fixparser-plugin-mcp 9.1.7-89ae1451 → 9.1.7-8efb79c3

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@@ -1,778 +1,731 @@
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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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- var symbolSchema = z.object({
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- symbol: z.string()
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- });
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- var fixStringSchema = z.object({
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- fixString: z.string()
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- });
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- var orderSchema = z.object({
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- clOrdID: z.string(),
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- handlInst: z.enum(["1", "2", "3"]),
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- quantity: z.string(),
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- price: z.string(),
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- ordType: z.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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- side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
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- symbol: z.string(),
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- timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"])
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- });
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- var marketDataRequestSchema = z.object({
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- mdUpdateType: z.enum(["0", "1"]),
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- symbols: z.array(z.string()),
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- mdReqID: z.string(),
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- subscriptionRequestType: z.enum(["0", "1", "2"]),
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- mdEntryTypes: z.array(
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- z.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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- "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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- "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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- "g",
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- "h",
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- "i",
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- "t"
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- ])
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- )
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- });
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- var MCPLocal = class {
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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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  parser;
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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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- 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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- stockGraph: {
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- description: "Generates a price chart for a given symbol",
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- uri: "stockGraph",
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- parameters: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- },
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- stockPriceHistory: {
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- description: "Returns price history for a given symbol",
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- uri: "stockPriceHistory",
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- parameters: {
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- type: "object",
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- properties: {
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- symbol: { type: "string" }
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- },
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- required: ["symbol"]
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- }
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- }
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- }
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- }
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- }
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- );
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- transport = new StdioServerTransport();
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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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- pendingRequests = /* @__PURE__ */ new Map();
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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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- // Store market data prices with timestamps
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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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- // Maximum number of price points to store per symbol
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  constructor({ logger, onReady }) {
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- if (onReady) this.onReady = onReady;
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+ this.logger = logger;
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+ this.onReady = onReady;
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  }
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- async register(parser) {
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- this.parser = parser;
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- this.parser.addOnMessageCallback((message) => {
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- this.parser?.logger.log({
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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"
126
+ }
127
+ },
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+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
129
+ }
130
+ },
131
+ executeOrder: {
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+ description: "Executes a verified order. verifyOrder must be called before executeOrder.",
133
+ schema: {
134
+ type: "object",
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+ properties: {
136
+ clOrdID: { type: "string" },
137
+ 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"
141
+ },
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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"
175
+ },
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+ side: {
177
+ type: "string",
178
+ enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
179
+ 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"
180
+ },
181
+ symbol: { type: "string" },
182
+ timeInForce: {
183
+ type: "string",
184
+ enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
185
+ 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"
186
+ }
187
+ },
188
+ required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
189
+ }
190
+ },
191
+ marketDataRequest: {
192
+ description: "Requests market data for specified symbols",
193
+ schema: {
194
+ type: "object",
195
+ properties: {
196
+ mdUpdateType: {
197
+ type: "string",
198
+ enum: ["0", "1"],
199
+ description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
200
+ },
201
+ symbols: { type: "array", items: { type: "string" } },
202
+ mdReqID: { type: "string" },
203
+ subscriptionRequestType: {
204
+ type: "string",
205
+ enum: ["0", "1", "2"],
206
+ description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
207
+ },
208
+ mdEntryTypes: {
209
+ type: "array",
210
+ items: {
211
+ type: "string",
212
+ enum: [
213
+ "0",
214
+ "1",
215
+ "2",
216
+ "3",
217
+ "4",
218
+ "5",
219
+ "6",
220
+ "7",
221
+ "8",
222
+ "9",
223
+ "A",
224
+ "B",
225
+ "C",
226
+ "D",
227
+ "E",
228
+ "F",
229
+ "G",
230
+ "H",
231
+ "I",
232
+ "J",
233
+ "K",
234
+ "L",
235
+ "M",
236
+ "N",
237
+ "O",
238
+ "P",
239
+ "Q",
240
+ "R",
241
+ "S",
242
+ "T",
243
+ "U",
244
+ "V",
245
+ "W",
246
+ "X",
247
+ "Y",
248
+ "Z"
249
+ ]
250
+ },
251
+ 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"
252
+ }
253
+ },
254
+ required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
255
+ }
256
+ },
257
+ getStockGraph: {
258
+ description: "Generates a price chart for a given symbol",
259
+ schema: {
260
+ type: "object",
261
+ properties: {
262
+ symbol: { type: "string" }
263
+ },
264
+ required: ["symbol"]
265
+ }
266
+ },
267
+ getStockPriceHistory: {
268
+ description: "Returns price history for a given symbol",
269
+ schema: {
270
+ type: "object",
271
+ properties: {
272
+ symbol: { type: "string" }
273
+ },
274
+ required: ["symbol"]
275
+ }
276
+ }
277
+ };
278
+
279
+ // src/tools/marketData.ts
280
+ import { Field, Fields, MDEntryType, Messages } from "fixparser";
281
+ import QuickChart from "quickchart-js";
282
+ var createMarketDataRequestHandler = (parser, pendingRequests) => {
283
+ return async (args) => {
284
+ try {
285
+ parser.logger.log({
300
286
  level: "info",
301
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
287
+ message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
302
288
  });
303
- const msgType = message.messageType;
304
- if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject || msgType === Messages.MarketDataIncrementalRefresh) {
305
- this.parser?.logger.log({
289
+ const response = new Promise((resolve) => {
290
+ pendingRequests.set(args.mdReqID, resolve);
291
+ parser.logger.log({
306
292
  level: "info",
307
- message: `MCP Server handling message type: ${msgType}`
293
+ message: `Registered callback for market data request ID: ${args.mdReqID}`
308
294
  });
309
- let id;
310
- if (msgType === Messages.MarketDataIncrementalRefresh || msgType === Messages.MarketDataSnapshotFullRefresh) {
311
- const symbol = message.getField(Fields.Symbol);
312
- const price = message.getField(Fields.MDEntryPx);
313
- const timestamp = message.getField(Fields.MDEntryTime)?.value || Date.now();
314
- if (symbol?.value && price?.value) {
315
- const symbolStr = String(symbol.value);
316
- const priceNum = Number(price.value);
317
- const priceHistory = this.marketDataPrices.get(symbolStr) || [];
318
- priceHistory.push({
319
- timestamp: Number(timestamp),
320
- price: priceNum
321
- });
322
- if (priceHistory.length > this.MAX_PRICE_HISTORY) {
323
- priceHistory.shift();
295
+ });
296
+ const entryTypes = args.mdEntryTypes || [
297
+ MDEntryType.Bid,
298
+ MDEntryType.Offer,
299
+ MDEntryType.Trade,
300
+ MDEntryType.IndexValue,
301
+ MDEntryType.OpeningPrice,
302
+ MDEntryType.ClosingPrice,
303
+ MDEntryType.SettlementPrice,
304
+ MDEntryType.TradingSessionHighPrice,
305
+ MDEntryType.TradingSessionLowPrice,
306
+ MDEntryType.VWAP,
307
+ MDEntryType.Imbalance,
308
+ MDEntryType.TradeVolume,
309
+ MDEntryType.OpenInterest,
310
+ MDEntryType.CompositeUnderlyingPrice,
311
+ MDEntryType.SimulatedSellPrice,
312
+ MDEntryType.SimulatedBuyPrice,
313
+ MDEntryType.MarginRate,
314
+ MDEntryType.MidPrice,
315
+ MDEntryType.EmptyBook,
316
+ MDEntryType.SettleHighPrice,
317
+ MDEntryType.SettleLowPrice,
318
+ MDEntryType.PriorSettlePrice,
319
+ MDEntryType.SessionHighBid,
320
+ MDEntryType.SessionLowOffer,
321
+ MDEntryType.EarlyPrices,
322
+ MDEntryType.AuctionClearingPrice,
323
+ MDEntryType.SwapValueFactor,
324
+ MDEntryType.DailyValueAdjustmentForLongPositions,
325
+ MDEntryType.CumulativeValueAdjustmentForLongPositions,
326
+ MDEntryType.DailyValueAdjustmentForShortPositions,
327
+ MDEntryType.CumulativeValueAdjustmentForShortPositions,
328
+ MDEntryType.FixingPrice,
329
+ MDEntryType.CashRate,
330
+ MDEntryType.RecoveryRate,
331
+ MDEntryType.RecoveryRateForLong,
332
+ MDEntryType.RecoveryRateForShort,
333
+ MDEntryType.MarketBid,
334
+ MDEntryType.MarketOffer,
335
+ MDEntryType.ShortSaleMinPrice,
336
+ MDEntryType.PreviousClosingPrice,
337
+ MDEntryType.ThresholdLimitPriceBanding,
338
+ MDEntryType.DailyFinancingValue,
339
+ MDEntryType.AccruedFinancingValue,
340
+ MDEntryType.TWAP
341
+ ];
342
+ const messageFields = [
343
+ new Field(Fields.MsgType, Messages.MarketDataRequest),
344
+ new Field(Fields.SenderCompID, parser.sender),
345
+ new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
346
+ new Field(Fields.TargetCompID, parser.target),
347
+ new Field(Fields.SendingTime, parser.getTimestamp()),
348
+ new Field(Fields.MDReqID, args.mdReqID),
349
+ new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
350
+ new Field(Fields.MarketDepth, 0),
351
+ new Field(Fields.MDUpdateType, args.mdUpdateType)
352
+ ];
353
+ messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
354
+ args.symbols.forEach((symbol) => {
355
+ messageFields.push(new Field(Fields.Symbol, symbol));
356
+ });
357
+ messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
358
+ entryTypes.forEach((entryType) => {
359
+ messageFields.push(new Field(Fields.MDEntryType, entryType));
360
+ });
361
+ const mdr = parser.createMessage(...messageFields);
362
+ if (!parser.connected) {
363
+ parser.logger.log({
364
+ level: "error",
365
+ message: "Not connected. Cannot send market data request."
