fixparser-plugin-mcp 9.1.7-945d3edd → 9.1.7-98049daf

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Files changed (42) hide show
  1. package/build/cjs/RemoteServer.js +18 -0
  2. package/build/cjs/RemoteServer.js.map +7 -0
  3. package/build/cjs/StdioServer.js +18 -0
  4. package/build/cjs/StdioServer.js.map +7 -0
  5. package/build/esm/RemoteServer.mjs +18 -0
  6. package/build/esm/RemoteServer.mjs.map +7 -0
  7. package/build/esm/StdioServer.mjs +18 -0
  8. package/build/esm/StdioServer.mjs.map +7 -0
  9. package/package.json +6 -9
  10. package/build/cjs/MCPLocal.js +0 -1015
  11. package/build/cjs/MCPLocal.js.map +0 -7
  12. package/build/cjs/MCPRemote.js +0 -1217
  13. package/build/cjs/MCPRemote.js.map +0 -7
  14. package/build/cjs/index.js +0 -1343
  15. package/build/cjs/index.js.map +0 -7
  16. package/build/esm/MCPLocal.mjs +0 -980
  17. package/build/esm/MCPLocal.mjs.map +0 -7
  18. package/build/esm/MCPRemote.mjs +0 -1182
  19. package/build/esm/MCPRemote.mjs.map +0 -7
  20. package/build/esm/index.mjs +0 -1305
  21. package/build/esm/index.mjs.map +0 -7
  22. package/build-examples/cjs/example_mcp_local.js +0 -16
  23. package/build-examples/cjs/example_mcp_local.js.map +0 -7
  24. package/build-examples/cjs/example_mcp_remote.js +0 -16
  25. package/build-examples/cjs/example_mcp_remote.js.map +0 -7
  26. package/build-examples/esm/example_mcp_local.mjs +0 -16
  27. package/build-examples/esm/example_mcp_local.mjs.map +0 -7
  28. package/build-examples/esm/example_mcp_remote.mjs +0 -16
  29. package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
  30. package/types/MCPBase.d.ts +0 -49
  31. package/types/MCPLocal.d.ts +0 -40
  32. package/types/MCPRemote.d.ts +0 -66
  33. package/types/PluginOptions.d.ts +0 -6
  34. package/types/index.d.ts +0 -3
  35. package/types/schemas/index.d.ts +0 -15
  36. package/types/schemas/schemas.d.ts +0 -168
  37. package/types/tools/index.d.ts +0 -17
  38. package/types/tools/marketData.d.ts +0 -40
  39. package/types/tools/order.d.ts +0 -12
  40. package/types/tools/parse.d.ts +0 -5
  41. package/types/tools/parseToJSON.d.ts +0 -5
  42. package/types/utils/messageHandler.d.ts +0 -18
@@ -1,1305 +0,0 @@
1
- // src/MCPLocal.ts
2
- import { Server } from "@modelcontextprotocol/sdk/server/index.js";
3
- import { StdioServerTransport } from "@modelcontextprotocol/sdk/server/stdio.js";
4
- import { z } from "zod";
5
-
6
- // src/MCPBase.ts
7
- var MCPBase = class {
8
- /**
9
- * Optional logger instance for diagnostics and output.
10
- * @protected
11
- */
12
- logger;
13
- /**
14
- * FIXParser instance, set during plugin register().
15
- * @protected
16
- */
17
- parser;
18
- /**
19
- * Called when server is setup and listening.
20
- * @protected
21
- */
22
- onReady = void 0;
23
- /**
24
- * Map to store verified orders before execution
25
- * @protected
26
- */
27
- verifiedOrders = /* @__PURE__ */ new Map();
28
- /**
29
- * Map to store pending market data requests
30
- * @protected
31
- */
32
- pendingRequests = /* @__PURE__ */ new Map();
33
- /**
34
- * Map to store market data prices
35
- * @protected
36
- */
37
- marketDataPrices = /* @__PURE__ */ new Map();
38
- /**
39
- * Maximum number of price history entries to keep per symbol
40
- * @protected
41
- */
42
- MAX_PRICE_HISTORY = 1e5;
43
- constructor({ logger, onReady }) {
44
- this.logger = logger;
45
- this.onReady = onReady;
46
- }
47
- };
48
-
49
- // src/schemas/schemas.ts
50
- var toolSchemas = {
51
- parse: {
52
- description: "Parses a FIX message and describes it in plain language",
53
- schema: {
54
- type: "object",
55
- properties: {
56
- fixString: { type: "string" }
57
- },
58
- required: ["fixString"]
59
- }
60
- },
61
- parseToJSON: {
62
- description: "Parses a FIX message into JSON",
63
- schema: {
64
- type: "object",
65
- properties: {
66
- fixString: { type: "string" }
67
- },
68
- required: ["fixString"]
69
- }
70
- },
71
- verifyOrder: {
72
- description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
73
- schema: {
74
- type: "object",
75
- properties: {
76
- clOrdID: { type: "string" },
77
- handlInst: {
78
- type: "string",
79
- enum: ["1", "2", "3"],
80
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
81
- },
82
- quantity: { type: "string" },
83
- price: { type: "string" },
84
- ordType: {
85
- type: "string",
86
- enum: [
87
- "1",
88
- "2",
89
- "3",
90
- "4",
91
- "5",
92
- "6",
93
- "7",
94
- "8",
95
- "9",
96
- "A",
97
- "B",
98
- "C",
99
- "D",
100
- "E",
101
- "F",
102
- "G",
103
- "H",
104
- "I",
105
- "J",
106
- "K",
107
- "L",
108
- "M",
109
- "P",
110
- "Q",
111
- "R",
