fixparser-plugin-mcp 9.1.7-945d3edd → 9.1.7-98e4fd71
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 +103 -138
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +435 -1044
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/esm/MCPLocal.mjs +103 -138
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +444 -1034
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build-examples/cjs/example_mcp_local.js +7 -7
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/esm/example_mcp_local.mjs +7 -7
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/package.json +6 -6
- package/types/MCPLocal.d.ts +9 -33
- package/types/MCPRemote.d.ts +27 -33
- package/build/cjs/index.js +0 -1343
- package/build/cjs/index.js.map +0 -7
- package/build/esm/index.mjs +0 -1305
- package/build/esm/index.mjs.map +0 -7
- package/build-examples/cjs/example_mcp_remote.js +0 -16
- package/build-examples/cjs/example_mcp_remote.js.map +0 -7
- package/build-examples/esm/example_mcp_remote.mjs +0 -16
- package/build-examples/esm/example_mcp_remote.mjs.map +0 -7
- package/types/MCPBase.d.ts +0 -49
- package/types/utils/messageHandler.d.ts +0 -18
package/build/cjs/MCPRemote.js
CHANGED
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@@ -1,9 +1,7 @@
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"use strict";
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-
var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -17,14 +15,6 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPRemote.ts
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@@ -39,906 +29,29 @@ var import_mcp = require("@modelcontextprotocol/sdk/server/mcp.js");
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var import_streamableHttp = require("@modelcontextprotocol/sdk/server/streamableHttp.js");
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var import_types = require("@modelcontextprotocol/sdk/types.js");
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var import_zod = require("zod");
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var
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var import_fixparser = require("fixparser");
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var transports = {};
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var MCPRemote = class {
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/**
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* Port number the server will listen on.
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* @private
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*/
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port;
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @private
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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* @protected
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*/
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parser;
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/**
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* Called when server is setup and listening.
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* @protected
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*/
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onReady = void 0;
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/**
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* Map to store verified orders before execution
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* @protected
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*/
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verifiedOrders = /* @__PURE__ */ new Map();
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/**
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* Map to store pending market data requests
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* @protected
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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/**
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* Map to store market data prices
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* @protected
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*/
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marketDataPrices = /* @__PURE__ */ new Map();
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/**
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* Maximum number of price history entries to keep per symbol
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* @protected
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*/
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MAX_PRICE_HISTORY = 1e5;
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constructor({ logger, onReady }) {
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this.logger = logger;
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this.onReady = onReady;
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}
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};
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// src/schemas/schemas.ts
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var toolSchemas = {
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parse: {
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description: "Parses a FIX message and describes it in plain language",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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parseToJSON: {
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description: "Parses a FIX message into JSON",
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schema: {
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type: "object",
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properties: {
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fixString: { type: "string" }
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},
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required: ["fixString"]
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}
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},
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verifyOrder: {
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description: "Verifies order parameters before execution. verifyOrder must be called before executeOrder.",
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schema: {
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type: "object",
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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type: "string",
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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type: "string",
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enum: [
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"1",
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"2",
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"3",
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"4",
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"8",
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"9",
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"A",
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"B",
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"C",
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"D",
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"E",
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"F",
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"G",
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"H",
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"I",
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"J",
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"K",
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"L",
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"M",
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"P",
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"R",
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"S"
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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type: "string",
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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executeOrder: {
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description: "Executes a verified order. verifyOrder must be called before executeOrder.",
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schema: {
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properties: {
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clOrdID: { type: "string" },
