fixparser-plugin-mcp 9.1.7-8db521e7 → 9.1.7-8efb79c3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/cjs/MCPLocal.js +1266 -630
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1329 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1628 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +1256 -636
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1319 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1590 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +14 -4
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +14 -4
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +10 -10
- package/types/MCPLocal.d.ts +0 -13
- package/types/MCPRemote.d.ts +0 -60
- package/types/PluginOptions.d.ts +0 -6
- package/types/index.d.ts +0 -3
package/build/esm/MCPLocal.mjs
CHANGED
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@@ -1,180 +1,1220 @@
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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 {
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import { z } from "zod";
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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},
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symbol: {
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type: "string",
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description: "Trading symbol"
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},
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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 (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Day, "1" for Good Till Cancel, "2" for At Opening, "3" for Immediate or Cancel, "4" for Fill or Kill, "5" for Good Till Crossing, "6" for Good Till Date)'
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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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],
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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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description: 'Market data entry type (IMPORTANT: Use the numeric/alphabetic value, not the descriptive name. For example, use "0" for Bid, "1" for Offer, "2" for Trade, "3" for Index Value, "4" for Opening Price)'
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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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properties: {
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clOrdID: { type: "string" },
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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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enum: [
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
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"]
|
|
171
189
|
}
|
|
172
190
|
},
|
|
173
|
-
|
|
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
|
+
}
|
|
174
277
|
};
|
|
175
|
-
|
|
176
|
-
|
|
177
|
-
|
|
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({
|
|
286
|
+
level: "info",
|
|
287
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
288
|
+
});
|
|
289
|
+
const response = new Promise((resolve) => {
|
|
290
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
291
|
+
parser.logger.log({
|
|
292
|
+
level: "info",
|
|
293
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
294
|
+
});
|
|
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"
|
|
373
|
+
}
|
|
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"
|
|
394
|
+
}
|
|
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"
|
|
404
|
+
}
|
|
405
|
+
],
|
|
406
|
+
isError: true
|
|
407
|
+
};
|
|
408
|
+
}
|
|
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) {
|
|
417
|
+
return {
|
|
418
|
+
content: [
|
|
419
|
+
{
|
|
420
|
+
type: "text",
|
|
421
|
+
text: `No price data available for ${symbol}`,
|
|
422
|
+
uri: "getStockGraph"
|
|
423
|
+
}
|
|
424
|
+
]
|
|
425
|
+
};
|
|
426
|
+
}
|
|
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: [
|
|
444
|
+
{
|
|
445
|
+
label: "Bid",
|
|
446
|
+
data: bidData,
|
|
447
|
+
borderColor: "#28a745",
|
|
448
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
449
|
+
fill: false,
|
|
450
|
+
tension: 0.4
|
|
451
|
+
},
|
|
452
|
+
{
|
|
453
|
+
