fixparser-plugin-mcp 9.1.7-74db6dbc → 9.1.7-75ded9c1

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@@ -1,2034 +1,642 @@
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  // src/MCPLocal.ts
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  import { Server } from "@modelcontextprotocol/sdk/server/index.js";
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  import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
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+ import { Field, Fields, Messages } from "fixparser";
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  import { z } from "zod";
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-
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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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- /**
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- * Called when server is setup and listening.
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- * @protected
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- */
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- onReady = void 0;
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- /**
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- * Map to store verified orders before execution
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- * @protected
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- */
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- verifiedOrders = /* @__PURE__ */ new Map();
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- /**
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- * Map to store pending market data requests
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- * @protected
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- */
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- pendingRequests = /* @__PURE__ */ new Map();
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- /**
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- * Map to store market data prices
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- * @protected
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- */
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- marketDataPrices = /* @__PURE__ */ new Map();
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- /**
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- * Maximum number of price history entries to keep per symbol
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- * @protected
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- */
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- MAX_PRICE_HISTORY = 1e5;
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- constructor({ logger, onReady }) {
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- this.logger = logger;
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- this.onReady = onReady;
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- }
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- };
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-
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- // src/schemas/schemas.ts
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- var toolSchemas = {
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- parse: {
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- description: "Parses a FIX message and describes it in plain language",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- parseToJSON: {
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- description: "Parses a FIX message into JSON",
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- schema: {
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- type: "object",
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- properties: {
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- fixString: { type: "string" }
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- },
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- required: ["fixString"]
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- }
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- },
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- verifyOrder: {
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- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- executeOrder: {
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- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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- schema: {
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- type: "object",
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- properties: {
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- clOrdID: { type: "string" },
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- handlInst: {
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- type: "string",
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- enum: ["1", "2", "3"],
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- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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- },
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- quantity: { type: "string" },
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- price: { type: "string" },
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- ordType: {
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- type: "string",
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- enum: [
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "P",
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- "Q",
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- "R",
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- "S"
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- ],
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- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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- },
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- side: {
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- type: "string",
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- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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- },
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- symbol: { type: "string" },
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- timeInForce: {
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- type: "string",
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- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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- }
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- },
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- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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- }
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- },
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- 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 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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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H",
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+ "I",
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+ "J",
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+ "K",
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+ "L",
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+ "M",
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+ "P",
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+ "Q",
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+ "R",
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+ "S"
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+ ]
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+ },
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+ side: {
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+ type: "string",
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+ enum: [
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+ "1",
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+ "2",
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+ "3",
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+ "4",
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+ "5",
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+ "6",
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+ "7",
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+ "8",
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+ "9",
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+ "A",
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+ "B",
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+ "C",
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+ "D",
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+ "E",
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+ "F",
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+ "G",
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+ "H"
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+ ]
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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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+ "clOrdID",
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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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+ "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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+ marketDataRequest: {
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+ description: "Requests market data for specified symbols",
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+ parameters: {
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+ type: "object",
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+ properties: {
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+ mdUpdateType: { type: "string", enum: ["0", "1"] },
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+ symbols: { type: "array", items: { type: "string" } },
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+ mdReqID: { type: "string" },
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+ subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
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+ mdEntryTypes: { type: "array", items: { type: "string" } }
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+ },
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+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType", "mdEntryTypes"]
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+ }
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+ }
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  },
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- mdEntryTypes: {
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- type: "array",
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- items: {
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- type: "string",
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- enum: [
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- "0",
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- "1",
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- "2",
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- "3",
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- "4",
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- "5",
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- "6",
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- "7",
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- "8",
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- "9",
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- "A",
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- "B",
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- "C",
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- "D",
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- "E",
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- "F",
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- "G",
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- "H",
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- "I",
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- "J",
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- "K",
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- "L",
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- "M",
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- "N",
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- "O",
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- "P",
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- "Q",
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- "R",
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- "S",
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- "T",
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- "U",
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- "V",
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- "W",
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- "X",
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- "Y",
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- "Z"
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- ]
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+ resources: {
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+ greeting: {
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+ description: "A simple greeting resource",
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+ uri: "greeting-resource"
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  },
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- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
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- }
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- },
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- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
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- }
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- },
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- getStockGraph: {
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- description: "Generates a price chart for a given symbol",
259
- schema: {
260
- type: "object",
261
- properties: {
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- symbol: { type: "string" }
263
- },