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handlInst: {
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enum: ["1", "2", "3"],
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description: "Handling Instructions: 1=Automated Execution No Intervention, 2=Automated Execution Intervention OK, 3=Manual Order"
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},
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quantity: { type: "string" },
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price: { type: "string" },
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ordType: {
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enum: [
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],
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description: "Order Type: 1=Market, 2=Limit, 3=Stop, 4=StopLimit, 5=MarketOnClose, 6=WithOrWithout, 7=LimitOrBetter, 8=LimitWithOrWithout, 9=OnBasis, A=OnClose, B=LimitOnClose, C=ForexMarket, D=PreviouslyQuoted, E=PreviouslyIndicated, F=ForexLimit, G=ForexSwap, H=ForexPreviouslyQuoted, I=Funari, J=MarketIfTouched, K=MarketWithLeftOverAsLimit, L=PreviousFundValuationPoint, M=NextFundValuationPoint, P=Pegged, Q=CounterOrderSelection, R=StopOnBidOrOffer, S=StopLimitOnBidOrOffer"
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},
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side: {
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type: "string",
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enum: ["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"],
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description: "Side: 1=Buy, 2=Sell, 3=BuyMinus, 4=SellPlus, 5=SellShort, 6=SellShortExempt, 7=Undisclosed, 8=Cross, 9=CrossShort, A=CrossShortExempt, B=AsDefined, C=Opposite, D=Subscribe, E=Redeem, F=Lend, G=Borrow, H=SellUndisclosed"
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},
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symbol: { type: "string" },
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timeInForce: {
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enum: ["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"],
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description: "Time In Force: 0=Day, 1=GoodTillCancel, 2=AtTheOpening, 3=ImmediateOrCancel, 4=FillOrKill, 5=GoodTillCrossing, 6=GoodTillDate, 7=AtTheClose, 8=GoodThroughCrossing, 9=AtCrossing, A=GoodForTime, B=GoodForAuction, C=GoodForMonth"
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}
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},
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required: ["clOrdID", "handlInst", "quantity", "price", "ordType", "side", "symbol", "timeInForce"]
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}
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},
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marketDataRequest: {
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description: "Requests market data for specified symbols",
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schema: {
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type: "object",
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properties: {
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mdUpdateType: {
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enum: ["0", "1"],
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description: "Market Data Update Type: 0=Full Refresh, 1=Incremental Refresh"
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},
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symbols: { type: "array", items: { type: "string" } },
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mdReqID: { type: "string" },
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subscriptionRequestType: {
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enum: ["0", "1", "2"],
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description: "Subscription Request Type: 0=Snapshot, 1=Snapshot + Updates, 2=Disable Previous Snapshot + Update Request"
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mdEntryTypes: {
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items: {
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enum: [
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]
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},
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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"
|
|
289
|
-
}
|
|
290
|
-
},
|
|
291
|
-
required: ["mdUpdateType", "symbols", "mdReqID", "subscriptionRequestType"]
|
|
292
|
-
}
|
|
293
|
-
},
|
|
294
|
-
getStockGraph: {
|
|
295
|
-
description: "Generates a price chart for a given symbol",
|
|
296
|
-
schema: {
|
|
297
|
-
type: "object",
|
|
298
|
-
properties: {
|
|
299
|
-
symbol: { type: "string" }
|
|
300
|
-
},
|
|
301
|
-
required: ["symbol"]
|
|
302
|
-
}
|
|
303
|
-
},
|
|
304
|
-
getStockPriceHistory: {
|
|
305
|
-
description: "Returns price history for a given symbol",
|
|
306
|
-
schema: {
|
|
307
|
-
type: "object",
|
|
308
|
-
properties: {
|
|
309
|
-
symbol: { type: "string" }
|
|
310
|
-
},
|
|
311
|
-
required: ["symbol"]
|
|
312
|
-
}
|
|
313
|
-
}
|
|
314
|
-
};
|
|
315
|
-
|
|
316
|
-
// src/tools/marketData.ts
|
|
317
|
-
var import_fixparser = require("fixparser");
|
|
318
|
-
var import_quickchart_js = __toESM(require("quickchart-js"), 1);
|
|
319
|
-
var createMarketDataRequestHandler = (parser, pendingRequests) => {
|
|
320
|
-
return async (args) => {
|
|
321
|
-
try {
|
|
322
|
-
const entryTypes = args.mdEntryTypes || [import_fixparser.MDEntryType.Bid, import_fixparser.MDEntryType.Offer, import_fixparser.MDEntryType.TradeVolume];
|
|
323
|
-
const messageFields = [
|
|
324
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
325
|
-
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
326
|
-
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
327
|
-
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
328
|
-
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
329
|
-
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
330
|
-
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
331
|
-
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
332
|
-
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
333
|
-
];
|
|
334
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
335
|
-
args.symbols.forEach((symbol) => {
|
|
336
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
337
|
-
});
|
|
338
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
339
|
-
entryTypes.forEach((entryType) => {
|
|
340
|
-
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
341
|
-
});
|
|
342
|
-
const mdr = parser.createMessage(...messageFields);
|
|
343
|
-
if (!parser.connected) {
|
|
344
|
-
return {
|
|
345
|
-
content: [
|
|
346
|
-
{
|
|
347
|
-
type: "text",
|
|
348
|
-
text: "Error: Not connected. Ignoring message.",
|
|
349
|
-
uri: "marketDataRequest"
|
|
350
|
-
}
|
|
351
|
-
],
|
|
352
|
-
isError: true
|
|
353
|
-
};
|
|
354
|
-
}
|
|
355
|
-
parser.send(mdr);
|
|
356
|
-
return {
|
|
357
|
-
content: [
|
|
358
|
-
{
|
|
359
|
-
type: "text",
|
|
360
|
-
text: "Subscription to Market Data successful",
|
|
361
|
-
uri: "marketDataRequest"
|
|
362
|
-
}
|
|
363
|
-
]
|
|
364
|
-
};
|
|
365
|
-
} catch (error) {
|
|
366
|
-
return {
|
|
367
|
-
content: [
|
|
368
|
-
{
|
|
369
|
-
type: "text",
|
|
370
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
371
|
-
uri: "marketDataRequest"
|
|
372
|
-
}
|
|
373
|
-
],
|
|
374
|
-
isError: true
|
|
375
|
-
};
|
|
376
|
-
}
|
|
377
|
-
};
|
|
378
|
-
};
|
|
379
|
-
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
380
|
-
return async (args) => {
|
|
381
|
-
try {
|
|
382
|
-
const symbol = args.symbol;
|
|
383
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
384
|
-
if (priceHistory.length === 0) {
|
|
385
|
-
return {
|
|
386
|
-
content: [
|
|
387
|
-
{
|
|
388
|
-
type: "text",
|
|
389
|
-
text: `No price data available for ${symbol}`,
|
|
390
|
-
uri: "getStockGraph"
|
|
391
|
-
}
|
|
392
|
-
]
|
|
393
|
-
};
|
|
394
|
-
}
|
|
395
|
-
const chart = new import_quickchart_js.default();
|
|
396
|
-
chart.setWidth(1200);
|
|
397
|
-
chart.setHeight(600);
|
|
398
|
-
chart.setBackgroundColor("transparent");
|
|
399
|
-
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
400
|
-
const bidData = priceHistory.map((point) => point.bid);
|
|
401
|
-
const offerData = priceHistory.map((point) => point.offer);
|
|
402
|
-
const spreadData = priceHistory.map((point) => point.spread);