label: "Offer",
|
|
454
|
+
data: offerData,
|
|
455
|
+
borderColor: "#dc3545",
|
|
456
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
457
|
+
fill: false,
|
|
458
|
+
tension: 0.4
|
|
459
|
+
},
|
|
460
|
+
{
|
|
461
|
+
label: "Spread",
|
|
462
|
+
data: spreadData,
|
|
463
|
+
borderColor: "#6c757d",
|
|
464
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
465
|
+
fill: false,
|
|
466
|
+
tension: 0.4
|
|
467
|
+
},
|
|
468
|
+
{
|
|
469
|
+
label: "Trade",
|
|
470
|
+
data: tradeData,
|
|
471
|
+
borderColor: "#ffc107",
|
|
472
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
473
|
+
fill: false,
|
|
474
|
+
tension: 0.4
|
|
475
|
+
},
|
|
476
|
+
{
|
|
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
|
|
499
|
+
}
|
|
500
|
+
]
|
|
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
|
+
}
|
|
514
|
+
}
|
|
515
|
+
}
|
|
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
|
+
}
|
|
529
|
+
}
|
|
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
|
+
};
|
|
561
|
+
}
|
|
562
|
+
return {
|
|
563
|
+
content: [
|
|
564
|
+
{
|
|
565
|
+
type: "text",
|
|
566
|
+
text: JSON.stringify(
|
|
567
|
+
{
|
|
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
|
+
|
|
729
|
+
Parameters verified:
|
|
730
|
+
- ClOrdID: ${args.clOrdID}
|
|
731
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
732
|
+
- Quantity: ${args.quantity}
|
|
733
|
+
- Price: ${args.price}
|
|
734
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
735
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
736
|
+
- Symbol: ${args.symbol}
|
|
737
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
738
|
+
|
|
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"
|
|
741
|
+
}
|
|
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"
|
|
751
|
+
}
|
|
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
|
+
};
|
|
773
|
+
}
|
|
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"
|
|
826
|
+
}
|
|
827
|
+
]
|
|
828
|
+
};
|
|
829
|
+
} catch (error) {
|
|
830
|
+
return {
|
|
831
|
+
content: [
|
|
832
|
+
{
|
|
833
|
+
type: "text",
|
|
834
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
835
|
+
uri: "executeOrder"
|
|
836
|
+
}
|
|
837
|
+
],
|
|
838
|
+
isError: true
|
|
839
|
+
};
|
|
840
|
+
}
|
|
841
|
+
};
|
|
842
|
+
};
|
|
843
|
+
|
|
844
|
+
// src/tools/parse.ts
|
|
845
|
+
var createParseHandler = (parser) => {
|
|
846
|
+
return async (args) => {
|
|
847
|
+
try {
|
|
848
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
849
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
850
|
+
return {
|
|
851
|
+
content: [
|
|
852
|
+
{
|
|
853
|
+
type: "text",
|
|
854
|
+
text: "Error: Failed to parse FIX string",
|
|
855
|
+
uri: "parse"
|
|
856
|
+
}
|
|
857
|
+
],
|
|
858
|
+
isError: true
|
|
859
|
+
};
|
|
860
|
+
}
|
|
861
|
+
return {
|
|
862
|
+
content: [
|
|
863
|
+
{
|
|
864
|
+
type: "text",
|
|
865
|
+
text: `${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: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
877
|
+
uri: "parse"
|
|
878
|
+
}
|
|
879
|
+
],
|
|
880
|
+
isError: true
|
|
881
|
+
};
|
|
882
|
+
}
|
|
883
|
+
};
|
|
884
|
+
};
|
|
885
|
+
|
|
886
|
+
// src/tools/parseToJSON.ts
|
|
887
|
+
var createParseToJSONHandler = (parser) => {
|
|
888
|
+
return async (args) => {
|
|
889
|
+
try {
|
|
890
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
891
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
892
|
+
return {
|
|
893
|
+
content: [
|
|
894
|
+
{
|
|
895
|
+
type: "text",
|
|
896
|
+
text: "Error: Failed to parse FIX string",
|
|
897
|
+
uri: "parseToJSON"
|
|
898
|
+
}
|
|
899
|
+
],
|
|
900
|
+
isError: true
|
|
901
|
+
};
|
|
902
|
+
}
|
|
903
|
+
return {
|
|
904
|
+
content: [
|
|
905
|
+
{
|
|
906
|
+
type: "text",
|
|
907
|
+
text: `${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;
|
|
178
1218
|
server = new Server(
|
|
179
1219
|
{
|
|
180
1220
|
name: "fixparser",
|
|
@@ -182,46 +1222,27 @@ var MCPLocal = class {
|
|
|
182
1222
|
},
|
|
183
1223
|
{
|
|
184
1224
|
capabilities: {
|
|
185
|
-
tools:
|
|
186
|
-
|
|
187
|
-
|
|
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
|
+
)
|
|
188
1235
|
}
|
|
189
1236
|
}
|
|
190
1237
|
);
|
|
191
1238
|
transport = new StdioServerTransport();
|
|
192
|
-
onReady = void 0;
|
|
193
|
-