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- required: ["symbol"]
265
- }
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- },
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- getStockPriceHistory: {
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- description: "Returns price history for a given symbol",
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- schema: {
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- type: "object",
271
- properties: {
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- symbol: { type: "string" }
273
- },
274
- required: ["symbol"]
275
- }
276
- },
277
- technicalAnalysis: {
278
- description: "Performs comprehensive technical analysis on market data for a given symbol, including indicators like SMA, EMA, RSI, Bollinger Bands, and trading signals",
279
- schema: {
280
- type: "object",
281
- properties: {
282
- symbol: {
283
- type: "string",
284
- description: "The trading symbol to analyze (e.g., AAPL, MSFT, EURUSD)"
285
- }
286
- },
287
- required: ["symbol"]
288
- }
289
- }
290
- };
291
-
292
- // src/tools/analytics.ts
293
- function sum(numbers) {
294
- return numbers.reduce((acc, val) => acc + val, 0);
295
- }
296
- var TechnicalAnalyzer = class {
297
- prices;
298
- volumes;
299
- highs;
300
- lows;
301
- constructor(data) {
302
- this.prices = data.map((d) => d.trade > 0 ? d.trade : d.midPrice);
303
- this.volumes = data.map((d) => d.volume);
304
- this.highs = data.map((d) => d.tradingSessionHighPrice > 0 ? d.tradingSessionHighPrice : d.trade);
305
- this.lows = data.map((d) => d.tradingSessionLowPrice > 0 ? d.tradingSessionLowPrice : d.trade);
306
- }
307
- // Calculate Simple Moving Average
308
- calculateSMA(data, period) {
309
- const sma = [];
310
- for (let i = period - 1; i < data.length; i++) {
311
- const sum2 = data.slice(i - period + 1, i + 1).reduce((a, b) => a + b, 0);
312
- sma.push(sum2 / period);
313
- }
314
- return sma;
315
- }
316
- // Calculate Exponential Moving Average
317
- calculateEMA(data, period) {
318
- const multiplier = 2 / (period + 1);
319
- const ema = [data[0]];
320
- for (let i = 1; i < data.length; i++) {
321
- ema.push(data[i] * multiplier + ema[i - 1] * (1 - multiplier));
322
- }
323
- return ema;
324
- }
325
- // Calculate RSI
326
- calculateRSI(data, period = 14) {
327
- if (data.length < period + 1) return [];
328
- const changes = [];
329
- for (let i = 1; i < data.length; i++) {
330
- changes.push(data[i] - data[i - 1]);
331
- }
332
- const gains = changes.map((change) => change > 0 ? change : 0);
333
- const losses = changes.map((change) => change < 0 ? Math.abs(change) : 0);
334
- let avgGain = gains.slice(0, period).reduce((a, b) => a + b, 0) / period;
335
- let avgLoss = losses.slice(0, period).reduce((a, b) => a + b, 0) / period;
336
- const rsi = [];
337
- for (let i = period; i < changes.length; i++) {
338
- const rs = avgGain / avgLoss;
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- rsi.push(100 - 100 / (1 + rs));
340
- avgGain = (avgGain * (period - 1) + gains[i]) / period;
341
- avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
342
- }
343
- return rsi;
344
- }
345
- // Calculate Bollinger Bands
346
- calculateBollingerBands(data, period = 20, stdDev = 2) {
347
- if (data.length < period) return [];
348
- const sma = this.calculateSMA(data, period);
349
- const bands = [];
350
- for (let i = 0; i < sma.length; i++) {
351
- const dataSlice = data.slice(i, i + period);
352
- const mean = sma[i];
353
- const variance = dataSlice.reduce((sum2, price) => sum2 + (price - mean) ** 2, 0) / period;
354
- const standardDeviation = Math.sqrt(variance);
355
- const upper = mean + standardDeviation * stdDev;
356
- const lower = mean - standardDeviation * stdDev;
357
- bands.push({
358
- upper,
359
- middle: mean,
360
- lower,
361
- bandwidth: (upper - lower) / mean * 100,
362
- percentB: (data[i] - lower) / (upper - lower) * 100
363
- });
364
- }
365
- return bands;
366
- }
367
- // Calculate maximum drawdown
368
- calculateMaxDrawdown(prices) {
369
- let maxPrice = prices[0];
370
- let maxDrawdown = 0;
371
- for (let i = 1; i < prices.length; i++) {
372
- if (prices[i] > maxPrice) {
373
- maxPrice = prices[i];
374
- }
375
- const drawdown = (maxPrice - prices[i]) / maxPrice;
376
- if (drawdown > maxDrawdown) {
377
- maxDrawdown = drawdown;
378
- }
379
- }
380
- return maxDrawdown;
381
- }
382
- // Calculate Average True Range (ATR)
383
- calculateAtr(prices, highs, lows) {
384
- if (prices.length < 2) return [];
385
- const trueRanges = [];
386
- for (let i = 1; i < prices.length; i++) {
387
- const high = highs[i] || prices[i];
388
- const low = lows[i] || prices[i];
389
- const prevClose = prices[i - 1];
390
- const tr1 = high - low;
391
- const tr2 = Math.abs(high - prevClose);
392
- const tr3 = Math.abs(low - prevClose);
393
- trueRanges.push(Math.max(tr1, tr2, tr3));
394
- }
395
- const atr = [];
396
- if (trueRanges.length >= 14) {
397
- let sum2 = trueRanges.slice(0, 14).reduce((a, b) => a + b, 0);
398
- atr.push(sum2 / 14);
399
- for (let i = 14; i < trueRanges.length; i++) {
400
- sum2 = sum2 - trueRanges[i - 14] + trueRanges[i];
401
- atr.push(sum2 / 14);
402
- }
403
- }
404
- return atr;
405
- }
406
- // Calculate maximum consecutive losses
407
- calculateMaxConsecutiveLosses(prices) {
408
- let maxConsecutive = 0;
409
- let currentConsecutive = 0;
410
- for (let i = 1; i < prices.length; i++) {
411
- if (prices[i] < prices[i - 1]) {
412
- currentConsecutive++;
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- maxConsecutive = Math.max(maxConsecutive, currentConsecutive);
414
- } else {
415
- currentConsecutive = 0;
416
- }
417
- }
418
- return maxConsecutive;
419
- }
420
- // Calculate win rate
421
- calculateWinRate(prices) {
422
- let wins = 0;
423
- let total = 0;
424
- for (let i = 1; i < prices.length; i++) {
425
- if (prices[i] !== prices[i - 1]) {
426
- total++;
427
- if (prices[i] > prices[i - 1]) {
428
- wins++;
162
+ stockGraph: {
163
+ description: "Generates a price chart for a given symbol",
164
+ uri: "stockGraph/{symbol}"
165
+ },
166
+ stockPriceHistory: {
167
+ description: "Returns price history for a given symbol",
168
+ uri: "stockPriceHistory/{symbol}"
169
+ }
429
170
  }
430
171
  }
431
172
  }
432
- return total > 0 ? wins / total : 0;
433
- }
434
- // Calculate profit factor
435
- calculateProfitFactor(prices) {
436
- let grossProfit = 0;
437
- let grossLoss = 0;
438
- for (let i = 1; i < prices.length; i++) {
439
- const change = prices[i] - prices[i - 1];
440
- if (change > 0) {
441
- grossProfit += change;
442
- } else {
443
- grossLoss += Math.abs(change);
444
- }
445
- }
446
- return grossLoss > 0 ? grossProfit / grossLoss : 0;
447
- }
448
- // Calculate Weighted Moving Average
449
- calculateWma(data, period) {
450
- const wma = [];
451
- const weights = Array.from({ length: period }, (_, i) => i + 1);
452
- const weightSum = weights.reduce((a, b) => a + b, 0);
453
- for (let i = period - 1; i < data.length; i++) {
454
- let weightedSum = 0;
455
- for (let j = 0; j < period; j++) {
456
- weightedSum += data[i - j] * weights[j];
457
- }
458
- wma.push(weightedSum / weightSum);
459
- }
460
- return wma;
461
- }
462
- // Calculate Volume Weighted Moving Average
463
- calculateVwma(prices, period) {
464
- const vwma = [];
465
- for (let i = period - 1; i < prices.length; i++) {
466
- let volumeSum = 0;
467
- let priceVolumeSum = 0;
468
- for (let j = 0; j < period; j++) {
469
- const volume = this.volumes[i - j] || 1;
470
- volumeSum += volume;
471
- priceVolumeSum += prices[i - j] * volume;
472
- }
473
- vwma.push(priceVolumeSum / volumeSum);
474
- }
475
- return vwma;
476
- }
477
- // Calculate MACD
478
- calculateMacd(prices) {
479
- const ema12 = this.calculateEMA(prices, 12);
480
- const ema26 = this.calculateEMA(prices, 26);
481
- const macd = [];
482
- for (let i = 0; i < Math.min(ema12.length, ema26.length); i++) {
483
- const macdLine = ema12[i] - ema26[i];
484
- macd.push({
485
- macd: macdLine,
486
- signal: 0,
487
- // Would need to calculate signal line
488
- histogram: 0
489
- // Would need to calculate histogram
490
- });
491
- }
492
- return macd;
493
- }
494
- // Calculate ADX (Average Directional Index)
495
- calculateAdx(prices, highs, lows) {
496
- if (prices.length < 14) return [];
497
- const period = 14;
498
- const adx = [];
499
- const trueRanges = [];
500
- const plusDM = [];
501
- const minusDM = [];
502
- trueRanges.push(highs[0] - lows[0]);
503
- plusDM.push(0);
504
- minusDM.push(0);
505
- for (let i = 1; i < prices.length; i++) {
506
- const high = highs[i] || prices[i];
507
- const low = lows[i] || prices[i];
508
- const prevHigh = highs[i - 1] || prices[i - 1];
509
- const prevLow = lows[i - 1] || prices[i - 1];
510
- const prevClose = prices[i - 1];
511
- const tr1 = high - low;
512
- const tr2 = Math.abs(high - prevClose);
513
- const tr3 = Math.abs(low - prevClose);
514
- trueRanges.push(Math.max(tr1, tr2, tr3));
515
- const upMove = high - prevHigh;
516
- const downMove = prevLow - low;
517
- if (upMove > downMove && upMove > 0) {
518
- plusDM.push(upMove);
519
- minusDM.push(0);
520
- } else if (downMove > upMove && downMove > 0) {
521
- plusDM.push(0);
522
- minusDM.push(downMove);
523
- } else {
524
- plusDM.push(0);
525
- minusDM.push(0);
526
- }
527
- }
528
- const smoothedTR = [];
529
- const smoothedPlusDM = [];
530
- const smoothedMinusDM = [];
531
- let sumTR = 0;
532
- let sumPlusDM = 0;
533
- let sumMinusDM = 0;
534
- for (let i = 0; i < period; i++) {
535
- sumTR += trueRanges[i];
536
- sumPlusDM += plusDM[i];
537
- sumMinusDM += minusDM[i];
538
- }
539
- smoothedTR.push(sumTR);
540
- smoothedPlusDM.push(sumPlusDM);
541
- smoothedMinusDM.push(sumMinusDM);
542
- for (let i = period; i < trueRanges.length; i++) {
543
- const newTR = smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];
544
- const newPlusDM = smoothedPlusDM[smoothedPlusDM.length - 1] - smoothedPlusDM[smoothedPlusDM.length - 1] / period + plusDM[i];
545
- const newMinusDM = smoothedMinusDM[smoothedMinusDM.length - 1] - smoothedMinusDM[smoothedMinusDM.length - 1] / period + minusDM[i];
546
- smoothedTR.push(newTR);
547
- smoothedPlusDM.push(newPlusDM);
548
- smoothedMinusDM.push(newMinusDM);
549
- }
550
- const plusDI = [];
551
- const minusDI = [];
552
- for (let i = 0; i < smoothedTR.length; i++) {
553
- plusDI.push(smoothedPlusDM[i] / smoothedTR[i] * 100);
554
- minusDI.push(smoothedMinusDM[i] / smoothedTR[i] * 100);
555
- }
556
- const dx = [];
557
- for (let i = 0; i < plusDI.length; i++) {
558
- const diSum = plusDI[i] + minusDI[i];
559
- const diDiff = Math.abs(plusDI[i] - minusDI[i]);
560
- dx.push(diSum > 0 ? diDiff / diSum * 100 : 0);
561
- }
562
- if (dx.length < period) return [];
563
- let sumDX = 0;
564
- for (let i = 0; i < period; i++) {
565
- sumDX += dx[i];
566
- }
567
- adx.push(sumDX / period);
568
- for (let i = period; i < dx.length; i++) {
569
- const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];
570
- adx.push(newADX);
571
- }
572
- return adx;
573
- }
574
- // Calculate DMI (Directional Movement Index)
575
- calculateDmi(prices, highs, lows) {
576
- if (prices.length < 14) return [];
577
- const period = 14;
578
- const dmi = [];
579
- const trueRanges = [];
580
- const plusDM = [];
581
- const minusDM = [];
582
- trueRanges.push(highs[0] - lows[0]);
583
- plusDM.push(0);
584
- minusDM.push(0);
585
- for (let i = 1; i < prices.length; i++) {
586
- const high = highs[i] || prices[i];
587
- const low = lows[i] || prices[i];
588
- const prevHigh = highs[i - 1] || prices[i - 1];
589
- const prevLow = lows[i - 1] || prices[i - 1];
590
- const prevClose = prices[i - 1];
591
- const tr1 = high - low;
592
- const tr2 = Math.abs(high - prevClose);
593
- const tr3 = Math.abs(low - prevClose);
594
- trueRanges.push(Math.max(tr1, tr2, tr3));
595
- const upMove = high - prevHigh;
596
- const downMove = prevLow - low;
597
- if (upMove > downMove && upMove > 0) {
598
- plusDM.push(upMove);
599
- minusDM.push(0);
600
- } else if (downMove > upMove && downMove > 0) {
601
- plusDM.push(0);
602
- minusDM.push(downMove);
603
- } else {
604
- plusDM.push(0);
605
- minusDM.push(0);
606
- }
607
- }
608
- const smoothedTR = [];
609
- const smoothedPlusDM = [];
610
- const smoothedMinusDM = [];
611
- let sumTR = 0;
612
- let sumPlusDM = 0;
613
- let sumMinusDM = 0;
614
- for (let i = 0; i < period; i++) {
615
- sumTR += trueRanges[i];
616
- sumPlusDM += plusDM[i];
617
- sumMinusDM += minusDM[i];
618
- }
619
- smoothedTR.push(sumTR);
620
- smoothedPlusDM.push(sumPlusDM);
621
- smoothedMinusDM.push(sumMinusDM);
622
- for (let i = period; i < trueRanges.length; i++) {
623
- const newTR = smoothedTR[smoothedTR.length - 1] - smoothedTR[smoothedTR.length - 1] / period + trueRanges[i];
624
- const newPlusDM = smoothedPlusDM[smoothedPlusDM.length - 1] - smoothedPlusDM[smoothedPlusDM.length - 1] / period + plusDM[i];
625
- const newMinusDM = smoothedMinusDM[smoothedMinusDM.length - 1] - smoothedMinusDM[smoothedMinusDM.length - 1] / period + minusDM[i];
626
- smoothedTR.push(newTR);
627
- smoothedPlusDM.push(newPlusDM);
628
- smoothedMinusDM.push(newMinusDM);
629
- }
630
- const plusDI = [];
631
- const minusDI = [];
632
- for (let i = 0; i < smoothedTR.length; i++) {
633
- plusDI.push(smoothedPlusDM[i] / smoothedTR[i] * 100);
634
- minusDI.push(smoothedMinusDM[i] / smoothedTR[i] * 100);
635
- }
636
- const dx = [];
637
- for (let i = 0; i < plusDI.length; i++) {
638
- const diSum = plusDI[i] + minusDI[i];
639
- const diDiff = Math.abs(plusDI[i] - minusDI[i]);
640
- dx.push(diSum > 0 ? diDiff / diSum * 100 : 0);
641
- }
642
- if (dx.length < period) return [];
643
- const adx = [];
644
- let sumDX = 0;
645
- for (let i = 0; i < period; i++) {
646
- sumDX += dx[i];
647
- }
648
- adx.push(sumDX / period);
649
- for (let i = period; i < dx.length; i++) {
650
- const newADX = adx[adx.length - 1] - adx[adx.length - 1] / period + dx[i];
651
- adx.push(newADX);
652
- }
653
- for (let i = 0; i < adx.length; i++) {
654
- dmi.push({
655
- plusDI: plusDI[i + period - 1] || 0,
656
- minusDI: minusDI[i + period - 1] || 0,
657
- adx: adx[i]
658
- });
659
- }
660
- return dmi;
173
+ );
174
+ transport = new StdioServerTransport();
175
+ onReady = void 0;
176
+ pendingRequests = /* @__PURE__ */ new Map();
177
+ verifiedOrders = /* @__PURE__ */ new Map();
178
+ // Store market data prices with timestamps
179
+ marketDataPrices = /* @__PURE__ */ new Map();
180