366
+ });
367
+ return {
368
+ content: [
369
+ {
370
+ type: "text",
371
+ text: "Error: Not connected. Ignoring message.",
372
+ uri: "marketDataRequest"
324
373
  }
325
- this.marketDataPrices.set(symbolStr, priceHistory);
326
- this.parser?.logger.log({
327
- level: "info",
328
- message: `MCP Server added ${symbol}: ${priceNum}`
329
- });
374
+ ],
375
+ isError: true
376
+ };
377
+ }
378
+ parser.logger.log({
379
+ level: "info",
380
+ message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
381
+ });
382
+ parser.send(mdr);
383
+ const fixData = await response;
384
+ parser.logger.log({
385
+ level: "info",
386
+ message: `Received market data response for request ID: ${args.mdReqID}`
387
+ });
388
+ return {
389
+ content: [
390
+ {
391
+ type: "text",
392
+ text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
393
+ uri: "marketDataRequest"
330
394
  }
331
- }
332
- if (msgType === Messages.MarketDataSnapshotFullRefresh) {
333
- const mdReqID = message.getField(Fields.MDReqID);
334
- if (mdReqID) id = String(mdReqID.value);
335
- } else if (msgType === Messages.ExecutionReport) {
336
- const clOrdID = message.getField(Fields.ClOrdID);
337
- if (clOrdID) id = String(clOrdID.value);
338
- } else if (msgType === Messages.Reject) {
339
- const refSeqNum = message.getField(Fields.RefSeqNum);
340
- if (refSeqNum) id = String(refSeqNum.value);
341
- }
342
- if (id) {
343
- const callback = this.pendingRequests.get(id);
344
- if (callback) {
345
- callback(message);
346
- this.pendingRequests.delete(id);
395
+ ]
396
+ };
397
+ } catch (error) {
398
+ return {
399
+ content: [
400
+ {
401
+ type: "text",
402
+ text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
403
+ uri: "marketDataRequest"
347
404
  }
348
- }
349
- }
350
- });
351
- this.addWorkflows();
352
- await this.server.connect(this.transport);
353
- if (this.onReady) {
354
- this.onReady();
355
- }
356
- }
357
- addWorkflows() {
358
- if (!this.parser) {
359
- return;
360
- }
361
- if (!this.server) {
362
- return;
405
+ ],
406
+ isError: true
407
+ };
363
408
  }
364
- this.server.setRequestHandler(
365
- z.object({ method: z.literal("resources/list") }),
366
- async (request, extra) => {
409
+ };
410
+ };
411
+ var createGetStockGraphHandler = (marketDataPrices) => {
412
+ return async (args) => {
413
+ try {
414
+ const symbol = args.symbol;
415
+ const priceHistory = marketDataPrices.get(symbol) || [];
416
+ if (priceHistory.length === 0) {
367
417
  return {
368
- resources: [
369
- {
370
- name: "greeting",
371
- description: "A simple greeting resource",
372
- uri: "greeting-resource"
373
- },
374
- {
375
- name: "stockGraph",
376
- description: "Generates a price chart for a given symbol",
377
- uri: "stockGraph",
378
- parameters: {
379
- type: "object",
380
- properties: {
381
- symbol: { type: "string" }
382
- },
383
- required: ["symbol"]
384
- }
385
- },
418
+ content: [
386
419
  {
387
- name: "stockPriceHistory",
388
- description: "Returns price history for a given symbol",
389
- uri: "stockPriceHistory",
390
- parameters: {
391
- type: "object",
392
- properties: {
393
- symbol: { type: "string" }
394
- },
395
- required: ["symbol"]
396
- }
420
+ type: "text",
421
+ text: `No price data available for ${symbol}`,
422
+ uri: "getStockGraph"
397
423
  }
398
424
  ]
399
425
  };
400
426
  }
401
- );
402
- this.server.setRequestHandler(
403
- z.object({ method: z.literal("tools/list") }),
404
- async (request, extra) => {
405
- return {
406
- tools: [
427
+ const chart = new QuickChart();
428
+ chart.setWidth(1200);
429
+ chart.setHeight(600);
430
+ chart.setBackgroundColor("transparent");
431
+ const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
432
+ const bidData = priceHistory.map((point) => point.bid);
433
+ const offerData = priceHistory.map((point) => point.offer);
434
+ const spreadData = priceHistory.map((point) => point.spread);
435
+ const volumeData = priceHistory.map((point) => point.volume);
436
+ const tradeData = priceHistory.map((point) => point.trade);
437
+ const vwapData = priceHistory.map((point) => point.vwap);
438
+ const twapData = priceHistory.map((point) => point.twap);
439
+ const config = {
440
+ type: "line",
441
+ data: {
442
+ labels,
443
+ datasets: [
407
444
  {
408
- name: "parse",
409
- description: "Parses a FIX message and describes it in plain language",
410
- inputSchema: {
411
- type: "object",
412
- properties: {
413
- fixString: { type: "string" }
414
- },
415
- required: ["fixString"]
416
- }
445
+ label: "Bid",
446
+ data: bidData,
447
+ borderColor: "#28a745",
448
+ backgroundColor: "rgba(40, 167, 69, 0.1)",
449
+ fill: false,
450
+ tension: 0.4
417
451
  },
418
452
  {
419
- name: "parseToJSON",
420
- description: "Parses a FIX message into JSON",
421
- inputSchema: {
422
- type: "object",
423
- properties: {
424
- fixString: { type: "string" }
425
- },
426
- required: ["fixString"]
427
- }
453
+ label: "Offer",
454
+ data: offerData,
455
+ borderColor: "#dc3545",
456
+ backgroundColor: "rgba(220, 53, 69, 0.1)",
457
+ fill: false,
458
+ tension: 0.4
428
459
  },
429
460
  {
430
- name: "verifyOrder",
431
- description: "Verifies order parameters before execution",
432
- inputSchema: {
433
- type: "object",
434
- properties: {
435
- clOrdID: { type: "string" },
436
- handlInst: { type: "string", enum: ["1", "2", "3"] },
437
- quantity: { type: "string" },
438
- price: { type: "string" },
439
- ordType: {
440
- type: "string",
441
- enum: [
442
- "1",
443
- "2",
444
- "3",
445
- "4",
446
- "5",
447
- "6",
448
- "7",
449
- "8",
450
- "9",
451
- "A",
452
- "B",
453
- "C",
454
- "D",
455
- "E",
456
- "F",
457
- "G",
458
- "H",
459
- "I",
460
- "J",
461
- "K",
462
- "L",
463
- "M",
464
- "P",
465
- "Q",
466
- "R",
467
- "S"
468
- ]
469
- },
470
- side: {
471
- type: "string",
472
- enum: [
473
- "1",
474
- "2",
475
- "3",
476
- "4",
477
- "5",
478
- "6",
479
- "7",
480
- "8",
481
- "9",
482
- "A",
483
- "B",
484
- "C",
485
- "D",
486
- "E",
487
- "F",
488
- "G",
489
- "H"
490
- ]
491
- },
492
- symbol: { type: "string" },
493
- timeInForce: {
494
- type: "string",
495
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]
496
- }
497
- },
498
- required: [
499
- "clOrdID",
500
- "handlInst",
501
- "quantity",