pendingRequests = /* @__PURE__ */ new Map();
|
|
194
1239
|
constructor({ logger, onReady }) {
|
|
195
|
-
|
|
1240
|
+
super({ logger, onReady });
|
|
196
1241
|
}
|
|
197
1242
|
async register(parser) {
|
|
198
1243
|
this.parser = parser;
|
|
199
1244
|
this.parser.addOnMessageCallback((message) => {
|
|
200
|
-
|
|
201
|
-
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport || msgType === Messages.Reject) {
|
|
202
|
-
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : msgType === Messages.Reject ? message.getField(Fields.RefSeqNum) : message.getField(Fields.ClOrdID);
|
|
203
|
-
if (idField) {
|
|
204
|
-
const id = idField.value;
|
|
205
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
206
|
-
if (msgType === Messages.Reject) {
|
|
207
|
-
const refMsgType = message.getField(Fields.RefMsgType);
|
|
208
|
-
if (refMsgType && refMsgType.value === Messages.NewOrderSingle) {
|
|
209
|
-
const callback = this.pendingRequests.get(String(id));
|
|
210
|
-
if (callback) {
|
|
211
|
-
callback(message);
|
|
212
|
-
this.pendingRequests.delete(String(id));
|
|
213
|
-
}
|
|
214
|
-
}
|
|
215
|
-
} else {
|
|
216
|
-
const callback = this.pendingRequests.get(String(id));
|
|
217
|
-
if (callback) {
|
|
218
|
-
callback(message);
|
|
219
|
-
this.pendingRequests.delete(String(id));
|
|
220
|
-
}
|
|
221
|
-
}
|
|
222
|
-
}
|
|
223
|
-
}
|
|
224
|
-
}
|
|
1245
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
225
1246
|
});
|
|
226
1247
|
this.addWorkflows();
|
|
227
1248
|
await this.server.connect(this.transport);
|
|
@@ -236,455 +1257,54 @@ var MCPLocal = class {
|
|
|
236
1257
|
if (!this.server) {
|
|
237
1258
|
return;
|
|
238
1259
|
}
|
|
239
|
-
|
|
240
|
-
const result = {};
|
|
241
|
-
for (const [key, propSchema] of Object.entries(schema.properties || {})) {
|
|
242
|
-
const prop = propSchema;
|
|
243
|
-
const value = args?.[key];
|
|
244
|
-
if (prop.required && (value === void 0 || value === null)) {
|
|
245
|
-
throw new Error(`Required property '${key}' is missing`);
|
|
246
|
-
}
|
|
247
|
-
if (value !== void 0) {
|
|
248
|
-
result[key] = value;
|
|
249
|
-
} else if (prop.default !== void 0) {
|
|
250
|
-
result[key] = prop.default;
|
|
251
|
-
}
|
|
252
|
-
}
|
|
253
|
-
return result;
|
|
254
|
-
};
|
|
255
|
-
this.server.setRequestHandler(ListResourcesRequestSchema, async () => {
|
|
256
|
-
return {
|
|
257
|
-
resources: []
|
|
258
|
-
};
|
|
259
|
-
});
|
|
260
|
-
this.server.setRequestHandler(ListToolsRequestSchema, async () => {
|
|
261
|
-
return {
|
|
262
|
-
tools: [
|
|
263
|
-
{
|
|
264
|
-
name: "parse",
|
|
265
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
266
|
-
inputSchema: parseInputSchema
|
|
267
|
-
},
|
|
268
|
-
{
|
|
269
|
-
name: "parseToJSON",
|
|
270
|
-
description: "Parses a FIX message into JSON",
|
|
271
|
-
inputSchema: parseToJSONInputSchema
|
|
272
|
-
},
|
|
273
|
-
{
|
|
274
|
-
name: "newOrderSingle",
|
|
275
|
-
description: "Creates and sends a New Order Single",
|
|
276
|
-
inputSchema: newOrderSingleInputSchema
|
|
277
|
-
},
|
|
278
|
-
{
|
|
279
|
-
name: "marketDataRequest",
|
|
280
|
-
description: "Sends a request for Market Data with the given symbol",
|
|
281
|
-
inputSchema: marketDataRequestInputSchema
|
|
282
|
-
}
|
|
283
|
-
]
|
|
284
|
-
};
|
|
285
|
-
});
|
|
286
|
-
this.server.setRequestHandler(CallToolRequestSchema, async (request) => {
|
|
287
|
-
const { name, arguments: args } = request.params;
|
|
288
|
-
switch (name) {
|
|
289
|
-
case "parse": {
|
|
290
|
-
try {
|
|
291
|
-
const { fixString } = validateArgs(args, parseInputSchema);
|
|
292
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
293
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
294
|
-
return {
|
|
295
|
-
isError: true,
|
|
296
|
-
content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
|
|
297
|
-
};
|
|
298
|
-
}
|
|
299
|
-
return {
|
|
300
|
-
content: [
|
|
301
|
-
{
|
|
302
|
-
type: "text",
|
|
303
|
-
text: `${parsedMessage[0].description}
|
|
304
|
-
${parsedMessage[0].messageTypeDescription}`
|
|
305
|
-
}
|
|
306
|
-
]
|
|
307
|
-
};
|
|
308
|
-
} catch (error) {
|
|
309
|
-
return {
|
|
310
|
-
isError: true,
|
|
311
|
-
content: [
|
|
312
|
-
{
|
|
313
|
-
type: "text",
|
|
314
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