|
|
403
|
-
const volumeData = priceHistory.map((point) => point.volume);
|
|
404
|
-
const config = {
|
|
405
|
-
type: "line",
|
|
406
|
-
data: {
|
|
407
|
-
labels,
|
|
408
|
-
datasets: [
|
|
409
|
-
{
|
|
410
|
-
label: "Bid",
|
|
411
|
-
data: bidData,
|
|
412
|
-
borderColor: "#28a745",
|
|
413
|
-
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
414
|
-
fill: false,
|
|
415
|
-
tension: 0.4
|
|
416
|
-
},
|
|
417
|
-
{
|
|
418
|
-
label: "Offer",
|
|
419
|
-
data: offerData,
|
|
420
|
-
borderColor: "#dc3545",
|
|
421
|
-
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
422
|
-
fill: false,
|
|
423
|
-
tension: 0.4
|
|
424
|
-
},
|
|
425
|
-
{
|
|
426
|
-
label: "Spread",
|
|
427
|
-
data: spreadData,
|
|
428
|
-
borderColor: "#6c757d",
|
|
429
|
-
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
430
|
-
fill: false,
|
|
431
|
-
tension: 0.4
|
|
432
|
-
},
|
|
433
|
-
{
|
|
434
|
-
label: "Volume",
|
|
435
|
-
data: volumeData,
|
|
436
|
-
borderColor: "#007bff",
|
|
437
|
-
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
438
|
-
fill: true,
|
|
439
|
-
tension: 0.4
|
|
440
|
-
}
|
|
441
|
-
]
|
|
442
|
-
},
|
|
443
|
-
options: {
|
|
444
|
-
responsive: true,
|
|
445
|
-
plugins: {
|
|
446
|
-
title: {
|
|
447
|
-
display: true,
|
|
448
|
-
text: `${symbol} Market Data`
|
|
449
|
-
}
|
|
450
|
-
},
|
|
451
|
-
scales: {
|
|
452
|
-
y: {
|
|
453
|
-
beginAtZero: false
|
|
454
|
-
}
|
|
455
|
-
}
|
|
456
|
-
}
|
|
457
|
-
};
|
|
458
|
-
chart.setConfig(config);
|
|
459
|
-
const imageBuffer = await chart.toBinary();
|
|
460
|
-
const base64 = imageBuffer.toString("base64");
|
|
461
|
-
return {
|
|
462
|
-
content: [
|
|
463
|
-
{
|
|
464
|
-
type: "resource",
|
|
465
|
-
resource: {
|
|
466
|
-
uri: "resource://graph",
|
|
467
|
-
mimeType: "image/png",
|
|
468
|
-
blob: base64
|
|
469
|
-
}
|
|
470
|
-
}
|
|
471
|
-
]
|
|
472
|
-
};
|
|
473
|
-
} catch (error) {
|
|
474
|
-
return {
|
|
475
|
-
content: [
|
|
476
|
-
{
|
|
477
|
-
type: "text",
|
|
478
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to generate chart"}`,
|
|
479
|
-
uri: "getStockGraph"
|
|
480
|
-
}
|
|
481
|
-
],
|
|
482
|
-
isError: true
|
|
483
|
-
};
|
|
484
|
-
}
|
|
485
|
-
};
|
|
486
|
-
};
|
|
487
|
-
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
488
|
-
return async (args) => {
|
|
489
|
-
try {
|
|
490
|
-
const symbol = args.symbol;
|
|
491
|
-
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
492
|
-
if (priceHistory.length === 0) {
|
|
493
|
-
return {
|
|
494
|
-
content: [
|
|
495
|
-
{
|
|
496
|
-
type: "text",
|
|
497
|
-
text: `No price data available for ${symbol}`,
|
|
498
|
-
uri: "getStockPriceHistory"
|
|
499
|
-
}
|
|
500
|
-
]
|
|
501
|
-
};
|
|
502
|
-
}
|
|
503
|
-
return {
|
|
504
|
-
content: [
|
|
505
|
-
{
|
|
506
|
-
type: "text",
|
|
507
|
-
text: JSON.stringify(
|
|
508
|
-
{
|
|
509
|
-
symbol,
|
|
510
|
-
count: priceHistory.length,
|
|
511
|
-
data: priceHistory.map((point) => ({
|
|
512
|
-
timestamp: new Date(point.timestamp).toISOString(),
|
|
513
|
-
bid: point.bid,
|
|
514
|
-
offer: point.offer,
|
|
515
|
-
spread: point.spread,
|
|
516
|
-
volume: point.volume
|
|
517
|
-
}))
|
|
518
|
-
},
|
|
519
|
-
null,
|
|
520
|
-
2
|
|
521
|
-
),
|
|
522
|
-
uri: "getStockPriceHistory"
|
|
523
|
-
}
|
|
524
|
-
]
|
|
525
|
-
};
|
|
526
|
-
} catch (error) {
|
|
527
|
-
return {
|
|
528
|
-
content: [
|
|
529
|
-
{
|
|
530
|
-
type: "text",
|
|
531
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to get stock price history"}`,
|
|
532
|
-
uri: "getStockPriceHistory"
|
|
533
|
-
}
|
|
534
|
-
],
|
|
535
|
-
isError: true
|
|
536
|
-
};
|
|
537
|
-
}
|
|
538
|
-
};
|
|
539
|
-
};
|
|
540
|
-
|
|
541
|
-
// src/tools/order.ts
|
|
542
|
-
var import_fixparser2 = require("fixparser");
|
|
543
|
-
var ordTypeNames = {
|
|
544
|
-
"1": "Market",
|
|
545
|
-
"2": "Limit",
|
|
546
|
-
"3": "Stop",
|
|
547
|
-
"4": "StopLimit",
|
|
548
|
-
"5": "MarketOnClose",
|
|
549
|
-
"6": "WithOrWithout",
|
|
550
|
-
"7": "LimitOrBetter",
|
|
551
|
-
"8": "LimitWithOrWithout",
|
|
552
|
-
"9": "OnBasis",
|
|
553
|
-
A: "OnClose",
|
|
554
|
-
B: "LimitOnClose",
|
|
555
|
-
C: "ForexMarket",
|
|
556
|
-
D: "PreviouslyQuoted",
|
|
557
|
-
E: "PreviouslyIndicated",
|
|
558
|
-
F: "ForexLimit",
|
|
559
|
-
G: "ForexSwap",
|
|
560
|
-
H: "ForexPreviouslyQuoted",
|
|
561
|
-
I: "Funari",
|
|
562
|
-
J: "MarketIfTouched",
|
|
563
|
-
K: "MarketWithLeftOverAsLimit",
|
|
564
|
-
L: "PreviousFundValuationPoint",
|
|
565
|
-
M: "NextFundValuationPoint",
|
|
566
|
-
P: "Pegged",
|
|
567
|
-
Q: "CounterOrderSelection",
|
|
568
|
-
R: "StopOnBidOrOffer",
|
|
569
|
-
S: "StopLimitOnBidOrOffer"
|
|
570
|
-
};
|
|
571
|
-
var sideNames = {
|
|
572
|
-
"1": "Buy",
|
|
573
|
-
"2": "Sell",
|
|
574
|
-
"3": "BuyMinus",
|
|
575
|
-
"4": "SellPlus",
|
|
576
|
-
"5": "SellShort",
|
|
577
|
-
"6": "SellShortExempt",
|
|
578
|
-
"7": "Undisclosed",
|
|
579
|
-
"8": "Cross",
|
|
580
|
-
"9": "CrossShort",
|
|
581
|
-
A: "CrossShortExempt",
|
|
582
|
-
B: "AsDefined",
|
|
583
|
-
C: "Opposite",
|
|
584
|
-
D: "Subscribe",
|
|
585
|
-
E: "Redeem",
|
|
586
|
-
F: "Lend",
|
|
587
|
-
G: "Borrow",
|
|
588
|
-
H: "SellUndisclosed"
|
|
589
|
-
};
|
|
590
|
-
var timeInForceNames = {
|
|
591
|
-
"0": "Day",
|
|
592
|
-
"1": "GoodTillCancel",
|
|
593
|
-
"2": "AtTheOpening",
|
|
594
|
-
"3": "ImmediateOrCancel",
|
|
595
|
-
"4": "FillOrKill",
|
|
596
|
-
"5": "GoodTillCrossing",
|
|
597
|
-
"6": "GoodTillDate",
|
|
598
|
-
"7": "AtTheClose",
|
|
599
|
-
"8": "GoodThroughCrossing",
|
|
600
|
-
"9": "AtCrossing",
|
|
601
|
-
A: "GoodForTime",
|
|
602
|
-
B: "GoodForAuction",
|
|
603
|
-
C: "GoodForMonth"
|
|
604
|
-
};
|
|
605
|
-
var handlInstNames = {
|
|
606
|
-
"1": "AutomatedExecutionNoIntervention",
|
|
607
|
-
"2": "AutomatedExecutionInterventionOK",
|
|
608
|
-
"3": "ManualOrder"
|
|
609
|
-
};
|
|
610
|
-
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
611
|
-
return async (args) => {
|
|
612
|
-
try {
|
|
613
|
-
verifiedOrders.set(args.clOrdID, {
|
|
614
|
-
clOrdID: args.clOrdID,
|
|
615
|
-
handlInst: args.handlInst,
|
|
616
|
-
quantity: Number.parseFloat(String(args.quantity)),
|
|
617
|
-
price: Number.parseFloat(String(args.price)),
|
|
618
|
-
ordType: args.ordType,
|
|
619
|
-
side: args.side,
|
|
620
|
-
symbol: args.symbol,
|
|
621
|
-
timeInForce: args.timeInForce
|
|
622
|
-
});
|
|
623
|
-
return {
|
|
624
|
-
content: [
|
|
625
|
-
{
|
|
626
|
-
type: "text",
|
|
627
|
-
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
628
|
-
|
|
629
|
-
Parameters verified:
|
|
630
|
-
- ClOrdID: ${args.clOrdID}
|
|
631
|
-
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
632
|
-
- Quantity: ${args.quantity}
|
|
633
|
-
- Price: ${args.price}
|
|
634
|
-
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
635
|
-
- Side: ${args.side} (${sideNames[args.side]})
|
|
636
|
-
- Symbol: ${args.symbol}
|
|
637
|
-
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
638
|
-
|
|
639
|
-
To execute this order, call the executeOrder tool with these exact same parameters.`,
|
|
640
|
-
uri: "verifyOrder"
|
|
641
|
-
}
|
|
642
|
-
]
|
|
643
|
-
};
|
|
644
|
-
} catch (error) {
|
|
645
|
-
return {
|
|
646
|
-
content: [
|
|
647
|
-
{
|
|
648
|
-
type: "text",
|
|
649
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
650
|
-
uri: "verifyOrder"
|
|
651
|
-
}
|
|
652
|
-
],
|
|
653
|
-
isError: true
|
|
654
|
-
};
|
|
655
|
-
}
|
|
656
|
-
};
|
|
657
|
-
};
|
|
658
|
-
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
659
|
-
return async (args) => {
|
|
660
|
-
try {
|
|
661
|
-
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
662
|
-
if (!verifiedOrder) {
|
|
663
|
-
return {
|
|
664
|
-
content: [
|
|
665
|
-
{
|
|
666
|
-
type: "text",
|
|
667
|
-
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
668
|
-
uri: "executeOrder"
|
|
669
|
-
}
|
|
670
|
-
],
|
|
671
|
-
isError: true
|
|
672
|
-
};
|
|
673
|
-
}
|
|
674
|
-
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) {
|
|
675
|
-
return {
|
|
676
|
-
content: [
|
|
677
|
-
{
|
|
678
|
-
type: "text",
|
|
679
|
-
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
680
|
-
uri: "executeOrder"
|
|
681
|
-
}
|
|
682
|
-
],
|
|
683
|
-
isError: true
|
|
684
|
-
};
|
|
685
|
-
}
|
|
686
|
-
const response = new Promise((resolve) => {
|
|
687
|
-
pendingRequests.set(args.clOrdID, resolve);
|
|
688
|
-
});
|
|
689
|
-
const order = parser.createMessage(
|
|
690
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
691
|
-
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