502
- "price",
503
- "ordType",
504
- "side",
505
- "symbol",
506
- "timeInForce"
507
- ]
508
- }
461
+ label: "Spread",
462
+ data: spreadData,
463
+ borderColor: "#6c757d",
464
+ backgroundColor: "rgba(108, 117, 125, 0.1)",
465
+ fill: false,
466
+ tension: 0.4
509
467
  },
510
468
  {
511
- name: "executeOrder",
512
- description: "Executes a verified order",
513
- inputSchema: {
514
- type: "object",
515
- properties: {
516
- clOrdID: { type: "string" },
517
- handlInst: { type: "string", enum: ["1", "2", "3"] },
518
- quantity: { type: "string" },
519
- price: { type: "string" },
520
- ordType: { type: "string" },
521
- side: { type: "string" },
522
- symbol: { type: "string" },
523
- timeInForce: { type: "string" }
524
- },
525
- required: [
526
- "clOrdID",
527
- "handlInst",
528
- "quantity",
529
- "price",
530
- "ordType",
531
- "side",
532
- "symbol",
533
- "timeInForce"
534
- ]
535
- }
469
+ label: "Trade",
470
+ data: tradeData,
471
+ borderColor: "#ffc107",
472
+ backgroundColor: "rgba(255, 193, 7, 0.1)",
473
+ fill: false,
474
+ tension: 0.4
536
475
  },
537
476
  {
538
- name: "marketDataRequest",
539
- description: "Requests market data for specified symbols",
540
- inputSchema: {
541
- type: "object",
542
- properties: {
543
- mdUpdateType: { type: "string", enum: ["0", "1"] },
544
- symbols: { type: "array", items: { type: "string" } },
545
- mdReqID: { type: "string" },
546
- subscriptionRequestType: { type: "string", enum: ["0", "1", "2"] },
547
- mdEntryTypes: { type: "array", items: { type: "string" } }
548
- },
549
- required: [
550
- "mdUpdateType",
551
- "symbols",
552
- "mdReqID",
553
- "subscriptionRequestType",
554
- "mdEntryTypes"
555
- ]
556
- }
477
+ label: "VWAP",
478
+ data: vwapData,
479
+ borderColor: "#17a2b8",
480
+ backgroundColor: "rgba(23, 162, 184, 0.1)",
481
+ fill: false,
482
+ tension: 0.4
483
+ },
484
+ {
485
+ label: "TWAP",
486
+ data: twapData,
487
+ borderColor: "#6610f2",
488
+ backgroundColor: "rgba(102, 16, 242, 0.1)",
489
+ fill: false,
490
+ tension: 0.4
491
+ },
492
+ {
493
+ label: "Volume",
494
+ data: volumeData,
495
+ borderColor: "#007bff",
496
+ backgroundColor: "rgba(0, 123, 255, 0.1)",
497
+ fill: true,
498
+ tension: 0.4
557
499
  }
558
500
  ]
559
- };
560
- }
561
- );
562
- this.server.setRequestHandler(
563
- z.object({
564
- method: z.literal("resources/read"),
565
- params: z.object({
566
- uri: z.string()
567
- })
568
- }),
569
- async (request, extra) => {
570
- const { uri } = request.params;
571
- switch (uri) {
572
- case "greeting-resource":
573
- return {
574
- contents: [
575
- {
576
- type: "text",
577
- text: "Hello, world!"
578
- }
579
- ]
580
- };
581
- case "stockGraph":
582
- return {
583
- contents: [
584
- {
585
- type: "text",
586
- text: "This resource requires a symbol parameter. Please use the stockGraph resource with a symbol parameter."
587
- }
588
- ]
589
- };
590
- case "stockPriceHistory":
591
- return {
592
- contents: [
593
- {
594
- type: "text",
595
- text: "This resource requires a symbol parameter. Please use the stockPriceHistory resource with a symbol parameter."
596
- }
597
- ]
598
- };
599
- default:
600
- return {
601
- contents: [
602
- {
603
- type: "text",
604
- text: `Resource not found: ${uri}`
605
- }
606
- ],
607
- isError: true
608
- };
609
- }
610
- }
611
- );
612
- this.server.setRequestHandler(
613
- z.object({
614
- method: z.literal("parse"),
615
- params: fixStringSchema
616
- }),
617
- async (request, extra) => {
618
- try {
619
- const args = request.params;
620
- const parsedMessage = this.parser?.parse(args.fixString);
621
- if (!parsedMessage || parsedMessage.length === 0) {
622
- return {
623
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
624
- isError: true
625
- };
501
+ },
502
+ options: {
503
+ responsive: true,
504
+ plugins: {
505
+ title: {
506
+ display: true,
507
+ text: `${symbol} Market Data`
508
+ }
509
+ },
510
+ scales: {
511
+ y: {
512
+ beginAtZero: false
513
+ }
626
514
  }
627
- return {
628
- content: [
629
- {
630
- type: "text",
631
- text: `${parsedMessage[0].description}
632
- ${parsedMessage[0].messageTypeDescription}`
633
- }
634
- ]
635
- };
636
- } catch (error) {
637
- return {
638
- content: [
639
- {
640
- type: "text",
641
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
642
- }
643
- ],
644
- isError: true
645
- };
646
515
  }
647
- }
648
- );
649
- this.server.setRequestHandler(
650
- z.object({
651
- method: z.literal("parseToJSON"),
652
- params: fixStringSchema
653
- }),
654
- async (request, extra) => {
655
- try {
656
- const args = request.params;
657
- const parsedMessage = this.parser?.parse(args.fixString);
658
- if (!parsedMessage || parsedMessage.length === 0) {
659
- return {
660
- content: [{ type: "text", text: "Error: Failed to parse FIX string" }],
661
- isError: true
662
- };
516
+ };
517
+ chart.setConfig(config);
518
+ const imageBuffer = await chart.toBinary();
519
+ const base64 = imageBuffer.toString("base64");
520
+ return {
521
+ content: [
522
+ {
523
+ type: "resource",
524
+ resource: {
525
+ uri: "resource://graph",
526
+ mimeType: "image/png",
527
+ blob: base64
528
+ }
663
529
  }
664
- return {
665
- content: [
666
- {
667
- type: "text",
668
- text: `${parsedMessage[0].toFIXJSON()}`
669
- }
670
- ]
671
- };
672
- } catch (error) {
673
- return {
674
- content: [
675
- {
676
- type: "text",
677
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
678
- }
679
- ],
680
- isError: true
681
- };
682
- }
530
+ ]
531
+ };
532
+ } catch (error) {
533
+ return {
534
+ content: [
535
+ {
536
+ type: "text",
537
+ text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
538
+ uri: "getStockGraph"
539
+ }
540
+ ],
541
+ isError: true
542
+ };
543
+ }
544
+ };
545
+ };
546
+ var createGetStockPriceHistoryHandler = (marketDataPrices) => {
547
+ return async (args) => {
548
+ try {
549
+ const symbol = args.symbol;
550
+ const priceHistory = marketDataPrices.get(symbol) || [];
551
+ if (priceHistory.length === 0) {
552
+ return {
553
+ content: [
554
+ {
555
+ type: "text",
556
+ text: `No price data available for ${symbol}`,
557
+ uri: "getStockPriceHistory"
558
+ }
559
+ ]
560
+ };
683
561
  }
684
- );
685
- this.server.setRequestHandler(
686
