fixparser-plugin-mcp 9.1.7-9a071f36 → 9.1.7-9d6b5ca3
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 +1229 -567
- package/build/cjs/MCPLocal.js.map +4 -4
- package/build/cjs/MCPRemote.js +1294 -435
- package/build/cjs/MCPRemote.js.map +4 -4
- package/build/cjs/index.js +1593 -0
- package/build/cjs/index.js.map +7 -0
- package/build/esm/MCPLocal.mjs +1219 -567
- package/build/esm/MCPLocal.mjs.map +4 -4
- package/build/esm/MCPRemote.mjs +1284 -444
- package/build/esm/MCPRemote.mjs.map +4 -4
- package/build/esm/index.mjs +1555 -0
- package/build/esm/index.mjs.map +7 -0
- package/build-examples/cjs/example_mcp_local.js +8 -46
- package/build-examples/cjs/example_mcp_local.js.map +4 -4
- package/build-examples/cjs/example_mcp_remote.js +16 -0
- package/build-examples/cjs/example_mcp_remote.js.map +7 -0
- package/build-examples/esm/example_mcp_local.mjs +8 -46
- package/build-examples/esm/example_mcp_local.mjs.map +4 -4
- package/build-examples/esm/example_mcp_remote.mjs +16 -0
- package/build-examples/esm/example_mcp_remote.mjs.map +7 -0
- package/package.json +9 -8
- package/types/MCPLocal.d.ts +0 -14
- package/types/MCPRemote.d.ts +0 -60
- package/types/PluginOptions.d.ts +0 -6
- package/types/index.d.ts +0 -3
package/build/cjs/MCPRemote.js
CHANGED
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@@ -1,7 +1,9 @@
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"use strict";
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+
var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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for (var name in all)
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@@ -15,6 +17,14 @@ var __copyProps = (to, from, except, desc) => {
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/MCPRemote.ts
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@@ -29,29 +39,1212 @@ 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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-
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var
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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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// src/MCPBase.ts
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var MCPBase = class {
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/**
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* Optional logger instance for diagnostics and output.
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* @
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* @protected
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*/
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logger;
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/**
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* FIXParser instance, set during plugin register().
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-
* @
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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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"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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"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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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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"A",
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"B",
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"C",
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"D",
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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"
|
|
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
|
+
parser.logger.log({
|
|
323
|
+
level: "info",
|
|
324
|
+
message: `Sending market data request for symbols: ${args.symbols.join(", ")}`
|
|
325
|
+
});
|
|
326
|
+
const response = new Promise((resolve) => {
|
|
327
|
+
pendingRequests.set(args.mdReqID, resolve);
|
|
328
|
+
parser.logger.log({
|
|
329
|
+
level: "info",
|
|
330
|
+
message: `Registered callback for market data request ID: ${args.mdReqID}`
|
|
331
|
+
});
|
|
332
|
+
});
|
|
333
|
+
const entryTypes = args.mdEntryTypes || [
|
|
334
|
+
import_fixparser.MDEntryType.Bid,
|
|
335
|
+
import_fixparser.MDEntryType.Offer,
|
|
336
|
+
import_fixparser.MDEntryType.Trade,
|
|
337
|
+
import_fixparser.MDEntryType.IndexValue,
|
|
338
|
+
import_fixparser.MDEntryType.OpeningPrice,
|
|
339
|
+
import_fixparser.MDEntryType.ClosingPrice,
|
|
340
|
+
import_fixparser.MDEntryType.SettlementPrice,
|
|
341
|
+
import_fixparser.MDEntryType.TradingSessionHighPrice,
|
|
342
|
+
import_fixparser.MDEntryType.TradingSessionLowPrice,
|
|
343
|
+
import_fixparser.MDEntryType.VWAP,
|
|
344
|
+
import_fixparser.MDEntryType.Imbalance,
|
|
345
|
+
import_fixparser.MDEntryType.TradeVolume,
|
|
346
|
+
import_fixparser.MDEntryType.OpenInterest,
|
|
347
|
+
import_fixparser.MDEntryType.CompositeUnderlyingPrice,
|
|
348
|
+
import_fixparser.MDEntryType.SimulatedSellPrice,
|
|
349
|
+
import_fixparser.MDEntryType.SimulatedBuyPrice,
|
|
350
|
+
import_fixparser.MDEntryType.MarginRate,
|
|
351
|
+
import_fixparser.MDEntryType.MidPrice,
|
|
352
|
+
import_fixparser.MDEntryType.EmptyBook,
|
|
353
|
+
import_fixparser.MDEntryType.SettleHighPrice,
|
|
354
|
+
import_fixparser.MDEntryType.SettleLowPrice,
|
|
355
|
+
import_fixparser.MDEntryType.PriorSettlePrice,
|
|
356
|
+
import_fixparser.MDEntryType.SessionHighBid,
|
|
357
|
+
import_fixparser.MDEntryType.SessionLowOffer,
|
|
358
|
+
import_fixparser.MDEntryType.EarlyPrices,
|
|
359
|
+
import_fixparser.MDEntryType.AuctionClearingPrice,
|
|
360
|
+
import_fixparser.MDEntryType.SwapValueFactor,
|
|
361
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForLongPositions,
|
|
362
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForLongPositions,
|
|
363
|
+
import_fixparser.MDEntryType.DailyValueAdjustmentForShortPositions,
|
|
364
|
+
import_fixparser.MDEntryType.CumulativeValueAdjustmentForShortPositions,
|
|
365
|
+
import_fixparser.MDEntryType.FixingPrice,
|
|
366
|
+
import_fixparser.MDEntryType.CashRate,
|
|
367
|
+
import_fixparser.MDEntryType.RecoveryRate,
|
|
368
|
+
import_fixparser.MDEntryType.RecoveryRateForLong,
|
|
369
|
+
import_fixparser.MDEntryType.RecoveryRateForShort,
|
|
370
|
+
import_fixparser.MDEntryType.MarketBid,
|
|
371
|
+
import_fixparser.MDEntryType.MarketOffer,
|
|
372
|
+
import_fixparser.MDEntryType.ShortSaleMinPrice,
|
|
373
|
+
import_fixparser.MDEntryType.PreviousClosingPrice,
|
|
374
|
+
import_fixparser.MDEntryType.ThresholdLimitPriceBanding,
|
|
375
|
+
import_fixparser.MDEntryType.DailyFinancingValue,
|
|
376
|
+
import_fixparser.MDEntryType.AccruedFinancingValue,
|
|
377
|
+
import_fixparser.MDEntryType.TWAP
|
|
378
|
+
];
|
|
379
|
+
const messageFields = [
|
|
380
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgType, import_fixparser.Messages.MarketDataRequest),
|
|
381
|
+
new import_fixparser.Field(import_fixparser.Fields.SenderCompID, parser.sender),
|
|
382
|
+
new import_fixparser.Field(import_fixparser.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
383
|
+
new import_fixparser.Field(import_fixparser.Fields.TargetCompID, parser.target),
|
|
384
|
+
new import_fixparser.Field(import_fixparser.Fields.SendingTime, parser.getTimestamp()),
|
|
385
|
+
new import_fixparser.Field(import_fixparser.Fields.MDReqID, args.mdReqID),
|
|
386
|
+
new import_fixparser.Field(import_fixparser.Fields.SubscriptionRequestType, args.subscriptionRequestType),
|
|
387
|
+
new import_fixparser.Field(import_fixparser.Fields.MarketDepth, 0),
|
|
388
|
+
new import_fixparser.Field(import_fixparser.Fields.MDUpdateType, args.mdUpdateType)
|
|
389
|
+
];
|
|
390
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoRelatedSym, args.symbols.length));
|
|
391
|
+
args.symbols.forEach((symbol) => {
|
|
392
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.Symbol, symbol));
|
|
393
|
+
});
|
|
394
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.NoMDEntryTypes, entryTypes.length));
|
|
395
|
+
entryTypes.forEach((entryType) => {
|
|
396
|
+
messageFields.push(new import_fixparser.Field(import_fixparser.Fields.MDEntryType, entryType));
|
|
397
|
+
});
|
|
398
|
+
const mdr = parser.createMessage(...messageFields);
|
|
399
|
+
if (!parser.connected) {
|
|
400
|
+
parser.logger.log({
|
|
401
|
+
level: "error",
|
|
402
|
+
message: "Not connected. Cannot send market data request."