112
- "S"
113
- ],
114
- 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"
115
- },
116
- side: {
117
- type: "string",
118
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
119
- 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"
120
- },
121
- symbol: { type: "string" },
122
- timeInForce: {
123
- type: "string",
124
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
125
- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
126
- }
127
- },
128
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
129
- }
130
- },
131
- executeOrder: {
132
- description: "Executes a verified order. verifyOrder must be called before executeOrder.",
133
- schema: {
134
- type: "object",
135
- properties: {
136
- clOrdID: { type: "string" },
137
- handlInst: {
138
- type: "string",
139
- enum: ["1", "2", "3"],
140
- description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
141
- },
142
- quantity: { type: "string" },
143
- price: { type: "string" },
144
- ordType: {
145
- type: "string",
146
- enum: [
147
- "1",
148
- "2",
149
- "3",
150
- "4",
151
- "5",
152
- "6",
153
- "7",
154
- "8",
155
- "9",
156
- "A",
157
- "B",
158
- "C",
159
- "D",
160
- "E",
161
- "F",
162
- "G",
163
- "H",
164
- "I",
165
- "J",
166
- "K",
167
- "L",
168
- "M",
169
- "P",
170
- "Q",
171
- "R",
172
- "S"
173
- ],
174
- description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
175
- },
176
- side: {
177
- type: "string",
178
- enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
179
- description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
180
- },
181
- symbol: { type: "string" },
182
- timeInForce: {
183
- type: "string",
184
- enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
185
- description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
186
- }
187
- },
188
- required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
189
- }
190
- },
191
- marketDataRequest: {
192
- description: "Requests market data for specified symbols",
193
- schema: {
194
- type: "object",
195
- properties: {
196
- mdUpdateType: {
197
- type: "string",
198
- enum: ["0", "1"],
199
- description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
200
- },
201
- symbols: { type: "array", items: { type: "string" } },
202
- mdReqID: { type: "string" },
203
- subscriptionRequestType: {
204
- type: "string",
205
- enum: ["0", "1", "2"],
206
- description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
207
- },
208
- mdEntryTypes: {
209
- type: "array",
210
- items: {
211
- type: "string",
212
- enum: [
213
- "0",
214
- "1",
215
- "2",
216
- "3",
217
- "4",
218
- "5",
219
- "6",
220
- "7",
221
- "8",
222
- "9",
223
- "A",
224
- "B",
225
- "C",
226
- "D",
227
- "E",
228
- "F",
229
- "G",
230
- "H",
231
- "I",
232
- "J",
233
- "K",
234
- "L",
235
- "M",
236
- "N",
237
- "O",
238
- "P",
239
- "Q",
240
- "R",
241
- "S",
242
- "T",
243
- "U",
244
- "V",
245
- "W",
246
- "X",
247
- "Y",
248
- "Z"
249
- ]
250
- },
251
- description: "Market Data Entry Types: 0=Bid, 1=Offer, 2=Trade, 3=Index Value, 4=Opening Price, 5=Closing Price, 6=Settlement Price, 7=High Price, 8=Low Price, 9=Trade Volume, A=Open Interest, B=Simulated Sell Price, C=Simulated Buy Price, D=Empty Book, E=Session High Bid, F=Session Low Offer, G=Fixing Price, H=Electronic Volume, I=Threshold Limits and Price Band Variation, J=Clearing Price, K=Open Interest Change, L=Last Trade Price, M=Last Trade Volume, N=Last Trade Time, O=Last Trade Tick, P=Last Trade Exchange, Q=Last Trade ID, R=Last Trade Side, S=Last Trade Price Change, T=Last Trade Price Change Percent, U=Last Trade Price Change Basis Points, V=Last Trade Price Change Points, W=Last Trade Price Change Ticks, X=Last Trade Price Change Ticks Percent, Y=Last Trade Price Change Ticks Basis Points, Z=Last Trade Price Change Ticks Points"
252
- }
253
- },
254
- required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
255
- }
256
- },
257
- getStockGraph: {
258
- description: "Generates a price chart for a given symbol",
259
- schema: {
260
- type: "object",
261
- properties: {
262
- symbol: { type: "string" }
263
- },
264
- required: ["symbol"]
265
- }
266
- },
267
- getStockPriceHistory: {
268
- description: "Returns price history for a given symbol",
269
- schema: {
270
- type: "object",
271
- properties: {
272
- symbol: { type: "string" }
273
- },
274
- required: ["symbol"]
275
- }
276
- }
277
- };
278
-
279
- // src/tools/marketData.ts
280
- import { Field, Fields, MDEntryType, Messages } from "fixparser";
281
- import QuickChart from "quickchart-js";
282
- var createMarketDataRequestHandler = (parser, pendingRequests) => {
