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/esm/MCPRemote.mjs
CHANGED
|
@@ -5,38 +5,906 @@ import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
|
|
|
5
5
|
import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
|
|
6
6
|
import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
|
|
7
7
|
import { z } from "zod";
|
|
8
|
-
|
|
9
|
-
|
|
10
|
-
|
|
11
|
-
HandlInst,
|
|
12
|
-
MDEntryType,
|
|
13
|
-
Messages,
|
|
14
|
-
OrdType,
|
|
15
|
-
SubscriptionRequestType,
|
|
16
|
-
TimeInForce
|
|
17
|
-
} from "fixparser";
|
|
18
|
-
var transports = {};
|
|
19
|
-
var MCPRemote = class {
|
|
20
|
-
/**
|
|
21
|
-
* Port number the server will listen on.
|
|
22
|
-
* @private
|
|
23
|
-
*/
|
|
24
|
-
port;
|
|
8
|
+
|
|
9
|
+
// src/MCPBase.ts
|
|
10
|
+
var MCPBase = class {
|
|
25
11
|
/**
|
|
26
12
|
* Optional logger instance for diagnostics and output.
|
|
27
|
-
* @
|
|
13
|
+
* @protected
|
|
28
14
|
*/
|
|
29
15
|
logger;
|
|
30
16
|
/**
|
|
31
17
|
* FIXParser instance, set during plugin register().
|
|
32
|
-
* @
|
|
18
|
+
* @protected
|
|
33
19
|
*/
|
|
34
20
|
parser;
|
|
21
|
+
/**
|
|
22
|
+
* Called when server is setup and listening.
|
|
23
|
+
* @protected
|
|
24
|
+
*/
|
|
25
|
+
onReady = void 0;
|
|
26
|
+
/**
|
|
27
|
+
* Map to store verified orders before execution
|
|
28
|
+
* @protected
|
|
29
|
+
*/
|
|
30
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
31
|
+
/**
|
|
32
|
+
* Map to store pending market data requests
|
|
33
|
+
* @protected
|
|
34
|
+
*/
|
|
35
|
+
pendingRequests = /* @__PURE__ */ new Map();
|
|
36
|
+
/**
|
|
37
|
+
* Map to store market data prices
|
|
38
|
+
* @protected
|
|
39
|
+
*/
|
|
40
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
41
|
+
/**
|
|
42
|
+
* Maximum number of price history entries to keep per symbol
|
|
43
|
+
* @protected
|
|
44
|
+
*/
|
|
45
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
46
|
+
constructor({ logger, onReady }) {
|
|
47
|
+
this.logger = logger;
|
|
48
|
+
this.onReady = onReady;
|
|
49
|
+
}
|
|
50
|
+
};
|
|
51
|
+
|
|
52
|
+
// src/schemas/schemas.ts
|
|
53
|
+
var toolSchemas = {
|
|
54
|
+
parse: {
|
|
55
|
+
description: "Parses a FIX message and describes it in plain language",
|
|
56
|
+
schema: {
|
|
57
|
+
type: "object",
|
|
58
|
+
properties: {
|
|
59
|
+
fixString: { type: "string" }
|
|
60
|
+
},
|
|
61
|
+
required: ["fixString"]
|
|
62
|
+
}
|
|
63
|
+
},
|
|
64
|
+
parseToJSON: {
|
|
65
|
+
description: "Parses a FIX message into JSON",
|
|
66
|
+
schema: {
|
|
67
|
+
type: "object",
|
|
68
|
+
properties: {
|
|
69
|
+
fixString: { type: "string" }
|
|
70
|
+
},
|
|
71
|
+
required: ["fixString"]
|
|
72
|
+
}
|
|
73
|
+
},
|
|
74
|
+
verifyOrder: {
|
|
75
|
+
description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
|
|
76
|
+
schema: {
|
|
77
|
+
type: "object",
|
|
78
|
+
properties: {
|
|
79
|
+
clOrdID: { type: "string" },
|
|
80
|
+
handlInst: {
|
|
81
|
+
type: "string",
|
|
82
|
+
enum: ["1", "2", "3"],
|
|
83
|
+
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
84
|
+
},
|
|
85
|
+
quantity: { type: "string" },
|
|
86
|
+
price: { type: "string" },
|
|
87
|
+
ordType: {
|
|
88
|
+
type: "string",
|
|
89
|
+
enum: [
|
|
90
|
+
"1",
|
|
91
|
+
"2",
|
|
92
|
+
"3",
|
|
93
|
+
"4",
|
|
94
|
+
"5",
|
|
95
|
+
"6",
|
|
96
|
+
"7",
|
|
97
|
+
"8",
|
|
98
|
+
"9",
|
|
99
|
+
"A",
|
|
100
|
+
"B",
|
|
101
|
+
"C",
|
|
102
|
+
"D",
|
|
103
|
+
"E",
|
|
104
|
+
"F",
|
|
105
|
+
"G",
|
|
106
|
+
"H",
|
|
107
|
+
"I",
|
|
108
|
+
"J",
|
|
109
|
+
"K",
|
|
110
|
+
"L",
|
|
111
|
+
"M",
|
|
112
|
+
"P",
|
|
113
|
+
"Q",
|
|
114
|
+
"R",
|
|
115
|
+
"S"
|
|
116
|
+
],
|
|
117
|
+
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"
|
|
118
|
+
},
|
|
119
|
+
side: {
|
|
120
|
+
type: "string",
|
|
121
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
122
|
+
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"
|
|
123
|
+
},
|
|
124
|
+
symbol: { type: "string" },
|
|
125
|
+
timeInForce: {
|
|
126
|
+
type: "string",
|
|
127
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
128
|
+
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"
|
|
129
|
+
}
|
|
130
|
+
},
|
|
131
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
132
|
+
}
|
|
133
|
+
},
|
|
134
|
+
executeOrder: {
|
|
135
|
+
description: "Executes a verified order. verifyOrder must be called before executeOrder.",
|
|
136
|
+
schema: {
|
|
137
|
+
type: "object",
|
|
138
|
+
properties: {
|
|
139
|
+
clOrdID: { type: "string" },
|
|
140
|
+
handlInst: {
|
|
141
|
+
type: "string",
|
|
142
|
+
enum: ["1", "2", "3"],
|
|
143
|
+
description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
|
|
144
|
+
},
|
|
145
|
+
quantity: { type: "string" },
|
|
146
|
+
price: { type: "string" },
|
|
147
|
+
ordType: {
|
|
148
|
+
type: "string",
|
|
149
|
+
enum: [
|
|
150
|
+
"1",
|
|
151
|
+
"2",
|
|
152
|
+
"3",
|
|
153
|
+
"4",
|
|
154
|
+
"5",
|
|
155
|
+
"6",
|
|
156
|
+
"7",
|
|
157
|
+
"8",
|
|
158
|
+
"9",
|
|
159
|
+
"A",
|
|
160
|
+
"B",
|
|
161
|
+
"C",
|
|
162
|
+
"D",
|
|
163
|
+
"E",
|
|
164
|
+
"F",
|
|
165
|
+
"G",
|
|
166
|
+
"H",
|
|
167
|
+
"I",
|
|
168
|
+
"J",
|
|
169
|
+
"K",
|
|
170
|
+
"L",
|
|
171
|
+
"M",
|
|
172
|
+
"P",
|
|
173
|
+
"Q",
|
|
174
|
+
"R",
|
|
175
|
+
"S"
|
|
176
|
+
],
|
|
177
|
+
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"
|
|
178
|
+
},
|
|
179
|
+
side: {
|
|
180
|
+
type: "string",
|
|
181
|
+
enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
|
|
182
|
+
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"
|
|
183
|
+
},
|
|
184
|
+
symbol: { type: "string" },
|
|
185
|
+
timeInForce: {
|
|
186
|
+
type: "string",
|
|
187
|
+
enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
|
|
188
|
+
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"
|
|
189
|
+
}
|
|
190
|
+
},
|
|
191
|
+
required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
|
|
192
|
+
}
|
|
193
|
+
},
|
|
194
|
+
marketDataRequest: {
|
|
195
|
+
description: "Requests market data for specified symbols",
|
|
196
|
+
schema: {
|
|
197
|
+
type: "object",
|
|
198
|
+
properties: {
|
|
199
|
+
mdUpdateType: {
|
|