|
|
403
|
+
});
|
|
404
|
+
return {
|
|
405
|
+
content: [
|
|
406
|
+
{
|
|
407
|
+
type: "text",
|
|
408
|
+
text: "Error: Not connected. Ignoring message.",
|
|
409
|
+
uri: "marketDataRequest"
|
|
410
|
+
}
|
|
411
|
+
],
|
|
412
|
+
isError: true
|
|
413
|
+
};
|
|
414
|
+
}
|
|
415
|
+
parser.logger.log({
|
|
416
|
+
level: "info",
|
|
417
|
+
message: `Sending market data request message: ${JSON.stringify(mdr?.toFIXJSON())}`
|
|
418
|
+
});
|
|
419
|
+
parser.send(mdr);
|
|
420
|
+
const fixData = await response;
|
|
421
|
+
parser.logger.log({
|
|
422
|
+
level: "info",
|
|
423
|
+
message: `Received market data response for request ID: ${args.mdReqID}`
|
|
424
|
+
});
|
|
425
|
+
return {
|
|
426
|
+
content: [
|
|
427
|
+
{
|
|
428
|
+
type: "text",
|
|
429
|
+
text: `Market data for ${args.symbols.join(", ")}: ${JSON.stringify(fixData.toFIXJSON())}`,
|
|
430
|
+
uri: "marketDataRequest"
|
|
431
|
+
}
|
|
432
|
+
]
|
|
433
|
+
};
|
|
434
|
+
} catch (error) {
|
|
435
|
+
return {
|
|
436
|
+
content: [
|
|
437
|
+
{
|
|
438
|
+
type: "text",
|
|
439
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to request market data"}`,
|
|
440
|
+
uri: "marketDataRequest"
|
|
441
|
+
}
|
|
442
|
+
],
|
|
443
|
+
isError: true
|
|
444
|
+
};
|
|
445
|
+
}
|
|
446
|
+
};
|
|
447
|
+
};
|
|
448
|
+
var createGetStockGraphHandler = (marketDataPrices) => {
|
|
449
|
+
return async (args) => {
|
|
450
|
+
try {
|
|
451
|
+
const symbol = args.symbol;
|
|
452
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
453
|
+
if (priceHistory.length === 0) {
|
|
454
|
+
return {
|
|
455
|
+
content: [
|
|
456
|
+
{
|
|
457
|
+
type: "text",
|
|
458
|
+
text: `No price data available for ${symbol}`,
|
|
459
|
+
uri: "getStockGraph"
|
|
460
|
+
}
|
|
461
|
+
]
|
|
462
|
+
};
|
|
463
|
+
}
|
|
464
|
+
const chart = new import_quickchart_js.default();
|
|
465
|
+
chart.setWidth(1200);
|
|
466
|
+
chart.setHeight(600);
|
|
467
|
+
chart.setBackgroundColor("transparent");
|
|
468
|
+
const labels = priceHistory.map((point) => new Date(point.timestamp).toLocaleTimeString());
|
|
469
|
+
const bidData = priceHistory.map((point) => point.bid);
|
|
470
|
+
const offerData = priceHistory.map((point) => point.offer);
|
|
471
|
+
const spreadData = priceHistory.map((point) => point.spread);
|
|
472
|
+
const volumeData = priceHistory.map((point) => point.volume);
|
|
473
|
+
const tradeData = priceHistory.map((point) => point.trade);
|
|
474
|
+
const vwapData = priceHistory.map((point) => point.vwap);
|
|
475
|
+
const twapData = priceHistory.map((point) => point.twap);
|
|
476
|
+
const config = {
|
|
477
|
+
type: "line",
|
|
478
|
+
data: {
|
|
479
|
+
labels,
|
|
480
|
+
datasets: [
|
|
481
|
+
{
|
|
482
|
+
label: "Bid",
|
|
483
|
+
data: bidData,
|
|
484
|
+
borderColor: "#28a745",
|
|
485
|
+
backgroundColor: "rgba(40, 167, 69, 0.1)",
|
|
486
|
+
fill: false,
|
|
487
|
+
tension: 0.4
|
|
488
|
+
},
|
|
489
|
+
{
|
|
490
|
+
label: "Offer",
|
|
491
|
+
data: offerData,
|
|
492
|
+
borderColor: "#dc3545",
|
|
493
|
+
backgroundColor: "rgba(220, 53, 69, 0.1)",
|
|
494
|
+
fill: false,
|
|
495
|
+
tension: 0.4
|
|
496
|
+
},
|
|
497
|
+
{
|
|
498
|
+
label: "Spread",
|
|
499
|
+
data: spreadData,
|
|
500
|
+
borderColor: "#6c757d",
|
|
501
|
+
backgroundColor: "rgba(108, 117, 125, 0.1)",
|
|
502
|
+
fill: false,
|
|
503
|
+
tension: 0.4
|
|
504
|
+
},
|
|
505
|
+
{
|
|
506
|
+
label: "Trade",
|
|
507
|
+
data: tradeData,
|
|
508
|
+
borderColor: "#ffc107",
|
|
509
|
+
backgroundColor: "rgba(255, 193, 7, 0.1)",
|
|
510
|
+
fill: false,
|
|
511
|
+
tension: 0.4
|
|
512
|
+
},
|
|
513
|
+
{
|
|
514
|
+
label: "VWAP",
|
|
515
|
+
data: vwapData,
|
|
516
|
+
borderColor: "#17a2b8",
|
|
517
|
+
backgroundColor: "rgba(23, 162, 184, 0.1)",
|
|
518
|
+
fill: false,
|
|
519
|
+
tension: 0.4
|
|
520
|
+
},
|
|
521
|
+
{
|
|
522
|
+
label: "TWAP",
|
|
523
|
+
data: twapData,
|
|
524
|
+
borderColor: "#6610f2",
|
|
525
|
+
backgroundColor: "rgba(102, 16, 242, 0.1)",
|
|
526
|
+
fill: false,
|
|
527
|
+
tension: 0.4
|
|
528
|
+
},
|
|
529
|
+
{
|
|
530
|
+
label: "Volume",
|
|
531
|
+
data: volumeData,
|
|
532
|
+
borderColor: "#007bff",
|
|
533
|
+
backgroundColor: "rgba(0, 123, 255, 0.1)",
|
|
534
|
+
fill: true,
|
|
535
|
+
tension: 0.4
|
|
536
|
+
}
|
|
537
|
+
]
|
|
538
|
+
},
|
|
539
|
+
options: {
|
|
540
|
+
responsive: true,
|
|
541
|
+
plugins: {
|
|
542
|
+
title: {
|
|
543
|
+
display: true,
|
|
544
|
+
text: `${symbol} Market Data`
|
|
545
|
+
}
|
|
546
|
+
},
|
|
547
|
+
scales: {
|
|
548
|
+
y: {
|
|
549
|
+
beginAtZero: false
|
|
550
|
+
}
|
|
551
|
+
}
|
|
552
|
+
}
|
|
553
|
+
};
|
|
554
|
+
chart.setConfig(config);
|
|
555
|
+
const imageBuffer = await chart.toBinary();
|
|
556
|
+
const base64 = imageBuffer.toString("base64");
|
|
557
|
+
return {
|
|
558
|
+
content: [
|
|
559
|
+
{
|
|
560
|
+
type: "resource",
|
|
561
|
+
resource: {
|
|
562
|
+
uri: "resource://graph",
|
|
563
|
+
mimeType: "image/png",
|
|
564
|
+
blob: base64
|
|
565
|
+
}
|
|
566
|
+
}
|
|
567
|
+
]
|
|
568
|
+
};
|
|
569
|
+
} catch (error) {
|
|
570
|
+
return {
|
|
571
|
+
content: [
|
|
572
|
+
{
|
|
573
|
+
type: "text",
|
|
574
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to generate graph"}`,
|
|
575
|
+
uri: "getStockGraph"
|
|
576
|
+
}
|
|
577
|
+
],
|
|
578
|
+
isError: true
|
|
579
|
+
};
|
|
580
|
+
}
|
|
581
|
+
};
|
|
582
|
+
};
|
|
583
|
+
var createGetStockPriceHistoryHandler = (marketDataPrices) => {
|
|
584
|
+
return async (args) => {
|
|
585
|
+
try {
|
|
586
|
+
const symbol = args.symbol;
|
|
587
|
+
const priceHistory = marketDataPrices.get(symbol) || [];
|
|
588
|
+
if (priceHistory.length === 0) {
|
|
589
|
+
return {
|
|
590
|
+
content: [
|
|
591
|
+
{
|
|
592
|
+
type: "text",
|
|
593
|
+
text: `No price data available for ${symbol}`,
|
|
594
|
+
uri: "getStockPriceHistory"
|
|
595
|
+
}
|
|
596
|
+
]
|
|
597
|
+
};
|
|
598
|
+
}
|
|
599
|
+
return {
|
|
600
|
+
content: [
|
|
601
|
+
{
|
|
602
|
+
type: "text",
|
|
603
|