283
- return async (args) => {
284
- try {
285
- const entryTypes = args.mdEntryTypes || [MDEntryType.Bid, MDEntryType.Offer, MDEntryType.TradeVolume];
286
- const messageFields = [
287
- new Field(Fields.MsgType, Messages.MarketDataRequest),
288
- new Field(Fields.SenderCompID, parser.sender),
289
- new Field(Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
290
- new Field(Fields.TargetCompID, parser.target),
291
- new Field(Fields.SendingTime, parser.getTimestamp()),
292
- new Field(Fields.MDReqID, args.mdReqID),
293
- new Field(Fields.SubscriptionRequestType, args.subscriptionRequestType),
294
- new Field(Fields.MarketDepth, 0),
295
- new Field(Fields.MDUpdateType, args.mdUpdateType)
296
- ];
297
- messageFields.push(new Field(Fields.NoRelatedSym, args.symbols.length));
298
- args.symbols.forEach((symbol) => {
299
- messageFields.push(new Field(Fields.Symbol, symbol));
300
- });
301
- messageFields.push(new Field(Fields.NoMDEntryTypes, entryTypes.length));
302
- entryTypes.forEach((entryType) => {
303
- messageFields.push(new Field(Fields.MDEntryType, entryType));
304
- });
305
- const mdr = parser.createMessage(...messageFields);
306
- if (!parser.connected) {
307
- return {
308
- content: [
309
- {
310
- type: "text",
311
- text: "Error: Not connected. Ignoring message.",
312
- uri: "marketDataRequest"
313
- }
314
- ],
315
- isError: true
316
- };
317
- }
318
- parser.send(mdr);
319
- return {
320
- content: [
321
- {
322
- type: "text",
323
- text: "Subscription to Market Data successful",
324
- uri: "marketDataRequest"
325
- }
326
- ]
327
- };
328
- } catch (error) {
329
- return {
330
- content: [
331
- {
332
- type: "text",
333
- text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
334
- uri: "marketDataRequest"
335
- }
336
- ],
337
- isError: true
338
- };
339
- }
340
- };
341
- };
342
- var createGetStockGraphHandler = (marketDataPrices) => {
343
- return async (args) => {
344
- try {
345
- const symbol = args.symbol;
346
- const priceHistory = marketDataPrices.get(symbol) || [];
347
- if (priceHistory.length === 0) {
348
- return {
349
- content: [
350
- {
351
- type: "text",
352
- text: `No price data available for ${symbol}`,
353
- uri: "getStockGraph"
354
- }
355
- ]
356
- };
357
- }
358
- const chart = new QuickChart();
359
- chart.setWidth(1200);
360
- chart.setHeight(600);
361
- chart.setBackgroundColor("transparent");
362
- const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
363
- const bidData = priceHistory.map((point) => point.bid);
364
- const offerData = priceHistory.map((point) => point.offer);
365
- const spreadData = priceHistory.map((point) => point.spread);
366
- const volumeData = priceHistory.map((point) => point.volume);
367
- const config = {
368
- type: "line",
369
- data: {
370
- labels,
371
- datasets: [
372
- {
373
- label: "Bid",
374
- data: bidData,
375
- borderColor: "#28a745",
376
- backgroundColor: "rgba(40, 167, 69, 0.1)",
377
- fill: false,
378
- tension: 0.4
379
- },
380
- {
381
- label: "Offer",
382
- data: offerData,
383
- borderColor: "#dc3545",
384
- backgroundColor: "rgba(220, 53, 69, 0.1)",
385
- fill: false,
386
- tension: 0.4
387
- },
388
- {
389
- label: "Spread",
390
- data: spreadData,
391
- borderColor: "#6c757d",
392
- backgroundColor: "rgba(108, 117, 125, 0.1)",
393
- fill: false,
394
- tension: 0.4
395
- },
396
- {
397
- label: "Volume",
398
- data: volumeData,
399
- borderColor: "#007bff",
400
- backgroundColor: "rgba(0, 123, 255, 0.1)",
401
- fill: true,
402
- tension: 0.4
403
- }
404
- ]
405
- },
406
- options: {
407
- responsive: true,
408
- plugins: {
409
- title: {
410
- display: true,
411
- text: `${symbol} Market Data`
412
- }
413
- },
414
- scales: {
415
- y: {
416
- beginAtZero: false
417
- }
418
- }
419
- }
420
- };
421
- chart.setConfig(config);
422
- const imageBuffer = await chart.toBinary();
423
- const base64 = imageBuffer.toString("base64");
424
- return {
425
- content: [
426
- {
427
- type: "resource",
428
- resource: {
429
- uri: "resource://graph",
430
- mimeType: "image/png",
431
- blob: base64
432
- }
433
- }
434
- ]
435
- };
436
- } catch (error) {
437
- return {
438
- content: [
439
- {
440
- type: "text",
441
- text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
442
- uri: "getStockGraph"
443
- }
444
- ],
445
- isError: true
446
- };
447
- }
448
- };
449
- };
450
- var createGetStockPriceHistoryHandler = (marketDataPrices) => {
451
- return async (args) => {
452
- try {
453
- const symbol = args.symbol;
454
- const priceHistory = marketDataPrices.get(symbol) || [];
455
- if (priceHistory.length === 0) {
456
- return {
457