200
|
+
type: "string",
|
|
201
|
+
enum: ["0", "1"],
|
|
202
|
+
description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
|
|
203
|
+
},
|
|
204
|
+
symbols: { type: "array", items: { type: "string" } },
|
|
205
|
+
mdReqID: { type: "string" },
|
|
206
|
+
subscriptionRequestType: {
|
|
207
|
+
type: "string",
|
|
208
|
+
enum: ["0", "1", "2"],
|
|
209
|
+
description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
|
|
210
|
+
},
|
|
211
|
+
mdEntryTypes: {
|
|
212
|
+
type: "array",
|
|
213
|
+
items: {
|
|
214
|
+
type: "string",
|
|
215
|
+
enum: [
|
|
216
|
+
"0",
|
|
217
|
+
"1",
|
|
218
|
+
"2",
|
|
219
|
+
"3",
|
|
220
|
+
"4",
|
|
221
|
+
"5",
|
|
222
|
+
"6",
|
|
223
|
+
"7",
|
|
224
|
+
"8",
|
|
225
|
+
"9",
|
|
226
|
+
"A",
|
|
227
|
+
"B",
|
|
228
|
+
"C",
|
|
229
|
+
"D",
|
|
230
|
+
"E",
|
|
231
|
+
"F",
|
|
232
|
+
"G",
|
|
233
|
+
"H",
|
|
234
|
+
"I",
|
|
235
|
+
"J",
|
|
236
|
+
"K",
|
|
237
|
+
"L",
|
|
238
|
+
"M",
|
|
239
|
+
"N",
|
|
240
|
+
"O",
|
|
241
|
+
"P",
|
|
242
|
+
"Q",
|
|
243
|
+
"R",
|
|
244
|
+
"S",
|
|
245
|
+
"T",
|
|
246
|
+
"U",
|
|
247
|
+
"V",
|
|
248
|
+
"W",
|
|
249
|
+
"X",
|
|
250
|
+
"Y",
|
|
251
|
+
"Z"
|
|
252
|
+
]
|
|
253
|
+
},
|
|
254
|
+
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"
|
|
255
|
+
}
|
|
256
|
+
},
|
|
257
|
+
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
258
|
+
}
|
|
259
|
+
},
|
|
260
|
+
getStockGraph: {
|
|
261
|
+
description: "Generates a price chart for a given symbol",
|
|
262
|
+
schema: {
|
|
263
|
+
type: "object",
|
|
264
|
+
properties: {
|
|
265
|
+
symbol: { type: "string" }
|
|
266
|
+
},
|
|
267
|
+
required: ["symbol"]
|
|
268
|
+
}
|
|
269
|
+
},
|
|
270
|
+
getStockPriceHistory: {
|
|
271
|
+
description: "Returns price history for a given symbol",
|
|
272
|
+
schema: {
|
|
273
|
+
type: "object",
|
|
274
|
+
properties: {
|
|
275
|
+
symbol: { type: "string" }
|
|
276
|
+
},
|
|
277
|
+
required: ["symbol"]
|
|
278
|
+
}
|
|
279
|
+
}
|
|
280
|
+
};
|
|
281
|
+
|
|
282
|
+
// src/tools/marketData.ts
|
|
283
|
+
import { Field, Fields, MDEntryType, Messages } from "fixparser";
|
|
284
|
+
import QuickChart from "quickchart-js";
|
|
285
|
+
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
286
|
+
return async (args) => {
|
|
287
|
+
try {
|
|
288
|
+
const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
|
|
289
|
+
const messageFields = [
|
|
290
|
+
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
291
|
+
new Field(Fields.SenderCompID, parser.sender),
|
|
292
|
+
new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
293
|
+
new Field(Fields.TargetCompID, parser.target),
|
|
294
|
+
new Field(Fields.SendingTime, parser.getTimestamp()),
|
|
295
|
+
new Field(Fields.MDReqID, args.mdReqID),
|
|
296
|
+
new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
297
|
+
new Field(Fields.MarketDepth, 0),
|
|
298
|
+
new Field(Fields.MDUpdateType, args.mdUpdateType)
|
|
299
|
+
];
|
|
300
|
+
messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
|
|
301
|
+
args.symbols.forEach((symbol) => {
|
|
302
|
+
messageFields.push(new Field(Fields.Symbol, symbol));
|
|
303
|
+
});
|
|
304
|
+
messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
|
|
305
|
+
entryTypes.forEach((entryType) => {
|
|
306
|
+
messageFields.push(new Field(Fields.MDEntryType, entryType));
|
|
307
|
+
});
|
|
308
|
+
const mdr = parser.createMessage(...messageFields);
|
|
309
|
+
if (!parser.connected) {
|
|
310
|
+
return {
|
|
311
|
+
content: [
|
|
312
|
+
{
|
|
313
|
+
type: "text",
|
|
314
|
+
text: "Error: Not connected. Ignoring message.",
|
|
315
|
+
uri: "marketDataRequest"
|
|
316
|
+
}
|
|
317
|
+
],
|
|
318
|
+
isError: true
|
|
319
|
+
};
|
|
320
|
+
}
|
|
321
|
+
parser.send(mdr);
|
|
322
|
+
return {
|
|
323
|
+
content: [
|
|
324
|
+
{
|
|
325
|
+
type: "text",
|
|
326
|
+
text: "Subscription to Market Data successful",
|
|
327
|
+
uri: "marketDataRequest"
|
|
328
|
+
}
|
|
329
|
+
]
|
|
330
|
+
};
|
|
331
|
+
} catch (error) {
|
|
332
|
+
return {
|
|
333
|
+
content: [
|
|
334
|
+
{
|
|
335
|
+
type: "text",
|
|
336
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
337
|
+
uri: "marketDataRequest"
|
|
338
|
+
}
|
|
339
|
+
],
|
|
340
|
+
isError: true
|
|
341
|
+
};
|
|
342
|
+
}
|
|
343
|
+
};
|
|
344
|
+
};
|
|
345
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
346
|
+
return async (args) => {
|
|
347
|
+
try {
|
|
348
|
+
const symbol = args.symbol;
|
|
349
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
350
|
+
if (priceHistory.length === 0) {
|
|
351
|
+
return {
|
|
352
|
+
content: [
|
|
353
|
+
{
|
|
354
|
+
type: "text",
|
|
355
|
+
text: `No price data available for ${symbol}`,
|
|
356
|
+
uri: "getStockGraph"
|
|
357
|
+
}
|
|
358
|
+
]
|
|
359
|
+
};
|
|
360
|
+
}
|
|
361
|
+
const chart = new QuickChart();
|
|
362
|
+
chart.setWidth(1200);
|
|
363
|
+
chart.setHeight(600);
|
|
364
|
+
chart.setBackgroundColor("transparent");
|
|
365
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
366
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
367
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
368
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
369
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
370
|
+
const config = {
|
|
371
|
+
type: "line",
|
|
372
|
+
data: {
|
|
373
|
+
labels,
|
|
374
|
+
datasets: [
|
|
375
|
+
{
|
|
376
|
+
label: "Bid",
|
|
377
|
+
data: bidData,
|
|
378
|
+
borderColor: "#28a745",
|
|
379
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
380
|
+
fill: false,
|
|
381
|
+
tension: 0.4
|
|
382
|
+
},
|
|
383
|
+
{
|
|
384
|
+
label: "Offer",
|
|
385
|
+
data: offerData,
|
|
386
|
+
borderColor: "#dc3545",
|
|
387
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
388
|
+
fill: false,
|
|
389
|
+
tension: 0.4
|
|
390
|
+
},
|
|
391
|
+
{
|
|
392
|
+
label: "Spread",
|
|
393
|
+
data: spreadData,
|
|
394
|
+
borderColor: "#6c757d",
|
|
395
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
396
|
+
fill: false,
|
|
397
|
+
tension: 0.4
|
|
398
|
+
},
|
|
399
|
+
{
|
|
400
|
+
label: "Volume",
|
|
401
|
+
data: volumeData,
|
|
402
|
+
borderColor: "#007bff",
|
|