+
text: JSON.stringify(
|
|
604
|
+
{
|
|
605
|
+
symbol,
|
|
606
|
+
count: priceHistory.length,
|
|
607
|
+
data: priceHistory.map((point) => ({
|
|
608
|
+
timestamp: new Date(point.timestamp).toISOString(),
|
|
609
|
+
bid: point.bid,
|
|
610
|
+
offer: point.offer,
|
|
611
|
+
spread: point.spread,
|
|
612
|
+
volume: point.volume,
|
|
613
|
+
trade: point.trade,
|
|
614
|
+
indexValue: point.indexValue,
|
|
615
|
+
openingPrice: point.openingPrice,
|
|
616
|
+
closingPrice: point.closingPrice,
|
|
617
|
+
settlementPrice: point.settlementPrice,
|
|
618
|
+
tradingSessionHighPrice: point.tradingSessionHighPrice,
|
|
619
|
+
tradingSessionLowPrice: point.tradingSessionLowPrice,
|
|
620
|
+
vwap: point.vwap,
|
|
621
|
+
imbalance: point.imbalance,
|
|
622
|
+
openInterest: point.openInterest,
|
|
623
|
+
compositeUnderlyingPrice: point.compositeUnderlyingPrice,
|
|
624
|
+
simulatedSellPrice: point.simulatedSellPrice,
|
|
625
|
+
simulatedBuyPrice: point.simulatedBuyPrice,
|
|
626
|
+
marginRate: point.marginRate,
|
|
627
|
+
midPrice: point.midPrice,
|
|
628
|
+
emptyBook: point.emptyBook,
|
|
629
|
+
settleHighPrice: point.settleHighPrice,
|
|
630
|
+
settleLowPrice: point.settleLowPrice,
|
|
631
|
+
priorSettlePrice: point.priorSettlePrice,
|
|
632
|
+
sessionHighBid: point.sessionHighBid,
|
|
633
|
+
sessionLowOffer: point.sessionLowOffer,
|
|
634
|
+
earlyPrices: point.earlyPrices,
|
|
635
|
+
auctionClearingPrice: point.auctionClearingPrice,
|
|
636
|
+
swapValueFactor: point.swapValueFactor,
|
|
637
|
+
dailyValueAdjustmentForLongPositions: point.dailyValueAdjustmentForLongPositions,
|
|
638
|
+
cumulativeValueAdjustmentForLongPositions: point.cumulativeValueAdjustmentForLongPositions,
|
|
639
|
+
dailyValueAdjustmentForShortPositions: point.dailyValueAdjustmentForShortPositions,
|
|
640
|
+
cumulativeValueAdjustmentForShortPositions: point.cumulativeValueAdjustmentForShortPositions,
|
|
641
|
+
fixingPrice: point.fixingPrice,
|
|
642
|
+
cashRate: point.cashRate,
|
|
643
|
+
recoveryRate: point.recoveryRate,
|
|
644
|
+
recoveryRateForLong: point.recoveryRateForLong,
|
|
645
|
+
recoveryRateForShort: point.recoveryRateForShort,
|
|
646
|
+
marketBid: point.marketBid,
|
|
647
|
+
marketOffer: point.marketOffer,
|
|
648
|
+
shortSaleMinPrice: point.shortSaleMinPrice,
|
|
649
|
+
previousClosingPrice: point.previousClosingPrice,
|
|
650
|
+
thresholdLimitPriceBanding: point.thresholdLimitPriceBanding,
|
|
651
|
+
dailyFinancingValue: point.dailyFinancingValue,
|
|
652
|
+
accruedFinancingValue: point.accruedFinancingValue,
|
|
653
|
+
twap: point.twap
|
|
654
|
+
}))
|
|
655
|
+
},
|
|
656
|
+
null,
|
|
657
|
+
2
|
|
658
|
+
),
|
|
659
|
+
uri: "getStockPriceHistory"
|
|
660
|
+
}
|
|
661
|
+
]
|
|
662
|
+
};
|
|
663
|
+
} catch (error) {
|
|
664
|
+
return {
|
|
665
|
+
content: [
|
|
666
|
+
{
|
|
667
|
+
type: "text",
|
|
668
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to get price history"}`,
|
|
669
|
+
uri: "getStockPriceHistory"
|
|
670
|
+
}
|
|
671
|
+
],
|
|
672
|
+
isError: true
|
|
673
|
+
};
|
|
674
|
+
}
|
|
675
|
+
};
|
|
676
|
+
};
|
|
677
|
+
|
|
678
|
+
// src/tools/order.ts
|
|
679
|
+
var import_fixparser2 = require("fixparser");
|
|
680
|
+
var ordTypeNames = {
|
|
681
|
+
"1": "Market",
|
|
682
|
+
"2": "Limit",
|
|
683
|
+
"3": "Stop",
|
|
684
|
+
"4": "StopLimit",
|
|
685
|
+
"5": "MarketOnClose",
|
|
686
|
+
"6": "WithOrWithout",
|
|
687
|
+
"7": "LimitOrBetter",
|
|
688
|
+
"8": "LimitWithOrWithout",
|
|
689
|
+
"9": "OnBasis",
|
|
690
|
+
A: "OnClose",
|
|
691
|
+
B: "LimitOnClose",
|
|
692
|
+
C: "ForexMarket",
|
|
693
|
+
D: "PreviouslyQuoted",
|
|
694
|
+
E: "PreviouslyIndicated",
|
|
695
|
+
F: "ForexLimit",
|
|
696
|
+
G: "ForexSwap",
|
|
697
|
+
H: "ForexPreviouslyQuoted",
|
|
698
|
+
I: "Funari",
|
|
699
|
+
J: "MarketIfTouched",
|
|
700
|
+
K: "MarketWithLeftOverAsLimit",
|
|
701
|
+
L: "PreviousFundValuationPoint",
|
|
702
|
+
M: "NextFundValuationPoint",
|
|
703
|
+
P: "Pegged",
|
|
704
|
+
Q: "CounterOrderSelection",
|
|
705
|
+
R: "StopOnBidOrOffer",
|
|
706
|
+
S: "StopLimitOnBidOrOffer"
|
|
707
|
+
};
|
|
708
|
+
var sideNames = {
|
|
709
|
+
"1": "Buy",
|
|
710
|
+
"2": "Sell",
|
|
711
|
+
"3": "BuyMinus",
|
|
712
|
+
"4": "SellPlus",
|
|
713
|
+
"5": "SellShort",
|
|
714
|
+
"6": "SellShortExempt",
|
|
715
|
+
"7": "Undisclosed",
|
|
716
|
+
"8": "Cross",
|
|
717
|
+
"9": "CrossShort",
|
|
718
|
+
A: "CrossShortExempt",
|
|
719
|
+
B: "AsDefined",
|
|
720
|
+
C: "Opposite",
|
|
721
|
+
D: "Subscribe",
|
|
722
|
+
E: "Redeem",
|
|
723
|
+
F: "Lend",
|
|
724
|
+
G: "Borrow",
|
|
725
|
+
H: "SellUndisclosed"
|
|
726
|
+
};
|
|
727
|
+
var timeInForceNames = {
|
|
728
|
+
"0": "Day",
|
|
729
|
+
"1": "GoodTillCancel",
|
|
730
|
+
"2": "AtTheOpening",
|
|
731
|
+
"3": "ImmediateOrCancel",
|
|
732
|
+
"4": "FillOrKill",
|
|
733
|
+
"5": "GoodTillCrossing",
|
|
734
|
+
"6": "GoodTillDate",
|
|
735
|
+
"7": "AtTheClose",
|
|
736
|
+
"8": "GoodThroughCrossing",
|
|
737
|
+
"9": "AtCrossing",
|
|
738
|
+
A: "GoodForTime",
|
|
739
|
+
B: "GoodForAuction",
|
|
740
|
+
C: "GoodForMonth"
|
|
741
|
+
};
|
|
742
|
+
var handlInstNames = {
|
|
743
|
+
"1": "AutomatedExecutionNoIntervention",
|
|
744
|
+
"2": "AutomatedExecutionInterventionOK",
|
|
745
|
+
"3": "ManualOrder"
|
|
746
|
+
};
|
|
747
|
+
var createVerifyOrderHandler = (parser, verifiedOrders) => {
|
|
748
|
+
return async (args) => {
|
|
749
|
+
try {
|
|
750
|
+
verifiedOrders.set(args.clOrdID, {
|
|
751
|
+
clOrdID: args.clOrdID,
|
|
752
|
+
handlInst: args.handlInst,
|
|
753
|
+
quantity: Number.parseFloat(String(args.quantity)),
|
|
754
|
+
price: Number.parseFloat(String(args.price)),
|
|
755
|
+
ordType: args.ordType,
|
|
756
|
+
side: args.side,
|
|
757
|
+
symbol: args.symbol,
|
|
758
|
+
timeInForce: args.timeInForce
|
|
759
|
+
});
|
|
760
|
+
return {
|
|
761
|
+
content: [
|
|
762
|
+
{
|
|
763
|
+
type: "text",
|
|
764
|
+
text: `VERIFICATION: All parameters valid. Ready to proceed with order execution.