- content: [
458
- {
459
- type: "text",
460
- text: `No price data available for ${symbol}`,
461
- uri: "getStockPriceHistory"
462
- }
463
- ]
464
- };
465
- }
466
- return {
467
- content: [
468
- {
469
- type: "text",
470
- text: JSON.stringify(
471
- {
472
- symbol,
473
- count: priceHistory.length,
474
- data: priceHistory.map((point) => ({
475
- timestamp: new Date(point.timestamp).toISOString(),
476
- bid: point.bid,
477
- offer: point.offer,
478
- spread: point.spread,
479
- volume: point.volume
480
- }))
481
- },
482
- null,
483
- 2
484
- ),
485
- uri: "getStockPriceHistory"
486
- }
487
- ]
488
- };
489
- } catch (error) {
490
- return {
491
- content: [
492
- {
493
- type: "text",
494
- text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
495
- uri: "getStockPriceHistory"
496
- }
497
- ],
498
- isError: true
499
- };
500
- }
501
- };
502
- };
503
-
504
- // src/tools/order.ts
505
- import { Field as Field2, Fields as Fields2, Messages as Messages2 } from "fixparser";
506
- var ordTypeNames = {
507
- "1": "Market",
508
- "2": "Limit",
509
- "3": "Stop",
510
- "4": "StopLimit",
511
- "5": "MarketOnClose",
512
- "6": "WithOrWithout",
513
- "7": "LimitOrBetter",
514
- "8": "LimitWithOrWithout",
515
- "9": "OnBasis",
516
- A: "OnClose",
517
- B: "LimitOnClose",
518
- C: "ForexMarket",
519
- D: "PreviouslyQuoted",
520
- E: "PreviouslyIndicated",
521
- F: "ForexLimit",
522
- G: "ForexSwap",
523
- H: "ForexPreviouslyQuoted",
524
- I: "Funari",
525
- J: "MarketIfTouched",
526
- K: "MarketWithLeftOverAsLimit",
527
- L: "PreviousFundValuationPoint",
528
- M: "NextFundValuationPoint",
529
- P: "Pegged",
530
- Q: "CounterOrderSelection",
531
- R: "StopOnBidOrOffer",
532
- S: "StopLimitOnBidOrOffer"
533
- };
534
- var sideNames = {
535
- "1": "Buy",
536
- "2": "Sell",
537
- "3": "BuyMinus",
538
- "4": "SellPlus",
539
- "5": "SellShort",
540
- "6": "SellShortExempt",
541
- "7": "Undisclosed",
542
- "8": "Cross",
543
- "9": "CrossShort",
544
- A: "CrossShortExempt",
545
- B: "AsDefined",
546
- C: "Opposite",
547
- D: "Subscribe",
548
- E: "Redeem",
549
- F: "Lend",
550
- G: "Borrow",
551
- H: "SellUndisclosed"
552
- };
553
- var timeInForceNames = {
554
- "0": "Day",
555
- "1": "GoodTillCancel",
556
- "2": "AtTheOpening",
557
- "3": "ImmediateOrCancel",
558
- "4": "FillOrKill",
559
- "5": "GoodTillCrossing",
560
- "6": "GoodTillDate",
561
- "7": "AtTheClose",
562
- "8": "GoodThroughCrossing",
563
- "9": "AtCrossing",
564
- A: "GoodForTime",
565
- B: "GoodForAuction",
566
- C: "GoodForMonth"
567
- };
568
- var handlInstNames = {
569
- "1": "AutomatedExecutionNoIntervention",
570
- "2": "AutomatedExecutionInterventionOK",
571
- "3": "ManualOrder"
572
- };
573
- var createVerifyOrderHandler = (parser, verifiedOrders) => {
574
- return async (args) => {
575
- try {
576
- verifiedOrders.set(args.clOrdID, {
577
- clOrdID: args.clOrdID,
578
- handlInst: args.handlInst,
579
- quantity: Number.parseFloat(String(args.quantity)),
580
- price: Number.parseFloat(String(args.price)),
581
- ordType: args.ordType,
582
- side: args.side,
583
- symbol: args.symbol,
584
- timeInForce: args.timeInForce
585
- });
586
- return {
587
- content: [
588
- {
589
- type: "text",
590
- text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
591
-
592
- Parameters verified:
593
- - ClOrdID: ${args.clOrdID}
594
- - HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
595
- - Quantity: ${args.quantity}
596
- - Price: ${args.price}
597
- - OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
598
- - Side: ${args.side} (${sideNames[args.side]})
599
- - Symbol: ${args.symbol}
600
- - TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
601
-
602
- To execute this order, call the executeOrder tool with these exact same parameters.`,
603
- uri: "verifyOrder"
604
- }
605
- ]
606
- };
607
- } catch (error) {
608
- return {
609
- content: [
610
- {
611
- type: "text",
612
- text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
613
- uri: "verifyOrder"
614
- }
615
- ],
616
- isError: true
617
- };
618
- }
619
- };
620
- };
621
- var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
622
- return async (args) => {
623
- try {
624
- const verifiedOrder = verifiedOrders.get(args.clOrdID);
625
- if (!verifiedOrder) {
626
- return {
627
- content: [
628
- {
629
- type: "text",
630
- text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
631
- uri: "executeOrder"
632
- }
633
- ],
634
- isError: true
635
- };
636
- }
637
- 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) {
638
- return {
639
- content: [
640
- {
641
- type: "text",
642
