+
break;
|
|
2399
|
+
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
2400
|
+
data.settleHighPrice = price;
|
|
2401
|
+
break;
|
|
2402
|
+
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
2403
|
+
data.settleLowPrice = price;
|
|
2404
|
+
break;
|
|
2405
|
+
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
2406
|
+
data.priorSettlePrice = price;
|
|
2407
|
+
break;
|
|
2408
|
+
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
2409
|
+
data.sessionHighBid = price;
|
|
2410
|
+
break;
|
|
2411
|
+
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
2412
|
+
data.sessionLowOffer = price;
|
|
2413
|
+
break;
|
|
2414
|
+
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
2415
|
+
data.earlyPrices = price;
|
|
2416
|
+
break;
|
|
2417
|
+
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
2418
|
+
data.auctionClearingPrice = price;
|
|
2419
|
+
break;
|
|
2420
|
+
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
2421
|
+
data.swapValueFactor = price;
|
|
2422
|
+
break;
|
|
2423
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
2424
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
2425
|
+
break;
|
|
2426
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
2427
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
2428
|
+
break;
|
|
2429
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
2430
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
2431
|
+
break;
|
|
2432
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
2433
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
2434
|
+
break;
|
|
2435
|
+
case import_fixparser3.MDEntryType.FixingPrice:
|
|
2436
|
+
data.fixingPrice = price;
|
|
2437
|
+
break;
|
|
2438
|
+
case import_fixparser3.MDEntryType.CashRate:
|
|
2439
|
+
data.cashRate = price;
|
|
2440
|
+
break;
|
|
2441
|
+
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
2442
|
+
data.recoveryRate = price;
|
|
2443
|
+
break;
|
|
2444
|
+
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
2445
|
+
data.recoveryRateForLong = price;
|
|
2446
|
+
break;
|
|
2447
|
+
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
2448
|
+
data.recoveryRateForShort = price;
|
|
2449
|
+
break;
|
|
2450
|
+
case import_fixparser3.MDEntryType.MarketBid:
|
|
2451
|
+
data.marketBid = price;
|
|
2452
|
+
break;
|
|
2453
|
+
case import_fixparser3.MDEntryType.MarketOffer:
|
|
2454
|
+
data.marketOffer = price;
|
|
2455
|
+
break;
|
|
2456
|
+
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
2457
|
+
data.shortSaleMinPrice = price;
|
|
2458
|
+
break;
|
|
2459
|
+
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
2460
|
+
data.previousClosingPrice = price;
|
|
2461
|
+
break;
|
|
2462
|
+
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
2463
|
+
data.thresholdLimitPriceBanding = price;
|
|
2464
|
+
break;
|
|
2465
|
+
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
2466
|
+
data.dailyFinancingValue = price;
|
|
2467
|
+
break;
|
|
2468
|
+
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
2469
|
+
data.accruedFinancingValue = price;
|
|
2470
|
+
break;
|
|
2471
|
+
case import_fixparser3.MDEntryType.TWAP:
|
|
2472
|
+
data.twap = price;
|
|
2473
|
+
break;
|
|
1220
2474
|
}
|
|
1221
|
-
return refs.$refStrategy === "seen" ? {} : void 0;
|
|
1222
2475
|
}
|
|
1223
|
-
|
|
1224
|
-
|
|
1225
|
-
|
|
1226
|
-
let i = 0;
|
|
1227
|
-
for (; i < pathA.length && i < pathB.length; i++) {
|
|
1228
|
-
if (pathA[i] !== pathB[i])
|
|
1229
|
-
break;
|
|
1230
|
-
}
|
|
1231
|
-
return [(pathA.length - i).toString(), ...pathB.slice(i)].join("/");
|
|
1232
|
-
};
|
|
1233
|
-
var addMeta = (def, refs, jsonSchema) => {
|
|
1234
|
-
if (def.description) {
|
|
1235
|
-
jsonSchema.description = def.description;
|
|
1236
|
-
if (refs.markdownDescription) {
|
|
1237
|
-
jsonSchema.markdownDescription = def.description;
|
|
2476
|
+
data.spread = data.offer - data.bid;
|
|
2477
|
+
if (!marketDataPrices.has(symbol)) {
|
|
2478
|
+
marketDataPrices.set(symbol, []);
|
|
1238
2479
|
}
|
|
1239
|
-
|
|
1240
|
-
|
|
1241
|
-
|
|
1242
|
-
|
|
1243
|
-
|
|
1244
|
-
|
|
1245
|
-
|
|
1246
|
-
|
|
1247
|
-
|
|
1248
|
-
|
|
1249
|
-
|