692
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
693
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
694
|
-
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
695
|
-
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
696
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
697
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
698
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
699
|
-
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
700
|
-
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
701
|
-
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
702
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
703
|
-
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
704
|
-
);
|
|
705
|
-
if (!parser.connected) {
|
|
706
|
-
return {
|
|
707
|
-
content: [
|
|
708
|
-
{
|
|
709
|
-
type: "text",
|
|
710
|
-
text: "Error: Not connected. Ignoring message.",
|
|
711
|
-
uri: "executeOrder"
|
|
712
|
-
}
|
|
713
|
-
],
|
|
714
|
-
isError: true
|
|
715
|
-
};
|
|
716
|
-
}
|
|
717
|
-
parser.send(order);
|
|
718
|
-
const fixData = await response;
|
|
719
|
-
verifiedOrders.delete(args.clOrdID);
|
|
720
|
-
return {
|
|
721
|
-
content: [
|
|
722
|
-
{
|
|
723
|
-
type: "text",
|
|
724
|
-
text: fixData.messageType === import_fixparser2.Messages.Reject ? `Reject message for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}` : `Execution Report for order ${args.clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
725
|
-
uri: "executeOrder"
|
|
726
|
-
}
|
|
727
|
-
]
|
|
728
|
-
};
|
|
729
|
-
} catch (error) {
|
|
730
|
-
return {
|
|
731
|
-
content: [
|
|
732
|
-
{
|
|
733
|
-
type: "text",
|
|
734
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
735
|
-
uri: "executeOrder"
|
|
736
|
-
}
|
|
737
|
-
],
|
|
738
|
-
isError: true
|
|
739
|
-
};
|
|
740
|
-
}
|
|
741
|
-
};
|
|
742
|
-
};
|
|
743
|
-
|
|
744
|
-
// src/tools/parse.ts
|
|
745
|
-
var createParseHandler = (parser) => {
|
|
746
|
-
return async (args) => {
|
|
747
|
-
try {
|
|
748
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
749
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
750
|
-
return {
|
|
751
|
-
content: [
|
|
752
|
-
{
|
|
753
|
-
type: "text",
|
|
754
|
-
text: "Error: Failed to parse FIX string",
|
|
755
|
-
uri: "parse"
|
|
756
|
-
}
|
|
757
|
-
],
|
|
758
|
-
isError: true
|
|
759
|
-
};
|
|
760
|
-
}
|
|
761
|
-
return {
|
|
762
|
-
content: [
|
|
763
|
-
{
|
|
764
|
-
type: "text",
|
|
765
|
-
text: `${parsedMessage[0].description}
|
|
766
|
-
${parsedMessage[0].messageTypeDescription}`,
|
|
767
|
-
uri: "parse"
|
|
768
|
-
}
|
|
769
|
-
]
|
|
770
|
-
};
|
|
771
|
-
} catch (error) {
|
|
772
|
-
return {
|
|
773
|
-
content: [
|
|
774
|
-
{
|
|
775
|
-
type: "text",
|
|
776
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
777
|
-
uri: "parse"
|
|
778
|
-
}
|
|
779
|
-
],
|
|
780
|
-
isError: true
|
|
781
|
-
};
|
|
782
|
-
}
|
|
783
|
-
};
|
|
784
|
-
};
|
|
785
|
-
|
|
786
|
-
// src/tools/parseToJSON.ts
|
|
787
|
-
var createParseToJSONHandler = (parser) => {
|
|
788
|
-
return async (args) => {
|
|
789
|
-
try {
|
|
790
|
-
const parsedMessage = parser.parse(args.fixString);
|
|
791
|
-
if (!parsedMessage || parsedMessage.length === 0) {
|
|
792
|
-
return {
|
|
793
|
-
content: [
|
|
794
|
-
{
|
|
795
|
-
type: "text",
|
|
796
|
-
text: "Error: Failed to parse FIX string",
|
|
797
|
-
uri: "parseToJSON"
|
|
798
|
-
}
|
|
799
|
-
],
|
|
800
|
-
isError: true
|
|
801
|
-
};
|
|
802
|
-
}
|
|
803
|
-
return {
|
|
804
|
-
content: [
|
|
805
|
-
{
|
|
806
|
-
type: "text",
|
|
807
|
-
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
808
|
-
uri: "parseToJSON"
|
|
809
|
-
}
|
|
810
|
-
]
|
|
811
|
-
};
|
|
812
|
-
} catch (error) {
|
|
813
|
-
return {
|
|
814
|
-
content: [
|
|
815
|
-
{
|
|
816
|
-
type: "text",
|
|
817
|
-
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
818
|
-
uri: "parseToJSON"
|
|
819
|
-
}
|
|
820
|
-
],
|
|
821
|
-
isError: true
|
|
822
|
-
};
|
|
823
|
-
}
|
|
824
|
-
};
|
|
825
|
-
};
|
|
826
|
-
|
|
827
|
-
// src/tools/index.ts
|
|
828
|
-
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
829
|
-
parse: createParseHandler(parser),
|
|
830
|
-
parseToJSON: createParseToJSONHandler(parser),
|
|
831
|
-
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
832
|
-
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
833
|
-
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
834
|
-
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
835
|
-
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
836
|
-
});
|
|
837
|
-
|
|
838
|
-
// src/utils/messageHandler.ts
|
|
839
|
-
var import_fixparser3 = require("fixparser");
|
|
840
|
-
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
841
|
-
parser.logger.log({
|
|
842
|
-
level: "info",
|
|
843
|
-
message: `MCP Server received message: ${message.messageType}: ${message.description}`
|
|
844
|
-
});
|
|
845
|
-
const msgType = message.messageType;
|
|
846
|
-
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
847
|
-
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
848
|
-
const entries = message.getField(import_fixparser3.Fields.NoMDEntries)?.value;
|
|
849
|
-
let bid = 0;
|
|
850
|
-
let offer = 0;
|
|
851
|
-
let volume = 0;
|
|
852
|
-
const entryTypes = message.getFields(import_fixparser3.Fields.MDEntryType);
|
|
853
|
-
const entryPrices = message.getFields(import_fixparser3.Fields.MDEntryPx);
|
|
854
|
-
const entrySizes = message.getFields(import_fixparser3.Fields.MDEntrySize);
|
|
855
|
-
if (entryTypes && entryPrices && entrySizes) {
|
|
856
|
-
for (let i = 0; i < entries; i++) {
|
|
857
|
-
const entryType = entryTypes[i]?.value;
|
|
858
|
-
const entryPrice = Number.parseFloat(entryPrices[i]?.value);
|
|
859
|
-
const entrySize = Number.parseFloat(entrySizes[i]?.value);
|
|
860
|
-
if (entryType === import_fixparser3.MDEntryType.Bid) {
|
|
861
|
-
bid = entryPrice;
|
|
862
|
-
} else if (entryType === import_fixparser3.MDEntryType.Offer) {
|
|
863
|
-
offer = entryPrice;
|
|
864
|
-
}
|
|
865
|
-
volume += entrySize;
|
|
866
|
-
}
|
|
867
|
-
}
|
|
868
|
-
const spread = offer - bid;
|
|
869
|
-
const timestamp = Date.now();
|
|
870
|
-
const data = {
|
|
871
|
-
timestamp,
|
|
872
|
-
bid,
|
|
873
|
-
offer,
|
|
874
|
-
spread,
|
|
875
|
-
volume
|
|
876
|
-
};
|
|
877
|
-
if (!marketDataPrices.has(symbol)) {
|
|
878
|
-
marketDataPrices.set(symbol, []);
|
|
879
|
-
}
|
|
880
|
-
const prices = marketDataPrices.get(symbol);
|
|
881
|
-
prices.push(data);
|
|
882
|
-
if (prices.length > maxPriceHistory) {
|
|
883
|
-
prices.splice(0, prices.length - maxPriceHistory);
|
|
884
|
-
}
|
|
885
|
-
onPriceUpdate?.(symbol, data);
|
|
886
|
-
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
887
|
-
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
888
|
-
const callback = pendingRequests.get(reqId);
|
|
889
|
-
if (callback) {
|
|
890
|
-
callback(message);
|
|
891
|
-
pendingRequests.delete(reqId);
|
|
892
|
-
}
|
|
893
|
-
}
|
|
894
|
-
}
|
|
895
|
-
|
|
896
|
-
// src/MCPRemote.ts
|
|
897
|
-
var transports = {};
|
|
898
|
-
function jsonSchemaToZod(schema) {
|
|
899
|
-
if (schema.type === "object") {
|
|
900
|
-
const shape = {};
|
|
901
|
-
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
902
|
-
const propSchema = prop;
|
|
903
|
-
if (propSchema.type === "string") {
|
|
904
|
-
if (propSchema.enum) {
|
|
905
|
-
shape[key] = import_zod.z.enum(propSchema.enum);
|
|
906
|
-
} else {
|
|
907
|
-
shape[key] = import_zod.z.string();
|
|
908
|
-
}
|
|
909
|
-
} else if (propSchema.type === "number") {
|
|
910
|
-
shape[key] = import_zod.z.number();
|
|
911
|
-
} else if (propSchema.type === "boolean") {
|
|
912
|
-
shape[key] = import_zod.z.boolean();
|
|
913
|
-
} else if (propSchema.type === "array") {
|
|
914
|
-
if (propSchema.items.type === "string") {
|
|
915
|
-
shape[key] = import_zod.z.array(import_zod.z.string());
|
|
916
|
-
} else if (propSchema.items.type === "number") {
|
|
917
|
-
shape[key] = import_zod.z.array(import_zod.z.number());
|
|
918
|
-
} else if (propSchema.items.type === "boolean") {
|
|
919
|
-
shape[key] = import_zod.z.array(import_zod.z.boolean());
|
|
920
|
-
} else {
|
|
921
|
-
shape[key] = import_zod.z.array(import_zod.z.any());
|
|
922
|
-
}
|
|
923
|
-
} else {
|
|
924
|
-
shape[key] = import_zod.z.any();
|
|
925
|
-
}
|
|
926
|
-
}
|
|
927
|
-
return shape;
|
|
928
|
-
}
|
|
929
|
-
return {};
|
|
930
|
-
}
|
|
931
|
-
var MCPRemote = class extends MCPBase {
|
|
932
|
-
/**
|
|
933
|
-
* Port number the server will listen on.