- z.object({
687
- method: z.literal("verifyOrder"),
688
- params: orderSchema
689
- }),
690
- async (request, extra) => {
691
- try {
692
- const args = request.params;
693
- this.verifiedOrders.set(args.clOrdID, {
694
- clOrdID: args.clOrdID,
695
- handlInst: args.handlInst,
696
- quantity: Number.parseFloat(args.quantity),
697
- price: Number.parseFloat(args.price),
698
- ordType: args.ordType,
699
- side: args.side,
700
- symbol: args.symbol,
701
- timeInForce: args.timeInForce
702
- });
703
- const ordTypeNames = {
704
- "1": "Market",
705
- "2": "Limit",
706
- "3": "Stop",
707
- "4": "StopLimit",
708
- "5": "MarketOnClose",
709
- "6": "WithOrWithout",
710
- "7": "LimitOrBetter",
711
- "8": "LimitWithOrWithout",
712
- "9": "OnBasis",
713
- A: "OnClose",
714
- B: "LimitOnClose",
715
- C: "ForexMarket",
716
- D: "PreviouslyQuoted",
717
- E: "PreviouslyIndicated",
718
- F: "ForexLimit",
719
- G: "ForexSwap",
720
- H: "ForexPreviouslyQuoted",
721
- I: "Funari",
722
- J: "MarketIfTouched",
723
- K: "MarketWithLeftOverAsLimit",
724
- L: "PreviousFundValuationPoint",
725
- M: "NextFundValuationPoint",
726
- P: "Pegged",
727
- Q: "CounterOrderSelection",
728
- R: "StopOnBidOrOffer",
729
- S: "StopLimitOnBidOrOffer"
730
- };
731
- const sideNames = {
732
- "1": "Buy",
733
- "2": "Sell",
734
- "3": "BuyMinus",
735
- "4": "SellPlus",
736
- "5": "SellShort",
737
- "6": "SellShortExempt",
738
- "7": "Undisclosed",
739
- "8": "Cross",
740
- "9": "CrossShort",
741
- A: "CrossShortExempt",
742
- B: "AsDefined",
743
- C: "Opposite",
744
- D: "Subscribe",
745
- E: "Redeem",
746
- F: "Lend",
747
- G: "Borrow",
748
- H: "SellUndisclosed"
749
- };
750
- const timeInForceNames = {
751
- "0": "Day",
752
- "1": "GoodTillCancel",
753
- "2": "AtTheOpening",
754
- "3": "ImmediateOrCancel",
755
- "4": "FillOrKill",
756
- "5": "GoodTillCrossing",
757
- "6": "GoodTillDate",
758
- "7": "AtTheClose",
759
- "8": "GoodThroughCrossing",
760
- "9": "AtCrossing",
761
- A: "GoodForTime",
762
- B: "GoodForAuction",
763
- C: "GoodForMonth"
764
- };
765
- const handlInstNames = {
766
- "1": "AutomatedExecutionNoIntervention",
767
- "2": "AutomatedExecutionInterventionOK",
768
- "3": "ManualOrder"
769
- };
770
- return {
771
- content: [
562
+ return {
563
+ content: [
564
+ {
565
+ type: "text",
566
+ text: JSON.stringify(
772
567
  {
773
- type: "text",
774
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
775
-
568
+ symbol,
569
+ count: priceHistory.length,
570
+ data: priceHistory.map((point) => ({
571
+ timestamp: new Date(point.timestamp).toISOString(),
572
+ bid: point.bid,
573
+ offer: point.offer,
574
+ spread: point.spread,
575
+ volume: point.volume,
576
+ trade: point.trade,
577
+ indexValue: point.indexValue,
578
+ openingPrice: point.openingPrice,
579
+ closingPrice: point.closingPrice,
580
+ settlementPrice: point.settlementPrice,
581
+ tradingSessionHighPrice: point.tradingSessionHighPrice,
582
+ tradingSessionLowPrice: point.tradingSessionLowPrice,
583
+ vwap: point.vwap,
584
+ imbalance: point.imbalance,
585
+ openInterest: point.openInterest,
586
+ compositeUnderlyingPrice: point.compositeUnderlyingPrice,
587
+ simulatedSellPrice: point.simulatedSellPrice,
588
+ simulatedBuyPrice: point.simulatedBuyPrice,
589
+ marginRate: point.marginRate,
590
+ midPrice: point.midPrice,
591
+ emptyBook: point.emptyBook,
592
+ settleHighPrice: point.settleHighPrice,
593
+ settleLowPrice: point.settleLowPrice,
594
+ priorSettlePrice: point.priorSettlePrice,
595
+ sessionHighBid: point.sessionHighBid,
596
+ sessionLowOffer: point.sessionLowOffer,
597
+ earlyPrices: point.earlyPrices,
598
+ auctionClearingPrice: point.auctionClearingPrice,
599
+ swapValueFactor: point.swapValueFactor,
600
+ dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
601
+ cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
602
+ dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
603
+ cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
604
+ fixingPrice: point.fixingPrice,
605
+ cashRate: point.cashRate,
606
+ recoveryRate: point.recoveryRate,
607
+ recoveryRateForLong: point.recoveryRateForLong,
608
+ recoveryRateForShort: point.recoveryRateForShort,
609
+ marketBid: point.marketBid,
610
+ marketOffer: point.marketOffer,
611
+ shortSaleMinPrice: point.shortSaleMinPrice,
612
+ previousClosingPrice: point.previousClosingPrice,
613
+ thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
614
+ dailyFinancingValue: point.dailyFinancingValue,
615
+ accruedFinancingValue: point.accruedFinancingValue,
616
+ twap: point.twap
617
+ }))
618
+ },
619
+ null,
620
+ 2
621
+ ),
622
+ uri: "getStockPriceHistory"
623
+ }
624
+ ]
625
+ };
626
+ } catch (error) {
627
+ return {
628
+ content: [
629
+ {
630
+ type: "text",
631
+ text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
632
+ uri: "getStockPriceHistory"
633
+ }
634
+ ],
635
+ isError: true
636
+ };
637
+ }
638
+ };
639
+ };
640
+
641
+ // src/tools/order.ts
642
+ import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
643
+ var ordTypeNames = {
644
+ "1": "Market",
645
+ "2": "Limit",
646
+ "3": "Stop",
647
+ "4": "StopLimit",
648
+ "5": "MarketOnClose",
649
+ "6": "WithOrWithout",
650
+ "7": "LimitOrBetter",
651
+ "8": "LimitWithOrWithout",
652
+ "9": "OnBasis",
653
+ A: "OnClose",
654
+ B: "LimitOnClose",
655
+ C: "ForexMarket",
656
+ D: "PreviouslyQuoted",
657
+ E: "PreviouslyIndicated",
658
+ F: "ForexLimit",
659
+ G: "ForexSwap",
660
+ H: "ForexPreviouslyQuoted",
661
+ I: "Funari",
662
+ J: "MarketIfTouched",
663
+ K: "MarketWithLeftOverAsLimit",
664
+ L: "PreviousFundValuationPoint",
665
+ M: "NextFundValuationPoint",
666
+ P: "Pegged",
667
+ Q: "CounterOrderSelection",
668
+ R: "StopOnBidOrOffer",
669
+ S: "StopLimitOnBidOrOffer"
670
+ };
671
+ var sideNames = {
672
+ "1": "Buy",
673
+ "2": "Sell",
674
+ "3": "BuyMinus",
675
+ "4": "SellPlus",
676
+ "5": "SellShort",
677
+ "6": "SellShortExempt",
678
+ "7": "Undisclosed",
679
+ "8": "Cross",
680
+ "9": "CrossShort",
681
+ A: "CrossShortExempt",
682
+ B: "AsDefined",
683
+ C: "Opposite",
684
+ D: "Subscribe",
685
+ E: "Redeem",
686
+ F: "Lend",
687
+ G: "Borrow",
688
+ H: "SellUndisclosed"
689
+ };
690
+ var timeInForceNames = {
691
+ "0": "Day",
692
+ "1": "GoodTillCancel",