- text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
643
- uri: "executeOrder"
644
- }
645
- ],
646
- isError: true
647
- };
648
- }
649
- const response = new Promise((resolve) => {
650
- pendingRequests.set(args.clOrdID, resolve);
651
- });
652
- const order = parser.createMessage(
653
- new Field2(Fields2.MsgType, Messages2.NewOrderSingle),
654
- new Field2(Fields2.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
655
- new Field2(Fields2.SenderCompID, parser.sender),
656
- new Field2(Fields2.TargetCompID, parser.target),
657
- new Field2(Fields2.SendingTime, parser.getTimestamp()),
658
- new Field2(Fields2.ClOrdID, args.clOrdID),
659
- new Field2(Fields2.Side, args.side),
660
- new Field2(Fields2.Symbol, args.symbol),
661
- new Field2(Fields2.OrderQty, Number.parseFloat(String(args.quantity))),
662
- new Field2(Fields2.Price, Number.parseFloat(String(args.price))),
663
- new Field2(Fields2.OrdType, args.ordType),
664
- new Field2(Fields2.HandlInst, args.handlInst),
665
- new Field2(Fields2.TimeInForce, args.timeInForce),
666
- new Field2(Fields2.TransactTime, parser.getTimestamp())
667
- );
668
- if (!parser.connected) {
669
- return {
670
- content: [
671
- {
672
- type: "text",
673
- text: "Error: Not connected. Ignoring message.",
674
- uri: "executeOrder"
675
- }
676
- ],
677
- isError: true
678
- };
679
- }
680
- parser.send(order);
681
- const fixData = await response;
682
- verifiedOrders.delete(args.clOrdID);
683
- return {
684
- content: [
685
- {
686
- type: "text",
687
- 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())}`,
688
- uri: "executeOrder"
689
- }
690
- ]
691
- };
692
- } catch (error) {
693
- return {
694
- content: [
695
- {
696
- type: "text",
697
- text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
698
- uri: "executeOrder"
699
- }
700
- ],
701
- isError: true
702
- };
703
- }
704
- };
705
- };
706
-
707
- // src/tools/parse.ts
708
- var createParseHandler = (parser) => {
709
- return async (args) => {
710
- try {
711
- const parsedMessage = parser.parse(args.fixString);
712
- if (!parsedMessage || parsedMessage.length === 0) {
713
- return {
714
- content: [
715
- {
716
- type: "text",
717
- text: "Error: Failed to parse FIX string",
718
- uri: "parse"
719
- }
720
- ],
721
- isError: true
722
- };
723
- }
724
- return {
725
- content: [
726
- {
727
- type: "text",
728
- text: `${parsedMessage[0].description}
729
- ${parsedMessage[0].messageTypeDescription}`,
730
- uri: "parse"
731
- }
732
- ]
733
- };
734
- } catch (error) {
735
- return {
736
- content: [
737
- {
738
- type: "text",
739
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
740
- uri: "parse"
741
- }
742
- ],
743
- isError: true
744
- };
745
- }
746
- };
747
- };
748
-
749
- // src/tools/parseToJSON.ts
750
- var createParseToJSONHandler = (parser) => {
751
- return async (args) => {
752
- try {
753
- const parsedMessage = parser.parse(args.fixString);
754
- if (!parsedMessage || parsedMessage.length === 0) {
755
- return {
756
- content: [
757
- {
758
- type: "text",
759
- text: "Error: Failed to parse FIX string",
760
- uri: "parseToJSON"
761
- }
762
- ],
763
- isError: true
764
- };
765
- }
766
- return {
767
- content: [
768
- {
769
- type: "text",
770
- text: `${parsedMessage[0].toFIXJSON()}`,
771
- uri: "parseToJSON"
772
- }
773
- ]
774
- };
775
- } catch (error) {
776
- return {
777
- content: [
778
- {
779
- type: "text",
780
- text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
781
- uri: "parseToJSON"
782
- }
783
- ],
784
- isError: true
785
- };
786
- }
787
- };
788
- };
789
-
790
- // src/tools/index.ts
791
- var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
792
- parse: createParseHandler(parser),
793
- parseToJSON: createParseToJSONHandler(parser),
794
- verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
795
- executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
796
- marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
797
- getStockGraph: createGetStockGraphHandler(marketDataPrices),
798
- getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
799
- });
800
-
801
- // src/utils/messageHandler.ts
802
- import { Fields as Fields3, MDEntryType as MDEntryType2, Messages as Messages3 } from "fixparser";
803
- function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
804
- parser.logger.log({
805
- level: "info",
806
- message: `MCP Server received message: ${message.messageType}: ${message.description}`
807
- });
808
- const msgType = message.messageType;
809
- if (msgType === Messages3.MarketDataSnapshotFullRefresh || msgType === Messages3.MarketDataIncrementalRefresh) {
810