403
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
404
|
+
fill: true,
|
|
405
|
+
tension: 0.4
|
|
406
|
+
}
|
|
407
|
+
]
|
|
408
|
+
},
|
|
409
|
+
options: {
|
|
410
|
+
responsive: true,
|
|
411
|
+
plugins: {
|
|
412
|
+
title: {
|
|
413
|
+
display: true,
|
|
414
|
+
text: `${symbol} Market Data`
|
|
415
|
+
}
|
|
416
|
+
},
|
|
417
|
+
scales: {
|
|
418
|
+
y: {
|
|
419
|
+
beginAtZero: false
|
|
420
|
+
}
|
|
421
|
+
}
|
|
422
|
+
}
|
|
423
|
+
};
|
|
424
|
+
chart.setConfig(config);
|
|
425
|
+
const imageBuffer = await chart.toBinary();
|
|
426
|
+
const base64 = imageBuffer.toString("base64");
|
|
427
|
+
return {
|
|
428
|
+
content: [
|
|
429
|
+
{
|
|
430
|
+
type: "resource",
|
|
431
|
+
resource: {
|
|
432
|
+
uri: "resource://graph",
|
|
433
|
+
mimeType: "image/png",
|
|
434
|
+
blob: base64
|
|
435
|
+
}
|
|
436
|
+
}
|
|
437
|
+
]
|
|
438
|
+
};
|
|
439
|
+
} catch (error) {
|
|
440
|
+
return {
|
|
441
|
+
content: [
|
|
442
|
+
{
|
|
443
|
+
type: "text",
|
|
444
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
445
|
+
uri: "getStockGraph"
|
|
446
|
+
}
|
|
447
|
+
],
|
|
448
|
+
isError: true
|
|
449
|
+
};
|
|
450
|
+
}
|
|
451
|
+
};
|
|
452
|
+
};
|
|
453
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
454
|
+
return async (args) => {
|
|
455
|
+
try {
|
|
456
|
+
const symbol = args.symbol;
|
|
457
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
458
|
+
if (priceHistory.length === 0) {
|
|
459
|
+
return {
|
|
460
|
+
content: [
|
|
461
|
+
{
|
|
462
|
+
type: "text",
|
|
463
|
+
text: `No price data available for ${symbol}`,
|
|
464
|
+
uri: "getStockPriceHistory"
|
|
465
|
+
}
|
|
466
|
+
]
|
|
467
|
+
};
|
|
468
|
+
}
|
|
469
|
+
return {
|
|
470
|
+
content: [
|
|
471
|
+
{
|
|
472
|
+
type: "text",
|
|
473
|
+
text: JSON.stringify(
|
|
474
|
+
{
|
|
475
|
+
symbol,
|
|
476
|
+
count: priceHistory.length,
|
|
477
|
+
data: priceHistory.map((point) => ({
|
|
478
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
479
|
+
bid: point.bid,
|
|
480
|
+
offer: point.offer,
|
|
481
|
+
spread: point.spread,
|
|
482
|
+
volume: point.volume
|
|
483
|
+
}))
|
|
484
|
+
},
|
|
485
|
+
null,
|
|
486
|
+
2
|
|
487
|
+
),
|
|
488
|
+
uri: "getStockPriceHistory"
|
|
489
|
+
}
|
|
490
|
+
]
|
|
491
|
+
};
|
|
492
|
+
} catch (error) {
|
|
493
|
+
return {
|
|
494
|
+
content: [
|
|
495
|
+
{
|
|
496
|
+
type: "text",
|
|
497
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
498
|
+
uri: "getStockPriceHistory"
|
|
499
|
+
}
|
|
500
|
+
],
|
|
501
|
+
isError: true
|
|
502
|
+
};
|
|
503
|
+
}
|
|
504
|
+
};
|
|
505
|
+
};
|
|
506
|
+
|
|
507
|
+
// src/tools/order.ts
|
|
508
|
+
import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
|
|
509
|
+
var ordTypeNames = {
|
|
510
|
+
"1": "Market",
|
|
511
|
+
"2": "Limit",
|
|
512
|
+
"3": "Stop",
|
|
513
|
+
"4": "StopLimit",
|
|
514
|
+
"5": "MarketOnClose",
|
|
515
|
+
"6": "WithOrWithout",
|
|
516
|
+
"7": "LimitOrBetter",
|
|
517
|
+
"8": "LimitWithOrWithout",
|
|
518
|
+
"9": "OnBasis",
|
|
519
|
+
A: "OnClose",
|
|
520
|
+
B: "LimitOnClose",
|
|
521
|
+
C: "ForexMarket",
|
|
522
|
+
D: "PreviouslyQuoted",
|
|
523
|
+
E: "PreviouslyIndicated",
|
|
524
|
+
F: "ForexLimit",
|
|
525
|
+
G: "ForexSwap",
|
|
526
|
+
H: "ForexPreviouslyQuoted",
|
|
527
|
+
I: "Funari",
|
|
528
|
+
J: "MarketIfTouched",
|
|
529
|
+
K: "MarketWithLeftOverAsLimit",
|
|
530
|
+
L: "PreviousFundValuationPoint",
|
|
531
|
+
M: "NextFundValuationPoint",
|
|
532
|
+
P: "Pegged",
|
|
533
|
+
Q: "CounterOrderSelection",
|
|
534
|
+
R: "StopOnBidOrOffer",
|
|
535
|
+
S: "StopLimitOnBidOrOffer"
|
|
536
|
+
};
|
|
537
|
+
var sideNames = {
|
|
538
|
+
"1": "Buy",
|
|
539
|
+
"2": "Sell",
|
|
540
|
+
"3": "BuyMinus",
|
|
541
|
+
"4": "SellPlus",
|
|
542
|
+
"5": "SellShort",
|
|
543
|
+
"6": "SellShortExempt",
|
|
544
|
+
"7": "Undisclosed",
|
|
545
|
+
"8": "Cross",
|
|
546
|
+
"9": "CrossShort",
|
|
547
|
+
A: "CrossShortExempt",
|
|
548
|
+
B: "AsDefined",
|
|
549
|
+
C: "Opposite",
|
|
550
|
+
D: "Subscribe",
|
|
551
|
+
E: "Redeem",
|
|
552
|
+
F: "Lend",
|
|
553
|
+
G: "Borrow",
|
|
554
|
+
H: "SellUndisclosed"
|
|
555
|
+
};
|
|
556
|
+
var timeInForceNames = {
|
|
557
|
+
"0": "Day",
|
|
558
|
+
"1": "GoodTillCancel",
|
|
559
|
+
"2": "AtTheOpening",
|
|
560
|
+
"3": "ImmediateOrCancel",
|
|
561
|
+
"4": "FillOrKill",
|
|
562
|
+
"5": "GoodTillCrossing",
|
|
563
|
+
"6": "GoodTillDate",
|
|
564
|
+
"7": "AtTheClose",
|
|
565
|
+
"8": "GoodThroughCrossing",
|
|
566
|
+
"9": "AtCrossing",
|
|
567
|
+
A: "GoodForTime",
|
|
568
|
+
B: "GoodForAuction",
|
|
569
|
+
C: "GoodForMonth"
|
|
570
|
+
};
|
|
571
|
+
var handlInstNames = {
|
|
572
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
573
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
574
|
+
"3": "ManualOrder"
|
|
575
|
+
};
|
|
576
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
577
|
+
return async (args) => {
|
|
578
|
+
try {
|
|
579
|
+
verifiedOrders.set(args.clOrdID, {
|
|
580
|
+
clOrdID: args.clOrdID,
|
|
581
|
+
handlInst: args.handlInst,
|
|
582
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
583
|
+
price: Number.parseFloat(String(args.price)),
|
|
584
|
+
ordType: args.ordType,
|
|
585
|
+
side: args.side,
|
|
586
|
+
symbol: args.symbol,
|
|
587
|
+
timeInForce: args.timeInForce
|
|
588
|
+
});
|
|
589
|
+
return {
|
|
590
|
+
content: [
|
|
591
|
+
{
|
|
592
|
+
type: "text",
|
|
593
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
594
|
+
|
|
595
|
+
Parameters verified:
|
|
596
|
+
- ClOrdID: ${args.clOrdID}
|
|
597
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
598
|
+
- Quantity: ${args.quantity}
|
|
599
|
+
- Price: ${args.price}
|
|
600
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
601
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
602
|
+
- Symbol: ${args.symbol}
|
|
603
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
604
|
+
|
|
605
|
+
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
606
|
+
uri: "verifyOrder"
|
|
607
|
+
}
|
|
608
|
+
]
|
|
609
|
+
};
|
|
610
|
+
} catch (error) {
|
|
611
|
+
return {
|
|
612
|
+
content: [
|
|
613
|
+
{
|
|
614
|
+
