fixparser-plugin-mcp 9.1.7-74db6dbc → 9.1.7-75ded9c1
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 +923 -2519
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +437 -2601
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +923 -2509
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +446 -2591
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +47 -14
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +43 -10
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +9 -10
- package/types/MCPLocal.d.ts +16 -0
- package/types/MCPRemote.d.ts +60 -0
- package/types/PluginOptions.d.ts +6 -0
- package/types/index.d.ts +3 -0
- package/build/cjs/index.js +0 -2898
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -2860
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -18
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -18
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,9 +1,7 @@
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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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@@ -17,14 +15,6 @@ 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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@@ -35,2034 +25,642 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_fixparser = require("fixparser");
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var import_zod = require("zod");
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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var MCPLocal = class {
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parser;
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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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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server = new import_server.Server(
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{
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name: "fixparser",
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version: "1.0.0"
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},
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{
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capabilities: {
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tools: {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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parameters: {
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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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parameters: {
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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",
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parameters: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: { type: "string", enum: ["1", "2", "3"] },
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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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side: {
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enum: [
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"H"
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]
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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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}
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},
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required: [
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"handlInst",
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"quantity",
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"price",
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"ordType",
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"side",
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"symbol",
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"timeInForce"
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]
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}
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},
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executeOrder: {
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description: "Executes a verified order",
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parameters: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: { type: "string", enum: ["1", "2", "3"] },
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: { type: "string" },
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side: { type: "string" },
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symbol: { type: "string" },
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timeInForce: { type: "string" }
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},
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required: [
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"clOrdID",
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"handlInst",
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+
"quantity",
|
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158
|
+
"price",
|
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159
|
+
"ordType",
|
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160
|
+
"side",
|
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161
|
+
"symbol",
|
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162
|
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"timeInForce"
|
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163
|
+
]
|
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164
|
+
}
|
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|
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},
|
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166
|
+
marketDataRequest: {
|
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|
+
description: "Requests market data for specified symbols",
|
|
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|
+
parameters: {
|
|
169
|
+
type: "object",
|
|
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|
+
properties: {
|
|
171
|
+
mdUpdateType: { type: "string", enum: ["0", "1"] },
|
|
172
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
173
|
+
mdReqID: { type: "string" },
|
|
174
|
+
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
175
|
+
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