+ MAX_PRICE_HISTORY = 1e5;
181
+ // Maximum number of price points to store per symbol
182
+ constructor({ logger, onReady }) {
183
+ if (onReady) this.onReady = onReady;
661
184
  }
662
- // Calculate Ichimoku Cloud
663
- calculateIchimoku(prices, highs, lows) {
664
- if (prices.length < 52) return [];
665
- const ichimoku = [];
666
- const tenkanSen = [];
667
- for (let i = 8; i < prices.length; i++) {
668
- const periodHigh = Math.max(...highs.slice(i - 8, i + 1));
669
- const periodLow = Math.min(...lows.slice(i - 8, i + 1));
670
- tenkanSen.push((periodHigh + periodLow) / 2);
671
- }
672
- const kijunSen = [];
673
- for (let i = 25; i < prices.length; i++) {
674
- const periodHigh = Math.max(...highs.slice(i - 25, i + 1));
675
- const periodLow = Math.min(...lows.slice(i - 25, i + 1));
676
- kijunSen.push((periodHigh + periodLow) / 2);
677
- }
678
- const senkouSpanA = [];
679
- for (let i = 0; i < Math.min(tenkanSen.length, kijunSen.length); i++) {
680
- senkouSpanA.push((tenkanSen[i] + kijunSen[i]) / 2);
681
- }
682
- const senkouSpanB = [];
683
- for (let i = 51; i < prices.length; i++) {
684
- const periodHigh = Math.max(...highs.slice(i - 51, i + 1));
685
- const periodLow = Math.min(...lows.slice(i - 51, i + 1));
686
- senkouSpanB.push((periodHigh + periodLow) / 2);
687
- }
688
- const chikouSpan = [];
689
- for (let i = 26; i < prices.length; i++) {
690
- chikouSpan.push(prices[i - 26]);
691
- }
692
- const minLength = Math.min(
693
- tenkanSen.length,
694
- kijunSen.length,
695
- senkouSpanA.length,
696
- senkouSpanB.length,
697
- chikouSpan.length
698
- );
699
- for (let i = 0; i < minLength; i++) {
700
- ichimoku.push({
701
- tenkan: tenkanSen[i],
702
- kijun: kijunSen[i],
703
- senkouA: senkouSpanA[i],
704
- senkouB: senkouSpanB[i],
705
- chikou: chikouSpan[i]
185
+ async register(parser) {
186
+ this.parser = parser;
187
+ this.parser.addOnMessageCallback((message) => {
188
+ this.parser?.logger.log({
189
+ level: "info",
190
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
706
191
  });
707
- }
708
- return ichimoku;
709
- }
710
- // Calculate Parabolic SAR
711
- calculateParabolicSAR(prices, highs, lows) {
712
- if (prices.length < 2) return [];
713
- const sar = [];
714
- const accelerationFactor = 0.02;
715
- const maximumAcceleration = 0.2;
716
- let currentSAR = lows[0];
717
- let isLong = true;
718
- let af = accelerationFactor;
719
- let ep = highs[0];
720
- sar.push(currentSAR);
721
- for (let i = 1; i < prices.length; i++) {
722
- const high = highs[i] || prices[i];
723
- const low = lows[i] || prices[i];
724
- if (isLong) {
725
- if (low < currentSAR) {
726
- isLong = false;
727
- currentSAR = ep;
728
- ep = low;
729
- af = accelerationFactor;
730
- } else {
731
- if (high > ep) {
732
- ep = high;
733
- af = Math.min(af + accelerationFactor, maximumAcceleration);
734
- }
735
- currentSAR = currentSAR + af * (ep - currentSAR);
736
- if (i > 0) {
737
- const prevLow = lows[i - 1] || prices[i - 1];
738
- currentSAR = Math.min(currentSAR, prevLow);
192
+ const msgType = message.messageType;
193
+ if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
194
+ this.parser?.logger.log({
195
+ level: "info",
196
+ message: `MCP Server handling message type: ${msgType}`
197
+ });
198
+ let id;
199
+ if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
200
+ const symbol = message.getField(Fields.Symbol);
201
+ const price = message.getField(Fields.MDEntryPx);
202
+ const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
203
+ if (symbol?.value && price?.value) {
204
+ const symbolStr = String(symbol.value);
205
+ const priceNum = Number(price.value);
206
+ const priceHistory = this.marketDataPrices.get(symbolStr) || [];
207
+ priceHistory.push({
208
+ timestamp: Number(timestamp),
209
+ price: priceNum
210
+ });
211
+ if (priceHistory.length > this.MAX_PRICE_HISTORY) {
212
+ priceHistory.shift();
213
+ }
214
+ this.marketDataPrices.set(symbolStr, priceHistory);
215
+ this.parser?.logger.log({
216
+ level: "info",
217
+ message: `MCP Server added ${symbol}: ${priceNum}`
218
+ });
219
+ this.server.notification({
220
+ method: "priceUpdate",
221
+ params: {
222
+ symbol: symbolStr,
223
+ price: priceNum,
224
+ timestamp: Number(timestamp)
225
+ }
226
+ });
739
227
  }
740
228
  }
741
- } else {
742
- if (high > currentSAR) {
743
- isLong = true;
744
- currentSAR = ep;
745
- ep = high;
746
- af = accelerationFactor;
747
- } else {
748
- if (low < ep) {
749
- ep = low;
750
- af = Math.min(af + accelerationFactor, maximumAcceleration);
751
- }
752
- currentSAR = currentSAR + af * (ep - currentSAR);
753
- if (i > 0) {
754
- const prevHigh = highs[i - 1] || prices[i - 1];
755
- currentSAR = Math.max(currentSAR, prevHigh);
229
+ if (msgType === Messages.MarketDataSnapshotFullRefresh) {
230
+ const mdReqID = message.getField(Fields.MDReqID);
231
+ if (mdReqID) id = String(mdReqID.value);
232
+ } else if (msgType === Messages.ExecutionReport) {
233
+ const clOrdID = message.getField(Fields.ClOrdID);
234
+ if (clOrdID) id = String(clOrdID.value);
235
+ } else if (msgType === Messages.Reject) {
236
+ const refSeqNum = message.getField(Fields.RefSeqNum);
237
+ if (refSeqNum) id = String(refSeqNum.value);
238
+ }
239
+ if (id) {
240
+ const callback = this.pendingRequests.get(id);
241
+ if (callback) {
242
+ callback(message);
243
+ this.pendingRequests.delete(id);
756
244
  }
757
245
  }
758
246
  }
759
- sar.push(currentSAR);
760
- }
761
- return sar;
762
- }
763
- // Calculate Stochastic
764
- calculateStochastic(prices, highs, lows) {
765
- const stochastic = [];
766
- for (let i = 14; i < prices.length; i++) {
767
- stochastic.push({
768
- k: Math.random() * 100,
769
- d: Math.random() * 100
770
- });
771
- }
772
- return stochastic;
773
- }
774
- // Calculate CCI
775
- calculateCci(prices, highs, lows) {
776
- const cci = [];
777
- for (let i = 20; i < prices.length; i++) {
778
- cci.push(Math.random() * 200 - 100);
779
- }
780
- return cci;
781
- }
782
- // Calculate Rate of Change
783
- calculateRoc(prices) {
784
- const roc = [];
785
- for (let i = 10; i < prices.length; i++) {
786
- roc.push((prices[i] - prices[i - 10]) / prices[i - 10] * 100);
787
- }
788
- return roc;
789
- }
790
- // Calculate Williams %R
791
- calculateWilliamsR(prices) {
792
- const williamsR = [];
793
- for (let i = 14; i < prices.length; i++) {
794
- williamsR.push(Math.random() * 100 - 100);
795
- }
796
- return williamsR;
797
- }
798
- // Calculate Momentum
799
- calculateMomentum(prices) {
800
- const momentum = [];
801
- for (let i = 10; i < prices.length; i++) {
802
- momentum.push(prices[i] - prices[i - 10]);
803
- }
804
- return momentum;
805
- }
806
- // Calculate Keltner Channels
807
- calculateKeltnerChannels(prices, highs, lows) {
808
- const keltner = [];
809
- for (let i = 20; i < prices.length; i++) {
810
- keltner.push({
811
- upper: prices[i] * 1.02,
812
- middle: prices[i],
813
- lower: prices[i] * 0.98
814
- });
815
- }
816
- return keltner;
817
- }
818
- // Calculate Donchian Channels
819
- calculateDonchianChannels(prices, highs, lows) {
820
- const donchian = [];
821
- for (let i = 20; i < prices.length; i++) {
822
- const slice = prices.slice(i - 20, i);
823
- donchian.push({
824
- upper: Math.max(...slice),
825
- middle: (Math.max(...slice) + Math.min(...slice)) / 2,
826
- lower: Math.min(...slice)
827
- });
828
- }
829
- return donchian;
830
- }
831
- // Calculate Chaikin Volatility
832
- calculateChaikinVolatility(prices, highs, lows) {
833
- const volatility = [];
834
- for (let i = 10; i < prices.length; i++) {
835
- volatility.push(Math.random() * 10);
836
- }
837
- return volatility;
838
- }
839
- // Calculate On Balance Volume
840
- calculateObv(volumes) {
841
- const obv = [volumes[0]];
842
- for (let i = 1; i < volumes.length; i++) {
843
- obv.push(obv[i - 1] + volumes[i]);
844
- }
845
- return obv;
846
- }
847
- // Calculate Chaikin Money Flow
848
- calculateCmf(prices, highs, lows, volumes) {
849
- const cmf = [];
850
- for (let i = 20; i < prices.length; i++) {
851
- cmf.push(Math.random() * 2 - 1);
852
- }
853
- return cmf;
854
- }
855
- // Calculate Accumulation/Distribution Line
856
- calculateAdl(prices) {
857
- const adl = [0];
858
- for (let i = 1; i < prices.length; i++) {
859
- adl.push(adl[i - 1] + (prices[i] - prices[i - 1]));
860
- }
861
- return adl;
862
- }
863
- // Calculate Volume Rate of Change
864
- calculateVolumeROC(prices) {
865
- const volumeROC = [];
866
- for (let i = 10; i < this.volumes.length; i++) {
867
- volumeROC.push((this.volumes[i] - this.volumes[i - 10]) / this.volumes[i - 10] * 100);
868
- }
869
- return volumeROC;
870
- }
871
- // Calculate Money Flow Index
872
- calculateMfi(prices, highs, lows, volumes) {
873
- const mfi = [];
874
- for (let i = 14; i < prices.length; i++) {
875
- mfi.push(Math.random() * 100);
876
- }
877
- return mfi;
878
- }
879
- // Calculate VWAP
880
- calculateVwap(prices, volumes) {
881
- const vwap = [];
882
- let cumulativePV = 0;
883
- let cumulativeVolume = 0;
884
- for (let i = 0; i < prices.length; i++) {
885
- cumulativePV += prices[i] * (volumes[i] || 1);
886
- cumulativeVolume += volumes[i] || 1;
887
- vwap.push(cumulativePV / cumulativeVolume);
888
- }
889
- return vwap;
890
- }
891
- // Calculate Pivot Points
892
- calculatePivotPoints(prices) {
893
- const pivotPoints = [];
894
- for (let i = 0; i < prices.length; i++) {
895
- const pp = prices[i];
896
- pivotPoints.push({
897
- pp,
898
- r1: pp * 1.01,
899
- r2: pp * 1.02,
900
- r3: pp * 1.03,
901
- s1: pp * 0.99,
902
- s2: pp * 0.98,
903
- s3: pp * 0.97
904
- });
905
- }
906
- return pivotPoints;
907
- }
908
- // Calculate Fibonacci Levels
909
- calculateFibonacciLevels(prices) {
910
- const fibonacci = [];
911
- for (let i = 0; i < prices.length; i++) {
912
- const price = prices[i];
913
- fibonacci.push({
914
- retracement: {
915
- level0: price,
916
- level236: price * 0.764,
917
- level382: price * 0.618,
918
- level500: price * 0.5,
919
- level618: price * 0.382,
920
- level786: price * 0.214,
921
- level100: price * 0
922
- },
923
- extension: {
924
- level1272: price * 1.272,
925
- level1618: price * 1.618,
926
- level2618: price * 2.618,
927
- level4236: price * 4.236
928
- }
929
- });
930
- }
931
- return fibonacci;
932
- }
933
- // Calculate Gann Levels
934
- calculateGannLevels(prices) {
935
- const gannLevels = [];
936
- for (let i = 0; i < prices.length; i++) {
937
- gannLevels.push(prices[i] * (1 + i * 0.01));
938
- }
939
- return gannLevels;
940
- }
941
- // Calculate Elliott Wave
942
- calculateElliottWave(prices) {
943
- const elliottWave = [];
944
- for (let i = 0; i < prices.length; i++) {
945
- elliottWave.push({
946
- waves: [prices[i]],
947
- currentWave: 1,
948
- wavePosition: 0.5
949
- });
950
- }
951
- return elliottWave;
952
- }
953
- // Calculate Harmonic Patterns
954
- calculateHarmonicPatterns(prices) {
955
- const harmonicPatterns = [];
956
- for (let i = 0; i < prices.length; i++) {
957
- harmonicPatterns.push({
958
- type: "Gartley",
959
- completion: 0.618,
960
- target: prices[i] * 1.1,
961
- stopLoss: prices[i] * 0.9
962
- });
963
- }
964
- return harmonicPatterns;
965
- }
966
- // Calculate Position Size
967
- calculatePositionSize(currentPrice, targetEntry, stopLoss) {
968
- const riskPerShare = Math.abs(targetEntry - stopLoss);
969
- return riskPerShare > 0 ? 100 / riskPerShare : 1;
970
- }
971
- // Calculate Confidence
972
- calculateConfidence(signals) {
973
- return Math.min(signals.length * 10, 100);
974
- }
975
- // Calculate Risk Level
976
- calculateRiskLevel(volatility) {
977
- if (volatility < 20) return "LOW";
978
- if (volatility < 40) return "MEDIUM";
979
- return "HIGH";
980
- }
981
- // Calculate Z-Score
982
- calculateZScore(currentPrice, startPrice, avgVolume) {
983
- return (currentPrice - startPrice) / (startPrice * 0.1);
984
- }
985
- // Calculate Ornstein-Uhlenbeck
986
- calculateOrnsteinUhlenbeck(currentPrice, startPrice, avgVolume) {
987
- return {
988
- mean: startPrice,
989
- speed: 0.1,
990
- volatility: avgVolume * 0.01,
991
- currentValue: currentPrice
992
- };
993
- }
994
- // Calculate Kalman Filter
995
- calculateKalmanFilter(currentPrice, startPrice, avgVolume) {
996
- return {
997
- state: currentPrice,
998
- covariance: avgVolume * 1e-3,
999
- gain: 0.5
1000
- };
1001
- }
1002
- // Calculate ARIMA
1003
- calculateArima(currentPrice, startPrice, avgVolume) {
1004
- return {
1005
- forecast: [currentPrice * 1.01, currentPrice * 1.02],
1006
- residuals: [0, 0],
1007
- aic: 100
1008
- };
1009
- }
1010
- // Calculate GARCH
1011
- calculateGarch(currentPrice, startPrice, avgVolume) {
1012
- return {
1013
- volatility: avgVolume * 0.01,
1014
- persistence: 0.9,
1015
- meanReversion: 0.1
1016
- };
1017
- }
1018
- // Calculate Hilbert Transform
1019
- calculateHilbertTransform(currentPrice, startPrice, avgVolume) {
1020
- return {
1021
- analytic: [currentPrice],
1022
- phase: [0],
1023
- amplitude: [currentPrice]
1024
- };
1025
- }
1026
- // Calculate Wavelet Transform
1027
- calculateWaveletTransform(currentPrice, startPrice, avgVolume) {
1028
- return {
1029
- coefficients: [currentPrice],
1030
- scales: [1]
1031
- };
1032
- }
1033
- // Calculate Black-Scholes
1034
- calculateBlackScholes(currentPrice, startPrice, avgVolume) {
1035
- const S = currentPrice;
1036
- const K = startPrice;
1037
- const T = 1;
1038
- const r = 0.05;
1039
- const sigma = avgVolume * 0.01;
1040
- const d1 = (Math.log(S / K) + (r + sigma * sigma / 2) * T) / (sigma * Math.sqrt(T));
1041
- const d2 = d1 - sigma * Math.sqrt(T);
1042
- const callPrice = S * this.normalCDF(d1) - K * Math.exp(-r * T) * this.normalCDF(d2);
1043
- const putPrice = K * Math.exp(-r * T) * this.normalCDF(-d2) - S * this.normalCDF(-d1);
1044
- return {
1045
- callPrice,
1046
- putPrice,
1047
- delta: this.normalCDF(d1),
1048
- gamma: this.normalPDF(d1) / (S * sigma * Math.sqrt(T)),
1049
- theta: -S * this.normalPDF(d1) * sigma / (2 * Math.sqrt(T)) - r * K * Math.exp(-r * T) * this.normalCDF(d2),
1050
- vega: S * Math.sqrt(T) * this.normalPDF(d1),
1051
- rho: K * T * Math.exp(-r * T) * this.normalCDF(d2)
1052
- };
1053
- }
1054
- // Normal CDF approximation
1055
- normalCDF(x) {
1056
- return 0.5 * (1 + this.erf(x / Math.sqrt(2)));
1057
- }
1058
- // Normal PDF
1059
- normalPDF(x) {
1060
- return Math.exp(-x * x / 2) / Math.sqrt(2 * Math.PI);
1061
- }
1062
- // Error function approximation
1063
- erf(x) {
1064
- const a1 = 0.254829592;
1065
- const a2 = -0.284496736;
1066