type: "text",
|
|
615
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
616
|
+
uri: "verifyOrder"
|
|
617
|
+
}
|
|
618
|
+
],
|
|
619
|
+
isError: true
|
|
620
|
+
};
|
|
621
|
+
}
|
|
622
|
+
};
|
|
623
|
+
};
|
|
624
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
625
|
+
return async (args) => {
|
|
626
|
+
try {
|
|
627
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
628
|
+
if (!verifiedOrder) {
|
|
629
|
+
return {
|
|
630
|
+
content: [
|
|
631
|
+
{
|
|
632
|
+
type: "text",
|
|
633
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
634
|
+
uri: "executeOrder"
|
|
635
|
+
}
|
|
636
|
+
],
|
|
637
|
+
isError: true
|
|
638
|
+
};
|
|
639
|
+
}
|
|
640
|
+
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) {
|
|
641
|
+
return {
|
|
642
|
+
content: [
|
|
643
|
+
{
|
|
644
|
+
type: "text",
|
|
645
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
646
|
+
uri: "executeOrder"
|
|
647
|
+
}
|
|
648
|
+
],
|
|
649
|
+
isError: true
|
|
650
|
+
};
|
|
651
|
+
}
|
|
652
|
+
const response = new Promise((resolve) => {
|
|
653
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
654
|
+
});
|
|
655
|
+
const order = parser.createMessage(
|
|
656
|
+
new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
|
|
657
|
+
new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
658
|
+
new Field2(Fields2.SenderCompID, parser.sender),
|
|
659
|
+
new Field2(Fields2.TargetCompID, parser.target),
|
|
660
|
+
new Field2(Fields2.SendingTime, parser.getTimestamp()),
|
|
661
|
+
new Field2(Fields2.ClOrdID, args.clOrdID),
|
|
662
|
+
new Field2(Fields2.Side, args.side),
|
|
663
|
+
new Field2(Fields2.Symbol, args.symbol),
|
|
664
|
+
new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
665
|
+
new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
|
|
666
|
+
new Field2(Fields2.OrdType, args.ordType),
|
|
667
|
+
new Field2(Fields2.HandlInst, args.handlInst),
|
|
668
|
+
new Field2(Fields2.TimeInForce, args.timeInForce),
|
|
669
|
+
new Field2(Fields2.TransactTime, parser.getTimestamp())
|
|
670
|
+
);
|
|
671
|
+
if (!parser.connected) {
|
|
672
|
+
return {
|
|
673
|
+
content: [
|
|
674
|
+
{
|
|
675
|
+
type: "text",
|
|
676
|
+
text: "Error: Not connected. Ignoring message.",
|
|
677
|
+
uri: "executeOrder"
|
|
678
|
+
}
|
|
679
|
+
],
|
|
680
|
+
isError: true
|
|
681
|
+
};
|
|
682
|
+
}
|
|
683
|
+
parser.send(order);
|
|
684
|
+
const fixData = await response;
|
|
685
|
+
verifiedOrders.delete(args.clOrdID);
|
|
686
|
+
return {
|
|
687
|
+
content: [
|
|
688
|
+
{
|
|
689
|
+
type: "text",
|
|
690
|
+
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())}`,
|
|
691
|
+
uri: "executeOrder"
|
|
692
|
+
}
|
|
693
|
+
]
|
|
694
|
+
};
|
|
695
|
+
} catch (error) {
|
|
696
|
+
return {
|
|
697
|
+
content: [
|
|
698
|
+
{
|
|
699
|
+
type: "text",
|
|
700
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
701
|
+
uri: "executeOrder"
|
|
702
|
+
}
|
|
703
|
+
],
|
|
704
|
+
isError: true
|
|
705
|
+
};
|
|
706
|
+
}
|
|
707
|
+
};
|
|
708
|
+
};
|
|
709
|
+
|
|
710
|
+
// src/tools/parse.ts
|
|
711
|
+
var createParseHandler = (parser) => {
|
|
712
|
+
return async (args) => {
|
|
713
|
+
try {
|
|
714
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
715
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
716
|
+
return {
|
|
717
|
+
content: [
|
|
718
|
+
{
|
|
719
|
+
type: "text",
|
|
720
|
+
text: "Error: Failed to parse FIX string",
|
|
721
|
+
uri: "parse"
|
|
722
|
+
}
|
|
723
|
+
],
|
|
724
|
+
isError: true
|
|
725
|
+
};
|
|
726
|
+
}
|
|
727
|
+
return {
|
|
728
|
+
content: [
|
|
729
|
+
{
|
|
730
|
+
type: "text",
|
|
731
|
+
text: `${parsedMessage[0].description}
|
|
732
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
733
|
+
uri: "parse"
|
|
734
|
+
}
|
|
735
|
+
]
|
|
736
|
+
};
|
|
737
|
+
} catch (error) {
|
|
738
|
+
return {
|
|
739
|
+
content: [
|
|
740
|
+
{
|
|
741
|
+
type: "text",
|
|
742
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
743
|
+
uri: "parse"
|
|
744
|
+
}
|
|
745
|
+
],
|
|
746
|
+
isError: true
|
|
747
|
+
};
|
|
748
|
+
}
|
|
749
|
+
};
|
|
750
|
+
};
|
|
751
|
+
|
|
752
|
+
// src/tools/parseToJSON.ts
|
|
753
|
+
var createParseToJSONHandler = (parser) => {
|
|
754
|
+
return async (args) => {
|
|
755
|
+
try {
|
|
756
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
757
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
758
|
+
return {
|
|
759
|
+
content: [
|
|
760
|
+
{
|
|
761
|
+
type: "text",
|
|
762
|
+
text: "Error: Failed to parse FIX string",
|
|
763
|
+
uri: "parseToJSON"
|
|
764
|
+
}
|
|
765
|
+
],
|
|
766
|
+
isError: true
|
|
767
|
+
};
|
|
768
|
+
}
|
|
769
|
+
return {
|
|
770
|
+
content: [
|
|
771
|
+
{
|
|
772
|
+
type: "text",
|
|
773
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
774
|
+
uri: "parseToJSON"
|
|
775
|
+
}
|
|
776
|
+
]
|
|
777
|
+
};
|
|
778
|
+
} catch (error) {
|
|
779
|
+
return {
|
|
780
|
+
content: [
|
|
781
|
+
{
|
|
782
|
+
type: "text",
|
|
783
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
784
|
+
uri: "parseToJSON"
|
|
785
|
+
}
|
|
786
|
+
],
|
|
787
|
+
isError: true
|
|
788
|
+
};
|
|
789
|
+
}
|
|
790
|
+
};
|
|
791
|
+
};
|
|
792
|
+
|
|
793
|
+
// src/tools/index.ts
|
|
794
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
795
|
+
parse: createParseHandler(parser),
|
|
796
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
797
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
798
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
799
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
800
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
801
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
802
|
+
});
|
|
803
|
+
|
|
804
|
+
// src/utils/messageHandler.ts
|
|
805
|
+
import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
|
|
806
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
807
|
+
parser.logger.log({
|
|
808
|
+
level: "info",
|
|
809
|
+
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
810
|
+
});
|
|
811
|
+
const msgType = message.messageType;
|
|
812
|
+
if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
|
|
813
|
+