176
|
+
},
|
|
177
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
|
|
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|
+
}
|
|
179
|
+
}
|
|
241
180
|
},
|
|
242
|
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|
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243
|
-
|
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244
|
-
|
|
245
|
-
|
|
246
|
-
enum: [
|
|
247
|
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"0",
|
|
248
|
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"1",
|
|
249
|
-
"2",
|
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250
|
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"3",
|
|
251
|
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"4",
|
|
252
|
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"5",
|
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253
|
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"6",
|
|
254
|
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"7",
|
|
255
|
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"8",
|
|
256
|
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"9",
|
|
257
|
-
"A",
|
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258
|
-
"B",
|
|
259
|
-
"C",
|
|
260
|
-
"D",
|
|
261
|
-
"E",
|
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262
|
-
"F",
|
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|
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"G",
|
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|
-
"H",
|
|
265
|
-
"I",
|
|
266
|
-
"J",
|
|
267
|
-
"K",
|
|
268
|
-
"L",
|
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269
|
-
"M",
|
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|
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"N",
|
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|
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"O",
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|
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"P",
|
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|
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"Q",
|
|
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|
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"R",
|
|
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|
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"S",
|
|
276
|
-
"T",
|
|
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|
-
"U",
|
|
278
|
-
"V",
|
|
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|
-
"W",
|
|
280
|
-
"X",
|
|
281
|
-
"Y",
|
|
282
|
-
"Z"
|
|
283
|
-
]
|
|
181
|
+
resources: {
|
|
182
|
+
greeting: {
|
|
183
|
+
description: "A simple greeting resource",
|
|
184
|
+
uri: "greeting-resource"
|
|
284
185
|
},
|
|
285
|
-
|
|
286
|
-
|
|
287
|
-
|
|
288
|
-
|
|
289
|
-
|
|
290
|
-
|
|
291
|
-
|
|
292
|
-
|
|
293
|
-
schema: {
|
|
294
|
-
type: "object",
|
|
295
|
-
properties: {
|
|
296
|
-
symbol: { type: "string" }
|
|
297
|
-
},
|
|
298
|
-
required: ["symbol"]
|
|
299
|
-
}
|
|
300
|
-
},
|
|
301
|
-
getStockPriceHistory: {
|
|
302
|
-
description: "Returns price history for a given symbol",
|
|
303
|
-
schema: {
|
|
304
|
-
type: "object",
|
|
305
|
-
properties: {
|
|
306
|
-
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
|
-
}
|
|
323
|
-
}
|
|
324
|
-
};
|
|
325
|
-
|
|
326
|
-
// src/tools/analytics.ts
|
|
327
|
-
function sum(numbers) {
|
|
328
|
-
return numbers.reduce((acc, val) => acc + val, 0);
|
|
329
|
-
}
|
|
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);
|
|
340
|
-
}
|
|
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;
|
|
349
|
-
}
|
|
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;
|
|
358
|
-
}
|
|
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;
|
|
378
|
-
}
|
|
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
|
-
});
|
|
398
|
-
}
|
|
399
|
-
return bands;
|
|
400
|
-
}
|
|
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;
|
|
415
|
-
}
|
|
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;
|
|
439
|
-
}
|
|
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;
|
|
450
|
-
}
|
|
451
|
-
}
|
|
452
|
-
return maxConsecutive;
|
|
453
|
-
}
|
|
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++;
|
|
186
|
+
stockGraph: {
|
|
187
|
+
description: "Generates a price chart for a given symbol",
|
|
188
|
+
uri: "stockGraph/{symbol}"
|
|
189
|
+
},
|
|
190
|
+
stockPriceHistory: {
|
|
191
|
+
description: "Returns price history for a given symbol",
|
|
192
|
+
uri: "stockPriceHistory/{symbol}"
|
|
193
|
+
}
|
|
463
194
|
}
|
|
464
195
|
}
|
|
465
196
|
}
|
|
466
|
-
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
|
|
470
|
-
|
|
471
|
-
|
|
472
|
-
|
|
473
|
-
|
|
474
|
-
|
|
475
|
-
|
|
476
|
-
|
|
477
|
-
grossLoss += Math.abs(change);
|
|
478
|
-
}
|
|
479
|
-
}
|
|
480
|
-
return grossLoss > 0 ? grossProfit / grossLoss : 0;
|
|
481
|
-
}
|
|
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;
|
|
495
|
-
}
|
|
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);
|
|
508
|
-
}
|
|
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;
|
|
197
|
+
);
|
|
198
|
+
transport = new import_stdio.StdioServerTransport();
|
|
199
|
+
onReady = void 0;
|
|
200
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
201
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
202
|
+
// Store market data prices with timestamps
|
|
203
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
204
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
205
|
+
// Maximum number of price points to store per symbol
|
|
206
|
+
constructor({ logger, onReady }) {
|
|
207
|
+
if (onReady) this.onReady = onReady;
|
|
695
208
|
}
|
|
696
|
-
|
|
697
|
-
|
|
698
|
-
|
|
699
|
-
|
|
700
|
-
|
|
701
|
-
|
|
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]
|
|
209
|
+
async register(parser) {
|
|
210
|
+
this.parser = parser;
|
|
211
|
+
this.parser.addOnMessageCallback((message) => {
|
|
212
|
+
this.parser?.logger.log({
|
|
213
|
+
level: "info",
|
|
214
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
740
215
|
});
|
|
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
|
-
|
|
771
|
-
|
|
772
|
-
|
|
216
|
+
const msgType = message.messageType;
|
|
217
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport || msgType === import_fixparser.Messages.Reject || msgType === import_fixparser.Messages.MarketDataIncrementalRefresh) {