315
|
-
}
|
|
316
|
-
]
|
|
317
|
-
};
|
|
318
|
-
}
|
|
319
|
-
}
|
|
320
|
-
case "parseToJSON": {
|
|
321
|
-
try {
|
|
322
|
-
const { fixString } = validateArgs(args, parseToJSONInputSchema);
|
|
323
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
324
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
325
|
-
return {
|
|
326
|
-
isError: true,
|
|
327
|
-
content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
|
|
328
|
-
};
|
|
329
|
-
}
|
|
330
|
-
return {
|
|
331
|
-
content: [
|
|
332
|
-
{
|
|
333
|
-
type: "text",
|
|
334
|
-
text: `${parsedMessage[0].toFIXJSON()}`
|
|
335
|
-
}
|
|
336
|
-
]
|
|
337
|
-
};
|
|
338
|
-
} catch (error) {
|
|
339
|
-
return {
|
|
340
|
-
isError: true,
|
|
341
|
-
content: [
|
|
342
|
-
{
|
|
343
|
-
type: "text",
|
|
344
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
345
|
-
}
|
|
346
|
-
]
|
|
347
|
-
};
|
|
348
|
-
}
|
|
349
|
-
}
|
|
350
|
-
case "newOrderSingle": {
|
|
351
|
-
try {
|
|
352
|
-
const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = validateArgs(args, newOrderSingleInputSchema);
|
|
353
|
-
const response = new Promise((resolve) => {
|
|
354
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
355
|
-
});
|
|
356
|
-
const order = this.parser?.createMessage(
|
|
357
|
-
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
358
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
359
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
360
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
361
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
362
|
-
new Field(Fields.ClOrdID, clOrdID),
|
|
363
|
-
new Field(Fields.Side, side),
|
|
364
|
-
new Field(Fields.Symbol, symbol),
|
|
365
|
-
new Field(Fields.OrderQty, quantity),
|
|
366
|
-
new Field(Fields.Price, price),
|
|
367
|
-
new Field(Fields.OrdType, ordType),
|
|
368
|
-
new Field(Fields.HandlInst, handlInst),
|
|
369
|
-
new Field(Fields.TimeInForce, timeInForce),
|
|
370
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
371
|
-
);
|
|
372
|
-
if (!this.parser?.connected) {
|
|
373
|
-
return {
|
|
374
|
-
isError: true,
|
|
375
|
-
content: [
|
|
376
|
-
{
|
|
377
|
-
type: "text",
|
|
378
|
-
text: "Error: Not connected. Ignoring message."
|
|
379
|
-
}
|
|
380
|
-
]
|
|
381
|
-
};
|
|
382
|
-
}
|
|
383
|
-
this.parser?.send(order);
|
|
384
|
-
const fixData = await response;
|
|
385
|
-
return {
|
|
386
|
-
content: [
|
|
387
|
-
{
|
|
388
|
-
type: "text",
|
|
389
|
-
text: fixData.messageType === Messages.Reject ? `Reject message for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
390
|
-
}
|
|
391
|
-
]
|
|
392
|
-
};
|
|
393
|
-
} catch (error) {
|
|
394
|
-
return {
|
|
395
|
-
isError: true,
|
|
396
|
-
content: [
|
|
397
|
-
{
|
|
398
|
-
type: "text",
|
|
399
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to create order"}`
|
|
400
|
-
}
|
|
401
|
-
]
|
|
402
|
-
};
|
|
403
|
-
}
|
|
404
|
-
}
|
|
405
|
-
case "marketDataRequest": {
|
|
406
|
-
try {
|
|
407
|
-
const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = validateArgs(
|
|
408
|
-
args,
|
|
409
|
-
marketDataRequestInputSchema
|
|
410
|
-
);
|
|
411
|
-
const response = new Promise((resolve) => {
|
|
412
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
413
|
-
});
|
|
414
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
415
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
416
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
417
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
418
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
419
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
420
|
-
new Field(Fields.MarketDepth, 0),
|
|
421
|
-
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
422
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
423
|
-
new Field(Fields.Symbol, symbol),
|
|
424
|
-
new Field(Fields.MDReqID, mdReqID),
|
|
425
|
-
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
426
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
427
|
-
new Field(Fields.MDEntryType, mdEntryType)
|
|
428
|
-
);
|
|
429
|
-
if (!this.parser?.connected) {
|
|
430
|
-
return {
|
|
431
|
-
isError: true,
|
|
432
|
-
content: [
|
|
433
|
-
{
|
|
434
|
-
type: "text",
|
|
435
|
-
text: "Error: Not connected. Ignoring message."