const symbol = message.getField(Fields3.Symbol)?.value;
|
|
814
|
+
const entries = message.getField(Fields3.NoMDEntries)?.value;
|
|
815
|
+
let bid = 0;
|
|
816
|
+
let offer = 0;
|
|
817
|
+
let volume = 0;
|
|
818
|
+
const entryTypes = message.getFields(Fields3.MDEntryType);
|
|
819
|
+
const entryPrices = message.getFields(Fields3.MDEntryPx);
|
|
820
|
+
const entrySizes = message.getFields(Fields3.MDEntrySize);
|
|
821
|
+
if (entryTypes && entryPrices && entrySizes) {
|
|
822
|
+
for (let i = 0; i < entries; i++) {
|
|
823
|
+
const entryType = entryTypes[i]?.value;
|
|
824
|
+
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
825
|
+
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
826
|
+
if (entryType === MDEntryType2.Bid) {
|
|
827
|
+
bid = entryPrice;
|
|
828
|
+
} else if (entryType === MDEntryType2.Offer) {
|
|
829
|
+
offer = entryPrice;
|
|
830
|
+
}
|
|
831
|
+
volume += entrySize;
|
|
832
|
+
}
|
|
833
|
+
}
|
|
834
|
+
const spread = offer - bid;
|
|
835
|
+
const timestamp = Date.now();
|
|
836
|
+
const data = {
|
|
837
|
+
timestamp,
|
|
838
|
+
bid,
|
|
839
|
+
offer,
|
|
840
|
+
spread,
|
|
841
|
+
volume
|
|
842
|
+
};
|
|
843
|
+
if (!marketDataPrices.has(symbol)) {
|
|
844
|
+
marketDataPrices.set(symbol, []);
|
|
845
|
+
}
|
|
846
|
+
const prices = marketDataPrices.get(symbol);
|
|
847
|
+
prices.push(data);
|
|
848
|
+
if (prices.length > maxPriceHistory) {
|
|
849
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
850
|
+
}
|
|
851
|
+
onPriceUpdate?.(symbol, data);
|
|
852
|
+
} else if (msgType === Messages3.ExecutionReport) {
|
|
853
|
+
const reqId = message.getField(Fields3.ClOrdID)?.value;
|
|
854
|
+
const callback = pendingRequests.get(reqId);
|
|
855
|
+
if (callback) {
|
|
856
|
+
callback(message);
|
|
857
|
+
pendingRequests.delete(reqId);
|
|
858
|
+
}
|
|
859
|
+
}
|
|
860
|
+
}
|
|
861
|
+
|
|
862
|
+
// src/MCPRemote.ts
|
|
863
|
+
var transports = {};
|
|
864
|
+
function jsonSchemaToZod(schema) {
|
|
865
|
+
if (schema.type === "object") {
|
|
866
|
+
const shape = {};
|
|
867
|
+
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
868
|
+
const propSchema = prop;
|
|
869
|
+
if (propSchema.type === "string") {
|
|
870
|
+
if (propSchema.enum) {
|
|
871
|
+
shape[key] = z.enum(propSchema.enum);
|
|
872
|
+
} else {
|
|
873
|
+
shape[key] = z.string();
|
|
874
|
+
}
|
|
875
|
+
} else if (propSchema.type === "number") {
|
|
876
|
+
shape[key] = z.number();
|
|
877
|
+
} else if (propSchema.type === "boolean") {
|
|
878
|
+
shape[key] = z.boolean();
|
|
879
|
+
} else if (propSchema.type === "array") {
|
|
880
|
+
if (propSchema.items.type === "string") {
|
|
881
|
+
shape[key] = z.array(z.string());
|
|
882
|
+
} else if (propSchema.items.type === "number") {
|
|
883
|
+
shape[key] = z.array(z.number());
|
|
884
|
+
} else if (propSchema.items.type === "boolean") {
|
|
885
|
+
shape[key] = z.array(z.boolean());
|
|
886
|
+
} else {
|
|
887
|
+
shape[key] = z.array(z.any());
|
|
888
|
+
}
|
|
889
|
+
} else {
|
|
890
|
+
shape[key] = z.any();
|
|
891
|
+
}
|
|
892
|
+
}
|
|
893
|
+
return shape;
|
|
894
|
+
}
|
|
895
|
+
return {};
|
|
896
|
+
}
|
|
897
|
+
var MCPRemote = class extends MCPBase {
|
|
898
|
+
/**
|
|
899
|
+
* Port number the server will listen on.
|
|
900
|
+
* @private
|
|
901
|
+
*/
|
|
902
|
+
port;
|
|
35
903
|
/**
|
|
36
904
|
* Node.js HTTP server instance created internally.
|
|
37
905
|
* @private
|
|
38
906
|
*/
|
|
39
|
-
|
|
907
|
+
httpServer;
|
|
40
908
|
/**
|
|
41
909
|
* MCP server instance handling MCP protocol logic.
|
|
42
910
|
* @private
|
|
@@ -46,90 +914,74 @@ var MCPRemote = class {
|
|
|
46
914
|
* Optional name of the plugin/server instance.
|
|
47
915
|
* @private
|
|
48
916
|
*/
|
|
49
|
-
|
|
917
|
+
serverName;
|
|
50
918
|
/**
|
|
51
919
|
* Optional version string of the plugin/server.
|
|
52
920
|
* @private
|
|
53
921
|
*/
|
|
54
|
-
|
|
922
|
+
serverVersion;
|
|
55
923
|
/**
|
|
56
|
-
*
|
|
924
|
+
* Map to store verified orders before execution
|
|
57
925
|
* @private
|
|
58
926
|
*/
|
|
59
|
-
|
|
927
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
60
928
|
/**
|
|
61
|
-
*
|
|
62
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
63
|
-
* FIX Message is received.
|
|
929
|
+
* Map to store pending requests and their callbacks
|
|
64
930
|
* @private
|
|
65
|
-
* @type {Map<string, (data: Message) => void>}
|
|
66
931
|
*/
|
|
67
932
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
933
|
+
/**
|
|
934
|
+
* Map to store market data prices for each symbol
|
|
935
|
+
* @private
|
|
936
|
+
*/
|
|
937
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
938
|
+
/**
|
|
939
|
+
* Maximum number of price points to store per symbol
|
|
940
|
+
* @private
|
|
941
|
+
*/
|
|
942
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
68
943
|
constructor({ port, logger, onReady }) {
|
|
944
|
+
super({ logger, onReady });
|
|
69
945
|
this.port = port;
|
|
70
|
-
if (logger) this.logger = logger;
|
|
71
|
-
if (onReady) this.onReady = onReady;
|
|
72
946
|
}
|
|
73
947
|
async register(parser) {
|
|
74
948
|
this.parser = parser;
|
|
75
|
-
this.parser.addOnMessageCallback((message) => {
|
|
76
|
-
this.logger?.log({
|
|
77
|
-
level: "info",
|
|
78
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
79
|
-
});
|
|
80
|
-
const msgType = message.messageType;
|
|
81
|
-
if (msgType === Messages.MarketDataSnapshotFullRefresh || msgType === Messages.ExecutionReport) {
|
|
82
|
-
const idField = msgType === Messages.MarketDataSnapshotFullRefresh ? message.getField(Fields.MDReqID) : message.getField(Fields.ClOrdID);
|
|
83
|
-
if (idField) {
|
|
84
|
-
const id = idField.value;
|
|
85
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
86
|
-
const callback = this.pendingRequests.get(String(id));
|
|
87
|
-
if (callback) {
|
|
88
|
-
callback(message);
|
|
89
|
-
this.pendingRequests.delete(String(id));
|
|
90
|
-
}
|
|
91
|
-
}
|
|
92
|
-
}
|
|
93
|
-
}
|
|
94
|
-
});
|
|
95
949
|
this.logger = parser.logger;
|
|
96
950
|
this.logger?.log({
|
|
97
951
|
level: "info",
|
|
98
952
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
99
953
|
});
|
|
100
|
-
this.