|
|
218
|
+
this.parser?.logger.log({
|
|
219
|
+
level: "info",
|
|
220
|
+
message: `MCP Server handling message type: ${msgType}`
|
|
221
|
+
});
|
|
222
|
+
let id;
|
|
223
|
+
if (msgType === import_fixparser.Messages.MarketDataIncrementalRefresh || msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
224
|
+
const symbol = message.getField(import_fixparser.Fields.Symbol);
|
|
225
|
+
const price = message.getField(import_fixparser.Fields.MDEntryPx);
|
|
226
|
+
const timestamp = message.getField(import_fixparser.Fields.MDEntryTime)?.value || Date.now();
|
|
227
|
+
if (symbol?.value && price?.value) {
|
|
228
|
+
const symbolStr = String(symbol.value);
|
|
229
|
+
const priceNum = Number(price.value);
|
|
230
|
+
const priceHistory = this.marketDataPrices.get(symbolStr) || [];
|
|
231
|
+
priceHistory.push({
|
|
232
|
+
timestamp: Number(timestamp),
|
|
233
|
+
price: priceNum
|
|
234
|
+
});
|
|
235
|
+
if (priceHistory.length > this.MAX_PRICE_HISTORY) {
|
|
236
|
+
priceHistory.shift();
|
|
237
|
+
}
|
|
238
|
+
this.marketDataPrices.set(symbolStr, priceHistory);
|
|
239
|
+
this.parser?.logger.log({
|
|
240
|
+
level: "info",
|
|
241
|
+
message: `MCP Server added ${symbol}: ${priceNum}`
|
|
242
|
+
});
|
|
243
|
+
this.server.notification({
|
|
244
|
+
method: "priceUpdate",
|
|
245
|
+
params: {
|
|
246
|
+
symbol: symbolStr,
|
|
247
|
+
price: priceNum,
|
|
248
|
+
timestamp: Number(timestamp)
|
|
249
|
+
}
|
|
250
|
+
});
|
|
773
251
|
}
|
|
774
252
|
}
|
|
775
|
-
|
|
776
|
-
|
|
777
|
-
|
|
778
|
-
|
|
779
|
-
|
|
780
|
-
|
|
781
|
-
} else {
|
|
782
|
-
|
|
783
|
-
|
|
784
|
-
|
|
785
|
-
|
|
786
|
-
|
|
787
|
-
if (
|
|
788
|
-
|
|
789
|
-
|
|
253
|
+
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh) {
|
|
254
|
+
const mdReqID = message.getField(import_fixparser.Fields.MDReqID);
|
|
255
|
+
if (mdReqID) id = String(mdReqID.value);
|
|
256
|
+
} else if (msgType === import_fixparser.Messages.ExecutionReport) {
|
|
257
|
+
const clOrdID = message.getField(import_fixparser.Fields.ClOrdID);
|
|
258
|
+
if (clOrdID) id = String(clOrdID.value);
|
|
259
|
+
} else if (msgType === import_fixparser.Messages.Reject) {
|
|
260
|
+
const refSeqNum = message.getField(import_fixparser.Fields.RefSeqNum);
|
|
261
|
+
if (refSeqNum) id = String(refSeqNum.value);
|
|
262
|
+
}
|
|
263
|
+
if (id) {
|
|
264
|
+
const callback = this.pendingRequests.get(id);
|
|
265
|
+
if (callback) {
|
|
266
|
+
callback(message);
|
|
267
|
+
this.pendingRequests.delete(id);
|
|
790
268
|
}
|
|
791
269
|
}
|
|
792
270
|
}
|
|
793
|
-
|
|
794
|
-
|
|
795
|
-
|
|
796
|
-
|
|
797
|
-
|
|
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
|
-
});
|
|
805
|
-
}
|
|
806
|
-
return stochastic;
|
|
807
|
-
}
|
|
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
|
|
848
|
-
});
|
|
849
|
-
}
|
|
850
|
-
return keltner;
|
|
851
|
-
}
|
|
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)
|
|
861
|
-
});
|
|
862
|
-
}
|
|
863
|
-
return donchian;
|
|
864
|
-
}
|
|
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
|
|
962
|
-
}
|
|
963
|
-
});
|
|
964
|
-
}
|
|
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));
|
|
972
|
-
}
|
|
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
|
-
});
|
|
984
|
-
}
|
|
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
|
-
});
|
|
997
|
-
}
|
|
998
|
-
return harmonicPatterns;
|
|
999
|
-
}
|
|
1000
|
-
// Calculate Position Size
|
|
1001
|
-
calculatePositionSize(currentPrice, targetEntry, stopLoss) {
|
|
1002
|
-
const riskPerShare = Math.abs(targetEntry - stopLoss);
|
|
1003
|
-
return riskPerShare > 0 ? 100 / riskPerShare : 1;
|
|
1004
|
-
}
|
|
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";
|
|
1014
|
-
}
|
|
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) {
|
|
1021
|
-
return {
|
|
1022
|
-
mean: startPrice,
|
|
1023
|
-
speed: 0.1,
|
|
1024
|
-
volatility: avgVolume * 0.01,
|
|
1025
|
-
currentValue: currentPrice
|
|
1026
|
-
};
|
|
1027
|
-
}
|
|
1028
|
-
// Calculate Kalman Filter
|
|
1029
|
-
calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
|
|
1030
|
-
return {
|
|
1031
|
-
state: currentPrice,
|
|
1032
|
-
covariance: avgVolume * 1e-3,
|
|
1033
|
-
gain: 0.5
|
|
1034
|
-
};
|
|
1035
|
-
}
|
|
1036
|
-
// Calculate ARIMA
|
|
1037
|
-
calculateArima(currentPrice, startPrice, avgVolume) {
|
|
1038
|
-
return {
|
|
1039
|
-
forecast: [currentPrice * 1.01, currentPrice * 1.02],
|
|
1040
|
-
residuals: [0, 0],
|
|
1041
|
-
aic: 100
|
|
1042
|
-
};
|
|
1043
|
-
}
|
|
1044
|
-
// Calculate GARCH
|
|
1045
|
-
calculateGarch(currentPrice, startPrice, avgVolume) {
|
|
1046
|
-
return {
|
|
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]
|
|
1058
|
-
};
|
|
1059
|
-
}
|
|
1060
|
-
// Calculate Wavelet Transform
|
|
1061
|
-
calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
|
|
1062
|
-
return {
|
|
1063
|
-
coefficients: [currentPrice],
|
|
1064
|
-
scales: [1]
|
|
1065
|
-
};
|
|
1066
|
-
}
|
|
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]);
|
|
271
|
+
});
|
|
272
|
+
this.addWorkflows();
|
|
273
|
+
await this.server.connect(this.transport);
|
|
274
|
+
if (this.onReady) {
|
|
275
|
+
this.onReady();
|
|
1115
276
|
}
|
|
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);
|
|
1146
|
-
return {
|
|
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
|
|
1169
|
-
};
|
|
1170
277
|
}
|
|
1171
|
-
|
|
1172
|
-
|
|
1173
|
-
|
|
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");
|
|
278
|
+
addWorkflows() {
|
|
279
|
+
if (!this.parser) {
|
|
280
|
+
return;
|
|
1250
281
|
}
|
|
1251
|
-
if (
|
|
1252
|
-
|
|
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");
|
|
282
|
+
if (!this.server) {
|
|
283
|
+
return;
|
|
1259
284
|
}
|
|
1260
|
-
|
|
1261
|
-
|
|
1262
|
-
|
|
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);
|
|
1318
|
-
return {
|
|
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
|
-
}
|
|
1486
|
-
};
|
|
1487
|
-
}
|
|
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) {
|
|
285
|
+
this.server.setRequestHandler(
|
|
286
|
+
import_zod.z.object({ method: import_zod.z.literal("resources/list") }),
|
|
287
|
+
async (request, extra) => {
|
|
1495
288
|
return {
|
|
1496
|
-
|
|
289
|
+
resources: [
|
|
1497
290
|
{
|
|
1498
|
-
|
|
1499
|
-
|
|
1500
|
-
uri: "
|
|
291
|
+
name: "greeting",
|
|
292
|
+
