fixparser-plugin-mcp 9.1.7-8fdb1e41 → 9.1.7-945d3edd
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 +929 -778
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1044 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1343 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +919 -784
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1034 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1305 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +12 -15
- 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 +12 -15
- 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/MCPBase.d.ts +49 -0
- package/types/MCPLocal.d.ts +33 -7
- package/types/MCPRemote.d.ts +33 -27
- package/types/schemas/index.d.ts +15 -0
- package/types/schemas/schemas.d.ts +168 -0
- package/types/tools/index.d.ts +17 -0
- package/types/tools/marketData.d.ts +40 -0
- package/types/tools/order.d.ts +12 -0
- package/types/tools/parse.d.ts +5 -0
- package/types/tools/parseToJSON.d.ts +5 -0
- package/types/utils/messageHandler.d.ts +18 -0
package/build/cjs/MCPLocal.js
CHANGED
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@@ -1,7 +1,9 @@
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"use strict";
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPLocal.ts
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@@ -25,832 +35,973 @@ __export(MCPLocal_exports, {
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module.exports = __toCommonJS(MCPLocal_exports);
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var import_server = require("@modelcontextprotocol/sdk/server/index.js");
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var import_stdio = require("@modelcontextprotocol/sdk/server/stdio.js");
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var import_zod = require("zod");
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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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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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},
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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 instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)"
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},
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quantity: {
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type: "number",
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description: "Order quantity"
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},
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price: {
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type: "number",
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description: "Order price"
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},
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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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"A",
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"B",
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"C",
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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)"
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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: "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)"
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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 (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)"
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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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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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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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properties: {
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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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],
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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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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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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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handlInst: {
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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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quantity: { type: "string" },
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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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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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|
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
|
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},
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|
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
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|
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}
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|
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},
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|
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marketDataRequest: {
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|
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description: "Requests market data for specified symbols",
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|
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schema: {
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|
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type: "object",
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|
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properties: {
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|
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mdUpdateType: {
|
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|
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type: "string",
|
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|
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enum: ["0", "1"],
|
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|
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
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|
+
},
|
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|
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symbols: { type: "array", items: { type: "string" } },
|
|
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|
+
mdReqID: { type: "string" },
|
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237
|
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subscriptionRequestType: {
|
|
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|
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type: "string",
|
|
239
|
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enum: ["0", "1", "2"],
|
|
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|
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
|
|
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|
+
},
|
|
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|
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mdEntryTypes: {