|
1250
|
-
|
|
1251
|
-
|
|
1252
|
-
|
|
1253
|
-
|
|
1254
|
-
|
|
1255
|
-
|
|
1256
|
-
|
|
1257
|
-
|
|
1258
|
-
|
|
1259
|
-
if (title !== void 0) {
|
|
1260
|
-
main.title = title;
|
|
1261
|
-
}
|
|
1262
|
-
const combined = name === void 0 ? definitions ? {
|
|
1263
|
-
...main,
|
|
1264
|
-
[refs.definitionPath]: definitions
|
|
1265
|
-
} : main : {
|
|
1266
|
-
$ref: [
|
|
1267
|
-
...refs.$refStrategy === "relative" ? [] : refs.basePath,
|
|
1268
|
-
refs.definitionPath,
|
|
1269
|
-
name
|
|
1270
|
-
].join("/"),
|
|
1271
|
-
[refs.definitionPath]: {
|
|
1272
|
-
...definitions,
|
|
1273
|
-
[name]: main
|
|
2480
|
+
const prices = marketDataPrices.get(symbol);
|
|
2481
|
+
prices.push(data);
|
|
2482
|
+
if (prices.length > maxPriceHistory) {
|
|
2483
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
2484
|
+
}
|
|
2485
|
+
onPriceUpdate?.(symbol, data);
|
|
2486
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
2487
|
+
if (mdReqID) {
|
|
2488
|
+
const callback = pendingRequests.get(mdReqID);
|
|
2489
|
+
if (callback) {
|
|
2490
|
+
callback(message);
|
|
2491
|
+
pendingRequests.delete(mdReqID);
|
|
2492
|
+
}
|
|
2493
|
+
}
|
|
2494
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
2495
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
2496
|
+
const callback = pendingRequests.get(reqId);
|
|
2497
|
+
if (callback) {
|
|
2498
|
+
callback(message);
|
|
2499
|
+
pendingRequests.delete(reqId);
|
|
1274
2500
|
}
|
|
1275
|
-
};
|
|
1276
|
-
if (refs.target === "jsonSchema7") {
|
|
1277
|
-
combined.$schema = "http://json-schema.org/draft-07/schema#";
|
|
1278
|
-
} else if (refs.target === "jsonSchema2019-09" || refs.target === "openAi") {
|
|
1279
|
-
combined.$schema = "https://json-schema.org/draft/2019-09/schema#";
|
|
1280
|
-
}
|
|
1281
|
-
if (refs.target === "openAi" && ("anyOf" in combined || "oneOf" in combined || "allOf" in combined || "type" in combined && Array.isArray(combined.type))) {
|
|
1282
|
-
console.warn("Warning: OpenAI may not support schemas with unions as roots! Try wrapping it in an object property.");
|
|
1283
2501
|
}
|
|
1284
|
-
|
|
1285
|
-
};
|
|
2502
|
+
}
|
|
1286
2503
|
|
|
1287
2504
|
// src/MCPLocal.ts
|
|
1288
|
-
var
|
|
1289
|
-
|
|
1290
|
-
|
|
1291
|
-
|
|
2505
|
+
var MCPLocal = class extends MCPBase {
|
|
2506
|
+
/**
|
|
2507
|
+
* Map to store verified orders before execution
|
|
2508
|
+
* @private
|
|
2509
|
+
*/
|
|
2510
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
2511
|
+
/**
|
|
2512
|
+
* Map to store pending requests and their callbacks
|
|
2513
|
+
* @private
|
|
2514
|
+
*/
|
|
2515
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
2516
|
+
/**
|
|
2517
|
+
* Map to store market data prices for each symbol
|
|
2518
|
+
* @private
|
|
2519
|
+
*/
|
|
2520
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
2521
|
+
/**
|
|
2522
|
+
* Maximum number of price history entries to keep per symbol
|
|
2523
|
+
* @private
|
|
2524
|
+
*/
|
|
2525
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
1292
2526
|
server = new import_server.Server(
|
|
1293
2527
|
{
|
|
1294
2528
|
name: "fixparser",
|
|
@@ -1296,42 +2530,28 @@ var MCPLocal = class {
|
|
|
1296
2530
|
},
|
|
1297
2531
|
{
|
|
1298
2532
|
capabilities: {
|
|
1299
|
-
tools:
|
|
1300
|
-
|
|
1301
|
-
|
|
2533
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
2534
|
+
(acc, [name, { description, schema }]) => {
|
|
2535
|
+
acc[name] = {
|
|
2536
|
+
description,
|
|
2537
|
+
parameters: schema
|
|
2538
|
+
};
|
|
2539
|
+
return acc;
|
|
2540
|
+
},
|
|
2541
|
+
{}
|
|
2542
|
+
)
|
|
1302
2543
|
}
|
|
1303
2544
|
}
|
|
1304
2545
|
);
|
|
1305
2546
|
transport = new import_stdio.StdioServerTransport();
|
|
1306
|
-
onReady = void 0;
|
|
1307
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
1308
2547
|
constructor({ logger, onReady }) {
|
|
1309
|
-
|
|
1310
|
-
if (onReady) this.onReady = onReady;
|
|
2548
|
+
super({ logger, onReady });
|
|
1311
2549
|
}
|
|
1312
2550
|
async register(parser) {
|
|
1313
2551
|
this.parser = parser;
|
|
1314
2552
|
this.parser.addOnMessageCallback((message) => {
|
|
1315
|
-
this.