|
|
436
|
-
}
|
|
437
|
-
]
|
|
438
|
-
};
|
|
439
|
-
}
|
|
440
|
-
this.parser?.send(marketDataRequest);
|
|
441
|
-
const fixData = await response;
|
|
442
|
-
return {
|
|
443
|
-
content: [
|
|
444
|
-
{
|
|
445
|
-
type: "text",
|
|
446
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
447
|
-
}
|
|
448
|
-
]
|
|
449
|
-
};
|
|
450
|
-
} catch (error) {
|
|
451
|
-
return {
|
|
452
|
-
isError: true,
|
|
453
|
-
content: [
|
|
454
|
-
{
|
|
455
|
-
type: "text",
|
|
456
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
457
|
-
}
|
|
458
|
-
]
|
|
459
|
-
};
|
|
460
|
-
}
|
|
461
|
-
}
|
|
462
|
-
default:
|
|
463
|
-
throw new Error(`Unknown tool: ${name}`);
|
|
464
|
-
}
|
|
465
|
-
});
|
|
466
|
-
this.server.setRequestHandler(ListPromptsRequestSchema, async () => {
|
|
1260
|
+
this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
|
|
467
1261
|
return {
|
|
468
|
-
|
|
469
|
-
|
|
470
|
-
|
|
471
|
-
|
|
472
|
-
|
|
473
|
-
{
|
|
474
|
-
name: "fixString",
|
|
475
|
-
description: "FIX message string to parse",
|
|
476
|
-
required: true
|
|
477
|
-
}
|
|
478
|
-
]
|
|
479
|
-
},
|
|
480
|
-
{
|
|
481
|
-
name: "parseToJSON",
|
|
482
|
-
description: "Parses a FIX message into JSON",
|
|
483
|
-
arguments: [
|
|
484
|
-
{
|
|
485
|
-
name: "fixString",
|
|
486
|
-
description: "FIX message string to parse",
|
|
487
|
-
required: true
|
|
488
|
-
}
|
|
489
|
-
]
|
|
490
|
-
},
|
|
491
|
-
{
|
|
492
|
-
name: "newOrderSingle",
|
|
493
|
-
description: "Creates and sends a New Order Single. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
|
|
494
|
-
arguments: [
|
|
495
|
-
{
|
|
496
|
-
name: "clOrdID",
|
|
497
|
-
description: "Client Order ID",
|
|
498
|
-
required: true
|
|
499
|
-
},
|
|
500
|
-
{
|
|
501
|
-
name: "handlInst",
|
|
502
|
-
description: "Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
|
|
503
|
-
required: true
|
|
504
|
-
},
|
|
505
|
-
{
|
|
506
|
-
name: "quantity",
|
|
507
|
-
description: "Order quantity",
|
|
508
|
-
required: true
|
|
509
|
-
},
|
|
510
|
-
{
|
|
511
|
-
name: "price",
|
|
512
|
-
description: "Order price",
|
|
513
|
-
required: true
|
|
514
|
-
},
|
|
515
|
-
{
|
|
516
|
-
name: "ordType",
|
|
517
|
-
description: "Order type (1=Market, 2=Limit, 3=Stop)",
|
|
518
|
-
required: true
|
|
519
|
-
},
|
|
520
|
-
{
|
|
521
|
-
name: "side",
|
|
522
|
-
description: "Order 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)",
|
|
523
|
-
required: true
|
|
524
|
-
},
|
|
525
|
-
{
|
|
526
|
-
name: "symbol",
|
|
527
|
-
description: "Trading symbol",
|
|
528
|
-
required: true
|
|
529
|
-
},
|
|
530
|
-
{
|
|
531
|
-
name: "timeInForce",
|
|
532
|
-
description: "Time in force (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
|
|
533
|
-
required: true
|
|
534
|
-
}
|
|
535
|
-
]
|
|
536
|
-
},
|
|
537
|
-
{
|
|
538
|
-
name: "marketDataRequest",
|
|
539
|
-