|
|
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|
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type: "array",
|
|
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|
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items: {
|
|
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|
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type: "string",
|
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|
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enum: [
|
|
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|
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"0",
|
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|
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"1",
|
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|
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"2",
|
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|
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"3",
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|
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"4",
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|
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"5",
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"6",
|
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|
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"7",
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"8",
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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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|
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|
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"F",
|
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|
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"G",
|
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|
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|
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265
|
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|
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|
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|
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"K",
|
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|
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"L",
|
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|
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"M",
|
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|
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"N",
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|
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"O",
|
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|
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"P",
|
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|
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"Q",
|
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|
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"R",
|
|
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|
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"S",
|
|
276
|
+
"T",
|
|
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|
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"U",
|
|
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|
+
"V",
|
|
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|
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"W",
|
|
280
|
+
"X",
|
|
281
|
+
"Y",
|
|
282
|
+
"Z"
|
|
283
|
+
]
|
|
284
|
+
},
|
|
285
|
+
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"
|
|
238
286
|
}
|
|
239
|
-
}
|
|
240
|
-
|
|
241
|
-
this.addWorkflows();
|
|
242
|
-
await this.server.connect(this.transport);
|
|
243
|
-
if (this.onReady) {
|
|
244
|
-
this.onReady();
|
|
287
|
+
},
|
|
288
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
245
289
|
}
|
|
246
|
-
}
|
|
247
|
-
|
|
248
|
-
|
|
249
|
-
|
|
290
|
+
},
|
|
291
|
+
getStockGraph: {
|
|
292
|
+
description: "Generates a price chart for a given symbol",
|
|
293
|
+
schema: {
|
|
294
|
+
type: "object",
|
|
295
|
+
properties: {
|
|
296
|
+
symbol: { type: "string" }
|
|
297
|
+
},
|
|
298
|
+
required: ["symbol"]
|
|
250
299
|
}
|
|
251
|
-
|
|
252
|
-
|
|
300
|
+
},
|
|
301
|
+
getStockPriceHistory: {
|
|
302
|
+
description: "Returns price history for a given symbol",
|
|
303
|
+
schema: {
|
|
304
|
+
type: "object",
|
|
305
|
+
properties: {
|
|
306
|
+
symbol: { type: "string" }
|
|
307
|
+
},
|
|
308
|
+
required: ["symbol"]
|
|
253
309
|
}
|
|
254
|
-
|
|
255
|
-
|
|
256
|
-
|
|
257
|
-
|
|
258
|
-
|
|
259
|
-
|
|
260
|
-
|
|
261
|
-
|
|
262
|
-
|
|
263
|
-
|
|
264
|
-
|
|
265
|
-
|
|
266
|
-
|
|
310
|
+
}
|
|
311
|
+
};
|
|
312
|
+
|
|
313
|
+
// src/tools/marketData.ts
|
|
314
|
+
var import_fixparser = require("fixparser");
|
|
315
|
+
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
316
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
317
|
+
return async (args) => {
|
|
318
|
+
try {
|
|
319
|
+
const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
|
|
320
|
+
const messageFields = [
|
|
321
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
322
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
323
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
324
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
325
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
326
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
327
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
328
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
329
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
330
|
+
];
|
|
331
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
332
|
+
args.symbols.forEach((symbol) => {
|
|
333
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
334
|
+
});
|
|
335
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
336
|
+
entryTypes.forEach((entryType) => {
|
|
337
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
338
|
+
});
|
|
339
|
+
const mdr = parser.createMessage(...messageFields);
|
|
340
|
+
if (!parser.connected) {
|
|
341
|
+
return {
|
|
342
|
+
content: [
|
|
343
|
+
{
|
|
344
|
+
type: "text",
|
|
345
|
+
text: "Error: Not connected. Ignoring message.",
|
|
346
|
+
uri: "marketDataRequest"
|
|
347
|
+
}
|
|
348
|
+
],
|
|
349
|
+
isError: true
|
|
350
|
+
};
|
|
267
351
|
}
|
|
268
|
-
|
|
269
|
-
};
|
|
270
|
-
this.server.setRequestHandler(import_types.ListResourcesRequestSchema, async () => {
|
|
352
|
+
parser.send(mdr);
|
|
271
353
|
return {
|
|
272
|
-
|
|
354
|
+
content: [
|
|
355
|
+
{
|
|
356
|
+
type: "text",
|
|
357
|
+
text: "Subscription to Market Data successful",
|
|
358
|
+
uri: "marketDataRequest"
|
|
359
|
+
}
|
|
360
|
+
]
|
|
273
361
|
};
|
|
274
|
-
})
|
|
275
|
-
this.server.setRequestHandler(import_types.ListToolsRequestSchema, async () => {
|
|
362
|
+
} catch (error) {
|
|
276
363
|
return {
|
|
277
|
-
|
|
278
|
-
{
|
|
279
|
-
name: "parse",
|
|
280
|
-
description: "Parses a FIX message and describes it in plain language",
|
|
281
|
-
inputSchema: parseInputSchema
|
|
282
|
-
},
|
|
364
|
+
content: [
|
|
283
365
|
{
|
|
284
|
-
|
|
285
|
-
|
|
286
|
-
|
|
287
|
-
}
|
|
288
|
-
|
|
289
|
-
|
|
290
|
-
|
|
291
|
-
|
|
292
|
-
|
|
293
|
-
|
|
294
|
-
|
|
295
|
-
|
|
296
|
-
|
|
366
|
+
type: "text",
|
|
367
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
368
|
+
uri: "marketDataRequest"
|
|
369
|
+
}
|
|
370
|
+
],
|