|
|
1316
|
-
level: "info",
|
|
1317
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
1318
|
-
});
|
|
1319
|
-
const msgType = message.messageType;
|
|
1320
|
-
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
|
|
1321
|
-
const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
|
|
1322
|
-
if (idField) {
|
|
1323
|
-
const id = idField.value;
|
|
1324
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
1325
|
-
const callback = this.pendingRequests.get(String(id));
|
|
1326
|
-
if (callback) {
|
|
1327
|
-
callback(message);
|
|
1328
|
-
this.pendingRequests.delete(String(id));
|
|
1329
|
-
}
|
|
1330
|
-
}
|
|
1331
|
-
}
|
|
1332
|
-
}
|
|
2553
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
1333
2554
|
});
|
|
1334
|
-
this.logger = parser.logger;
|
|
1335
2555
|
this.addWorkflows();
|
|
1336
2556
|
await this.server.connect(this.transport);
|
|
1337
2557
|
if (this.onReady) {
|
|
@@ -1340,637 +2560,59 @@ var MCPLocal = class {
|
|
|
1340
2560
|
}
|
|
1341
2561
|
addWorkflows() {
|
|
1342
2562
|
if (!this.parser) {
|
|
1343
|
-
this.logger?.log({
|
|
1344
|
-
level: "error",
|
|
1345
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1346
|
-
});
|
|
1347
2563
|
return;
|
|
1348
2564
|
}
|
|
1349
2565
|
if (!this.server) {
|
|
1350
|
-
this.logger?.log({
|
|
1351
|
-
level: "error",
|
|
1352
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1353
|
-
});
|
|
1354
2566
|
return;
|
|
1355
2567
|
}
|
|
1356
|
-
this.server.setRequestHandler(
|
|
2568
|
+
this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
|
|
1357
2569
|
return {
|
|
1358
|
-
|
|
1359
|
-
|
|
1360
|
-
|
|
1361
|
-
|
|
1362
|
-
|
|
1363
|
-
tools: [
|
|
1364
|
-
{
|
|
1365
|
-
name: "parse",
|
|
1366
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
1367
|
-
inputSchema: zodToJsonSchema(
|
|
1368
|
-
import_zod5.z.object({
|
|
1369
|
-
fixString: import_zod5.z.string().describe("FIX message string to parse")
|
|
1370
|
-
}),
|
|
1371
|
-
{ name: "ParseInput" }
|
|
1372
|
-
)
|
|
1373
|
-
},
|
|
1374
|
-
{
|
|
1375
|
-
name: "parseToJSON",
|
|
1376
|
-
description: "Parses a FIX message into JSON",
|
|
1377
|
-
inputSchema: zodToJsonSchema(
|
|
1378
|
-
import_zod5.z.object({
|
|
1379
|
-
fixString: import_zod5.z.string().describe("FIX message string to parse")
|
|
1380
|
-
}),
|
|
1381
|
-
{ name: "ParseToJSONInput" }
|
|
1382
|
-
)
|
|
1383
|
-
},
|
|
1384
|
-
{
|
|
1385
|
-
name: "newOrderSingle",
|
|
1386
|
-
description: "Creates and sends a New Order Single",
|
|
1387
|
-
inputSchema: zodToJsonSchema(
|
|
1388
|
-
import_zod5.z.object({
|
|
1389
|
-
clOrdID: import_zod5.z.string().describe("Client Order ID"),
|
|
1390
|
-
handlInst: import_zod5.z.enum(["1", "2", "3"]).default(import_fixparser.HandlInst.AutomatedExecutionNoIntervention).optional().describe("Handling instruction"),
|
|
1391
|
-
quantity: import_zod5.z.number().describe("Order quantity"),
|
|
1392
|
-
price: import_zod5.z.number().describe("Order price"),
|
|
1393
|
-
ordType: import_zod5.z.enum([
|
|
1394
|
-
"1",
|
|
1395
|
-
"2",
|
|
1396
|
-
"3",
|
|
1397
|
-
"4",
|
|
1398
|
-
"5",
|
|
1399
|
-
"6",
|
|
1400
|
-
"7",
|
|
1401
|
-
"8",
|
|
1402
|
-
"9",
|
|
1403
|
-
"A",
|
|
1404
|
-
"B",
|
|
1405
|
-
"C",
|
|
1406
|
-
"D",
|
|
1407
|
-
"E",
|
|
1408
|
-
"F",
|
|
1409
|
-
"G",
|
|
1410
|
-
"H",
|
|
1411
|
-
"I",
|
|
1412
|
-
"J",
|
|
1413
|
-
"K",
|
|
1414
|
-
"L",
|
|
1415
|
-
"M",
|
|
1416
|
-
"P",
|
|
1417
|
-
"Q",
|
|
1418
|
-
"R",
|
|
1419
|
-
"S"
|
|
1420
|
-
]).default("1").optional().describe("Order type"),
|
|
1421
|
-
side: import_zod5.z.enum([
|
|
1422
|
-
"1",
|
|
1423
|
-
"2",
|
|
1424
|
-