- const a3 = 1.421413741;
1067
- const a4 = -1.453152027;
1068
- const a5 = 1.061405429;
1069
- const p = 0.3275911;
1070
- const sign = x >= 0 ? 1 : -1;
1071
- const absX = Math.abs(x);
1072
- const t = 1 / (1 + p * absX);
1073
- const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp(-absX * absX);
1074
- return sign * y;
1075
- }
1076
- // Calculate price changes for volatility
1077
- calculatePriceChanges() {
1078
- const changes = [];
1079
- for (let i = 1; i < this.prices.length; i++) {
1080
- changes.push((this.prices[i] - this.prices[i - 1]) / this.prices[i - 1]);
247
+ });
248
+ this.addWorkflows();
249
+ await this.server.connect(this.transport);
250
+ if (this.onReady) {
251
+ this.onReady();
1081
252
  }
1082
- return changes;
1083
- }
1084
- // Generate comprehensive market analysis
1085
- analyze() {
1086
- const currentPrice = this.prices[this.prices.length - 1];
1087
- const startPrice = this.prices[0];
1088
- const sessionHigh = Math.max(...this.highs);
1089
- const sessionLow = Math.min(...this.lows);
1090
- const totalVolume = sum(this.volumes);
1091
- const avgVolume = totalVolume / this.volumes.length;
1092
- const priceChanges = this.calculatePriceChanges();
1093
- const volatility = priceChanges.length > 0 ? Math.sqrt(
1094
- priceChanges.reduce((sum2, change) => sum2 + change ** 2, 0) / priceChanges.length
1095
- ) * Math.sqrt(252) * 100 : 0;
1096
- const sessionReturn = (currentPrice - startPrice) / startPrice * 100;
1097
- const pricePosition = (currentPrice - sessionLow) / (sessionHigh - sessionLow) * 100;
1098
- const trueVWAP = this.prices.reduce((sum2, price, i) => sum2 + price * this.volumes[i], 0) / totalVolume;
1099
- 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;
1100
- 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;
1101
- const maxDrawdown = this.calculateMaxDrawdown(this.prices);
1102
- const atrValues = this.calculateAtr(this.prices, this.highs, this.lows);
1103
- const atr = atrValues.length > 0 ? atrValues[atrValues.length - 1] : 0;
1104
- const impliedVolatility = volatility;
1105
- const realizedVolatility = volatility;
1106
- const sharpeRatio = sessionReturn / volatility;
1107
- const sortinoRatio = sessionReturn / realizedVolatility;
1108
- const calmarRatio = sessionReturn / maxDrawdown;
1109
- const maxConsecutiveLosses = this.calculateMaxConsecutiveLosses(this.prices);
1110
- const winRate = this.calculateWinRate(this.prices);
1111
- const profitFactor = this.calculateProfitFactor(this.prices);
1112
- return {
1113
- currentPrice,
1114
- startPrice,
1115
- sessionHigh,
1116
- sessionLow,
1117
- totalVolume,
1118
- avgVolume,
1119
- volatility,
1120
- sessionReturn,
1121
- pricePosition,
1122
- trueVWAP,
1123
- momentum5,
1124
- momentum10,
1125
- maxDrawdown,
1126
- atr,
1127
- impliedVolatility,
1128
- realizedVolatility,
1129
- sharpeRatio,
1130
- sortinoRatio,
1131
- calmarRatio,
1132
- maxConsecutiveLosses,
1133
- winRate,
1134
- profitFactor
1135
- };
1136
253
  }
1137
- // Generate technical indicators
1138
- getTechnicalIndicators() {
1139
- return {
1140
- sma5: this.calculateSMA(this.prices, 5),
1141
- sma10: this.calculateSMA(this.prices, 10),
1142
- sma20: this.calculateSMA(this.prices, 20),
1143
- sma50: this.calculateSMA(this.prices, 50),
1144
- sma200: this.calculateSMA(this.prices, 200),
1145
- ema8: this.calculateEMA(this.prices, 8),
1146
- ema12: this.calculateEMA(this.prices, 12),
1147
- ema21: this.calculateEMA(this.prices, 21),
1148
- ema26: this.calculateEMA(this.prices, 26),
1149
- wma20: this.calculateWma(this.prices, 20),
1150
- vwma20: this.calculateVwma(this.prices, 20),
1151
- macd: this.calculateMacd(this.prices),
1152
- adx: this.calculateAdx(this.prices, this.highs, this.lows),
1153
- dmi: this.calculateDmi(this.prices, this.highs, this.lows),
1154
- ichimoku: this.calculateIchimoku(this.prices, this.highs, this.lows),
1155
- parabolicSAR: this.calculateParabolicSAR(this.prices, this.highs, this.lows),
1156
- rsi: this.calculateRSI(this.prices, 14),
1157
- stochastic: this.calculateStochastic(this.prices, this.highs, this.lows),
1158
- cci: this.calculateCci(this.prices, this.highs, this.lows),
1159
- roc: this.calculateRoc(this.prices),
1160
- williamsR: this.calculateWilliamsR(this.prices),
1161
- momentum: this.calculateMomentum(this.prices),
1162
- bollinger: this.calculateBollingerBands(this.prices, 20, 2),
1163
- atr: this.calculateAtr(this.prices, this.highs, this.lows),
1164
- keltner: this.calculateKeltnerChannels(this.prices, this.highs, this.lows),
1165
- donchian: this.calculateDonchianChannels(this.prices, this.highs, this.lows),
1166
- chaikinVolatility: this.calculateChaikinVolatility(this.prices, this.highs, this.lows),
1167
- obv: this.calculateObv(this.volumes),
1168
- cmf: this.calculateCmf(this.prices, this.highs, this.lows, this.volumes),
1169
- adl: this.calculateAdl(this.prices),
1170
- volumeROC: this.calculateVolumeROC(this.prices),
1171
- mfi: this.calculateMfi(this.prices, this.highs, this.lows, this.volumes),
1172
- vwap: this.calculateVwap(this.prices, this.volumes),
1173
- pivotPoints: this.calculatePivotPoints(this.prices),
1174
- fibonacci: this.calculateFibonacciLevels(this.prices),
1175
- gannLevels: this.calculateGannLevels(this.prices),
1176
- elliottWave: this.calculateElliottWave(this.prices),
1177
- harmonicPatterns: this.calculateHarmonicPatterns(this.prices)
1178
- };
1179
- }
1180
- // Generate trading signals
1181
- generateSignals() {
1182
- const analysis = this.analyze();
1183
- let bullishSignals = 0;
1184
- let bearishSignals = 0;
1185
- const signals = [];
1186
- if (analysis.currentPrice > analysis.trueVWAP) {
1187
- signals.push(
1188
- `\u2713 BULLISH: Price above VWAP (+${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
1189
- );
1190
- bullishSignals++;
1191
- } else {
1192
- signals.push(
1193
- `\u2717 BEARISH: Price below VWAP (${((analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100).toFixed(2)}%)`
1194
- );
1195
- bearishSignals++;
1196
- }
1197
- if (analysis.momentum5 > 0 && analysis.momentum10 > 0) {
1198
- signals.push("\u2713 BULLISH: Positive momentum on both timeframes");
1199
- bullishSignals++;
1200
- } else if (analysis.momentum5 < 0 && analysis.momentum10 < 0) {
1201
- signals.push("\u2717 BEARISH: Negative momentum on both timeframes");
1202
- bearishSignals++;
1203
- } else {
1204
- signals.push("\u25D0 MIXED: Conflicting momentum signals");
1205
- }
1206
- const currentVolume = this.volumes[this.volumes.length - 1];
1207
- const volumeRatio = currentVolume / analysis.avgVolume;
1208
- if (volumeRatio > 1.2 && analysis.sessionReturn > 0) {
1209
- signals.push("\u2713 BULLISH: Above-average volume supporting upward move");
1210
- bullishSignals++;
1211
- } else if (volumeRatio > 1.2 && analysis.sessionReturn < 0) {
1212
- signals.push("\u2717 BEARISH: Above-average volume supporting downward move");
1213
- bearishSignals++;
1214
- } else {
1215
- signals.push("\u25D0 NEUTRAL: Volume not providing clear direction");
254
+ addWorkflows() {
255
+ if (!this.parser) {
256
+ return;
1216
257
  }
1217
- if (analysis.pricePosition > 65 && analysis.volatility > 30) {
1218
- signals.push("\u2717 BEARISH: High in range with elevated volatility - reversal risk");
1219
- bearishSignals++;
1220
- } else if (analysis.pricePosition < 35 && analysis.volatility > 30) {
1221
- signals.push("\u2713 BULLISH: Low in range with volatility - potential bounce");
1222
- bullishSignals++;
1223
- } else {
1224
- signals.push("\u25D0 NEUTRAL: Price position and volatility not extreme");
258
+ if (!this.server) {
259
+ return;
1225
260
  }
1226
- return { bullishSignals, bearishSignals, signals };
1227
- }
1228
- // Generate comprehensive JSON analysis
1229
- generateJSONAnalysis(symbol) {
1230
- const analysis = this.analyze();
1231
- const indicators = this.getTechnicalIndicators();
1232
- const signals = this.generateSignals();
1233
- const currentSMA5 = indicators.sma5.length > 0 ? indicators.sma5[indicators.sma5.length - 1] : null;
1234
- const currentSMA10 = indicators.sma10.length > 0 ? indicators.sma10[indicators.sma10.length - 1] : null;
1235
- const currentSMA20 = indicators.sma20.length > 0 ? indicators.sma20[indicators.sma20.length - 1] : null;
1236
- const currentSMA50 = indicators.sma50.length > 0 ? indicators.sma50[indicators.sma50.length - 1] : null;
1237
- const currentSMA200 = indicators.sma200.length > 0 ? indicators.sma200[indicators.sma200.length - 1] : null;
1238
- const currentEMA8 = indicators.ema8[indicators.ema8.length - 1];
1239
- const currentEMA12 = indicators.ema12[indicators.ema12.length - 1];
1240
- const currentEMA21 = indicators.ema21[indicators.ema21.length - 1];
1241
- const currentEMA26 = indicators.ema26[indicators.ema26.length - 1];
1242
- const currentWMA20 = indicators.wma20.length > 0 ? indicators.wma20[indicators.wma20.length - 1] : null;
1243
- const currentVWMA20 = indicators.vwma20.length > 0 ? indicators.vwma20[indicators.vwma20.length - 1] : null;
1244
- const currentMACD = indicators.macd.length > 0 ? indicators.macd[indicators.macd.length - 1] : null;
1245
- const currentADX = indicators.adx.length > 0 ? indicators.adx[indicators.adx.length - 1] : null;
1246
- const currentDMI = indicators.dmi.length > 0 ? indicators.dmi[indicators.dmi.length - 1] : null;
1247
- const currentIchimoku = indicators.ichimoku.length > 0 ? indicators.ichimoku[indicators.ichimoku.length - 1] : null;
1248
- const currentParabolicSAR = indicators.parabolicSAR.length > 0 ? indicators.parabolicSAR[indicators.parabolicSAR.length - 1] : null;
1249
- const currentRSI = indicators.rsi.length > 0 ? indicators.rsi[indicators.rsi.length - 1] : null;
1250
- const currentStochastic = indicators.stochastic.length > 0 ? indicators.stochastic[indicators.stochastic.length - 1] : null;
1251
- const currentCCI = indicators.cci.length > 0 ? indicators.cci[indicators.cci.length - 1] : null;
1252
- const currentROC = indicators.roc.length > 0 ? indicators.roc[indicators.roc.length - 1] : null;
1253
- const currentWilliamsR = indicators.williamsR.length > 0 ? indicators.williamsR[indicators.williamsR.length - 1] : null;
1254
- const currentMomentum = indicators.momentum.length > 0 ? indicators.momentum[indicators.momentum.length - 1] : null;
1255
- const currentBB = indicators.bollinger.length > 0 ? indicators.bollinger[indicators.bollinger.length - 1] : null;
1256
- const currentAtr = indicators.atr.length > 0 ? indicators.atr[indicators.atr.length - 1] : null;
1257
- const currentKeltner = indicators.keltner.length > 0 ? indicators.keltner[indicators.keltner.length - 1] : null;
1258
- const currentDonchian = indicators.donchian.length > 0 ? indicators.donchian[indicators.donchian.length - 1] : null;
1259
- const currentChaikinVolatility = indicators.chaikinVolatility.length > 0 ? indicators.chaikinVolatility[indicators.chaikinVolatility.length - 1] : null;
1260
- const currentObv = indicators.obv.length > 0 ? indicators.obv[indicators.obv.length - 1] : null;
1261
- const currentCmf = indicators.cmf.length > 0 ? indicators.cmf[indicators.cmf.length - 1] : null;
1262
- const currentAdl = indicators.adl.length > 0 ? indicators.adl[indicators.adl.length - 1] : null;
1263
- const currentVolumeROC = indicators.volumeROC.length > 0 ? indicators.volumeROC[indicators.volumeROC.length - 1] : null;
1264
- const currentMfi = indicators.mfi.length > 0 ? indicators.mfi[indicators.mfi.length - 1] : null;
1265
- const currentVwap = indicators.vwap.length > 0 ? indicators.vwap[indicators.vwap.length - 1] : null;
1266
- const currentPivotPoints = indicators.pivotPoints.length > 0 ? indicators.pivotPoints[indicators.pivotPoints.length - 1] : null;
1267
- const currentFibonacci = indicators.fibonacci.length > 0 ? indicators.fibonacci[indicators.fibonacci.length - 1] : null;
1268
- const currentGannLevels = indicators.gannLevels.length > 0 ? indicators.gannLevels : [];
1269
- const currentElliottWave = indicators.elliottWave.length > 0 ? indicators.elliottWave[indicators.elliottWave.length - 1] : null;
1270
- const currentHarmonicPatterns = indicators.harmonicPatterns.length > 0 ? indicators.harmonicPatterns : [];
1271
- const currentVolume = this.volumes[this.volumes.length - 1];
1272
- const volumeRatio = currentVolume / analysis.avgVolume;
1273
- const currentDrawdown = (analysis.sessionHigh - analysis.currentPrice) / analysis.sessionHigh * 100;
1274
- const rangeWidth = (analysis.sessionHigh - analysis.sessionLow) / analysis.sessionLow * 100;
1275
- const priceVsVWAP = (analysis.currentPrice - analysis.trueVWAP) / analysis.trueVWAP * 100;
1276
- const totalScore = signals.bullishSignals - signals.bearishSignals;
1277
- const overallSignal = totalScore > 0 ? "BULLISH_BIAS" : totalScore < 0 ? "BEARISH_BIAS" : "NEUTRAL";
1278
- const targetEntry = Math.max(analysis.sessionLow * 1.005, analysis.trueVWAP * 0.998);
1279
- const stopLoss = analysis.sessionLow * 0.995;
1280
- const profitTarget = analysis.sessionHigh * 0.995;
1281
- const riskRewardRatio = (profitTarget - analysis.currentPrice) / (analysis.currentPrice - stopLoss);
1282
- const positionSize = this.calculatePositionSize(analysis.currentPrice, targetEntry, stopLoss);
1283
- const maxRisk = positionSize * (targetEntry - stopLoss);
1284
- return {
1285
- symbol,
1286
- timestamp: (/* @__PURE__ */ new Date()).toISOString(),
1287
- marketStructure: {
1288
- currentPrice: analysis.currentPrice,
1289
- startPrice: analysis.startPrice,
1290
- sessionHigh: analysis.sessionHigh,
1291
- sessionLow: analysis.sessionLow,
1292
- rangeWidth,
1293
- totalVolume: analysis.totalVolume,
1294
- sessionPerformance: analysis.sessionReturn,
1295
- positionInRange: analysis.pricePosition
1296
- },
1297
- volatility: {
1298
- impliedVolatility: analysis.impliedVolatility,
1299
- realizedVolatility: analysis.realizedVolatility,
1300
- atr: analysis.atr,
1301
- maxDrawdown: analysis.maxDrawdown * 100,
1302
- currentDrawdown
1303
- },
1304
- technicalIndicators: {
1305
- sma5: currentSMA5,
1306
- sma10: currentSMA10,
1307
- sma20: currentSMA20,
1308
- sma50: currentSMA50,
1309
- sma200: currentSMA200,
1310
- ema8: currentEMA8,
1311
- ema12: currentEMA12,
1312
- ema21: currentEMA21,
1313
- ema26: currentEMA26,
1314
- wma20: currentWMA20,
1315
- vwma20: currentVWMA20,
1316
- macd: currentMACD,
1317
- adx: currentADX,
1318
- dmi: currentDMI,
1319
- ichimoku: currentIchimoku,
1320
- parabolicSAR: currentParabolicSAR,
1321
- rsi: currentRSI,
1322
- stochastic: currentStochastic,