- const symbol = message.getField(Fields3.Symbol)?.value;
811
- const entries = message.getField(Fields3.NoMDEntries)?.value;
812
- let bid = 0;
813
- let offer = 0;
814
- let volume = 0;
815
- const entryTypes = message.getFields(Fields3.MDEntryType);
816
- const entryPrices = message.getFields(Fields3.MDEntryPx);
817
- const entrySizes = message.getFields(Fields3.MDEntrySize);
818
- if (entryTypes && entryPrices && entrySizes) {
819
- for (let i = 0; i < entries; i++) {
820
- const entryType = entryTypes[i]?.value;
821
- const entryPrice = Number.parseFloat(entryPrices[i]?.value);
822
- const entrySize = Number.parseFloat(entrySizes[i]?.value);
823
- if (entryType === MDEntryType2.Bid) {
824
- bid = entryPrice;
825
- } else if (entryType === MDEntryType2.Offer) {
826
- offer = entryPrice;
827
- }
828
- volume += entrySize;
829
- }
830
- }
831
- const spread = offer - bid;
832
- const timestamp = Date.now();
833
- const data = {
834
- timestamp,
835
- bid,
836
- offer,
837
- spread,
838
- volume
839
- };
840
- if (!marketDataPrices.has(symbol)) {
841
- marketDataPrices.set(symbol, []);
842
- }
843
- const prices = marketDataPrices.get(symbol);
844
- prices.push(data);
845
- if (prices.length > maxPriceHistory) {
846
- prices.splice(0, prices.length - maxPriceHistory);
847
- }
848
- onPriceUpdate?.(symbol, data);
849
- } else if (msgType === Messages3.ExecutionReport) {
850
- const reqId = message.getField(Fields3.ClOrdID)?.value;
851
- const callback = pendingRequests.get(reqId);
852
- if (callback) {
853
- callback(message);
854
- pendingRequests.delete(reqId);
855
- }
856
- }
857
- }
858
-
859
- // src/MCPLocal.ts
860
- var MCPLocal = class extends MCPBase {
861
- /**
862
- * Map to store verified orders before execution
863
- * @private
864
- */
865
- verifiedOrders = /* @__PURE__ */ new Map();
866
- /**
867
- * Map to store pending requests and their callbacks
868
- * @private
869
- */
870
- pendingRequests = /* @__PURE__ */ new Map();
871
- /**
872
- * Map to store market data prices for each symbol
873
- * @private
874
- */
875
- marketDataPrices = /* @__PURE__ */ new Map();
876
- /**
877
- * Maximum number of price points to store per symbol
878
- * @private
879
- */
880
- MAX_PRICE_HISTORY = 1e5;
881
- server = new Server(
882
- {
883
- name: "fixparser",
884
- version: "1.0.0"
885
- },
886
- {
887
- capabilities: {
888
- tools: Object.entries(toolSchemas).reduce(
889
- (acc, [name, { description, schema }]) => {
890
- acc[name] = {
891
- description,
892
- parameters: schema
893
- };
894
- return acc;
895
- },
896
- {}
897
- )
898
- }
899
- }
900
- );
901
- transport = new StdioServerTransport();
902
- constructor({ logger, onReady }) {
903
- super({ logger, onReady });
904
- }
905
- async register(parser) {
906
- this.parser = parser;
907
- this.parser.addOnMessageCallback((message) => {
908
- handleMessage(message, this.parser, this.pendingRequests, this.marketDataPrices, this.MAX_PRICE_HISTORY);
909
- });
910
- this.addWorkflows();
911
- await this.server.connect(this.transport);
912
- if (this.onReady) {
913
- this.onReady();
914
- }
915
- }
916
- addWorkflows() {
917
- if (!this.parser) {
918
- return;
919
- }
920
- if (!this.server) {
921
- return;
922
- }
923
- this.server.setRequestHandler(z.object({ method: z.literal("tools/list") }), async () => {
924
- return {
925
- tools: Object.entries(toolSchemas).map(([name, { description, schema }]) => ({
926
- name,
927
- description,
928
- inputSchema: schema
929
- }))
930
- };
931
- });
932
- this.server.setRequestHandler(
933
- z.object({
934
- method: z.literal("tools/call"),
935
- params: z.object({
936
- name: z.string(),
937
- arguments: z.any(),
938
- _meta: z.object({
939
- progressToken: z.number()
940
- }).optional()
941
- })
942
- }),
943
- async (request) => {
944
- const { name, arguments: args } = request.params;
945
- const toolHandlers = createToolHandlers(
946
- this.parser,
947
- this.verifiedOrders,
948
- this.pendingRequests,
949
- this.marketDataPrices
950
- );
951
- const handler = toolHandlers[name];
952
- if (!handler) {
953
- return {
954
- content: [
955
- {
956
- type: "text",
957
- text: `Tool not found: ${name}`,
958
- uri: name
959
- }
960
- ],
961
- isError: true
962
- };
963
- }
964
- const result = await handler(args);
965
- return {
966
- content: result.content,
967
- isError: result.isError
968
- };
969
- }
970
- );
971
- process.on("SIGINT", async () => {
972
- await this.server.close();
973
- process.exit(0);
974
- });
975
- }
976
- };
977
-
978
- // src/MCPRemote.ts
979
- import { randomUUID } from "node:crypto";
980
- import { createServer } from "node:http";