|
|
765
|
+
|
|
766
|
+
Parameters verified:
|
|
767
|
+
- ClOrdID: ${args.clOrdID}
|
|
768
|
+
- HandlInst: ${args.handlInst} (${handlInstNames[args.handlInst]})
|
|
769
|
+
- Quantity: ${args.quantity}
|
|
770
|
+
- Price: ${args.price}
|
|
771
|
+
- OrdType: ${args.ordType} (${ordTypeNames[args.ordType]})
|
|
772
|
+
- Side: ${args.side} (${sideNames[args.side]})
|
|
773
|
+
- Symbol: ${args.symbol}
|
|
774
|
+
- TimeInForce: ${args.timeInForce} (${timeInForceNames[args.timeInForce]})
|
|
775
|
+
|
|
776
|
+
To execute this order, call the executeOrder tool with these exact same parameters. Important: The user has to explicitly confirm before executeOrder is called!`,
|
|
777
|
+
uri: "verifyOrder"
|
|
778
|
+
}
|
|
779
|
+
]
|
|
780
|
+
};
|
|
781
|
+
} catch (error) {
|
|
782
|
+
return {
|
|
783
|
+
content: [
|
|
784
|
+
{
|
|
785
|
+
type: "text",
|
|
786
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to verify order parameters"}`,
|
|
787
|
+
uri: "verifyOrder"
|
|
788
|
+
}
|
|
789
|
+
],
|
|
790
|
+
isError: true
|
|
791
|
+
};
|
|
792
|
+
}
|
|
793
|
+
};
|
|
794
|
+
};
|
|
795
|
+
var createExecuteOrderHandler = (parser, verifiedOrders, pendingRequests) => {
|
|
796
|
+
return async (args) => {
|
|
797
|
+
try {
|
|
798
|
+
const verifiedOrder = verifiedOrders.get(args.clOrdID);
|
|
799
|
+
if (!verifiedOrder) {
|
|
800
|
+
return {
|
|
801
|
+
content: [
|
|
802
|
+
{
|
|
803
|
+
type: "text",
|
|
804
|
+
text: `Error: Order ${args.clOrdID} has not been verified. Please call verifyOrder first.`,
|
|
805
|
+
uri: "executeOrder"
|
|
806
|
+
}
|
|
807
|
+
],
|
|
808
|
+
isError: true
|
|
809
|
+
};
|
|
810
|
+
}
|
|
811
|
+
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) {
|
|
812
|
+
return {
|
|
813
|
+
content: [
|
|
814
|
+
{
|
|
815
|
+
type: "text",
|
|
816
|
+
text: "Error: Order parameters do not match the verified order. Please use the exact same parameters that were verified.",
|
|
817
|
+
uri: "executeOrder"
|
|
818
|
+
}
|
|
819
|
+
],
|
|
820
|
+
isError: true
|
|
821
|
+
};
|
|
822
|
+
}
|
|
823
|
+
const response = new Promise((resolve) => {
|
|
824
|
+
pendingRequests.set(args.clOrdID, resolve);
|
|
825
|
+
});
|
|
826
|
+
const order = parser.createMessage(
|
|
827
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgType, import_fixparser2.Messages.NewOrderSingle),
|
|
828
|
+
new import_fixparser2.Field(import_fixparser2.Fields.MsgSeqNum, parser.getNextTargetMsgSeqNum()),
|
|
829
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SenderCompID, parser.sender),
|
|
830
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TargetCompID, parser.target),
|
|
831
|
+
new import_fixparser2.Field(import_fixparser2.Fields.SendingTime, parser.getTimestamp()),
|
|
832
|
+
new import_fixparser2.Field(import_fixparser2.Fields.ClOrdID, args.clOrdID),
|
|
833
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Side, args.side),
|
|
834
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Symbol, args.symbol),
|
|
835
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrderQty, Number.parseFloat(String(args.quantity))),
|
|
836
|
+
new import_fixparser2.Field(import_fixparser2.Fields.Price, Number.parseFloat(String(args.price))),
|
|
837
|
+
new import_fixparser2.Field(import_fixparser2.Fields.OrdType, args.ordType),
|
|
838
|
+
new import_fixparser2.Field(import_fixparser2.Fields.HandlInst, args.handlInst),
|
|
839
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TimeInForce, args.timeInForce),
|
|
840
|
+
new import_fixparser2.Field(import_fixparser2.Fields.TransactTime, parser.getTimestamp())
|
|
841
|
+
);
|
|
842
|
+
if (!parser.connected) {
|
|
843
|
+
return {
|
|
844
|
+
content: [
|
|
845
|
+
{
|
|
846
|
+
type: "text",
|
|
847
|
+
text: "Error: Not connected. Ignoring message.",
|
|
848
|
+
uri: "executeOrder"
|
|
849
|
+
}
|
|
850
|
+
],
|
|
851
|
+
isError: true
|
|
852
|
+
};
|
|
853
|
+
}
|
|
854
|
+
parser.send(order);
|
|
855
|
+
const fixData = await response;
|
|
856
|
+
verifiedOrders.delete(args.clOrdID);
|
|
857
|
+
return {
|
|
858
|
+
content: [
|
|
859
|
+
{
|
|
860
|
+
type: "text",
|
|
861
|
+
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())}`,
|
|
862
|
+
uri: "executeOrder"
|
|
863
|
+
}
|
|
864
|
+
]
|
|
865
|
+
};
|
|
866
|
+
} catch (error) {
|
|
867
|
+
return {
|
|
868
|
+
content: [
|
|
869
|
+
{
|
|
870
|
+
type: "text",
|
|
871
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to execute order"}`,
|
|
872
|
+
uri: "executeOrder"
|
|
873
|
+
}
|
|
874
|
+
],
|
|
875
|
+
isError: true
|
|
876
|
+
};
|
|
877
|
+
}
|
|
878
|
+
};
|
|
879
|
+
};
|
|
880
|
+
|
|
881
|
+
// src/tools/parse.ts
|
|
882
|
+
var createParseHandler = (parser) => {
|
|
883
|
+
return async (args) => {
|
|
884
|
+
try {
|
|
885
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
886
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
887
|
+
return {
|
|
888
|
+
content: [
|
|
889
|
+
{
|
|
890
|
+
type: "text",
|
|
891
|
+
text: "Error: Failed to parse FIX string",
|
|
892
|
+
uri: "parse"
|
|
893
|
+
}
|
|
894
|
+
],
|
|
895
|
+
isError: true
|
|
896
|
+
};
|
|
897
|
+
}
|
|
898
|
+
return {
|
|
899
|
+
content: [
|
|
900
|
+
{
|
|
901
|
+
type: "text",
|
|
902
|
+
text: `${parsedMessage[0].description}
|
|
903
|
+
${parsedMessage[0].messageTypeDescription}`,
|
|
904
|
+
uri: "parse"
|
|
905
|
+
}
|
|
906
|
+
]
|
|
907
|
+
};
|
|
908
|
+
} catch (error) {
|
|
909
|
+
return {
|
|
910
|
+
content: [