|
|
934
47
|
* @private
|
|
935
48
|
*/
|
|
936
|
-
|
|
49
|
+
parser;
|
|
937
50
|
/**
|
|
938
51
|
* Node.js HTTP server instance created internally.
|
|
939
52
|
* @private
|
|
940
53
|
*/
|
|
941
|
-
|
|
54
|
+
server;
|
|
942
55
|
/**
|
|
943
56
|
* MCP server instance handling MCP protocol logic.
|
|
944
57
|
* @private
|
|
@@ -948,74 +61,90 @@ var MCPRemote = class extends MCPBase {
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948
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* Optional name of the plugin/server instance.
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949
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* @private
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950
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*/
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951
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-
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64
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+
name;
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952
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/**
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953
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* Optional version string of the plugin/server.
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954
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* @private
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955
68
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*/
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956
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-
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69
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+
version;
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957
70
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/**
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958
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-
*
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71
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+
* Called when server is setup and listening.
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959
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* @private
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960
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*/
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961
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-
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74
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+
onReady = void 0;
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962
75
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/**
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963
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-
*
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76
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+
* A map of pending market data requests, keyed by MDReqID.
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77
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+
* Each entry contains a resolver function that is called when the corresponding
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78
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+
* FIX Message is received.
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964
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* @private
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80
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+
* @type {Map<string, (data: Message) => void>}
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*/
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pendingRequests = /* @__PURE__ */ new Map();
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967
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-
/**
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968
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* Map to store market data prices for each symbol
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969
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-
* @private
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970
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*/
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-
marketDataPrices = /* @__PURE__ */ new Map();
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972
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/**
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973
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* Maximum number of price points to store per symbol
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974
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* @private
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975
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*/
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976
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-
MAX_PRICE_HISTORY = 1e5;
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977
83
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constructor({ port, logger, onReady }) {
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978
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-
super({ logger, onReady });
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979
84
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this.port = port;
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85
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+
if (logger) this.logger = logger;
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86
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+
if (onReady) this.onReady = onReady;
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980
87
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}
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981
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async register(parser) {
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982
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this.parser = parser;
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90
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+
this.parser.addOnMessageCallback((message) => {
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91
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this.logger?.log({
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92
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level: "info",
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93
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message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
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94
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});
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95
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const msgType = message.messageType;
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96
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if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
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97
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const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
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98
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if (idField) {
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99
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const id = idField.value;
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100
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if (typeof id === "string" || typeof id === "number") {
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const callback = this.pendingRequests.get(String(id));
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if (callback) {
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callback(message);
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this.pendingRequests.delete(String(id));
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105
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}
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106
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+
}
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107
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+
}
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}
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109
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});
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this.logger = parser.logger;
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984
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this.logger?.log({
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level: "info",
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986
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message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
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987
114
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});
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988
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-
this.
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989
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if (this.parser) {
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990
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handleMessage(
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991
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message,
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992
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this.parser,
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993
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-
this.pendingRequests,
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994
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this.marketDataPrices,
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995
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this.MAX_PRICE_HISTORY
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996
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);
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997
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}
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998
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});
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999
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this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
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1000
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this.logger?.log({
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1001
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level: "info",
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1002
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message: `Incoming request: ${req.method} ${req.url}`
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1003
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-
});
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115
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this.server = (0, import_node_http.createServer)(async (req, res) => {
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1004
116
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if (!req.url || !req.method) {
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1005
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this.logger?.log({
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1006
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level: "error",
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1007
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message: "Invalid request: missing URL or method"
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1008
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-
});
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res.writeHead(400);
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1010
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res.end("Bad Request");
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1011
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return;
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1012
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}
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1013
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-
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121
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+
const url = new URL(req.url, `http://${req.headers.host}`);
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122
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if (url.pathname === "/.well-known/oauth-authorization-server") {
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123
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const config = {
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124
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issuer: "https://accounts.google.com",
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125
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+
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
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126
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+
token_endpoint: "https://oauth2.googleapis.com/token",
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127
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+
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
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128
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+
response_types_supported: [
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129
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"code",
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130
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+
"token",
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131
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+
"id_token",
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132
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+
"code token",
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133
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+
"code id_token",
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134
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+
"token id_token",
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135
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+
"code token id_token"
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136
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+
],
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137
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+
subject_types_supported: ["public"],
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138
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+
id_token_signing_alg_values_supported: ["RS256"],
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139
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+
scopes_supported: ["openid", "email", "profile"],
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140
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+
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
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141
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+
};
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142
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+
res.writeHead(200, { "Content-Type": "application/json" });
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143
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+
res.end(JSON.stringify(config));
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144
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+
return;
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145
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+
}
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146
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+
if (url.pathname === "/") {
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1014
147
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const sessionId = req.headers["mcp-session-id"];
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1015
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-
this.logger?.log({
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1016
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-
level: "info",
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1017
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message: `MCP request received. Session ID: ${sessionId || "none"}, headers: ${req.headers}`
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|
1018
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-
});
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1019
148
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if (req.method === "POST") {
|
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1020
149
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const bodyChunks = [];
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1021
150
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req.on("data", (chunk) => {
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@@ -1026,61 +155,33 @@ var MCPRemote = class extends MCPBase {
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|
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1026
155
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const body = Buffer.concat(bodyChunks).toString();
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1027
156
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try {
|
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1028
157
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parsed = JSON.parse(body);
|
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1029
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-
this.logger?.log({
|
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1030
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-
level: "info",
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1031
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-
message: `Parsed request body: ${JSON.stringify(parsed)}`
|
|
1032
|
-
});
|
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1033
158
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} catch (err) {
|
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1034
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-
this.logger?.log({
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1035
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-
level: "error",
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1036
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message: `Failed to parse JSON body: ${err}`
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1037
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-
});
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1038
159
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res.writeHead(400);
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1039
160
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res.end(JSON.stringify({ error: "Invalid JSON" }));
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1040
161
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return;
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1041
162
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}
|
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1042
163
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let transport;
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1043
164
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if (sessionId && transports[sessionId]) {
|
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1044
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-
this.logger?.log({
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1045
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-
level: "info",
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1046
|
-
message: `Using existing transport for session: ${sessionId}`
|
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1047
|
-
});
|
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1048
165
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transport = transports[sessionId];
|
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1049
166
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} else if (!sessionId && req.method === "POST" && (0, import_types.isInitializeRequest)(parsed)) {
|
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1050
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-
this.logger?.log({
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1051
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-
level: "info",
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1052
|
-
message: "Creating new transport for initialization request"
|
|
1053
|
-
});
|
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1054
167
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transport = new import_streamableHttp.StreamableHTTPServerTransport({
|
|
1055
168
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sessionIdGenerator: () => (0, import_node_crypto.randomUUID)(),
|
|
1056
169
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onsessioninitialized: (sessionId2) => {
|
|
1057
|
-
this.logger?.log({
|
|
1058
|
-
level: "info",
|
|
1059
|
-
message: `New session initialized: ${sessionId2}`
|
|
1060
|
-
});
|
|
1061
170
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transports[sessionId2] = transport;
|
|
1062
171
|
}
|
|
1063
172
|
});
|
|
1064
173
|
transport.onclose = () => {
|
|
1065
174
|
if (transport.sessionId) {
|
|
1066
|
-
this.logger?.log({
|
|
1067
|
-
level: "info",
|
|
1068
|
-
message: `Session closed: ${transport.sessionId}`
|
|
1069
|
-
});
|
|
1070
175
|
delete transports[transport.sessionId];
|
|
1071
176
|
}
|
|
1072
177
|
};
|
|
1073
178
|
this.mcpServer = new import_mcp.McpServer({
|
|
1074
|
-
name: this.