|
|
954
|
+
this.parser.addOnMessageCallback((message) => {
|
|
955
|
+
if (this.parser) {
|
|
956
|
+
handleMessage(
|
|
957
|
+
message,
|
|
958
|
+
this.parser,
|
|
959
|
+
this.pendingRequests,
|
|
960
|
+
this.marketDataPrices,
|
|
961
|
+
this.MAX_PRICE_HISTORY
|
|
962
|
+
);
|
|
963
|
+
}
|
|
964
|
+
});
|
|
965
|
+
this.httpServer = createServer(async (req, res) => {
|
|
966
|
+
this.logger?.log({
|
|
967
|
+
level: "info",
|
|
968
|
+
message: `Incoming request: ${req.method} ${req.url}`
|
|
969
|
+
});
|
|
101
970
|
if (!req.url || !req.method) {
|
|
971
|
+
this.logger?.log({
|
|
972
|
+
level: "error",
|
|
973
|
+
message: "Invalid request: missing URL or method"
|
|
974
|
+
});
|
|
102
975
|
res.writeHead(400);
|
|
103
976
|
res.end("Bad Request");
|
|
104
977
|
return;
|
|
105
978
|
}
|
|
106
|
-
|
|
107
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
108
|
-
const config = {
|
|
109
|
-
issuer: "https://accounts.google.com",
|
|
110
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
111
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
112
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
113
|
-
response_types_supported: [
|
|
114
|
-
"code",
|
|
115
|
-
"token",
|
|
116
|
-
"id_token",
|
|
117
|
-
"code token",
|
|
118
|
-
"code id_token",
|
|
119
|
-
"token id_token",
|
|
120
|
-
"code token id_token"
|
|
121
|
-
],
|
|
122
|
-
subject_types_supported: ["public"],
|
|
123
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
124
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
125
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
126
|
-
};
|
|
127
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
128
|
-
res.end(JSON.stringify(config));
|
|
129
|
-
return;
|
|
130
|
-
}
|
|
131
|
-
if (url.pathname === "/") {
|
|
979
|
+
if (req.url === "/mcp") {
|
|
132
980
|
const sessionId = req.headers["mcp-session-id"];
|
|
981
|
+
this.logger?.log({
|
|
982
|
+
level: "info",
|
|
983
|
+
message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
|
|
984
|
+
});
|
|
133
985
|
if (req.method === "POST") {
|
|
134
986
|
const bodyChunks = [];
|
|
135
987
|
req.on("data", (chunk) => {
|
|
@@ -140,33 +992,61 @@ var MCPRemote = class {
|
|
|
140
992
|
const body = Buffer.concat(bodyChunks).toString();
|
|
141
993
|
try {
|
|
142
994
|
parsed = JSON.parse(body);
|
|
995
|
+
this.logger?.log({
|
|
996
|
+
level: "info",
|
|
997
|
+
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
998
|
+
});
|
|
143
999
|
} catch (err) {
|
|
1000
|
+
this.logger?.log({
|
|
1001
|
+
level: "error",
|
|
1002
|
+
message: `Failed to parse JSON body: ${err}`
|
|
1003
|
+
});
|
|
144
1004
|
res.writeHead(400);
|
|
145
1005
|
res.end(JSON.stringify({ error: "Invalid JSON" }));
|
|
146
1006
|
return;
|
|
147
1007
|
}
|
|
148
1008
|
let transport;
|
|
149
1009
|
if (sessionId && transports[sessionId]) {
|
|
1010
|
+
this.logger?.log({
|
|
1011
|
+
level: "info",
|
|
1012
|
+
message: `Using existing transport for session: ${sessionId}`
|
|
1013
|
+
});
|
|
150
1014
|
transport = transports[sessionId];
|
|
151
1015
|
} else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
|
|
1016
|
+
this.logger?.log({
|
|
1017
|
+
level: "info",
|
|
1018
|
+
message: "Creating new transport for initialization request"
|
|
1019
|
+
});
|
|
152
1020
|
transport = new StreamableHTTPServerTransport({
|
|
153
1021
|
sessionIdGenerator: () => randomUUID(),
|
|
154
1022
|
onsessioninitialized: (sessionId2) => {
|
|
1023
|
+
this.logger?.log({
|
|
1024
|
+
level: "info",
|
|
1025
|
+
message: `New session initialized: ${sessionId2}`
|
|
1026
|
+
});
|
|
155
1027
|
transports[sessionId2] = transport;
|
|
156
1028
|
}
|
|
157
1029
|
});
|
|
158
1030
|
transport.onclose = () => {
|
|
159
1031
|
if (transport.sessionId) {
|
|
1032
|
+
this.logger?.log({
|
|
1033
|
+
level: "info",
|
|
1034
|
+
message: `Session closed: ${transport.sessionId}`
|
|
1035
|
+
});
|
|
160
1036
|
delete transports[transport.sessionId];
|
|
161
1037
|
}
|
|
162
1038
|
};
|
|
163
1039
|
this.mcpServer = new McpServer({
|
|
164
|
-
name: this.
|
|
165
|
-
version: this.
|
|
1040
|
+
name: this.serverName || "FIXParser",
|
|
1041
|
+
version: this.serverVersion || "1.0.0"
|
|
166
1042
|
});
|
|
167
|
-
this.
|
|
1043
|
+
this.setupTools();
|
|
168
1044
|
await this.mcpServer.connect(transport);
|
|
169
1045
|
} else {
|
|
1046
|
+
this.logger?.log({
|
|
1047
|
+
level: "error",
|
|
1048
|
+
message: "Invalid request: No valid session ID provided"
|
|
1049
|
+
});
|
|
170
1050
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
171
1051
|
res.end(
|
|
172
1052
|
JSON.stringify({
|
|
@@ -180,26 +1060,62 @@ var MCPRemote = class {
|
|
|
180
1060
|
);
|
|
181
1061
|
return;
|
|
182
1062
|
}
|
|
183
|
-
|
|
1063
|
+
try {
|
|
1064
|
+
await transport.handleRequest(req, res, parsed);
|
|
1065
|
+
this.logger?.log({
|
|
1066
|
+
level: "info",
|
|
1067
|
+
message: "Request handled successfully"
|
|
1068
|
+
});
|
|
1069
|
+
} catch (error) {
|
|
1070
|
+
this.logger?.log({
|
|
1071
|
+
level: "error",
|
|
1072
|
+
message: `Error handling request: ${error}`
|
|
1073
|
+
});
|
|
1074
|
+
throw error;
|
|
1075
|
+
}
|
|
184
1076
|
});
|
|
185
1077
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
186
1078
|
if (!sessionId || !transports[sessionId]) {
|
|
1079
|
+
this.logger?.log({
|
|
1080
|
+
level: "error",
|
|
1081
|
+
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1082
|
+
});
|
|
187
1083
|
res.writeHead(400);
|
|
188
1084
|
res.end("Invalid or missing session ID");
|
|
189
1085
|
return;
|
|
190
1086
|
}
|
|
191
1087
|
const transport = transports[sessionId];
|
|
192
|
-
|
|
1088
|
+
try {
|
|
1089
|
+
await transport.handleRequest(req, res);
|
|
1090
|
+
this.logger?.log({
|
|
1091
|
+
level: "info",
|
|
1092
|
+
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1093
|
+
});
|
|
1094
|
+
} catch (error) {
|
|
1095
|
+
this.logger?.log({
|
|
1096
|
+
level: "error",
|
|
1097
|
+
message: `Error handling ${req.method} request: ${error}`
|
|
1098
|
+
});
|
|
1099
|
+
throw error;
|
|
1100
|
+
}
|
|
193
1101
|
} else {
|
|
1102
|
+
this.logger?.log({
|
|
1103
|
+
level: "error",
|
|
1104
|
+
message: `Method not allowed: ${req.method}`
|
|
1105
|
+
});
|
|
194
1106
|
res.writeHead(405);
|
|
195
1107
|
res.end("Method Not Allowed");
|
|
196
1108
|
}
|
|
197
|
-
|
|
1109
|
+
} else {
|
|
1110
|
+
this.logger?.log({
|
|
1111
|
+
level: "error",
|
|
1112
|
+
message: `Not found: ${req.url}`
|
|
1113
|
+
});
|
|
1114
|
+
res.writeHead(404);
|
|
1115
|
+
res.end("Not Found");
|
|
198
1116
|
}
|
|
199
|
-
res.writeHead(404);
|
|
200
|
-
res.end("Not Found");
|
|
201
1117
|
});
|
|
202
|
-
this.