693
+ "2": "AtTheOpening",
694
+ "3": "ImmediateOrCancel",
695
+ "4": "FillOrKill",
696
+ "5": "GoodTillCrossing",
697
+ "6": "GoodTillDate",
698
+ "7": "AtTheClose",
699
+ "8": "GoodThroughCrossing",
700
+ "9": "AtCrossing",
701
+ A: "GoodForTime",
702
+ B: "GoodForAuction",
703
+ C: "GoodForMonth"
704
+ };
705
+ var handlInstNames = {
706
+ "1": "AutomatedExecutionNoIntervention",
707
+ "2": "AutomatedExecutionInterventionOK",
708
+ "3": "ManualOrder"
709
+ };
710
+ var createVerifyOrderHandler = (parser, verifiedOrders) => {
711
+ return async (args) => {
712
+ try {
713
+ verifiedOrders.set(args.clOrdID, {
714
+ clOrdID: args.clOrdID,
715
+ handlInst: args.handlInst,
716
+ quantity: Number.parseFloat(String(args.quantity)),
717
+ price: Number.parseFloat(String(args.price)),
718
+ ordType: args.ordType,
719
+ side: args.side,
720
+ symbol: args.symbol,
721
+ timeInForce: args.timeInForce
722
+ });
723
+ return {
724
+ content: [
725
+ {
726
+ type: "text",
727
+ text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
728
+
776
729
  Parameters verified:
777
730
  - ClOrdID: ${args.clOrdID}
778
731
  - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
@@ -783,307 +736,572 @@ Parameters verified:
783
736
  - Symbol: ${args.symbol}
784
737
  - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
785
738
 
786
- To execute this order, call the executeOrder tool with these exact same parameters.`
787
- }
788
- ]
789
- };
790
- } catch (error) {
791
- return {
792
- content: [
793
- {
794
- type: "text",
795
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
796
- }
797
- ],
798
- isError: true
799
- };
800
- }
801
- }
802
- );
803
- this.server.setRequestHandler(
804
- z.object({
805
- method: z.literal("executeOrder"),
806
- params: orderSchema
807
- }),
808
- async (request, extra) => {
809
- try {
810
- const args = request.params;
811
- const verifiedOrder = this.verifiedOrders.get(args.clOrdID);
812
- if (!verifiedOrder) {
813
- return {
814
- content: [
815
- {
816
- type: "text",
817
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`
818
- }
819
- ],
820
- isError: true
821
- };
739
+ To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
740
+ uri: "verifyOrder"
822
741
  }
823
- 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) {
824
- return {
825
- content: [
826
- {
827
- type: "text",
828
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified."
829
- }
830
- ],
831
- isError: true
832
- };
742
+ ]
743
+ };
744
+ } catch (error) {
745
+ return {
746
+ content: [
747
+ {
748
+ type: "text",
749
+ text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
750
+ uri: "verifyOrder"
833
751
  }
834
- const response = new Promise((resolve) => {
835
- this.pendingRequests.set(args.clOrdID, resolve);
836
- });
837
- const order = this.parser?.createMessage(
838
- new Field(Fields.MsgType, Messages.NewOrderSingle),
839
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
840
- new Field(Fields.SenderCompID, this.parser?.sender),
841
- new Field(Fields.TargetCompID, this.parser?.target),
842
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
843
- new Field(Fields.ClOrdID, args.clOrdID),
844
- new Field(Fields.Side, args.side),
845
- new Field(Fields.Symbol, args.symbol),
846
- new Field(Fields.OrderQty, Number.parseFloat(args.quantity)),
847
- new Field(Fields.Price, Number.parseFloat(args.price)),
848
- new Field(Fields.OrdType, args.ordType),
849
- new Field(Fields.HandlInst, args.handlInst),
850
- new Field(Fields.TimeInForce, args.timeInForce),
851
- new Field(Fields.TransactTime, this.parser?.getTimestamp())
852
- );
853
- if (!this.parser?.connected) {
854
- return {
855
- content: [
856
- {
857
- type: "text",
858
- text: "Error: Not connected. Ignoring message."
859
- }
860
- ],
861
- isError: true
862
- };
863
- }
864
- this.parser?.send(order);
865
- const fixData = await response;
866
- this.verifiedOrders.delete(args.clOrdID);
867
- return {
868
- content: [
869
- {
870
- type: "text",
871
- 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())}`
872
- }
873
- ]
874
- };
875
- } catch (error) {
876
- return {
877
- content: [
878
- {
879
- type: "text",
880
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`
881
- }
882
- ],
883
- isError: true
884
- };
885
- }
752
+ ],
753
+ isError: true
754
+ };
755
+ }
756
+ };
757
+ };
758
+ var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
759
+ return async (args) => {
760
+ try {
761
+ const verifiedOrder = verifiedOrders.get(args.clOrdID);
762
+ if (!verifiedOrder) {
763
+ return {
764
+ content: [
765
+ {
766
+ type: "text",
767
+ text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
768
+ uri: "executeOrder"
769
+ }
770
+ ],
771
+ isError: true
772
+ };
886
773
  }
887
- );
888
- this.server.setRequestHandler(
889
- z.object({
890
- method: z.literal("marketDataRequest"),
891
- params: marketDataRequestSchema
892
- }),
893
- async (request, extra) => {
894
- try {
895
- const args = request.params;
896
- const response = new Promise((resolve) => {
897
- this.pendingRequests.set(args.mdReqID, resolve);
898
- });
899
- const messageFields = [
900
- new Field(Fields.MsgType, Messages.MarketDataRequest),
901
- new Field(Fields.SenderCompID, this.parser?.sender),
902
- new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
903
- new Field(Fields.TargetCompID, this.parser?.target),
904
- new Field(Fields.SendingTime, this.parser?.getTimestamp()),
905
- new Field(Fields.MDReqID, args.mdReqID),
906
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
907
- new Field(Fields.MarketDepth, 0),
908
- new Field(Fields.MDUpdateType, args.mdUpdateType)
909
- ];
910
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
911
- args.symbols.forEach((symbol) => {
912
- messageFields.push(new Field(Fields.Symbol, symbol));
913
- });
914
- messageFields.push(new Field(Fields.NoMDEntryTypes, args.mdEntryTypes.length));
915
- args.mdEntryTypes.forEach((entryType) => {
916
- messageFields.push(new Field(Fields.MDEntryType, entryType));
917
- });
918
- const mdr = this.parser?.createMessage(...messageFields);
919
- if (!this.parser?.connected) {
920
- return {
921
- content: [
922
- {
923
- type: "text",
924
- text: "Error: Not connected. Ignoring message."