|
|
1075
|
-
version: this.
|
|
179
|
+
name: this.name || "FIXParser",
|
|
180
|
+
version: this.version || "1.0.0"
|
|
1076
181
|
});
|
|
1077
|
-
this.
|
|
182
|
+
this.addWorkflows();
|
|
1078
183
|
await this.mcpServer.connect(transport);
|
|
1079
184
|
} else {
|
|
1080
|
-
this.logger?.log({
|
|
1081
|
-
level: "error",
|
|
1082
|
-
message: "Invalid request: No valid session ID provided"
|
|
1083
|
-
});
|
|
1084
185
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
1085
186
|
res.end(
|
|
1086
187
|
JSON.stringify({
|
|
@@ -1094,62 +195,26 @@ var MCPRemote = class extends MCPBase {
|
|
|
1094
195
|
);
|
|
1095
196
|
return;
|
|
1096
197
|
}
|
|
1097
|
-
|
|
1098
|
-
await transport.handleRequest(req, res, parsed);
|
|
1099
|
-
this.logger?.log({
|
|
1100
|
-
level: "info",
|
|
1101
|
-
message: "Request handled successfully"
|
|
1102
|
-
});
|
|
1103
|
-
} catch (error) {
|
|
1104
|
-
this.logger?.log({
|
|
1105
|
-
level: "error",
|
|
1106
|
-
message: `Error handling request: ${error}`
|
|
1107
|
-
});
|
|
1108
|
-
throw error;
|
|
1109
|
-
}
|
|
198
|
+
await transport.handleRequest(req, res, parsed);
|
|
1110
199
|
});
|
|
1111
200
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
1112
201
|
if (!sessionId || !transports[sessionId]) {
|
|
1113
|
-
this.logger?.log({
|
|
1114
|
-
level: "error",
|
|
1115
|
-
message: `Invalid session ID for ${req.method} request: ${sessionId}`
|
|
1116
|
-
});
|
|
1117
202
|
res.writeHead(400);
|
|
1118
203
|
res.end("Invalid or missing session ID");
|
|
1119
204
|
return;
|
|
1120
205
|
}
|
|
1121
206
|
const transport = transports[sessionId];
|
|
1122
|
-
|
|
1123
|
-
await transport.handleRequest(req, res);
|
|
1124
|
-
this.logger?.log({
|
|
1125
|
-
level: "info",
|
|
1126
|
-
message: `${req.method} request handled successfully for session: ${sessionId}`
|
|
1127
|
-
});
|
|
1128
|
-
} catch (error) {
|
|
1129
|
-
this.logger?.log({
|
|
1130
|
-
level: "error",
|
|
1131
|
-
message: `Error handling ${req.method} request: ${error}`
|
|
1132
|
-
});
|
|
1133
|
-
throw error;
|
|
1134
|
-
}
|
|
207
|
+
await transport.handleRequest(req, res);
|
|
1135
208
|
} else {
|
|
1136
|
-
this.logger?.log({
|
|
1137
|
-
level: "error",
|
|
1138
|
-
message: `Method not allowed: ${req.method}`
|
|
1139
|
-
});
|
|
1140
209
|
res.writeHead(405);
|
|
1141
210
|
res.end("Method Not Allowed");
|
|
1142
211
|
}
|
|
1143
|
-
|
|
1144
|
-
this.logger?.log({
|
|
1145
|
-
level: "error",
|
|
1146
|
-
message: `Not found: ${req.url}`
|
|
1147
|
-
});
|
|
1148
|
-
res.writeHead(404);
|
|
1149
|
-
res.end("Not Found");
|
|
212
|
+
return;
|
|
1150
213
|
}
|
|
214
|
+
res.writeHead(404);
|
|
215
|
+
res.end("Not Found");
|
|
1151
216
|
});
|
|
1152
|
-
this.
|
|
217
|
+
this.server.listen(this.port, () => {
|
|
1153
218
|
this.logger?.log({
|
|
1154
219
|
level: "info",
|
|
1155
220
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -1159,55 +224,381 @@ var MCPRemote = class extends MCPBase {
|
|
|
1159
224
|
this.onReady();
|
|
1160
225
|
}
|
|
1161
226
|
}
|
|
1162
|
-
|
|
227
|
+
addWorkflows() {
|
|
1163
228
|
if (!this.parser) {
|
|
1164
229
|
this.logger?.log({
|
|
1165
230
|
level: "error",
|
|
1166
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
231
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of workflows..."
|
|
1167
232
|
});
|
|
1168
233
|
return;
|
|
1169
234
|
}
|
|
1170
235
|
if (!this.mcpServer) {
|
|
1171
236
|
this.logger?.log({
|
|
1172
237
|
level: "error",
|
|
1173
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
238
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of workflows..."