981
- import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
982
- import { StreamableHTTPServerTransport } from "@modelcontextprotocol/sdk/server/streamableHttp.js";
983
- import { isInitializeRequest } from "@modelcontextprotocol/sdk/types.js";
984
- import { z as z2 } from "zod";
985
- var transports = {};
986
- function jsonSchemaToZod(schema) {
987
- if (schema.type === "object") {
988
- const shape = {};
989
- for (const [key, prop] of Object.entries(schema.properties || {})) {
990
- const propSchema = prop;
991
- if (propSchema.type === "string") {
992
- if (propSchema.enum) {
993
- shape[key] = z2.enum(propSchema.enum);
994
- } else {
995
- shape[key] = z2.string();
996
- }
997
- } else if (propSchema.type === "number") {
998
- shape[key] = z2.number();
999
- } else if (propSchema.type === "boolean") {
1000
- shape[key] = z2.boolean();
1001
- } else if (propSchema.type === "array") {
1002
- if (propSchema.items.type === "string") {
1003
- shape[key] = z2.array(z2.string());
1004
- } else if (propSchema.items.type === "number") {
1005
- shape[key] = z2.array(z2.number());
1006
- } else if (propSchema.items.type === "boolean") {
1007
- shape[key] = z2.array(z2.boolean());
1008
- } else {
1009
- shape[key] = z2.array(z2.any());
1010
- }
1011
- } else {
1012
- shape[key] = z2.any();
1013
- }
1014
- }
1015
- return shape;
1016
- }
1017
- return {};
1018
- }
1019
- var MCPRemote = class extends MCPBase {
1020
- /**
1021
- * Port number the server will listen on.
1022
- * @private
1023
- */
1024
- port;
1025
- /**
1026
- * Node.js HTTP server instance created internally.
1027
- * @private
1028
- */
1029
- httpServer;
1030
- /**
1031
- * MCP server instance handling MCP protocol logic.
1032
- * @private
1033
- */
1034
- mcpServer;
1035
- /**
1036
- * Optional name of the plugin/server instance.
1037
- * @private
1038
- */
1039
- serverName;
1040
- /**
1041
- * Optional version string of the plugin/server.
1042
- * @private
1043
- */
1044
- serverVersion;
1045
- /**
1046
- * Map to store verified orders before execution
1047
- * @private
1048
- */
1049
- verifiedOrders = /* @__PURE__ */ new Map();
1050
- /**
1051
- * Map to store pending requests and their callbacks
1052
- * @private
1053
- */
1054
- pendingRequests = /* @__PURE__ */ new Map();
1055
- /**
1056
- * Map to store market data prices for each symbol
1057
- * @private
1058
- */
1059
- marketDataPrices = /* @__PURE__ */ new Map();
1060
- /**
1061
- * Maximum number of price points to store per symbol
1062
- * @private
1063
- */
1064
- MAX_PRICE_HISTORY = 1e5;
1065
- constructor({ port, logger, onReady }) {
1066
- super({ logger, onReady });
1067
- this.port = port;
1068
- }
1069
- async register(parser) {
1070
- this.parser = parser;
1071
- this.logger = parser.logger;
1072
- this.logger?.log({
1073
- level: "info",
1074
- message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
1075
- });
1076
- this.parser.addOnMessageCallback((message) => {
1077
- if (this.parser) {
1078
- handleMessage(
1079
- message,
1080
- this.parser,
1081
- this.pendingRequests,
1082
- this.marketDataPrices,
1083
- this.MAX_PRICE_HISTORY
1084
- );
1085
- }
1086
- });
1087
- this.httpServer = createServer(async (req, res) => {
1088
- this.logger?.log({
1089
- level: "info",
1090
- message: `Incoming request: ${req.method} ${req.url}`
1091
- });
1092
- if (!req.url || !req.method) {
1093
- this.logger?.log({
1094
- level: "error",
1095
- message: "Invalid request: missing URL or method"
1096
- });
1097
- res.writeHead(400);
1098
- res.end("Bad Request");
1099
- return;
1100
- }
1101
- if (req.url === "/mcp") {
1102
- const sessionId = req.headers["mcp-session-id"];
1103
- this.logger?.log({
1104
- level: "info",
1105
- message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
1106
- });
1107
- if (req.method === "POST") {
1108
- const bodyChunks = [];
1109
- req.on("data", (chunk) => {
1110
- bodyChunks.push(chunk);
1111
- });
1112
- req.on("end", async () => {
1113
- let parsed;
1114
- const body = Buffer.concat(bodyChunks).toString();
1115
- try {
1116
- parsed = JSON.parse(body);
1117
- this.logger?.log({
1118
- level: "info",
1119
- message: `Parsed request body: ${JSON.stringify(parsed)}`
1120
- });
1121
- } catch (err) {
1122
- this.logger?.log({
1123
- level: "error",
1124
- message: `Failed to parse JSON body: ${err}`
1125
- });
1126
- res.writeHead(400);
1127
- res.end(JSON.stringify({ error: "Invalid JSON" }));
1128
- return;
1129
- }
1130
- let transport;
1131
- if (sessionId && transports[sessionId]) {
1132
- this.logger?.log({
1133
- level: "info",
1134