|
371
|
+
isError: true
|
|
372
|
+
};
|
|
373
|
+
}
|
|
374
|
+
};
|
|
375
|
+
};
|
|
376
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
377
|
+
return async (args) => {
|
|
378
|
+
try {
|
|
379
|
+
const symbol = args.symbol;
|
|
380
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
381
|
+
if (priceHistory.length === 0) {
|
|
382
|
+
return {
|
|
383
|
+
content: [
|
|
384
|
+
{
|
|
385
|
+
type: "text",
|
|
386
|
+
text: `No price data available for ${symbol}`,
|
|
387
|
+
uri: "getStockGraph"
|
|
388
|
+
}
|
|
389
|
+
]
|
|
390
|
+
};
|
|
391
|
+
}
|
|
392
|
+
const chart = new import_quickchart_js.default();
|
|
393
|
+
chart.setWidth(1200);
|
|
394
|
+
chart.setHeight(600);
|
|
395
|
+
chart.setBackgroundColor("transparent");
|
|
396
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
397
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
398
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
399
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
400
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
401
|
+
const config = {
|
|
402
|
+
type: "line",
|
|
403
|
+
data: {
|
|
404
|
+
labels,
|
|
405
|
+
datasets: [
|
|
406
|
+
{
|
|
407
|
+
label: "Bid",
|
|
408
|
+
data: bidData,
|
|
409
|
+
borderColor: "#28a745",
|
|
410
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
411
|
+
fill: false,
|
|
412
|
+
tension: 0.4
|
|
413
|
+
},
|
|
414
|
+
{
|
|
415
|
+
label: "Offer",
|
|
416
|
+
data: offerData,
|
|
417
|
+
borderColor: "#dc3545",
|
|
418
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
419
|
+
fill: false,
|
|
420
|
+
tension: 0.4
|
|
421
|
+
},
|
|
422
|
+
{
|
|
423
|
+
label: "Spread",
|
|
424
|
+
data: spreadData,
|
|
425
|
+
borderColor: "#6c757d",
|
|
426
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
427
|
+
fill: false,
|
|
428
|
+
tension: 0.4
|
|
429
|
+
},
|
|
430
|
+
{
|
|
431
|
+
label: "Volume",
|
|
432
|
+
data: volumeData,
|
|
433
|
+
borderColor: "#007bff",
|
|
434
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
435
|
+
fill: true,
|
|
436
|
+
tension: 0.4
|
|
437
|
+
}
|
|
438
|
+
]
|
|
439
|
+
},
|
|
440
|
+
options: {
|
|
441
|
+
responsive: true,
|
|
442
|
+
plugins: {
|
|
443
|
+
title: {
|
|
444
|
+
display: true,
|
|
445
|
+
text: `${symbol} Market Data`
|
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|
+
}
|
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297
447
|
},
|
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|
+
scales: {
|
|
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|
+
y: {
|
|
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|
+
beginAtZero: false
|
|
451
|
+
}
|
|
452
|
+
}
|
|
453
|
+
}
|
|
454
|
+
};
|
|
455
|
+
chart.setConfig(config);
|
|
456
|
+
const imageBuffer = await chart.toBinary();
|
|
457
|
+
const base64 = imageBuffer.toString("base64");
|
|
458
|
+
return {
|
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459
|
+
content: [
|
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460
|
{
|
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299
|
-
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300
|
-
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301
|
-
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|
+
type: "resource",
|
|
462
|
+
resource: {
|
|
463
|
+
uri: "resource://graph",
|
|
464
|
+
mimeType: "image/png",
|
|
465
|
+
blob: base64
|
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|
+
}
|
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302
467
|
}
|
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303
468
|
]
|
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304
469
|
};
|
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305
|
-
})
|
|
306
|
-
|
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307
|
-
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308
|
-
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309
|
-
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310
|
-
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311
|
-
|
|
312
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
313
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
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314
|
-
return {
|
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315
|
-
isError: true,
|
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316
|
-
content: [{ type: "text", text: "Error: Failed to parse FIX string" }]
|
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|
-
};
|
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|
-
}
|
|
319
|
-
return {
|
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320
|
-
content: [
|
|
321
|
-
{
|
|
322
|
-
type: "text",
|
|
323
|
-
text: `${parsedMessage[0].description}
|
|
324
|
-
${parsedMessage[0].messageTypeDescription}`
|
|
325
|
-
}
|
|
326
|
-
]
|
|
327
|
-
};
|
|
328
|
-
} catch (error) {
|
|
329
|
-
return {
|
|
330
|
-
isError: true,
|
|
331
|
-
content: [
|
|
332
|
-
{
|
|
333
|
-
type: "text",
|
|
334
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`
|
|
335
|
-
}
|
|
336
|
-
]
|
|
337
|
-
};
|
|
470
|
+
} catch (error) {
|
|
471
|
+
return {
|
|
472
|
+
content: [
|
|
473
|
+
{
|
|
474
|
+
type: "text",
|
|
475
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
476
|
+
uri: "getStockGraph"
|
|
338
477
|
}
|
|
339
|
-
|
|
340
|
-
|
|
341
|
-
|
|
342
|
-
|
|
343
|
-
|
|
344
|
-
|
|
345
|
-
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
|
|
478
|
+
],
|
|
479
|
+
isError: true
|
|
480
|
+
};
|
|
481
|
+
}
|
|
482
|
+
};
|
|
483
|
+
};
|
|
484
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
485
|
+
return async (args) => {
|
|
486
|
+
try {
|
|
487
|
+
const symbol = args.symbol;
|
|
488
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
489
|
+
if (priceHistory.length === 0) {
|
|
490
|
+
return {
|
|
491
|
+
content: [
|
|
492
|
+
{
|
|
493
|
+
type: "text",
|
|
494
|
+
text: `No price data available for ${symbol}`,
|
|
495
|
+
uri: "getStockPriceHistory"
|
|
349
496
|
}
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
|
|
353
|
-
|
|
354
|
-
|
|
355
|
-
|
|
356
|
-
|
|
357
|
-
|
|
358
|
-
|
|
359
|
-
|
|
360
|
-
|
|
361
|
-
|
|
362
|
-
|
|
363
|
-
|
|
364
|
-
|
|
365
|
-
|
|
366
|
-
|
|
367
|
-
|
|
497
|
+
]
|
|
498
|
+
};
|
|
499
|
+
}
|
|
500
|
+
return {
|
|
501
|
+
content: [
|
|
502
|
+
{
|
|
503
|
+
type: "text",
|
|
504
|
+
text: JSON.stringify(
|
|
505
|
+
{
|
|
506
|
+
symbol,
|
|
507
|
+
count: priceHistory.length,
|
|
508
|
+
data: priceHistory.map((point) => ({
|
|
509
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
510
|
+
bid: point.bid,
|
|
511
|
+
offer: point.offer,
|
|
512
|
+
spread: point.spread,
|
|
513
|
+
volume: point.volume
|
|
514
|
+
}))
|
|
515
|
+
},
|
|
516
|
+
null,
|
|
517
|
+
2
|
|
518
|
+
),
|
|
519
|
+
uri: "getStockPriceHistory"
|
|
368
520
|
}
|
|
369
|
-
|
|
370
|
-
|
|
371
|
-
|
|
372
|
-
|
|
373
|
-
|
|
374
|
-
|
|
375
|
-
|
|
376
|
-
|
|
377
|
-
|
|
378
|
-
|
|
379
|
-
|
|
380
|
-
|
|
381
|
-
|
|
382
|
-
|
|
383
|
-
|
|
384
|
-
|
|
385
|
-
|
|
386
|
-
|
|
387
|
-
|
|
388
|
-
|
|
521
|
+
]
|
|
522
|
+
};
|
|
523
|
+
} catch (error) {
|
|
524
|
+
return {
|
|
525
|
+
content: [
|
|
526
|
+
{
|
|
527
|
+
type: "text",
|
|
528
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
529
|
+
uri: "getStockPriceHistory"
|
|
530
|
+
}
|
|
531
|
+
],
|
|
532
|
+
isError: true
|
|
533
|
+
};
|
|
534
|
+
}
|
|
535
|
+
};
|
|
536
|
+
};
|
|
537
|
+
|
|
538
|
+
// src/tools/order.ts
|
|
539
|
+