925
- }
926
- ],
927
- isError: true
928
- };
774
+ 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) {
775
+ return {
776
+ content: [
777
+ {
778
+ type: "text",
779
+ text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
780
+ uri: "executeOrder"
781
+ }
782
+ ],
783
+ isError: true
784
+ };
785
+ }
786
+ const response = new Promise((resolve) => {
787
+ pendingRequests.set(args.clOrdID, resolve);
788
+ });
789
+ const order = parser.createMessage(
790
+ new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
791
+ new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
792
+ new Field2(Fields2.SenderCompID, parser.sender),
793
+ new Field2(Fields2.TargetCompID, parser.target),
794
+ new Field2(Fields2.SendingTime, parser.getTimestamp()),
795
+ new Field2(Fields2.ClOrdID, args.clOrdID),
796
+ new Field2(Fields2.Side, args.side),
797
+ new Field2(Fields2.Symbol, args.symbol),
798
+ new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
799
+ new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
800
+ new Field2(Fields2.OrdType, args.ordType),
801
+ new Field2(Fields2.HandlInst, args.handlInst),
802
+ new Field2(Fields2.TimeInForce, args.timeInForce),
803
+ new Field2(Fields2.TransactTime, parser.getTimestamp())
804
+ );
805
+ if (!parser.connected) {
806
+ return {
807
+ content: [
808
+ {
809
+ type: "text",
810
+ text: "Error: Not connected. Ignoring message.",
811
+ uri: "executeOrder"
812
+ }
813
+ ],
814
+ isError: true
815
+ };
816
+ }
817
+ parser.send(order);
818
+ const fixData = await response;
819
+ verifiedOrders.delete(args.clOrdID);
820
+ return {
821
+ content: [
822
+ {
823
+ type: "text",
824
+ 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())}`,
825
+ uri: "executeOrder"
929
826
  }
930
- this.parser?.send(mdr);
931
- const fixData = await response;
932
- return {
933
- content: [
934
- {
935
- type: "text",
936
- text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`
937
- }
938
- ]
939
- };
940
- } catch (error) {
941
- return {
942
- content: [
943
- {
944
- type: "text",
945
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
946
- }
947
- ],
948
- isError: true
949
- };
950
- }
827
+ ]
828
+ };
829
+ } catch (error) {
830
+ return {
831
+ content: [
832
+ {
833
+ type: "text",
834
+ text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
835
+ uri: "executeOrder"
836
+ }
837
+ ],
838
+ isError: true
839
+ };
840
+ }
841
+ };
842
+ };
843
+
844
+ // src/tools/parse.ts
845
+ var createParseHandler = (parser) => {
846
+ return async (args) => {
847
+ try {
848
+ const parsedMessage = parser.parse(args.fixString);
849
+ if (!parsedMessage || parsedMessage.length === 0) {
850
+ return {
851
+ content: [
852
+ {
853
+ type: "text",
854
+ text: "Error: Failed to parse FIX string",
855
+ uri: "parse"
856
+ }
857
+ ],
858
+ isError: true
859
+ };
951
860
  }
952
- );
953
- this.server.setRequestHandler(
954
- z.object({
955
- method: z.literal("stockGraph"),
956
- params: symbolSchema
957
- }),
958
- async (request, extra) => {
959
- this.parser?.logger.log({
960
- level: "info",
961
- message: "MCP Server Resource called: stockGraph"
962
- });
963
- const args = request.params;
964
- const symbol = args.symbol;
965
- const priceHistory = this.marketDataPrices.get(symbol) || [];
966
- if (priceHistory.length === 0) {
967
- return {
968
- content: [
969
- {
970
- type: "text",
971
- text: `No price data available for ${symbol}`
972
- }
973
- ]
974
- };
975
- }
976
- const width = 600;
977
- const height = 300;
978
- const padding = 40;
979
- const xScale = (width - 2 * padding) / (priceHistory.length - 1);
980
- const yMin = Math.min(...priceHistory.map((d) => d.price));
981
- const yMax = Math.max(...priceHistory.map((d) => d.price));
982
- const yScale = (height - 2 * padding) / (yMax - yMin);
983
- const points = priceHistory.map((d, i) => {
984
- const x = padding + i * xScale;
985
- const y = height - padding - (d.price - yMin) * yScale;
986
- return `${x},${y}`;
987
- }).join(" L ");
988
- const svg = `<?xml version="1.0" encoding="UTF-8"?>
989
- <svg width="${width}" height="${height}" xmlns="http://www.w3.org/2000/svg">
990
- <!-- Background -->
991
- <rect width="100%" height="100%" fill="#f8f9fa"/>
992
-
993
- <!-- Grid lines -->
994
- <g stroke="#e9ecef" stroke-width="1">
995
- ${Array.from({ length: 5 }, (_, i) => {
996
- const y = padding + (height - 2 * padding) * i / 4;
997
- return `<line x1="${padding}" y1="${y}" x2="${width - padding}" y2="${y}"/>`;
998
- }).join("\n")}
999
- </g>
1000
-
1001
- <!-- Price line -->
1002
- <path d="M ${points}"
1003
- fill="none"
1004
- stroke="#007bff"
1005
- stroke-width="2"/>
1006
-
1007
- <!-- Data points -->
1008
- ${priceHistory.map((d, i) => {
1009
- const x = padding + i * xScale;
1010
- const y = height - padding - (d.price - yMin) * yScale;
1011
- return `<circle cx="${x}" cy="${y}" r="3" fill="#007bff"/>`;
1012
- }).join("\n")}
1013
-
1014
- <!-- Labels -->
1015
- <g font-family="Arial" font-size="12" fill="#495057">
1016
- ${Array.from({ length: 5 }, (_, i) => {
1017
- const x = padding + (width - 2 * padding) * i / 4;
1018
- const index = Math.floor((priceHistory.length - 1) * i / 4);
1019
- const timestamp = new Date(priceHistory[index].timestamp).toLocaleTimeString();
1020
- return `<text x="${x + padding}" y="${height - padding + 20}" text-anchor="middle">${timestamp}</text>`;
1021
- }).join("\n")}
1022
- ${Array.from({ length: 5 }, (_, i) => {
1023
- const y = padding + (height - 2 * padding) * i / 4;
1024
- const price = yMax - (yMax - yMin) * i / 4;
1025
- return `<text x="${padding - 5}" y="${y + 4}" text-anchor="end">$${price.toFixed(2)}</text>`;
1026
- }).join("\n")}
1027
- </g>
1028
-
1029
- <!-- Title -->
1030
- <text x="${width / 2}" y="${padding / 2}"
1031
- font-family="Arial" font-size="16" font-weight="bold"
1032
- text-anchor="middle" fill="#212529">
1033
- ${symbol} - Price Chart (${priceHistory.length} points)
1034
- </text>
1035
- </svg>`;
861
+ return {
862
+ content: [
863
+ {
864
+ type: "text",
865
+ text: `${parsedMessage[0].description}
866
+ ${parsedMessage[0].messageTypeDescription}`,
867
+ uri: "parse"
868
+ }
869
+ ]
870
+ };
871
+ } catch (error) {
872
+ return {
873
+ content: [
874
+ {
875
+ type: "text",
876
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
877
+ uri: "parse"
878
+ }
879
+ ],
880
+ isError: true
881
+ };
882
+ }
883
+ };
884
+ };
885
+
886
+ // src/tools/parseToJSON.ts
887
+ var createParseToJSONHandler = (parser) => {
888
+ return async (args) => {
889
+ try {
890
+ const parsedMessage = parser.parse(args.fixString);
891