|
|
1118
|
+
this.httpServer.listen(this.port, () => {
|
|
203
1119
|
this.logger?.log({
|
|
204
1120
|
level: "info",
|
|
205
1121
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -209,381 +1125,55 @@ var MCPRemote = class {
|
|
|
209
1125
|
this.onReady();
|
|
210
1126
|
}
|
|
211
1127
|
}
|
|
212
|
-
|
|
1128
|
+
setupTools() {
|
|
213
1129
|
if (!this.parser) {
|
|
214
1130
|
this.logger?.log({
|
|
215
1131
|
level: "error",
|
|
216
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1132
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
217
1133
|
});
|
|
218
1134
|
return;
|
|
219
1135
|
}
|
|
220
1136
|
if (!this.mcpServer) {
|
|
221
1137
|
this.logger?.log({
|
|
222
1138
|
level: "error",
|
|
223
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1139
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
224
1140
|
});
|
|
225
1141
|
return;
|
|
226
1142
|
}
|
|
227
|
-
|
|
228
|
-
|
|
229
|
-
|
|
230
|
-
|
|
231
|
-
|
|
232
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
233
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
234
|
-
this.logger?.log({
|
|
235
|
-
level: "error",
|
|
236
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
237
|
-
});
|
|
238
|
-
return {
|
|
239
|
-
isError: true,
|
|
240
|
-
content: [
|
|
241
|
-
{
|
|
242
|
-
type: "text",
|
|
243
|
-
text: "Error: Failed to parse FIX string"
|
|
244
|
-
}
|
|
245
|
-
]
|
|
246
|
-
};
|
|
247
|
-
}
|
|
248
|
-
return {
|
|
249
|
-
content: [
|
|
250
|
-
{
|
|
251
|
-
type: "text",
|
|
252
|
-
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
253
|
-
}
|
|
254
|
-
]
|
|
255
|
-
};
|
|
256
|
-
}
|
|
1143
|
+
const toolHandlers = createToolHandlers(
|
|
1144
|
+
this.parser,
|
|
1145
|
+
this.verifiedOrders,
|
|
1146
|
+
this.pendingRequests,
|
|
1147
|
+
this.marketDataPrices
|
|
257
1148
|
);
|
|
258
|
-
|
|
259
|
-
|
|
260
|
-
|
|
261
|
-
|
|
262
|
-
|
|
263
|
-
|
|
264
|
-
|
|
265
|
-
|
|
266
|
-
|
|
267
|
-
|
|
268
|
-
|
|
269
|
-
|
|
270
|
-
|
|
271
|
-
|
|
272
|
-
|
|
273
|
-
|
|
274
|
-
|
|
275
|
-
|
|
276
|
-
|
|
277
|
-
{ fixString: z.string() },
|
|
278
|
-
async ({ fixString }) => {
|
|
279
|
-
const parsedMessage = this.parser?.parse(fixString);
|
|
280
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
281
|
-
this.logger?.log({
|
|
282
|
-
level: "error",
|
|
283
|
-
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
284
|
-
});
|
|
285
|
-
return {
|
|
286
|
-
isError: true,
|
|
287
|
-
content: [
|
|
288
|
-
{
|
|
289
|
-
type: "text",
|
|
290
|
-
text: "Error: Failed to parse FIX string"
|
|
291
|
-
}
|
|
292
|
-
]
|
|
293
|
-
};
|
|
294
|
-
}
|
|
295
|
-
return {
|
|
296
|
-
content: [
|
|
297
|
-
{
|
|
298
|
-
type: "text",
|
|
299
|
-
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
300
|
-
}
|
|
301
|
-
]
|
|
302
|
-
};
|
|
303
|
-
}
|
|
304
|
-
);
|
|
305
|
-
this.mcpServer.prompt(
|
|
306
|
-
"parseToJSON",
|
|
307
|
-
"Parses a FIX message into JSON",
|
|
308
|
-
{ fixString: z.string() },
|
|
309
|
-
({ fixString }) => ({
|
|
310
|
-
messages: [
|
|
311
|
-
{
|
|
312
|
-
role: "user",
|
|
313
|
-
content: {
|
|
314
|
-
type: "text",
|
|
315
|
-
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
316
|
-
}
|
|
317
|
-
}
|
|
318
|
-
]
|
|
319
|
-
})
|
|
320
|
-
);
|
|
321
|
-
this.mcpServer.tool(
|
|
322
|
-
"newOrderSingle",
|
|
323
|
-
"Creates and sends a New Order Single",
|
|
324
|
-
{
|
|
325
|
-
clOrdID: z.string(),
|
|
326
|
-
handlInst: z.enum(["1", "2", "3"]).default(HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
327
|
-
quantity: z.number(),
|
|
328
|
-
price: z.number(),
|
|
329
|
-
ordType: z.enum([
|
|
330
|
-
"1",
|
|
331
|
-
"2",
|
|
332
|
-
"3",
|
|
333
|
-
"4",
|
|
334
|
-
"5",
|
|
335
|
-
"6",
|
|
336
|
-
"7",
|
|
337
|
-
"8",
|
|
338
|
-
"9",
|
|
339
|
-
"A",
|
|
340
|
-
"B",
|
|
341
|
-
"C",
|
|
342
|
-
"D",
|
|
343
|
-
"E",
|
|
344
|
-
"F",
|
|
345
|
-
"G",
|
|
346
|
-
"H",
|
|
347
|
-
"I",
|
|
348
|
-
"J",
|
|
349
|
-
"K",
|
|
350
|
-
"L",
|
|
351
|
-
"M",
|
|
352
|
-
"P",
|
|
353
|
-
"Q",
|
|
354
|
-
"R",
|
|
355
|
-
"S"
|
|
356
|
-
]).default(OrdType.Market).optional(),
|
|
357
|
-
side: z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
358
|
-
// 1 = Buy, 2 = Sell...
|
|
359
|
-
symbol: z.string(),
|
|
360
|
-
timeInForce: z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(TimeInForce.Day).optional()
|
|
361
|
-
},
|
|
362
|
-
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
363
|
-
const response = new Promise((resolve) => {
|
|
364
|
-
this.pendingRequests.set(clOrdID, resolve);
|
|
365
|
-
});
|
|
366
|
-
const order = this.parser?.createMessage(
|
|
367
|
-
new Field(Fields.MsgType, Messages.NewOrderSingle),
|
|
368
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
369
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
370
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
371
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
372
|
-
new Field(Fields.ClOrdID, clOrdID),
|
|
373
|
-
new Field(Fields.Side, side),
|
|
374
|
-
new Field(Fields.Symbol, symbol),
|
|
375
|
-
new Field(Fields.OrderQty, quantity),
|
|
376
|
-
new Field(Fields.Price, price),
|
|
377
|
-
new Field(Fields.OrdType, ordType),
|
|
378
|
-
new Field(Fields.HandlInst, handlInst),
|
|
379
|
-
new Field(Fields.TimeInForce, timeInForce),
|
|
380
|
-
new Field(Fields.TransactTime, this.parser?.getTimestamp())
|
|
381
|
-
);
|
|
382
|
-
if (!this.parser?.connected) {
|
|
383
|
-
this.logger?.log({
|
|
384
|
-
level: "error",
|
|
385
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
386
|
-
});
|
|
387
|
-
return {
|
|
388
|
-
isError: true,
|
|
389
|
-
content: [
|
|
390
|
-
{
|
|
391
|
-
type: "text",
|
|
392
|
-
text: "Error: Not connected. Ignoring message."