var import_fixparser2 = require("fixparser");
|
|
540
|
+
var ordTypeNames = {
|
|
541
|
+
"1": "Market",
|
|
542
|
+
"2": "Limit",
|
|
543
|
+
"3": "Stop",
|
|
544
|
+
"4": "StopLimit",
|
|
545
|
+
"5": "MarketOnClose",
|
|
546
|
+
"6": "WithOrWithout",
|
|
547
|
+
"7": "LimitOrBetter",
|
|
548
|
+
"8": "LimitWithOrWithout",
|
|
549
|
+
"9": "OnBasis",
|
|
550
|
+
A: "OnClose",
|
|
551
|
+
B: "LimitOnClose",
|
|
552
|
+
C: "ForexMarket",
|
|
553
|
+
D: "PreviouslyQuoted",
|
|
554
|
+
E: "PreviouslyIndicated",
|
|
555
|
+
F: "ForexLimit",
|
|
556
|
+
G: "ForexSwap",
|
|
557
|
+
H: "ForexPreviouslyQuoted",
|
|
558
|
+
I: "Funari",
|
|
559
|
+
J: "MarketIfTouched",
|
|
560
|
+
K: "MarketWithLeftOverAsLimit",
|
|
561
|
+
L: "PreviousFundValuationPoint",
|
|
562
|
+
M: "NextFundValuationPoint",
|
|
563
|
+
P: "Pegged",
|
|
564
|
+
Q: "CounterOrderSelection",
|
|
565
|
+
R: "StopOnBidOrOffer",
|
|
566
|
+
S: "StopLimitOnBidOrOffer"
|
|
567
|
+
};
|
|
568
|
+
var sideNames = {
|
|
569
|
+
"1": "Buy",
|
|
570
|
+
"2": "Sell",
|
|
571
|
+
"3": "BuyMinus",
|
|
572
|
+
"4": "SellPlus",
|
|
573
|
+
"5": "SellShort",
|
|
574
|
+
"6": "SellShortExempt",
|
|
575
|
+
"7": "Undisclosed",
|
|
576
|
+
"8": "Cross",
|
|
577
|
+
"9": "CrossShort",
|
|
578
|
+
A: "CrossShortExempt",
|
|
579
|
+
B: "AsDefined",
|
|
580
|
+
C: "Opposite",
|
|
581
|
+
D: "Subscribe",
|
|
582
|
+
E: "Redeem",
|
|
583
|
+
F: "Lend",
|
|
584
|
+
G: "Borrow",
|
|
585
|
+
H: "SellUndisclosed"
|
|
586
|
+
};
|
|
587
|
+
var timeInForceNames = {
|
|
588
|
+
"0": "Day",
|
|
589
|
+
"1": "GoodTillCancel",
|
|
590
|
+
"2": "AtTheOpening",
|
|
591
|
+
"3": "ImmediateOrCancel",
|
|
592
|
+
"4": "FillOrKill",
|
|
593
|
+
"5": "GoodTillCrossing",
|
|
594
|
+
"6": "GoodTillDate",
|
|
595
|
+
"7": "AtTheClose",
|
|
596
|
+
"8": "GoodThroughCrossing",
|
|
597
|
+
"9": "AtCrossing",
|
|
598
|
+
A: "GoodForTime",
|
|
599
|
+
B: "GoodForAuction",
|
|
600
|
+
C: "GoodForMonth"
|
|
601
|
+
};
|
|
602
|
+
var handlInstNames = {
|
|
603
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
604
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
605
|
+
"3": "ManualOrder"
|
|
606
|
+
};
|
|
607
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
608
|
+
return async (args) => {
|
|
609
|
+
try {
|
|
610
|
+
verifiedOrders.set(args.clOrdID, {
|
|
611
|
+
clOrdID: args.clOrdID,
|
|
612
|
+
handlInst: args.handlInst,
|
|
613
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
614
|
+
price: Number.parseFloat(String(args.price)),
|
|
615
|
+
ordType: args.ordType,
|
|
616
|
+
side: args.side,
|
|
617
|
+
symbol: args.symbol,
|
|
618
|
+
timeInForce: args.timeInForce
|
|
619
|
+
});
|
|
620
|
+
return {
|
|
621
|
+
content: [
|
|
622
|
+
{
|
|
623
|
+
type: "text",
|
|
624
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
625
|
+
|
|
389
626
|
Parameters verified:
|
|
390
|
-
- ClOrdID: ${clOrdID}
|
|
391
|
-
- HandlInst: ${handlInst}
|
|
392
|
-
- Quantity: ${quantity}
|
|
393
|
-
- Price: ${price}
|
|
394
|
-
- OrdType: ${ordType}
|
|
395
|
-
- Side: ${side}
|
|
396
|
-
- Symbol: ${symbol}
|
|
397
|
-
- TimeInForce: ${timeInForce}
|
|
627
|
+
- ClOrdID: ${args.clOrdID}
|
|
628
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
629
|
+
- Quantity: ${args.quantity}
|
|
630
|
+
- Price: ${args.price}
|
|
631
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
632
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
633
|
+
- Symbol: ${args.symbol}
|
|
634
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
398
635
|
|
|
399
|
-
To execute this order, call the executeOrder tool with these exact same parameters
|
|
400
|
-
|
|
401
|
-
]
|
|
402
|
-
};
|
|
403
|
-
} catch (error) {
|
|
404
|
-
return {
|
|
405
|
-
isError: true,
|
|
406
|
-
content: [
|
|
407
|
-
{
|
|
408
|
-
type: "text",
|
|
409
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`
|
|
410
|
-
}
|
|
411
|
-
]
|
|
412
|
-
};
|
|
636
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
637
|
+
uri: "verifyOrder"
|
|
413
638
|
}
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
426
|
-
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
}
|
|
639
|
+
]
|
|
640
|
+
};
|
|
641
|
+
} catch (error) {
|
|
642
|
+
return {
|
|
643
|
+
content: [
|
|
644
|
+
{
|
|
645
|
+
type: "text",
|
|
646
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
647
|
+
uri: "verifyOrder"
|
|
648
|
+
}
|
|
649
|
+
],
|
|
650
|
+
isError: true
|
|
651
|
+
};
|
|
652
|
+
}
|
|
653
|
+
};
|
|
654
|
+
};
|
|
655
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
656
|
+
return async (args) => {
|
|
657
|
+
try {
|
|
658
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
659
|
+
if (!verifiedOrder) {
|
|
660
|
+
return {
|
|
661
|
+
content: [
|
|
662
|
+
{
|
|
663
|
+
type: "text",
|
|
664
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
665
|
+
uri: "executeOrder"
|
|
440
666
|
}
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
|
|
444
|
-
|
|
445
|
-
|
|
446
|
-
|
|
447
|
-
|
|
448
|
-
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
453
|
-
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
454
|
-
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
455
|
-
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
456
|
-
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
457
|
-
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
458
|
-
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
459
|
-
);
|
|
460
|
-
if (!this.parser?.connected) {
|
|
461
|
-
return {
|
|
462
|
-
isError: true,
|
|
463
|
-
content: [
|
|
464
|
-
{
|
|
465
|
-
type: "text",
|
|
466
|
-
text: "Error: Not connected. Ignoring message."
|
|
467
|
-
}
|
|
468
|
-
]
|
|
469
|
-
};
|
|
667
|
+
],
|
|
668
|
+
isError: true
|
|
669
|
+
};
|
|
670
|
+
}
|
|
671
|
+
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) {
|
|
672
|
+
return {
|
|
673
|
+
content: [
|
|
674
|
+
{
|
|
675
|
+
type: "text",
|
|
676
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
677
|
+
uri: "executeOrder"
|
|
470
678
|
}
|
|
471
|
-
|
|
472
|
-
|
|
473
|
-
|
|
474
|
-
|
|
475
|
-
|
|
476
|
-
|
|
477
|
-
|
|
478
|
-
|
|
479
|
-
|
|
480
|
-
|
|
481
|
-
|
|
482
|
-
|
|
483
|
-
|
|
484
|
-
|
|
485
|
-
|
|
486
|
-
|
|
487
|
-
|
|
488
|
-
|
|
489
|
-
|
|
490
|
-
|
|
491
|
-
|
|
492
|
-
|
|
493
|
-
|
|
494
|
-
|
|
495
|
-
|
|
496
|
-
|
|
497
|
-
|
|
498
|
-
|
|
499
|
-
|
|
500
|
-
|
|
501
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
502
|
-
});
|
|
503
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
504
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
505
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
506
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
507
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
508
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
509
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
510
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
511
|
-
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
512
|
-
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
513
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
514
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
515
|
-
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
516
|
-
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
517
|
-
);
|
|
518
|
-
if (!this.parser?.connected) {
|
|
519
|
-
return {
|
|
520
|
-
isError: true,
|
|
521
|
-
content: [
|
|
522
|
-
{
|
|
523
|
-
type: "text",
|
|
524
|
-
text: "Error: Not connected. Ignoring message."