|
|
911
|
+
{
|
|
912
|
+
type: "text",
|
|
913
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
914
|
+
uri: "parse"
|
|
915
|
+
}
|
|
916
|
+
],
|
|
917
|
+
isError: true
|
|
918
|
+
};
|
|
919
|
+
}
|
|
920
|
+
};
|
|
921
|
+
};
|
|
922
|
+
|
|
923
|
+
// src/tools/parseToJSON.ts
|
|
924
|
+
var createParseToJSONHandler = (parser) => {
|
|
925
|
+
return async (args) => {
|
|
926
|
+
try {
|
|
927
|
+
const parsedMessage = parser.parse(args.fixString);
|
|
928
|
+
if (!parsedMessage || parsedMessage.length === 0) {
|
|
929
|
+
return {
|
|
930
|
+
content: [
|
|
931
|
+
{
|
|
932
|
+
type: "text",
|
|
933
|
+
text: "Error: Failed to parse FIX string",
|
|
934
|
+
uri: "parseToJSON"
|
|
935
|
+
}
|
|
936
|
+
],
|
|
937
|
+
isError: true
|
|
938
|
+
};
|
|
939
|
+
}
|
|
940
|
+
return {
|
|
941
|
+
content: [
|
|
942
|
+
{
|
|
943
|
+
type: "text",
|
|
944
|
+
text: `${parsedMessage[0].toFIXJSON()}`,
|
|
945
|
+
uri: "parseToJSON"
|
|
946
|
+
}
|
|
947
|
+
]
|
|
948
|
+
};
|
|
949
|
+
} catch (error) {
|
|
950
|
+
return {
|
|
951
|
+
content: [
|
|
952
|
+
{
|
|
953
|
+
type: "text",
|
|
954
|
+
text: `Error: ${error instanceof Error ? error.message : "Failed to parse FIX string"}`,
|
|
955
|
+
uri: "parseToJSON"
|
|
956
|
+
}
|
|
957
|
+
],
|
|
958
|
+
isError: true
|
|
959
|
+
};
|
|
960
|
+
}
|
|
961
|
+
};
|
|
962
|
+
};
|
|
963
|
+
|
|
964
|
+
// src/tools/index.ts
|
|
965
|
+
var createToolHandlers = (parser, verifiedOrders, pendingRequests, marketDataPrices) => ({
|
|
966
|
+
parse: createParseHandler(parser),
|
|
967
|
+
parseToJSON: createParseToJSONHandler(parser),
|
|
968
|
+
verifyOrder: createVerifyOrderHandler(parser, verifiedOrders),
|
|
969
|
+
executeOrder: createExecuteOrderHandler(parser, verifiedOrders, pendingRequests),
|
|
970
|
+
marketDataRequest: createMarketDataRequestHandler(parser, pendingRequests),
|
|
971
|
+
getStockGraph: createGetStockGraphHandler(marketDataPrices),
|
|
972
|
+
getStockPriceHistory: createGetStockPriceHistoryHandler(marketDataPrices)
|
|
973
|
+
});
|
|
974
|
+
|
|
975
|
+
// src/utils/messageHandler.ts
|
|
976
|
+
var import_fixparser3 = require("fixparser");
|
|
977
|
+
function getEnumValue(enumObj, name) {
|
|
978
|
+
return enumObj[name] || name;
|
|
979
|
+
}
|
|
980
|
+
function handleMessage(message, parser, pendingRequests, marketDataPrices, maxPriceHistory, onPriceUpdate) {
|
|
981
|
+
const msgType = message.messageType;
|
|
982
|
+
if (msgType === import_fixparser3.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser3.Messages.MarketDataIncrementalRefresh) {
|
|
983
|
+
const symbol = message.getField(import_fixparser3.Fields.Symbol)?.value;
|
|
984
|
+
const fixJson = message.toFIXJSON();
|
|
985
|
+
const entries = fixJson.Body?.NoMDEntries || [];
|
|
986
|
+
const data = {
|
|
987
|
+
timestamp: Date.now(),
|
|
988
|
+
bid: 0,
|
|
989
|
+
offer: 0,
|
|
990
|
+
spread: 0,
|
|
991
|
+
volume: 0,
|
|
992
|
+
trade: 0,
|
|
993
|
+
indexValue: 0,
|
|
994
|
+
openingPrice: 0,
|
|
995
|
+
closingPrice: 0,
|
|
996
|
+
settlementPrice: 0,
|
|
997
|
+
tradingSessionHighPrice: 0,
|
|
998
|
+
tradingSessionLowPrice: 0,
|
|
999
|
+
vwap: 0,
|
|
1000
|
+
imbalance: 0,
|
|
1001
|
+
openInterest: 0,
|
|
1002
|
+
compositeUnderlyingPrice: 0,
|
|
1003
|
+
simulatedSellPrice: 0,
|
|
1004
|
+
simulatedBuyPrice: 0,
|
|
1005
|
+
marginRate: 0,
|
|
1006
|
+
midPrice: 0,
|
|
1007
|
+
emptyBook: 0,
|
|
1008
|
+
settleHighPrice: 0,
|
|
1009
|
+
settleLowPrice: 0,
|
|
1010
|
+
priorSettlePrice: 0,
|
|
1011
|
+
sessionHighBid: 0,
|
|
1012
|
+
sessionLowOffer: 0,
|
|
1013
|
+
earlyPrices: 0,
|
|
1014
|
+
auctionClearingPrice: 0,
|
|
1015
|
+
swapValueFactor: 0,
|
|
1016
|
+
dailyValueAdjustmentForLongPositions: 0,
|
|
1017
|
+
cumulativeValueAdjustmentForLongPositions: 0,
|
|
1018
|
+
dailyValueAdjustmentForShortPositions: 0,
|
|
1019
|
+
cumulativeValueAdjustmentForShortPositions: 0,
|
|
1020
|
+
fixingPrice: 0,
|
|
1021
|
+
cashRate: 0,
|
|
1022
|
+
recoveryRate: 0,
|
|
1023
|
+
recoveryRateForLong: 0,
|
|
1024
|
+
recoveryRateForShort: 0,
|
|
1025
|
+
marketBid: 0,
|
|
1026
|
+
marketOffer: 0,
|
|
1027
|
+
shortSaleMinPrice: 0,
|
|
1028
|
+
previousClosingPrice: 0,
|
|
1029
|
+
thresholdLimitPriceBanding: 0,
|
|
1030
|
+
dailyFinancingValue: 0,
|
|
1031
|
+
accruedFinancingValue: 0,
|
|
1032
|
+
twap: 0
|
|
1033
|
+
};
|
|
1034
|
+
for (const entry of entries) {
|
|
1035
|
+
const entryType = entry.MDEntryType;
|
|
1036
|
+
const price = entry.MDEntryPx ? Number.parseFloat(entry.MDEntryPx) : 0;
|
|
1037
|
+
const size = entry.MDEntrySize ? Number.parseFloat(entry.MDEntrySize) : 0;
|
|
1038
|
+
const enumValue = getEnumValue(import_fixparser3.MDEntryType, entryType);
|
|
1039
|
+
switch (enumValue) {
|
|
1040
|
+
case import_fixparser3.MDEntryType.Bid:
|
|
1041
|
+
data.bid = price;
|
|
1042
|
+
break;
|
|
1043
|
+
case import_fixparser3.MDEntryType.Offer:
|
|
1044
|
+
data.offer = price;
|
|
1045
|
+
break;
|
|
1046
|
+
case import_fixparser3.MDEntryType.Trade:
|
|
1047
|
+
data.trade = price;
|
|
1048
|
+
break;
|
|
1049
|
+
case import_fixparser3.MDEntryType.IndexValue:
|
|
1050
|
+
data.indexValue = price;
|
|
1051
|
+
break;
|
|
1052
|
+
case import_fixparser3.MDEntryType.OpeningPrice:
|
|
1053
|
+
data.openingPrice = price;
|
|
1054
|
+
break;
|
|
1055
|
+
case import_fixparser3.MDEntryType.ClosingPrice:
|
|
1056
|
+
data.closingPrice = price;
|
|
1057
|
+
break;
|
|
1058
|
+