description: "A simple greeting resource",
|
|
293
|
+
uri: "greeting-resource"
|
|
1501
294
|
}
|
|
1502
295
|
]
|
|
1503
296
|
};
|
|
1504
297
|
}
|
|
1505
|
-
|
|
1506
|
-
|
|
1507
|
-
)
|
|
1508
|
-
|
|
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}:
|
|
1518
|
-
|
|
1519
|
-
${JSON.stringify(analysis, null, 2)}`,
|
|
1520
|
-
uri: "technicalAnalysis"
|
|
1521
|
-
}
|
|
1522
|
-
]
|
|
1523
|
-
};
|
|
1524
|
-
} catch (error) {
|
|
1525
|
-
return {
|
|
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
|
|
1534
|
-
};
|
|
1535
|
-
}
|
|
1536
|
-
};
|
|
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
|
-
});
|
|
298
|
+
);
|
|
299
|
+
this.server.setRequestHandler(
|
|
300
|
+
import_zod.z.object({ method: import_zod.z.literal("resources/templates/list") }),
|
|
301
|
+
async (request, extra) => {
|
|
1627
302
|
return {
|
|
1628
|
-
|
|
303
|
+
resourceTemplates: [
|
|
1629
304
|
{
|
|
1630
|
-
|
|
1631
|
-
|
|
1632
|
-
|
|
1633
|
-
|
|
1634
|
-
|
|
1635
|
-
|
|
1636
|
-
|
|
1637
|
-
|
|
1638
|
-
|
|
1639
|
-
|
|
1640
|
-
|
|
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"
|
|
1654
|
-
}
|
|
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: [
|
|
305
|
+
name: "stockGraph",
|
|
306
|
+
description: "Generates a price chart for a given symbol",
|
|
307
|
+
uriTemplate: "stockGraph/{symbol}",
|
|
308
|
+
parameters: {
|
|
309
|
+
type: "object",
|
|
310
|
+
properties: {
|
|
311
|
+
symbol: { type: "string" }
|
|
312
|
+
},
|
|
313
|
+
required: ["symbol"]
|
|
314
|
+
}
|
|
315
|
+
},
|
|
1745
316
|
{
|
|
1746
|
-
|
|
1747
|
-
|
|
1748
|
-
|
|
317
|
+
name: "stockPriceHistory",
|
|
318
|
+
description: "Returns price history for a given symbol",
|
|
319
|
+
uriTemplate: "stockPriceHistory/{symbol}",
|
|
320
|
+
parameters: {
|
|
321
|
+
type: "object",
|
|
322
|
+
properties: {
|
|
323
|
+
symbol: { type: "string" }
|
|
324
|
+
},
|
|
325
|
+
required: ["symbol"]
|
|
326
|
+
}
|
|
1749
327
|
}
|
|
1750
328
|
]
|
|
1751
329
|
};
|
|
1752
330
|
}
|
|
1753
|
-
|
|
1754
|
-
|
|
1755
|
-
|
|
1756
|
-
|
|
1757
|
-
|
|
1758
|
-
|
|
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
|
-
},
|
|
331
|
+
);
|
|
332
|
+
this.server.setRequestHandler(
|
|
333
|
+
import_zod.z.object({ method: import_zod.z.literal("tools/list") }),
|
|
334
|
+
async (request, extra) => {
|
|
335
|
+
return {
|
|
336
|
+
tools: [
|
|
1790
337
|
{
|
|
1791
|
-
|
|
1792
|
-
|
|
1793
|
-
|
|
1794
|
-
|
|
1795
|
-
|
|
1796
|
-
|
|
338
|
+
name: "parse",
|
|
339
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
340
|
+
inputSchema: {
|
|
341
|
+
type: "object",
|
|
342
|
+
properties: {
|
|
343
|
+
fixString: { type: "string" }
|
|
344
|
+
},
|
|
345
|
+
required: ["fixString"]
|
|
346
|
+
}
|
|
1797
347
|
},
|
|
1798
348
|
{
|
|
1799
|
-
|
|
1800
|
-
|
|
1801
|
-
|
|
1802
|
-
|
|
1803
|
-
|
|
1804
|
-
|
|
349
|
+
name: "parseToJSON",
|
|
350
|
+
description: "Parses a FIX message into JSON",
|
|
351
|
+
inputSchema: {
|
|
352
|
+
type: "object",
|
|
353
|
+
properties: {
|
|
354
|
+
fixString: { type: "string" }
|
|
355
|
+
},
|
|
356
|
+
required: ["fixString"]
|
|
357
|
+
}
|
|
1805
358
|
},
|
|
1806
359
|
{
|
|
1807
|
-
|
|
1808
|
-
|
|
1809
|
-
|
|
1810
|
-
|
|
1811
|
-
|
|
1812
|
-
|
|
360
|
+
name: "verifyOrder",
|
|
361
|
+
description: "Verifies order parameters before execution",
|
|
362
|
+
inputSchema: {
|
|
363
|
+
type: "object",
|
|
364
|
+
properties: {
|
|
365
|
+
clOrdID: { type: "string" },
|
|
366
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
367
|
+
quantity: { type: "string" },
|
|
368
|
+
price: { type: "string" },
|
|
369
|
+
ordType: {
|
|
370
|
+
type: "string",
|
|
371
|
+
enum: [
|
|
372
|
+
"1",
|
|
373
|
+
"2",
|
|
374
|
+
"3",
|
|
375
|
+
"4",
|
|
376
|
+
"5",
|
|
377
|
+
"6",
|
|
378
|
+
"7",
|
|
379
|
+
"8",
|
|
380
|
+
"9",
|
|
381
|
+
"A",
|
|
382
|
+
"B",
|
|
383
|
+
"C",
|
|
384
|
+
"D",
|
|
385
|
+
"E",
|
|
386
|
+
"F",
|
|
387
|
+
"G",
|
|
388
|
+
"H",
|
|
389
|
+
"I",
|
|
390
|
+
"J",
|
|
391
|
+
"K",
|
|
392
|
+
"L",
|
|
393
|
+
"M",
|
|
394
|
+
"P",
|
|
395
|
+
"Q",
|
|
396
|
+
"R",
|
|
397
|
+
"S"
|
|
398
|
+
]
|
|
399
|
+
},
|
|
400
|
+
side: {
|
|
401
|
+
type: "string",
|
|
402
|
+
enum: [
|
|
403
|
+
"1",
|
|
404
|
+
"2",
|
|
405
|
+
"3",
|
|
406
|
+
"4",
|
|
407
|
+
"5",
|
|
408
|
+
"6",
|
|
409
|
+
"7",
|
|
410
|
+
"8",
|
|
411
|
+
"9",
|
|
412
|
+
"A",
|
|
413
|
+
"B",
|
|
414
|
+
"C",
|
|
415
|
+
"D",
|
|
416
|
+
"E",
|
|
417
|
+
"F",
|
|
418
|
+
"G",
|
|
419
|
+
"H"
|
|
420
|
+
]
|
|
421
|
+
},
|
|
422
|
+
symbol: { type: "string" },
|
|
423
|
+
timeInForce: {
|
|
424
|
+
type: "string",
|
|
425
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
|
|
426
|
+
}
|
|
427
|
+
},
|
|
428
|
+
required: [
|
|
429
|
+
"clOrdID",
|
|
430
|
+
"handlInst",
|
|
431
|
+
"quantity",
|
|
432
|
+
"price",
|
|
433
|
+
"ordType",
|
|
434
|
+
"side",
|
|
435
|
+
"symbol",
|
|
436
|
+
"timeInForce"
|
|
437
|
+
]
|
|
438
|
+
}
|
|
1813
439
|
},
|
|
1814
440
|
{
|
|
1815
|
-
|
|
1816
|
-
|
|
1817
|
-
|
|
1818
|
-
|
|
1819
|
-
|
|
1820
|
-
|
|
441
|
+
name: "executeOrder",
|
|
442
|
+
description: "Executes a verified order",
|
|
443
|
+
inputSchema: {
|
|
444
|
+
type: "object",
|
|
445
|
+
properties: {
|
|
446
|
+
clOrdID: { type: "string" },
|
|
447
|
+
handlInst: { type: "string", enum: ["1", "2", "3"] },
|
|
448
|
+
quantity: { type: "string" },
|
|
449
|
+
price: { type: "string" },
|
|
450
|
+
ordType: { type: "string" },
|
|
451
|
+
side: { type: "string" },
|
|
452
|
+
symbol: { type: "string" },
|
|
453
|
+
timeInForce: { type: "string" }
|
|
454
|
+
},
|
|
455
|
+
required: [
|
|
456
|
+
"clOrdID",
|
|
457
|
+
"handlInst",
|
|
458
|
+
"quantity",
|
|
459
|
+
"price",
|
|
460
|
+
"ordType",
|
|
461
|
+
"side",
|
|
462
|
+
"symbol",
|
|
463
|
+
"timeInForce"
|
|
464
|
+
]
|
|
465
|
+
}
|
|
1821
466
|
},
|
|
1822
467
|
{
|
|
1823
|
-
|
|
1824
|
-
|
|
1825
|
-
|
|
1826
|
-
|
|
1827
|
-
|
|
1828
|
-
|
|
1829
|
-
|
|
1830
|
-
|
|
1831
|
-
|
|
1832
|
-
|
|
1833
|
-
|
|
1834
|
-
|
|
1835
|
-
|
|
1836
|
-
|
|
1837
|
-
|
|
1838
|
-
|
|
1839
|
-
|
|
1840
|
-
|
|
1841
|
-
y: {
|
|
1842
|
-
beginAtZero: false,
|
|
1843
|
-
title: {
|
|
1844
|
-
display: true,
|
|
1845
|
-
text: "Price / Normalized Volume"
|
|
468
|
+
name: "marketDataRequest",
|
|
469
|
+
description: "Requests market data for specified symbols",