|
|
393
|
-
}
|
|
394
|
-
]
|
|
395
|
-
};
|
|
396
|
-
}
|
|
397
|
-
this.parser?.send(order);
|
|
398
|
-
this.logger?.log({
|
|
399
|
-
level: "info",
|
|
400
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
401
|
-
});
|
|
402
|
-
const fixData = await response;
|
|
403
|
-
return {
|
|
404
|
-
content: [
|
|
405
|
-
{
|
|
406
|
-
type: "text",
|
|
407
|
-
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
408
|
-
}
|
|
409
|
-
]
|
|
410
|
-
};
|
|
411
|
-
}
|
|
412
|
-
);
|
|
413
|
-
this.mcpServer.prompt(
|
|
414
|
-
"newOrderSingle",
|
|
415
|
-
"Creates and sends a New Order Single",
|
|
416
|
-
{
|
|
417
|
-
clOrdID: z.string(),
|
|
418
|
-
handlInst: z.string(),
|
|
419
|
-
quantity: z.string(),
|
|
420
|
-
price: z.string(),
|
|
421
|
-
ordType: z.string(),
|
|
422
|
-
side: z.string(),
|
|
423
|
-
symbol: z.string(),
|
|
424
|
-
timeInForce: z.string()
|
|
425
|
-
},
|
|
426
|
-
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
427
|
-
messages: [
|
|
428
|
-
{
|
|
429
|
-
role: "user",
|
|
430
|
-
content: {
|
|
431
|
-
type: "text",
|
|
432
|
-
text: [
|
|
433
|
-
"Create a New Order Single FIX message with the following parameters:",
|
|
434
|
-
`- ClOrdID: ${clOrdID}`,
|
|
435
|
-
`- HandlInst: ${handlInst ?? "default"}`,
|
|
436
|
-
`- Quantity: ${quantity}`,
|
|
437
|
-
`- Price: ${price}`,
|
|
438
|
-
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
439
|
-
`- Side: ${side}`,
|
|
440
|
-
`- Symbol: ${symbol}`,
|
|
441
|
-
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
442
|
-
"",
|
|
443
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
444
|
-
].join("\n")
|
|
445
|
-
}
|
|
1149
|
+
Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
|
|
1150
|
+
this.mcpServer?.registerTool(
|
|
1151
|
+
name,
|
|
1152
|
+
{
|
|
1153
|
+
description,
|
|
1154
|
+
inputSchema: jsonSchemaToZod(schema)
|
|
1155
|
+
},
|
|
1156
|
+
async (args) => {
|
|
1157
|
+
const handler = toolHandlers[name];
|
|
1158
|
+
if (!handler) {
|
|
1159
|
+
return {
|
|
1160
|
+
content: [
|
|
1161
|
+
{
|
|
1162
|
+
type: "text",
|
|
1163
|
+
text: `Tool not found: ${name}`
|
|
1164
|
+
}
|
|
1165
|
+
],
|
|
1166
|
+
isError: true
|
|
1167
|
+
};
|
|
446
1168
|
}
|
|
447
|
-
|
|
448
|
-
})
|
|
449
|
-
);
|
|
450
|
-
this.mcpServer.tool(
|
|
451
|
-
"marketDataRequest",
|
|
452
|
-
"Sends a request for Market Data with the given symbol",
|
|
453
|
-
{
|
|
454
|
-
mdUpdateType: z.enum(["0", "1"]).default("0").optional(),
|
|
455
|
-
// MDUpdateType.FullRefresh
|
|
456
|
-
symbol: z.string(),
|
|
457
|
-
mdReqID: z.string(),
|
|
458
|
-
subscriptionRequestType: z.enum(["0", "1", "2"]).default(SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
459
|
-
mdEntryType: z.enum([
|
|
460
|
-
"0",
|
|
461
|
-
"1",
|
|
462
|
-
"2",
|
|
463
|
-
"3",
|
|
464
|
-
"4",
|
|
465
|
-
"5",
|
|
466
|
-
"6",
|
|
467
|
-
"7",
|
|
468
|
-
"8",
|
|
469
|
-
"9",
|
|
470
|
-
"A",
|
|
471
|
-
"B",
|
|
472
|
-
"C",
|
|
473
|
-
"D",
|
|
474
|
-
"E",
|
|
475
|
-
"F",
|
|
476
|
-
"G",
|
|
477
|
-
"H",
|
|
478
|
-
"J",
|
|
479
|
-
"K",
|
|
480
|
-
"L",
|
|
481
|
-
"M",
|
|
482
|
-
"N",
|
|
483
|
-
"O",
|
|
484
|
-
"P",
|
|
485
|
-
"Q",
|
|
486
|
-
"S",
|
|
487
|
-
"R",
|
|
488
|
-
"T",
|
|
489
|
-
"U",
|
|
490
|
-
"V",
|
|
491
|
-
"W",
|
|
492
|
-
"X",
|
|
493
|
-
"Y",
|
|
494
|
-
"Z",
|
|
495
|
-
"a",
|
|
496
|
-
"b",
|
|
497
|
-
"c",
|
|
498
|
-
"d",
|
|
499
|
-
"e",
|
|
500
|
-
"g",
|
|
501
|
-
"h",
|
|
502
|
-
"i",
|
|
503
|
-
"t"
|
|
504
|
-
]).default(MDEntryType.Bid).optional()
|
|
505
|
-
},
|
|
506
|
-
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
507
|
-
const response = new Promise((resolve) => {
|
|
508
|
-
this.pendingRequests.set(mdReqID, resolve);
|
|
509
|
-
});
|
|
510
|
-
const marketDataRequest = this.parser?.createMessage(
|
|
511
|
-
new Field(Fields.MsgType, Messages.MarketDataRequest),
|
|
512
|
-
new Field(Fields.SenderCompID, this.parser?.sender),
|
|
513
|
-
new Field(Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
514
|
-
new Field(Fields.TargetCompID, this.parser?.target),
|
|
515
|
-
new Field(Fields.SendingTime, this.parser?.getTimestamp()),
|
|
516
|
-
new Field(Fields.MarketDepth, 0),
|
|
517
|
-
new Field(Fields.MDUpdateType, mdUpdateType),
|
|
518
|
-
new Field(Fields.NoRelatedSym, 1),
|
|
519
|
-
new Field(Fields.Symbol, symbol),
|
|
520
|
-
new Field(Fields.MDReqID, mdReqID),
|
|
521
|
-
new Field(Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
522
|
-
new Field(Fields.NoMDEntryTypes, 1),
|
|
523
|
-
new Field(Fields.MDEntryType, mdEntryType)
|
|
524
|
-
);
|
|
525
|
-
if (!this.parser?.connected) {
|
|
526
|
-
this.logger?.log({
|
|
527
|
-
level: "error",
|
|
528
|
-
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
529
|
-
});
|
|
1169
|
+
const result = await handler(args);
|
|
530
1170
|
return {
|
|
531
|
-
|
|
532
|
-
|
|
533
|
-
{
|
|
534
|
-
type: "text",
|
|
535
|
-
text: "Error: Not connected. Ignoring message."
|
|
536
|
-
}
|
|
537
|
-
]
|
|
1171
|
+
content: result.content,
|
|
1172
|
+
isError: result.isError
|
|
538
1173
|
};
|
|
539
1174
|
}
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
level: "info",
|
|
543
|
-
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
544
|
-
});
|
|
545
|
-
const fixData = await response;
|
|
546
|
-
return {
|
|
547
|
-
content: [
|
|
548
|
-
{
|
|
549
|
-
type: "text",
|
|
550
|
-
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
551
|
-
}
|
|
552
|
-
]
|
|
553
|
-
};
|
|
554
|
-
}
|
|
555
|
-
);
|
|
556
|
-
this.mcpServer.prompt(
|
|
557
|
-
"marketDataRequest",
|
|
558
|
-
"Sends a request for Market Data with the given symbol",
|
|
559
|
-
{
|
|
560
|
-
mdUpdateType: z.string(),
|
|
561
|
-
symbol: z.string(),
|
|
562
|
-
mdReqID: z.string(),
|
|
563
|
-
subscriptionRequestType: z.string(),
|
|
564
|
-
mdEntryType: z.string()
|
|
565
|
-
},
|
|
566
|
-
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
567
|
-
messages: [
|
|
568
|
-
{
|
|
569
|
-
role: "user",
|
|
570
|
-
content: {
|
|
571
|
-
type: "text",
|
|
572
|
-
text: [
|
|
573
|
-
"Create a Market Data Request FIX message with the following parameters:",
|
|
574
|
-
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
575
|
-
`- Symbol: ${symbol}`,
|
|
576
|
-
`- MDReqID: ${mdReqID}`,
|
|
577
|
-
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
578
|
-
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
579
|
-
"",
|
|
580
|
-
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
581
|
-
].join("\n")
|
|
582
|
-
}
|
|
583
|
-
}
|
|
584
|
-
]
|
|
585
|
-
})
|
|
586
|
-
);
|
|
1175
|
+
);
|
|
1176
|
+
});
|
|
587
1177
|
}
|
|
588
1178
|
};
|
|
589
1179
|
export {
|