|
|
1174
239
|
});
|
|
1175
240
|
return;
|
|
1176
241
|
}
|
|
1177
|
-
|
|
1178
|
-
|
|
1179
|
-
|
|
1180
|
-
|
|
1181
|
-
|
|
242
|
+
this.mcpServer.tool(
|
|
243
|
+
"parse",
|
|
244
|
+
"Parses a FIX message and describes it in plain language",
|
|
245
|
+
{ fixString: import_zod.z.string() },
|
|
246
|
+
async ({ fixString }) => {
|
|
247
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
248
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
249
|
+
this.logger?.log({
|
|
250
|
+
level: "error",
|
|
251
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
252
|
+
});
|
|
253
|
+
return {
|
|
254
|
+
isError: true,
|
|
255
|
+
content: [
|
|
256
|
+
{
|
|
257
|
+
type: "text",
|
|
258
|
+
text: "Error: Failed to parse FIX string"
|
|
259
|
+
}
|
|
260
|
+
]
|
|
261
|
+
};
|
|
262
|
+
}
|
|
263
|
+
return {
|
|
264
|
+
content: [
|
|
265
|
+
{
|
|
266
|
+
type: "text",
|
|
267
|
+
text: parsedMessage ? `${parsedMessage[0].description} - ${parsedMessage[0].messageTypeDescription}` : ""
|
|
268
|
+
}
|
|
269
|
+
]
|
|
270
|
+
};
|
|
271
|
+
}
|
|
1182
272
|
);
|
|
1183
|
-
|
|
1184
|
-
|
|
1185
|
-
|
|
1186
|
-
|
|
1187
|
-
|
|
1188
|
-
|
|
1189
|
-
|
|
1190
|
-
|
|
1191
|
-
|
|
1192
|
-
|
|
1193
|
-
|
|
1194
|
-
|
|
1195
|
-
{
|
|
1196
|
-
type: "text",
|
|
1197
|
-
text: `Tool not found: ${name}`
|
|
1198
|
-
}
|
|
1199
|
-
],
|
|
1200
|
-
isError: true
|
|
1201
|
-
};
|
|
273
|
+
this.mcpServer.prompt(
|
|
274
|
+
"parse",
|
|
275
|
+
"Parses a FIX message and describes it in plain language",
|
|
276
|
+
{ fixString: import_zod.z.string() },
|
|
277
|
+
({ fixString }) => ({
|
|
278
|
+
messages: [
|
|
279
|
+
{
|
|
280
|
+
role: "user",
|
|
281
|
+
content: {
|
|
282
|
+
type: "text",
|
|
283
|
+
text: `Please parse and explain this FIX message: ${fixString}`
|
|
284
|
+
}
|
|
1202
285
|
}
|
|
1203
|
-
|
|
286
|
+
]
|
|
287
|
+
})
|
|
288
|
+
);
|
|
289
|
+
this.mcpServer.tool(
|
|
290
|
+
"parseToJSON",
|
|
291
|
+
"Parses a FIX message into JSON",
|
|
292
|
+
{ fixString: import_zod.z.string() },
|
|
293
|
+
async ({ fixString }) => {
|
|
294
|
+
const parsedMessage = this.parser?.parse(fixString);
|
|
295
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
296
|
+
this.logger?.log({
|
|
297
|
+
level: "error",
|
|
298
|
+
message: "FIXParser (MCP): -- Failed to parse FIX string"
|
|
299
|
+
});
|
|
1204
300
|
return {
|
|
1205
|
-
|
|
1206
|
-
|
|
301
|
+
isError: true,
|
|
302
|
+
content: [
|
|
303
|
+
{
|
|
304
|
+
type: "text",
|
|
305
|
+
text: "Error: Failed to parse FIX string"
|
|
306
|
+
}
|
|
307
|
+
]
|
|
1207
308
|
};
|
|
1208
309
|
}
|
|
1209
|
-
|
|
1210
|
-
|
|
310
|
+
return {
|
|
311
|
+
content: [
|
|
312
|
+
{
|
|
313
|
+
type: "text",
|
|
314
|
+
text: parsedMessage ? JSON.stringify(parsedMessage[0].toFIXJSON()) : ""
|
|
315
|
+
}
|
|
316
|
+
]
|
|
317
|
+
};
|
|
318
|
+
}
|
|
319
|
+
);
|
|
320
|
+
this.mcpServer.prompt(
|
|
321
|
+
"parseToJSON",
|
|
322
|
+
"Parses a FIX message into JSON",
|
|
323
|
+
{ fixString: import_zod.z.string() },
|
|
324
|
+
({ fixString }) => ({
|
|
325
|
+
messages: [
|
|
326
|
+
{
|
|
327
|
+
role: "user",
|
|
328
|
+
content: {
|
|
329
|
+
type: "text",
|
|
330
|
+
text: `Please parse the FIX message to JSON: ${fixString}`
|
|
331
|
+
}
|
|
332
|
+
}
|
|
333
|
+
]
|
|
334
|
+
})
|
|
335
|
+
);
|
|
336
|
+
this.mcpServer.tool(
|
|
337
|
+
"newOrderSingle",
|
|
338
|
+
"Creates and sends a New Order Single",
|
|
339
|
+
{
|
|
340
|
+
clOrdID: import_zod.z.string(),
|
|
341
|
+
handlInst: import_zod.z.enum(["1", "2", "3"]).default(import_fixparser.HandlInst.AutomatedExecutionNoIntervention).optional(),
|
|
342
|
+
quantity: import_zod.z.number(),
|
|
343
|
+
price: import_zod.z.number(),
|
|
344
|
+
ordType: import_zod.z.enum([
|
|
345
|
+
"1",
|
|
346
|
+
"2",
|
|
347
|
+
"3",
|
|
348
|
+
"4",
|
|
349
|
+
"5",
|
|
350
|
+
"6",
|
|
351
|
+
"7",
|
|
352
|
+
"8",
|
|
353
|
+
"9",
|
|
354
|
+
"A",
|
|
355
|
+
"B",
|
|
356
|
+
"C",
|
|
357
|
+
"D",
|
|
358
|
+
"E",
|
|
359
|
+
"F",
|
|
360
|
+
"G",
|
|
361
|
+
"H",
|
|
362
|
+
"I",
|
|
363
|
+
"J",
|
|
364
|
+
"K",
|
|
365
|
+
"L",
|
|
366
|
+
"M",
|
|
367
|
+
"P",
|
|
368
|
+
"Q",
|
|
369
|
+
"R",
|
|
370
|
+
"S"
|
|
371
|
+
]).default(import_fixparser.OrdType.Market).optional(),
|
|
372
|
+
side: import_zod.z.enum(["1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C", "D", "E", "F", "G", "H"]),
|
|
373
|
+
// 1 = Buy, 2 = Sell...
|
|
374
|
+
symbol: import_zod.z.string(),
|
|
375
|
+
timeInForce: import_zod.z.enum(["0", "1", "2", "3", "4", "5", "6", "7", "8", "9", "A", "B", "C"]).default(import_fixparser.TimeInForce.Day).optional()
|
|
376
|
+
},
|
|
377
|
+
async ({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => {
|
|
378
|
+
const response = new Promise((resolve) => {
|
|
379
|
+
this.pendingRequests.set(clOrdID, resolve);
|
|
380
|
+
});
|
|
381
|
+
const order = this.parser?.createMessage(
|
|
382
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.NewOrderSingle),
|
|
383
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
384
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
385
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
386
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
387
|
+
new import_fixparser.Field(import_fixparser.Fields.ClOrdID, clOrdID),
|
|
388
|
+
new import_fixparser.Field(import_fixparser.Fields.Side, side),
|
|
389
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
390
|
+
new import_fixparser.Field(import_fixparser.Fields.OrderQty, quantity),
|
|
391
|
+
new import_fixparser.Field(import_fixparser.Fields.Price, price),
|
|
392
|
+
new import_fixparser.Field(import_fixparser.Fields.OrdType, ordType),
|
|
393
|
+
new import_fixparser.Field(import_fixparser.Fields.HandlInst, handlInst),
|
|
394
|
+
new import_fixparser.Field(import_fixparser.Fields.TimeInForce, timeInForce),
|
|
395
|
+
new import_fixparser.Field(import_fixparser.Fields.TransactTime, this.parser?.getTimestamp())
|
|
396
|
+
);
|
|
397
|
+
if (!this.parser?.connected) {
|
|
398
|
+
this.logger?.log({
|
|
399
|
+
level: "error",
|
|
400
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
401
|
+
});
|
|
402
|
+
return {
|
|
403
|
+
isError: true,
|
|
404
|
+
content: [
|
|
405
|
+
{
|
|
406
|
+
type: "text",
|
|
407
|
+
text: "Error: Not connected. Ignoring message."