- message: `Using existing transport for session: ${sessionId}`
1135
- });
1136
- transport = transports[sessionId];
1137
- } else if (!sessionId && req.method === "POST" && isInitializeRequest(parsed)) {
1138
- this.logger?.log({
1139
- level: "info",
1140
- message: "Creating new transport for initialization request"
1141
- });
1142
- transport = new StreamableHTTPServerTransport({
1143
- sessionIdGenerator: () => randomUUID(),
1144
- onsessioninitialized: (sessionId2) => {
1145
- this.logger?.log({
1146
- level: "info",
1147
- message: `New session initialized: ${sessionId2}`
1148
- });
1149
- transports[sessionId2] = transport;
1150
- }
1151
- });
1152
- transport.onclose = () => {
1153
- if (transport.sessionId) {
1154
- this.logger?.log({
1155
- level: "info",
1156
- message: `Session closed: ${transport.sessionId}`
1157
- });
1158
- delete transports[transport.sessionId];
1159
- }
1160
- };
1161
- this.mcpServer = new McpServer({
1162
- name: this.serverName || "FIXParser",
1163
- version: this.serverVersion || "1.0.0"
1164
- });
1165
- this.setupTools();
1166
- await this.mcpServer.connect(transport);
1167
- } else {
1168
- this.logger?.log({
1169
- level: "error",
1170
- message: "Invalid request: No valid session ID provided"
1171
- });
1172
- res.writeHead(400, { "Content-Type": "application/json" });
1173
- res.end(
1174
- JSON.stringify({
1175
- jsonrpc: "2.0",
1176
- error: {
1177
- code: -32e3,
1178
- message: "Bad Request: No valid session ID provided"
1179
- },
1180
- id: null
1181
- })
1182
- );
1183
- return;
1184
- }
1185
- try {
1186
- await transport.handleRequest(req, res, parsed);
1187
- this.logger?.log({
1188
- level: "info",
1189
- message: "Request handled successfully"
1190
- });
1191
- } catch (error) {
1192
- this.logger?.log({
1193
- level: "error",
1194
- message: `Error handling request: ${error}`
1195
- });
1196
- throw error;
1197
- }
1198
- });
1199
- } else if (req.method === "GET" || req.method === "DELETE") {
1200
- if (!sessionId || !transports[sessionId]) {
1201
- this.logger?.log({
1202
- level: "error",
1203
- message: `Invalid session ID for ${req.method} request: ${sessionId}`
1204
- });
1205
- res.writeHead(400);
1206
- res.end("Invalid or missing session ID");
1207
- return;
1208
- }
1209
- const transport = transports[sessionId];
1210
- try {
1211
- await transport.handleRequest(req, res);
1212
- this.logger?.log({
1213
- level: "info",
1214
- message: `${req.method} request handled successfully for session: ${sessionId}`
1215
- });
1216
- } catch (error) {
1217
- this.logger?.log({
1218
- level: "error",
1219
- message: `Error handling ${req.method} request: ${error}`
1220
- });
1221
- throw error;
1222
- }
1223
- } else {
1224
- this.logger?.log({
1225
- level: "error",
1226
- message: `Method not allowed: ${req.method}`
1227
- });
1228
- res.writeHead(405);
1229
- res.end("Method Not Allowed");
1230
- }
1231
- } else {
1232
- this.logger?.log({
1233
- level: "error",
1234
- message: `Not found: ${req.url}`
1235
- });
1236
- res.writeHead(404);
1237
- res.end("Not Found");
1238
- }
1239
- });
1240
- this.httpServer.listen(this.port, () => {
1241
- this.logger?.log({
1242
- level: "info",
1243
- message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
1244
- });
1245
- });
1246
- if (this.onReady) {
1247
- this.onReady();
1248
- }
1249
- }
1250
- setupTools() {
1251
- if (!this.parser) {
1252
- this.logger?.log({
1253
- level: "error",
1254
- message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
1255
- });
1256
- return;
1257
- }
1258
- if (!this.mcpServer) {
1259
- this.logger?.log({
1260
- level: "error",
1261
- message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
1262
- });
1263
- return;
1264
- }
1265
- const toolHandlers = createToolHandlers(
1266
- this.parser,
1267
- this.verifiedOrders,
1268
- this.pendingRequests,
1269
- this.marketDataPrices
1270
- );
1271
- Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
1272
- this.mcpServer?.registerTool(
1273
- name,
1274
- {
1275
- description,
1276
- inputSchema: jsonSchemaToZod(schema)
1277
- },
1278
- async (args) => {
1279
- const handler = toolHandlers[name];
1280
- if (!handler) {
1281
- return {
1282
- content: [
1283
- {
1284
- type: "text",
1285
- text: `Tool not found: ${name}`
1286
- }
1287
- ],
1288
- isError: true
1289
- };
1290
- }
1291
- const result = await handler(args);
1292
- return {
1293
- content: result.content,
1294
- isError: result.isError
1295
- };
1296
- }
1297
- );
1298
- });
1299
- }
1300
- };
1301
- export {
1302
- MCPLocal,
1303
- MCPRemote
1304
- };
1305
- //# sourceMappingURL=index.mjs.map