description: "Sends a request for Market Data with the given symbol. IMPORTANT: All parameters must be explicitly provided by the user - no assumptions will be made.",
|
|
540
|
-
arguments: [
|
|
541
|
-
{
|
|
542
|
-
name: "mdUpdateType",
|
|
543
|
-
description: "Market data update type (0=FullRefresh, 1=IncrementalRefresh)",
|
|
544
|
-
required: true
|
|
545
|
-
},
|
|
546
|
-
{
|
|
547
|
-
name: "symbol",
|
|
548
|
-
description: "Trading symbol",
|
|
549
|
-
required: true
|
|
550
|
-
},
|
|
551
|
-
{
|
|
552
|
-
name: "mdReqID",
|
|
553
|
-
description: "Market data request ID",
|
|
554
|
-
required: true
|
|
555
|
-
},
|
|
556
|
-
{
|
|
557
|
-
name: "subscriptionRequestType",
|
|
558
|
-
description: "Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
559
|
-
required: true
|
|
560
|
-
},
|
|
561
|
-
{
|
|
562
|
-
name: "mdEntryType",
|
|
563
|
-
description: "Market data entry type (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
564
|
-
required: true
|
|
565
|
-
}
|
|
566
|
-
]
|
|
567
|
-
}
|
|
568
|
-
]
|
|
1262
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
1263
|
+
name,
|
|
1264
|
+
description,
|
|
1265
|
+
inputSchema: schema
|
|
1266
|
+
}))
|
|
569
1267
|
};
|
|
570
1268
|
});
|
|
571
|
-
this.server.setRequestHandler(
|
|
572
|
-
|
|
573
|
-
|
|
574
|
-
|
|
575
|
-
|
|
1269
|
+
this.server.setRequestHandler(
|
|
1270
|
+
z.object({
|
|
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
|
+
})
|
|
1279
|
+
}),
|
|
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) {
|
|
576
1290
|
return {
|
|
577
|
-
|
|
1291
|
+
content: [
|
|
578
1292
|
{
|
|
579
|
-
|
|
580
|
-
|
|
581
|
-
|
|
582
|
-
text: `Please parse and explain this FIX message: ${fixString}`
|
|
583
|
-
}
|
|
1293
|
+
type: "text",
|
|
1294
|
+
text: `Tool not found: ${name}`,
|
|
1295
|
+
uri: name
|
|
584
1296
|
}
|
|
585
|
-
]
|
|
1297
|
+
],
|
|
1298
|
+
isError: true
|
|
586
1299
|
};
|
|
587
1300
|
}
|
|
588
|
-
|
|
589
|
-
|
|
590
|
-
|
|
591
|
-
|
|
592
|
-
|
|
593
|
-
role: "user",
|
|
594
|
-
content: {
|
|
595
|
-
type: "text",
|
|
596
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
597
|
-
}
|
|
598
|
-
}
|
|
599
|
-
]
|
|
600
|
-
};
|
|
601
|
-
}
|
|
602
|
-
case "newOrderSingle": {
|
|
603
|
-
const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
|
|
604
|
-
return {
|
|
605
|
-
messages: [
|
|
606
|
-
{
|
|
607
|
-
role: "user",
|
|
608
|
-
content: {
|
|
609
|
-
type: "text",
|
|
610
|
-
text: [
|
|
611
|
-
"You are an AI assistant that helps users create FIX New Order Single messages.",
|
|
612
|
-
"You must **first verify** that all required fields are provided:",
|
|
613
|
-
"- ClOrdID (Client Order ID)",
|
|
614
|
-
"- HandlInst (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
|
|
615
|
-
"- Quantity (Order quantity)",
|
|
616
|
-
"- Price (Order price)",
|
|
617
|
-
"- OrdType (1=Market, 2=Limit, 3=Stop)",
|
|
618
|
-
"- 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)",
|
|
619
|
-
"- Symbol (Trading symbol)",
|
|
620
|
-