|
|
408
|
+
}
|
|
409
|
+
]
|
|
410
|
+
};
|
|
411
|
+
}
|
|
412
|
+
this.parser?.send(order);
|
|
413
|
+
this.logger?.log({
|
|
414
|
+
level: "info",
|
|
415
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${order?.description}`
|
|
416
|
+
});
|
|
417
|
+
const fixData = await response;
|
|
418
|
+
return {
|
|
419
|
+
content: [
|
|
420
|
+
{
|
|
421
|
+
type: "text",
|
|
422
|
+
text: `Execution Report for order ${clOrdID}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
423
|
+
}
|
|
424
|
+
]
|
|
425
|
+
};
|
|
426
|
+
}
|
|
427
|
+
);
|
|
428
|
+
this.mcpServer.prompt(
|
|
429
|
+
"newOrderSingle",
|
|
430
|
+
"Creates and sends a New Order Single",
|
|
431
|
+
{
|
|
432
|
+
clOrdID: import_zod.z.string(),
|
|
433
|
+
handlInst: import_zod.z.string(),
|
|
434
|
+
quantity: import_zod.z.string(),
|
|
435
|
+
price: import_zod.z.string(),
|
|
436
|
+
ordType: import_zod.z.string(),
|
|
437
|
+
side: import_zod.z.string(),
|
|
438
|
+
symbol: import_zod.z.string(),
|
|
439
|
+
timeInForce: import_zod.z.string()
|
|
440
|
+
},
|
|
441
|
+
({ clOrdID, handlInst, quantity, price, ordType, side, symbol, timeInForce }) => ({
|
|
442
|
+
messages: [
|
|
443
|
+
{
|
|
444
|
+
role: "user",
|
|
445
|
+
content: {
|
|
446
|
+
type: "text",
|
|
447
|
+
text: [
|
|
448
|
+
"Create a New Order Single FIX message with the following parameters:",
|
|
449
|
+
`- ClOrdID: ${clOrdID}`,
|
|
450
|
+
`- HandlInst: ${handlInst ?? "default"}`,
|
|
451
|
+
`- Quantity: ${quantity}`,
|
|
452
|
+
`- Price: ${price}`,
|
|
453
|
+
`- OrdType: ${ordType ?? "default (Market)"}`,
|
|
454
|
+
`- Side: ${side}`,
|
|
455
|
+
`- Symbol: ${symbol}`,
|
|
456
|
+
`- TimeInForce: ${timeInForce ?? "default (Day)"}`,
|
|
457
|
+
"",
|
|
458
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
459
|
+
].join("\n")
|
|
460
|
+
}
|
|
461
|
+
}
|
|
462
|
+
]
|
|
463
|
+
})
|
|
464
|
+
);
|
|
465
|
+
this.mcpServer.tool(
|
|
466
|
+
"marketDataRequest",
|
|
467
|
+
"Sends a request for Market Data with the given symbol",
|
|
468
|
+
{
|
|
469
|
+
mdUpdateType: import_zod.z.enum(["0", "1"]).default("0").optional(),
|
|
470
|
+
// MDUpdateType.FullRefresh
|
|
471
|
+
symbol: import_zod.z.string(),
|
|
472
|
+
mdReqID: import_zod.z.string(),
|
|
473
|
+
subscriptionRequestType: import_zod.z.enum(["0", "1", "2"]).default(import_fixparser.SubscriptionRequestType.SnapshotAndUpdates).optional(),
|
|
474
|
+
mdEntryType: import_zod.z.enum([
|
|
475
|
+
"0",
|
|
476
|
+
"1",
|
|
477
|
+
"2",
|
|
478
|
+
"3",
|
|
479
|
+
"4",
|
|
480
|
+
"5",
|
|
481
|
+
"6",
|
|
482
|
+
"7",
|
|
483
|
+
"8",
|
|
484
|
+
"9",
|
|
485
|
+
"A",
|
|
486
|
+
"B",
|
|
487
|
+
"C",
|
|
488
|
+
"D",
|
|
489
|
+
"E",
|
|
490
|
+
"F",
|
|
491
|
+
"G",
|
|
492
|
+
"H",
|
|
493
|
+
"J",
|
|
494
|
+
"K",
|
|
495
|
+
"L",
|
|
496
|
+
"M",
|
|
497
|
+
"N",
|
|
498
|
+
"O",
|
|
499
|
+
"P",
|
|
500
|
+
"Q",
|
|
501
|
+
"S",
|
|
502
|
+
"R",
|
|
503
|
+
"T",
|
|
504
|
+
"U",
|
|
505
|
+
"V",
|
|
506
|
+
"W",
|
|
507
|
+
"X",
|
|
508
|
+
"Y",
|
|
509
|
+
"Z",
|
|
510
|
+
"a",
|
|
511
|
+
"b",
|
|
512
|
+
"c",
|
|
513
|
+
"d",
|
|
514
|
+
"e",
|
|
515
|
+
"g",
|
|
516
|
+
"h",
|
|
517
|
+
"i",
|
|
518
|
+
"t"
|
|
519
|
+
]).default(import_fixparser.MDEntryType.Bid).optional()
|
|
520
|
+
},
|
|
521
|
+
async ({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => {
|
|
522
|
+
const response = new Promise((resolve) => {
|
|
523
|
+
this.pendingRequests.set(mdReqID, resolve);
|
|
524
|
+
});
|
|
525
|
+
const marketDataRequest = this.parser?.createMessage(
|
|
526
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
527
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, this.parser?.sender),
|
|
528
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, this.parser?.getNextTargetMsgSeqNum()),
|
|
529
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, this.parser?.target),
|
|
530
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, this.parser?.getTimestamp()),
|
|
531
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
532
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, mdUpdateType),
|
|
533
|
+
new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, 1),
|
|
534
|
+
new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol),
|
|
535
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, mdReqID),
|
|
536
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, subscriptionRequestType),
|
|
537
|
+
new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, 1),
|
|
538
|
+
new import_fixparser.Field(import_fixparser.Fields.MDEntryType, mdEntryType)
|
|
539
|
+
);
|
|
540
|
+
if (!this.parser?.connected) {
|
|
541
|
+
this.logger?.log({
|
|
542
|
+
level: "error",
|
|
543
|
+
message: "FIXParser (MCP): -- Not connected. Ignoring message."
|
|
544
|
+
});
|
|
545
|
+
return {
|
|
546
|
+
isError: true,
|
|
547
|
+
content: [
|
|
548
|
+
{
|
|
549
|
+
type: "text",
|
|
550
|
+
text: "Error: Not connected. Ignoring message."
|
|
551
|
+
}
|
|
552
|
+
]
|
|
553
|
+
};
|
|
554
|
+
}
|
|
555
|
+
this.parser?.send(marketDataRequest);
|
|
556
|
+
this.logger?.log({
|
|
557
|
+
level: "info",
|
|
558
|
+
message: `FIXParser (MCP): (${this.parser?.protocol?.toUpperCase()}): >> sent ${marketDataRequest?.description}`
|
|
559
|
+
});
|
|
560
|
+
const fixData = await response;
|
|
561
|
+
return {
|
|
562
|
+
content: [
|
|
563
|
+
{
|
|
564
|
+
type: "text",
|
|
565
|
+
text: `Market data for ${symbol}: ${JSON.stringify(fixData.toFIXJSON())}`
|
|
566
|
+
}
|
|
567
|
+
]
|
|
568
|
+
};
|
|
569
|
+
}
|
|
570
|
+
);
|
|
571
|
+
this.mcpServer.prompt(
|
|
572
|
+
"marketDataRequest",
|
|
573
|
+
"Sends a request for Market Data with the given symbol",
|
|
574
|
+
{
|
|
575
|
+
mdUpdateType: import_zod.z.string(),
|
|
576
|
+
symbol: import_zod.z.string(),
|
|
577
|
+
mdReqID: import_zod.z.string(),
|
|
578
|
+
subscriptionRequestType: import_zod.z.string(),
|
|
579
|
+
mdEntryType: import_zod.z.string()
|
|
580
|
+
},
|
|
581
|
+
({ mdUpdateType, symbol, mdReqID, subscriptionRequestType, mdEntryType }) => ({
|
|
582
|
+
messages: [
|
|
583
|
+
{
|
|
584
|
+
role: "user",
|
|
585
|
+
content: {
|
|
586
|
+
type: "text",
|
|
587
|
+
text: [
|
|
588
|
+
"Create a Market Data Request FIX message with the following parameters:",
|
|
589
|
+
`- MDUpdateType: ${mdUpdateType ?? "default (0 = FullRefresh)"}`,
|
|
590
|
+
`- Symbol: ${symbol}`,
|
|
591
|
+
`- MDReqID: ${mdReqID}`,
|
|
592
|
+
`- SubscriptionRequestType: ${subscriptionRequestType ?? "default (0 = Snapshot + Updates)"}`,
|
|
593
|
+
`- MDEntryType: ${mdEntryType ?? "default (0 = Bid)"}`,
|
|
594
|
+
"",
|
|
595
|
+
"Format the response as a JSON object with FIX tag numbers as keys and their corresponding values."
|
|
596
|
+
].join("\n")
|
|
597
|
+
}
|
|
598
|
+
}
|
|
599
|
+
]
|
|
600
|
+
})
|
|
601
|
+
);
|
|
1211
602
|
}
|
|
1212
603
|
};
|
|
1213
604
|
// Annotate the CommonJS export names for ESM import in node:
|