case import_fixparser3.MDEntryType.SettlementPrice:
|
|
1059
|
+
data.settlementPrice = price;
|
|
1060
|
+
break;
|
|
1061
|
+
case import_fixparser3.MDEntryType.TradingSessionHighPrice:
|
|
1062
|
+
data.tradingSessionHighPrice = price;
|
|
1063
|
+
break;
|
|
1064
|
+
case import_fixparser3.MDEntryType.TradingSessionLowPrice:
|
|
1065
|
+
data.tradingSessionLowPrice = price;
|
|
1066
|
+
break;
|
|
1067
|
+
case import_fixparser3.MDEntryType.VWAP:
|
|
1068
|
+
data.vwap = price;
|
|
1069
|
+
break;
|
|
1070
|
+
case import_fixparser3.MDEntryType.Imbalance:
|
|
1071
|
+
data.imbalance = size;
|
|
1072
|
+
break;
|
|
1073
|
+
case import_fixparser3.MDEntryType.TradeVolume:
|
|
1074
|
+
data.volume = size;
|
|
1075
|
+
break;
|
|
1076
|
+
case import_fixparser3.MDEntryType.OpenInterest:
|
|
1077
|
+
data.openInterest = size;
|
|
1078
|
+
break;
|
|
1079
|
+
case import_fixparser3.MDEntryType.CompositeUnderlyingPrice:
|
|
1080
|
+
data.compositeUnderlyingPrice = price;
|
|
1081
|
+
break;
|
|
1082
|
+
case import_fixparser3.MDEntryType.SimulatedSellPrice:
|
|
1083
|
+
data.simulatedSellPrice = price;
|
|
1084
|
+
break;
|
|
1085
|
+
case import_fixparser3.MDEntryType.SimulatedBuyPrice:
|
|
1086
|
+
data.simulatedBuyPrice = price;
|
|
1087
|
+
break;
|
|
1088
|
+
case import_fixparser3.MDEntryType.MarginRate:
|
|
1089
|
+
data.marginRate = price;
|
|
1090
|
+
break;
|
|
1091
|
+
case import_fixparser3.MDEntryType.MidPrice:
|
|
1092
|
+
data.midPrice = price;
|
|
1093
|
+
break;
|
|
1094
|
+
case import_fixparser3.MDEntryType.EmptyBook:
|
|
1095
|
+
data.emptyBook = 1;
|
|
1096
|
+
break;
|
|
1097
|
+
case import_fixparser3.MDEntryType.SettleHighPrice:
|
|
1098
|
+
data.settleHighPrice = price;
|
|
1099
|
+
break;
|
|
1100
|
+
case import_fixparser3.MDEntryType.SettleLowPrice:
|
|
1101
|
+
data.settleLowPrice = price;
|
|
1102
|
+
break;
|
|
1103
|
+
case import_fixparser3.MDEntryType.PriorSettlePrice:
|
|
1104
|
+
data.priorSettlePrice = price;
|
|
1105
|
+
break;
|
|
1106
|
+
case import_fixparser3.MDEntryType.SessionHighBid:
|
|
1107
|
+
data.sessionHighBid = price;
|
|
1108
|
+
break;
|
|
1109
|
+
case import_fixparser3.MDEntryType.SessionLowOffer:
|
|
1110
|
+
data.sessionLowOffer = price;
|
|
1111
|
+
break;
|
|
1112
|
+
case import_fixparser3.MDEntryType.EarlyPrices:
|
|
1113
|
+
data.earlyPrices = price;
|
|
1114
|
+
break;
|
|
1115
|
+
case import_fixparser3.MDEntryType.AuctionClearingPrice:
|
|
1116
|
+
data.auctionClearingPrice = price;
|
|
1117
|
+
break;
|
|
1118
|
+
case import_fixparser3.MDEntryType.SwapValueFactor:
|
|
1119
|
+
data.swapValueFactor = price;
|
|
1120
|
+
break;
|
|
1121
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForLongPositions:
|
|
1122
|
+
data.dailyValueAdjustmentForLongPositions = price;
|
|
1123
|
+
break;
|
|
1124
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForLongPositions:
|
|
1125
|
+
data.cumulativeValueAdjustmentForLongPositions = price;
|
|
1126
|
+
break;
|
|
1127
|
+
case import_fixparser3.MDEntryType.DailyValueAdjustmentForShortPositions:
|
|
1128
|
+
data.dailyValueAdjustmentForShortPositions = price;
|
|
1129
|
+
break;
|
|
1130
|
+
case import_fixparser3.MDEntryType.CumulativeValueAdjustmentForShortPositions:
|
|
1131
|
+
data.cumulativeValueAdjustmentForShortPositions = price;
|
|
1132
|
+
break;
|
|
1133
|
+
case import_fixparser3.MDEntryType.FixingPrice:
|
|
1134
|
+
data.fixingPrice = price;
|
|
1135
|
+
break;
|
|
1136
|
+
case import_fixparser3.MDEntryType.CashRate:
|
|
1137
|
+
data.cashRate = price;
|
|
1138
|
+
break;
|
|
1139
|
+
case import_fixparser3.MDEntryType.RecoveryRate:
|
|
1140
|
+
data.recoveryRate = price;
|
|
1141
|
+
break;
|
|
1142
|
+
case import_fixparser3.MDEntryType.RecoveryRateForLong:
|
|
1143
|
+
data.recoveryRateForLong = price;
|
|
1144
|
+
break;
|
|
1145
|
+
case import_fixparser3.MDEntryType.RecoveryRateForShort:
|
|
1146
|
+
data.recoveryRateForShort = price;
|
|
1147
|
+
break;
|
|
1148
|
+
case import_fixparser3.MDEntryType.MarketBid:
|
|
1149
|
+
data.marketBid = price;
|
|
1150
|
+
break;
|
|
1151
|
+
case import_fixparser3.MDEntryType.MarketOffer:
|
|
1152
|
+
data.marketOffer = price;
|
|
1153
|
+
break;
|
|
1154
|
+
case import_fixparser3.MDEntryType.ShortSaleMinPrice:
|
|
1155
|
+
data.shortSaleMinPrice = price;
|
|
1156
|
+
break;
|
|
1157
|
+
case import_fixparser3.MDEntryType.PreviousClosingPrice:
|
|
1158
|
+
data.previousClosingPrice = price;
|
|
1159
|
+
break;
|
|
1160
|
+
case import_fixparser3.MDEntryType.ThresholdLimitPriceBanding:
|
|
1161
|
+
data.thresholdLimitPriceBanding = price;
|
|
1162
|
+
break;
|
|
1163
|
+
case import_fixparser3.MDEntryType.DailyFinancingValue:
|
|
1164
|
+
data.dailyFinancingValue = price;
|
|
1165
|
+
break;
|
|
1166
|
+
case import_fixparser3.MDEntryType.AccruedFinancingValue:
|
|
1167
|
+
data.accruedFinancingValue = price;
|
|
1168
|
+
break;
|
|
1169
|
+
case import_fixparser3.MDEntryType.TWAP:
|
|
1170
|
+
data.twap = price;
|
|
1171
|
+
break;
|
|
1172
|
+
}
|
|
1173
|
+
}
|
|
1174
|
+
data.spread = data.offer - data.bid;
|
|
1175
|
+
if (!marketDataPrices.has(symbol)) {
|
|
1176
|
+
marketDataPrices.set(symbol, []);
|
|
1177
|
+
}
|
|
1178
|
+
const prices = marketDataPrices.get(symbol);
|
|
1179
|
+
prices.push(data);
|
|
1180
|
+
if (prices.length > maxPriceHistory) {
|
|
1181
|
+
prices.splice(0, prices.length - maxPriceHistory);
|
|
1182
|
+
}
|
|
1183
|
+
onPriceUpdate?.(symbol, data);
|
|
1184
|
+