|
|
525
|
-
}
|
|
526
|
-
]
|
|
527
|
-
};
|
|
679
|
+
],
|
|
680
|
+
isError: true
|
|
681
|
+
};
|
|
682
|
+
}
|
|
683
|
+
const response = new Promise((resolve) => {
|
|
684
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
685
|
+
});
|
|
686
|
+
const order = parser.createMessage(
|
|
687
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
688
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
689
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
690
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
691
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
692
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
693
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
694
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
695
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
696
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
697
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
698
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
699
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
700
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
701
|
+
);
|
|
702
|
+
if (!parser.connected) {
|
|
703
|
+
return {
|
|
704
|
+
content: [
|
|
705
|
+
{
|
|
706
|
+
type: "text",
|
|
707
|
+
text: "Error: Not connected. Ignoring message.",
|
|
708
|
+
uri: "executeOrder"
|
|
528
709
|
}
|
|
529
|
-
|
|
530
|
-
|
|
531
|
-
|
|
532
|
-
content: [
|
|
533
|
-
{
|
|
534
|
-
type: "text",
|
|
535
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
536
|
-
}
|
|
537
|
-
]
|
|
538
|
-
};
|
|
539
|
-
} catch (error) {
|
|
540
|
-
return {
|
|
541
|
-
isError: true,
|
|
542
|
-
content: [
|
|
543
|
-
{
|
|
544
|
-
type: "text",
|
|
545
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`
|
|
546
|
-
}
|
|
547
|
-
]
|
|
548
|
-
};
|
|
549
|
-
}
|
|
550
|
-
}
|
|
551
|
-
default:
|
|
552
|
-
throw new Error(`Unknown tool: ${name}`);
|
|
710
|
+
],
|
|
711
|
+
isError: true
|
|
712
|
+
};
|
|
553
713
|
}
|
|
554
|
-
|
|
555
|
-
|
|
714
|
+
parser.send(order);
|
|
715
|
+
const fixData = await response;
|
|
716
|
+
verifiedOrders.delete(args.clOrdID);
|
|
556
717
|
return {
|
|
557
|
-
|
|
718
|
+
content: [
|
|
558
719
|
{
|
|
559
|
-
|
|
560
|
-
|
|
561
|
-
|
|
562
|
-
|
|
563
|
-
|
|
564
|
-
|
|
565
|
-
|
|
566
|
-
|
|
567
|
-
|
|
568
|
-
},
|
|
720
|
+
type: "text",
|
|
721
|
+
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
722
|
+
uri: "executeOrder"
|
|
723
|
+
}
|
|
724
|
+
]
|
|
725
|
+
};
|
|
726
|
+
} catch (error) {
|
|
727
|
+
return {
|
|
728
|
+
content: [
|
|
569
729
|
{
|
|
570
|
-
|
|
571
|
-
|
|
572
|
-
|
|
573
|
-
|
|
574
|
-
|
|
575
|
-
|
|
576
|
-
|
|
577
|
-
|
|
578
|
-
|
|
579
|
-
|
|
730
|
+
type: "text",
|
|
731
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
732
|
+
uri: "executeOrder"
|
|
733
|
+
}
|
|
734
|
+
],
|
|
735
|
+
isError: true
|
|
736
|
+
};
|
|
737
|
+
}
|
|
738
|
+
};
|
|
739
|
+
};
|
|
740
|
+
|
|
741
|
+
// src/tools/parse.ts
|
|
742
|
+
var createParseHandler = (parser) => {
|
|
743
|
+
return async (args) => {
|
|
744
|
+
try {
|
|
745
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
746
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
747
|
+
return {
|
|
748
|
+
content: [
|
|
749
|
+
{
|
|
750
|
+
type: "text",
|
|
751
|
+
text: "Error: Failed to parse FIX string",
|
|
752
|
+
uri: "parse"
|
|
753
|
+
}
|
|
754
|
+
],
|
|
755
|
+
isError: true
|
|
756
|
+
};
|
|
757
|
+
}
|
|
758
|
+
return {
|
|
759
|
+
content: [
|
|
580
760
|
{
|
|
581
|
-
|
|
582
|
-
|
|
583
|
-
|
|
584
|
-
|
|
585
|
-
|
|
586
|
-
|
|
587
|
-
|
|
588
|
-
|
|
589
|
-
|
|
590
|
-
|
|
591
|
-
description: "Handling instruction (1=Manual, 2=Automated, 3=AutomatedNoIntervention)",
|
|
592
|
-
required: true
|
|
593
|
-
},
|
|
594
|
-
{
|
|
595
|
-
name: "quantity",
|
|
596
|
-
description: "Order quantity",
|
|
597
|
-
required: true
|
|
598
|
-
},
|
|
599
|
-
{
|
|
600
|
-
name: "price",
|
|
601
|
-
description: "Order price",
|
|
602
|
-
required: true
|
|
603
|
-
},
|
|
604
|
-
{
|
|
605
|
-
name: "ordType",
|
|
606
|
-
description: "Order type (1=Market, 2=Limit, 3=Stop)",
|
|
607
|
-
required: true
|
|
608
|
-
},
|
|
609
|
-
{
|
|
610
|
-
name: "side",
|
|
611
|
-
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)",
|
|
612
|
-
required: true
|
|
613
|
-
},
|
|
614
|
-
{
|
|
615
|
-
name: "symbol",
|
|
616
|
-
description: "Trading symbol",
|
|
617
|
-
required: true
|
|
618
|
-
},
|
|
619
|
-
{
|
|
620
|
-
name: "timeInForce",
|
|
621
|
-