"3",
|
|
1425
|
-
"4",
|
|
1426
|
-
"5",
|
|
1427
|
-
"6",
|
|
1428
|
-
"7",
|
|
1429
|
-
"8",
|
|
1430
|
-
"9",
|
|
1431
|
-
"A",
|
|
1432
|
-
"B",
|
|
1433
|
-
"C",
|
|
1434
|
-
"D",
|
|
1435
|
-
"E",
|
|
1436
|
-
"F",
|
|
1437
|
-
"G",
|
|
1438
|
-
"H"
|
|
1439
|
-
]).describe("Order side (1=Buy, 2=Sell)"),
|
|
1440
|
-
symbol: import_zod5.z.string().describe("Trading symbol"),
|
|
1441
|
-
timeInForce: import_zod5.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional().describe("Time in force")
|
|
1442
|
-
}),
|
|
1443
|
-
{ name: "NewOrderSingleInput" }
|
|
1444
|
-
)
|
|
1445
|
-
},
|
|
1446
|
-
{
|
|
1447
|
-
name: "marketDataRequest",
|
|
1448
|
-
description: "Sends a request for Market Data with the given symbol",
|
|
1449
|
-
inputSchema: zodToJsonSchema(
|
|
1450
|
-
import_zod5.z.object({
|
|
1451
|
-
mdUpdateType: import_zod5.z.enum(["0", "1"]).default("0").optional().describe("Market data update type"),
|
|
1452
|
-
symbol: import_zod5.z.string().describe("Trading symbol"),
|
|
1453
|
-
mdReqID: import_zod5.z.string().describe("Market data request ID"),
|
|
1454
|
-
subscriptionRequestType: import_zod5.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional().describe("Subscription request type"),
|
|
1455
|
-
mdEntryType: import_zod5.z.enum([
|
|
1456
|
-
"0",
|
|
1457
|
-
"1",
|
|
1458
|
-
"2",
|
|
1459
|
-
"3",
|
|
1460
|
-
"4",
|
|
1461
|
-
"5",
|
|
1462
|
-
"6",
|
|
1463
|
-
"7",
|
|
1464
|
-
"8",
|
|
1465
|
-
"9",
|
|
1466
|
-
"A",
|
|
1467
|
-
"B",
|
|
1468
|
-
"C",
|
|
1469
|
-
"D",
|
|
1470
|
-
"E",
|
|
1471
|
-
"F",
|
|
1472
|
-
"G",
|
|
1473
|
-
"H",
|
|
1474
|
-
"J",
|
|
1475
|
-
"K",
|
|
1476
|
-
"L",
|
|
1477
|
-
"M",
|
|
1478
|
-
"N",
|
|
1479
|
-
"O",
|
|
1480
|
-
"P",
|
|
1481
|
-
"Q",
|
|
1482
|
-
"S",
|
|
1483
|
-
"R",
|
|
1484
|
-
"T",
|
|
1485
|
-
"U",
|
|
1486
|
-
"V",
|
|
1487
|
-
"W",
|
|
1488
|
-
"X",
|
|
1489
|
-
"Y",
|
|
1490
|
-
"Z",
|
|
1491
|
-
"a",
|
|
1492
|
-
"b",
|
|
1493
|
-
"c",
|
|
1494
|
-
"d",
|
|
1495
|
-
"e",
|
|
1496
|
-
"g",
|
|
1497
|
-
"h",
|
|
1498
|
-
"i",
|
|
1499
|
-
"t"
|
|
1500
|
-
]).default(import_fixparser.MDEntryType.Bid).optional().describe("Market data entry type")
|
|
1501
|
-
}),
|
|
1502
|
-
{ name: "MarketDataRequestInput" }
|
|
1503
|
-
)
|
|
1504
|
-
}
|
|
1505
|
-
]
|
|
2570
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
2571
|
+
name,
|
|
2572
|
+
description,
|
|
2573
|
+
inputSchema: schema
|
|
2574
|
+
}))
|
|
1506
2575
|
};
|
|
1507
2576
|
});
|
|
1508
|
-
this.server.setRequestHandler(
|
|
1509
|
-
|
|
1510
|
-
|
|
1511
|
-
|
|
1512
|
-
|
|
1513
|
-
|
|
1514
|
-
|
|
1515
|
-
|
|
1516
|
-
|
|
1517
|
-
|
|
1518
|
-
|
|
1519
|
-
|
|
1520
|
-
|
|
1521
|
-
|
|
1522
|
-
|
|
1523
|
-
|
|
1524
|
-
|
|
1525
|
-
|
|
1526
|
-
|
|
1527
|
-
|
|
1528
|
-
|
|
1529
|
-
]
|
|
1530
|
-
};
|
|
1531
|
-
} catch (error) {
|
|
1532
|
-
return {
|
|
1533
|
-
isError: true,
|
|
1534
|
-
content: [
|
|
1535
|
-
{
|
|
1536
|
-
type: "text",
|
|
1537
|
-
text: "Error: Failed to parse FIX string"
|
|
1538
|
-
}
|
|
1539
|
-
]
|
|
1540
|
-
};
|
|
1541
|
-
}
|
|
1542
|
-
}
|
|
1543
|
-
case "parseToJSON": {
|
|
1544
|
-
const { fixString } = import_zod5.z.object({
|
|
1545
|
-
fixString: import_zod5.z.string().describe("FIX message string to parse")
|
|
1546
|
-
}).parse(args || {});
|
|
1547
|
-
try {
|
|
1548
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
1549
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
1550
|
-
return {
|
|
1551
|
-
isError: true,
|
|
1552
|
-
content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
|
|
1553
|
-
};
|
|
1554
|
-
}
|
|
1555
|
-
return {
|
|
1556
|
-