const mdReqID = message.getField(import_fixparser3.Fields.MDReqID)?.value;
|
|
1185
|
+
if (mdReqID) {
|
|
1186
|
+
const callback = pendingRequests.get(mdReqID);
|
|
1187
|
+
if (callback) {
|
|
1188
|
+
callback(message);
|
|
1189
|
+
pendingRequests.delete(mdReqID);
|
|
1190
|
+
}
|
|
1191
|
+
}
|
|
1192
|
+
} else if (msgType === import_fixparser3.Messages.ExecutionReport) {
|
|
1193
|
+
const reqId = message.getField(import_fixparser3.Fields.ClOrdID)?.value;
|
|
1194
|
+
const callback = pendingRequests.get(reqId);
|
|
1195
|
+
if (callback) {
|
|
1196
|
+
callback(message);
|
|
1197
|
+
pendingRequests.delete(reqId);
|
|
1198
|
+
}
|
|
1199
|
+
}
|
|
1200
|
+
}
|
|
1201
|
+
|
|
1202
|
+
// src/MCPRemote.ts
|
|
1203
|
+
var transports = {};
|
|
1204
|
+
function jsonSchemaToZod(schema) {
|
|
1205
|
+
if (schema.type === "object") {
|
|
1206
|
+
const shape = {};
|
|
1207
|
+
for (const [key, prop] of Object.entries(schema.properties || {})) {
|
|
1208
|
+
const propSchema = prop;
|
|
1209
|
+
if (propSchema.type === "string") {
|
|
1210
|
+
if (propSchema.enum) {
|
|
1211
|
+
shape[key] = import_zod.z.enum(propSchema.enum);
|
|
1212
|
+
} else {
|
|
1213
|
+
shape[key] = import_zod.z.string();
|
|
1214
|
+
}
|
|
1215
|
+
} else if (propSchema.type === "number") {
|
|
1216
|
+
shape[key] = import_zod.z.number();
|
|
1217
|
+
} else if (propSchema.type === "boolean") {
|
|
1218
|
+
shape[key] = import_zod.z.boolean();
|
|
1219
|
+
} else if (propSchema.type === "array") {
|
|
1220
|
+
if (propSchema.items.type === "string") {
|
|
1221
|
+
shape[key] = import_zod.z.array(import_zod.z.string());
|
|
1222
|
+
} else if (propSchema.items.type === "number") {
|
|
1223
|
+
shape[key] = import_zod.z.array(import_zod.z.number());
|
|
1224
|
+
} else if (propSchema.items.type === "boolean") {
|
|
1225
|
+
shape[key] = import_zod.z.array(import_zod.z.boolean());
|
|
1226
|
+
} else {
|
|
1227
|
+
shape[key] = import_zod.z.array(import_zod.z.any());
|
|
1228
|
+
}
|
|
1229
|
+
} else {
|
|
1230
|
+
shape[key] = import_zod.z.any();
|
|
1231
|
+
}
|
|
1232
|
+
}
|
|
1233
|
+
return shape;
|
|
1234
|
+
}
|
|
1235
|
+
return {};
|
|
1236
|
+
}
|
|
1237
|
+
var MCPRemote = class extends MCPBase {
|
|
1238
|
+
/**
|
|
1239
|
+
* Port number the server will listen on.
|
|
1240
|
+
* @private
|
|
1241
|
+
*/
|
|
1242
|
+
port;
|
|
50
1243
|
/**
|
|
51
1244
|
* Node.js HTTP server instance created internally.
|
|
52
1245
|
* @private
|
|
53
1246
|
*/
|
|
54
|
-
|
|
1247
|
+
httpServer;
|
|
55
1248
|
/**
|
|
56
1249
|
* MCP server instance handling MCP protocol logic.
|
|
57
1250
|
* @private
|
|
@@ -61,89 +1254,61 @@ var MCPRemote = class {
|
|
|
61
1254
|
* Optional name of the plugin/server instance.
|
|
62
1255
|
* @private
|
|
63
1256
|
*/
|
|
64
|
-
|
|
1257
|
+
serverName;
|
|
65
1258
|
/**
|
|
66
1259
|
* Optional version string of the plugin/server.
|
|
67
1260
|
* @private
|
|
68
1261
|
*/
|
|
69
|
-
|
|
1262
|
+
serverVersion;
|
|
70
1263
|
/**
|
|
71
|
-
*
|
|
1264
|
+
* Map to store verified orders before execution
|
|
72
1265
|
* @private
|
|
73
1266
|
*/
|
|
74
|
-
|
|
1267
|
+
verifiedOrders = /* @__PURE__ */ new Map();
|
|
75
1268
|
/**
|
|
76
|
-
*
|
|
77
|
-
* Each entry contains a resolver function that is called when the corresponding
|
|
78
|
-
* FIX Message is received.
|
|
1269
|
+
* Map to store pending requests and their callbacks
|
|
79
1270
|
* @private
|
|
80
|
-
* @type {Map<string, (data: Message) => void>}
|
|
81
1271
|
*/
|
|
82
1272
|
pendingRequests = /* @__PURE__ */ new Map();
|
|
1273
|
+
/**
|
|
1274
|
+
* Map to store market data prices for each symbol
|
|
1275
|
+
* @private
|
|
1276
|
+
*/
|
|
1277
|
+
marketDataPrices = /* @__PURE__ */ new Map();
|
|
1278
|
+
/**
|
|
1279
|
+
* Maximum number of price history entries to keep per symbol
|
|
1280
|
+
* @private
|
|
1281
|
+
*/
|
|
1282
|
+
MAX_PRICE_HISTORY = 1e5;
|
|
83
1283
|
constructor({ port, logger, onReady }) {
|
|
1284
|
+
super({ logger, onReady });
|
|
84
1285
|
this.port = port;
|
|
85
|
-
if (logger) this.logger = logger;
|
|
86
|
-
if (onReady) this.onReady = onReady;
|
|
87
1286
|
}
|
|
88
1287
|
async register(parser) {
|
|
89
1288
|
this.parser = parser;
|
|
90
|
-
this.parser.addOnMessageCallback((message) => {
|
|
91
|
-
this.logger?.log({
|
|
92
|
-
level: "info",
|
|
93
|
-
message: `FIXParser (MCP): (${parser.protocol?.toUpperCase()}): << received ${message.description}`
|
|
94
|
-
});
|
|
95
|
-
const msgType = message.messageType;
|
|
96
|
-
if (msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh || msgType === import_fixparser.Messages.ExecutionReport) {
|
|
97
|
-
const idField = msgType === import_fixparser.Messages.MarketDataSnapshotFullRefresh ? message.getField(import_fixparser.Fields.MDReqID) : message.getField(import_fixparser.Fields.ClOrdID);
|
|
98
|
-
if (idField) {
|
|
99
|
-
const id = idField.value;
|
|
100
|
-
if (typeof id === "string" || typeof id === "number") {
|
|
101
|
-
const callback = this.pendingRequests.get(String(id));
|
|
102
|
-
if (callback) {
|
|
103
|
-
callback(message);
|
|
104
|
-
this.pendingRequests.delete(String(id));
|
|
105
|
-
}
|
|
106
|
-
}
|
|
107
|
-
}
|
|
108
|
-
}
|
|
109
|
-
});
|
|
110
1289
|
this.logger = parser.logger;
|
|
111
1290
|
this.logger?.log({
|
|
112
1291
|
level: "info",
|
|
113
1292
|
message: `FIXParser (MCP): -- Plugin registered. Creating MCP server on port ${this.port}...`
|
|
114
1293
|
});
|
|
115
|
-
this.