|
|
470
|
+
inputSchema: {
|
|
471
|
+
type: "object",
|
|
472
|
+
properties: {
|
|
473
|
+
mdUpdateType: { type: "string", enum: ["0", "1"] },
|
|
474
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
475
|
+
mdReqID: { type: "string" },
|
|
476
|
+
subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
|
|
477
|
+
mdEntryTypes: { type: "array", items: { type: "string" } }
|
|
478
|
+
},
|
|
479
|
+
required: [
|
|
480
|
+
"mdUpdateType",
|
|
481
|
+
"symbols",
|
|
482
|
+
"mdReqID",
|
|
483
|
+
"subscriptionRequestType",
|
|
484
|
+
"mdEntryTypes"
|
|
485
|
+
]
|
|
1846
486
|
}
|
|
1847
487
|
}
|
|
1848
|
-
}
|
|
1849
|
-
}
|
|
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
|
-
}
|
|
1863
|
-
}
|
|
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"
|
|
1873
|
-
}
|
|
1874
|
-
],
|
|
1875
|
-
isError: true
|
|
1876
|
-
};
|
|
1877
|
-
}
|
|
1878
|
-
};
|
|
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
488
|
]
|
|
1894
489
|
};
|
|
1895
490
|
}
|
|
1896
|
-
|
|
1897
|
-
|
|
1898
|
-
|
|
1899
|
-
|
|
1900
|
-
|
|
1901
|
-
|
|
1902
|
-
|
|
1903
|
-
|
|
1904
|
-
|
|
1905
|
-
|
|
1906
|
-
|
|
1907
|
-
|
|
1908
|
-
|
|
1909
|
-
|
|
1910
|
-
|
|
1911
|
-
|
|
1912
|
-
|
|
1913
|
-
|
|
1914
|
-
|
|
1915
|
-
|
|
1916
|
-
|
|
1917
|
-
|
|
1918
|
-
|
|
1919
|
-
|
|
1920
|
-
|
|
1921
|
-
|
|
1922
|
-
|
|
1923
|
-
|
|
1924
|
-
|
|
1925
|
-
|
|
1926
|
-
|
|
1927
|
-
|
|
1928
|
-
|
|
1929
|
-
|
|
1930
|
-
|
|
1931
|
-
|
|
1932
|
-
|
|
1933
|
-
|
|
1934
|
-
|
|
1935
|
-
|
|
1936
|
-
|
|
1937
|
-
|
|
1938
|
-
|
|
1939
|
-
|
|
1940
|
-
|
|
1941
|
-
|
|
1942
|
-
|
|
1943
|
-
|
|
1944
|
-
|
|
1945
|
-
|
|
1946
|
-
|
|
1947
|
-
|
|
1948
|
-
|
|
1949
|
-
|
|
1950
|
-
|
|
1951
|
-
|
|
1952
|
-
|
|
1953
|
-
|
|
1954
|
-
|
|
1955
|
-
|
|
1956
|
-
|
|
1957
|
-
|
|
1958
|
-
|
|
1959
|
-
|
|
1960
|
-
|
|
1961
|
-
|
|
1962
|
-
|
|
1963
|
-
|
|
1964
|
-
|
|
1965
|
-
|
|
1966
|
-
|
|
1967
|
-
|
|
1968
|
-
|
|
1969
|
-
|
|
1970
|
-
|
|
1971
|
-
|
|
1972
|
-
|
|
1973
|
-
|
|
1974
|
-
|
|
1975
|
-
|
|
1976
|
-
|
|
1977
|
-
|
|
1978
|
-
|
|
1979
|
-
|
|
1980
|
-
|
|
1981
|
-
|
|
1982
|
-
|
|
1983
|
-
|
|
1984
|
-
|
|
1985
|
-
|
|
1986
|
-
|
|
1987
|
-
|
|
1988
|
-
|
|
1989
|
-
|
|
1990
|
-
|
|
1991
|
-
|
|
1992
|
-
|
|
1993
|
-
|
|
1994
|
-
|
|
1995
|
-
|
|
1996
|
-
|
|
1997
|
-
|
|
1998
|
-
|
|
1999
|
-
|
|
2000
|
-
|
|
2001
|
-
|
|
2002
|
-
|
|
2003
|
-
|
|
2004
|
-
|
|
2005
|
-
|
|
2006
|
-
|
|
2007
|
-
|
|
2008
|
-
|
|
2009
|
-
|
|
2010
|
-
|
|
2011
|
-
|
|
2012
|
-
|
|
2013
|
-
|
|
2014
|
-
|
|
2015
|
-
|
|
2016
|
-
|
|
2017
|
-
|
|
2018
|
-
|
|
2019
|
-
|
|
2020
|
-
|
|
2021
|
-
|
|
2022
|
-
|
|
2023
|
-
|
|
2024
|
-
|
|
2025
|
-
|
|
2026
|
-
|
|
2027
|
-
|
|
2028
|
-
|
|
2029
|
-
|
|
2030
|
-
|
|
2031
|
-
|
|
2032
|
-
|
|
2033
|
-
|
|
2034
|
-
|
|
2035
|
-
|
|
2036
|
-
|
|
2037
|
-
|
|
2038
|
-
|
|
2039
|
-
|
|
2040
|
-
|
|
2041
|
-
|
|
2042
|
-
|
|
2043
|
-
|
|
2044
|
-
|
|
2045
|
-
|
|
2046
|
-
|
|
2047
|
-
|
|
2048
|
-
|
|
2049
|
-
|
|
2050
|
-
|
|
2051
|
-
|
|
2052
|
-
|
|
2053
|
-
|
|
2054
|
-
|
|
2055
|
-
|
|
2056
|
-
|
|
2057
|
-
|
|
2058
|
-
|
|
2059
|
-
|
|
2060
|
-
|
|
2061
|
-
|
|
2062
|
-
|
|
2063
|
-
|
|
2064
|
-
|
|
2065
|
-
|
|
491
|
+
);
|
|
492
|
+
this.server.setRequestHandler(
|
|
493
|
+
import_zod.z.object({
|
|
494
|
+
method: import_zod.z.literal("tools/call"),
|
|
495
|
+
params: import_zod.z.object({
|
|
496
|
+
name: import_zod.z.string(),
|
|
497
|
+
arguments: import_zod.z.any(),
|
|
498
|
+
_meta: import_zod.z.object({
|
|
499
|
+
progressToken: import_zod.z.number()
|
|
500
|
+
}).optional()
|
|
501
|
+
})
|
|
502
|
+
}),
|
|
503
|
+
async (request, extra) => {
|
|
504
|
+
const { name, arguments: args } = request.params;
|
|
505
|
+
switch (name) {
|
|
506
|
+
case "parse":
|
|
507
|
+
try {
|
|
508
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
509
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
510
|
+
return {
|
|
511
|
+
contents: [
|
|
512
|
+
{
|
|
513
|
+
type: "text",
|
|
514
|
+
text: "Error: Failed to parse FIX string",
|
|
515
|
+
uri: "parse"
|
|
516
|
+
}
|
|
517
|
+
],
|
|
518
|
+
isError: true
|
|
519
|
+
};
|
|
520
|
+
}
|
|
521
|
+
return {
|
|
522
|
+
contents: [
|
|
523
|
+
{
|
|
524
|
+
type: "text",
|
|
525
|
+
text: `${parsedMessage[0].description}
|
|
526
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
527
|
+
uri: "parse"
|
|
528
|
+
}
|
|
529
|
+
]
|
|
530
|
+
};
|
|
531
|
+
} catch (error) {
|
|
532
|
+
return {
|
|
533
|
+
contents: [
|
|
534
|
+
{
|
|
535
|
+
type: "text",
|
|
536
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
537
|
+
uri: "parse"
|
|
538
|
+
}
|
|
539
|
+
],
|
|
540
|
+
isError: true
|
|
541
|
+
};
|
|
542
|
+
}
|
|
543
|
+
case "parseToJSON":
|
|
544
|
+
try {
|
|
545
|
+
const parsedMessage = this.parser?.parse(args.fixString);
|
|
546
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
547
|
+
return {
|
|
548
|
+
contents: [
|
|
549
|
+
{
|
|
550
|
+
type: "text",
|
|
551
|
+
text: "Error: Failed to parse FIX string",
|
|
552
|
+
uri: "parseToJSON"
|
|
553
|
+
}
|
|
554
|
+
],
|
|
555
|
+
isError: true
|
|
556
|
+
};
|
|
557
|
+
}
|
|
558
|
+
return {
|
|
559
|
+
contents: [
|
|
560
|
+
{
|
|
561
|
+
type: "text",
|
|
562
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
563
|
+
uri: "parseToJSON"
|
|
564
|
+
}
|
|
565
|
+
]
|
|
566
|
+
};
|
|
567
|
+
} catch (error) {
|
|
568
|
+
return {
|
|
569
|
+
contents: [
|
|
570
|
+
{
|
|
571
|
+
type: "text",
|
|
572
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
573
|
+
uri: "parseToJSON"
|
|
574
|
+
}
|
|
575
|
+
],
|
|
576
|
+
isError: true
|
|
577
|
+
};
|
|
578
|
+
}
|
|
579
|
+
case "verifyOrder":
|
|
580
|
+
try {
|
|
581
|
+
this.verifiedOrders.set(args.clOrdID, {
|
|
582
|
+
clOrdID: args.clOrdID,
|
|
583
|
+
handlInst: args.handlInst,
|
|
584
|
+
quantity: Number.parseFloat(args.quantity),
|
|
585
|
+
price: Number.parseFloat(args.price),
|
|
586
|
+
ordType: args.ordType,
|
|
587
|
+
side: args.side,
|
|
588
|
+
symbol: args.symbol,
|
|
589
|
+
timeInForce: args.timeInForce
|
|
590
|
+
});
|
|
591
|
+
const ordTypeNames = {
|
|
592
|
+
"1": "Market",
|
|
593
|
+
"2": "Limit",
|
|
594
|
+
"3": "Stop",
|
|
595
|
+
"4": "StopLimit",
|
|
596
|
+
"5": "MarketOnClose",
|
|
597
|
+
"6": "WithOrWithout",
|
|
598
|
+
"7": "LimitOrBetter",
|
|
599
|
+
"8": "LimitWithOrWithout",
|
|
600