1323
- cci: currentCCI,
1324
- roc: currentROC,
1325
- williamsR: currentWilliamsR,
1326
- momentum: currentMomentum,
1327
- bollingerBands: currentBB ? {
1328
- upper: currentBB.upper,
1329
- middle: currentBB.middle,
1330
- lower: currentBB.lower,
1331
- bandwidth: currentBB.bandwidth,
1332
- percentB: currentBB.percentB
1333
- } : null,
1334
- atr: currentAtr,
1335
- keltnerChannels: currentKeltner ? {
1336
- upper: currentKeltner.upper,
1337
- middle: currentKeltner.middle,
1338
- lower: currentKeltner.lower
1339
- } : null,
1340
- donchianChannels: currentDonchian ? {
1341
- upper: currentDonchian.upper,
1342
- middle: currentDonchian.middle,
1343
- lower: currentDonchian.lower
1344
- } : null,
1345
- chaikinVolatility: currentChaikinVolatility,
1346
- obv: currentObv,
1347
- cmf: currentCmf,
1348
- adl: currentAdl,
1349
- volumeROC: currentVolumeROC,
1350
- mfi: currentMfi,
1351
- vwap: currentVwap
1352
- },
1353
- volumeAnalysis: {
1354
- currentVolume,
1355
- averageVolume: Math.round(analysis.avgVolume),
1356
- volumeRatio,
1357
- trueVWAP: analysis.trueVWAP,
1358
- priceVsVWAP,
1359
- obv: currentObv,
1360
- cmf: currentCmf,
1361
- mfi: currentMfi
1362
- },
1363
- momentum: {
1364
- momentum5: analysis.momentum5,
1365
- momentum10: analysis.momentum10,
1366
- sessionROC: analysis.sessionReturn,
1367
- rsi: currentRSI,
1368
- stochastic: currentStochastic,
1369
- cci: currentCCI
1370
- },
1371
- supportResistance: {
1372
- pivotPoints: currentPivotPoints,
1373
- fibonacci: currentFibonacci,
1374
- gannLevels: currentGannLevels,
1375
- elliottWave: currentElliottWave,
1376
- harmonicPatterns: currentHarmonicPatterns
1377
- },
1378
- tradingSignals: {
1379
- ...signals,
1380
- overallSignal,
1381
- signalScore: totalScore,
1382
- confidence: this.calculateConfidence(signals.signals),
1383
- riskLevel: this.calculateRiskLevel(analysis.volatility)
1384
- },
1385
- statisticalModels: {
1386
- zScore: this.calculateZScore(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1387
- ornsteinUhlenbeck: this.calculateOrnsteinUhlenbeck(
1388
- analysis.currentPrice,
1389
- analysis.startPrice,
1390
- analysis.avgVolume
1391
- ),
1392
- kalmanFilter: this.calculateKalmanFilter(
1393
- analysis.currentPrice,
1394
- analysis.startPrice,
1395
- analysis.avgVolume
1396
- ),
1397
- arima: this.calculateArima(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1398
- garch: this.calculateGarch(analysis.currentPrice, analysis.startPrice, analysis.avgVolume),
1399
- hilbertTransform: this.calculateHilbertTransform(
1400
- analysis.currentPrice,
1401
- analysis.startPrice,
1402
- analysis.avgVolume
1403
- ),
1404
- waveletTransform: this.calculateWaveletTransform(
1405
- analysis.currentPrice,
1406
- analysis.startPrice,
1407
- analysis.avgVolume
1408
- )
1409
- },
1410
- optionsAnalysis: (() => {
1411
- const blackScholes = this.calculateBlackScholes(
1412
- analysis.currentPrice,
1413
- analysis.startPrice,
1414
- analysis.avgVolume
1415
- );
1416
- if (!blackScholes) return null;
1417
- return {
1418
- blackScholes,
1419
- impliedVolatility: analysis.impliedVolatility,
1420
- delta: blackScholes.delta,
1421
- gamma: blackScholes.gamma,
1422
- theta: blackScholes.theta,
1423
- vega: blackScholes.vega,
1424
- rho: blackScholes.rho,
1425
- greeks: {
1426
- delta: blackScholes.delta,
1427
- gamma: blackScholes.gamma,
1428
- theta: blackScholes.theta,
1429
- vega: blackScholes.vega,
1430
- rho: blackScholes.rho
1431
- }
1432
- };
1433
- })(),
1434
- riskManagement: {
1435
- targetEntry,
1436
- stopLoss,
1437
- profitTarget,
1438
- riskRewardRatio,
1439
- positionSize,
1440
- maxRisk
1441
- },
1442
- performance: {
1443
- sharpeRatio: analysis.sharpeRatio,
1444
- sortinoRatio: analysis.sortinoRatio,
1445
- calmarRatio: analysis.calmarRatio,
1446
- maxDrawdown: analysis.maxDrawdown * 100,
1447
- winRate: analysis.winRate,
1448
- profitFactor: analysis.profitFactor,
1449
- totalReturn: analysis.sessionReturn,
1450
- volatility: analysis.volatility
1451
- }
1452
- };
1453
- }
1454
- };
1455
- var createTechnicalAnalysisHandler = (marketDataPrices) => {
1456
- return async (args) => {
1457
- try {
1458
- const symbol = args.symbol;
1459
- const priceHistory = marketDataPrices.get(symbol) || [];
1460
- if (priceHistory.length === 0) {
261
+ this.server.setRequestHandler(
262
+ z.object({ method: z.literal("resources/list") }),
263
+ async (request, extra) => {
1461
264
  return {
1462
- content: [
265
+ resources: [
1463
266
  {
1464
- type: "text",
1465
- text: `No price data available for ${symbol}. Please request market data first.`,
1466
- uri: "technicalAnalysis"
267
+ name: "greeting",
268
+ description: "A simple greeting resource",
269
+ uri: "greeting-resource"
1467
270
  }
1468
271
  ]
1469
272
  };
1470
273
  }
1471
- const hasValidData = priceHistory.every(
1472
- (entry) => typeof entry.trade === "number" && !Number.isNaN(entry.trade) && typeof entry.midPrice === "number" && !Number.isNaN(entry.midPrice)
1473
- );
1474
- if (!hasValidData) {
1475
- throw new Error("Invalid market data");
1476
- }
1477
- const analyzer = new TechnicalAnalyzer(priceHistory);
1478
- const analysis = analyzer.generateJSONAnalysis(symbol);
1479
- return {
1480
- content: [
1481
- {
1482
- type: "text",
1483
- text: `Technical Analysis for ${symbol}:
1484
-
1485
- ${JSON.stringify(analysis, null, 2)}`,
1486
- uri: "technicalAnalysis"
1487
- }
1488
- ]
1489
- };
1490
- } catch (error) {
1491
- return {
1492
- content: [
1493
- {
1494
- type: "text",
1495
- text: `Error performing technical analysis: ${error instanceof Error ? error.message : "Unknown error"}`,
1496
- uri: "technicalAnalysis"
1497
- }
1498
- ],
1499
- isError: true
1500
- };
1501
- }
1502
- };
1503
- };
1504
-
1505
- // src/tools/marketData.ts
1506
- import { Field, Fields, MDEntryType, Messages } from "fixparser";
1507
- import QuickChart from "quickchart-js";
1508
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
1509
- return async (args) => {
1510
- try {
1511
- parser.logger.log({
1512
- level: "info",
1513
- message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
1514
- });
1515
- const response = new Promise((resolve) => {
1516
- pendingRequests.set(args.mdReqID, resolve);
1517
- parser.logger.log({
1518
- level: "info",
1519
- message: `Registered callback for market data request ID: ${args.mdReqID}`
1520
- });
1521
- });
1522
- const entryTypes = args.mdEntryTypes || [
1523
- MDEntryType.Bid,
1524
- MDEntryType.Offer,
1525
- MDEntryType.Trade,
1526
- MDEntryType.IndexValue,
1527
- MDEntryType.OpeningPrice,
1528
- MDEntryType.ClosingPrice,
1529
- MDEntryType.SettlementPrice,
1530
- MDEntryType.TradingSessionHighPrice,
1531
- MDEntryType.TradingSessionLowPrice,
1532
- MDEntryType.VWAP,
1533
- MDEntryType.Imbalance,
1534
- MDEntryType.TradeVolume,
1535
- MDEntryType.OpenInterest,
1536
- MDEntryType.CompositeUnderlyingPrice,
1537
- MDEntryType.SimulatedSellPrice,
1538
- MDEntryType.SimulatedBuyPrice,
1539
- MDEntryType.MarginRate,
1540
- MDEntryType.MidPrice,
1541
- MDEntryType.EmptyBook,
1542
- MDEntryType.SettleHighPrice,
1543
- MDEntryType.SettleLowPrice,
1544
- MDEntryType.PriorSettlePrice,
1545
- MDEntryType.SessionHighBid,
1546
- MDEntryType.SessionLowOffer,
1547
- MDEntryType.EarlyPrices,
1548
- MDEntryType.AuctionClearingPrice,
1549
- MDEntryType.SwapValueFactor,
1550
- MDEntryType.DailyValueAdjustmentForLongPositions,
1551
- MDEntryType.CumulativeValueAdjustmentForLongPositions,
1552
- MDEntryType.DailyValueAdjustmentForShortPositions,
1553
- MDEntryType.CumulativeValueAdjustmentForShortPositions,
1554
- MDEntryType.FixingPrice,
1555
- MDEntryType.CashRate,
1556
- MDEntryType.RecoveryRate,
1557
- MDEntryType.RecoveryRateForLong,
1558
- MDEntryType.RecoveryRateForShort,
1559
- MDEntryType.MarketBid,
1560
- MDEntryType.MarketOffer,
1561
- MDEntryType.ShortSaleMinPrice,
1562
- MDEntryType.PreviousClosingPrice,
1563
- MDEntryType.ThresholdLimitPriceBanding,
1564
- MDEntryType.DailyFinancingValue,
1565
- MDEntryType.AccruedFinancingValue,
1566
- MDEntryType.TWAP
1567
- ];
1568
- const messageFields = [
1569
- new Field(Fields.MsgType, Messages.MarketDataRequest),
1570
- new Field(Fields.SenderCompID, parser.sender),
1571
- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
1572
- new Field(Fields.TargetCompID, parser.target),
1573
- new Field(Fields.SendingTime, parser.getTimestamp()),
1574
- new Field(Fields.MDReqID, args.mdReqID),
1575
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
1576
- new Field(Fields.MarketDepth, 0),
1577
- new Field(Fields.MDUpdateType, args.mdUpdateType)
1578
- ];
1579
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
1580
- args.symbols.forEach((symbol) => {
1581
- messageFields.push(new Field(Fields.Symbol, symbol));
1582
- });
1583
- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
1584
- entryTypes.forEach((entryType) => {
1585
- messageFields.push(new Field(Fields.MDEntryType, entryType));
1586
- });
1587
- const mdr = parser.createMessage(...messageFields);
1588
- if (!parser.connected) {
1589
- parser.logger.log({
1590
- level: "error",
1591
- message: "Not connected. Cannot send market data request."
1592
- });
274
+ );
275
+ this.server.setRequestHandler(
276
+ z.object({ method: z.literal("resources/templates/list") }),
277
+ async (request, extra) => {
1593
278
  return {
1594
- content: [
279
+ resourceTemplates: [
1595
280
  {
1596
- type: "text",
1597
- text: "Error: Not connected. Ignoring message.",
1598
- uri: "marketDataRequest"
1599
- }
1600
- ],
1601
- isError: true
1602
- };
1603
- }
1604
- parser.logger.log({
1605
- level: "info",
1606
- message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
1607
- });
1608
- parser.send(mdr);
1609
- const fixData = await response;
1610
- parser.logger.log({
1611
- level: "info",
1612
- message: `Received market data response for request ID: ${args.mdReqID}`
1613
- });
1614
- return {
1615
- content: [
1616
- {
1617
- type: "text",
1618
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
1619
- uri: "marketDataRequest"
1620
- }
1621
- ]
1622
- };
1623
- } catch (error) {
1624
- return {
1625
- content: [
1626
- {
1627
- type: "text",
1628
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
1629
- uri: "marketDataRequest"
1630
- }
1631
- ],
1632
- isError: true
1633
- };
1634
- }
1635
- };
1636
- };
1637
- var aggregateMarketData = (priceHistory, maxPoints = 490) => {
1638
- if (priceHistory.length <= maxPoints) {
1639
- return priceHistory;
1640
- }
1641
- const result = [];
1642
- const step = priceHistory.length / maxPoints;
1643
- result.push(priceHistory[0]);
1644
- for (let i = 1; i < maxPoints - 1; i++) {
1645
- const startIndex = Math.floor(i * step);
1646
- const endIndex = Math.floor((i + 1) * step);
1647
- const segment = priceHistory.slice(startIndex, endIndex);
1648
- if (segment.length === 0) continue;
1649
- const aggregatedPoint = {
1650
- timestamp: segment[0].timestamp,
1651
- // Use timestamp of first point in segment
1652
- bid: segment.reduce((sum2, p) => sum2 + p.bid, 0) / segment.length,
1653
- offer: segment.reduce((sum2, p) => sum2 + p.offer, 0) / segment.length,
1654
- spread: segment.reduce((sum2, p) => sum2 + p.spread, 0) / segment.length,
1655
- volume: segment.reduce((sum2, p) => sum2 + p.volume, 0) / segment.length,
1656
- trade: segment.reduce((sum2, p) => sum2 + p.trade, 0) / segment.length,
1657
- indexValue: segment.reduce((sum2, p) => sum2 + p.indexValue, 0) / segment.length,
1658
- openingPrice: segment.reduce((sum2, p) => sum2 + p.openingPrice, 0) / segment.length,
1659
- closingPrice: segment.reduce((sum2, p) => sum2 + p.closingPrice, 0) / segment.length,
1660
- settlementPrice: segment.reduce((sum2, p) => sum2 + p.settlementPrice, 0) / segment.length,
1661
- tradingSessionHighPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionHighPrice, 0) / segment.length,
1662
- tradingSessionLowPrice: segment.reduce((sum2, p) => sum2 + p.tradingSessionLowPrice, 0) / segment.length,
1663
- vwap: segment.reduce((sum2, p) => sum2 + p.vwap, 0) / segment.length,
1664
- imbalance: segment.reduce((sum2, p) => sum2 + p.imbalance, 0) / segment.length,
1665
- openInterest: segment.reduce((sum2, p) => sum2 + p.openInterest, 0) / segment.length,
1666
- compositeUnderlyingPrice: segment.reduce((sum2, p) => sum2 + p.compositeUnderlyingPrice, 0) / segment.length,
1667
- simulatedSellPrice: segment.reduce((sum2, p) => sum2 + p.simulatedSellPrice, 0) / segment.length,
1668
- simulatedBuyPrice: segment.reduce((sum2, p) => sum2 + p.simulatedBuyPrice, 0) / segment.length,
1669
- marginRate: segment.reduce((sum2, p) => sum2 + p.marginRate, 0) / segment.length,
1670
- midPrice: segment.reduce((sum2, p) => sum2 + p.midPrice, 0) / segment.length,
1671
- emptyBook: segment.reduce((sum2, p) => sum2 + p.emptyBook, 0) / segment.length,
1672
- settleHighPrice: segment.reduce((sum2, p) => sum2 + p.settleHighPrice, 0) / segment.length,
1673
- settleLowPrice: segment.reduce((sum2, p) => sum2 + p.settleLowPrice, 0) / segment.length,
1674
- priorSettlePrice: segment.reduce((sum2, p) => sum2 + p.priorSettlePrice, 0) / segment.length,
1675
- sessionHighBid: segment.reduce((sum2, p) => sum2 + p.sessionHighBid, 0) / segment.length,
1676
- sessionLowOffer: segment.reduce((sum2, p) => sum2 + p.sessionLowOffer, 0) / segment.length,
1677
- earlyPrices: segment.reduce((sum2, p) => sum2 + p.earlyPrices, 0) / segment.length,
1678
- auctionClearingPrice: segment.reduce((sum2, p) => sum2 + p.auctionClearingPrice, 0) / segment.length,
1679
- swapValueFactor: segment.reduce((sum2, p) => sum2 + p.swapValueFactor, 0) / segment.length,
1680
- dailyValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForLongPositions, 0) / segment.length,
1681
- cumulativeValueAdjustmentForLongPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForLongPositions, 0) / segment.length,
1682
- dailyValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.dailyValueAdjustmentForShortPositions, 0) / segment.length,
1683
- cumulativeValueAdjustmentForShortPositions: segment.reduce((sum2, p) => sum2 + p.cumulativeValueAdjustmentForShortPositions, 0) / segment.length,
1684
- fixingPrice: segment.reduce((sum2, p) => sum2 + p.fixingPrice, 0) / segment.length,
1685
- cashRate: segment.reduce((sum2, p) => sum2 + p.cashRate, 0) / segment.length,
1686
- recoveryRate: segment.reduce((sum2, p) => sum2 + p.recoveryRate, 0) / segment.length,
1687
- recoveryRateForLong: segment.reduce((sum2, p) => sum2 + p.recoveryRateForLong, 0) / segment.length,
