fixparser-plugin-mcp 9.1.7-945d3edd → 9.1.7-98e4fd71

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