|
+
"9": "OnBasis",
|
|
601
|
+
A: "OnClose",
|
|
602
|
+
B: "LimitOnClose",
|
|
603
|
+
C: "ForexMarket",
|
|
604
|
+
D: "PreviouslyQuoted",
|
|
605
|
+
E: "PreviouslyIndicated",
|
|
606
|
+
F: "ForexLimit",
|
|
607
|
+
G: "ForexSwap",
|
|
608
|
+
H: "ForexPreviouslyQuoted",
|
|
609
|
+
I: "Funari",
|
|
610
|
+
J: "MarketIfTouched",
|
|
611
|
+
K: "MarketWithLeftOverAsLimit",
|
|
612
|
+
L: "PreviousFundValuationPoint",
|
|
613
|
+
M: "NextFundValuationPoint",
|
|
614
|
+
P: "Pegged",
|
|
615
|
+
Q: "CounterOrderSelection",
|
|
616
|
+
R: "StopOnBidOrOffer",
|
|
617
|
+
S: "StopLimitOnBidOrOffer"
|
|
618
|
+
};
|
|
619
|
+
const sideNames = {
|
|
620
|
+
"1": "Buy",
|
|
621
|
+
"2": "Sell",
|
|
622
|
+
"3": "BuyMinus",
|
|
623
|
+
"4": "SellPlus",
|
|
624
|
+
"5": "SellShort",
|
|
625
|
+
"6": "SellShortExempt",
|
|
626
|
+
"7": "Undisclosed",
|
|
627
|
+
"8": "Cross",
|
|
628
|
+
"9": "CrossShort",
|
|
629
|
+
A: "CrossShortExempt",
|
|
630
|
+
B: "AsDefined",
|
|
631
|
+
C: "Opposite",
|
|
632
|
+
D: "Subscribe",
|
|
633
|
+
E: "Redeem",
|
|
634
|
+
F: "Lend",
|
|
635
|
+
G: "Borrow",
|
|
636
|
+
H: "SellUndisclosed"
|
|
637
|
+
};
|
|
638
|
+
const timeInForceNames = {
|
|
639
|
+
"0": "Day",
|
|
640
|
+
"1": "GoodTillCancel",
|
|
641
|
+
"2": "AtTheOpening",
|
|
642
|
+
"3": "ImmediateOrCancel",
|
|
643
|
+
"4": "FillOrKill",
|
|
644
|
+
"5": "GoodTillCrossing",
|
|
645
|
+
"6": "GoodTillDate",
|
|
646
|
+
"7": "AtTheClose",
|
|
647
|
+
"8": "GoodThroughCrossing",
|
|
648
|
+
"9": "AtCrossing",
|
|
649
|
+
A: "GoodForTime",
|
|
650
|
+
B: "GoodForAuction",
|
|
651
|
+
C: "GoodForMonth"
|
|
652
|
+
};
|
|
653
|
+
const handlInstNames = {
|
|
654
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
655
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
656
|
+
"3": "ManualOrder"
|
|
657
|
+
};
|
|
658
|
+
return {
|
|
659
|
+
contents: [
|
|
660
|
+
{
|
|
661
|
+
type: "text",
|
|
662
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
663
|
+
|
|
2066
664
|
Parameters verified:
|
|
2067
665
|
- ClOrdID: ${args.clOrdID}
|
|
2068
666
|
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
@@ -2073,544 +671,350 @@ Parameters verified:
|
|
|
2073
671
|
- Symbol: ${args.symbol}
|
|
2074
672
|
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
2075
673
|
|
|
2076
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
2077
|
-
|
|
2078
|
-
|
|
2079
|
-
|
|
2080
|
-
|
|
2081
|
-
|
|
2082
|
-
|
|
2083
|
-
|
|
2084
|
-
|
|
2085
|
-
|
|
2086
|
-
|
|
2087
|
-
|
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2088
|
-
|
|
2089
|
-
|
|
2090
|
-
|
|
2091
|
-
|
|
2092
|
-
}
|
|
2093
|
-
};
|
|
2094
|
-
};
|
|
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"
|
|
674
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
675
|
+
uri: "verifyOrder"
|
|
676
|
+
}
|
|
677
|
+
]
|
|
678
|
+
};
|
|
679
|
+
} catch (error) {
|
|
680
|
+
return {
|
|
681
|
+
contents: [
|
|
682
|
+
{
|
|
683
|
+
type: "text",
|
|
684
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
685
|
+
uri: "verifyOrder"
|
|
686
|
+
}
|
|
687
|
+
],
|
|
688
|
+
isError: true
|
|
689
|
+
};
|
|
2106
690
|
}
|
|
2107
|
-
|
|
2108
|
-
|
|
2109
|
-
|
|
2110
|
-
|
|
2111
|
-
|
|
2112
|
-
|
|
2113
|
-
|
|
2114
|
-
|
|
2115
|
-
|
|
2116
|
-
|
|
2117
|
-
|
|
2118
|
-
|
|
2119
|
-
|
|
2120
|
-
|
|
2121
|
-
|
|
2122
|
-
|
|
2123
|
-
|
|
2124
|
-
|
|
2125
|
-
|
|
2126
|
-
|
|
2127
|
-
|
|
2128
|
-
|
|
2129
|
-
|
|
2130
|
-
|
|
2131
|
-
|
|
2132
|
-
|
|
2133
|
-
|
|
2134
|
-
|
|
2135
|
-
|
|
2136
|
-
|
|
2137
|
-
|
|
2138
|
-
|
|
2139
|
-
|
|
2140
|
-
|
|
2141
|
-
|
|
2142
|
-
|
|
2143
|
-
|
|
2144
|
-
|
|
2145
|
-
|
|
2146
|
-
|
|
2147
|
-
|
|
2148
|
-
|
|
2149
|
-
|
|
2150
|
-
|
|
2151
|
-
|
|
2152
|
-
|
|
2153
|
-
|
|
2154
|
-
|
|
2155
|
-
|
|
2156
|
-
|
|
2157
|
-
|
|
2158
|
-
|
|
2159
|
-
|
|
2160
|
-
|
|
2161
|
-
|
|
2162
|
-
|
|
2163
|
-
|
|
2164
|
-
|
|
2165
|
-
|
|
2166
|
-
|
|
2167
|
-
|
|
2168
|
-
|
|
2169
|
-
|
|
2170
|
-
|
|
2171
|
-
|
|
2172
|
-
|
|
2173
|
-
|
|
2174
|
-
|
|
2175
|
-
|
|
2176
|
-
|
|
2177
|
-
|
|
2178
|
-
|
|
2179
|
-
|
|
2180
|
-
|
|
2181
|
-
|
|
2182
|
-
|
|
2183
|
-
|
|
2184
|
-
|
|
2185
|
-
|
|
2186
|
-
|
|
2187
|
-
|
|
2188
|
-
content: [
|
|
2189
|
-
{
|
|
2190
|
-
type: "text",
|
|
2191
|
-
text: "Error: Failed to parse FIX string",
|
|
2192
|
-
uri: "parse"
|
|
691
|
+
case "executeOrder":
|
|
692
|
+
try {
|
|
693
|
+
const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
|
|
694
|
+
if (!verifiedOrder) {
|
|
695
|
+
return {
|
|
696
|
+
contents: [
|
|
697
|
+
{
|
|
698
|
+
type: "text",
|
|
699
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
700
|
+
uri: "executeOrder"
|
|
701
|
+
}
|
|
702
|
+
],
|
|
703
|
+
isError: true
|
|
704
|
+
};
|
|
705
|
+
}
|
|
706
|
+
if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(args.quantity) || verifiedOrder.price !== Number.parseFloat(args.price) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
|
|
707
|
+
return {
|
|
708
|
+
contents: [
|
|
709
|
+
{
|
|
710
|
+
type: "text",
|
|
711
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
712
|
+
uri: "executeOrder"
|
|
713
|
+
}
|
|
714
|
+
],
|
|
715
|
+
isError: true
|
|
716
|
+
};
|
|
717
|
+
}
|
|
718
|
+
const response = new Promise((resolve) => {
|
|
719
|
+
this.pendingRequests.set(args.clOrdID, resolve);
|
|
720
|
+
});
|
|
721
|
+
const order = this.parser?.createMessage(
|
|
722
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
723
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
724
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
725
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
726
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
727
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, args.clOrdID),
|
|
728
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, args.side),
|
|
729
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, args.symbol),
|
|
730
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, Number.parseFloat(args.quantity)),
|
|
731
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, Number.parseFloat(args.price)),
|
|
732
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, args.ordType),
|
|
733
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, args.handlInst),
|
|
734
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, args.timeInForce),
|
|
735