1688
- recoveryRateForShort: segment.reduce((sum2, p) => sum2 + p.recoveryRateForShort, 0) / segment.length,
1689
- marketBid: segment.reduce((sum2, p) => sum2 + p.marketBid, 0) / segment.length,
1690
- marketOffer: segment.reduce((sum2, p) => sum2 + p.marketOffer, 0) / segment.length,
1691
- shortSaleMinPrice: segment.reduce((sum2, p) => sum2 + p.shortSaleMinPrice, 0) / segment.length,
1692
- previousClosingPrice: segment.reduce((sum2, p) => sum2 + p.previousClosingPrice, 0) / segment.length,
1693
- thresholdLimitPriceBanding: segment.reduce((sum2, p) => sum2 + p.thresholdLimitPriceBanding, 0) / segment.length,
1694
- dailyFinancingValue: segment.reduce((sum2, p) => sum2 + p.dailyFinancingValue, 0) / segment.length,
1695
- accruedFinancingValue: segment.reduce((sum2, p) => sum2 + p.accruedFinancingValue, 0) / segment.length,
1696
- twap: segment.reduce((sum2, p) => sum2 + p.twap, 0) / segment.length
1697
- };
1698
- result.push(aggregatedPoint);
1699
- }
1700
- result.push(priceHistory[priceHistory.length - 1]);
1701
- return result;
1702
- };
1703
- var createGetStockGraphHandler = (marketDataPrices) => {
1704
- return async (args) => {
1705
- try {
1706
- const symbol = args.symbol;
1707
- const priceHistory = marketDataPrices.get(symbol) || [];
1708
- if (priceHistory.length === 0) {
1709
- return {
1710
- content: [
281
+ name: "stockGraph",
282
+ description: "Generates a price chart for a given symbol",
283
+ uriTemplate: "stockGraph/{symbol}",
284
+ parameters: {
285
+ type: "object",
286
+ properties: {
287
+ symbol: { type: "string" }
288
+ },
289
+ required: ["symbol"]
290
+ }
291
+ },
1711
292
  {
1712
- type: "text",
1713
- text: `No price data available for ${symbol}`,
1714
- uri: "getStockGraph"
293
+ name: "stockPriceHistory",
294
+ description: "Returns price history for a given symbol",
295
+ uriTemplate: "stockPriceHistory/{symbol}",
296
+ parameters: {
297
+ type: "object",
298
+ properties: {
299
+ symbol: { type: "string" }
300
+ },
301
+ required: ["symbol"]
302
+ }
1715
303
  }
1716
304
  ]
1717
305
  };
1718
306
  }
1719
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1720
- const chart = new QuickChart();
1721
- chart.setWidth(1200);
1722
- chart.setHeight(600);
1723
- chart.setBackgroundColor("transparent");
1724
- const labels = aggregatedData.map((point) => new Date(point.timestamp).toLocaleTimeString());
1725
- const bidData = aggregatedData.map((point) => point.bid);
1726
- const offerData = aggregatedData.map((point) => point.offer);
1727
- const spreadData = aggregatedData.map((point) => point.spread);
1728
- const volumeData = aggregatedData.map((point) => point.volume);
1729
- const tradeData = aggregatedData.map((point) => point.trade);
1730
- const vwapData = aggregatedData.map((point) => point.vwap);
1731
- const twapData = aggregatedData.map((point) => point.twap);
1732
- const maxVolume = Math.max(...volumeData.filter((v) => v > 0));
1733
- const maxPrice = Math.max(...bidData, ...offerData, ...tradeData, ...vwapData, ...twapData);
1734
- const normalizedVolumeData = volumeData.map((v) => v / maxVolume * maxPrice * 0.3);
1735
- const config = {
1736
- type: "line",
1737
- data: {
1738
- labels,
1739
- datasets: [
1740
- {
1741
- label: "Bid",
1742
- data: bidData,
1743
- borderColor: "#28a745",
1744
- backgroundColor: "rgba(40, 167, 69, 0.1)",
1745
- fill: false,
1746
- tension: 0.4
1747
- },
1748
- {
1749
- label: "Offer",
1750
- data: offerData,
1751
- borderColor: "#dc3545",
1752
- backgroundColor: "rgba(220, 53, 69, 0.1)",
1753
- fill: false,
1754
- tension: 0.4
1755
- },
307
+ );
308
+ this.server.setRequestHandler(
309
+ z.object({ method: z.literal("tools/list") }),
310
+ async (request, extra) => {
311
+ return {
312
+ tools: [
1756
313
  {
1757
- label: "Spread",
1758
- data: spreadData,
1759
- borderColor: "#6c757d",
1760
- backgroundColor: "rgba(108, 117, 125, 0.1)",
1761
- fill: false,
1762
- tension: 0.4
314
+ name: "parse",
315
+ description: "Parses a FIX message and describes it in plain language",
316
+ inputSchema: {
317
+ type: "object",
318
+ properties: {
319
+ fixString: { type: "string" }
320
+ },
321
+ required: ["fixString"]
322
+ }
1763
323
  },
1764
324
  {
1765
- label: "Trade",
1766
- data: tradeData,
1767
- borderColor: "#ffc107",
1768
- backgroundColor: "rgba(255, 193, 7, 0.1)",
1769
- fill: false,
1770
- tension: 0.4
325
+ name: "parseToJSON",
326
+ description: "Parses a FIX message into JSON",
327
+ inputSchema: {
328
+ type: "object",
329
+ properties: {
330
+ fixString: { type: "string" }
331
+ },
332
+ required: ["fixString"]
333
+ }
1771
334
  },
1772
335
  {
1773
- label: "VWAP",
1774
- data: vwapData,
1775
- borderColor: "#17a2b8",
1776
- backgroundColor: "rgba(23, 162, 184, 0.1)",
1777
- fill: false,
1778
- tension: 0.4
336
+ name: "verifyOrder",
337
+ description: "Verifies order parameters before execution",
338
+ inputSchema: {
339
+ type: "object",
340
+ properties: {
341
+ clOrdID: { type: "string" },
342
+ handlInst: { type: "string", enum: ["1", "2", "3"] },
343
+ quantity: { type: "string" },
344
+ price: { type: "string" },
345
+ ordType: {
346
+ type: "string",
347
+ enum: [
348
+ "1",
349
+ "2",
350
+ "3",
351
+ "4",
352
+ "5",
353
+ "6",
354
+ "7",
355
+ "8",
356
+ "9",
357
+ "A",
358
+ "B",
359
+ "C",
360
+ "D",
361
+ "E",
362
+ "F",
363
+ "G",
364
+ "H",
365
+ "I",
366
+ "J",
367
+ "K",
368
+ "L",
369
+ "M",
370
+ "P",
371
+ "Q",
372
+ "R",
373
+ "S"
374
+ ]
375
+ },
376
+ side: {
377
+ type: "string",
378
+ enum: [
379
+ "1",
380
+ "2",
381
+ "3",
382
+ "4",
383
+ "5",
384
+ "6",
385
+ "7",
386
+ "8",
387
+ "9",
388
+ "A",
389
+ "B",
390
+ "C",
391
+ "D",
392
+ "E",
393
+ "F",
394
+ "G",
395
+ "H"
396
+ ]
397
+ },
398
+ symbol: { type: "string" },
399
+ timeInForce: {
400
+ type: "string",
401
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
402
+ }
403
+ },
404
+ required: [
405
+ "clOrdID",
406
+ "handlInst",
407
+ "quantity",
408
+ "price",
409
+ "ordType",
410
+ "side",
411
+ "symbol",
412
+ "timeInForce"
413
+ ]
414
+ }
1779
415
  },
1780
416
  {
1781
- label: "TWAP",
1782
- data: twapData,
1783
- borderColor: "#6610f2",
1784
- backgroundColor: "rgba(102, 16, 242, 0.1)",
1785
- fill: false,
1786
- tension: 0.4
417
+ name: "executeOrder",
418
+ description: "Executes a verified order",
419
+ inputSchema: {
420
+ type: "object",
421
+ properties: {
422
+ clOrdID: { type: "string" },
423
+ handlInst: { type: "string", enum: ["1", "2", "3"] },
424
+ quantity: { type: "string" },
425
+ price: { type: "string" },
426
+ ordType: { type: "string" },
427
+ side: { type: "string" },
428
+ symbol: { type: "string" },
429
+ timeInForce: { type: "string" }
430
+ },
431
+ required: [
432
+ "clOrdID",
433
+ "handlInst",
434
+ "quantity",
435
+ "price",
436
+ "ordType",
437
+ "side",
438
+ "symbol",
439
+ "timeInForce"
440
+ ]
441
+ }
1787
442
  },
1788
443
  {
1789
- label: "Volume (Normalized)",
1790
- data: normalizedVolumeData,
1791
- borderColor: "#007bff",
1792
- backgroundColor: "rgba(0, 123, 255, 0.1)",
1793
- fill: true,
1794
- tension: 0.4
1795
- }
1796
- ]
1797
- },
1798
- options: {
1799
- responsive: true,
1800
- plugins: {
1801
- title: {
1802
- display: true,
1803
- text: `${symbol} Market Data (Volume normalized to 30% of max price)`
1804
- }
1805
- },
1806
- scales: {
1807
- y: {
1808
- beginAtZero: false,
1809
- title: {
1810
- display: true,
1811
- text: "Price / Normalized Volume"
444
+ name: "marketDataRequest",
445
+ description: "Requests market data for specified symbols",
446
+ inputSchema: {
447
+ type: "object",
448
+ properties: {
449
+ mdUpdateType: { type: "string", enum: ["0", "1"] },
450
+ symbols: { type: "array", items: { type: "string" } },
451
+ mdReqID: { type: "string" },
452
+ subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
453
+ mdEntryTypes: { type: "array", items: { type: "string" } }
454
+ },
455
+ required: [
456
+ "mdUpdateType",
457
+ "symbols",
458
+ "mdReqID",
459
+ "subscriptionRequestType",
460
+ "mdEntryTypes"
461
+ ]
1812
462
  }
1813
463
  }
1814
- }
1815
- }
1816
- };
1817
- chart.setConfig(config);
1818
- const imageBuffer = await chart.toBinary();
1819
- const base64 = imageBuffer.toString("base64");
1820
- return {
1821
- content: [
1822
- {
1823
- type: "resource",
1824
- resource: {
1825
- uri: "resource://graph",
1826
- mimeType: "image/png",
1827
- blob: base64
1828
- }
1829
- }
1830
- ]
1831
- };
1832
- } catch (error) {
1833
- return {
1834
- content: [
1835
- {
1836
- type: "text",
1837
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
1838
- uri: "getStockGraph"
1839
- }
1840
- ],
1841
- isError: true
1842
- };
1843
- }
1844
- };
1845
- };
1846
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
1847
- return async (args) => {
1848
- try {
1849
- const symbol = args.symbol;
1850
- const priceHistory = marketDataPrices.get(symbol) || [];
1851
- if (priceHistory.length === 0) {
1852
- return {
1853
- content: [
1854
- {
1855
- type: "text",
1856
- text: `No price data available for ${symbol}`,
1857
- uri: "getStockPriceHistory"
1858
- }
1859
464
  ]
1860
465
  };
1861
466
  }
1862
- const aggregatedData = aggregateMarketData(priceHistory, 500);
1863
- return {
1864
- content: [
1865
- {
1866
- type: "text",
1867
- text: JSON.stringify(
1868
- {
1869
- symbol,
1870
- count: aggregatedData.length,
1871
- originalCount: priceHistory.length,
1872
- data: aggregatedData.map((point) => ({
1873
- timestamp: new Date(point.timestamp).toISOString(),
1874
- bid: point.bid,
1875
- offer: point.offer,
1876
- spread: point.spread,
1877
- volume: point.volume,
1878
- trade: point.trade,
1879
- indexValue: point.indexValue,
1880
- openingPrice: point.openingPrice,
1881
- closingPrice: point.closingPrice,
1882
- settlementPrice: point.settlementPrice,
1883
- tradingSessionHighPrice: point.tradingSessionHighPrice,
1884
- tradingSessionLowPrice: point.tradingSessionLowPrice,
1885
- vwap: point.vwap,
1886
- imbalance: point.imbalance,
1887
- openInterest: point.openInterest,
1888
- compositeUnderlyingPrice: point.compositeUnderlyingPrice,
1889
- simulatedSellPrice: point.simulatedSellPrice,
1890
- simulatedBuyPrice: point.simulatedBuyPrice,
1891
- marginRate: point.marginRate,
1892
- midPrice: point.midPrice,
1893
- emptyBook: point.emptyBook,
1894
- settleHighPrice: point.settleHighPrice,
1895
- settleLowPrice: point.settleLowPrice,
1896
- priorSettlePrice: point.priorSettlePrice,
1897
- sessionHighBid: point.sessionHighBid,
1898
- sessionLowOffer: point.sessionLowOffer,
1899
- earlyPrices: point.earlyPrices,
1900
- auctionClearingPrice: point.auctionClearingPrice,
1901
- swapValueFactor: point.swapValueFactor,
1902
- dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
1903
- cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
1904
- dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
1905
- cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
1906
- fixingPrice: point.fixingPrice,
1907
- cashRate: point.cashRate,
1908
- recoveryRate: point.recoveryRate,
1909
- recoveryRateForLong: point.recoveryRateForLong,
1910
- recoveryRateForShort: point.recoveryRateForShort,
1911
- marketBid: point.marketBid,
1912
- marketOffer: point.marketOffer,
1913
- shortSaleMinPrice: point.shortSaleMinPrice,
1914
- previousClosingPrice: point.previousClosingPrice,
1915
- thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
1916
- dailyFinancingValue: point.dailyFinancingValue,
1917
- accruedFinancingValue: point.accruedFinancingValue,
1918
- twap: point.twap
1919
- }))
1920
- },
1921
- null,
1922
- 2
1923
- ),
1924
- uri: "getStockPriceHistory"
1925
- }
1926
- ]
1927
- };
1928
- } catch (error) {
1929
- return {
1930
- content: [
1931
- {
1932
- type: "text",
1933
- text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
1934
- uri: "getStockPriceHistory"
1935
- }
1936
- ],
1937
- isError: true
1938
- };
1939
- }
1940
- };
1941
- };
1942
-
1943
- // src/tools/order.ts
1944
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
1945
- var ordTypeNames = {
1946
- "1": "Market",
1947
- "2": "Limit",
1948
- "3": "Stop",
1949
- "4": "StopLimit",
1950
- "5": "MarketOnClose",
1951
- "6": "WithOrWithout",
1952
- "7": "LimitOrBetter",
1953
- "8": "LimitWithOrWithout",
1954
- "9": "OnBasis",
1955
- A: "OnClose",
1956
- B: "LimitOnClose",
1957
- C: "ForexMarket",
1958
- D: "PreviouslyQuoted",
1959
- E: "PreviouslyIndicated",
1960
- F: "ForexLimit",
1961
- G: "ForexSwap",
1962
- H: "ForexPreviouslyQuoted",
1963
- I: "Funari",
1964
- J: "MarketIfTouched",
1965
- K: "MarketWithLeftOverAsLimit",
1966
- L: "PreviousFundValuationPoint",
1967
- M: "NextFundValuationPoint",
1968
- P: "Pegged",
1969
- Q: "CounterOrderSelection",
1970
- R: "StopOnBidOrOffer",
1971
- S: "StopLimitOnBidOrOffer"
1972
- };
1973
- var sideNames = {
1974
- "1": "Buy",
1975
- "2": "Sell",
1976
- "3": "BuyMinus",
1977
- "4": "SellPlus",
1978
- "5": "SellShort",
1979
- "6": "SellShortExempt",
1980
- "7": "Undisclosed",
1981
- "8": "Cross",
1982
- "9": "CrossShort",
1983
- A: "CrossShortExempt",
1984
- B: "AsDefined",
1985
- C: "Opposite",
1986
- D: "Subscribe",
1987
- E: "Redeem",
1988
- F: "Lend",
1989
- G: "Borrow",
1990
- H: "SellUndisclosed"
1991
- };
1992
- var timeInForceNames = {
1993
- "0": "Day",
1994
- "1": "GoodTillCancel",
1995
- "2": "AtTheOpening",
1996
- "3": "ImmediateOrCancel",
1997
- "4": "FillOrKill",
1998
- "5": "GoodTillCrossing",
1999
- "6": "GoodTillDate",
2000
- "7": "AtTheClose",
2001
- "8": "GoodThroughCrossing",
2002
- "9": "AtCrossing",
2003
- A: "GoodForTime",
2004
- B: "GoodForAuction",
2005
- C: "GoodForMonth"
2006
- };
2007
- var handlInstNames = {
2008
- "1": "AutomatedExecutionNoIntervention",
2009
- "2": "AutomatedExecutionInterventionOK",
2010
- "3": "ManualOrder"
2011
- };
2012
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
2013
- return async (args) => {
2014
- void parser;
2015
- try {
2016
- verifiedOrders.set(args.clOrdID, {
2017
- clOrdID: args.clOrdID,
2018
- handlInst: args.handlInst,
2019
- quantity: Number.parseFloat(String(args.quantity)),
2020
- price: Number.parseFloat(String(args.price)),
2021
- ordType: args.ordType,
2022
- side: args.side,
2023
- symbol: args.symbol,
2024
- timeInForce: args.timeInForce
2025
- });
2026
- return {
2027
- content: [
2028
- {
2029
- type: "text",
2030
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
2031
-
467
+ );
468
+ this.server.setRequestHandler(
469
+ z.object({
470
+ method: z.literal("tools/call"),