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)",
|
|
622
|
-
required: true
|
|
623
|
-
}
|
|
624
|
-
]
|
|
625
|
-
},
|
|
761
|
+
type: "text",
|
|
762
|
+
text: `${parsedMessage[0].description}
|
|
763
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
764
|
+
uri: "parse"
|
|
765
|
+
}
|
|
766
|
+
]
|
|
767
|
+
};
|
|
768
|
+
} catch (error) {
|
|
769
|
+
return {
|
|
770
|
+
content: [
|
|
626
771
|
{
|
|
627
|
-
|
|
628
|
-
|
|
629
|
-
|
|
630
|
-
|
|
631
|
-
|
|
632
|
-
|
|
633
|
-
|
|
634
|
-
|
|
635
|
-
|
|
636
|
-
|
|
637
|
-
|
|
638
|
-
|
|
639
|
-
|
|
640
|
-
|
|
641
|
-
|
|
642
|
-
|
|
643
|
-
|
|
644
|
-
|
|
645
|
-
|
|
646
|
-
|
|
647
|
-
|
|
648
|
-
|
|
649
|
-
|
|
650
|
-
|
|
651
|
-
|
|
652
|
-
|
|
653
|
-
|
|
654
|
-
|
|
655
|
-
|
|
656
|
-
|
|
657
|
-
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)",
|
|
658
|
-
required: true
|
|
659
|
-
},
|
|
660
|
-
{
|
|
661
|
-
name: "symbol",
|
|
662
|
-
description: "Trading symbol",
|
|
663
|
-
required: true
|
|
664
|
-
},
|
|
665
|
-
{
|
|
666
|
-
name: "timeInForce",
|
|
667
|
-
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)",
|
|
668
|
-
required: true
|
|
669
|
-
}
|
|
670
|
-
]
|
|
671
|
-
},
|
|
772
|
+
type: "text",
|
|
773
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
774
|
+
uri: "parse"
|
|
775
|
+
}
|
|
776
|
+
],
|
|
777
|
+
isError: true
|
|
778
|
+
};
|
|
779
|
+
}
|
|
780
|
+
};
|
|
781
|
+
};
|
|
782
|
+
|
|
783
|
+
// src/tools/parseToJSON.ts
|
|
784
|
+
var createParseToJSONHandler = (parser) => {
|
|
785
|
+
return async (args) => {
|
|
786
|
+
try {
|
|
787
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
788
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
789
|
+
return {
|
|
790
|
+
content: [
|
|
791
|
+
{
|
|
792
|
+
type: "text",
|
|
793
|
+
text: "Error: Failed to parse FIX string",
|
|
794
|
+
uri: "parseToJSON"
|
|
795
|
+
}
|
|
796
|
+
],
|
|
797
|
+
isError: true
|
|
798
|
+
};
|
|
799
|
+
}
|
|
800
|
+
return {
|
|
801
|
+
content: [
|
|
672
802
|
{
|
|
673
|
-
|
|
674
|
-
|
|
675
|
-
|
|
676
|
-
{
|
|
677
|
-
name: "mdUpdateType",
|
|
678
|
-
description: "Market data update type (0=FullRefresh, 1=IncrementalRefresh)",
|
|
679
|
-
required: true
|
|
680
|
-
},
|
|
681
|
-
{
|
|
682
|
-
name: "symbol",
|
|
683
|
-
description: "Trading symbol",
|
|
684
|
-
required: true
|
|
685
|
-
},
|
|
686
|
-
{
|
|
687
|
-
name: "mdReqID",
|
|
688
|
-
description: "Market data request ID",
|
|
689
|
-
required: true
|
|
690
|
-
},
|
|
691
|
-
{
|
|
692
|
-
name: "subscriptionRequestType",
|
|
693
|
-
description: "Subscription request type (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
694
|
-
required: true
|
|
695
|
-
},
|
|
696
|
-
{
|
|
697
|
-
name: "mdEntryType",
|
|
698
|
-
description: "Market data entry type (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
699
|
-
required: true
|
|
700
|
-
}
|
|
701
|
-
]
|
|
803
|
+
type: "text",
|
|
804
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
805
|
+
uri: "parseToJSON"
|
|
702
806
|
}
|
|
703
807
|
]
|
|
704
808
|
};
|
|
705
|
-
})
|
|
706
|
-
|
|
707
|
-
|
|
708
|
-
|
|
709
|
-
|
|
710
|
-
|
|
711
|
-
|
|
712
|
-
|
|
713
|
-
|
|
714
|
-
|
|
715
|
-
|
|
716
|
-
|
|
717
|
-
|
|
718
|
-
|
|
719
|
-
|
|
720
|
-
|
|
721
|
-
|
|
722
|
-
|
|
723
|
-
|
|
724
|
-
|
|
725
|
-
|
|
726
|
-
|
|
727
|
-
|
|
728
|
-
|
|
729
|
-
|
|
730
|
-
|
|
731
|
-
|
|
732
|
-
|
|
733
|
-
|
|
734
|
-
|
|
735
|
-
|
|
736
|
-
|
|
737
|
-
|
|
738
|
-
|
|
739
|
-
|
|
740
|
-
|
|
741
|
-
|
|
742
|
-
|
|
743
|
-
|
|
744
|
-
|
|
745
|
-
|
|
746
|
-
|
|
747
|
-
|
|
748
|
-
|
|
749
|
-
|
|
750
|
-
|
|
751
|
-
|
|
752
|
-
|
|
753
|
-
|
|
754
|
-
|
|
755
|
-
|
|
756
|
-
|
|
757
|
-
"- 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)",
|
|
758
|
-
"",
|
|
759
|
-
"Current parameters to verify:",
|
|
760
|
-
`- ClOrdID: ${clOrdID}`,
|
|
761
|
-
`- HandlInst: ${handlInst}`,
|
|
762
|
-
`- Quantity: ${quantity}`,
|
|
763
|
-
`- Price: ${price}`,
|
|
764
|
-
`- OrdType: ${ordType}`,
|
|
765
|
-
`- Side: ${side}`,
|
|
766
|
-
`- Symbol: ${symbol}`,
|
|
767
|
-
`- TimeInForce: ${timeInForce}`,
|
|
768
|
-
"",
|
|
769
|
-
"If all parameters are valid, respond with:",
|
|
770
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
771
|
-
"",
|
|
772
|
-
"Otherwise, list the missing or invalid ones.",
|
|
773
|
-
"",
|
|
774
|
-
"IMPORTANT: This is only verification. To actually send the order, the user must call the executeOrder tool with the same parameters."