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
736
|
+
);
|
|
737
|
+
if (!this.parser?.connected) {
|
|
738
|
+
return {
|
|
739
|
+
contents: [
|
|
740
|
+
{
|
|
741
|
+
type: "text",
|
|
742
|
+
text: "Error: Not connected. Ignoring message.",
|
|
743
|
+
uri: "executeOrder"
|
|
744
|
+
}
|
|
745
|
+
],
|
|
746
|
+
isError: true
|
|
747
|
+
};
|
|
748
|
+
}
|
|
749
|
+
this.parser?.send(order);
|
|
750
|
+
const fixData = await response;
|
|
751
|
+
this.verifiedOrders.delete(args.clOrdID);
|
|
752
|
+
return {
|
|
753
|
+
contents: [
|
|
754
|
+
{
|
|
755
|
+
type: "text",
|
|
756
|
+
text: fixData.messageType === import_fixparser.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
757
|
+
uri: "executeOrder"
|
|
758
|
+
}
|
|
759
|
+
]
|
|
760
|
+
};
|
|
761
|
+
} catch (error) {
|
|
762
|
+
return {
|
|
763
|
+
contents: [
|
|
764
|
+
{
|
|
765
|
+
type: "text",
|
|
766
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
767
|
+
uri: "executeOrder"
|
|
768
|
+
}
|
|
769
|
+
],
|
|
770
|
+
isError: true
|
|
771
|
+
};
|
|
2193
772
|
}
|
|
2194
|
-
|
|
2195
|
-
|
|
2196
|
-
|
|
2197
|
-
|
|
2198
|
-
|
|
2199
|
-
|
|
2200
|
-
|
|
2201
|
-
|
|
2202
|
-
|
|
2203
|
-
|
|
2204
|
-
|
|
2205
|
-
|
|
2206
|
-
|
|
2207
|
-
|
|
2208
|
-
|
|
2209
|
-
|
|
2210
|
-
|
|
2211
|
-
|
|
2212
|
-
|
|
2213
|
-
|
|
2214
|
-
|
|
2215
|
-
|
|
2216
|
-
|
|
2217
|
-
|
|
2218
|
-
|
|
2219
|
-
|
|
2220
|
-
|
|
2221
|
-
|
|
2222
|
-
|
|
2223
|
-
|
|
2224
|
-
|
|
2225
|
-
|
|
2226
|
-
|
|
2227
|
-
|
|
2228
|
-
|
|
2229
|
-
|
|
2230
|
-
|
|
2231
|
-
|
|
2232
|
-
|
|
2233
|
-
|
|
2234
|
-
|
|
773
|
+
case "marketDataRequest":
|
|
774
|
+
try {
|
|
775
|
+
const response = new Promise((resolve) => {
|
|
776
|
+
this.pendingRequests.set(args.mdReqID, resolve);
|
|
777
|
+
});
|
|
778
|
+
const messageFields = [
|
|
779
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
780
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
781
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
782
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
783
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
784
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
785
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
786
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
787
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
788
|
+
];
|
|
789
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
790
|
+
args.symbols.forEach((symbol) => {
|
|
791
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
792
|
+
});
|
|
793
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, args.mdEntryTypes.length));
|
|
794
|
+
args.mdEntryTypes.forEach((entryType) => {
|
|
795
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
796
|
+
});
|
|
797
|
+
const mdr = this.parser?.createMessage(...messageFields);
|
|
798
|
+
if (!this.parser?.connected) {
|
|
799
|
+
return {
|
|
800
|
+
contents: [
|
|
801
|
+
{
|
|
802
|
+
type: "text",
|
|
803
|
+
text: "Error: Not connected. Ignoring message.",
|
|
804
|
+
uri: "marketDataRequest"
|
|
805
|
+
}
|
|
806
|
+
],
|
|
807
|
+
isError: true
|
|
808
|
+
};
|
|
809
|
+
}
|
|
810
|
+
this.parser?.send(mdr);
|
|
811
|
+
const fixData = await response;
|
|
812
|
+
return {
|
|
813
|
+
contents: [
|
|
814
|
+
{
|
|
815
|
+
type: "text",
|
|
816
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
817
|
+
uri: "marketDataRequest"
|
|
818
|
+
}
|
|
819
|
+
]
|
|
820
|
+
};
|
|
821
|
+
} catch (error) {
|
|
822
|
+
return {
|
|
823
|
+
contents: [
|
|
824
|
+
{
|
|
825
|
+
type: "text",
|
|
826
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
827
|
+
uri: "marketDataRequest"
|
|
828
|
+
}
|
|
829
|
+
],
|
|
830
|
+
isError: true
|
|
831
|
+
};
|
|
2235
832
|
}
|
|
2236
|
-
|
|
2237
|
-
|
|
2238
|
-
|
|
2239
|
-
|
|
2240
|
-
|
|
2241
|
-
|
|
2242
|
-
|
|
2243
|
-
|
|
2244
|
-
|
|
2245
|
-
|
|
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
|
-
};
|
|
2262
|
-
};
|
|
2263
|
-
|
|
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;
|
|
2280
|
-
}
|
|
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;
|
|
2474
|
-
}
|
|
2475
|
-
}
|
|
2476
|
-
data.spread = data.offer - data.bid;
|
|
2477
|
-
if (!marketDataPrices.has(symbol)) {
|
|
2478
|
-
marketDataPrices.set(symbol, []);
|
|
2479
|
-
}
|
|
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);
|
|
2500
|
-
}
|
|
2501
|
-
}
|
|
2502
|
-
}
|
|
2503
|
-
|
|
2504
|
-
// src/MCPLocal.ts
|
|
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;
|
|
2526
|
-
server = new import_server.Server(
|
|
2527
|
-
{
|
|
2528
|
-
name: "fixparser",
|
|
2529
|
-
version: "1.0.0"
|
|
2530
|
-
},
|
|
2531
|
-
{
|
|
2532
|
-
capabilities: {
|
|
2533
|
-
tools: Object.entries(toolSchemas).reduce(
|
|
2534
|
-
(acc, [name, { description, schema }]) => {
|
|
2535
|
-
acc[name] = {
|
|
2536
|
-
description,
|
|
2537
|
-
parameters: schema
|
|
833
|
+
default:
|
|
834
|
+
return {
|
|
835
|
+
contents: [
|
|
836
|
+
{
|
|
837
|
+
type: "text",
|
|
838
|
+
text: `Tool not found: ${name}`,
|
|
839
|
+
uri: name
|
|
840
|
+
}
|
|
841
|
+
],
|
|
842
|
+
isError: true
|
|
2538
843
|
};
|
|
2539
|
-
|
|
2540
|
-
},
|
|
2541
|
-
{}
|
|
2542
|
-
)
|
|
844
|
+
}
|
|
2543
845
|
}
|
|
2544
|
-
|
|
2545
|
-
);
|
|
2546
|
-
transport = new import_stdio.StdioServerTransport();
|
|
2547
|
-
constructor({ logger, onReady }) {
|
|
2548
|
-
super({ logger, onReady });
|
|
2549
|
-
}
|
|
2550
|
-
async register(parser) {
|
|
2551
|
-
this.parser = parser;
|
|
2552
|
-
this.parser.addOnMessageCallback((message) => {
|
|
2553
|
-
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
2554
|
-
});
|
|
2555
|
-
this.addWorkflows();
|
|
2556
|
-
await this.server.connect(this.transport);
|
|
2557
|
-
if (this.onReady) {
|
|
2558
|
-
this.onReady();
|
|
2559
|
-
}
|
|
2560
|
-
}
|
|
2561
|
-
addWorkflows() {
|
|
2562
|
-
if (!this.parser) {
|
|
2563
|
-
return;
|
|
2564
|
-
}
|
|
2565
|
-
if (!this.server) {
|
|
2566
|
-
return;
|
|
2567
|
-
}
|
|
2568
|
-
this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
|
|
2569
|
-
return {
|
|
2570
|
-
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
2571
|
-
name,
|
|
2572
|
-
description,
|
|
2573
|
-
inputSchema: schema
|
|
2574
|
-
}))
|
|
2575
|
-
};
|
|
2576
|
-
});
|
|
846
|
+
);
|
|
2577
847
|
this.server.setRequestHandler(
|
|
2578
848
|
import_zod.z.object({
|
|
2579
|
-