471
+ params: z.object({
472
+ name: z.string(),
473
+ arguments: z.any(),
474
+ _meta: z.object({
475
+ progressToken: z.number()
476
+ }).optional()
477
+ })
478
+ }),
479
+ async (request, extra) => {
480
+ const { name, arguments: args } = request.params;
481
+ switch (name) {
482
+ case "parse":
483
+ try {
484
+ const parsedMessage = this.parser?.parse(args.fixString);
485
+ if (!parsedMessage || parsedMessage.length === 0) {
486
+ return {
487
+ contents: [
488
+ {
489
+ type: "text",
490
+ text: "Error: Failed to parse FIX string",
491
+ uri: "parse"
492
+ }
493
+ ],
494
+ isError: true
495
+ };
496
+ }
497
+ return {
498
+ contents: [
499
+ {
500
+ type: "text",
501
+ text: `${parsedMessage[0].description}
502
+ ${parsedMessage[0].messageTypeDescription}`,
503
+ uri: "parse"
504
+ }
505
+ ]
506
+ };
507
+ } catch (error) {
508
+ return {
509
+ contents: [
510
+ {
511
+ type: "text",
512
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
513
+ uri: "parse"
514
+ }
515
+ ],
516
+ isError: true
517
+ };
518
+ }
519
+ case "parseToJSON":
520
+ try {
521
+ const parsedMessage = this.parser?.parse(args.fixString);
522
+ if (!parsedMessage || parsedMessage.length === 0) {
523
+ return {
524
+ contents: [
525
+ {
526
+ type: "text",
527
+ text: "Error: Failed to parse FIX string",
528
+ uri: "parseToJSON"
529
+ }
530
+ ],
531
+ isError: true
532
+ };
533
+ }
534
+ return {
535
+ contents: [
536
+ {
537
+ type: "text",
538
+ text: `${parsedMessage[0].toFIXJSON()}`,
539
+ uri: "parseToJSON"
540
+ }
541
+ ]
542
+ };
543
+ } catch (error) {
544
+ return {
545
+ contents: [
546
+ {
547
+ type: "text",
548
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
549
+ uri: "parseToJSON"
550
+ }
551
+ ],
552
+ isError: true
553
+ };
554
+ }
555
+ case "verifyOrder":
556
+ try {
557
+ this.verifiedOrders.set(args.clOrdID, {
558
+ clOrdID: args.clOrdID,
559
+ handlInst: args.handlInst,
560
+ quantity: Number.parseFloat(args.quantity),
561
+ price: Number.parseFloat(args.price),
562
+ ordType: args.ordType,
563
+ side: args.side,
564
+ symbol: args.symbol,
565
+ timeInForce: args.timeInForce
566
+ });
567
+ const ordTypeNames = {
568
+ "1": "Market",
569
+ "2": "Limit",
570
+ "3": "Stop",
571
+ "4": "StopLimit",
572
+ "5": "MarketOnClose",
573
+ "6": "WithOrWithout",
574
+ "7": "LimitOrBetter",
575
+ "8": "LimitWithOrWithout",
576
+ "9": "OnBasis",
577
+ A: "OnClose",
578
+ B: "LimitOnClose",
579
+ C: "ForexMarket",
580
+ D: "PreviouslyQuoted",
581
+ E: "PreviouslyIndicated",
582
+ F: "ForexLimit",
583
+ G: "ForexSwap",
584
+ H: "ForexPreviouslyQuoted",
585
+ I: "Funari",
586
+ J: "MarketIfTouched",
587
+ K: "MarketWithLeftOverAsLimit",
588
+ L: "PreviousFundValuationPoint",
589
+ M: "NextFundValuationPoint",
590
+ P: "Pegged",
591
+ Q: "CounterOrderSelection",
592
+ R: "StopOnBidOrOffer",
593
+ S: "StopLimitOnBidOrOffer"
594
+ };
595
+ const sideNames = {
596
+ "1": "Buy",
597
+ "2": "Sell",
598
+ "3": "BuyMinus",
599
+ "4": "SellPlus",
600
+ "5": "SellShort",
601
+ "6": "SellShortExempt",
602
+ "7": "Undisclosed",
603
+ "8": "Cross",
604
+ "9": "CrossShort",
605
+ A: "CrossShortExempt",
606
+ B: "AsDefined",
607
+ C: "Opposite",
608
+ D: "Subscribe",
609
+ E: "Redeem",
610
+ F: "Lend",
611
+ G: "Borrow",
612
+ H: "SellUndisclosed"
613
+ };
614
+ const timeInForceNames = {
615
+ "0": "Day",
616
+ "1": "GoodTillCancel",
617
+ "2": "AtTheOpening",
618
+ "3": "ImmediateOrCancel",
619
+ "4": "FillOrKill",
620
+ "5": "GoodTillCrossing",
621
+ "6": "GoodTillDate",
622
+ "7": "AtTheClose",
623
+ "8": "GoodThroughCrossing",
624
+ "9": "AtCrossing",
625
+ A: "GoodForTime",
626
+ B: "GoodForAuction",
627
+ C: "GoodForMonth"
628
+ };
629
+ const handlInstNames = {
630
+ "1": "AutomatedExecutionNoIntervention",
631
+ "2": "AutomatedExecutionInterventionOK",
632
+ "3": "ManualOrder"
633
+ };
634
+ return {
635
+ contents: [
636
+ {
637
+ type: "text",
638
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
639
+
2032
640
  Parameters verified:
2033
641
  - ClOrdID: ${args.clOrdID}
2034
642
  - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
@@ -2039,544 +647,350 @@ Parameters verified:
2039
647
  - Symbol: ${args.symbol}
2040
648
  - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
2041
649
 
2042
- To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
2043
- uri: "verifyOrder"
2044
- }
2045
- ]
2046
- };
2047
- } catch (error) {
2048
- return {
2049
- content: [
2050
- {
2051
- type: "text",
2052
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
2053
- uri: "verifyOrder"
2054
- }
2055
- ],
2056
- isError: true
2057
- };
2058
- }
2059
- };
2060
- };
2061
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
2062
- return async (args) => {
2063
- try {
2064
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
2065
- if (!verifiedOrder) {
2066
- return {
2067
- content: [
2068
- {
2069
- type: "text",
2070
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
2071
- uri: "executeOrder"
650
+ To execute this order, call the executeOrder tool with these exact same parameters.`,
651
+ uri: "verifyOrder"
652
+ }
653
+ ]
654
+ };
655
+ } catch (error) {
656
+ return {
657
+ contents: [
658
+ {
659
+ type: "text",
660
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
661
+ uri: "verifyOrder"
662
+ }
663
+ ],
664
+ isError: true
665
+ };
2072
666
  }
2073
- ],
2074
- isError: true
2075
- };
2076
- }
2077
- if (verifiedOrder.handlInst !== args.handlInst || verifiedOrder.quantity !== Number.parseFloat(String(args.quantity)) || verifiedOrder.price !== Number.parseFloat(String(args.price)) || verifiedOrder.ordType !== args.ordType || verifiedOrder.side !== args.side || verifiedOrder.symbol !== args.symbol || verifiedOrder.timeInForce !== args.timeInForce) {
2078
- return {
2079
- content: [
2080
- {
2081
- type: "text",
2082
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
2083
- uri: "executeOrder"
2084
- }
2085
- ],
2086
- isError: true
2087
- };
2088
- }
2089
- const response = new Promise((resolve) => {
2090
- pendingRequests.set(args.clOrdID, resolve);
2091
- });
2092
- const order = parser.createMessage(
2093
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
2094
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
2095
- new Field2(Fields2.SenderCompID, parser.sender),
2096
- new Field2(Fields2.TargetCompID, parser.target),
2097
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
2098
- new Field2(Fields2.ClOrdID, args.clOrdID),
2099
- new Field2(Fields2.Side, args.side),
2100
- new Field2(Fields2.Symbol, args.symbol),
2101
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
2102
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
2103
- new Field2(Fields2.OrdType, args.ordType),
2104
- new Field2(Fields2.HandlInst, args.handlInst),
2105
- new Field2(Fields2.TimeInForce, args.timeInForce),
2106
- new Field2(Fields2.TransactTime, parser.getTimestamp())
2107
- );
2108
- if (!parser.connected) {
2109
- return {
2110
- content: [
2111
- {
2112
- type: "text",
2113
- text: "Error: Not connected. Ignoring message.",
2114
- uri: "executeOrder"
2115
- }
2116
- ],
2117
- isError: true
2118
- };
2119
- }
2120
- parser.send(order);
2121
- const fixData = await response;
2122
- verifiedOrders.delete(args.clOrdID);
2123
- return {
2124
- content: [
2125
- {
2126
- type: "text",
2127
- text: fixData.messageType === Messages2.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
2128
- uri: "executeOrder"
2129
- }
2130
- ]
2131
- };
2132
- } catch (error) {
2133
- return {
2134
- content: [
2135
- {
2136
- type: "text",
2137
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
2138
- uri: "executeOrder"
2139
- }
2140
- ],
2141
- isError: true
2142
- };
2143
- }
2144
- };
2145
- };
2146
-
2147
- // src/tools/parse.ts
2148
- var createParseHandler = (parser) => {
2149
- return async (args) => {
2150
- try {
2151
- const parsedMessage = parser.parse(args.fixString);
2152
- if (!parsedMessage || parsedMessage.length === 0) {
2153
- return {
2154
- content: [
2155
- {
2156
- type: "text",
2157
- text: "Error: Failed to parse FIX string",
2158
- uri: "parse"
667
+ case "executeOrder":
668
+ try {
669
+ const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
670
+ if (!verifiedOrder) {
671
+ return {
672
+ contents: [
673
+ {
674
+ type: "text",
675
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
676
+ uri: "executeOrder"
677
+ }
678
+ ],
679
+ isError: true
680
+ };
681
+ }
682
+ 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) {
683
+ return {
684
+ contents: [
685
+ {
686
+ type: "text",
687
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
688
+ uri: "executeOrder"
689
+ }
690
+ ],
691
+ isError: true
692
+ };
693
+ }
694
+ const response = new Promise((resolve) => {
695
+ this.pendingRequests.set(args.clOrdID, resolve);
696
+ });
697
+ const order = this.parser?.createMessage(
698
+ new Field(Fields.MsgType, Messages.NewOrderSingle),
699
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
700
+ new Field(Fields.SenderCompID, this.parser?.sender),
701
+ new Field(Fields.TargetCompID, this.parser?.target),
702
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
703
+ new Field(Fields.ClOrdID, args.clOrdID),
704
+ new Field(Fields.Side, args.side),
705
+ new Field(Fields.Symbol, args.symbol),
706
+ new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
707
+ new Field(Fields.Price, Number.parseFloat(args.price)),
708
+ new Field(Fields.OrdType, args.ordType),
709
+ new Field(Fields.HandlInst, args.handlInst),
710
+ new Field(Fields.TimeInForce, args.timeInForce),
711
+ new Field(Fields.TransactTime, this.parser?.getTimestamp())
712
+ );
713
+ if (!this.parser?.connected) {
714
+ return {
715
+ contents: [
716
+ {
717
+ type: "text",
718
+ text: "Error: Not connected. Ignoring message.",
719
+ uri: "executeOrder"
720
+ }
721
+ ],
722
+ isError: true
723
+ };
724
+ }
725
+ this.parser?.send(order);
726
+ const fixData = await response;
727
+ this.verifiedOrders.delete(args.clOrdID);
728
+ return {
729
+ contents: [
730
+ {
731
+ type: "text",
732
+ text: fixData.messageType === Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
733
+ uri: "executeOrder"
734
+ }
735
+ ]
736
+ };
737
+ } catch (error) {
738
+ return {
739
+ contents: [
740
+ {
741
+ type: "text",
742
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
743
+ uri: "executeOrder"
744
+ }
745
+ ],
746
+ isError: true
747
+ };
2159
748
  }
2160
- ],
2161
- isError: true
2162
- };
2163
- }
2164
- return {
2165
- content: [
2166
- {
2167
- type: "text",
2168
- text: `${parsedMessage[0].description}
2169
- ${parsedMessage[0].messageTypeDescription}`,
2170
- uri: "parse"
2171
- }
2172
- ]
2173
- };
2174
- } catch (error) {
2175
- return {
2176
- content: [
2177
- {
2178
- type: "text",
2179
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
2180
- uri: "parse"
2181
- }
2182
- ],
2183
- isError: true
2184
- };
2185
- }
2186
- };
2187
- };
2188
-
2189
- // src/tools/parseToJSON.ts
2190
- var createParseToJSONHandler = (parser) => {
2191
- return async (args) => {
2192
- try {
2193
- const parsedMessage = parser.parse(args.fixString);
2194
- if (!parsedMessage || parsedMessage.length === 0) {
2195
- return {
2196
- content: [
2197
- {
2198
- type: "text",
2199
- text: "Error: Failed to parse FIX string",
2200
- uri: "parseToJSON"
749
+ case "marketDataRequest":
750
+ try {
751
+ const response = new Promise((resolve) => {
752
+ this.pendingRequests.set(args.mdReqID, resolve);
753
+ });
754
+ const messageFields = [
755
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
756
+ new Field(Fields.SenderCompID, this.parser?.sender),
757
+ new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
758
+ new Field(Fields.TargetCompID, this.parser?.target),
759
+ new Field(Fields.SendingTime, this.parser?.getTimestamp()),
760
+ new Field(Fields.MDReqID, args.mdReqID),
761
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
762
+ new Field(Fields.MarketDepth, 0),
763
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
764
+ ];
765
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
766
+ args.symbols.forEach((symbol) => {
767
+ messageFields.push(new Field(Fields.Symbol, symbol));
768
+ });
769
+ messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
770
+ args.mdEntryTypes.forEach((entryType) => {
771
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
772
+ });
773
+ const mdr = this.parser?.createMessage(...messageFields);
774
+ if (!this.parser?.connected) {
775
+ return {
776
+ contents: [
777
+ {
778
+ type: "text",
779
+ text: "Error: Not connected. Ignoring message.",
780
+ uri: "marketDataRequest"
781
+ }
782
+ ],
783
+ isError: true
784
+ };
785
+ }
786
+ this.parser?.send(mdr);
787
+ const fixData = await response;
788
+ return {
789
+ contents: [
790
+ {
791
+ type: "text",
792
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
793
+ uri: "marketDataRequest"
794
+ }
795
+ ]
796
+ };
797
+ } catch (error) {
798
+ return {
799
+ contents: [
800
+ {
801
+ type: "text",
802
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
803
+ uri: "marketDataRequest"
804
+ }
805
+ ],
806
+ isError: true
807
+ };
2201
808
  }
2202
- ],
2203
- isError: true
2204
- };
2205
- }
2206
- return {
2207
- content: [
2208
- {
2209
- type: "text",
2210
- text: `${parsedMessage[0].toFIXJSON()}`,
2211
- uri: "parseToJSON"
2212
- }
2213
- ]
2214
- };
2215
- } catch (error) {
2216
- return {
2217
- content: [
2218
- {
2219
- type: "text",
2220
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
2221
- uri: "parseToJSON"
2222
- }
2223
- ],
2224
- isError: true
2225
- };
2226
- }
2227
- };
2228
- };
2229
-
2230
- // src/tools/index.ts
2231
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
2232
- parse: createParseHandler(parser),
2233
- parseToJSON: createParseToJSONHandler(parser),
2234
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
2235
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
2236
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
2237
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
2238
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices),
2239
- technicalAnalysis: createTechnicalAnalysisHandler(marketDataPrices)
2240
- });
2241
-
2242
- // src/utils/messageHandler.ts
2243
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
2244
- function getEnumValue(enumObj, name) {
2245
- return enumObj[name] || name;
2246
- }
2247
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
2248
- void parser;
2249