|
|
1294
|
+
this.parser.addOnMessageCallback((message) => {
|
|
1295
|
+
if (this.parser) {
|
|
1296
|
+
handleMessage(
|
|
1297
|
+
message,
|
|
1298
|
+
this.parser,
|
|
1299
|
+
this.pendingRequests,
|
|
1300
|
+
this.marketDataPrices,
|
|
1301
|
+
this.MAX_PRICE_HISTORY
|
|
1302
|
+
);
|
|
1303
|
+
}
|
|
1304
|
+
});
|
|
1305
|
+
this.httpServer = (0, import_node_http.createServer)(async (req, res) => {
|
|
116
1306
|
if (!req.url || !req.method) {
|
|
117
1307
|
res.writeHead(400);
|
|
118
1308
|
res.end("Bad Request");
|
|
119
1309
|
return;
|
|
120
1310
|
}
|
|
121
|
-
|
|
122
|
-
if (url.pathname === "/.well-known/oauth-authorization-server") {
|
|
123
|
-
const config = {
|
|
124
|
-
issuer: "https://accounts.google.com",
|
|
125
|
-
authorization_endpoint: "https://accounts.google.com/o/oauth2/v2/auth",
|
|
126
|
-
token_endpoint: "https://oauth2.googleapis.com/token",
|
|
127
|
-
jwks_uri: "https://www.googleapis.com/oauth2/v3/certs",
|
|
128
|
-
response_types_supported: [
|
|
129
|
-
"code",
|
|
130
|
-
"token",
|
|
131
|
-
"id_token",
|
|
132
|
-
"code token",
|
|
133
|
-
"code id_token",
|
|
134
|
-
"token id_token",
|
|
135
|
-
"code token id_token"
|
|
136
|
-
],
|
|
137
|
-
subject_types_supported: ["public"],
|
|
138
|
-
id_token_signing_alg_values_supported: ["RS256"],
|
|
139
|
-
scopes_supported: ["openid", "email", "profile"],
|
|
140
|
-
token_endpoint_auth_methods_supported: ["client_secret_basic", "client_secret_post"]
|
|
141
|
-
};
|
|
142
|
-
res.writeHead(200, { "Content-Type": "application/json" });
|
|
143
|
-
res.end(JSON.stringify(config));
|
|
144
|
-
return;
|
|
145
|
-
}
|
|
146
|
-
if (url.pathname === "/") {
|
|
1311
|
+
if (req.url === "/mcp") {
|
|
147
1312
|
const sessionId = req.headers["mcp-session-id"];
|
|
148
1313
|
if (req.method === "POST") {
|
|
149
1314
|
const bodyChunks = [];
|
|
@@ -176,10 +1341,10 @@ var MCPRemote = class {
|
|
|
176
1341
|
}
|
|
177
1342
|
};
|
|
178
1343
|
this.mcpServer = new import_mcp.McpServer({
|
|
179
|
-
name: this.
|
|
180
|
-
version: this.
|
|
1344
|
+
name: this.serverName || "FIXParser",
|
|
1345
|
+
version: this.serverVersion || "1.0.0"
|
|
181
1346
|
});
|
|
182
|
-
this.
|
|
1347
|
+
this.setupTools();
|
|
183
1348
|
await this.mcpServer.connect(transport);
|
|
184
1349
|
} else {
|
|
185
1350
|
res.writeHead(400, { "Content-Type": "application/json" });
|
|
@@ -195,7 +1360,15 @@ var MCPRemote = class {
|
|
|
195
1360
|
);
|
|
196
1361
|
return;
|
|
197
1362
|
}
|
|
198
|
-
|
|
1363
|
+
try {
|
|
1364
|
+
await transport.handleRequest(req, res, parsed);
|
|
1365
|
+
} catch (error) {
|
|
1366
|
+
this.logger?.log({
|
|
1367
|
+
level: "error",
|
|
1368
|
+
message: `Error handling request: ${error}`
|
|
1369
|
+
});
|
|
1370
|
+
throw error;
|
|
1371
|
+
}
|
|
199
1372
|
});
|
|
200
1373
|
} else if (req.method === "GET" || req.method === "DELETE") {
|
|
201
1374
|
if (!sessionId || !transports[sessionId]) {
|
|
@@ -204,17 +1377,29 @@ var MCPRemote = class {
|
|
|
204
1377
|
return;
|
|
205
1378
|
}
|
|
206
1379
|
const transport = transports[sessionId];
|
|
207
|
-
|
|
1380
|
+
try {
|
|
1381
|
+
await transport.handleRequest(req, res);
|
|
1382
|
+
} catch (error) {
|
|
1383
|
+
this.logger?.log({
|
|
1384
|
+
level: "error",
|
|
1385
|
+
message: `Error handling ${req.method} request: ${error}`
|
|
1386
|
+
});
|
|
1387
|
+
throw error;
|
|
1388
|
+
}
|
|
208
1389
|
} else {
|
|
1390
|
+
this.logger?.log({
|
|
1391
|
+
level: "error",
|
|
1392
|
+
message: `Method not allowed: ${req.method}`
|
|
1393
|
+
});
|
|
209
1394
|
res.writeHead(405);
|
|
210
1395
|
res.end("Method Not Allowed");
|
|
211
1396
|
}
|
|
212
|
-
|
|
1397
|
+
} else {
|
|
1398
|
+
res.writeHead(404);
|
|
1399
|
+
res.end("Not Found");
|
|
213
1400
|
}
|
|
214
|
-
res.writeHead(404);
|
|
215
|
-
res.end("Not Found");
|
|
216
1401
|
});
|
|
217
|
-
this.
|
|
1402
|
+
this.httpServer.listen(this.port, () => {
|
|
218
1403
|
this.logger?.log({
|
|
219
1404
|
level: "info",
|
|
220
1405
|
message: `FIXParser (MCP): -- Server listening on http://localhost:${this.port}...`
|
|
@@ -224,381 +1409,55 @@ var MCPRemote = class {
|
|
|
224
1409
|
this.onReady();
|
|
225
1410
|
}
|
|
226
1411
|
}
|
|
227
|
-
|
|
1412
|
+
setupTools() {
|
|
228
1413
|
if (!this.parser) {
|
|
229
1414
|
this.logger?.log({
|
|
230
1415
|
level: "error",
|
|
231
|
-
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of
|
|
1416
|
+
message: "FIXParser (MCP): -- FIXParser instance not initialized. Ignoring setup of tools..."
|
|
232
1417
|
});
|
|
233
1418
|
return;
|
|
234
1419
|
}
|
|
235
1420
|
if (!this.mcpServer) {
|
|
236
1421
|
this.logger?.log({
|
|
237
1422
|
level: "error",
|
|
238
|
-
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of
|
|
1423
|
+
message: "FIXParser (MCP): -- MCP Server not initialized. Ignoring setup of tools..."
|
|
239
1424
|
});
|
|
240
1425
|
return;
|
|
241
1426
|
}
|
|
242
|
-
|
|
243
|
-
|
|
244
|
-
|
|
245
|
-
|
|
246
|
-
|
|
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
|
-
}
|
|
272
|
-
);
|
|
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
|
-
}
|
|
285
|
-
}
|
|
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
|
-
});
|
|
300
|
-
return {
|
|
301
|
-
isError: true,
|
|
302
|
-
content: [
|
|
303
|
-
{
|
|
304
|
-
type: "text",
|
|
305
|
-
text: "Error: Failed to parse FIX string"
|
|
306
|
-
}
|
|
307
|
-
]
|
|
308
|
-
};
|
|
309
|
-
}
|
|
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
|
-
}
|
|
1427
|
+
const toolHandlers = createToolHandlers(
|
|
1428
|
+
this.parser,
|
|
1429
|
+
this.verifiedOrders,
|
|
1430
|
+
this.pendingRequests,
|
|
1431
|
+
this.marketDataPrices
|
|
427
1432
|
);
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
435
|
-
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
|
|
444
|
-
|
|
445
|
-
|
|
446
|
-
|
|
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
|
-
}
|
|
1433
|
+
Object.entries(toolSchemas).forEach(([name, { description, schema }]) => {
|
|
1434
|
+
this.mcpServer?.registerTool(
|
|
1435
|
+
name,
|
|
1436
|
+
{
|
|
1437
|
+
description,
|
|
1438
|
+
inputSchema: jsonSchemaToZod(schema)
|
|
1439
|
+
},
|
|
1440
|
+
async (args) => {
|
|
1441
|
+
const handler = toolHandlers[name];
|
|
1442
|
+
if (!handler) {
|
|
1443
|
+
return {
|
|
1444
|
+
content: [
|
|
1445
|
+
{
|
|
1446
|
+
type: "text",
|
|
1447
|
+
text: `Tool not found: ${name}`
|
|
1448
|
+
}
|
|
1449
|
+
],
|
|
1450
|
+
isError: true
|
|
1451
|
+
};
|
|
461
1452
|
}
|
|
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
|
-
});
|
|
1453
|
+
const result = await handler(args);
|
|
545
1454
|
return {
|
|
546
|
-
|
|
547
|
-
|
|
548
|
-
{
|
|
549
|
-
type: "text",
|
|
550
|
-
text: "Error: Not connected. Ignoring message."
|
|
551
|
-
}
|
|
552
|
-
]
|
|
1455
|
+
content: result.content,
|
|
1456
|
+
isError: result.isError
|
|
553
1457
|
};
|
|
554
1458
|
}
|
|
555
|
-
|
|
556
|
-
|
|
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
|
-
);
|
|
1459
|
+
);
|
|
1460
|
+
});
|
|
602
1461
|
}
|
|
603
1462
|
};
|
|
604
1463
|
// Annotate the CommonJS export names for ESM import in node:
|