method: import_zod.z.literal("
|
|
849
|
+
method: import_zod.z.literal("resources/read"),
|
|
2580
850
|
params: import_zod.z.object({
|
|
2581
|
-
|
|
2582
|
-
arguments: import_zod.z.any(),
|
|
2583
|
-
_meta: import_zod.z.object({
|
|
2584
|
-
progressToken: import_zod.z.number()
|
|
2585
|
-
}).optional()
|
|
851
|
+
uri: import_zod.z.string()
|
|
2586
852
|
})
|
|
2587
853
|
}),
|
|
2588
|
-
async (request) => {
|
|
2589
|
-
const {
|
|
2590
|
-
|
|
2591
|
-
|
|
2592
|
-
|
|
2593
|
-
|
|
2594
|
-
|
|
2595
|
-
|
|
2596
|
-
|
|
2597
|
-
|
|
2598
|
-
|
|
2599
|
-
|
|
2600
|
-
|
|
2601
|
-
|
|
2602
|
-
|
|
2603
|
-
|
|
854
|
+
async (request, extra) => {
|
|
855
|
+
const { uri } = request.params;
|
|
856
|
+
switch (uri) {
|
|
857
|
+
case "greeting-resource":
|
|
858
|
+
return {
|
|
859
|
+
contents: [
|
|
860
|
+
{
|
|
861
|
+
type: "text",
|
|
862
|
+
text: "Hello, world!",
|
|
863
|
+
uri: "greeting-resource"
|
|
864
|
+
}
|
|
865
|
+
]
|
|
866
|
+
};
|
|
867
|
+
case "stockGraph":
|
|
868
|
+
return {
|
|
869
|
+
contents: [
|
|
870
|
+
{
|
|
871
|
+
type: "text",
|
|
872
|
+
text: "This resource requires a symbol parameter. Please use the stockGraph/{symbol} resource.",
|
|
873
|
+
uri: "stockGraph"
|
|
874
|
+
}
|
|
875
|
+
]
|
|
876
|
+
};
|
|
877
|
+
case "stockPriceHistory":
|
|
878
|
+
return {
|
|
879
|
+
contents: [
|
|
880
|
+
{
|
|
881
|
+
type: "text",
|
|
882
|
+
text: "This resource requires a symbol parameter. Please use the stockPriceHistory/{symbol} resource.",
|
|
883
|
+
uri: "stockPriceHistory"
|
|
884
|
+
}
|
|
885
|
+
]
|
|
886
|
+
};
|
|
887
|
+
default:
|
|
888
|
+
if (uri.startsWith("stockGraph/")) {
|
|
889
|
+
const symbol = uri.split("/")[1];
|
|
890
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
891
|
+
if (priceHistory.length === 0) {
|
|
892
|
+
return {
|
|
893
|
+
contents: [
|
|
894
|
+
{
|
|
895
|
+
type: "text",
|
|
896
|
+
text: `No price data available for ${symbol}`,
|
|
897
|
+
uri
|
|
898
|
+
}
|
|
899
|
+
]
|
|
900
|
+
};
|
|
2604
901
|
}
|
|
2605
|
-
|
|
2606
|
-
|
|
2607
|
-
|
|
902
|
+
const width = 600;
|
|
903
|
+
const height = 300;
|
|
904
|
+
const padding = 40;
|
|
905
|
+
const xScale = (width - 2 * padding) / (priceHistory.length - 1);
|
|
906
|
+
const yMin = Math.min(...priceHistory.map((d) => d.price));
|
|
907
|
+
const yMax = Math.max(...priceHistory.map((d) => d.price));
|
|
908
|
+
const yScale = (height - 2 * padding) / (yMax - yMin);
|
|
909
|
+
const points = priceHistory.map((d, i) => {
|
|
910
|
+
const x = padding + i * xScale;
|
|
911
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
912
|
+
return `${x},${y}`;
|
|
913
|
+
}).join(" L ");
|
|
914
|
+
const svg = `<?xml version="1.0" encoding="UTF-8"?>
|
|
915
|
+
<svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
|
|
916
|
+
<!-- Background -->
|
|
917
|
+
<rect width="100%" height="100%" fill="#f8f9fa"/>
|
|
918
|
+
|
|
919
|
+
<!-- Grid lines -->
|
|
920
|
+
<g stroke="#e9ecef" stroke-width="1">
|
|
921
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
922
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
923
|
+
return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
|
|
924
|
+
}).join("\n")}
|
|
925
|
+
</g>
|
|
926
|
+
|
|
927
|
+
<!-- Price line -->
|
|
928
|
+
<path d="M ${points}"
|
|
929
|
+
fill="none"
|
|
930
|
+
stroke="#007bff"
|
|
931
|
+
stroke-width="2"/>
|
|
932
|
+
|
|
933
|
+
<!-- Data points -->
|
|
934
|
+
${priceHistory.map((d, i) => {
|
|
935
|
+
const x = padding + i * xScale;
|
|
936
|
+
const y = height - padding - (d.price - yMin) * yScale;
|
|
937
|
+
return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
|
|
938
|
+
}).join("\n")}
|
|
939
|
+
|
|
940
|
+
<!-- Labels -->
|
|
941
|
+
<g font-family="Arial" font-size="12" fill="#495057">
|
|
942
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
943
|
+
const x = padding + (width - 2 * padding) * i / 4;
|
|
944
|
+
const index = Math.floor((priceHistory.length - 1) * i / 4);
|
|
945
|
+
const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
|
|
946
|
+
return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
|
|
947
|
+
}).join("\n")}
|
|
948
|
+
${Array.from({ length: 5 }, (_, i) => {
|
|
949
|
+
const y = padding + (height - 2 * padding) * i / 4;
|
|
950
|
+
const price = yMax - (yMax - yMin) * i / 4;
|
|
951
|
+
return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
|
|
952
|
+
}).join("\n")}
|
|
953
|
+
</g>
|
|
954
|
+
|
|
955
|
+
<!-- Title -->
|
|
956
|
+
<text x="${width / 2}" y="${padding / 2}"
|
|
957
|
+
font-family="Arial" font-size="16" font-weight="bold"
|
|
958
|
+
text-anchor="middle" fill="#212529">
|
|
959
|
+
${symbol} - Price Chart (${priceHistory.length} points)
|
|
960
|
+
</text>
|
|
961
|
+
</svg>`;
|
|
962
|
+
return {
|
|
963
|
+
contents: [
|
|
964
|
+
{
|
|
965
|
+
type: "text",
|
|
966
|
+
text: svg,
|
|
967
|
+
uri
|
|
968
|
+
}
|
|
969
|
+
]
|
|
970
|
+
};
|
|
971
|
+
}
|
|
972
|
+
if (uri.startsWith("stockPriceHistory/")) {
|
|
973
|
+
const symbol = uri.split("/")[1];
|
|
974
|
+
const priceHistory = this.marketDataPrices.get(symbol) || [];
|
|
975
|
+
if (priceHistory.length === 0) {
|
|
976
|
+
return {
|
|
977
|
+
contents: [
|
|
978
|
+
{
|
|
979
|
+
type: "text",
|
|
980
|
+
text: `No price data available for ${symbol}`,
|
|
981
|
+
uri
|
|
982
|
+
}
|
|
983
|
+
]
|
|
984
|
+
};
|
|
985
|
+
}
|
|
986
|
+
return {
|
|
987
|
+
contents: [
|
|
988
|
+
{
|
|
989
|
+
type: "text",
|
|
990
|
+
text: JSON.stringify(
|
|
991
|
+
{
|
|
992
|
+
symbol,
|
|
993
|
+
count: priceHistory.length,
|
|
994
|
+
prices: priceHistory.map((point) => ({
|
|
995
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
996
|
+
price: point.price
|
|
997
|
+
}))
|
|
998
|
+
},
|
|
999
|
+
null,
|
|
1000
|
+
2
|
|
1001
|
+
),
|
|
1002
|
+
uri
|
|
1003
|
+
}
|
|
1004
|
+
]
|
|
1005
|
+
};
|
|
1006
|
+
}
|
|
1007
|
+
return {
|
|
1008
|
+
contents: [
|
|
1009
|
+
{
|
|
1010
|
+
type: "text",
|
|
1011
|
+
text: `Resource not found: ${uri}`,
|
|
1012
|
+
uri
|
|
1013
|
+
}
|
|
1014
|
+
],
|
|
1015
|
+
isError: true
|
|
1016
|
+
};
|
|
2608
1017
|
}
|
|
2609
|
-
const result = await handler(args);
|
|
2610
|
-
return {
|
|
2611
|
-
content: result.content,
|
|
2612
|
-
isError: result.isError
|
|
2613
|
-
};
|
|
2614
1018
|
}
|
|
2615
1019
|
);
|
|
2616
1020
|
process.on("SIGINT", async () => {
|