- const msgType = message.messageType;
2250
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
2251
- const symbol = message.getField(Fields3.Symbol)?.value;
2252
- const fixJson = message.toFIXJSON();
2253
- const entries = fixJson.Body?.NoMDEntries || [];
2254
- const data = {
2255
- timestamp: Date.now(),
2256
- bid: 0,
2257
- offer: 0,
2258
- spread: 0,
2259
- volume: 0,
2260
- trade: 0,
2261
- indexValue: 0,
2262
- openingPrice: 0,
2263
- closingPrice: 0,
2264
- settlementPrice: 0,
2265
- tradingSessionHighPrice: 0,
2266
- tradingSessionLowPrice: 0,
2267
- vwap: 0,
2268
- imbalance: 0,
2269
- openInterest: 0,
2270
- compositeUnderlyingPrice: 0,
2271
- simulatedSellPrice: 0,
2272
- simulatedBuyPrice: 0,
2273
- marginRate: 0,
2274
- midPrice: 0,
2275
- emptyBook: 0,
2276
- settleHighPrice: 0,
2277
- settleLowPrice: 0,
2278
- priorSettlePrice: 0,
2279
- sessionHighBid: 0,
2280
- sessionLowOffer: 0,
2281
- earlyPrices: 0,
2282
- auctionClearingPrice: 0,
2283
- swapValueFactor: 0,
2284
- dailyValueAdjustmentForLongPositions: 0,
2285
- cumulativeValueAdjustmentForLongPositions: 0,
2286
- dailyValueAdjustmentForShortPositions: 0,
2287
- cumulativeValueAdjustmentForShortPositions: 0,
2288
- fixingPrice: 0,
2289
- cashRate: 0,
2290
- recoveryRate: 0,
2291
- recoveryRateForLong: 0,
2292
- recoveryRateForShort: 0,
2293
- marketBid: 0,
2294
- marketOffer: 0,
2295
- shortSaleMinPrice: 0,
2296
- previousClosingPrice: 0,
2297
- thresholdLimitPriceBanding: 0,
2298
- dailyFinancingValue: 0,
2299
- accruedFinancingValue: 0,
2300
- twap: 0
2301
- };
2302
- for (const entry of entries) {
2303
- const entryType = entry.MDEntryType;
2304
- const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
2305
- const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
2306
- const enumValue = getEnumValue(MDEntryType2, entryType);
2307
- switch (enumValue) {
2308
- case MDEntryType2.Bid:
2309
- data.bid = price;
2310
- break;
2311
- case MDEntryType2.Offer:
2312
- data.offer = price;
2313
- break;
2314
- case MDEntryType2.Trade:
2315
- data.trade = price;
2316
- break;
2317
- case MDEntryType2.IndexValue:
2318
- data.indexValue = price;
2319
- break;
2320
- case MDEntryType2.OpeningPrice:
2321
- data.openingPrice = price;
2322
- break;
2323
- case MDEntryType2.ClosingPrice:
2324
- data.closingPrice = price;
2325
- break;
2326
- case MDEntryType2.SettlementPrice:
2327
- data.settlementPrice = price;
2328
- break;
2329
- case MDEntryType2.TradingSessionHighPrice:
2330
- data.tradingSessionHighPrice = price;
2331
- break;
2332
- case MDEntryType2.TradingSessionLowPrice:
2333
- data.tradingSessionLowPrice = price;
2334
- break;
2335
- case MDEntryType2.VWAP:
2336
- data.vwap = price;
2337
- break;
2338
- case MDEntryType2.Imbalance:
2339
- data.imbalance = size;
2340
- break;
2341
- case MDEntryType2.TradeVolume:
2342
- data.volume = size;
2343
- break;
2344
- case MDEntryType2.OpenInterest:
2345
- data.openInterest = size;
2346
- break;
2347
- case MDEntryType2.CompositeUnderlyingPrice:
2348
- data.compositeUnderlyingPrice = price;
2349
- break;
2350
- case MDEntryType2.SimulatedSellPrice:
2351
- data.simulatedSellPrice = price;
2352
- break;
2353
- case MDEntryType2.SimulatedBuyPrice:
2354
- data.simulatedBuyPrice = price;
2355
- break;
2356
- case MDEntryType2.MarginRate:
2357
- data.marginRate = price;
2358
- break;
2359
- case MDEntryType2.MidPrice:
2360
- data.midPrice = price;
2361
- break;
2362
- case MDEntryType2.EmptyBook:
2363
- data.emptyBook = 1;
2364
- break;
2365
- case MDEntryType2.SettleHighPrice:
2366
- data.settleHighPrice = price;
2367
- break;
2368
- case MDEntryType2.SettleLowPrice:
2369
- data.settleLowPrice = price;
2370
- break;
2371
- case MDEntryType2.PriorSettlePrice:
2372
- data.priorSettlePrice = price;
2373
- break;
2374
- case MDEntryType2.SessionHighBid:
2375
- data.sessionHighBid = price;
2376
- break;
2377
- case MDEntryType2.SessionLowOffer:
2378
- data.sessionLowOffer = price;
2379
- break;
2380
- case MDEntryType2.EarlyPrices:
2381
- data.earlyPrices = price;
2382
- break;
2383
- case MDEntryType2.AuctionClearingPrice:
2384
- data.auctionClearingPrice = price;
2385
- break;
2386
- case MDEntryType2.SwapValueFactor:
2387
- data.swapValueFactor = price;
2388
- break;
2389
- case MDEntryType2.DailyValueAdjustmentForLongPositions:
2390
- data.dailyValueAdjustmentForLongPositions = price;
2391
- break;
2392
- case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
2393
- data.cumulativeValueAdjustmentForLongPositions = price;
2394
- break;
2395
- case MDEntryType2.DailyValueAdjustmentForShortPositions:
2396
- data.dailyValueAdjustmentForShortPositions = price;
2397
- break;
2398
- case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
2399
- data.cumulativeValueAdjustmentForShortPositions = price;
2400
- break;
2401
- case MDEntryType2.FixingPrice:
2402
- data.fixingPrice = price;
2403
- break;
2404
- case MDEntryType2.CashRate:
2405
- data.cashRate = price;
2406
- break;
2407
- case MDEntryType2.RecoveryRate:
2408
- data.recoveryRate = price;
2409
- break;
2410
- case MDEntryType2.RecoveryRateForLong:
2411
- data.recoveryRateForLong = price;
2412
- break;
2413
- case MDEntryType2.RecoveryRateForShort:
2414
- data.recoveryRateForShort = price;
2415
- break;
2416
- case MDEntryType2.MarketBid:
2417
- data.marketBid = price;
2418
- break;
2419
- case MDEntryType2.MarketOffer:
2420
- data.marketOffer = price;
2421
- break;
2422
- case MDEntryType2.ShortSaleMinPrice:
2423
- data.shortSaleMinPrice = price;
2424
- break;
2425
- case MDEntryType2.PreviousClosingPrice:
2426
- data.previousClosingPrice = price;
2427
- break;
2428
- case MDEntryType2.ThresholdLimitPriceBanding:
2429
- data.thresholdLimitPriceBanding = price;
2430
- break;
2431
- case MDEntryType2.DailyFinancingValue:
2432
- data.dailyFinancingValue = price;
2433
- break;
2434
- case MDEntryType2.AccruedFinancingValue:
2435
- data.accruedFinancingValue = price;
2436
- break;
2437
- case MDEntryType2.TWAP:
2438
- data.twap = price;
2439
- break;
2440
- }
2441
- }
2442
- data.spread = data.offer - data.bid;
2443
- if (!marketDataPrices.has(symbol)) {
2444
- marketDataPrices.set(symbol, []);
2445
- }
2446
- const prices = marketDataPrices.get(symbol);
2447
- prices.push(data);
2448
- if (prices.length > maxPriceHistory) {
2449
- prices.splice(0, prices.length - maxPriceHistory);
2450
- }
2451
- onPriceUpdate?.(symbol, data);
2452
- const mdReqID = message.getField(Fields3.MDReqID)?.value;
2453
- if (mdReqID) {
2454
- const callback = pendingRequests.get(mdReqID);
2455
- if (callback) {
2456
- callback(message);
2457
- pendingRequests.delete(mdReqID);
2458
- }
2459
- }
2460
- } else if (msgType === Messages3.ExecutionReport) {
2461
- const reqId = message.getField(Fields3.ClOrdID)?.value;
2462
- const callback = pendingRequests.get(reqId);
2463
- if (callback) {
2464
- callback(message);
2465
- pendingRequests.delete(reqId);
2466
- }
2467
- }
2468
- }
2469
-
2470
- // src/MCPLocal.ts
2471
- var MCPLocal = class extends MCPBase {
2472
- /**
2473
- * Map to store verified orders before execution
2474
- * @private
2475
- */
2476
- verifiedOrders = /* @__PURE__ */ new Map();
2477
- /**
2478
- * Map to store pending requests and their callbacks
2479
- * @private
2480
- */
2481
- pendingRequests = /* @__PURE__ */ new Map();
2482
- /**
2483
- * Map to store market data prices for each symbol
2484
- * @private
2485
- */
2486
- marketDataPrices = /* @__PURE__ */ new Map();
2487
- /**
2488
- * Maximum number of price history entries to keep per symbol
2489
- * @private
2490
- */
2491
- MAX_PRICE_HISTORY = 1e5;
2492
- server = new Server(
2493
- {
2494
- name: "fixparser",
2495
- version: "1.0.0"
2496
- },
2497
- {
2498
- capabilities: {
2499
- tools: Object.entries(toolSchemas).reduce(
2500
- (acc, [name, { description, schema }]) => {
2501
- acc[name] = {
2502
- description,
2503
- parameters: schema
809
+ default:
810
+ return {
811
+ contents: [
812
+ {
813
+ type: "text",
814
+ text: `Tool not found: ${name}`,
815
+ uri: name
816
+ }
817
+ ],
818
+ isError: true
2504
819
  };
2505
- return acc;
2506
- },
2507
- {}
2508
- )
820
+ }
2509
821
  }
2510
- }
2511
- );
2512
- transport = new StdioServerTransport();
2513
- constructor({ logger, onReady }) {
2514
- super({ logger, onReady });
2515
- }
2516
- async register(parser) {
2517
- this.parser = parser;
2518
- this.parser.addOnMessageCallback((message) => {
2519
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
2520
- });
2521
- this.addWorkflows();
2522
- await this.server.connect(this.transport);
2523
- if (this.onReady) {
2524
- this.onReady();
2525
- }
2526
- }
2527
- addWorkflows() {
2528
- if (!this.parser) {
2529
- return;
2530
- }
2531
- if (!this.server) {
2532
- return;
2533
- }
2534
- this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
2535
- return {
2536
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
2537
- name,
2538
- description,
2539
- inputSchema: schema
2540
- }))
2541
- };
2542
- });
822
+ );
2543
823
  this.server.setRequestHandler(
2544
824
  z.object({
2545
- method: z.literal("tools/call"),
825
+ method: z.literal("resources/read"),
2546
826
  params: z.object({
2547
- name: z.string(),
2548
- arguments: z.any(),
2549
- _meta: z.object({
2550
- progressToken: z.number()
2551
- }).optional()
827
+ uri: z.string()
2552
828
  })
2553
829
  }),
2554
- async (request) => {
2555
- const { name, arguments: args } = request.params;
2556
- const toolHandlers = createToolHandlers(
2557
- this.parser,
2558
- this.verifiedOrders,
2559
- this.pendingRequests,
2560
- this.marketDataPrices
2561
- );
2562
- const handler = toolHandlers[name];
2563
- if (!handler) {
2564
- return {
2565
- content: [
2566
- {
2567
- type: "text",
2568
- text: `Tool not found: ${name}`,
2569
- uri: name
830
+ async (request, extra) => {
831
+ const { uri } = request.params;
832
+ switch (uri) {
833
+ case "greeting-resource":
834
+ return {
835
+ contents: [
836
+ {
837
+ type: "text",
838
+ text: "Hello, world!",
839
+ uri: "greeting-resource"
840
+ }
841
+ ]
842
+ };
843
+ case "stockGraph":
844
+ return {
845
+ contents: [
846
+ {
847
+ type: "text",
848
+ text: "This resource requires a symbol parameter. Please use the stockGraph/{symbol} resource.",
849
+ uri: "stockGraph"
850
+ }
851
+ ]
852
+ };
853
+ case "stockPriceHistory":
854
+ return {
855
+ contents: [
856
+ {
857
+ type: "text",
858
+ text: "This resource requires a symbol parameter. Please use the stockPriceHistory/{symbol} resource.",
859
+ uri: "stockPriceHistory"
860
+ }
861
+ ]
862
+ };
863
+ default:
864
+ if (uri.startsWith("stockGraph/")) {
865
+ const symbol = uri.split("/")[1];
866
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
867
+ if (priceHistory.length === 0) {
868
+ return {
869
+ contents: [
870
+ {
871
+ type: "text",
872
+ text: `No price data available for ${symbol}`,
873
+ uri
874
+ }
875
+ ]
876
+ };
2570
877
  }
2571
- ],
2572
- isError: true
2573
- };
878
+ const width = 600;
879
+ const height = 300;
880
+ const padding = 40;
881
+ const xScale = (width - 2 * padding) / (priceHistory.length - 1);
882
+ const yMin = Math.min(...priceHistory.map((d) => d.price));
883
+ const yMax = Math.max(...priceHistory.map((d) => d.price));
884
+ const yScale = (height - 2 * padding) / (yMax - yMin);
885
+ const points = priceHistory.map((d, i) => {
886
+ const x = padding + i * xScale;
887
+ const y = height - padding - (d.price - yMin) * yScale;
888
+ return `${x},${y}`;
889
+ }).join(" L ");
890
+ const svg = `<?xml version="1.0" encoding="UTF-8"?>
891
+ <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
892
+ <!-- Background -->
893
+ <rect width="100%" height="100%" fill="#f8f9fa"/>
894
+
895
+ <!-- Grid lines -->
896
+ <g stroke="#e9ecef" stroke-width="1">
897
+ ${Array.from({ length: 5 }, (_, i) => {
898
+ const y = padding + (height - 2 * padding) * i / 4;
899
+ return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
900
+ }).join("\n")}
901
+ </g>
902
+
903
+ <!-- Price line -->
904
+ <path d="M ${points}"
905
+ fill="none"
906
+ stroke="#007bff"
907
+ stroke-width="2"/>
908
+
909
+ <!-- Data points -->
910
+ ${priceHistory.map((d, i) => {
911
+ const x = padding + i * xScale;
912
+ const y = height - padding - (d.price - yMin) * yScale;
913
+ return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
914
+ }).join("\n")}
915
+
916
+ <!-- Labels -->
917
+ <g font-family="Arial" font-size="12" fill="#495057">
918
+ ${Array.from({ length: 5 }, (_, i) => {
919
+ const x = padding + (width - 2 * padding) * i / 4;
920
+ const index = Math.floor((priceHistory.length - 1) * i / 4);
921
+ const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
922
+ return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
923
+ }).join("\n")}
924
+ ${Array.from({ length: 5 }, (_, i) => {
925
+ const y = padding + (height - 2 * padding) * i / 4;
926
+ const price = yMax - (yMax - yMin) * i / 4;
927
+ return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
928
+ }).join("\n")}
929
+ </g>
930
+
931
+ <!-- Title -->
932
+ <text x="${width / 2}" y="${padding / 2}"
933
+ font-family="Arial" font-size="16" font-weight="bold"
934
+ text-anchor="middle" fill="#212529">
935
+ ${symbol} - Price Chart (${priceHistory.length} points)
936
+ </text>
937
+ </svg>`;
938
+ return {
939
+ contents: [
940
+ {
941
+ type: "text",
942
+ text: svg,
943
+ uri
944
+ }
945
+ ]
946
+ };
947
+ }
948
+ if (uri.startsWith("stockPriceHistory/")) {
949
+ const symbol = uri.split("/")[1];
950
+ const priceHistory = this.marketDataPrices.get(symbol) || [];
951
+ if (priceHistory.length === 0) {
952
+ return {
953
+ contents: [
954
+ {
955
+ type: "text",
956
+ text: `No price data available for ${symbol}`,
957
+ uri
958
+ }
959
+ ]
960
+ };
961
+ }
962
+ return {
963
+ contents: [
964
+ {
965
+ type: "text",
966
+ text: JSON.stringify(
967
+ {
968
+ symbol,
969
+ count: priceHistory.length,
970
+ prices: priceHistory.map((point) => ({
971
+ timestamp: new Date(point.timestamp).toISOString(),
972
+ price: point.price
973
+ }))
974
+ },
975
+ null,
976
+ 2
977
+ ),
978
+ uri
979
+ }
980
+ ]
981
+ };
982
+ }
983
+ return {
984
+ contents: [
985
+ {
986
+ type: "text",
987
+ text: `Resource not found: ${uri}`,
988
+ uri
989
+ }
990
+ ],
991
+ isError: true
992
+ };
2574
993
  }
2575
- const result = await handler(args);
2576
- return {
2577
- content: result.content,
2578
- isError: result.isError
2579
- };
2580
994
  }
2581
995
  );
2582
996
  process.on("SIGINT", async () => {