+ if (!parsedMessage || parsedMessage.length === 0) {
1036
892
  return {
1037
893
  content: [
1038
894
  {
1039
895
  type: "text",
1040
- text: svg
896
+ text: "Error: Failed to parse FIX string",
897
+ uri: "parseToJSON"
1041
898
  }
1042
- ]
899
+ ],
900
+ isError: true
1043
901
  };
1044
902
  }
1045
- );
903
+ return {
904
+ content: [
905
+ {
906
+ type: "text",
907
+ text: `${parsedMessage[0].toFIXJSON()}`,
908
+ uri: "parseToJSON"
909
+ }
910
+ ]
911
+ };
912
+ } catch (error) {
913
+ return {
914
+ content: [
915
+ {
916
+ type: "text",
917
+ text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
918
+ uri: "parseToJSON"
919
+ }
920
+ ],
921
+ isError: true
922
+ };
923
+ }
924
+ };
925
+ };
926
+
927
+ // src/tools/index.ts
928
+ var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
929
+ parse: createParseHandler(parser),
930
+ parseToJSON: createParseToJSONHandler(parser),
931
+ verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
932
+ executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
933
+ marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
934
+ getStockGraph: createGetStockGraphHandler(marketDataPrices),
935
+ getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
936
+ });
937
+
938
+ // src/utils/messageHandler.ts
939
+ import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
940
+ function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
941
+ parser.logger.log({
942
+ level: "info",
943
+ message: `MCP Server received message: ${message.messageType}: ${message.description}`
944
+ });
945
+ const msgType = message.messageType;
946
+ if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
947
+ const symbol = message.getField(Fields3.Symbol)?.value;
948
+ parser.logger.log({
949
+ level: "info",
950
+ message: `Processing market data for symbol: ${symbol}`
951
+ });
952
+ const fixJson = message.toFIXJSON();
953
+ const entries = fixJson.Body?.NoMDEntries || [];
954
+ parser.logger.log({
955
+ level: "info",
956
+ message: `Found ${entries.length} market data entries`
957
+ });
958
+ const data = {
959
+ timestamp: Date.now(),
960
+ bid: 0,
961
+ offer: 0,
962
+ spread: 0,
963
+ volume: 0,
964
+ trade: 0,
965
+ indexValue: 0,
966
+ openingPrice: 0,
967
+ closingPrice: 0,
968
+ settlementPrice: 0,
969
+ tradingSessionHighPrice: 0,
970
+ tradingSessionLowPrice: 0,
971
+ vwap: 0,
972
+ imbalance: 0,
973
+ openInterest: 0,
974
+ compositeUnderlyingPrice: 0,
975
+ simulatedSellPrice: 0,
976
+ simulatedBuyPrice: 0,
977
+ marginRate: 0,
978
+ midPrice: 0,
979
+ emptyBook: 0,
980
+ settleHighPrice: 0,
981
+ settleLowPrice: 0,
982
+ priorSettlePrice: 0,
983
+ sessionHighBid: 0,
984
+ sessionLowOffer: 0,
985
+ earlyPrices: 0,
986
+ auctionClearingPrice: 0,
987
+ swapValueFactor: 0,
988
+ dailyValueAdjustmentForLongPositions: 0,
989
+ cumulativeValueAdjustmentForLongPositions: 0,
990
+ dailyValueAdjustmentForShortPositions: 0,
991
+ cumulativeValueAdjustmentForShortPositions: 0,
992
+ fixingPrice: 0,
993
+ cashRate: 0,
994
+ recoveryRate: 0,
995
+ recoveryRateForLong: 0,
996
+ recoveryRateForShort: 0,
997
+ marketBid: 0,
998
+ marketOffer: 0,
999
+ shortSaleMinPrice: 0,
1000
+ previousClosingPrice: 0,
1001
+ thresholdLimitPriceBanding: 0,
1002
+ dailyFinancingValue: 0,
1003
+ accruedFinancingValue: 0,
1004
+ twap: 0
1005
+ };
1006
+ for (const entry of entries) {
1007
+ console.log(">>>>>>>>>>>>>>>>>>>>", entry);
1008
+ const entryType = entry.MDEntryType;
1009
+ const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
1010
+ const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
1011
+ if (entryType === MDEntryType2.Bid || entryType === MDEntryType2.Offer || entryType === MDEntryType2.TradeVolume) {
1012
+ parser.logger.log({
1013
+ level: "info",
1014
+ message: `Market Data Entry - Type: ${entryType}, Price: ${price}, Size: ${size}`
1015
+ });
1016
+ }
1017
+ switch (entryType) {
1018
+ case MDEntryType2.Bid:
1019
+ data.bid = price;
1020
+ break;
1021
+ case MDEntryType2.Offer:
1022
+ data.offer = price;
1023
+ break;
1024
+ case MDEntryType2.Trade:
1025
+ data.trade = price;
1026
+ break;
1027
+ case MDEntryType2.IndexValue:
1028
+ data.indexValue = price;
1029
+ break;
1030
+ case MDEntryType2.OpeningPrice:
1031
+ data.openingPrice = price;
1032
+ break;
1033
+ case MDEntryType2.ClosingPrice:
1034
+ data.closingPrice = price;
1035
+ break;
1036
+ case MDEntryType2.SettlementPrice:
1037
+ data.settlementPrice = price;
1038
+ break;
1039
+ case MDEntryType2.TradingSessionHighPrice:
1040
+ data.tradingSessionHighPrice = price;
1041
+ break;
1042
+ case MDEntryType2.TradingSessionLowPrice:
1043
+ data.tradingSessionLowPrice = price;
1044
+ break;
1045
+ case MDEntryType2.VWAP:
1046
+ data.vwap = price;
1047
+ break;
1048
+ case MDEntryType2.Imbalance:
1049
+ data.imbalance = size;
1050
+ break;
1051
+ case MDEntryType2.TradeVolume:
1052
+ data.volume = size;
1053
+ break;
1054
+ case MDEntryType2.OpenInterest:
1055
+ data.openInterest = size;
1056
+ break;
1057
+ case MDEntryType2.CompositeUnderlyingPrice:
1058
+ data.compositeUnderlyingPrice = price;
1059
+ break;
1060
+ case MDEntryType2.SimulatedSellPrice:
1061
+ data.simulatedSellPrice = price;
1062
+ break;
1063
+ case MDEntryType2.SimulatedBuyPrice:
1064
+ data.simulatedBuyPrice = price;
1065
+ break;
1066
+ case MDEntryType2.MarginRate:
1067
+ data.marginRate = price;
1068
+ break;
1069
+ case MDEntryType2.MidPrice:
1070
+ data.midPrice = price;
1071
+ break;
1072
+ case MDEntryType2.EmptyBook:
1073
+ data.emptyBook = 1;
1074
+ break;
1075
+ case MDEntryType2.SettleHighPrice:
1076
+ data.settleHighPrice = price;
1077
+ break;
1078
+ case MDEntryType2.SettleLowPrice:
1079
+ data.settleLowPrice = price;
1080
+ break;
1081
+ case MDEntryType2.PriorSettlePrice:
1082
+ data.priorSettlePrice = price;
1083
+ break;
1084
+ case MDEntryType2.SessionHighBid:
1085
+ data.sessionHighBid = price;
1086
+ break;
1087
+ case MDEntryType2.SessionLowOffer:
1088
+ data.sessionLowOffer = price;
1089
+ break;
1090
+ case MDEntryType2.EarlyPrices:
1091
+ data.earlyPrices = price;
1092
+ break;
1093
+ case MDEntryType2.AuctionClearingPrice:
1094
+ data.auctionClearingPrice = price;
1095
+ break;
1096
+ case MDEntryType2.SwapValueFactor:
1097
+ data.swapValueFactor = price;
1098
+ break;
1099
+ case MDEntryType2.DailyValueAdjustmentForLongPositions:
1100
+ data.dailyValueAdjustmentForLongPositions = price;
1101
+ break;
1102
+ case MDEntryType2.CumulativeValueAdjustmentForLongPositions:
1103
+ data.cumulativeValueAdjustmentForLongPositions = price;
1104
+ break;
1105
+ case MDEntryType2.DailyValueAdjustmentForShortPositions:
1106
+ data.dailyValueAdjustmentForShortPositions = price;
1107
+ break;
1108
+ case MDEntryType2.CumulativeValueAdjustmentForShortPositions:
1109
+ data.cumulativeValueAdjustmentForShortPositions = price;
1110
+ break;
1111
+ case MDEntryType2.FixingPrice:
1112
+ data.fixingPrice = price;
1113
+ break;
1114
+ case MDEntryType2.CashRate:
1115
+ data.cashRate = price;
1116
+ break;
1117
+ case MDEntryType2.RecoveryRate:
1118
+ data.recoveryRate = price;
1119
+ break;
1120
+ case MDEntryType2.RecoveryRateForLong:
1121
+ data.recoveryRateForLong = price;
1122
+ break;
1123
+ case MDEntryType2.RecoveryRateForShort:
1124
+ data.recoveryRateForShort = price;
1125
+ break;
1126
+ case MDEntryType2.MarketBid:
1127
+ data.marketBid = price;
1128
+ break;
1129
+ case MDEntryType2.MarketOffer:
1130
+ data.marketOffer = price;
1131
+ break;
1132
+ case MDEntryType2.ShortSaleMinPrice:
1133
+ data.shortSaleMinPrice = price;
1134
+ break;
1135
+ case MDEntryType2.PreviousClosingPrice:
1136
+ data.previousClosingPrice = price;
1137
+ break;
1138
+ case MDEntryType2.ThresholdLimitPriceBanding:
1139
+ data.thresholdLimitPriceBanding = price;
1140
+ break;
1141
+ case MDEntryType2.DailyFinancingValue:
1142
+ data.dailyFinancingValue = price;
1143
+ break;
1144
+ case MDEntryType2.AccruedFinancingValue:
1145
+ data.accruedFinancingValue = price;
1146
+ break;
1147
+ case MDEntryType2.TWAP:
1148
+ data.twap = price;
1149
+ break;
1150
+ }
1151
+ }
1152
+ data.spread = data.offer - data.bid;
1153
+ if (!marketDataPrices.has(symbol)) {
1154
+ parser.logger.log({
1155
+ level: "info",
1156
+ message: `Creating new price history array for symbol: ${symbol}`
1157
+ });
1158
+ marketDataPrices.set(symbol, []);
1159
+ }
1160
+ const prices = marketDataPrices.get(symbol);
1161
+ prices.push(data);
1162
+ parser.logger.log({
1163
+ level: "info",
1164
+ message: `Updated price history for ${symbol}. Current size: ${prices.length}`
1165
+ });
1166
+ if (prices.length > maxPriceHistory) {
1167
+ prices.splice(0, prices.length - maxPriceHistory);
1168
+ parser.logger.log({
1169
+ level: "info",
1170
+ message: `Trimmed price history for ${symbol} to ${maxPriceHistory} entries`
1171
+ });
1172
+ }
1173
+ onPriceUpdate?.(symbol, data);
1174
+ const mdReqID = message.getField(Fields3.MDReqID)?.value;
1175
+ if (mdReqID) {
1176
+ const callback = pendingRequests.get(mdReqID);
1177
+ if (callback) {
1178
+ callback(message);
1179
+ pendingRequests.delete(mdReqID);
1180
+ parser.logger.log({
1181
+ level: "info",
1182
+ message: `Resolved market data request for ID: ${mdReqID}`
1183
+ });
1184
+ }
1185
+ }
1186
+ } else if (msgType === Messages3.ExecutionReport) {
1187
+ const reqId = message.getField(Fields3.ClOrdID)?.value;
1188
+ const callback = pendingRequests.get(reqId);
1189
+ if (callback) {
1190
+ callback(message);
1191
+ pendingRequests.delete(reqId);
1192
+ }
1193
+ }
1194
+ }
1195
+
1196
+ // src/MCPLocal.ts
1197
+ var MCPLocal = class extends MCPBase {
1198
+ /**
1199
+ * Map to store verified orders before execution
1200
+ * @private
1201
+ */
1202
+ verifiedOrders = /* @__PURE__ */ new Map();
1203
+ /**
1204
+ * Map to store pending requests and their callbacks
1205
+ * @private
1206
+ */
1207
+ pendingRequests = /* @__PURE__ */ new Map();
1208
+ /**
1209
+ * Map to store market data prices for each symbol
1210
+ * @private
1211
+ */
1212
+ marketDataPrices = /* @__PURE__ */ new Map();
1213
+ /**
1214
+ * Maximum number of price history entries to keep per symbol
1215
+ * @private
1216
+ */
1217
+ MAX_PRICE_HISTORY = 1e5;
1218
+ server = new Server(
1219
+ {
1220
+ name: "fixparser",
1221
+ version: "1.0.0"
1222
+ },
1223
+ {
1224
+ capabilities: {
1225
+ tools: Object.entries(toolSchemas).reduce(
1226
+ (acc, [name, { description, schema }]) => {
1227
+ acc[name] = {
1228
+ description,
1229
+ parameters: schema
1230
+ };
1231
+ return acc;
1232
+ },
1233
+ {}
1234
+ )
1235
+ }
1236
+ }
1237
+ );
1238
+ transport = new StdioServerTransport();
1239
+ constructor({ logger, onReady }) {
1240
+ super({ logger, onReady });
1241
+ }
1242
+ async register(parser) {
1243
+ this.parser = parser;
1244
+ this.parser.addOnMessageCallback((message) => {
1245
+ handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
1246
+ });
1247
+ this.addWorkflows();
1248
+ await this.server.connect(this.transport);
1249
+ if (this.onReady) {
1250
+ this.onReady();
1251
+ }
1252
+ }
1253
+ addWorkflows() {
1254
+ if (!this.parser) {
1255
+ return;
1256
+ }
1257
+ if (!this.server) {
1258
+ return;
1259
+ }
1260
+ this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
1261
+ return {
1262
+ tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
1263
+ name,
1264
+ description,
1265
+ inputSchema: schema
1266
+ }))
1267
+ };
1268
+ });
1046
1269
  this.server.setRequestHandler(
1047
1270
  z.object({
1048
- method: z.literal("stockPriceHistory"),
1049
- params: symbolSchema
1271
+ method: z.literal("tools/call"),
1272
+ params: z.object({
1273
+ name: z.string(),
1274
+ arguments: z.any(),
1275
+ _meta: z.object({
1276
+ progressToken: z.number()
1277
+ }).optional()
1278
+ })
1050
1279
  }),
1051
- async (request, extra) => {
1052
- this.parser?.logger.log({
1053
- level: "info",
1054
- message: "MCP Server Resource called: stockPriceHistory"
1055
- });
1056
- const args = request.params;
1057
- const symbol = args.symbol;
1058
- const priceHistory = this.marketDataPrices.get(symbol) || [];
1059
- if (priceHistory.length === 0) {
1280
+ async (request) => {
1281
+ const { name, arguments: args } = request.params;
1282
+ const toolHandlers = createToolHandlers(
1283
+ this.parser,
1284
+ this.verifiedOrders,
1285
+ this.pendingRequests,
1286
+ this.marketDataPrices
1287
+ );
1288
+ const handler = toolHandlers[name];
1289
+ if (!handler) {
1060
1290
  return {
1061
1291
  content: [
1062
1292
  {
1063
1293
  type: "text",
1064
- text: `No price data available for ${symbol}`
1294
+ text: `Tool not found: ${name}`,
1295
+ uri: name
1065
1296
  }
1066
- ]
1297
+ ],
1298
+ isError: true
1067
1299
  };
1068
1300
  }
1301
+ const result = await handler(args);
1069
1302
  return {
1070
- content: [
1071
- {
1072
- type: "text",
1073
- text: JSON.stringify(
1074
- {
1075
- symbol,
1076
- count: priceHistory.length,
1077
- prices: priceHistory.map((point) => ({
1078
- timestamp: new Date(point.timestamp).toISOString(),
1079
- price: point.price
1080
- }))
1081
- },
1082
- null,
1083
- 2
1084
- )
1085
- }
1086
- ]
1303
+ content: result.content,
1304
+ isError: result.isError
1087
1305
  };
1088
1306
  }
1089
1307
  );