|
|
775
|
-
].join("\n")
|
|
776
|
-
}
|
|
777
|
-
}
|
|
778
|
-
]
|
|
779
|
-
};
|
|
780
|
-
}
|
|
781
|
-
case "executeOrder": {
|
|
782
|
-
const { clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce } = args || {};
|
|
783
|
-
return {
|
|
784
|
-
messages: [
|
|
785
|
-
{
|
|
786
|
-
role: "user",
|
|
787
|
-
content: {
|
|
788
|
-
type: "text",
|
|
789
|
-
text: [
|
|
790
|
-
"You are an AI assistant that helps users execute FIX New Order Single messages.",
|
|
791
|
-
"This is STEP 2 of 2 - EXECUTION. This will send the order to the market.",
|
|
792
|
-
"",
|
|
793
|
-
"IMPORTANT: This tool should only be called after successful verification of all parameters.",
|
|
794
|
-
"",
|
|
795
|
-
"Parameters to execute:",
|
|
796
|
-
`- ClOrdID: ${clOrdID}`,
|
|
797
|
-
`- HandlInst: ${handlInst}`,
|
|
798
|
-
`- Quantity: ${quantity}`,
|
|
799
|
-
`- Price: ${price}`,
|
|
800
|
-
`- OrdType: ${ordType}`,
|
|
801
|
-
`- Side: ${side}`,
|
|
802
|
-
`- Symbol: ${symbol}`,
|
|
803
|
-
`- TimeInForce: ${timeInForce}`,
|
|
804
|
-
"",
|
|
805
|
-
"IMPORTANT: The response will be either:",
|
|
806
|
-
"1. An Execution Report (MsgType=8) if the order was successfully placed",
|
|
807
|
-
"2. A Reject message (MsgType=3) if the order failed to execute (e.g., due to missing or invalid parameters)"
|
|
808
|
-
].join("\n")
|
|
809
|
-
}
|
|
810
|
-
}
|
|
811
|
-
]
|
|
812
|
-
};
|
|
809
|
+
} catch (error) {
|
|
810
|
+
return {
|
|
811
|
+
content: [
|
|
812
|
+
{
|
|
813
|
+
type: "text",
|
|
814
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
815
|
+
uri: "parseToJSON"
|
|
816
|
+
}
|
|
817
|
+
],
|
|
818
|
+
isError: true
|
|
819
|
+
};
|
|
820
|
+
}
|
|
821
|
+
};
|
|
822
|
+
};
|
|
823
|
+
|
|
824
|
+
// src/tools/index.ts
|
|
825
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
826
|
+
parse: createParseHandler(parser),
|
|
827
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
828
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
829
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
830
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
831
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
832
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
833
|
+
});
|
|
834
|
+
|
|
835
|
+
// src/utils/messageHandler.ts
|
|
836
|
+
var import_fixparser3 = require("fixparser");
|
|
837
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
838
|
+
parser.logger.log({
|
|
839
|
+
level: "info",
|
|
840
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
841
|
+
});
|
|
842
|
+
const msgType = message.messageType;
|
|
843
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
844
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
845
|
+
const entries = message.getField(import_fixparser3.Fields.NoMDEntries)?.value;
|
|
846
|
+
let bid = 0;
|
|
847
|
+
let offer = 0;
|
|
848
|
+
let volume = 0;
|
|
849
|
+
const entryTypes = message.getFields(import_fixparser3.Fields.MDEntryType);
|
|
850
|
+
const entryPrices = message.getFields(import_fixparser3.Fields.MDEntryPx);
|
|
851
|
+
const entrySizes = message.getFields(import_fixparser3.Fields.MDEntrySize);
|
|
852
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
853
|
+
for (let i = 0; i < entries; i++) {
|
|
854
|
+
const entryType = entryTypes[i]?.value;
|
|
855
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
856
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
857
|
+
if (entryType === import_fixparser3.MDEntryType.Bid) {
|
|
858
|
+
bid = entryPrice;
|
|
859
|
+
} else if (entryType === import_fixparser3.MDEntryType.Offer) {
|
|
860
|
+
offer = entryPrice;
|
|
813
861
|
}
|
|
814
|
-
|
|
815
|
-
|
|
862
|
+
volume += entrySize;
|
|
863
|
+
}
|
|
864
|
+
}
|
|
865
|
+
const spread = offer - bid;
|
|
866
|
+
const timestamp = Date.now();
|
|
867
|
+
const data = {
|
|
868
|
+
timestamp,
|
|
869
|
+
bid,
|
|
870
|
+
offer,
|
|
871
|
+
spread,
|
|
872
|
+
volume
|
|
873
|
+
};
|
|
874
|
+
if (!marketDataPrices.has(symbol)) {
|
|
875
|
+
marketDataPrices.set(symbol, []);
|
|
876
|
+
}
|
|
877
|
+
const prices = marketDataPrices.get(symbol);
|
|
878
|
+
prices.push(data);
|
|
879
|
+
if (prices.length > maxPriceHistory) {
|
|
880
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
881
|
+
}
|
|
882
|
+
onPriceUpdate?.(symbol, data);
|
|
883
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
884
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
885
|
+
const callback = pendingRequests.get(reqId);
|
|
886
|
+
if (callback) {
|
|
887
|
+
callback(message);
|
|
888
|
+
pendingRequests.delete(reqId);
|
|
889
|
+
}
|
|
890
|
+
}
|
|
891
|
+
}
|
|
892
|
+
|
|
893
|
+
// src/MCPLocal.ts
|
|
894
|
+
var MCPLocal = class extends MCPBase {
|
|
895
|
+
/**
|
|
896
|
+
* Map to store verified orders before execution
|
|