content: [
|
|
1557
|
-
{
|
|
1558
|
-
type: "text",
|
|
1559
|
-
text: JSON.stringify({ fixString, parsed: "placeholder" })
|
|
1560
|
-
}
|
|
1561
|
-
]
|
|
1562
|
-
};
|
|
1563
|
-
} catch (error) {
|
|
1564
|
-
return {
|
|
1565
|
-
isError: true,
|
|
1566
|
-
content: [
|
|
1567
|
-
{
|
|
1568
|
-
type: "text",
|
|
1569
|
-
text: "Error: Failed to parse FIX string"
|
|
1570
|
-
}
|
|
1571
|
-
]
|
|
1572
|
-
};
|
|
1573
|
-
}
|
|
1574
|
-
}
|
|
1575
|
-
case "newOrderSingle": {
|
|
1576
|
-
const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = import_zod5.z.object({
|
|
1577
|
-
clOrdID: import_zod5.z.string().describe("Client Order ID"),
|
|
1578
|
-
handlInst: import_zod5.z.enum(["1", "2", "3"]).default(import_fixparser.HandlInst.AutomatedExecutionNoIntervention).optional().describe("Handling instruction"),
|
|
1579
|
-
quantity: import_zod5.z.number().describe("Order quantity"),
|
|
1580
|
-
price: import_zod5.z.number().describe("Order price"),
|
|
1581
|
-
ordType: import_zod5.z.enum([
|
|
1582
|
-
"1",
|
|
1583
|
-
"2",
|
|
1584
|
-
"3",
|
|
1585
|
-
"4",
|
|
1586
|
-
"5",
|
|
1587
|
-
"6",
|
|
1588
|
-
"7",
|
|
1589
|
-
"8",
|
|
1590
|
-
"9",
|
|
1591
|
-
"A",
|
|
1592
|
-
"B",
|
|
1593
|
-
"C",
|
|
1594
|
-
"D",
|
|
1595
|
-
"E",
|
|
1596
|
-
"F",
|
|
1597
|
-
"G",
|
|
1598
|
-
"H",
|
|
1599
|
-
"I",
|
|
1600
|
-
"J",
|
|
1601
|
-
"K",
|
|
1602
|
-
"L",
|
|
1603
|
-
"M",
|
|
1604
|
-
"P",
|
|
1605
|
-
"Q",
|
|
1606
|
-
"R",
|
|
1607
|
-
"S"
|
|
1608
|
-
]).default(import_fixparser.OrdType.Market).optional().describe("Order type"),
|
|
1609
|
-
side: import_zod5.z.enum([
|
|
1610
|
-
"1",
|
|
1611
|
-
"2",
|
|
1612
|
-
"3",
|
|
1613
|
-
"4",
|
|
1614
|
-
"5",
|
|
1615
|
-
"6",
|
|
1616
|
-
"7",
|
|
1617
|
-
"8",
|
|
1618
|
-
"9",
|
|
1619
|
-
"A",
|
|
1620
|
-
"B",
|
|
1621
|
-
"C",
|
|
1622
|
-
"D",
|
|
1623
|
-
"E",
|
|
1624
|
-
"F",
|
|
1625
|
-
"G",
|
|
1626
|
-
"H"
|
|
1627
|
-
]).describe("Order side (1=Buy, 2=Sell)"),
|
|
1628
|
-
symbol: import_zod5.z.string().describe("Trading symbol"),
|
|
1629
|
-
timeInForce: import_zod5.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional().describe("Time in force")
|
|
1630
|
-
}).parse(args || {});
|
|
1631
|
-
const response = new Promise((resolve) => {
|
|
1632
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
1633
|
-
});
|
|
1634
|
-
const order = this.parser?.createMessage(
|
|
1635
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
1636
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
1637
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
1638
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
1639
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
1640
|
-
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
|
|
1641
|
-
new import_fixparser.Field(import_fixparser.Fields.Side, side),
|
|
1642
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
1643
|
-
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
1644
|
-
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
1645
|
-
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
1646
|
-
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
1647
|
-
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
1648
|
-
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
1649
|
-
);
|
|
1650
|
-
if (!this.parser?.connected) {
|
|
1651
|
-
this.logger?.log({
|
|
1652
|
-
level: "error",
|
|
1653
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
1654
|
-
});
|
|
1655
|
-
return {
|
|
1656
|
-
isError: true,
|
|
1657
|
-
content: [
|
|
1658
|
-
{
|
|
1659
|
-
type: "text",
|
|
1660
|
-
text: "Error: Not connected. Ignoring message."