"- TimeInForce (0=Day, 1=Good Till Cancel, 2=At Opening, 3=Immediate or Cancel, 4=Fill or Kill, 5=Good Till Crossing, 6=Good Till Date)",
|
|
621
|
-
"",
|
|
622
|
-
"Only when all fields are present and valid, respond with:",
|
|
623
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
624
|
-
"",
|
|
625
|
-
"Otherwise, list the missing or invalid ones.",
|
|
626
|
-
"",
|
|
627
|
-
"Do not create the FIX message until verification is complete.",
|
|
628
|
-
"",
|
|
629
|
-
"Current parameters:",
|
|
630
|
-
`- ClOrdID: ${clOrdID}`,
|
|
631
|
-
`- HandlInst: ${handlInst}`,
|
|
632
|
-
`- Quantity: ${quantity}`,
|
|
633
|
-
`- Price: ${price}`,
|
|
634
|
-
`- OrdType: ${ordType}`,
|
|
635
|
-
`- Side: ${side}`,
|
|
636
|
-
`- Symbol: ${symbol}`,
|
|
637
|
-
`- TimeInForce: ${timeInForce}`,
|
|
638
|
-
"",
|
|
639
|
-
"IMPORTANT: The response will be either:",
|
|
640
|
-
"1. An Execution Report (MsgType=8) if the order was successfully placed",
|
|
641
|
-
"2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
|
|
642
|
-
].join("\n")
|
|
643
|
-
}
|
|
644
|
-
}
|
|
645
|
-
]
|
|
646
|
-
};
|
|
647
|
-
}
|
|
648
|
-
case "marketDataRequest": {
|
|
649
|
-
const { mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType } = args || {};
|
|
650
|
-
return {
|
|
651
|
-
messages: [
|
|
652
|
-
{
|
|
653
|
-
role: "user",
|
|
654
|
-
content: {
|
|
655
|
-
type: "text",
|
|
656
|
-
text: [
|
|
657
|
-
"You are an AI assistant that helps users create FIX Market Data Request messages.",
|
|
658
|
-
"You must **first verify** that all required fields are provided:",
|
|
659
|
-
"- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
|
|
660
|
-
"- Symbol (Trading symbol)",
|
|
661
|
-
"- MDReqID (Market data request ID)",
|
|
662
|
-
"- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
663
|
-
"- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
664
|
-
"",
|
|
665
|
-
"Only when all fields are present and valid, respond with:",
|
|
666
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
667
|
-
"",
|
|
668
|
-
"Otherwise, list the missing or invalid ones.",
|
|
669
|
-
"",
|
|
670
|
-
"Do not create the FIX message until verification is complete.",
|
|
671
|
-
"",
|
|
672
|
-
"Current parameters:",
|
|
673
|
-
`- MDUpdateType: ${mdUpdateType}`,
|
|
674
|
-
`- Symbol: ${symbol}`,
|
|
675
|
-
`- MDReqID: ${mdReqID}`,
|
|
676
|
-
`- SubscriptionRequestType: ${subscriptionRequestType}`,
|
|
677
|
-
`- MDEntryType: ${mdEntryType}`
|
|
678
|
-
].join("\n")
|
|
679
|
-
}
|
|
680
|
-
}
|
|
681
|
-
]
|
|
682
|
-
};
|
|
683
|
-
}
|
|
684
|
-
default:
|
|
685
|
-
throw new Error(`Unknown prompt: ${name}`);
|
|
1301
|
+
const result = await handler(args);
|
|
1302
|
+
return {
|
|
1303
|
+
content: result.content,
|
|
1304
|
+
isError: result.isError
|
|
1305
|
+
};
|
|
686
1306
|
}
|
|
687
|
-
|
|
1307
|
+
);
|
|
688
1308
|
process.on("SIGINT", async () => {
|
|
689
1309
|
await this.server.close();
|
|
690
1310
|
process.exit(0);
|