897
|
+
* @private
|
|
898
|
+
*/
|
|
899
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
900
|
+
/**
|
|
901
|
+
* Map to store pending requests and their callbacks
|
|
902
|
+
* @private
|
|
903
|
+
*/
|
|
904
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
905
|
+
/**
|
|
906
|
+
* Map to store market data prices for each symbol
|
|
907
|
+
* @private
|
|
908
|
+
*/
|
|
909
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
910
|
+
/**
|
|
911
|
+
* Maximum number of price points to store per symbol
|
|
912
|
+
* @private
|
|
913
|
+
*/
|
|
914
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
915
|
+
server = new import_server.Server(
|
|
916
|
+
{
|
|
917
|
+
name: "fixparser",
|
|
918
|
+
version: "1.0.0"
|
|
919
|
+
},
|
|
920
|
+
{
|
|
921
|
+
capabilities: {
|
|
922
|
+
tools: Object.entries(toolSchemas).reduce(
|
|
923
|
+
(acc, [name, { description, schema }]) => {
|
|
924
|
+
acc[name] = {
|
|
925
|
+
description,
|
|
926
|
+
parameters: schema
|
|
927
|
+
};
|
|
928
|
+
return acc;
|
|
929
|
+
},
|
|
930
|
+
{}
|
|
931
|
+
)
|
|
932
|
+
}
|
|
933
|
+
}
|
|
934
|
+
);
|
|
935
|
+
transport = new import_stdio.StdioServerTransport();
|
|
936
|
+
constructor({ logger, onReady }) {
|
|
937
|
+
super({ logger, onReady });
|
|
938
|
+
}
|
|
939
|
+
async register(parser) {
|
|
940
|
+
this.parser = parser;
|
|
941
|
+
this.parser.addOnMessageCallback((message) => {
|
|
942
|
+
handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
|
|
943
|
+
});
|
|
944
|
+
this.addWorkflows();
|
|
945
|
+
await this.server.connect(this.transport);
|
|
946
|
+
if (this.onReady) {
|
|
947
|
+
this.onReady();
|
|
948
|
+
}
|
|
949
|
+
}
|
|
950
|
+
addWorkflows() {
|
|
951
|
+
if (!this.parser) {
|
|
952
|
+
return;
|
|
953
|
+
}
|
|
954
|
+
if (!this.server) {
|
|
955
|
+
return;
|
|
956
|
+
}
|
|
957
|
+
this.server.setRequestHandler(import_zod.z.object({ method: import_zod.z.literal("tools/list") }), async () => {
|
|
958
|
+
return {
|
|
959
|
+
tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
|
|
960
|
+
name,
|
|
961
|
+
description,
|
|
962
|
+
inputSchema: schema
|
|
963
|
+
}))
|
|
964
|
+
};
|
|
965
|
+
});
|
|
966
|
+
this.server.setRequestHandler(
|
|
967
|
+
import_zod.z.object({
|
|
968
|
+
method: import_zod.z.literal("tools/call"),
|
|
969
|
+
params: import_zod.z.object({
|
|
970
|
+
name: import_zod.z.string(),
|
|
971
|
+
arguments: import_zod.z.any(),
|
|
972
|
+
_meta: import_zod.z.object({
|
|
973
|
+
progressToken: import_zod.z.number()
|
|
974
|
+
}).optional()
|
|
975
|
+
})
|
|
976
|
+
}),
|
|
977
|
+
async (request) => {
|
|
978
|
+
const { name, arguments: args } = request.params;
|
|
979
|
+
const toolHandlers = createToolHandlers(
|
|
980
|
+
this.parser,
|
|
981
|
+
this.verifiedOrders,
|
|
982
|
+
this.pendingRequests,
|
|
983
|
+
this.marketDataPrices
|
|
984
|
+
);
|
|
985
|
+
const handler = toolHandlers[name];
|
|
986
|
+
if (!handler) {
|
|
816
987
|
return {
|
|
817
|
-
|
|
988
|
+
content: [
|
|
818
989
|
{
|
|
819
|
-
|
|
820
|
-
|
|
821
|
-
|
|
822
|
-
text: [
|
|
823
|
-
"You are an AI assistant that helps users create FIX Market Data Request messages.",
|
|
824
|
-
"You must **first verify** that all required fields are provided:",
|
|
825
|
-
"- MDUpdateType (0=FullRefresh, 1=IncrementalRefresh)",
|
|
826
|
-
"- Symbol (Trading symbol)",
|
|
827
|
-
"- MDReqID (Market data request ID)",
|
|
828
|
-
"- SubscriptionRequestType (0=Snapshot + Updates, 1=Snapshot, 2=Unsubscribe)",
|
|
829
|
-
"- MDEntryType (0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price)",
|
|
830
|
-
"",
|
|
831
|
-
"Only when all fields are present and valid, respond with:",
|
|
832
|
-
"`VERIFICATION: All parameters valid. Ready to proceed.`",
|
|
833
|
-
"",
|
|
834
|
-
"Otherwise, list the missing or invalid ones.",
|
|
835
|
-
"",
|
|
836
|
-
"Do not create the FIX message until verification is complete.",
|
|
837
|
-
"",
|
|
838
|
-
"Current parameters:",
|
|
839
|
-
`- MDUpdateType: ${mdUpdateType}`,
|
|
840
|
-
`- Symbol: ${symbol}`,
|
|
841
|
-
`- MDReqID: ${mdReqID}`,
|
|
842
|
-
`- SubscriptionRequestType: ${subscriptionRequestType}`,
|
|
843
|
-
`- MDEntryType: ${mdEntryType}`
|
|
844
|
-
].join("\n")
|
|
845
|
-
}
|
|
990
|
+
type: "text",
|
|
991
|
+
text: `Tool not found: ${name}`,
|
|
992
|
+
uri: name
|
|
846
993
|
}
|
|
847
|
-
]
|
|
994
|
+
],
|
|
995
|
+
isError: true
|
|
848
996
|
};
|
|
849
997
|
}
|
|
850
|
-
|
|
851
|
-
|
|
998
|
+
const result = await handler(args);
|
|
999
|
+
return {
|
|
1000
|
+
content: result.content,
|
|
1001
|
+
isError: result.isError
|
|
1002
|
+
};
|
|
852
1003
|
}
|
|
853
|
-
|
|
1004
|
+
);
|
|
854
1005
|
process.on("SIGINT", async () => {
|
|
855
1006
|
await this.server.close();
|
|
856
1007
|
process.exit(0);
|