|
|
1661
|
-
}
|
|
1662
|
-
]
|
|
1663
|
-
};
|
|
1664
|
-
}
|
|
1665
|
-
this.parser?.send(order);
|
|
1666
|
-
this.logger?.log({
|
|
1667
|
-
level: "info",
|
|
1668
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
1669
|
-
});
|
|
1670
|
-
const fixData = await response;
|
|
1671
|
-
return {
|
|
1672
|
-
content: [
|
|
1673
|
-
{
|
|
1674
|
-
type: "text",
|
|
1675
|
-
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
1676
|
-
}
|
|
1677
|
-
]
|
|
1678
|
-
};
|
|
1679
|
-
}
|
|
1680
|
-
case "marketDataRequest": {
|
|
1681
|
-
const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = import_zod5.z.object({
|
|
1682
|
-
mdUpdateType: import_zod5.z.enum(["0", "1"]).default("0").optional().describe("Market data update type"),
|
|
1683
|
-
symbol: import_zod5.z.string().describe("Trading symbol"),
|
|
1684
|
-
mdReqID: import_zod5.z.string().describe("Market data request ID"),
|
|
1685
|
-
subscriptionRequestType: import_zod5.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional().describe("Subscription request type"),
|
|
1686
|
-
mdEntryType: import_zod5.z.enum([
|
|
1687
|
-
"0",
|
|
1688
|
-
"1",
|
|
1689
|
-
"2",
|
|
1690
|
-
"3",
|
|
1691
|
-
"4",
|
|
1692
|
-
"5",
|
|
1693
|
-
"6",
|
|
1694
|
-
"7",
|
|
1695
|
-
"8",
|
|
1696
|
-
"9",
|
|
1697
|
-
"A",
|
|
1698
|
-
"B",
|
|
1699
|
-
"C",
|
|
1700
|
-
"D",
|
|
1701
|
-
"E",
|
|
1702
|
-
"F",
|
|
1703
|
-
"G",
|
|
1704
|
-
"H",
|
|
1705
|
-
"J",
|
|
1706
|
-
"K",
|
|
1707
|
-
"L",
|
|
1708
|
-
"M",
|
|
1709
|
-
"N",
|
|
1710
|
-
"O",
|
|
1711
|
-
"P",
|
|
1712
|
-
"Q",
|
|
1713
|
-
"S",
|
|
1714
|
-
"R",
|
|
1715
|
-
"T",
|
|
1716
|
-
"U",
|
|
1717
|
-
"V",
|
|
1718
|
-
"W",
|
|
1719
|
-
"X",
|
|
1720
|
-
"Y",
|
|
1721
|
-
"Z",
|
|
1722
|
-
"a",
|
|
1723
|
-
"b",
|
|
1724
|
-
"c",
|
|
1725
|
-
"d",
|
|
1726
|
-
"e",
|
|
1727
|
-
"g",
|
|
1728
|
-
"h",
|
|
1729
|
-
"i",
|
|
1730
|
-
"t"
|
|
1731
|
-
]).default(import_fixparser.MDEntryType.Bid).optional().describe("Market data entry type")
|
|
1732
|
-
}).parse(args || {});
|
|
1733
|
-
const response = new Promise((resolve) => {
|
|
1734
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
1735
|
-
});
|
|
1736
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
1737
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
1738
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
1739
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
1740
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
1741
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
1742
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
1743
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
1744
|
-
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
1745
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
1746
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
1747
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
1748
|
-
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
1749
|
-
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
1750
|
-
);
|
|
1751
|
-
if (!this.parser?.connected) {
|
|
1752
|
-
this.logger?.log({
|
|
1753
|
-
level: "error",
|
|
1754
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
1755
|
-
});
|
|
1756
|
-
return {
|
|
1757
|
-
isError: true,
|
|
1758
|
-
content: [
|
|
1759
|
-
{
|
|
1760
|
-
type: "text",
|
|
1761
|
-
text: "Error: Not connected. Ignoring message."
|
|
1762
|
-
}
|
|
1763
|
-
]
|
|
1764
|
-
};
|
|
1765
|
-
}
|
|
1766
|
-
this.parser?.send(marketDataRequest);
|
|
1767
|
-
this.logger?.log({
|
|
1768
|
-
level: "info",
|
|
1769
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
1770
|
-
});
|
|
1771
|
-
const fixData = await response;
|
|
2577
|
+
this.server.setRequestHandler(
|
|
2578
|
+
import_zod.z.object({
|
|
2579
|
+
method: import_zod.z.literal("tools/call"),
|
|
2580
|
+
params: import_zod.z.object({
|
|
2581
|
+
name: import_zod.z.string(),
|
|
2582
|
+
arguments: import_zod.z.any(),
|
|
2583
|
+
_meta: import_zod.z.object({
|
|
2584
|
+
progressToken: import_zod.z.number()
|
|
2585
|
+
}).optional()
|
|
2586
|
+
})
|
|
2587
|
+
}),
|
|
2588
|
+
async (request) => {
|
|
2589
|
+
const { name, arguments: args } = request.params;
|
|
2590
|
+
const toolHandlers = createToolHandlers(
|
|
2591
|
+
this.parser,
|
|
2592
|
+
this.verifiedOrders,
|
|
2593
|
+
this.pendingRequests,
|
|
2594
|
+
this.marketDataPrices
|
|
2595
|
+
);
|
|
2596
|
+
const handler = toolHandlers[name];
|
|
2597
|
+
if (!handler) {
|
|
1772
2598
|
return {
|
|
1773
2599
|
content: [
|
|
1774
2600
|
{
|
|
1775
2601
|
type: "text",
|
|
1776
|
-
text: `
|
|
1777
|
-
|
|
1778
|
-
]
|
|
1779
|
-
};
|
|
1780
|
-
}
|
|
1781
|
-
default:
|
|
1782
|
-
throw new Error(`Unknown tool: ${name}`);
|
|
1783
|
-
}
|
|
1784
|
-
});
|
|
1785
|
-
this.server.setRequestHandler(import_types.ListPromptsRequestSchema, async () => {
|
|
1786
|
-
return {
|
|
1787
|
-
prompts: [
|
|
1788
|
-
{
|
|
1789
|
-
name: "parse",
|
|
1790
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
1791
|
-
arguments: [
|
|
1792
|
-
{
|
|
1793
|
-
name: "fixString",
|
|
1794
|
-
description: "FIX message string to parse",
|
|
1795
|
-
required: true
|
|
1796
|
-
}
|
|
1797
|
-
]
|
|
1798
|
-
},
|
|
1799
|
-
{
|
|
1800
|
-
name: "parseToJSON",
|
|
1801
|
-
description: "Parses a FIX message into JSON",
|
|
1802
|
-
arguments: [
|
|
1803
|
-
{
|
|
1804
|
-
name: "fixString",
|
|
1805
|
-
description: "FIX message string to parse",
|
|
1806
|
-
required: true
|
|
1807
|
-
}
|
|
1808
|
-
]
|
|
1809
|
-
},
|
|
1810
|
-
{
|
|
1811
|
-
name: "newOrderSingle",
|
|
1812
|
-
description: "Creates and sends a New Order Single",
|
|
1813
|
-
arguments: [
|
|
1814
|
-
{
|
|
1815
|
-
name: "clOrdID",
|
|
1816
|
-
description: "Client Order ID",
|
|
1817
|
-
required: true
|
|
1818
|
-
},
|
|
1819
|
-
{
|
|
1820
|
-
name: "handlInst",
|
|
1821
|
-
description: "Handling instruction",
|
|
1822
|
-
required: false
|
|
1823
|
-
},
|
|
1824
|
-
{
|
|
1825
|
-
name: "quantity",
|
|
1826
|
-
description: "Order quantity",
|
|
1827
|
-
required: true
|
|
1828
|
-
},
|
|
1829
|
-
{
|
|
1830
|
-
name: "price",
|
|
1831
|
-
description: "Order price",
|
|
1832
|
-
required: true
|
|
1833
|
-
},
|
|
1834
|
-
{
|
|
1835
|
-
name: "ordType",
|
|
1836
|
-
description: "Order type",
|
|
1837
|
-
required: false
|
|
1838
|
-
},
|
|
1839
|
-
{
|
|
1840
|
-
name: "side",
|
|
1841
|
-
description: "Order side (1=Buy, 2=Sell)",
|
|
1842
|
-
required: true
|
|
1843
|
-
},
|
|
1844
|
-
{
|
|
1845
|
-
name: "symbol",
|
|
1846
|
-
description: "Trading symbol",
|
|
1847
|
-
required: true
|
|
1848
|
-
},
|
|
1849
|
-
{
|
|
1850
|
-
name: "timeInForce",
|
|
1851
|
-
description: "Time in force",
|
|
1852
|
-
required: false
|
|
1853
|
-
}
|
|
1854
|
-
]
|
|
1855
|
-
},
|
|
1856
|
-
{
|
|
1857
|
-
name: "marketDataRequest",
|
|
1858
|
-
description: "Sends a request for Market Data with the given symbol",
|
|
1859
|
-
arguments: [
|
|
1860
|
-
{
|
|
1861
|
-
name: "mdUpdateType",
|
|
1862
|
-
description: "Market data update type",
|
|
1863
|
-
required: false
|
|
1864
|
-
},
|
|
1865
|
-
{
|
|
1866
|
-
name: "symbol",
|
|
1867
|
-
description: "Trading symbol",
|
|
1868
|
-
required: true
|
|
1869
|
-
},
|
|
1870
|
-
{
|
|
1871
|
-
name: "mdReqID",
|
|
1872
|
-
description: "Market data request ID",
|
|
1873
|
-
required: true
|
|
1874
|
-
},
|
|
1875
|
-
{
|
|
1876
|
-
name: "subscriptionRequestType",
|
|
1877
|
-
description: "Subscription request type",
|
|
1878
|
-
required: false
|
|
1879
|
-
},
|
|
1880
|
-
{
|
|
1881
|
-
name: "mdEntryType",
|
|
1882
|
-
description: "Market data entry type",
|
|
1883
|
-
required: false
|
|
1884
|
-
}
|
|
1885
|
-
]
|
|
1886
|
-
}
|
|
1887
|
-
]
|
|
1888
|
-
};
|
|
1889
|
-
});
|
|
1890
|
-
this.server.setRequestHandler(import_types.GetPromptRequestSchema, async (request) => {
|
|
1891
|
-
const { name, arguments: args } = request.params;
|
|
1892
|
-
switch (name) {
|
|
1893
|
-
case "parse": {
|
|
1894
|
-
const fixString = args?.fixString || "";
|
|
1895
|
-
return {
|
|
1896
|
-
messages: [
|
|
1897
|
-
{
|
|
1898
|
-
role: "user",
|
|
1899
|
-
content: {
|
|
1900
|
-
type: "text",
|
|
1901
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
1902
|
-
}
|
|
1903
|
-
}
|
|
1904
|
-
]
|
|
1905
|
-
};
|
|
1906
|
-
}
|
|
1907
|
-
case "parseToJSON": {
|
|
1908
|
-
const fixString = args?.fixString || "";
|
|
1909
|
-
return {
|
|
1910
|
-
messages: [
|
|
1911
|
-
{
|
|
1912
|
-
role: "user",
|
|
1913
|
-
content: {
|
|
1914
|
-
type: "text",
|
|
1915
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
1916
|
-
}
|
|
1917
|
-
}
|
|
1918
|
-
]
|
|
1919
|
-
};
|
|
1920
|
-
}
|
|
1921
|
-
case "newOrderSingle": {
|
|
1922
|
-
const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
|
|
1923
|
-
return {
|
|
1924
|
-
messages: [
|
|
1925
|
-
{
|
|
1926
|
-
role: "user",
|
|
1927
|
-
content: {
|
|
1928
|
-
type: "text",
|
|
1929
|
-
text: [
|
|
1930
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
1931
|
-
`- ClOrdID: ${clOrdID}`,
|
|
1932
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
1933
|
-
`- Quantity: ${quantity}`,
|
|
1934
|
-
`- Price: ${price}`,
|
|
1935
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
1936
|
-
`- Side: ${side}`,
|
|
1937
|
-
`- Symbol: ${symbol}`,
|
|
1938
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
1939
|
-
"",
|
|
1940
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
1941
|
-
].join("\n")
|
|
1942
|
-
}
|
|
2602
|
+
text: `Tool not found: ${name}`,
|
|
2603
|
+
uri: name
|
|
1943
2604
|
}
|
|
1944
|
-
]
|
|
1945
|
-
|
|
1946
|
-
}
|
|
1947
|
-
case "marketDataRequest": {
|
|
1948
|
-
const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
|
|
1949
|
-
return {
|
|
1950
|
-
messages: [
|
|
1951
|
-
{
|
|
1952
|
-
role: "user",
|
|
1953
|
-
content: {
|
|
1954
|
-
type: "text",
|
|
1955
|
-
text: [
|
|
1956
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
1957
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
1958
|
-
`- Symbol: ${symbol}`,
|
|
1959
|
-
`- MDReqID: ${mdReqID}`,
|
|
1960
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
1961
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
1962
|
-
"",
|
|
1963
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
1964
|
-
].join("\n")
|
|
1965
|
-
}
|
|
1966
|
-
}
|
|
1967
|
-
]
|
|
2605
|
+
],
|
|
2606
|
+
isError: true
|
|
1968
2607
|
};
|
|
1969
2608
|
}
|
|
1970
|
-
|
|
1971
|
-
|
|
2609
|
+
const result = await handler(args);
|
|
2610
|
+
return {
|
|
2611
|
+
content: result.content,
|
|
2612
|
+
isError: result.isError
|
|
2613
|
+
};
|
|
1972
2614
|
}
|
|
1973
|
-
|
|
2615
|
+
);
|
|
1974
2616
|
process.on("SIGINT", async () => {
|
|
1975
2617
|
await this.server.close();
|
|
1976
2618
|
process.exit(0);
|